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

United Kingdom: bonds

The British public debt is the total quantity of money borrowed by the Government of the United Kingdom at any one time through the issue of securities by the British Treasury and other government agencies. The government bonds called gilts or stocks.

As of Q1 2013 total amount outstanding is £1,278 billion, including inflation uplift for index-linked gilts.

UK sovereign debt market is dominated by long and super-long issues: with fixed coupon (conventional gilts), and, less frequently, with inflation-linked coupon (index-linked gilts). Gilt-edged securities are listed on the London Stock Exchange. Auctions are take place every week (round £2.3 billion each week).

Outstanding bond issues

Сurrency Outstanding bond issues Cumulative volume
sovereign
GBP 101 1 523 619 778 555
USD 3 6 000 000 000
municipal
GBP 4 1 084 971 000
corporate
USD 1862 656 433 513 574
GBP 1350 418 333 317 070
EUR 844 551 762 624 490
RUB 401 132 869 113 000
AUD 45 10 162 000 000
CHF 41 7 976 150 000
HKD 38 17 442 000 000
IDR 32 22 184 760 000 000
JPY 32 595 688 000 000
ZAR 30 52 047 600 000
NOK 27 24 201 500 000
INR 18 52 616 000 000
BRL 17 4 260 933 000
CNY 13 4 852 000 000
TRY 12 5 571 700 000
RON 10 1 076 750 000
CAD 10 4 545 000 000
ARS 9 5 800 000 000
MXN 9 10 365 650 000
KZT 7 103 050 000 000
SEK 7 8 745 000 000
UAH 5 5 124 750 000
NZD 5 392 600 000
SGD 4 2 200 000 000
ITL 4 2 525 000 000 000
GEL 4 292 400 000
KRW 3 100 000 000 000
AMD 3 8 458 900 000
FRF 2 1 316 000 000
CZK 2 1 250 000 000
UYU 1 181 000 000
COP 1 15 000 000 000
ZMW 1 50 000 000
PEN 1 32 500 000
RSD 1 2 500 000 000
HUF 1 1 250 000 000
PLN 1 20 000 000
DKK 1 650 000 000

Sovereign rating

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

Latest bond issues

issue ISIN coupon volume end of placement maturity date
United Kingdom, Bills 24dec2018 6m - Domestic bonds GB00BDXKPH91 0% 1 499 998 000  GBP 06/22/2018 12/24/2018
RBS, FRN 25jun2024, USD - International bonds US780097BH35 3M LIBOR USD + 1.55% 750 000 000  USD 06/20/2018 06/25/2024
RBS, 4.519% 25jun2024, USD - International bonds US780097BJ90 4.519% 1 250 000 000  USD 06/20/2018 06/25/2024
UBS AG, London Branch, 4.5% 26jun2048, USD - International bonds USH7220NAG54 4.5% 1 000 000 000  USD 06/20/2018 06/26/2048
University of Cambridge, 2.35% 27jun2078, GBP - International bonds XS1846644968 2.35% 300 000 000  GBP 06/20/2018 06/27/2078
University of Cambridge, 0.25% 27jun2068, GBP - International bonds XS1846645429 0.25% 300 000 000  GBP 06/20/2018 06/27/2068
United Kingdom, Gilt 0.125r 10aug2028 - Domestic bonds GB00BZ1NTB69 UK Retail Prices Index (RPI) * 0.125% 1 250 000 000  GBP 06/20/2018 08/10/2028
EBRD, 7% 24apr2020, KZT - International bonds XS1811056743 7% 8 000 000 000  KZT 06/19/2018 04/24/2020
EBRD, 0.5% 15jun2023, CZK - International bonds XS1839125264 0.5% 350 000 000  CZK 06/19/2018 06/15/2023
Metro Bank, 5.5% 26jun2028, GBP - International bonds XS1844097987 5.5% 250 000 000  GBP 06/18/2018 06/26/2028

World Bond Market Indicators

Daily indices

Type: 06/21/2018 06/20/2018 06/19/2018 06/18/2018 06/15/2018 06/14/2018 06/13/2018
Treasuries
Gilt 10Y YTM 1.28 1.30 1.28 1.32 1.33 1.33 1.37
show other indices

Monthly indices

Type May 2018 Apr 2018 Mar 2018 Feb 2018 Jan 2018 Jun 2017 May 2017
EU Long-term interest rates
United Kingdom, %   1.42 1.44 1.45 1.57 1.33 0.98 1.03
show other indices

World Bond market statistics

Monthly indices

Type May 2018 Apr 2018 Mar 2018 Feb 2018 Jan 2018 Dec 2017 Nov 2017
Domestic govt Bonds markets (Western Europe)
United Kingdom govt Bonds outst., EUR bln (without Bills) 1 748.42 1 736.88 1 738.78 1 737.55 1 724.81 1 721.45 1 705.42
show other indices

Quarterly indices

Type I 2018 IV 2017 III 2017 II 2017 I 2017 IV 2016 III 2016
BIS volume of international-bond market of developed countries
British international bonds, USD bln 3 262.500 3 183.500 3 136.100 3 034.600 908.600 868.300 974.600
BIS net issues of international-bond market of developed countries
International-bond net issue of the United Kingdom, USD bln 1.900 22.200 36.100 26.900 10.500 12.900 23.700

New issues of Developed markets International Bonds

Monthly indices

Type May 2018 Apr 2018 Apr 2018 Mar 2018 Feb 2018 Jan 2018 Dec 2017
Developed Market International Bonds (excl. USA)
New issues of international bonds (UK), USD bln 50.521 16.630 16.629 27.612 18.392 26.078 8.986
Number of new international bond issues (UK) 125 86 85 115 82 86 64
show other indices

Developed Markets International Bonds

Monthly indices

Type May 2018 Apr 2018 Mar 2018 Feb 2018 Jan 2018 Dec 2017 Nov 2017
International bonds Developed Markets
United Kingdom sovereign international bonds, USD bln 0.266 0.276 0.282 0.278 0.282 0.269 0.268
United Kingdom municipal international bonds, USD bln 1.155 1.199 1.227 1.208 1.228 1.169 1.167
United Kingdom corporate international bonds, USD bln 1 587.769 1 589.907 1 618.536 1 598.529 1 615.409 1 566.932 1 568.579
show other indices

Money market

Daily indices

Type: 06/22/2018 06/21/2018 06/20/2018 06/19/2018 06/18/2018 06/15/2018 06/14/2018
IRS GBP (Annual Fixed vs 6M Libor) 
IRS GBP 1Y vs 6M Libor mid * * * * * * *
IRS GBP 2Y vs 6M Libor mid * * * * * * *
IRS GBP 3Y vs 6M Libor mid * * * * * * *
IRS GBP 4Y vs 6M Libor mid * * * * * * *
IRS GBP 5Y vs 6M Libor mid * * * * * * *
IRS GBP 6Y vs 6M Libor mid * * * * * * *
IRS GBP 7Y vs 6M Libor mid * * * * * * *
IRS GBP 8Y vs 6M Libor mid * * * * * * *
IRS GBP 9Y vs 6M Libor mid * * * * * * *
IRS GBP 10Y vs 6M Libor mid * * * * * * *
IRS GBP 30Y vs 6M Libor mid * * * * * * *
show other indices

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

Risk Management Institute

Daily indices

Type: 06/12/2018 06/11/2018 06/08/2018 06/07/2018 06/06/2018 06/05/2018 06/04/2018
RMI CVI - Europe
UK CVI value weighted  10.37 10.37 10.20 10.19 10.09 10.16 9.98
UK CVI tail  140.04 141.21 139.17 137.19 136.95 137.72 139.06
UK CVI equally weighted  43.08 42.96 42.29 42.45 42.31 42.01 41.13
show other indices

Macroeconomic Indicators (World economy)

Monthly indices

Type May 2018 Apr 2018 Mar 2018 Feb 2018 Jan 2018 Dec 2017 Nov 2017
Inflation Rate (World), % to the same period of the previous year
Inflation Rate (United Kingdom) 2.40 2.40 2.50 2.70 3.00 3.00 3.10
show other indices

Yearly indices

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

Stock market (World)

Daily indices

Type: 06/22/2018 06/21/2018 06/20/2018 06/19/2018 06/18/2018 06/15/2018 06/14/2018
Stock market (Developed countries)
FTSE 100  7 682 7 556 7 627 7 604 7 631 7 634 7 766
show other indices

Bonds prices

issue volume maturity date bid prices ask prices
date bid price yield date ask price yield
Bank of England, 1.25% 14mar2019, USD   USD 03/14/2019 06/22/2018 **.** *.** 06/22/2018 **.** *.**
Bank of England, 1.75% 6mar2020, USD   USD 03/06/2020 06/22/2018 **.** *.* 06/22/2018 **.** *.*
Bank of England, 2.5% 5mar2021, USD   USD 03/05/2021 06/22/2018 **.** *.** 06/22/2018 **.** *.**
United Kingdom, 2.036% 22jul2019, GBP   GBP 07/22/2019 06/22/2018 ***.*** *.** 06/22/2018 ***.*** *.*
Aberdeen, 0.1% 28feb2054, GBP   GBP 02/28/2054 06/22/2018 ***.**** * 06/22/2018 ***.**** *
Manchester, 4.25% 4jul2053, GBP   GBP 07/04/2053 06/22/2018 ***.**** *.** 06/22/2018 ***.*** *.**
3i Group, 5.75% 3dec2032, GBP   GBP 12/03/2032 06/22/2018 ***.** *.** 06/22/2018 ***.** *.**
3i Group, 6.875% 9mar2023, GBP   GBP 03/09/2023 06/22/2018 *** *.** 06/22/2018 *** *.**
A2Dominion, 4.5% 30sep2026, GBP   GBP 09/30/2026 06/22/2018 ***.* *.** 06/22/2018 ***.** *.**
A2Dominion, 4.75% 18oct2022, GBP   GBP 10/18/2022 06/22/2018 ***.* *.** 06/22/2018 ***.* *.**
AA Bond Co, 2.875% 31jan2022, GBP   GBP 01/31/2022 06/22/2018 **.*** *.** 06/22/2018 **.*** *.**
AA Plc, 4.2487% 31jul2043, GBP   GBP 07/31/2043 06/22/2018 ***.** *.** 06/22/2018 ***.** *.**
AA Plc, 5.5% 31jul2022, GBP (ABS)   GBP 07/31/2022 06/22/2018 **.** *.** 06/22/2018 **.* *.**
Abbey National Treasury Services, 0.25% 21apr2022, EUR (ABS)   EUR 04/21/2022 06/22/2018 ***.** *.** 06/22/2018 ***.** *.**
Abbey National Treasury Services, 0.25% 9aug2021, EUR   EUR 08/09/2021 06/22/2018 ***.** -*.** 06/22/2018 ***.*** -*.**
Abbey National Treasury Services, 0.875% 13jan2020, EUR   EUR 01/13/2020 06/22/2018 ***.** *.** 06/22/2018 ***.* -*.**
Abbey National Treasury Services, 0.875% 25nov2020, EUR   EUR 11/25/2020 06/22/2018 ***.** *.** 06/22/2018 ***.** *.**
Abbey National Treasury Services, 1.125% 10mar2025, EUR   EUR 03/10/2025 06/22/2018 ***.* *.** 06/22/2018 ***.** *.**
Abbey National Treasury Services, 1.125% 14jan2022, EUR   EUR 01/14/2022 06/22/2018 ***.** *.** 06/22/2018 ***.** *.*
Abbey National Treasury Services, 1.25% 18sep2024, EUR   EUR 09/18/2024 06/22/2018 ***.** *.** 06/22/2018 ***.*** *.**
Abbey National Treasury Services, 1.52% 27aug2025, EUR   EUR 08/27/2025 06/22/2018 ***.**** *.** 06/22/2018 ***.**** *.**
Abbey National Treasury Services, 1.625% 26nov2020, EUR   EUR 11/26/2020 06/22/2018 ***.*** -*.** 06/22/2018 ***.*** -*.**
Abbey National Treasury Services, 1.75% 19nov2018, GBP   GBP 11/19/2018 06/22/2018 ***.* *.** 06/22/2018 ***.*** *.**
Abbey National Treasury Services, 1.875% 17feb2020, GBP   GBP 02/17/2020 06/22/2018 ***.**** *.** 06/22/2018 ***.**** *.**
Abbey National Treasury Services, 2% 14jan2019, EUR   EUR 01/14/2019 06/22/2018 ***.** -*.** 06/22/2018 ***.** -*.**
Abbey National Treasury Services, 2.625% 16jul2020, EUR   EUR 07/16/2020 06/22/2018 ***.** *.** 06/22/2018 ***.** *.**
Abbey National Treasury Services, 3.77% 13sep2020, EUR   EUR 09/13/2020 06/22/2018 ***.**** *.** 06/22/2018 ***.**** *.**
Abbey National Treasury Services, 4.25% 12apr2021, EUR (ABS)   EUR 04/12/2021 06/22/2018 ***.*** -*.** 06/22/2018 ***.** -*.**
Abbey National Treasury Services, 5.125% 14apr2021, GBP (ABS)   GBP 04/14/2021 06/22/2018 ***.** *.** 06/22/2018 ***.** *.**
Abbey National Treasury Services, 5.25% 16feb2029, GBP (ABS)   GBP 02/16/2029 06/22/2018 ***.** *.** 06/22/2018 ***.** *.**
Abbey National Treasury Services, 5.75% 2mar2026, GBP (ABS)   GBP 03/02/2026 06/22/2018 ***.* *.** 06/22/2018 ***.* *.**
Abbey National Treasury Services, 8.963% perp., USD   USD 06/22/2018 ***.** * 06/22/2018 ***.** *
Abbey National Treasury Services, FRN 13aug2019, EUR   EUR 08/13/2019 06/22/2018 ***.*** * 06/22/2018 ***.*** *
Abbey National Treasury Services, FRN 1mar2019, EUR   EUR 03/01/2019 06/22/2018 ***.**** * 06/22/2018 ***.**** *
Abbey National Treasury Services, FRN 22may2019, EUR   EUR 05/22/2019 06/22/2018 ***.** * 06/22/2018 ***.** *
Abbey National Treasury Services, FRN 23mar2027, GBP   GBP 03/23/2027 06/22/2018 ***.**** * 06/22/2018 ***.**** *
Abbey National Treasury Services, FRN 30sep2020, EUR   EUR 09/30/2020 06/22/2018 **.**** * 06/22/2018 **.**** *
Admiral Group, 5.5% 25jul2024, GBP   GBP 07/25/2024 06/22/2018 ***.** *.** 06/22/2018 ***.** *.**
Affinity Water, 3.278% 22aug2042, GBP   GBP 08/22/2042 06/22/2018 ***.**** *.** 06/22/2018 ***.**** *.**
Affinity Water, 3.625% 30sep2022, GBP   GBP 09/30/2022 06/22/2018 ***.**** *.** 06/22/2018 ***.**** *.**
Affinity Water, 4.5% 31mar2036, GBP   GBP 03/31/2036 06/22/2018 ***.**** *.** 06/22/2018 ***.**** *.**
Affinity Water, 5.875% 13jul2026, GBP   GBP 07/13/2026 06/22/2018 ***.** *.** 06/22/2018 ***.** *.*
Affinity Water Programme Finance Ltd, FRN 01jun2045, GBP   GBP 06/01/2045 06/22/2018 ***.*** * 06/22/2018 ***.*** *
Affordable Housing Finance, 3.8% 20may2042, GBP   GBP 05/20/2042 06/22/2018 ***.** *.** 06/22/2018 ***.** *.*
Algeco Scotsman Global, 10% 15aug2023, USD   USD 08/15/2023 06/22/2018 **.** **.** 06/22/2018 ***.** **.**
Algeco Scotsman Global, 6.5% 15feb2023, EUR   EUR 02/15/2023 06/22/2018 ***.** *.** 06/22/2018 ***.** *.**
Algeco Scotsman Global, 8% 15feb2023, USD   USD 02/15/2023 06/22/2018 **.** *.** 06/22/2018 ***.** *.**
Algeco Scotsman Global, FRN 15feb2023, EUR   EUR 02/15/2023 06/22/2018 ***.** * 06/22/2018 ***.* *
AmicusHorizon Limited, 5.25% 13mar2043, GBP (ABS)   GBP 03/13/2043 06/22/2018 ***.**** *.** 06/22/2018 ***.**** *.**
AnaCap Financial Europe, FRN 1aug2024, EUR   EUR 08/01/2024 06/22/2018 **.** * 06/22/2018 **.*** *
Angel Trains, 6.25% 27jul2020, GBP   GBP 07/27/2020 06/22/2018 ***.** *.** 06/22/2018 ***.** *.**
Angel Trains, 6.5% 5apr2031, GBP   GBP 04/05/2031 06/22/2018 ***.** *.** 06/22/2018 ***.** *.**
Anglian Water, 2.262% 1aug2045, GBP   GBP 08/01/2045 06/22/2018 ***.*** * 06/22/2018 ***.*** *
Anglian Water, 2.925% 12dec2037, JPY   JPY 12/12/2037 06/22/2018 ***.*** *.** 06/22/2018 ***.*** *.**
Anglian Water, 3.07% 30jul2032, GBP   GBP 07/30/2032 06/22/2018 ***.*** * 06/22/2018 ***.** *
Anglian Water, 4% 8mar2026, GBP   GBP 03/08/2026 06/22/2018 **.* *.** 06/22/2018 **.** *.**
Anglian Water, 4.5% 22feb2026, GBP   GBP 02/22/2026 06/22/2018 ***.** *.** 06/22/2018 ***.** *.**
Anglian Water, 4.5% 5oct2027, GBP   GBP 10/05/2027 06/22/2018 ***.* *.** 06/22/2018 ***.** *.**
Anglian Water, 5% 30apr2023, GBP (ABS)   GBP 04/30/2023 06/22/2018 *** *.** 06/22/2018 ***.** *.**
Anglian Water, 5.837% 30jul2022, GBP   GBP 07/30/2022 06/22/2018 ***.** *.** 06/22/2018 ***.** *.**
Anglian Water, 6.293% 30jul2030, GBP   GBP 07/30/2030 06/22/2018 ***.** *.** 06/22/2018 ***.** *.**
Anglian Water, 6.375% 15jan2029, GBP   GBP 01/15/2029 06/22/2018 ***.** *.** 06/22/2018 ***.** *.**
Anglian Water, 6.875% 16jan2034, GBP   GBP 01/16/2034 06/22/2018 ***.*** *.** 06/22/2018 ***.*** *.**
Anglian Water, 6.875% 21aug2023, GBP   GBP 08/21/2023 06/22/2018 ***.** *.* 06/22/2018 ***.** *.**
Anglian Water, FRN 26jan2057, GBP   GBP 01/26/2057 06/22/2018 **.*** * 06/22/2018 **.*** *
Anglian Water, FRN 28jan2046, GBP   GBP 01/28/2046 06/22/2018 ***.*** * 06/22/2018 ***.*** *
Anglian Water, FRN 28jul2020, GBP   GBP 07/28/2020 06/22/2018 ***.**** * 06/22/2018 ***.**** *
Anglo American Capital Plc, 1.028% 14dec2018, JPY   JPY 12/14/2018 06/22/2018 ***.*** *.** 06/22/2018 ***.*** *.**
Annes Gate Property, 5.661% 30jun2031, GBP (ABS)   GBP 06/30/2031 06/22/2018 ***.**** *.** 06/22/2018 ***.**** *.**
Annes Gate Property, FRN 31mar2030, GBP (ABS)   GBP 03/31/2030 06/22/2018 ***.*** * 06/22/2018 ***.*** *
Annington, 1.65% 12jul2024, EUR   EUR 07/12/2024 06/22/2018 ***.** *.** 06/22/2018 ***.* *.**
Annington, 2.646% 12jul2025, GBP   GBP 07/12/2025 06/22/2018 ***.** *.** 06/22/2018 ***.** *.**
Annington, 3.184% 12jul2029, GBP   GBP 07/12/2029 06/22/2018 ***.** *.** 06/22/2018 ***.** *.**
Annington, 3.685% 12jul2034, GBP   GBP 07/12/2034 06/22/2018 ***.* *.** 06/22/2018 ***.** *.**
Annington, 3.935% 12jul2047, GBP   GBP 07/12/2047 06/22/2018 ***.** *.** 06/22/2018 ***.** *.*
ANZ New Zealand (Int’l), London Branch, 0.25% 22sep2025, CHF   CHF 09/22/2025 06/22/2018 **.* *.* 06/22/2018 **.** *.**
ANZ New Zealand (Int’l), London Branch, 0.25% 25oct2023, CHF   CHF 10/25/2023 06/22/2018 *** *.** 06/22/2018 ***.** *.**
ANZ New Zealand (Int’l), London Branch, 0.4% 1mar2022, EUR   EUR 03/01/2022 06/22/2018 **.** *.* 06/22/2018 ***.* *.**
ANZ New Zealand (Int’l), London Branch, 1.125% 20mar2025, EUR   EUR 03/20/2025 06/22/2018 ***.** *.** 06/22/2018 ***.* *.**
ANZ New Zealand (Int’l), London Branch, 1.5% 2oct2018, EUR (ABS)   EUR 10/02/2018 06/22/2018 ***.* -*.** 06/22/2018 ***.*** -*.**
ANZ New Zealand (Int’l), London Branch, 2.2% 17jul2020, USD   USD 07/17/2020 06/22/2018 **.** *.** 06/22/2018 **.** *.*
ANZ New Zealand (Int’l), London Branch, 2.25% 1feb2019, USD   USD 02/01/2019 06/22/2018 **.** *.* 06/22/2018 ***.** *.**
ANZ New Zealand (Int’l), London Branch, 2.75% 3feb2021, USD   USD 02/03/2021 06/22/2018 **.** *.** 06/22/2018 **.** *.**
ANZ New Zealand (Int’l), London Branch, 2.85% 6aug2020, USD   USD 08/06/2020 06/22/2018 **.** *.** 06/22/2018 **.** *.**
ANZ New Zealand (Int’l), London Branch, 3.45% 17jul2027, USD   USD 07/17/2027 06/22/2018 **.** *.** 06/22/2018 **.** *.**
ANZ New Zealand (Int’l), London Branch, FRN 25jan2022, USD   USD 01/25/2022 06/22/2018 ***.**** * 06/22/2018 ***.**** *
Aptiv, 1.5% 10mar2025, EUR   EUR 03/10/2025 06/22/2018 ***.** *.** 06/22/2018 ***.*** *.*
Aptiv, 1.6% 15sep2028, EUR   EUR 09/15/2028 06/22/2018 ** *.** 06/22/2018 **.** *.**
Aptiv, 3.15% 19nov2020, USD   USD 11/19/2020 06/22/2018 **.*** *.** 06/22/2018 **.*** *.**
Aptiv, 4.4% 1oct2046, USD   USD 10/01/2046 06/22/2018 **.*** *.** 06/22/2018 **.*** *.**
Arqiva, 4.04% 30jun2035, GBP   GBP 06/30/2035 06/22/2018 ***.**** *.** 06/22/2018 ***.**** *.**
Arqiva, 4.882% 31dec2032, GBP   GBP 12/31/2032 06/22/2018 ***.* *.** 06/22/2018 ***.** *.**
Arqiva, 5.34% 30dec2037, GBP   GBP 12/30/2037 06/22/2018 ***.**** *.* 06/22/2018 ***.**** *.**
Arqiva, 9.5% 31mar2020, GBP (ABS)   GBP 03/31/2020 06/22/2018 ***.** *.** 06/22/2018 ***.** *.**
Arrow Global, 5.125% 15sep2024, GBP   GBP 09/15/2024 06/22/2018 **.** *.** 06/22/2018 **.** *.**
Arrow Global, FRN 1apr2025, EUR   EUR 04/01/2025 06/22/2018 **.** * 06/22/2018 **.** *
Arrow Global, FRN 1mar2026, EUR   EUR 03/01/2026 06/22/2018 **.* * 06/22/2018 **.*** *
Arsenal Football Club, 5.1418% 1sep2029, GBP (ABS)   GBP 09/01/2029 06/22/2018 ***.**** *.** 06/22/2018 ***.**** *.**
Artesian Finance II, 6% 30sep2033, GBP (ABS)   GBP 09/30/2033 06/22/2018 ***.**** *.** 06/22/2018 ***.**** *.**
Artesian Finance III, FRN 30sep2045, GBP   GBP 09/30/2045 06/22/2018 ***.** * 06/22/2018 ***.*** *
ASB Finance, 0% 20dec2019, EUR (1072D)   EUR 12/20/2019 06/22/2018 ***.**** -*.** 06/22/2018 ***.**** -*.**
ASB Finance, 0.25% 14apr2021, EUR   EUR 04/14/2021 06/22/2018 ***.** -*.** 06/22/2018 ***.*** -*.**
ASB Finance, 1.5% 1nov2018, EUR   EUR 11/01/2018 06/22/2018 ***.*** -*.** 06/22/2018 ***.*** -*.**
Ashtead Capital Inc, 4.125% 15aug2025, USD   USD 08/15/2025 06/22/2018 **.** *.** 06/22/2018 **.** *.**
Ashtead Capital Inc, 4.375% 15aug2017, USD   USD 08/15/2027 06/22/2018 **.** *.** 06/22/2018 **.** *.**
Aspire Defence Finance, 4.674% 31mar2040, GBP (ABS)   GBP 03/31/2040 06/22/2018 ***.** *.* 06/22/2018 ***.** *.**
Aspire Defence Finance, 4.674% 31mar2040, GBP (ABS)   GBP 03/31/2040 06/22/2018 ***.** *.** 06/22/2018 ***.** *.**
Associated British Ports (ABP), 6.25% 2026, GBP   GBP 12/14/2026 06/22/2018 ***.**** *.** 06/22/2018 ***.**** *.**
Aster Treasury, 4.5% 18dec2043, GBP   GBP 12/18/2043 06/22/2018 ***.** *.** 06/22/2018 ***.* *.**
Aston Martin, 5.75% 15apr2022, GBP   GBP 04/15/2022 06/22/2018 ***.** *.** 06/22/2018 ***.** *.**
Aston Martin, 6.5% 15apr2022, USD   USD 04/15/2022 06/22/2018 ***.** *.* 06/22/2018 ***.** *.**
AstraZeneca, 0.25% 12may2021, EUR   EUR 05/12/2021 06/22/2018 ***.* *.** 06/22/2018 ***.** *.**
AstraZeneca, 0.75% 12may2024, EUR   EUR 05/12/2024 06/22/2018 **.** *.** 06/22/2018 **.** *.**
AstraZeneca, 0.875% 24nov2021, EUR   EUR 11/24/2021 06/22/2018 ***.** *.** 06/22/2018 ***.** *.**
AstraZeneca, 1.25% 12may2028, EUR   EUR 05/12/2028 06/22/2018 **.** *.** 06/22/2018 **.** *.**
AstraZeneca, 1.75% 16nov2018, USD   USD 11/16/2018 06/22/2018 **.*** *.** 06/22/2018 **.*** *.*
AstraZeneca, 1.95% 18sep2019, USD   USD 09/18/2019 06/22/2018 **.** *.** 06/22/2018 **.*** *.**
AstraZeneca, 2.375% 12jun2022, USD   USD 06/12/2022 06/22/2018 **.*** *.** 06/22/2018 **.** *.**
AstraZeneca, 2.375% 16nov2020, USD   USD 11/16/2020 06/22/2018 **.** *.** 06/22/2018 **.** *.*
AstraZeneca, 3.125% 12jun2027, USD   USD 06/12/2027 06/22/2018 **.*** *.** 06/22/2018 ** *.**
AstraZeneca, 3.375% 16nov2025, USD   USD 11/16/2025 06/22/2018 **.*** *.** 06/22/2018 **.*** *.**
AstraZeneca, 4% 18sep2042, USD   USD 09/18/2042 06/22/2018 **.*** *.** 06/22/2018 **.*** *.**
AstraZeneca, 4.375% 16nov2045, USD   USD 11/16/2045 06/22/2018 **.*** *.** 06/22/2018 **.*** *.**
AstraZeneca, 5.75% 13nov2031, GBP   GBP 11/13/2031 06/22/2018 ***.** *.** 06/22/2018 ***.** *.**
AstraZeneca, 6.45% 15sep2037, USD   USD 09/15/2037 06/22/2018 ***.** *.** 06/22/2018 ***.** *.**
AstraZeneca, FRN 10jun2022, USD   USD 06/10/2022 06/22/2018 **.** * 06/22/2018 ***.** *
Autolink Concessionaires M6, 8.39% 15jun2022, GBP (ABS)   GBP 06/15/2022 06/22/2018 ***.**** *.** 06/22/2018 ***.**** *.**
Aviva, 0.625% 27oct2023, EUR   EUR 10/27/2023 06/22/2018 **.** *.** 06/22/2018 ***.** *.*
Aviva, 3.375% 4dec2045, EUR   EUR 12/04/2045 06/22/2018 ***.** * 06/22/2018 ***.** *
Aviva, 3.875% 3jul2044, EUR   EUR 07/03/2044 06/22/2018 ***.** * 06/22/2018 ***.** *
Aviva, 4.375% 12sep2049, GBP   GBP 09/12/2049 06/22/2018 **.** * 06/22/2018 ***.** *
Aviva, 5.125% 4jun2050, GBP   GBP 06/04/2050 06/22/2018 ***.** * 06/22/2018 ***.** *
Aviva, 5.902% perp., GBP   GBP 06/22/2018 ***.** * 06/22/2018 ***.** *
Aviva, 6.125% 14nov2036, GBP   GBP 11/14/2036 06/22/2018 ***.** * 06/22/2018 ***.** *
Aviva, 6.125% 5jul2043, EUR   EUR 07/05/2043 06/22/2018 ***.** * 06/22/2018 ***.** *
Aviva, 6.125% perp., GBP   GBP 06/22/2018 ***.** * 06/22/2018 ***.** *
Aviva, 6.625% 3jun2041, GBP   GBP 06/03/2041 06/22/2018 ***.** * 06/22/2018 ***.** *
Aviva, 6.875% 20may2058, GBP   GBP 05/20/2058 06/22/2018 ***.** * 06/22/2018 ***.** *
Aviva, 6.875% perp., GBP   GBP 06/22/2018 ***.** * 06/22/2018 ***.** *
Babcock International Group, 1.75% 6oct2022, EUR   EUR 10/06/2022 06/22/2018 ***.*** *.** 06/22/2018 ***.** *.**
Babcock International Group, 1.875% 5oct2026, GBP   GBP 10/05/2026 06/22/2018 **.** *.** 06/22/2018 **.** *.**
BAE Systems, 4.125% 8jun2022, GBP   GBP 06/08/2022 06/22/2018 ***.** *.** 06/22/2018 ***.** *.**
Balfour Beatty, 1.875% 3dec2018, GBP (Conv.)   GBP 12/03/2018 06/22/2018 **.** *.** 06/22/2018 ***.** *.**
Banco Santander, London Branch, 0.375% 18sep2019, EUR   EUR 09/18/2019 06/22/2018 ***.** -*.** 06/22/2018 ***.*** -*.**
Banco Santander, London Branch, 10.0625% perp., GBP   GBP 06/22/2018 ***.*** * 06/22/2018 ***.*** *
Banco Santander, London Branch, 2% 24aug2018, USD   USD 08/24/2018 06/22/2018 **.*** *.** 06/22/2018 ***.*** *.**
Banco Santander, London Branch, 2.35% 10sep2019, USD   USD 09/10/2019 06/22/2018 **.** *.** 06/22/2018 **.** *.**
Banco Santander, London Branch, 2.375% 16mar2020, USD   USD 03/16/2020 06/22/2018 **.** *.** 06/22/2018 **.** *.**
Banco Santander, London Branch, 2.5% 14mar2019, USD   USD 03/14/2019 06/22/2018 **.** *.** 06/22/2018 **.** *.**
Banco Santander, London Branch, 3.05% 23aug2018, USD   USD 08/23/2018 06/22/2018 *** *.** 06/22/2018 ***.*** *.**
Banco Santander, London Branch, 3.125% 8jan2021, USD   USD 01/08/2021 06/22/2018 **.*** *.** 06/22/2018 **.** *.**
Banco Santander, London Branch, 4% 13mar2024, USD   USD 03/13/2024 06/22/2018 ***.** *.** 06/22/2018 ***.** *.**
Banco Santander, London Branch, 5% 7nov2023, USD   USD 11/07/2023 06/22/2018 ***.** *.** 06/22/2018 ***.** *.**
Banco Santander, London Branch, 5.875% 14aug2031, GBP   GBP 08/14/2031 06/22/2018 ***.*** *.** 06/22/2018 ***.**** *.**
Banco Santander, London Branch, 6.5% 21oct2030, GBP   GBP 10/21/2030 06/22/2018 ***.**** *.** 06/22/2018 ***.**** *.**
Banco Santander, London Branch, 7.95% 26oct2029, USD   USD 10/26/2029 06/22/2018 ***.** *.** 06/22/2018 ***.*** *.**
Banco Santander, London Branch, FRN 24aug2018, USD   USD 08/24/2018 06/22/2018 ***.** * 06/22/2018 ***.** *
Banco Santander, London Branch, FRN 30oct2023, GBP   GBP 10/30/2023 06/22/2018 ***.* * 06/22/2018 ***.** *
Banco Santander, London Branch, FRN 8jul2019, GBP   GBP 07/08/2019 06/22/2018 ***.** * 06/22/2018 ***.** *
Bank of China (London), FRN 7jun2021, USD   USD 06/07/2021 06/22/2018 *** * 06/22/2018 ***.** *
Bank of China (London), FRN 7jun2023, USD   USD 06/07/2023 06/22/2018 **.** * 06/22/2018 *** *
Bank of Scotland, 2.64% 16apr2020, GBP   GBP 04/16/2020 06/22/2018 ***.*** * 06/22/2018 ***.**** *
Bank of Scotland, 3.875% 7feb2020, EUR (ABS)   EUR 02/07/2020 06/22/2018 ***.*** -*.** 06/22/2018 ***.* -*.**
Bank of Scotland, 4.5% 13jul2021, EUR (ABS)   EUR 07/13/2021 06/22/2018 ***.*** -*.** 06/22/2018 ***.** -*.**
Bank of Scotland, 4.75% 8jun2022, EUR (ABS)   EUR 06/08/2022 06/22/2018 ***.*** *.** 06/22/2018 ***.** *.**
Bank of Scotland, 4.875% 20dec2024, GBP (ABS)   GBP 12/20/2024 06/22/2018 ***.**** *.** 06/22/2018 ***.**** *.**
Bank of Scotland, 4.875% 4jun2019, EUR   EUR 06/04/2019 06/22/2018 ***.** -*.** 06/22/2018 ***.*** -*.**
Bank of Scotland, 6% 7feb2035, EUR   EUR 02/07/2035 06/22/2018 ***.** * 06/22/2018 ***.** *
Bank of Scotland, 6.375% 16aug2019, GBP   GBP 08/16/2019 06/22/2018 ***.** *.** 06/22/2018 ***.** *.**
Bank of Scotland, 7.375% perp., GBP   GBP 06/22/2018 **.** * 06/22/2018 ***.*** *
Bank of Scotland, FRN 10jan2025, EUR   EUR 01/10/2025 06/22/2018 **.**** * 06/22/2018 **.**** *
Bank of Scotland, FRN 31dec2029, EUR   EUR 12/31/2029 06/22/2018 ***.**** * 06/22/2018 ***.**** *
Bank of Scotland, FRN 8nov2019, GBP   GBP 11/08/2019 06/22/2018 **.*** * 06/22/2018 **.*** *
Bank of Scotland, FRN 8nov2019, GBP   GBP 11/08/2019 06/22/2018 **.**** * 06/22/2018 **.**** *
Barclays, 0% 18aug2021, USD (Conv.)   USD 08/18/2021 06/22/2018 **.**** *.** 06/22/2018 **.**** *.**
Barclays, 0% 21mar2023, EUR (5864D)   EUR 03/21/2023 06/22/2018 **.**** *.** 06/22/2018 **.**** *.**
Barclays, 0% 7may2045, USD (10958D)   USD 05/07/2045 06/22/2018 ***.**** *.* 06/22/2018 ***.**** *.**
Barclays, 0% 7may2045, USD (10958D)   USD 05/07/2045 06/22/2018 ***.**** *.** 06/22/2018 ***.**** *.**
Barclays, 0.625% 14nov2023, EUR   EUR 11/14/2023 06/22/2018 **.** *.** 06/22/2018 **.** *.**
Barclays, 1.35% 7oct2021, JPY   JPY 10/07/2021 06/22/2018 ***.**** *.** 06/22/2018 ***.**** *.**
Barclays, 1.375% 24jan2026, EUR   EUR 01/24/2026 06/22/2018 **.** *.** 06/22/2018 **.** *.**
Barclays, 1.5% 1apr2022, EUR   EUR 04/01/2022 06/22/2018 ***.** *.** 06/22/2018 ***.** *.**
Barclays, 1.875% 8dec2023, EUR   EUR 12/08/2023 06/22/2018 ***.*** *.* 06/22/2018 ***.** *.**
Barclays, 10% 21may2021, GBP   GBP 05/21/2021 06/22/2018 ***.** *.** 06/22/2018 ***.** *.**
Barclays, 10.179% 12jun2021, USD   USD 06/12/2021 06/22/2018 ***.*** *.** 06/22/2018 ***.*** *.**
Barclays, 14% perp., GBP   GBP 06/22/2018 ***.** * 06/22/2018 ***.** *
Barclays, 2% 7feb2028, EUR   EUR 02/07/2028 06/22/2018 **.*** *.** 06/22/2018 **.** *.**
Barclays, 2.125% 24feb2021, EUR   EUR 02/24/2021 06/22/2018 ***.** *.** 06/22/2018 ***.** *.**
Barclays, 2.25% 10jun2024, EUR   EUR 06/10/2024 06/22/2018 ***.** *.** 06/22/2018 ***.** *.**
Barclays, 2.5% 20feb2019, USD   USD 02/20/2019 06/22/2018 **.** *.* 06/22/2018 ***.** *.**
Barclays, 2.625% 11nov2025, EUR   EUR 11/11/2025 06/22/2018 ***.** * 06/22/2018 ***.** *
Barclays, 2.65% 11jan2021, USD   USD 01/11/2021 06/22/2018 **.** *.** 06/22/2018 **.** *.**
Barclays, 2.75% 8nov2019, USD   USD 11/08/2019 06/22/2018 ***.** *.* 06/22/2018 ***.** *.**
Barclays, 2.875% 8jun2020, USD   USD 06/08/2020 06/22/2018 **.** *.** 06/22/2018 **.** *.**
Barclays, 3% 17sep2020, USD   USD 09/17/2020 06/22/2018 ***.*** * 06/22/2018 ***.*** *
Barclays, 3.125% 17jan2024, GBP   GBP 01/17/2024 06/22/2018 ***.** *.** 06/22/2018 ***.** *.**
Barclays, 3.2% 10aug2021, USD   USD 08/10/2021 06/22/2018 **.** *.** 06/22/2018 **.** *.**
Barclays, 3.25% 12feb2027, GBP   GBP 02/12/2027 06/22/2018 **.** *.** 06/22/2018 **.** *.**
Barclays, 3.25% 12jan2021, USD   USD 01/12/2021 06/22/2018 **.*** *.** 06/22/2018 **.** *.**
Barclays, 3.65% 16mar2025, USD   USD 03/16/2025 06/22/2018 **.*** *.** 06/22/2018 **.** *.**
Barclays, 3.684% 10jan2023, USD   USD 01/10/2023 06/22/2018 **.* *.** 06/22/2018 **.*** *.*
Barclays, 3.75% 15may2024, USD   USD 05/15/2024 06/22/2018 **.** *.** 06/22/2018 **.** *.*
Barclays, 4% 12jan2021, EUR (ABS)   EUR 01/12/2021 06/22/2018 ***.*** -*.** 06/22/2018 ***.*** -*.**
Barclays, 4% 29oct2020, USD   USD 10/29/2020 06/22/2018 **.**** *.** 06/22/2018 ***.**** *.**
Barclays, 4% 7oct2019, EUR (ABS)   EUR 10/07/2019 06/22/2018 ***.*** -*.** 06/22/2018 ***.*** -*.**
Barclays, 4.25% 12jan2022, GBP (ABS)   GBP 01/12/2022 06/22/2018 ***.** *.* 06/22/2018 ***.** *.**
Barclays, 4.25% 2mar2022, EUR (ABS)   EUR 03/02/2022 06/22/2018 ***.*** *.** 06/22/2018 ***.*** *.**
Barclays, 4.337% 10jan2028, USD   USD 01/10/2028 06/22/2018 **.** *.** 06/22/2018 **.** *.**
Barclays, 4.338% 16may2024, USD   USD 05/16/2024 06/22/2018 **.** * 06/22/2018 **.** *
Barclays, 4.375% 11sep2024, USD   USD 09/11/2024 06/22/2018 **.** *.** 06/22/2018 **.** *.**
Barclays, 4.375% 12jan2026, USD   USD 01/12/2026 06/22/2018 **.*** *.** 06/22/2018 **.** *.**
Barclays, 4.75% perp., EUR   EUR 06/22/2018 ***.** * 06/22/2018 ***.*** *
Barclays, 4.836% 9may2028, USD   USD 05/09/2028 06/22/2018 **.** *.** 06/22/2018 **.** *.**
Barclays, 4.875% 13aug2019, EUR   EUR 08/13/2019 06/22/2018 ***.** -*.** 06/22/2018 ***.** -*.**
Barclays, 4.95% 10jan2047, USD   USD 01/10/2047 06/22/2018 **.** *.** 06/22/2018 **.* *.**
Barclays, 4.972% 16may2029, USD   USD 05/16/2029 06/22/2018 **.** * 06/22/2018 **.** *
Barclays, 5.125% 8jan2020, USD   USD 01/08/2020 06/22/2018 ***.** *.** 06/22/2018 ***.** *.*
Barclays, 5.14% 14oct2020, USD   USD 10/14/2020 06/22/2018 ***.** *.** 06/22/2018 ***.** *.**
Barclays, 5.2% 12may2026, USD   USD 05/12/2026 06/22/2018 **.* *.** 06/22/2018 **.** *.**
Barclays, 5.25% 17aug2045, USD   USD 08/17/2045 06/22/2018 **.** *.** 06/22/2018 **.** *.**
Barclays, 5.75% 14sep2026, GBP   GBP 09/14/2026 06/22/2018 ***.** *.** 06/22/2018 ***.* *.**
Barclays, 5.75% 17aug2021, GBP   GBP 08/17/2021 06/22/2018 ***.** *.** 06/22/2018 ***.* *.**
Barclays, 5.875% perp., GBP   GBP 06/22/2018 **.** * 06/22/2018 **.* *
Barclays, 6% 14jan2021, EUR   EUR 01/14/2021 06/22/2018 ***.* *.** 06/22/2018 ***.** *.**
Barclays, 6% perp., GBP   GBP 06/22/2018 ***.** * 06/22/2018 ***.** *
Barclays, 6.369% perp., GBP   GBP 06/22/2018 ***.* * 06/22/2018 ***.* *
Barclays, 6.5% perp., EUR   EUR 06/22/2018 ***.* * 06/22/2018 *** *
Barclays, 6.625% 30mar2022, EUR   EUR 03/30/2022 06/22/2018 ***.** *.* 06/22/2018 ***.** *.**
Barclays, 6.625% perp., USD   USD 06/22/2018 ***.** * 06/22/2018 ***.*** *
Barclays, 6.75% 22may2019, USD   USD 05/22/2019 06/22/2018 ***.*** *.** 06/22/2018 ***.** *.*
Barclays, 6.86% perp., USD   USD 06/22/2018 ***.** * 06/22/2018 ***.** *
Barclays, 7% perp., GBP   GBP 06/22/2018 ***.** * 06/22/2018 ***.* *
Barclays, 7.125% perp., GBP   GBP 06/22/2018 ***.* * 06/22/2018 ***.** *
Barclays, 7.25% perp., GBP   GBP 06/22/2018 ***.* * 06/22/2018 *** *
Barclays, 7.625% 21nov2022, USD   USD 11/21/2022 06/22/2018 ***.** *.** 06/22/2018 ***.** *.**
Barclays, 7.875% perp., GBP   GBP 06/22/2018 ***.** * 06/22/2018 *** *
Barclays, 7.875% perp., USD   USD 06/22/2018 ***.** * 06/22/2018 ***.*** *
Barclays, 8% perp., EUR   EUR 06/22/2018 ***.** * 06/22/2018 ***.** *
Barclays, 8.125% perp., USD   USD 06/22/2018 **.**** * 06/22/2018 **.**** *
Barclays, 8.25% perp., USD (Conv.)   USD 06/22/2018 ***.* * 06/22/2018 ***.** *
Barclays, 9.50% 7aug2021, GBP   GBP 08/07/2021 06/22/2018 ***.** *.** 06/22/2018 ***.** *.**
Barclays, FRN 10aug2021, USD   USD 08/10/2021 06/22/2018 ***.** * 06/22/2018 ***.** *
Barclays, FRN 10jan2023, USD   USD 01/10/2023 06/22/2018 ***.** * 06/22/2018 ***.** *
Barclays, FRN 11jan2021, USD   USD 01/11/2021 06/22/2018 **.** * 06/22/2018 **.* *
Barclays, FRN 15oct2019, EUR   EUR 10/15/2019 06/22/2018 **.**** * 06/22/2018 **.**** *
Barclays, FRN 16jun2020, USD   USD 06/16/2020 06/22/2018 ***.**** * 06/22/2018 ***.**** *
Barclays, FRN 16may2024, USD   USD 05/16/2024 06/22/2018 **.** * 06/22/2018 **.** *
Barclays, FRN 1sep2023, EUR   EUR 09/01/2023 06/22/2018 **.**** * 06/22/2018 **.**** *
Barclays, FRN 22mar2021, EUR   EUR 03/22/2021 06/22/2018 **.* * 06/22/2018 **.* *
Barclays, FRN 22may2020, GBP   GBP 05/22/2020 06/22/2018 ***.* * 06/22/2018 ***.** *
Barclays, FRN 28dec2040, EUR   EUR 12/28/2040 06/22/2018 **.*** * 06/22/2018 **.*** *
Barclays, FRN 29mar2019, USD   USD 03/29/2019 06/22/2018 ***.**** * 06/22/2018 ***.**** *
Barclays, FRN 9jan2023, GBP   GBP 01/09/2023 06/22/2018 **.** * 06/22/2018 **.** *
Barclays Bank PLC, 0% 15mar2038, GBP   GBP 03/15/2038 06/22/2018 **.**** *.** 06/22/2018 **.**** *.**
Barclays Bank PLC, 0% 22apr2044, USD (10958D)   USD 04/22/2044 06/22/2018 ***.*** *.** 06/22/2018 ***.*** *.**
Barclays Bank PLC, 0% 27mar2027, USD   USD 03/27/2027 06/22/2018 **.**** *.** 06/22/2018 **.**** *.**
Barclays Bank PLC, 0% 6oct2019, EUR   EUR 10/06/2019 06/22/2018 **.*** *.** 06/22/2018 **.** *.**
Barclays Bank PLC, 1.375% 8feb2021, NOK   NOK 02/08/2021 06/22/2018 **.** *.** 06/22/2018 **.** *.**
Barclays Bank PLC, 1.875% 23mar2021, EUR   EUR 03/23/2021 06/22/2018 ***.** *.** 06/22/2018 *** *.**
Barclays Bank PLC, 11% 28sep2020, TRY   TRY 09/28/2020 06/22/2018 **.** **.** 06/22/2018 **.** **.**
Barclays Bank PLC, 4% 02jul2029, USD   USD 07/02/2029 06/22/2018 **.**** *.** 06/22/2018 **.**** *.**
Barclays Bank PLC, 4% 25feb2021, EUR (Structured)   EUR 02/25/2021 06/22/2018 ***.**** *.** 06/22/2018 ***.**** *.**
Barclays Bank PLC, 4.1% 25aug2025, EUR   EUR 08/25/2025 06/22/2018 ***.**** *.** 06/22/2018 ***.**** *.**
Barclays Bank PLC, 5.64% 30jul2019, EUR   EUR 07/30/2019 06/22/2018 ***.**** -*.** 06/22/2018 ***.**** -*.**
Barclays Bank PLC, 5.7% 06aug2019, EUR   EUR 08/06/2019 06/22/2018 ***.**** *.** 06/22/2018 ***.**** -*.**
Barclays Bank PLC, 5.7% 06aug2019, EUR   EUR 08/06/2019 06/22/2018 ***.**** *.** 06/22/2018 ***.**** *.**
Barclays Bank PLC, 6.278% perp., USD   USD 06/22/2018 ***.*** * 06/22/2018 ***.** *
Barclays Bank PLC, FRN 1mar2022, EUR   EUR 03/01/2022 06/22/2018 **.*** * 06/22/2018 **.*** *
Barclays Bank PLC, FRN 23mar2030, EUR   EUR 03/23/2030 06/22/2018 **.**** * 06/22/2018 ***.**** *
Barclays Bank PLC, FRN 25jul2019, GBP   GBP 07/25/2019 06/22/2018 ***.**** * 06/22/2018 ***.**** *
Barclays Bank PLC, FRN 27jun2023, EUR   EUR 06/27/2023 06/22/2018 ***.*** * 06/22/2018 ***.*** *
Barclays Bank PLC, FRN 2dec2021, EUR   EUR 12/02/2021 06/22/2018 ***.**** * 06/22/2018 ***.**** *
Barclays Bank PLC, FRN 7may2019, EUR   EUR 05/07/2019 06/22/2018 ***.* * 06/22/2018 ***.*** *
Barclays Bank PLC, FRN 7may2019, EUR   EUR 05/07/2019 06/22/2018 ***.**** * 06/22/2018 ***.**** *
BAT International Finance PLC, 1% 23may2022, EUR   EUR 05/23/2022 06/22/2018 ***.** *.** 06/22/2018 ***.** *.*
BAT International Finance PLC, 2.75% 2020, USD   USD 06/15/2020 06/22/2018 **.* *.** 06/22/2018 **.** *.*
BAT International Finance PLC, 3.5% 2022, USD   USD 06/15/2022 06/22/2018 **.* *.** 06/22/2018 **.** *.**
BAT International Finance PLC, 3.95% 2025, USD   USD 06/15/2025 06/22/2018 **.** *.** 06/22/2018 **.** *.**
BAT International Finance PLC, 4% 23nov2055, GBP   GBP 11/23/2055 06/22/2018 ***.** *.* 06/22/2018 ***.** *.**
BBC Pacific Quay, 5.5653% 25jul2034, GBP   GBP 07/25/2034 06/22/2018 ***.**** *.** 06/22/2018 ***.**** *.**
BG Energy Capital plc, 3.94% 2oct2019, HKD   HKD 10/02/2019 06/22/2018 ***.**** *.** 06/22/2018 ***.**** *.**
BG Energy Holdings, 1.25% 21nov2022, EUR   EUR 11/21/2022 06/22/2018 ***.** *.** 06/22/2018 ***.** *.**
BG Energy Holdings, 2.25% 21nov2029, EUR   EUR 11/21/2029 06/22/2018 ***.** *.** 06/22/2018 ***.** *.**
BG Energy Holdings, 3% 16nov2018, EUR   EUR 11/16/2018 06/22/2018 ***.** -* 06/22/2018 ***.** -*.**
BG Energy Holdings, 3.625% 16jul2019, EUR   EUR 07/16/2019 06/22/2018 ***.** -*.* 06/22/2018 ***.** -*.**
BG Energy Holdings, 5% 4nov2036, GBP   GBP 11/04/2036 06/22/2018 ***.** *.** 06/22/2018 ***.** *.*
BG Energy Holdings, 5.125% 1dec2025, GBP   GBP 12/01/2025 06/22/2018 ***.** *.** 06/22/2018 ***.* *.**
Bibby Offshore Holdings, 7.5% 15jun2021, GBP   GBP 06/15/2021 06/22/2018 ** ***.** 06/22/2018 ** ***.**
Birmingham Airport, 6.25% 22feb2021, GBP   GBP 02/22/2021 06/22/2018 ***.**** *.* 06/22/2018 ***.**** *.**
Bishopsgate, 5.105% 28sep2037, GBP   GBP 09/28/2037 06/22/2018 ***.**** *.* 06/22/2018 ***.**** *.**
BL Superstores Finance, 4.482% 4oct2025, GBP (ABS)   GBP 10/04/2025 06/22/2018 ***.*** *.** 06/22/2018 ***.*** *.**
BL Superstores Finance, 5.27% 4oct2030, GBP   GBP 10/04/2030 06/22/2018 ***.**** * 06/22/2018 ***.*** *
BL Superstores Finance, 5.578% 4oct2025, GBP   GBP 10/04/2025 06/22/2018 ***.**** *.** 06/22/2018 ***.**** *.*
BNZ International Funding, 0.125% 17jun2021, EUR   EUR 06/17/2021 06/22/2018 ***.*** *.** 06/22/2018 ***.** -*.**
BNZ International Funding, 0.25% 24jun2022, CHF   CHF 06/24/2022 06/22/2018 ***.** *.** 06/22/2018 ***.* -*.**
BNZ International Funding, 0.5% 13may2023, EUR   EUR 05/13/2023 06/22/2018 **.** *.** 06/22/2018 **.** *.**
BNZ International Funding, 2.5% 1mar2021, HKD   HKD 03/01/2021 06/22/2018 **.**** *.** 06/22/2018 **.**** *.**
BNZ International Funding, 2.75% 2mar2021, USD   USD 03/02/2021 06/22/2018 **.** *.** 06/22/2018 **.** *.*
BNZ International Funding, 2.9% 21feb2022, USD   USD 02/21/2022 06/22/2018 **.** *.** 06/22/2018 **.** *.**
BNZ International Funding, FRN 12jan2020, GBP   GBP 01/12/2020 06/22/2018 ***.**** * 06/22/2018 ***.**** *
BNZ International Funding, FRN 14sep2021, USD   USD 09/14/2021 06/22/2018 ***.**** * 06/22/2018 ***.**** *
BNZ International Funding, FRN 21feb2020, USD   USD 02/21/2020 06/22/2018 ***.**** * 06/22/2018 ***.**** *
Boparan Holdings, 4.375% 15jul2021, EUR   EUR 07/15/2021 06/22/2018 **.** *.** 06/22/2018 **.* *.**
Boparan Holdings, 5.25% 15jul2019, GBP   GBP 07/15/2019 06/22/2018 **.** *.** 06/22/2018 **.** *
Boparan Holdings, 5.5% 15jul2021, GBP   GBP 07/15/2021 06/22/2018 **.** **.** 06/22/2018 **.** *.**
BP Capital Markets, 0.75% 27sep2021, CHF   CHF 09/27/2021 06/22/2018 ***.* *.** 06/22/2018 ***.** -*.**
BP Capital Markets, 1% 28apr2023, GBP (Conv.)   GBP 04/28/2023 06/22/2018 ***.** -*.** 06/22/2018 ***.** -*.**
BP Capital Markets, 1.109% 16feb2023, EUR   EUR 02/16/2023 06/22/2018 ***.** *.** 06/22/2018 ***.** *.**
BP Capital Markets, 1.373% 3mar2022, EUR   EUR 03/03/2022 06/22/2018 ***.*** *.** 06/22/2018 ***.** *.**
BP Capital Markets, 1.573% 16feb2027, EUR   EUR 02/16/2027 06/22/2018 ***.** *.** 06/22/2018 ***.** *.**
BP Capital Markets, 1.676% 3may2019, USD   USD 05/03/2019 06/22/2018 **.** *.** 06/22/2018 **.* *.**
BP Capital Markets, 1.953% 3mar2025, EUR   EUR 03/03/2025 06/22/2018 ***.** *.** 06/22/2018 ***.** *.**
BP Capital Markets, 2.521% 15jan2020, USD   USD 01/15/2020 06/22/2018 **.** *.** 06/22/2018 **.** *.**
BP Capital Markets, 3.062% 17mar2022, USD   USD 03/17/2022 06/22/2018 **.** *.** 06/22/2018 **.** *.*
BP Capital Markets, 3.119% 4may2026, USD   USD 05/04/2026 06/22/2018 **.** *.** 06/22/2018 **.** *.*
BP Capital Markets, 3.161% 17mar2021, USD   USD 03/17/2021 06/22/2018 **.** *.** 06/22/2018 **.** *.**
BP Capital Markets, 3.506% 17mar2025, USD   USD 03/17/2025 06/22/2018 **.** *.** 06/22/2018 **.** *.**
BP Capital Markets, 3.535% 4nov2024, USD   USD 11/04/2024 06/22/2018 **.** *.* 06/22/2018 **.*** *.**
BP PLC, 0.83% 19sep2024, EUR   EUR 09/19/2024 06/22/2018 ***.** *.** 06/22/2018 ***.** *.**
BP PLC, 1% 28aug2020, CHF   CHF 08/28/2020 06/22/2018 ***.** -*.** 06/22/2018 ***.** -*.**
BP PLC, 1.077% 26jun2025, EUR   EUR 06/26/2025 06/22/2018 ***.** *.** 06/22/2018 ***.** *.**
BP PLC, 1.117% 25jan2024, EUR   EUR 01/25/2024 06/22/2018 ***.** *.** 06/22/2018 ***.** *.**
BP PLC, 1.177% 12aug2023, GBP   GBP 08/12/2023 06/22/2018 **.** *.** 06/22/2018 **.** *.**
BP PLC, 1.526% 26sep2022, EUR   EUR 09/26/2022 06/22/2018 *** *.** 06/22/2018 ***.** *.**
BP PLC, 1.637% 26jun2029, EUR   EUR 06/26/2029 06/22/2018 ***.** *.** 06/22/2018 ***.** *.**
BP PLC, 1.75% 28feb2024, CHF   CHF 02/28/2024 06/22/2018 ***.** *.** 06/22/2018 ***.** *.**
BP PLC, 1.768% 19sep2019, USD   USD 09/19/2019 06/22/2018 **.** *.** 06/22/2018 **.** *.**
BP PLC, 2.03% 14feb2025, GBP   GBP 02/14/2025 06/22/2018 ***.** *.** 06/22/2018 ***.** *.**
BP PLC, 2.112% 16sep2021, USD   USD 09/16/2021 06/22/2018 **.* *.** 06/22/2018 **.** *.**
BP PLC, 2.177% 28sep2021, EUR   EUR 09/28/2021 06/22/2018 ***.** *.** 06/22/2018 ***.** *.**
BP PLC, 2.213% 25sep2026, EUR   EUR 09/25/2026 06/22/2018 ***.** *.** 06/22/2018 ***.** *.*
BP PLC, 2.237% 10may2019, USD   USD 05/10/2019 06/22/2018 **.** *.** 06/22/2018 **.** *.**
BP PLC, 2.241% 26sep2018, USD   USD 09/26/2018 06/22/2018 **.*** *.** 06/22/2018 **.** *.**
BP PLC, 2.315% 13feb2020, USD   USD 02/13/2020 06/22/2018 **.*** *.** 06/22/2018 **.** *.**
BP PLC, 2.5% 6nov2022, USD   USD 11/06/2022 06/22/2018 **.** *.** 06/22/2018 **.*** *.**
BP PLC, 2.517% 17feb2021, EUR   EUR 02/17/2021 06/22/2018 ***.** -*.** 06/22/2018 ***.** -*.**
BP PLC, 2.518% 16jan2020, USD   USD 01/16/2020 06/22/2018 **.** *.** 06/22/2018 **.** *.*
BP PLC, 2.52% 19sep2022, USD   USD 09/19/2022 06/22/2018 **.** *.** 06/22/2018 **.*** *.*
BP PLC, 2.75% 10may2023, USD   USD 05/10/2023 06/22/2018 **.** *.** 06/22/2018 **.** *.**
BP PLC, 2.972% 27feb2026, EUR   EUR 02/27/2026 06/22/2018 ***.** *.** 06/22/2018 ***.** *.**
BP PLC, 2.994% 18feb2019, EUR   EUR 02/18/2019 06/22/2018 ***.*** -*.** 06/22/2018 ***.** -*.**
BP PLC, 3.017% 16jan2027, USD   USD 01/16/2027 06/22/2018 **.** *.** 06/22/2018 **.** *.*
BP PLC, 3.216% 28nov2023, USD   USD 11/28/2023 06/22/2018 **.** *.** 06/22/2018 **.* *.**
BP PLC, 3.224% 14apr2024, USD   USD 04/14/2024 06/22/2018 **.** *.** 06/22/2018 **.** *.**
BP PLC, 3.245% 6may2022, USD   USD 05/06/2022 06/22/2018 **.* *.** 06/22/2018 **.** *.**
BP PLC, 3.279% 19sep2027, USD   USD 09/19/2027 06/22/2018 **.** *.** 06/22/2018 **.** *.**
BP PLC, 3.561% 1nov2021, USD   USD 11/01/2021 06/22/2018 ***.** *.* 06/22/2018 ***.** *.**
BP PLC, 3.588% 14apr2027, USD   USD 04/14/2027 06/22/2018 **.*** *.** 06/22/2018 **.** *.**
BP PLC, 3.643% 14may2023, USD   USD 05/14/2023 06/22/2018 ***.* *.** 06/22/2018 ***.** *.*
BP PLC, 3.65% 28feb2019, CNY   CNY 02/28/2019 06/22/2018 **.** *.** 06/22/2018 **.** *.*
BP PLC, 3.723% 28nov2028, USD   USD 11/28/2028 06/22/2018 **.** *.** 06/22/2018 **.** *.**
BP PLC, 3.814% 10feb2024, USD   USD 02/10/2024 06/22/2018 ***.** *.** 06/22/2018 ***.** *.**
BP PLC, 3.95% 8oct2018, CNY   CNY 10/08/2018 06/22/2018 ***.** *.** 06/22/2018 ***.** *.**
BP PLC, 3.994% 26sep2023, USD   USD 09/26/2023 06/22/2018 ***.*** *.** 06/22/2018 ***.** *.**
BP PLC, 4.154% 1jun2020, EUR   EUR 06/01/2020 06/22/2018 ***.*** -*.** 06/22/2018 ***.** -*.**
BP PLC, 4.325% 10dec2018, GBP   GBP 12/10/2018 06/22/2018 ***.** *.** 06/22/2018 ***.** *.**
BP PLC, 4.5% 1oct2020, USD   USD 10/01/2020 06/22/2018 ***.** *.** 06/22/2018 ***.** *.**
BP PLC, 4.742% 11mar2021, USD   USD 03/11/2021 06/22/2018 ***.** *.** 06/22/2018 ***.** *.**
BP PLC, 4.75% 10mar2019, USD   USD 03/10/2019 06/22/2018 ***.*** *.** 06/22/2018 ***.** *.**
BP PLC, FRN 10may2019, USD   USD 05/10/2019 06/22/2018 **.** * 06/22/2018 ***.** *
BP PLC, FRN 14aug2018, USD   USD 08/14/2018 06/22/2018 *** * 06/22/2018 ***.** *
BP PLC, FRN 16sep2021, USD   USD 09/16/2021 06/22/2018 ***.** * 06/22/2018 ***.** *
BP PLC, FRN 19sep2022, USD   USD 09/19/2022 06/22/2018 ***.** * 06/22/2018 ***.** *
BPHA, 4.816% 11apr2044, GBP (ABS)   GBP 04/11/2044 06/22/2018 ***.*** *.** 06/22/2018 ***.*** *.**
British American Tobacco, 0.375% 13mar2019, EUR   EUR 03/13/2019 06/22/2018 ***.** *.** 06/22/2018 ***.** *.**
British American Tobacco, 0.625% 8sep2021, CHF   CHF 09/08/2021 06/22/2018 ***.** *.** 06/22/2018 ***.** *.**
British American Tobacco, 0.875% 13oct2023, EUR   EUR 10/13/2023 06/22/2018 ***.** *.** 06/22/2018 ***.** *.**
British American Tobacco, 1.125% 16nov2023, EUR   EUR 11/16/2023 06/22/2018 ***.** *.* 06/22/2018 ***.* *.**
British American Tobacco, 1.25% 13mar2027, EUR   EUR 03/13/2027 06/22/2018 **.** *.** 06/22/2018 **.** *.**
British American Tobacco, 1.375% 8sep2026, CHF   CHF 09/08/2026 06/22/2018 ***.* *.** 06/22/2018 ***.** *.**
British American Tobacco, 1.625% 9sep2019, USD   USD 09/09/2019 06/22/2018 **.** *.** 06/22/2018 **.** *.**
British American Tobacco, 1.75% 5jul2021, GBP   GBP 07/05/2021 06/22/2018 ***.** *.* 06/22/2018 ***.** *.**
British American Tobacco, 2% 13mar2045, EUR   EUR 03/13/2045 06/22/2018 **.*** *.** 06/22/2018 **.** *.**
British American Tobacco, 2.125% 15aug2025, GBP   GBP 08/15/2025 06/22/2018 **.** *.** 06/22/2018 **.** *.**
British American Tobacco, 2.25% 16jan2030, EUR   EUR 01/16/2030 06/22/2018 ***.** *.** 06/22/2018 ***.** *.**
British American Tobacco, 2.25% 9sep2052, GBP   GBP 09/09/2052 06/22/2018 **.** *.** 06/22/2018 **.*** *.**
British American Tobacco, 2.297% 14aug2020, USD   USD 08/14/2020 06/22/2018 **.** *.** 06/22/2018 **.** *.**
British American Tobacco, 2.375% 19jan2023, EUR   EUR 01/19/2023 06/22/2018 ***.** *.** 06/22/2018 ***.** *.**
British American Tobacco, 2.75% 25mar2025, EUR   EUR 03/25/2025 06/22/2018 ***.** *.** 06/22/2018 ***.** *.**
British American Tobacco, 2.764% 15aug2022, USD   USD 08/15/2022 06/22/2018 **.** *.** 06/22/2018 **.** *.**
British American Tobacco, 3.125% 6mar2029, EUR   EUR 03/06/2029 06/22/2018 ***.*** * 06/22/2018 ***.* *.**
British American Tobacco, 3.222% 15aug2024, USD   USD 08/15/2024 06/22/2018 **.** *.** 06/22/2018 **.** *.**
British American Tobacco, 3.557% 15aug2027, USD   USD 08/15/2027 06/22/2018 **.** *.** 06/22/2018 **.** *.*
British American Tobacco, 3.625% 9nov2021, EUR   EUR 11/09/2021 06/22/2018 ***.** *.** 06/22/2018 ***.** *.**
British American Tobacco, 4% 4sep2026, GBP   GBP 09/04/2026 06/22/2018 ***.** *.** 06/22/2018 ***.** *.**
British American Tobacco, 4% 7jul2020, EUR   EUR 07/07/2020 06/22/2018 ***.** *.** 06/22/2018 ***.* -*.**
British American Tobacco, 4.39% 15aug2037, USD   USD 08/15/2037 06/22/2018 **.* *.** 06/22/2018 **.** *.**
British American Tobacco, 4.54% 15aug2047, USD   USD 08/15/2047 06/22/2018 **.** *.** 06/22/2018 **.** *.**
British American Tobacco, 4.875% 24feb2021, EUR   EUR 02/24/2021 06/22/2018 ***.** *.* 06/22/2018 ***.*** *.**
British American Tobacco, 5.75% 5jul2040, GBP   GBP 07/05/2040 06/22/2018 ***.** *.** 06/22/2018 ***.*** *.**
British American Tobacco, 6% 24nov2034, GBP   GBP 11/24/2034 06/22/2018 ***.** *.** 06/22/2018 ***.** *.*
British American Tobacco, 6.0% 29jun2022, GBP   GBP 06/29/2022 06/22/2018 ***.** *.** 06/22/2018 ***.* *.**
British American Tobacco, 6.375% 12dec2019, GBP   GBP 12/12/2019 06/22/2018 ***.** *.** 06/22/2018 ***.** *.**
British American Tobacco, 7.25% 12mar2024, GBP (ABS)   GBP 03/12/2024 06/22/2018 ***.** *.** 06/22/2018 ***.** *.**
British American Tobacco, FRN 14aug2020, USD   USD 08/14/2020 06/22/2018 ***.** * 06/22/2018 ***.** *
British American Tobacco, FRN 15aug2022, USD   USD 08/15/2022 06/22/2018 ***.** * 06/22/2018 ***.** *
British American Tobacco, FRN 16aug2021, EUR   EUR 08/16/2021 06/22/2018 **.** * 06/22/2018 ***.** *
British Land, 0% 9jun2020, GBP (1827D)   GBP 06/09/2020 06/22/2018 **.** *.** 06/22/2018 **.* *.**
British Land, 5.006% 24sep2035, GBP (ABS)   GBP 09/24/2035 06/22/2018 *** *.** 06/22/2018 *** *.**
British Telecommunications, 0.5% 23jun2022, EUR   EUR 06/23/2022 06/22/2018 ***.*** *.** 06/22/2018 ***.** *.**
British Telecommunications, 0.625% 10mar2021, EUR   EUR 03/10/2021 06/22/2018 ***.** *.** 06/22/2018 ***.** *.**
British Telecommunications, 1% 21nov2024, EUR   EUR 11/21/2024 06/22/2018 **.*** *.** 06/22/2018 **.** *.**
British Telecommunications, 1% 23jun2024, EUR   EUR 06/23/2024 06/22/2018 **.*** *.** 06/22/2018 ***.* *.**
British Telecommunications, 1.125% 10jun2019, EUR   EUR 06/10/2019 06/22/2018 ***.** -*.** 06/22/2018 ***.*** -*.**
British Telecommunications, 1.125% 10mar2023, EUR   EUR 03/10/2023 06/22/2018 ***.** *.** 06/22/2018 ***.** *.**
British Telecommunications, 1.5% 23jun2027, EUR   EUR 06/23/2027 06/22/2018 **.** *.* 06/22/2018 **.** *.**
British Telecommunications, 1.75% 10mar2026, EUR   EUR 03/10/2026 06/22/2018 ***.** *.** 06/22/2018 ***.** *.**
British Telecommunications, 2.35% 14feb2019, USD   USD 02/14/2019 06/22/2018 **.** *.** 06/22/2018 **.*** *.**
British Telecommunications, 3.5% 25apr2025, GBP   GBP 04/25/2025 06/22/2018 ***.** * 06/22/2018 ***.** *
British Telecommunications, 5.75% 7dec2028, GBP   GBP 12/07/2028 06/22/2018 ***.** *.** 06/22/2018 ***.** *.**
British Telecommunications, 6.375% 23jun2037, GBP   GBP 06/23/2037 06/22/2018 ***.** *.** 06/22/2018 ***.** *.*
British Telecommunications, 8.625% 15dec2030, USD   USD 12/15/2030 06/22/2018 ***.** * 06/22/2018 ***.** *
British Telecommunications, 8.625% 26mar2020, GBP   GBP 03/26/2020 06/22/2018 ***.** *.** 06/22/2018 ***.** *.**
Broadgate Financing, 4.821% 5jul2036, GBP   GBP 07/05/2033 06/22/2018 ***.** *.** 06/22/2018 ***.** *.**
Broadgate Financing, 4.851% 5apr2031, GBP (ABS)   GBP 04/05/2031 06/22/2018 ***.** *.** 06/22/2018 ***.** *.**
Broadgate Financing, 4.949% 5apr2029, GBP   GBP 04/05/2029 06/22/2018 ***.** *.** 06/22/2018 ***.* *.**
Broadgate Financing, 4.999% 5oct2031, GBP (ABS)   GBP 10/05/2031 06/22/2018 ***.** *.** 06/22/2018 ***.** *.**
Broadgate Financing, 5.098% 5apr2033, GBP   GBP 04/05/2033 06/22/2018 ***.** *.** 06/22/2018 ***.** *.**
Broadgate Financing, FRN 5jan2022, GBP   GBP 01/05/2022 06/22/2018 **.**** * 06/22/2018 **.**** *
Broadgate Financing, FRN 5jan2032, GBP (ABS)   GBP 01/05/2032 06/22/2018 **.**** * 06/22/2018 **.**** *
Broadgate Financing, FRN 5oct2025, GBP (ABS)   GBP 10/05/2025 06/22/2018 ***.**** * 06/22/2018 ***.**** *
Bromford Housing Group, 3.125% 3may2048, GBP   GBP 05/03/2048 06/22/2018 **.* *.* 06/22/2018 ***.* *.**
Bruntwood, 6% 24jul2020, GBP (ABS)   GBP 07/24/2020 06/22/2018 ***.** *.** 06/22/2018 ***.* *.**
Bupa, 2% 5apr2024, GBP   GBP 04/05/2024 06/22/2018 **.** *.** 06/22/2018 **.** *.**
Bupa, 3.375% 17jun2021, GBP   GBP 06/17/2021 06/22/2018 ***.** *.** 06/22/2018 ***.** *.**
Bupa, 5% 25apr2023, GBP   GBP 04/25/2023 06/22/2018 ***.** *.** 06/22/2018 ***.** *.**
Bupa, 6.125% perp., GBP   GBP 06/22/2018 ***.* * 06/22/2018 ***.*** *
Burford Capital, 6.125% 26oct2024, GBP   GBP 10/26/2024 06/22/2018 ***.* *.** 06/22/2018 ***.** *.**
Burford Capital, 6.5% 19aug2022, GBP   GBP 08/19/2022 06/22/2018 ***.** *.** 06/22/2018 ***.** *.**
By Chelmer Plc, FRN 31mar2043, GBP   GBP 03/31/2043 06/22/2018 ***.*** * 06/22/2018 ***.*** *
Cable & Wireless Communications, 6.875% 1aug2022, USD   USD 08/01/2022 06/22/2018 ***.* *.** 06/22/2018 ***.* *.**
Cable & Wireless Communications, 8.625% 25mar2019, GBP   GBP 03/25/2019 06/22/2018 ***.** *.** 06/22/2018 ***.** *.**
Cabot Credit Management, 7.5% 1oct2023, GBP   GBP 10/01/2023 06/22/2018 ***.** *.** 06/22/2018 ***.** *.**
Cambridgeshire Housing Capital, 4.25% 15sep2045, GBP   GBP 09/15/2045 06/22/2018 ***.**** *.** 06/22/2018 ***.**** *.**
Canara Bank (London branch), 3.25% 10aug2022, USD   USD 08/10/2022 06/22/2018 **.** *.** 06/22/2018 **.** *.**
Canary Wharf Finance II, 5.952% 22jan2035, GBP (ABS)   GBP 01/22/2035 06/22/2018 ***.**** *.* 06/22/2018 ***.**** *.**
Canary Wharf Finance II, 6.455% 22apr2030, GBP (ABS)   GBP 04/22/2030 06/22/2018 ***.**** *.** 06/22/2018 ***.**** *.**
Canary Wharf Finance II, 6.8% 22apr2033, GBP   GBP 04/22/2033 06/22/2018 ***.**** *.** 06/22/2018 ***.**** *.**
Canary Wharf Finance II, FRN 22oct2037, GBP   GBP 10/22/2037 06/22/2018 **.**** * 06/22/2018 **.**** *
Canary Wharf Finance II, FRN 22oct2037, GBP (ABS)   GBP 10/22/2037 06/22/2018 **.**** * 06/22/2018 **.**** *
Capital Hospitals Issuer, 1.703% 30sep2046, GBP   GBP 09/30/2046 06/22/2018 ***.*** * 06/22/2018 ***.*** *
Care UK Health Social Care Investments, FRN 15jan2020, GBP   GBP 01/15/2020 06/22/2018 **.** * 06/22/2018 ***.** *
Care UK Health Social Care Investments, FRN 15jul2019, GBP   GBP 07/15/2019 06/22/2018 **.** * 06/22/2018 ***.** *
Carillion, 2.5% 19dec2019, GBP (Conv.)   GBP 12/19/2019 06/22/2018 * * 06/22/2018 * *
Carnival, 1.125% 6nov2019, EUR   EUR 11/06/2019 06/22/2018 ***.** -*.** 06/22/2018 ***.*** -*.**
Carnival, 1.875% 7nov2022, EUR   EUR 11/07/2022 06/22/2018 ***.** *.** 06/22/2018 ***.*** *.**
Carnival, 3.95% 15oct2020, USD   USD 10/15/2020 06/22/2018 ***.** *.* 06/22/2018 ***.*** *.**
Carnival, 6.65% 15jan2028, USD   USD 01/15/2028 06/22/2018 ***.**** *.** 06/22/2018 ***.**** *.**
Carnival, 7.875% 1jun2027, USD   USD 06/01/2027 06/22/2018 ***.*** *.** 06/22/2018 ***.*** *.**
Catalyst Healthcare, 2.411% 30sep2040, GBP   GBP 09/30/2040 06/22/2018 ***.*** * 06/22/2018 ***.** *
Centrica, 0% 5jan2032, EUR (7305D)   EUR 01/05/2032 06/22/2018 ***.** *.** 06/22/2018 ***.** *.**
Centrica, 3% 10apr2076, EUR   EUR 04/10/2076 06/22/2018 ***.* * 06/22/2018 ***.*** *
Centrica, 3.2133% 1feb2019, EUR   EUR 02/01/2019 06/22/2018 ***.**** *.** 06/22/2018 ***.*** *.**
Centrica, 4.25% 12sep2044, GBP   GBP 09/12/2044 06/22/2018 ***.** *.** 06/22/2018 ***.** *.**
Centrica, 4.375% 13mar2029, GBP   GBP 03/13/2029 06/22/2018 ***.**** *.** 06/22/2018 ***.**** *.**
Centrica, 5.25% 10apr2075, GBP   GBP 04/10/2075 06/22/2018 ***.** * 06/22/2018 ***.** *
Centrica, 5.9% 16apr2027, USD   USD 04/16/2027 06/22/2018 ***.**** *.** 06/22/2018 ***.**** *.**
Centrica, 6.375% 10mar2022, GBP   GBP 03/10/2022 06/22/2018 ***.** * 06/22/2018 ***.** *
Centrica, 6.4% 4sep2026, GBP   GBP 09/04/2026 06/22/2018 ***.**** *.** 06/22/2018 ***.**** *.**
Centrica, 7% 19sep2018, GBP   GBP 09/19/2018 06/22/2018 ***.** * 06/22/2018 ***.** *
Centrica, 7% 19sep2033, GBP   GBP 09/19/2033 06/22/2018 ***.** * 06/22/2018 ***.** *
Centrica, FRN 25sep2020, USD   USD 09/25/2020 06/22/2018 **.**** * 06/22/2018 **.**** *
Circle Anglia Social Housing, 5.2% 2mar2044, GBP   GBP 03/02/2044 06/22/2018 ***.**** *.** 06/22/2018 ***.**** *.**
Circle Anglia Social Housing, 7.25% 12nov2038, GBP (ABS)   GBP 11/12/2038 06/22/2018 ***.** *.** 06/22/2018 ***.** *.**
City Greenwich Lewisham, 9.375% 11oct2020, GBP (ABS)   GBP 10/11/2020 06/22/2018 ***.**** *.* 06/22/2018 ***.**** *.*
Clarion Housing Group, 4.25% 8oct2042, GBP   GBP 10/08/2042 06/22/2018 ***.** *.** 06/22/2018 ***.** *.**
Clarion Housing Group, 5.981% 17sep2038, GBP   GBP 09/17/2038 06/22/2018 ***.**** *.** 06/22/2018 ***.**** *.**
Clavis Securities, FRN 15dec2039, EUR   EUR 12/15/2039 06/22/2018 **.*** * 06/22/2018 **.**** *
Clerical Medical, 7.375% perp., GBP   GBP 06/22/2018 ***.** * 06/22/2018 ***.** *
Close Brothers Group, 2.75% 19oct2026, GBP   GBP 10/19/2026 06/22/2018 ***.** *.** 06/22/2018 ***.** *.**
Close Brothers Group, 2.75% 26apr2023, GBP   GBP 04/26/2023 06/22/2018 ***.** *.* 06/22/2018 ***.** *.**
Close Brothers Group, 3.875% 27jun2021, GBP   GBP 06/27/2021 06/22/2018 ***.** *.** 06/22/2018 ***.** *.**
Close Brothers Group, 4.25% 24jan2027, GBP   GBP 01/24/2027 06/22/2018 ***.** *.* 06/22/2018 ***.** *.*
CLS Holdings, 5.5% 31dec2019, GBP   GBP 12/31/2019 06/22/2018 ***.** *.** 06/22/2018 ***.** *.**
CNH Industrial, 1.375% 23may2022, EUR   EUR 05/23/2022 06/22/2018 ***.** *.** 06/22/2018 ***.** *.**
CNH Industrial, 1.75% 12sep2025, EUR   EUR 09/12/2025 06/22/2018 **.** *.** 06/22/2018 **.** *.**
CNH Industrial, 2.75% 18mar2019, EUR   EUR 03/18/2019 06/22/2018 ***.** *.** 06/22/2018 ***.** *.**
CNH Industrial, 2.875% 27sep2021, EUR   EUR 09/27/2021 06/22/2018 *** *.* 06/22/2018 ***.** *.**
CNH Industrial, 4.5% 15aug2023, USD   USD 08/15/2023 06/22/2018 ***.** *.** 06/22/2018 ***.** *.**
CNH Industrial, 4.875% 1apr2021, USD   USD 04/01/2021 06/22/2018 ***.** *.** 06/22/2018 ***.** *.**
Co-Operative Bank, 12% 8may2025, GBP   GBP 05/08/2025 06/22/2018 *** * 06/22/2018 *** *
Co-Operative Bank, 5.625% 8jul2020, GBP   GBP 07/08/2020 06/22/2018 ***.** * 06/22/2018 ***.*** *
Co-Operative Bank, 6.25% 8jul2026, GBP   GBP 07/08/2026 06/22/2018 ***.** * 06/22/2018 ***.** *
Coca-Cola European Partners, 0.75% 24feb2022, EUR   EUR 02/24/2022 06/22/2018 ***.** *.** 06/22/2018 ***.** *.**
Coca-Cola European Partners, 1.125% 26may2024, EUR   EUR 05/26/2024 06/22/2018 ***.** *.** 06/22/2018 ***.** *.**
Coca-Cola European Partners, 1.75% 26may2028, EUR   EUR 05/26/2028 06/22/2018 ***.** *.** 06/22/2018 ***.** *.**
Coca-Cola European Partners, FRN 16nov2021, EUR   EUR 11/16/2021 06/22/2018 *** * 06/22/2018 ***.** *
Cognita, 7.75% 15aug2021, GBP   GBP 08/15/2021 06/22/2018 *** *.** 06/22/2018 *** *.**
Community Finance Company 1 PLC, 5.017% 2034, GBP (ABS)   GBP 07/31/2034 06/22/2018 ***.**** *.** 06/22/2018 ***.**** *.*
Compass Group, 0.625% 3jul2024, EUR   EUR 07/03/2024 06/22/2018 **.** *.** 06/22/2018 **.** *.**
Compass Group, 1.875% 27jan2023, EUR   EUR 01/27/2023 06/22/2018 ***.** *.** 06/22/2018 ***.** *.**
Compass Group, 2% 3jul2029, GBP   GBP 07/03/2029 06/22/2018 **.** *.* 06/22/2018 **.** *.**
Compass Group, 3.125% 13feb2019, EUR   EUR 02/13/2019 06/22/2018 ***.*** -*.** 06/22/2018 ***.** -*.**
Compass Group, 3.85% 26jun2026, GBP   GBP 06/26/2026 06/22/2018 ***.* *.** 06/22/2018 ***.** *.**
Connect M77/GSO, 5.404% 31mar2034, GBP   GBP 03/31/2034 06/22/2018 **.**** *.** 06/22/2018 **.**** *.**
Coventry & Rugby Hospital, 3.246% 30jun2040, GBP   GBP 06/30/2040 06/22/2018 ***.*** * 06/22/2018 ***.* *
Coventry Building Society, 0.5% 12jan2024, EUR   EUR 01/12/2024 06/22/2018 ***.** *.** 06/22/2018 ***.*** *.**
Coventry Building Society, 0.625% 3nov2021, EUR   EUR 11/03/2021 06/22/2018 ***.*** *.** 06/22/2018 ***.*** -*.**
Coventry Building Society, 1.875% 24oct2023, GBP   GBP 10/24/2023 06/22/2018 **.** *.** 06/22/2018 **.* *.**
Coventry Building Society, 2.5% 18nov2020, EUR   EUR 11/18/2020 06/22/2018 ***.** *.** 06/22/2018 ***.** *.**
Coventry Building Society, 5.875% 28sep2022, GBP   GBP 09/28/2022 06/22/2018 ***.** *.** 06/22/2018 ***.* *.**
Coventry Building Society, 6% 16oct2019, GBP   GBP 10/16/2019 06/22/2018 ***.** *.** 06/22/2018 ***.** *.*
Coventry Building Society, 6.375% perp., GBP   GBP 06/22/2018 ***.* * 06/22/2018 ***.** *
Coventry Building Society, FRN 17mar2020, GBP (ABS)   GBP 03/17/2020 06/22/2018 ***.** * 06/22/2018 ***.** *
CPUK Finance, 2.666% 28feb2020, GBP (ABS)   GBP 02/28/2020 06/22/2018 ***.**** *.* 06/22/2018 ***.**** *.**
CPUK Finance, 3.588% 28aug2025, GBP (ABS)   GBP 08/28/2025 06/22/2018 ***.**** *.** 06/22/2018 ***.**** *.*
CPUK Finance, 4.25% 28feb2047, GBP   GBP 02/28/2047 06/22/2018 ***.** *.** 06/22/2018 ***.** *.**
CPUK Finance, 7.239% 28feb2024, GBP   GBP 02/28/2024 06/22/2018 ***.**** *.** 06/22/2018 ***.**** *.**
Credit Agricole London, 0.2% 30oct2023, CHF   CHF 10/30/2023 06/22/2018 **.* *.** 06/22/2018 **.* *.**
Credit Agricole London, 0.375% 27jan2020, CHF   CHF 01/27/2020 06/22/2018 ***.** -*.* 06/22/2018 ***.** -*.**
Credit Agricole London, 0.45% 14mar2022, CHF   CHF 03/14/2022 06/22/2018 ***.* *.** 06/22/2018 ***.* *.**
Credit Agricole London, 0.55% 14dec2026, CHF   CHF 12/14/2026 06/22/2018 **.* *.** 06/22/2018 **.* *.**
Credit Agricole London, 0.55% 1sep2022, CHF   CHF 09/01/2022 06/22/2018 ***.** *.** 06/22/2018 ***.* *.**
Credit Agricole London, 0.625% 12jul2024, CHF   CHF 07/12/2024 06/22/2018 **.* *.** 06/22/2018 **.* *.**
Credit Agricole London, 0.75% 1dec2022, EUR   EUR 12/01/2022 06/22/2018 ***.** *.** 06/22/2018 ***.* *.**
Credit Agricole London, 0.875% 19jan2022, EUR   EUR 01/19/2022 06/22/2018 ***.** *.** 06/22/2018 ***.** *.**
Credit Agricole London, 1% 16sep2024, EUR   EUR 09/16/2024 06/22/2018 ***.** *.** 06/22/2018 ***.** *.**
Credit Agricole London, 1% 27jan2025, CHF   CHF 01/27/2025 06/22/2018 *** *.** 06/22/2018 ***.** *.**
Credit Agricole London, 1% 8oct2021, CHF   CHF 10/08/2021 06/22/2018 ***.** -*.** 06/22/2018 ***.* -*.**
Credit Agricole London, 1.25% 14apr2026, EUR   EUR 04/14/2026 06/22/2018 ***.** *.** 06/22/2018 ***.** *.**
Credit Agricole London, 1.25% 17jul2020, CHF   CHF 07/17/2020 06/22/2018 *** -*.* 06/22/2018 ***.* -*.**
Credit Agricole London, 1.375% 13mar2025, EUR   EUR 03/13/2025 06/22/2018 **.** *.** 06/22/2018 ***.** *.**
Credit Agricole London, 1.875% 20dec2026, EUR   EUR 12/20/2026 06/22/2018 ***.** *.** 06/22/2018 ***.** *.**
Credit Agricole London, 2.125% 29sep2025, CHF   CHF 09/29/2025 06/22/2018 ***.** *.** 06/22/2018 ***.** *.**
Credit Agricole London, 2.125% 30oct2024, CHF   CHF 10/30/2024 06/22/2018 ***.* *.** 06/22/2018 ***.* *.**
Credit Agricole London, 2.375% 27nov2020, EUR   EUR 11/27/2020 06/22/2018 ***.** -*.** 06/22/2018 ***.** -*.**
Credit Agricole London, 2.5% 15apr2019, USD   USD 04/15/2019 06/22/2018 **.** *.** 06/22/2018 **.** *.**
Credit Agricole London, 2.75% 10jun2020, USD   USD 06/10/2020 06/22/2018 **.** *.** 06/22/2018 **.** *.**
Credit Agricole London, 3.125% 17jul2023, EUR   EUR 07/17/2023 06/22/2018 ***.* *.** 06/22/2018 ***.** *.*
Credit Agricole London, 3.125% 5feb2026, EUR   EUR 02/05/2026 06/22/2018 ***.** *.** 06/22/2018 ***.** *.**
Credit Agricole London, 3.25% 4oct2024, USD   USD 10/04/2024 06/22/2018 **.** *.** 06/22/2018 **.** *.**
Credit Agricole London, 3.375% 10jan2022, USD   USD 01/10/2022 06/22/2018 **.** *.** 06/22/2018 **.** *.**
Credit Agricole London, 3.75% 24apr2023, USD   USD 04/24/2023 06/22/2018 **.** *.** 06/22/2018 **.** *.**
Credit Agricole London, 3.875% 13feb2019, EUR   EUR 02/13/2019 06/22/2018 ***.*** -*.** 06/22/2018 ***.** -*.**
Credit Agricole London, 3.875% 15apr2024, USD   USD 04/15/2024 06/22/2018 **.** *.** 06/22/2018 **.* *.**
Credit Agricole London, 4.125% 10jan2027, USD   USD 01/10/2027 06/22/2018 **.** *.** 06/22/2018 **.** *.*
Credit Agricole London, 4.4% 6jul2027, AUD   AUD 07/06/2027 06/22/2018 **.** *.** 06/22/2018 **.** *.*
Credit Agricole London, 5.125% 18apr2023, EUR   EUR 04/18/2023 06/22/2018 ***.*** *.** 06/22/2018 ***.** *.**
Credit Agricole London, 5.5% 17dec2021, GBP   GBP 12/17/2021 06/22/2018 ***.** *.** 06/22/2018 ***.** *.**
Credit Agricole London, FRN 10jan2022, USD   USD 01/10/2022 06/22/2018 ***.**** * 06/22/2018 ***.**** *
Credit Agricole London, FRN 10jun2020, USD   USD 06/10/2020 06/22/2018 ***.** * 06/22/2018 ***.** *
Credit Agricole London, FRN 15apr2019, USD   USD 04/15/2019 06/22/2018 ***.**** * 06/22/2018 ***.**** *
Credit Agricole London, FRN 1jul2021, USD   USD 07/01/2021 06/22/2018 ***.**** * 06/22/2018 ***.**** *
Credit Agricole London, FRN 20apr2022, EUR   EUR 04/20/2022 06/22/2018 ***.** * 06/22/2018 ***.** *
Credit Agricole London, FRN 6mar2023, EUR   EUR 03/06/2023 06/22/2018 **.** * 06/22/2018 **.** *
Credit Suisse AG (London) Branch, 0% 18mar2045, USD (10958D)   USD 03/18/2045 06/22/2018 ***.*** *.** 06/22/2018 ***.*** *.**
Credit Suisse AG (London) Branch, 0% 4feb2045, AUD (10958D)   AUD 02/04/2045 06/22/2018 ***.**** *.** 06/22/2018 ***.**** *.**
Credit Suisse AG (London) Branch, 0.55% 15apr2024, CHF   CHF 04/15/2024 06/22/2018 ***.* *.** 06/22/2018 ***.** *.**
Credit Suisse AG (London) Branch, 0.625% 20nov2018, EUR   EUR 11/20/2018 06/22/2018 ***.** -*.** 06/22/2018 ***.** -*.**
Credit Suisse AG (London) Branch, 1% 24sep2021, CHF   CHF 09/24/2021 06/22/2018 ***.** *.** 06/22/2018 ***.* -*.**
Credit Suisse AG (London) Branch, 1% 7jun2023, EUR   EUR 06/07/2023 06/22/2018 ***.** *.** 06/22/2018 ***.** *.**
Credit Suisse AG (London) Branch, 1.125% 15sep2020, EUR   EUR 09/15/2020 06/22/2018 ***.** -* 06/22/2018 ***.** -*.**
Credit Suisse AG (London) Branch, 1.375% 29nov2019, EUR   EUR 11/29/2019 06/22/2018 ***.** -*.* 06/22/2018 ***.** -*.**
Credit Suisse AG (London) Branch, 1.375% 31jan2022, EUR   EUR 01/31/2022 06/22/2018 ***.** *.** 06/22/2018 ***.** *.**
Credit Suisse AG (London) Branch, 1.8% 10mar2022, USD   USD 03/10/2022 06/22/2018 **.** *.** 06/22/2018 **.** *.**
Credit Suisse AG (London) Branch, 1.8% 30dec2022, USD   USD 12/30/2022 06/22/2018 **.** *.** 06/22/2018 **.** *.**
Credit Suisse AG (London) Branch, 2% 12jan2022, USD   USD 01/12/2022 06/22/2018 **.** *.** 06/22/2018 **.** *.**
Credit Suisse AG (London) Branch, 2% 22oct2021, EUR   EUR 10/22/2021 06/22/2018 **.** * 06/22/2018 ***.* *
Credit Suisse AG (London) Branch, 2% 24sep2021, EUR   EUR 09/24/2021 06/22/2018 ***.** * 06/22/2018 ***.* *
Credit Suisse AG (London) Branch, 2% 31oct2024, USD   USD 10/31/2024 06/22/2018 **.* *.** 06/22/2018 ** *
Credit Suisse AG (London) Branch, 2.05% 5mar2022, USD   USD 03/05/2022 06/22/2018 **.** * 06/22/2018 **.** *
Credit Suisse AG (London) Branch, 2.2% 9aug2018, EUR   EUR 08/09/2018 06/22/2018 ***.** *.** 06/22/2018 ***.* -*.**
Credit Suisse AG (London) Branch, 2.5% 3dec2020, USD   USD 12/03/2020 06/22/2018 **.** * 06/22/2018 **.** *
Credit Suisse AG (London) Branch, 3.5% 26nov2025, EUR   EUR 11/26/2025 06/22/2018 **.** *.** 06/22/2018 **.** *.**
Credit Suisse AG (London) Branch, 4.7% 1jul2046, AUD   AUD 07/01/2046 06/22/2018 ***.*** *.** 06/22/2018 ***.*** *.**
Credit Suisse AG (London) Branch, 4.75% 5aug2019, EUR   EUR 08/05/2019 06/22/2018 ***.** -*.** 06/22/2018 ***.** -*.**
Credit Suisse AG (London) Branch, 5.153% 21jan2046, AUD   AUD 01/21/2046 06/22/2018 ***.**** *.** 06/22/2018 ***.**** *.**
Credit Suisse AG (London) Branch, FRN 16oct2019, EUR   EUR 10/16/2019 06/22/2018 ***.** * 06/22/2018 ***.** *
Credit Suisse AG (London) Branch, FRN 29may2019, SEK   SEK 05/29/2019 06/22/2018 ***.** * 06/22/2018 ***.** *
Ctrl Section 1 Finance, FRN 2nov2051, GBP   GBP 11/02/2051 06/22/2018 ***.**** * 06/22/2018 ***.**** *
CYBG, 8% perp., GBP   GBP 06/22/2018 ***.**** * 06/22/2018 ***.**** *
Daily Mail & General Trust, 10% 9apr2021, GBP   GBP 04/09/2021 06/22/2018 ***.** *.** 06/22/2018 ***.** *.**
Daily Mail & General Trust, 5.75% 7dec2018, GBP   GBP 12/07/2018 06/22/2018 ***.** *.* 06/22/2018 ***.** *.**
Debenhams, 5.25% 15jul2021, GBP   GBP 07/15/2021 06/22/2018 **.** **.** 06/22/2018 **.** **.**
Derby Healthcare, 5.564% 30jun2041, GBP (ABS)   GBP 06/30/2041 06/22/2018 ***.**** *.** 06/22/2018 ***.*** *.**
Derwent London, 1.125% 24jul2019, GBP (Conv.)   GBP 07/24/2019 06/22/2018 ***.* -*.** 06/22/2018 ***.** -*.**
Deutsche Bank AG (London Branch), 0% 15may2043, MXN (10957D)   MXN 05/15/2043 06/22/2018 * **.** 06/22/2018 *.** **.**
Deutsche Bank AG (London Branch), 0% 22apr2026, EUR (3711D)   EUR 04/22/2026 06/22/2018 **.** *.** 06/22/2018 **.** *.**
Deutsche Bank AG (London Branch), 0% 22apr2026, USD (3710D)   USD 04/22/2026 06/22/2018 **.** *.** 06/22/2018 **.** *.**
Deutsche Bank AG (London Branch), 0% 30oct2025, BRL (3654D)   BRL 10/30/2025 06/22/2018 **.** **.** 06/22/2018 **.** **.**
Deutsche Bank AG (London Branch), 0% 5nov2020, USD (1863D)   USD 11/05/2020 06/22/2018 **.** * 06/22/2018 **.* *
Deutsche Bank AG (London Branch), 0% 7apr2021, USD (1826D)   USD 04/07/2021 06/22/2018 **.* *.** 06/22/2018 **.** *.**
Deutsche Bank AG (London Branch), 1.35% 25jul2019, USD   USD 07/25/2019 06/22/2018 **.** *.** 06/22/2018 **.* *.**
Deutsche Bank AG (London Branch), 1.625% 24feb2020, NOK   NOK 02/24/2020 06/22/2018 **.* *.** 06/22/2018 ***.** *.**
Deutsche Bank AG (London Branch), 13% 1mar2019, EUR (413)   EUR 03/01/2019 06/22/2018 ***.* *.* 06/22/2018 ***.** -*.*
Deutsche Bank AG (London Branch), 2% 13jul2022, USD   USD 07/13/2022 06/22/2018 **.** *.** 06/22/2018 **.** *.**
Deutsche Bank AG (London Branch), 2% 18nov2025, EUR   EUR 11/18/2025 06/22/2018 **.** *.** 06/22/2018 **.** *.**
Deutsche Bank AG (London Branch), 2% 24apr2023, USD   USD 04/24/2023 06/22/2018 **.** * 06/22/2018 **.** *
Deutsche Bank AG (London Branch), 2.15% 27sep2019, CAD   CAD 09/27/2019 06/22/2018 **.** *.** 06/22/2018 ***.** *.**
Deutsche Bank AG (London Branch), 2.25% 25feb2021, USD   USD 02/25/2021 06/22/2018 **.** *.** 06/22/2018 **.** *.**
Deutsche Bank AG (London Branch), 2.25% 5jun2019, NOK   NOK 06/05/2019 06/22/2018 **.* *.** 06/22/2018 ***.** *.**
Deutsche Bank AG (London Branch), 2.5% 13feb2019, USD   USD 02/13/2019 06/22/2018 **.** *.** 06/22/2018 **.** *.**
Deutsche Bank AG (London Branch), 2.5% 20sep2022, NOK   NOK 09/20/2022 06/22/2018 **.* *.** 06/22/2018 ***.** *.**
Deutsche Bank AG (London Branch), 2.8% 15apr2025, USD   USD 04/15/2025 06/22/2018 **.** * 06/22/2018 **.** *
Deutsche Bank AG (London Branch), 3% 15jul2025, USD (Structured)   USD 07/15/2025 06/22/2018 **.** * 06/22/2018 **.* *
Deutsche Bank AG (London Branch), 3% 8jul2025, USD   USD 07/08/2025 06/22/2018 **.** * 06/22/2018 **.** *
Deutsche Bank AG (London Branch), 3.5% 25jul2019, AUD   AUD 07/25/2019 06/22/2018 **.** *.** 06/22/2018 ***.** *.**
Deutsche Bank AG (London Branch), 3.7% 30may2024, USD   USD 05/30/2024 06/22/2018 **.* *.** 06/22/2018 **.*** *.**
Deutsche Bank AG (London Branch), 3.75% 5sep2021, EUR   EUR 05/09/2021 06/22/2018 ***.** * 06/22/2018 ***.** *
Deutsche Bank AG (London Branch), 4.625% 25mar2020, NZD   NZD 03/25/2020 06/22/2018 ***.** *.** 06/22/2018 ***.** *.**
Deutsche Bank AG (London Branch), 6.02% 1aug2018, IDR   IDR 08/01/2018 06/22/2018 **.*** *.** 06/22/2018 **.*** *.**
Deutsche Bank AG (London Branch), 7.875% 17apr2019, IDR   IDR 04/17/2019 06/22/2018 ***.**** *.** 06/22/2018 ***.**** *.**
Deutsche Bank AG (London Branch), 8% 5mar2026, ZAR   ZAR 03/05/2026 06/22/2018 **.**** **.** 06/22/2018 **.**** **.**
Deutsche Bank AG (London Branch), FRN 1feb2033, EUR   EUR 02/01/2033 06/22/2018 **.**** * 06/22/2018 **.**** *
Deutsche Bank AG (London Branch), FRN 1mar2019, IDR   IDR 03/01/2019 06/22/2018 **.** * 06/22/2018 **.** *
Deutsche Bank AG (London Branch), FRN 20oct2022, USD   USD 10/20/2022 06/22/2018 **.** * 06/22/2018 **.** *
Deutsche Bank AG (London Branch), FRN 23may2023, USD   USD 05/23/2023 06/22/2018 **.**** * 06/22/2018 **.**** *
Deutsche Bank AG (London Branch), FRN 28jun2020, EUR   EUR 06/28/2020 06/22/2018 ***.** * 06/22/2018 ***.** *
Deutsche Bank AG (London Branch), FRN 8nov2020, EUR   EUR 11/08/2020 06/22/2018 **.** * 06/22/2018 ***.** *
Deutsche Bank AG (London Branch), FRN 9mar2026, EUR   EUR 03/09/2026 06/22/2018 **.** * 06/22/2018 **.* *
Diageo, 0% 17nov2020, EUR (1096D)   EUR 11/17/2020 06/22/2018 ***.** -*.** 06/22/2018 ***.* -*.**
Diageo, 0.5% 19jun2024, EUR   EUR 06/19/2024 06/22/2018 **.* *.** 06/22/2018 **.** *.**
Diageo, 1.125% 20may2019, EUR   EUR 05/20/2019 06/22/2018 ***.** *.** 06/22/2018 ***.** -*.**
Diageo, 1.75% 23sep2024, EUR   EUR 09/23/2024 06/22/2018 ***.*** *.** 06/22/2018 ***.** *.**
Diageo, 2.375% 20may2026, EUR   EUR 05/20/2026 06/22/2018 ***.*** *.** 06/22/2018 ***.** *.**
Diageo, 2.625% 29apr2023, USD   USD 04/29/2023 06/22/2018 **.** *.** 06/22/2018 **.*** *.**
Diageo, 2.875% 11may2022, USD   USD 05/11/2022 06/22/2018 **.*** *.* 06/22/2018 **.*** *.**
Diageo, 3% 18may2020, USD   USD 05/18/2020 06/22/2018 **.** *.** 06/22/2018 ***.** *.**
Diageo, 3.5% 18sep2023, USD   USD 09/18/2023 06/22/2018 ***.** *.** 06/22/2018 ***.** *.**
Diageo, 3.875% 18may2028, USD   USD 05/18/2028 06/22/2018 *** *.** 06/22/2018 ***.** *.**
Diageo, 3.875% 29apr2043, USD   USD 04/29/2043 06/22/2018 **.*** *.* 06/22/2018 **.*** *.**
Diageo, 4.25% 11may2042, USD   USD 05/11/2042 06/22/2018 ***.*** *.** 06/22/2018 ***.*** *.**
Diageo, 4.828% 15jul2020, USD   USD 07/15/2020 06/22/2018 ***.*** *.** 06/22/2018 ***.*** *.**
Diageo, 5.875% 30sep2036, USD   USD 09/30/2036 06/22/2018 ***.*** *.** 06/22/2018 ***.*** *.**
Diageo, 7.45% 15apr2035, USD   USD 04/15/2035 06/22/2018 ***.*** *.** 06/22/2018 ***.*** *.**
Diageo, 8.00% 15sep2022, USD   USD 09/15/2022 06/22/2018 ***.**** *.** 06/22/2018 ***.**** *.**
Diageo, FRN 18may2020, USD   USD 05/18/2020 06/22/2018 ***.** * 06/22/2018 ***.** *
Direct Line Insurance Group, 9.25% 27apr2042, GBP   GBP 04/27/2042 06/22/2018 ***.** * 06/22/2018 ***.** *
Drax Group plc, 6.625% 1nov2025, USD   USD 11/01/2025 06/22/2018 ***.** *.** 06/22/2018 ***.** *.**
DS Smith, 1.375% 26jul2024, EUR   EUR 07/26/2024 06/22/2018 **.*** *.** 06/22/2018 **.** *.**
DS Smith, 2.25% 16sep2022, EUR   EUR 09/16/2022 06/22/2018 ***.*** *.** 06/22/2018 ***.** *.**
DS Smith, 2.875% 26jul2029, GBP   GBP 07/26/2029 06/22/2018 **.** *.** 06/22/2018 **.** *.**
Dwr Cymru, 2.5% 31mar2036, GBP   GBP 03/31/2036 06/22/2018 **.** *.** 06/22/2018 **.* *.**
Dwr Cymru, 6.015% 31mar2028, GBP   GBP 03/31/2028 06/22/2018 ***.** *.** 06/22/2018 ***.** *.**
Dwr Cymru, 6.907% 31mar2021, GBP (ABS)   GBP 03/31/2021 06/22/2018 ***.** *.** 06/22/2018 ***.** *.**
Dwr Cymru, FRN 31mar2026, GBP (ABS)   GBP 03/31/2026 06/22/2018 ***.** * 06/22/2018 ***.** *
Dwr Cymru, FRN 31mar2030, GBP (ABS)   GBP 03/31/2030 06/22/2018 ***.** * 06/22/2018 ***.** *
East Finance, 5.486% 15jun2042, GBP   GBP 06/15/2042 06/22/2018 ***.** *.** 06/22/2018 ***.** *.*
Eastern Power Networks, 0.032% 7oct2025, GBP   GBP 10/07/2025 06/22/2018 ***.**** -*.* 06/22/2018 ***.**** -*.**
Eastern Power Networks, 4.75% 30sep2021, GBP   GBP 09/30/2021 06/22/2018 ***.** *.** 06/22/2018 ***.** *.**
Eastern Power Networks, 5.5% 5jun2026, GBP   GBP 06/05/2026 06/22/2018 ***.** *.** 06/22/2018 ***.** *.*
Eastern Power Networks, 5.75% 8mar2024, GBP   GBP 03/08/2024 06/22/2018 ***.* *.** 06/22/2018 ***.** *.**
Eastern Power Networks, 6.25% 12nov2036, GBP   GBP 11/12/2036 06/22/2018 ***.** * 06/22/2018 ***.** *
Eastern Power Networks, 8.5% 31mar2025, GBP   GBP 03/31/2025 06/22/2018 ***.** *.** 06/22/2018 ***.** *.**
EasyJet, 1.125% 18oct2023, EUR   EUR 10/18/2023 06/22/2018 ***.** *.** 06/22/2018 ***.** *.**
EasyJet, 1.75% 9feb2023, EUR   EUR 02/09/2023 06/22/2018 ***.*** *.** 06/22/2018 ***.** *.**
EBRD, 0% 10feb2028, AUD (10957D)   AUD 02/10/2028 06/22/2018 **.** *.* 06/22/2018 **.** *.**
EBRD, 0% 10sep2021, USD (7305D)   USD 09/10/2021 06/22/2018 **.**** *.** 06/22/2018 **.**** *.**
EBRD, 0% 13jun2023, BRL (2862D)   BRL 06/13/2023 06/22/2018 **.** *.** 06/22/2018 **.** *.**
EBRD, 0% 17jun2027, ZAR (10957D)   ZAR 06/17/2027 06/22/2018 **.** *.** 06/22/2018 **.** *
EBRD, 0% 19jun2019, ARS (365D)   ARS 06/19/2019 06/22/2018 **.*** **.** 06/22/2018 **.*** **.**
EBRD, 0% 1feb2019, ARS (549D)   ARS 02/01/2019 06/22/2018 **.** **.** 06/22/2018 **.** **.**
EBRD, 0% 22jan2026, RUR (3653D)   RUB 01/22/2026 06/22/2018 **.** *.** 06/22/2018 **.** *.**
EBRD, 0% 25jan2019, ARS (730D)   ARS 01/25/2019 06/22/2018 **.** **.** 06/22/2018 **.** **.**
EBRD, 0% 25may2040, USD (10958D)   USD 05/25/2040 06/22/2018 ***.**** *.** 06/22/2018 ***.**** *.**
EBRD, 0% 2aug2021, TRY (1461D)   TRY 08/02/2021 06/22/2018 **.** **.** 06/22/2018 **.** **.**
EBRD, 0% 30dec2027, ZAR (11026D)   ZAR 12/30/2027 06/22/2018 **.** *.** 06/22/2018 ** *.**
EBRD, 0% 31dec2018, ZAR (7665D)   ZAR 12/31/2018 06/22/2018 **.** *.* 06/22/2018 **.** *.**
EBRD, 0% 31dec2020, ZAR (8308D)   ZAR 12/31/2020 06/22/2018 **.** *.** 06/22/2018 **.** *.*
EBRD, 0% 31dec2029, ZAR (11627D)   ZAR 12/31/2029 06/22/2018 **.** *.** 06/22/2018 **.** *.**
EBRD, 0% 4feb2048, ITL (18262D)   ITL 02/04/2048 06/22/2018 **.* *.** 06/22/2018 **.** *.**
EBRD, 0% 6mar2023, TRY (3652D)   TRY 03/06/2023 06/22/2018 **.* **.** 06/22/2018 **.** **.*
EBRD, 0% 7apr2027, ZAR (10957D)   ZAR 04/07/2027 06/22/2018 **.** *.** 06/22/2018 **.** *.**
EBRD, 0.5% 1sep2023, AUD   AUD 09/01/2023 06/22/2018 **.* *.** 06/22/2018 **.** *.**
EBRD, 0.5% 20dec2018, AUD   AUD 12/20/2018 06/22/2018 **.** *.** 06/22/2018 ***.* -*.*
EBRD, 0.5% 21dec2023, AUD   AUD 12/21/2023 06/22/2018 **.** *.** 06/22/2018 **.** *.**
EBRD, 0.5% 21nov2023, AUD   AUD 11/21/2023 06/22/2018 **.* *.** 06/22/2018 **.* *.**
EBRD, 0.5% 22jun2020, BRL   BRL 06/22/2020 06/22/2018 **.*** *.** 06/22/2018 **.** *.**
EBRD, 0.5% 28jan2020, BRL   BRL 01/28/2020 06/22/2018 **.** *.* 06/22/2018 **.** *.**
EBRD, 0.875% 22jul2019, USD   USD 07/22/2019 06/22/2018 **.** *.** 06/22/2018 **.** *.**
EBRD, 1% 17sep2018, USD   USD 09/17/2018 06/22/2018 **.** *.** 06/22/2018 **.** *.**
EBRD, 1.125% 24aug2020, USD   USD 08/24/2020 06/22/2018 **.** *.** 06/22/2018 **.** *.**
EBRD, 1.375% 15sep2021, USD   USD 09/15/2021 06/22/2018 **.** *.* 06/22/2018 **.** *.*
EBRD, 1.45% 3mar2025, USD   USD 03/03/2025 06/22/2018 **.** *.** 06/22/2018 **.**** *.**
EBRD, 1.5% 16mar2020, USD   USD 03/16/2020 06/22/2018 **.** *.* 06/22/2018 **.** *.**
EBRD, 1.5% 2nov2021, USD   USD 11/02/2021 06/22/2018 **.** *.** 06/22/2018 **.** *.**
EBRD, 1.625% 15nov2018, USD   USD 11/15/2018 06/22/2018 **.** *.** 06/22/2018 **.* *.**
EBRD, 1.625% 5may2020, USD   USD 05/05/2020 06/22/2018 **.** *.** 06/22/2018 **.** *.**
EBRD, 1.75% 14jun2019, USD   USD 06/14/2019 06/22/2018 **.** *.** 06/22/2018 **.** *.**
EBRD, 1.75% 26nov2019, USD   USD 11/26/2019 06/22/2018 **.* *.** 06/22/2018 **.** *.**
EBRD, 1.875% 15jul2021, USD   USD 07/15/2021 06/22/2018 **.** *.** 06/22/2018 **.** *.**
EBRD, 1.875% 17dec2018, GBP   GBP 12/17/2018 06/22/2018 ***.** *.** 06/22/2018 ***.** *.**
EBRD, 1.875% 23feb2022, USD   USD 02/23/2022 06/22/2018 **.** *.** 06/22/2018 **.** *.*
EBRD, 10% 13oct2021, TRY   TRY 10/13/2021 06/22/2018 **.** **.** 06/22/2018 **.** **.**
EBRD, 10% 16nov2018, IDR   IDR 11/16/2018 06/22/2018 **.** **.** 06/22/2018 ***.** *.**
EBRD, 10% 4dec2018, ITL   ITL 12/04/2018 06/22/2018 *** * 06/22/2018 *** *
EBRD, 10% 5nov2018, ITL (Structured)   ITL 11/05/2018 06/22/2018 **.** * 06/22/2018 *** *
EBRD, 10% 9nov2018, USD   USD 11/09/2018 06/22/2018 ***.** *.** 06/22/2018 ***.** *.**
EBRD, 11% 28sep2018, TRY   TRY 09/28/2018 06/22/2018 **.** **.** 06/22/2018 **.** **.*
EBRD, 11% 5feb2024, EUR   EUR 02/05/2024 06/22/2018 ***.*** * 06/22/2018 ***.*** *
EBRD, 11.25% 5feb2019, RON   RON 02/05/2019 06/22/2018 ***.**** *.** 06/22/2018 ***.**** *.**
EBRD, 12% 12mar2024, EUR   EUR 03/12/2024 06/22/2018 ***.**** *.** 06/22/2018 ***.**** *.**
EBRD, 12% 19feb2019, EUR   EUR 02/19/2019 06/22/2018 ***.**** * 06/22/2018 ***.**** *
EBRD, 12% 5mar2024, EUR   EUR 03/05/2024 06/22/2018 *** -*.** 06/22/2018 ***.** -*.**
EBRD, 17% 5mar2020, ARS   ARS 03/05/2020 06/22/2018 **.** **.** 06/22/2018 **.** **.*
EBRD, 2% 1feb2021, USD   USD 02/01/2021 06/22/2018 ** *.** 06/22/2018 **.** *.**
EBRD, 2.125% 7mar2022, USD   USD 03/07/2022 06/22/2018 **.** *.** 06/22/2018 **.** *.**
EBRD, 2.73% 26sep2046, USD   USD 09/26/2046 06/22/2018 **.**** *.** 06/22/2018 **.**** *.**
EBRD, 2.746% 17jul2024, GBP   GBP 07/17/2024 06/22/2018 ***.*** * 06/22/2018 ***.*** *
EBRD, 2.75% 26apr2021, USD   USD 04/26/2021 06/22/2018 **.* *.** 06/22/2018 **.** *.**
EBRD, 2.75% 7mar2023, USD   USD 03/07/2023 06/22/2018 **.** *.** 06/22/2018 **.* *.**
EBRD, 20% 24oct2018, ARS   ARS 10/24/2018 06/22/2018 **.** **.** 06/22/2018 **.** **.**
EBRD, 4% 30apr2019, BRL   BRL 04/30/2019 06/22/2018 **.** *.** 06/22/2018 ***.** *.*
EBRD, 4.032% 25sep2018, NZD   NZD 09/25/2018 06/22/2018 ***.** *.** 06/22/2018 ***.*** *.**
EBRD, 4.5% 18dec2018, MXN   MXN 12/18/2018 06/22/2018 **.** *.** 06/22/2018 **.** *.**
EBRD, 5% 14jun2021, INR   INR 06/14/2021 06/22/2018 **.** *.** 06/22/2018 **.** *.**
EBRD, 5% 22jul2025, EUR   EUR 07/22/2025 06/22/2018 ***.** * 06/22/2018 ***.** *
EBRD, 5.06% 15feb2019, INR   INR 02/15/2019 06/22/2018 **.**** **.** 06/22/2018 **.**** **.**
EBRD, 5.125% 7jun2032, GBP   GBP 06/07/2032 06/22/2018 ***.* *.** 06/22/2018 ***.** *.**
EBRD, 5.25% 6dec2018, TRY   TRY 12/06/2018 06/22/2018 **.** **.** 06/22/2018 **.** **.**
EBRD, 5.5% 13jun2019, RUB   RUB 06/13/2019 06/22/2018 ** *.** 06/22/2018 ***.* *.**
EBRD, 5.6% 30jan2025, IDR   IDR 01/30/2025 06/22/2018 **.** *.** 06/22/2018 **.** *.**
EBRD, 5.625% 7dec2028, GBP   GBP 12/07/2028 06/22/2018 ***.** *.** 06/22/2018 ***.** *.**
EBRD, 6% 24jul2023, RUR   RUB 07/24/2023 06/22/2018 **.** *.** 06/22/2018 **.** *.**
EBRD, 6% 4may2020, INR   INR 05/04/2020 06/22/2018 **.** *.** 06/22/2018 **.** *.**
EBRD, 6% 7feb2023, INR   INR 02/07/2023 06/22/2018 **.** *.** 06/22/2018 **.** *.**
EBRD, 6.125% 30mar2020, INR   INR 03/30/2020 06/22/2018 **.** *.** 06/22/2018 **.** *.**
EBRD, 6.25% 25jul2022, IDR   IDR 07/25/2022 06/22/2018 **.** *.** 06/22/2018 **.** *.**
EBRD, 6.38% 27mar2019, IDR   IDR 03/27/2019 06/22/2018 **.**** **.** 06/22/2018 **.**** **.**
EBRD, 6.75% 13jul2018, RUB   RUB 07/13/2018 06/22/2018 ***.** *.** 06/22/2018 ***.** *.**
EBRD, 6.91% 28may2019, IDR   IDR 05/28/2019 06/22/2018 **.** *.** 06/22/2018 **.** *.**
EBRD, 7.375% 15apr2019, IDR   IDR 04/15/2019 06/22/2018 **.** *.** 06/22/2018 **.** *.*
EBRD, 7.5% 11jun2020, MXN   MXN 06/11/2020 06/22/2018 **.** *.** 06/22/2018 **.*** *.**
EBRD, 7.5% 16dec2019, BRL   BRL 12/16/2019 06/22/2018 ***.** *.** 06/22/2018 ***.** *.**
EBRD, 7.5% 29nov2019, RUR   RUB 11/29/2019 06/22/2018 ***.** *.** 06/22/2018 ***.** *.**
EBRD, 7.95% 22dec2021, AMD   AMD 12/22/2021 06/22/2018 **.**** *.** 06/22/2018 **.**** *.**
EBRD, 8% 11oct2018, TRY   TRY 10/11/2018 06/22/2018 **.** **.** 06/22/2018 ** **.*
EBRD, 9.25% 2dec2020, IDR   IDR 12/02/2020 06/22/2018 ***.** *.** 06/22/2018 ***.* *.**
EBRD, FRN 10jan2020, USD   USD 01/10/2020 06/22/2018 ***.** * 06/22/2018 ***.** *
EBRD, FRN 11may2022, USD   USD 05/11/2022 06/22/2018 **.** * 06/22/2018 ***.** *
EBRD, FRN 19apr2010, EUR   EUR 04/19/2025 06/22/2018 **.**** * 06/22/2018 **.**** *
EBRD, FRN 19nov2020, USD   USD 11/19/2020 06/22/2018 ***.** * 06/22/2018 ***.** *
EBRD, FRN 23mar2020, USD   USD 03/23/2020 06/22/2018 **.** * 06/22/2018 **.** *
EE Limited, 3.25% 3aug2018, EUR   EUR 08/03/2018 06/22/2018 ***.*** *.** 06/22/2018 ***.*** -*.**
EE Limited, 4.375% 28mar2019, GBP   GBP 03/28/2019 06/22/2018 ***.** *.** 06/22/2018 ***.** *.**
Ei Group, 5.659% 30jun2027, GBP   GBP 06/30/2027 06/22/2018 ***.** *.** 06/22/2018 ***.** *.**
Ei Group, 6% 6oct2023, GBP   GBP 10/06/2023 06/22/2018 ***.** *.** 06/22/2018 ***.** *.**
Ei Group, 6.375% 15feb2022, GBP   GBP 02/15/2022 06/22/2018 ***.* *.** 06/22/2018 ***.** *.**
Ei Group, 6.375% 26sep2031, GBP (ABS)   GBP 09/26/2031 06/22/2018 ***.** *.** 06/22/2018 ***.** *.**
Ei Group, 6.464% 30mar2032, GBP   GBP 03/30/2032 06/22/2018 **.** *.** 06/22/2018 **.* *.**
Ei Group, 6.5% 6dec2018, GBP (ABS)   GBP 12/06/2018 06/22/2018 ***.** *.** 06/22/2018 ***.** *.**
Ei Group, 6.875% 9may2025, GBP (ABS)   GBP 05/09/2025 06/22/2018 ***.** *.** 06/22/2018 ***.**** *.**
Ei Group, 7.395% 30mar2024, GBP   GBP 03/28/2024 06/22/2018 ***.** *.** 06/22/2018 *** *.**
Electricity North West, 8.875% 25mar2026, GBP   GBP 03/25/2026 06/22/2018 ***.** *.** 06/22/2018 ***.** *.**
Elli Investments, 8.75% 15jun2019, GBP   GBP 06/15/2019 06/22/2018 **.** **.** 06/22/2018 **.** **.**
EnQuest, 5.5% 15apr2022, GBP   GBP 04/15/2022 06/22/2018 **.* * 06/22/2018 ** *
Equity Release Funding, 5.05% 26apr2033, GBP (ABS)   GBP 04/26/2033 06/22/2018 ***.*** *.** 06/22/2018 ***.**** *.**
Equity Release Funding, 5.7% 26feb2031, GBP (ABS)   GBP 02/26/2031 06/22/2018 ***.**** *.** 06/22/2018 ***.**** *.**
Equity Release Funding, 5.88% 26may2032, GBP (ABS)   GBP 05/26/2032 06/22/2018 ***.**** *.** 06/22/2018 ***.**** *.*
Esure Group, 6.75% 19dec2024, GBP   GBP 12/19/2024 06/22/2018 ***.**** *.** 06/22/2018 ***.**** *.**
Eversholt Funding, 3.529% 7aug2042, GBP   GBP 08/07/2042 06/22/2018 **.** *.** 06/22/2018 **.** *.**
Eversholt Funding, 5.831% 2dec2020, GBP   GBP 12/02/2020 06/22/2018 ***.**** *.** 06/22/2018 ***.**** *.**
Eversholt Funding, 6.359% 2dec2025, GBP   GBP 12/02/2025 06/22/2018 ***.**** *.* 06/22/2018 ***.**** *.**
Eversholt Funding, 6.697% 22feb2035, GBP   GBP 02/22/2035 06/22/2018 ***.* *.** 06/22/2018 ***.** *.**
Exchequer Partnership, 5.396% 13jul2036, GBP (ABS)   GBP 07/13/2036 06/22/2018 ***.**** *.** 06/22/2018 ***.**** *.**
Fairfax, 7.75% 15jul2037, USD   USD 07/15/2037 06/22/2018 ***.*** *.** 06/22/2018 ***.*** *.**
FCE Bank, 0.65% 5apr2021, JPY   JPY 04/05/2021 06/22/2018 ***.**** *.** 06/22/2018 ***.**** *.**
FCE Bank, 0.869% 13sep2021, EUR   EUR 09/13/2021 06/22/2018 ***.** *.** 06/22/2018 ***.*** *.*
FCE Bank, 1.114% 13may2020, EUR   EUR 05/13/2020 06/22/2018 ***.** *.** 06/22/2018 ***.** *.**
FCE Bank, 1.134% 10feb2022, EUR   EUR 02/10/2022 06/22/2018 ***.** *.** 06/22/2018 ***.** *.**
FCE Bank, 1.528% 9nov2020, EUR   EUR 11/09/2020 06/22/2018 ***.** *.** 06/22/2018 ***.** *.**
FCE Bank, 1.615% 11may2023, EUR   EUR 05/11/2023 06/22/2018 ***.** *.** 06/22/2018 ***.** *.**
FCE Bank, 1.66% 11feb2021, EUR   EUR 02/11/2021 06/22/2018 ***.*** *.* 06/22/2018 ***.** *.**
FCE Bank, 1.875% 18apr2019, EUR   EUR 04/18/2019 06/22/2018 ***.* -*.** 06/22/2018 ***.** -*.**
FCE Bank, 1.875% 24jun2021, EUR   EUR 06/24/2021 06/22/2018 ***.** *.** 06/22/2018 ***.** *.**
FCE Bank, 2.625% 20nov2018, GBP   GBP 11/20/2018 06/22/2018 ***.** *.** 06/22/2018 ***.** *.**
FCE Bank, 2.727% 3jun2022, GBP   GBP 06/03/2022 06/22/2018 ***.** *.** 06/22/2018 ***.** *.**
FCE Bank, 2.759% 13nov2019, GBP   GBP 11/13/2019 06/22/2018 ***.** *.** 06/22/2018 ***.** *.**
FCE Bank, 3.25% 19nov2020, GBP   GBP 11/19/2020 06/22/2018 ***.** *.** 06/22/2018 ***.** *.**
FCE Bank, FRN 11aug2018, EUR   EUR 08/11/2018 06/22/2018 ***.** * 06/22/2018 ***.** *
FCE Bank, FRN 17sep2019, EUR   EUR 09/17/2019 06/22/2018 ***.** * 06/22/2018 ***.** *
FCE Bank, FRN 18dec2020, EUR   EUR 12/18/2020 06/22/2018 ***.**** * 06/22/2018 ***.**** *
FCE Bank, FRN 26aug2020, EUR   EUR 08/26/2020 06/22/2018 ***.** * 06/22/2018 ***.** *
First Flexible, FRN 15sep2033, GBP (ABS)   GBP 09/15/2033 06/22/2018 **.*** * 06/22/2018 **.*** *
First Flexible, FRN 15sep2033, GBP (ABS)   GBP 09/15/2033 06/22/2018 **.*** * 06/22/2018 **.*** *
First Flexible, FRN 15sep2033, GBP (ABS)   GBP 09/15/2033 06/22/2018 **.**** * 06/22/2018 **.**** *
First Flexible, FRN 1dec2035, GBP (ABS)   GBP 12/01/2035 06/22/2018 ***.*** * 06/22/2018 ***.*** *
First Flexible, FRN 1jun2034, GBP (ABS)   GBP 06/01/2034 06/22/2018 **.**** * 06/22/2018 ***.**** *
First Flexible, FRN 1jun2034, GBP (ABS)   GBP 06/01/2034 06/22/2018 ***.**** * 06/22/2018 ***.**** *
First Hydro, 9% 31jul2021, GBP (ABS)   GBP 07/31/2021 06/22/2018 ***.*** *.** 06/22/2018 ***.** *.**
Firstgroup, 6.125% 18jan2019, GBP   GBP 01/18/2019 06/22/2018 ***.** *.** 06/22/2018 ***.** *.**
Firstgroup, 6.875% 18sep2024, GBP   GBP 09/18/2024 06/22/2018 ***.** * 06/22/2018 ***.** *
Firstgroup, 8.75% 8apr2021, GBP   GBP 04/08/2021 06/22/2018 ***.** *.** 06/22/2018 ***.** *.**
Friends Life Group, 12% 21may2021, GBP   GBP 05/21/2021 06/22/2018 ***.** * 06/22/2018 ***.** *.**
Friends Life Group, 7.875% perp., USD   USD 06/22/2018 ***.* * 06/22/2018 ***.** *
Friends Life Group, 8.25% 21apr2022, GBP   GBP 04/21/2022 06/22/2018 ***.** *.** 06/22/2018 ***.** *.**
G4S, 1.5% 2jun2024, EUR   EUR 06/02/2024 06/22/2018 ***.** *.** 06/22/2018 ***.** *.**
G4S, 1.5% 9jan2023, EUR   EUR 01/09/2023 06/22/2018 ***.** *.** 06/22/2018 ***.* *
G4S, 1.875% 24may2025, EUR   EUR 05/24/2025 06/22/2018 ***.** *.** 06/22/2018 ***.** *.**
G4S, 2.625% 6dec2018, EUR   EUR 12/06/2018 06/22/2018 ***.** * 06/22/2018 ***.** *
G4S, 7.75% 13may2019, GBP   GBP 05/13/2019 06/22/2018 ***.** * 06/22/2018 ***.** *
Galaxy Bidco Ltd, 6.38% 15nov2020, GBP   GBP 11/15/2020 06/22/2018 ***.*** *.** 06/22/2018 ***.*** *.**
Gatwick Airport, 2.625% 7oct2048, GBP   GBP 10/07/2048 06/22/2018 **.** *.** 06/22/2018 **.** *.**
Gatwick Airport, 3.25% 26feb2050, GBP   GBP 02/26/2050 06/22/2018 **.* *.** 06/22/2018 ***.** *.**
Gatwick Airport, 4.625% 27mar2036, GBP   GBP 03/27/2036 06/22/2018 ***.** *.** 06/22/2018 ***.** *.**
Gatwick Airport, 5.25% 23jan2026, GBP   GBP 01/23/2026 06/22/2018 ***.*** *.** 06/22/2018 ***.**** *.**
Gatwick Airport, 6.125% 2mar2028, GBP   GBP 03/02/2028 06/22/2018 ***.** *.** 06/22/2018 ***.** *.**
Gatwick Airport, 6.5% 2mar2043, GBP   GBP 03/02/2043 06/22/2018 ***.* *.** 06/22/2018 ***.** *.**
GenFinance, 6.064% 21dec2039, GBP   GBP 12/21/2039 06/22/2018 ***.**** *.** 06/22/2018 ***.**** *.**
GESB, 8.35% 15nov2018, GBP   GBP 11/15/2018 06/22/2018 ***.**** *.** 06/22/2018 ***.**** *.**
GKN Holdings, 3.375% 12may2032, GBP   GBP 05/12/2032 06/22/2018 ***.** *.** 06/22/2018 ***.**** *.**
GKN Holdings, 5.375% 19sep2022, GBP   GBP 09/19/2022 06/22/2018 ***.** *.** 06/22/2018 ***.** *.**
GKN Holdings, 6.75% 28oct2019, GBP   GBP 10/28/2019 06/22/2018 ***.** *.** 06/22/2018 ***.** *.**
Glaxosmithkline plc, 0% 12sep2020, EUR (1096D)   EUR 09/12/2020 06/22/2018 ***.** -*.** 06/22/2018 ***.* -*.**
Glaxosmithkline plc, 0.625% 2dec2019, EUR   EUR 12/02/2019 06/22/2018 ***.** -*.** 06/22/2018 ***.** -*.**
Glaxosmithkline plc, 1% 12sep2026, EUR   EUR 09/12/2026 06/22/2018 **.** *.** 06/22/2018 ***.** *
Glaxosmithkline plc, 1.25% 21may2026, EUR   EUR 05/21/2026 06/22/2018 ***.** *.** 06/22/2018 ***.** *.**
Glaxosmithkline plc, 1.375% 12sep2029, EUR   EUR 09/12/2029 06/22/2018 ***.** *.** 06/22/2018 ***.** *.**
Glaxosmithkline plc, 1.375% 2dec2024, EUR   EUR 12/02/2024 06/22/2018 ***.* *.** 06/22/2018 ***.** *.**
Glaxosmithkline plc, 1.75% 21may2030, EUR   EUR 05/21/2030 06/22/2018 ***.*** *.* 06/22/2018 ***.** *.**
Glaxosmithkline plc, 2.8% 18mar2023, USD   USD 03/18/2023 06/22/2018 **.** *.** 06/22/2018 **.** *.**
Glaxosmithkline plc, 2.85% 8may2022, USD   USD 05/08/2022 06/22/2018 **.** *.** 06/22/2018 **.*** *.**
Glaxosmithkline plc, 3.125% 14may2021, USD   USD 05/14/2021 06/22/2018 **.** *.** 06/22/2018 **.** *.**
Glaxosmithkline plc, 3.375% 15may2023, USD   USD 05/15/2023 06/22/2018 **.*** *.** 06/22/2018 **.** *.**
Glaxosmithkline plc, 3.375% 20dec2027, GBP   GBP 12/20/2027 06/22/2018 ***.** *.** 06/22/2018 ***.** *.**
Glaxosmithkline plc, 3.625% 15may2025, USD   USD 05/15/2025 06/22/2018 **.*** *.** 06/22/2018 **.** *.**
Glaxosmithkline plc, 3.875% 15may2028, USD   USD 05/15/2028 06/22/2018 ***.** *.** 06/22/2018 ***.** *.**
Glaxosmithkline plc, 4% 16jun2025, EUR   EUR 06/16/2025 06/22/2018 ***.** *.** 06/22/2018 ***.** *.**
Glaxosmithkline plc, 4.2% 18mar2043, USD   USD 03/18/2043 06/22/2018 ***.** *.** 06/22/2018 ***.*** *.**
Glaxosmithkline plc, 4.25% 18dec2045, GBP   GBP 12/18/2045 06/22/2018 ***.** * 06/22/2018 ***.** *.**
Glaxosmithkline plc, 5.25% 10apr2042, GBP   GBP 04/10/2042 06/22/2018 ***.** *.** 06/22/2018 ***.** *.*
Glaxosmithkline plc, 5.25% 19dec2033, GBP   GBP 12/19/2033 06/22/2018 ***.** *.** 06/22/2018 ***.** *.**
Glaxosmithkline plc, 5.375% 15apr2034, USD   USD 04/15/2034 06/22/2018 ***.** *.** 06/22/2018 ***.** *.**
Glaxosmithkline plc, 6.375% 15may2038, USD   USD 05/15/2038 06/22/2018 ***.** *.** 06/22/2018 ***.** *.**
Glaxosmithkline plc, 6.375% 9mar2039, GBP   GBP 03/09/2039 06/22/2018 ***.** *.** 06/22/2018 ***.* *.**
Glaxosmithkline plc, FRN 14may2021, USD   USD 05/14/2021 06/22/2018 ***.** * 06/22/2018 ***.** *
Glaxosmithkline plc, FRN 21may2020, EUR   EUR 05/21/2020 06/22/2018 ***.** * 06/22/2018 ***.** *
Global Switch Holdings, 1.5% 31jan2024, EUR   EUR 01/31/2024 06/22/2018 ***.** *.** 06/22/2018 ***.** *.**
Global Switch Holdings, 2.25% 31may2027, EUR   EUR 05/31/2027 06/22/2018 ***.*** *.** 06/22/2018 ***.** *.**
Global Switch Holdings, 4.375% 13dec2022, GBP   GBP 12/13/2022 06/22/2018 ***.**** *.** 06/22/2018 ***.**** *.*
Golar LNG ltd, 2.75% 15feb2022, USD (Conv.)   USD 02/15/2022 06/22/2018 ***.**** *.** 06/22/2018 ***.**** *.**
Goldman Sachs International, 0% 3oct2036, MXN (7305D)   MXN 10/03/2036 06/22/2018 **.* **.** 06/22/2018 **.* *.**
Goldman Sachs International, 1.75% 29may2024, EUR   EUR 05/29/2024 06/22/2018 ***.** *.** 06/22/2018 ***.** *.**
Goldman Sachs International, 2% 6dec2020, EUR (Structured)   EUR 06/12/2020 06/22/2018 ***.** * 06/22/2018 *
Goldman Sachs International, 2% 8apr2025, EUR   EUR 04/08/2025 06/22/2018 ***.* *.** 06/22/2018 ***.* *.**
Goldman Sachs International, 2.5% 31mar2020, EUR   EUR 03/31/2020 06/22/2018 ***.** * 06/22/2018 ***.** *
Goldman Sachs International, 3% 19may2020, CNY   CNY 05/19/2020 06/22/2018 **.**** *.** 06/22/2018 **.**** *.**
Goldman Sachs International, 3% 23jan2025, USD   USD 01/23/2025 06/22/2018 **.* *.** 06/22/2018 **.** *.**
Goldman Sachs International, 3.75% 29oct2021, EUR   EUR 10/29/2021 06/22/2018 ***.** * 06/22/2018 ***.** *
Goldman Sachs International, 4% 8oct2018, CNY   CNY 10/08/2018 06/22/2018 ***.*** *.** 06/22/2018 ***.*** *.**
Goldman Sachs International, 6.25% 17mar2020, MXN   MXN 03/17/2020 06/22/2018 **.** *.** 06/22/2018 **.** *.**
Goldman Sachs International, FRN 14dec2020, EUR   EUR 12/14/2020 06/22/2018 *** * 06/22/2018 *** *
Goldman Sachs International, FRN 17aug2018, EUR   EUR 08/17/2018 06/22/2018 **.** * 06/22/2018 ***.** *
Goldman Sachs International, FRN 19sep2018, EUR   EUR 09/19/2018 06/22/2018 **.* * 06/22/2018 ***.* *
Goldman Sachs International, FRN 21dec2018, EUR   EUR 12/21/2018 06/22/2018 **.** * 06/22/2018 ***.** *
Goldman Sachs International, FRN 25feb2020, EUR   EUR 02/25/2020 06/22/2018 **.** * 06/22/2018 ***.** *
Goldman Sachs International, FRN 31may2019, EUR   EUR 05/31/2019 06/22/2018 ***.** * 06/22/2018 ***.** *
Goodyear Dunlop Tires Europe, 3.75% 15dec2023, EUR   EUR 12/15/2023 06/22/2018 ***.** *.* 06/22/2018 ***.* *.**
Grainger, 3.375% 24apr2028, GBP   GBP 04/24/2028 06/22/2018 **.** *.** 06/22/2018 ***.** *.*
Great Hall Mortgages, FRN 18jun2038, EUR (ABS)   EUR 06/18/2038 06/22/2018 **.** * 06/22/2018 **.**** *
Great Hall Mortgages, FRN 18jun2038, GBP (ABS)   GBP 06/18/2038 06/22/2018 **.**** * 06/22/2018 **.**** *
Great Hall Mortgages, FRN 18mar2039, GBP (ABS)   GBP 03/18/2039 06/22/2018 **.**** * 06/22/2018 **.**** *
Great Places Housing Group, 4.75% 22oct2042, GBP (ABS)   GBP 10/22/2042 06/22/2018 ***.** *.** 06/22/2018 ***.** *.**
Greater Gabbard OFTO, 4.137% 2032, GBP (ABS)   GBP 11/29/2032 06/22/2018 ***.*** *.** 06/22/2018 ***.*** *.**
Greene King Finance, 4.0643% 15mar2035, GBP   GBP 03/15/2035 06/22/2018 ***.** *.** 06/22/2018 ***.** *.**
Greene King Finance, 5.106% 15mar2034, GBP   GBP 03/15/2034 06/22/2018 ***.**** *.** 06/22/2018 ***.**** *.**
Greene King Finance, 5.318% 15sep2031, GBP   GBP 09/15/2031 06/22/2018 ***.**** *.** 06/22/2018 ***.**** *.**
Greene King Finance, 5.702% 15dec2034, GBP   GBP 12/15/2034 06/22/2018 **.*** * 06/22/2018 **.*** *
Greenko Group, 4.875% 16aug2023, USD   USD 08/16/2023 06/22/2018 **.** *.** 06/22/2018 **.** *.**
Greensands, 8.5% 15apr2019, GBP (ABS)   GBP 04/15/2019 06/22/2018 ***.** -*.** 06/22/2018 ***.** -*.**
Guardian Royal Exchange, 6.625% 21aug2023, GBP   GBP 08/21/2023 06/22/2018 ***.** *.** 06/22/2018 ***.** *.**
Gwynt y Mor OFTO, 2.778% 17feb2034, GBP   GBP 02/17/2034 06/22/2018 ***.*** *.** 06/22/2018 ***.**** *.**
H.J. Heinz Finance, 6.25% 18feb2030, GBP   GBP 02/18/2030 06/22/2018 ***.** *.** 06/22/2018 ***.** *.**
Halifax, 9.375% 15may2021, GBP   GBP 05/15/2021 06/22/2018 ***.** *.** 06/22/2018 ***.** *.*
Hammerson, 1.75% 15mar2023, EUR   EUR 03/15/2023 06/22/2018 ***.** *.* 06/22/2018 ***.** *.**
Hammerson, 2% 1jul2022, EUR   EUR 07/01/2022 06/22/2018 ***.*** *.** 06/22/2018 ***.*** *.*
Hammerson, 2.75% 26sep2019, EUR   EUR 09/26/2019 06/22/2018 ***.* *.** 06/22/2018 ***.** -*.**
Hammerson, 3.5% 27oct2025, GBP   GBP 10/27/2025 06/22/2018 ***.** *.** 06/22/2018 ***.** *.**
Hammerson, 6% 23feb2026, GBP   GBP 02/23/2026 06/22/2018 ***.** *.** 06/22/2018 ***.** *.**
Hammerson, 7.25% 21apr2028, GBP   GBP 04/21/2028 06/22/2018 ***.** *.** 06/22/2018 ***.** *.**
Hastings Group Holdings Limited, 3% 24may2025, GBP   GBP 05/24/2025 06/22/2018 ***.** * 06/22/2018 ***.** *.**
Haven Funding, 7% 30nov2032, GBP   GBP 11/30/2032 06/22/2018 ***.**** *.* 06/22/2018 ***.**** *.**
Haven Funding, 8.125% 30sep2037, GBP   GBP 09/30/2037 06/22/2018 ***.**** *.** 06/22/2018 ***.**** *.**
HBOS, 4.5% 18mar2030, EUR   EUR 03/18/2030 06/22/2018 ***.** * 06/22/2018 ***.** *
HBOS, 5.374% 30jun2021, EUR   EUR 06/30/2021 06/22/2018 ***.* *.** 06/22/2018 ***.* *.**
HBOS, 6% 1nov2033, USD   USD 11/01/2033 06/22/2018 ***.** *.** 06/22/2018 ***.** *.**
HBOS, 6.461% perp., GBP   GBP 06/22/2018 ***.** * 06/22/2018 ***.** *
HBOS, 6.85% perp., USD   USD 06/22/2018 ***.** * 06/22/2018 ***.*** *
Heathrow Airport Holdings, 0.5% 17may2024, CHF   CHF 05/17/2024 06/22/2018 ***.** *.** 06/22/2018 ***.** *.**
Heathrow Airport Holdings, 1.5% 11feb2030, EUR (ABS)   EUR 02/11/2030 06/22/2018 **.** *.** 06/22/2018 **.** *.**
Heathrow Airport Holdings, 1.875% 12jul2034, EUR   EUR 07/12/2034 06/22/2018 **.** * 06/22/2018 **.*** *
Heathrow Airport Holdings, 1.875% 23may2022, EUR   EUR 05/23/2022 06/22/2018 ***.** *.** 06/22/2018 ***.** *.**
Heathrow Airport Holdings, 3.875% 1mar2027, GBP   GBP 03/01/2027 06/22/2018 **.** *.** 06/22/2018 **.** *.**
Heathrow Airport Holdings, 4.221% 6aug2026, GBP   GBP 08/06/2026 06/22/2018 ***.**** *.** 06/22/2018 ***.**** *.**
Heathrow Airport Holdings, 4.625% 31oct2046, GBP   GBP 10/31/2046 06/22/2018 ***.** *.** 06/22/2018 ***.* *.**
Heathrow Airport Holdings, 4.875% 15jul2021, USD   USD 07/15/2021 06/22/2018 ***.**** *.** 06/22/2018 ***.**** *.**
Heathrow Airport Holdings, 5.225% 15feb2023, GBP   GBP 02/15/2023 06/22/2018 ***.** *.** 06/22/2018 ***.** *.**
Heathrow Airport Holdings, 5.375% 2sep2019, GBP   GBP 09/01/2019 06/22/2018 ***.** *.** 06/22/2018 ***.** *.**
Heathrow Airport Holdings, 5.75% 3mar2025, GBP   GBP 03/03/2025 06/22/2018 ***.**** *.** 06/22/2018 ***.**** *.**
Heathrow Airport Holdings, 5.875% 13may2041, GBP   GBP 05/13/2041 06/22/2018 ***.** *.** 06/22/2018 ***.** *.**
Heathrow Airport Holdings, 6% 20mar2020, GBP   GBP 03/20/2020 06/22/2018 ***.** *.** 06/22/2018 ***.** *.**
Heathrow Airport Holdings, 6.25% 10sep2018, GBP   GBP 09/10/2018 06/22/2018 ***.** *.** 06/22/2018 ***.** *.**
Heathrow Airport Holdings, 6.45% 10dec2033, GBP   GBP 12/10/2031 06/22/2018 ***.** *.** 06/22/2018 ***.** *.**
Heathrow Airport Holdings, 6.75% 3dec2026, GBP   GBP 12/03/2026 06/22/2018 ***.** *.** 06/22/2018 ***.** *.**
Heathrow Airport Holdings, 7.075% 4aug2028, GBP   GBP 08/04/2028 06/22/2018 ***.** *.** 06/22/2018 ***.** *.*
Heathrow Airport Holdings, 7.125% 14feb2024, GBP   GBP 02/14/2024 06/22/2018 ***.* *.* 06/22/2018 ***.** *.**
Heathrow Airport Holdings, 9.2% 29mar2021, GBP   GBP 03/29/2021 06/22/2018 ***.**** *.** 06/22/2018 ***.**** *.**
Heathrow SP, 2.75% 9aug2049, GBP   GBP 08/09/2049 06/22/2018 **.** *.** 06/22/2018 **.** *.**
High Speed Rail Finance, 4.375% 1nov2038, GBP   GBP 11/01/2038 06/22/2018 ***.**** *.** 06/22/2018 ***.*** *.**
Highland Acquisitions, FRN 15sep2020, GBP (ABS)   GBP 09/15/2020 06/22/2018 ** * 06/22/2018 ** *
Hiscox, 6.125% 24nov2045, GBP   GBP 11/24/2045 06/22/2018 ***.** * 06/22/2018 ***.** *
Housing & Care 21, 3.288% 8nov2049, GBP   GBP 11/08/2049 06/22/2018 ***.** *.** 06/22/2018 ***.** *.**
Housing Association Funding, 8.25% 7jun2027, GBP (ABS)   GBP 06/07/2027 06/22/2018 ***.**** *.** 06/22/2018 ***.**** *.**
HSBC, 0% 13may2043, USD (11322D)   USD 05/13/2043 06/22/2018 ***.**** -*.** 06/22/2018 ***.**** -*.**
HSBC, 0% 23apr2043, USD (10957D)   USD 04/23/2043 06/22/2018 **.**** *.** 06/22/2018 **.**** *.**
HSBC, 0% 23jan2044, USD (10957D)   USD 01/23/2044 06/22/2018 ***.*** -*.** 06/22/2018 ***.*** -*.**
HSBC, 0% 25jan2026, AUD (7320D)   AUD 01/25/2026 06/22/2018 **.**** *.* 06/22/2018 **.**** *.*
HSBC, 0% 30jan2032, USD (7318D)   USD 01/30/2032 06/22/2018 **.*** *.** 06/22/2018 **.*** *.*
HSBC, 1.48% 15oct2020, JPY   JPY 10/15/2020 06/22/2018 ***.**** *.** 06/22/2018 ***.**** *.**
HSBC, 1.5% 5jul2018, EUR   EUR 07/05/2018 06/22/2018 ***.*** *.** 06/22/2018 ***.*** *.**
HSBC, 10.176% perp., USD   USD 06/22/2018 ***.* * 06/22/2018 ***.** *
HSBC, 3% 30jun2025, EUR   EUR 06/30/2025 06/22/2018 ***.** *.** 06/22/2018 ***.*** *.**
HSBC, 3.375% 10jan2024, EUR   EUR 01/10/2024 06/22/2018 ***.** *.** 06/22/2018 ***.** *.**
HSBC, 3.4% 8mar2021, USD   USD 03/08/2021 06/22/2018 **.** *.** 06/22/2018 **.** *.**
HSBC, 3.820% 16apr2038, USD   USD 04/16/2038 06/22/2018 **.**** *.** 06/22/2018 **.**** *.**
HSBC, 3.875% 24oct2018, EUR   EUR 10/24/2018 06/22/2018 ***.** -*.** 06/22/2018 ***.* -*.**
HSBC, 4% 15jan2021, EUR   EUR 01/15/2021 06/22/2018 ***.** *.** 06/22/2018 ***.*** *.**
HSBC, 4% 30mar2022, USD   USD 03/30/2022 06/22/2018 ***.* *.** 06/22/2018 ***.** *.*
HSBC, 4.125% 12aug2020, USD   USD 08/12/2020 06/22/2018 ***.** *.** 06/22/2018 ***.** *.**
HSBC, 4.25% 14mar2024, USD   USD 03/14/2024 06/22/2018 **.** *.** 06/22/2018 **.* *.**
HSBC, 4.3% 8mar2026, USD   USD 03/08/2026 06/22/2018 ***.** *.** 06/22/2018 ***.** *.**
HSBC, 4.75% 24mar2046, GBP   GBP 03/24/2046 06/22/2018 ***.** *.** 06/22/2018 ***.** *.**
HSBC, 4.875% 14jan2022, USD   USD 01/14/2022 06/22/2018 *** *.* 06/22/2018 ***.* *.**
HSBC, 5.1% 5apr2021, USD   USD 04/05/2021 06/22/2018 ***.*** *.** 06/22/2018 ***.** *.**
HSBC, 5.25% 14mar2044, USD   USD 03/14/2044 06/22/2018 ***.** *.* 06/22/2018 ***.** *.**
HSBC, 5.25% perp., EUR   EUR 06/22/2018 ***.** * 06/22/2018 ***.** *
HSBC, 5.375% 22aug2033, GBP   GBP 08/22/2033 06/22/2018 ***.** *.** 06/22/2018 ***.** *.**
HSBC, 5.375% 4nov2030, GBP   GBP 11/04/2030 06/22/2018 ***.** * 06/22/2018 ***.** *
HSBC, 5.625% perp., USD   USD 06/22/2018 *** * 06/22/2018 ***.* *
HSBC, 5.75% 20dec2027, GBP   GBP 12/20/2027 06/22/2018 *** *.** 06/22/2018 ***.** *.**
HSBC, 5.844% perp., GBP   GBP 06/22/2018 ***.** * 06/22/2018 ***.** *
HSBC, 5.862% perp., GBP   GBP 06/22/2018 *** * 06/22/2018 ***.** *
HSBC, 6% 10jun2019, EUR   EUR 06/10/2019 06/22/2018 ***.** *.** 06/22/2018 ***.** *.**
HSBC, 6% 29mar2040, GBP   GBP 03/29/2040 06/22/2018 ***.** *.* 06/22/2018 ***.** *.**
HSBC, 6.1% 14jan2042, USD   USD 01/14/2042 06/22/2018 ***.** *.** 06/22/2018 ***.** *.**
HSBC, 6.25% 19aug2019, GBP   GBP 08/19/2019 06/22/2018 ***.** *.** 06/22/2018 ***.** *.**
HSBC, 6.25% 30jan2041, GBP   GBP 01/30/2041 06/22/2018 ***.** *.* 06/22/2018 ***.** *.**
HSBC, 6.375% perp., USD   USD 06/22/2018 **.* * 06/22/2018 **.*** *
HSBC, 6.5% 15sep2037, USD   USD 09/15/2037 06/22/2018 ***.** *.** 06/22/2018 ***.** *.**
HSBC, 6.5% 20may2024, GBP   GBP 05/20/2024 06/22/2018 ***.** *.** 06/22/2018 ***.** *.**
HSBC, 6.5% 2may2036, USD   USD 05/02/2036 06/22/2018 ***.** *.** 06/22/2018 ***.** *.*
HSBC, 6.5% 7jul2023, GBP   GBP 07/07/2023 06/22/2018 ***.** *.** 06/22/2018 ***.** *.*
HSBC, 6.75% 11sep2028, GBP   GBP 09/11/2028 06/22/2018 ***.** *.** 06/22/2018 ***.** *.**
HSBC, 6.8% 1jun2038, USD   USD 06/01/2038 06/22/2018 ***.** *.* 06/22/2018 ***.** *.**
HSBC, 7% 7apr2038, GBP   GBP 04/07/2038 06/22/2018 ***.** *.** 06/22/2018 ***.** *.**
HSBC, 7.625% 17may2032, USD   USD 05/17/2032 06/22/2018 ***.** *.** 06/22/2018 ***.*** *.**
HSBC, FRN 11feb2021, USD   USD 02/11/2021 06/22/2018 ***.**** * 06/22/2018 ***.**** *
HSBC, FRN 23dec2020, EUR   EUR 12/23/2020 06/22/2018 ***.**** * 06/22/2018 ***.**** *
HSBC, FRN 8mar2021, USD   USD 03/08/2021 06/22/2018 ***.** * 06/22/2018 ***.** *
HSBC, FRN 9mar2020, EUR   EUR 03/09/2020 06/22/2018 ***.** * 06/22/2018 ***.** *
HSBC, FRN 9sep2025, SGD   SGD 09/09/2025 06/22/2018 **.**** * 06/22/2018 ***.**** *
HSBC, FRN perp., USD   USD 06/22/2018 **.* * 06/22/2018 **.** *
HSBC, FRN perp., USD   USD 06/22/2018 **.** * 06/22/2018 **.** *
HSBC Holdings plc, 0.875% 6sep2024, EUR   EUR 09/06/2024 06/22/2018 **.** *.** 06/22/2018 **.** *.**
HSBC Holdings plc, 1.5% 15mar2022, EUR   EUR 03/15/2022 06/22/2018 ***.** *.** 06/22/2018 ***.** *.*
HSBC Holdings plc, 2.175% 27jun2023, GBP   GBP 06/27/2023 06/22/2018 **.** * 06/22/2018 **.** *
HSBC Holdings plc, 2.256% 13nov2026, GBP   GBP 11/13/2026 06/22/2018 **.** * 06/22/2018 **.** *
HSBC Holdings plc, 2.5% 15mar2027, EUR   EUR 03/15/2027 06/22/2018 ***.** *.* 06/22/2018 ***.** *.**
HSBC Holdings plc, 2.625% 16aug2028, GBP   GBP 08/16/2028 06/22/2018 **.** *.** 06/22/2018 **.** *.**
HSBC Holdings plc, 2.65% 5jan2022, USD   USD 01/05/2022 06/22/2018 **.*** *.** 06/22/2018 **.*** *.**
HSBC Holdings plc, 2.95% 25may2021, USD   USD 05/25/2021 06/22/2018 **.** *.** 06/22/2018 **.* *.**
HSBC Holdings plc, 3.033% 22nov2023, USD   USD 11/22/2023 06/22/2018 **.** * 06/22/2018 **.* *
HSBC Holdings plc, 3.125% 7jun2028, EUR   EUR 06/07/2028 06/22/2018 ***.*** *.** 06/22/2018 ***.** *.**
HSBC Holdings plc, 3.262% 13mar2023, USD   USD 03/13/2023 06/22/2018 **.** * 06/22/2018 **.** *
HSBC Holdings plc, 3.35% 16feb2024, AUD   AUD 02/16/2024 06/22/2018 **.** *.** 06/22/2018 **.** *.**
HSBC Holdings plc, 3.6% 25may2023, USD   USD 05/25/2023 06/22/2018 **.*** *.** 06/22/2018 **.** *.**
HSBC Holdings plc, 3.9% 25may2026, USD   USD 05/25/2026 06/22/2018 **.** *.** 06/22/2018 **.** *.**
HSBC Holdings plc, 3.95% 18may2024, USD   USD 05/18/2024 06/22/2018 **.** * 06/22/2018 **.** *
HSBC Holdings plc, 4.041% 13mar2028, USD   USD 03/13/2028 06/22/2018 **.** * 06/22/2018 **.** *
HSBC Holdings plc, 4.25% 2025, USD   USD 08/18/2025 06/22/2018 **.** *.** 06/22/2018 **.** *.**
HSBC Holdings plc, 4.375% 23nov2026, USD   USD 11/23/2026 06/22/2018 **.*** *.** 06/22/2018 **.** *.**
HSBC Holdings plc, 4.583% 19jun2029, USD   USD 06/19/2029 06/22/2018 **.** * 06/22/2018 ***.** *
HSBC Holdings plc, 4.7% perp., SGD   SGD 06/22/2018 ***.** * 06/22/2018 ***.*** *
HSBC Holdings plc, 4.75% perp., EUR   EUR 06/22/2018 ***.* * 06/22/2018 ***.** *
HSBC Holdings plc, 6% perp., EUR   EUR 06/22/2018 ***.** * 06/22/2018 ***.** *
HSBC Holdings plc, 6% perp., USD   USD 06/22/2018 **.*** * 06/22/2018 **.*** *
HSBC Holdings plc, 6.25% perp., USD   USD 06/22/2018 **.** * 06/22/2018 **.** *
HSBC Holdings plc, 6.375% perp., USD   USD 06/22/2018 **.** * 06/22/2018 **.** *
HSBC Holdings plc, 6.5% perp., USD   USD 06/22/2018 **.** * 06/22/2018 **.** *
HSBC Holdings plc, 6.875% perp., USD   USD 06/22/2018 ***.** * 06/22/2018 ***.** *
HSBC Holdings plc, FRN 18may2021, USD   USD 05/18/2021 06/22/2018 ***.** * 06/22/2018 ***.** *
HSBC Holdings plc, FRN 18may2024, USD   USD 05/18/2024 06/22/2018 **.** * 06/22/2018 **.** *
HSBC Holdings plc, FRN 25may2021, USD   USD 05/25/2021 06/22/2018 ***.** * 06/22/2018 ***.** *
HSBC Holdings plc, FRN 27sep2022, EUR   EUR 09/27/2022 06/22/2018 ***.** * 06/22/2018 ***.** *
HSBC Holdings plc, FRN 5jan2022, USD   USD 01/05/2022 06/22/2018 ***.** * 06/22/2018 ***.** *
HSBC Holdings plc, FRN 5oct2023, EUR   EUR 10/05/2023 06/22/2018 **.** * 06/22/2018 **.** *
HSS Hire, 6.75% 1aug2019, GBP   GBP 08/01/2019 06/22/2018 **.** *.* 06/22/2018 ***.* *.**
Hyde Housing Association, 5.125% 23jul2040, GBP   GBP 07/23/2040 06/22/2018 ***.*** *.** 06/22/2018 ***.*** *.**
ICAP, 3.125% 6mar2019, EUR   EUR 03/06/2019 06/22/2018 ***.* *.** 06/22/2018 ***.* *.**
ICAP, 5.25% 26jan2024, GBP   GBP 01/26/2024 06/22/2018 *** *.* 06/22/2018 ***.* *.**
ICAP, FRN 31jul2018, GBP   GBP 07/31/2018 06/22/2018 *** *.** 06/22/2018 ***.* -*.**
ICBC (London Branch), FRN 14dec2022, USD   USD 12/14/2022 06/22/2018 ***.** * 06/22/2018 ***.* *
ICBC (London Branch), FRN 14jun2021, EUR   EUR 06/14/2021 06/22/2018 **.* * 06/22/2018 *** *
ICBC (London Branch), FRN 14jun2021, USD   USD 06/14/2021 06/22/2018 **.* * 06/22/2018 **.** *
ICBC (London Branch), FRN 14jun2023, USD   USD 06/14/2023 06/22/2018 **.** * 06/22/2018 **.* *
ICBC (London Branch), FRN 29nov2019, USD   USD 11/29/2019 06/22/2018 ***.**** * 06/22/2018 ***.**** *
Iceland Bondco, 6.75% 15jul2024, GBP   GBP 07/15/2024 06/22/2018 ***.* *.* 06/22/2018 ***.* *.**
Iceland VLNCo, 4.625% 15mar2025, GBP   GBP 03/15/2025 06/22/2018 **.** *.** 06/22/2018 **.** *.**
IFC (London), 9% 25sep2018, BRL   BRL 09/25/2018 06/22/2018 **.**** **.** 06/22/2018 **.** **
IHS Markit, 4% 1mar2026, USD   USD 03/01/2026 06/22/2018 **.** *.** 06/22/2018 **.** *.**
Imperial Brands, 0.5% 27jul2021, EUR   EUR 07/27/2021 06/22/2018 ***.** *.** 06/22/2018 ***.** *.**
Imperial Brands, 1.375% 27jan2025, EUR   EUR 01/27/2025 06/22/2018 **.*** *.** 06/22/2018 **.** *.*
Imperial Brands, 2.05% 20jul2018, USD   USD 07/20/2018 06/22/2018 **.** *.** 06/22/2018 ***.** -*.**
Imperial Brands, 2.25% 26feb2021, EUR   EUR 02/26/2021 06/22/2018 *** *.** 06/22/2018 ***.** *.**
Imperial Brands, 2.95% 21jul2020, USD   USD 07/21/2020 06/22/2018 **.** *.** 06/22/2018 **.** *.**
Imperial Brands, 3.375% 26feb2026, EUR   EUR 02/26/2026 06/22/2018 ***.** *.** 06/22/2018 ***.** *.**
Imperial Brands, 3.5% 11feb2023, USD   USD 02/11/2023 06/22/2018 **.** * 06/22/2018 **.** *
Imperial Brands, 3.75% 21jul2022, USD   USD 07/21/2022 06/22/2018 **.** *.** 06/22/2018 **.* *.**
Imperial Brands, 4.25% 21jul2025, USD   USD 07/21/2025 06/22/2018 **.** *.** 06/22/2018 **.* *.**
Imperial Brands, 4.5% 5jul2018, EUR   EUR 07/05/2018 06/22/2018 ***.* * 06/22/2018 ***.** *
Imperial Brands, 4.875% 7jun2032, GBP   GBP 06/07/2032 06/22/2018 ***.** *.* 06/22/2018 ***.** *.**
Imperial Brands, 5% 2dec2019, EUR   EUR 12/02/2019 06/22/2018 ***.*** * 06/22/2018 ***.*** *
Imperial Brands, 5.5% 28sep2026, GBP   GBP 09/28/2026 06/22/2018 ***.** * 06/22/2018 ***.** *
Imperial Brands, 6.25% 4dec2018, GBP   GBP 12/04/2018 06/22/2018 ***.** * 06/22/2018 ***.** *
Imperial Brands, 7.75% 24jun2019, GBP   GBP 06/24/2019 06/22/2018 ***.** *.** 06/22/2018 ***.** *.**
Imperial Brands, 8.125% 15mar2024, GBP   GBP 03/15/2024 06/22/2018 ***.** * 06/22/2018 ***.** *
Imperial Brands, 9% 17feb2022, GBP   GBP 02/17/2022 06/22/2018 ***.* *.** 06/22/2018 ***.** *.**
Ineos Holdings, 2.125% 15nov2025, EUR   EUR 11/15/2025 06/22/2018 **.* *.** 06/22/2018 **.*** *.**
Integrated Accom Service, 6.48% 31mar2029, GBP (ABS)   GBP 03/31/2029 06/22/2018 ***.** *.** 06/22/2018 ***.** *.**
Intercontinental Hotels, 2.125% 24aug2026, GBP   GBP 08/24/2026 06/22/2018 **.** *.** 06/22/2018 **.* *.**
Intercontinental Hotels, 3.75% 14aug2025, GBP   GBP 08/14/2025 06/22/2018 ***.** *.* 06/22/2018 ***.** *.**
Intercontinental Hotels, 3.875% 28nov2022, GBP   GBP 11/28/2022 06/22/2018 ***.* *.** 06/22/2018 ***.** *.**
Intermediate Capital Group, 5% 24mar2023, GBP   GBP 03/24/2023 06/22/2018 ***.** *.* 06/22/2018 *** *.**
Intermediate Capital Group, 6.25% 19sep2020, GBP   GBP 09/19/2020 06/22/2018 ***.* *.** 06/22/2018 ***.** *.**
Intermediate Capital Group, 7% 21dec2018, GBP   GBP 12/21/2018 06/22/2018 ***.** *.** 06/22/2018 *** *.**
International Finance Facility for Immunisation, 0.5% 24jun2024, ZAR   ZAR 06/24/2024 06/22/2018 **.** **.** 06/22/2018 **.** *.**
International Finance Facility for Immunisation, FRN 1nov2019, USD   USD 11/01/2019 06/22/2018 **.** * 06/22/2018 **.** *
International Finance Facility for Immunisation, FRN 29sep2018, USD   USD 09/29/2018 06/22/2018 **.*** * 06/22/2018 **.*** *
International Personal Finance Plc, 5.75% 7apr2021, EUR   EUR 04/07/2021 06/22/2018 **.* *.** 06/22/2018 **.** *.**
International Personal Finance Plc, 6.125% 8may2020, GBP   GBP 05/08/2020 06/22/2018 ***.** *.** 06/22/2018 *** *.**
International Power, 11.75% 19apr2027, EUR   EUR 04/19/2027 06/22/2018 *.*** ****.** 06/22/2018 *.*** ****.**
Intu (SGS) Finance PLC, 3.875% 17mar2023, GBP   GBP 03/17/2023 06/22/2018 ***.**** *.** 06/22/2018 ***.**** *.**
Intu Properties, 2.5% 4oct2018, GBP (Conv.)   GBP 10/04/2018 06/22/2018 **.* *.** 06/22/2018 ***.** *.**
Intu Properties, 2.875% 1nov2022, GBP (Conv.)   GBP 11/01/2022 06/22/2018 **.* *.** 06/22/2018 **.** *.**
Intu Properties, 4.125% 6dec2023, GBP   GBP 12/06/2023 06/22/2018 ***.** *.** 06/22/2018 ***.** *.**
Intu Properties, 4.25% 17sep2030, GBP   GBP 09/17/2030 06/22/2018 ***.**** *.** 06/22/2018 ***.**** *.**
Intu Properties, 4.625% 17mar2028, GBP   GBP 03/17/2028 06/22/2018 ***.**** *.** 06/22/2018 ***.**** *.**
Investec Bank Plc, 4.2% 10dec2025, GBP   GBP 12/10/2025 06/22/2018 **.** * 06/22/2018 ***.** *
Investec Bank Plc, 4.5% 5may2022, GBP   GBP 05/05/2022 06/22/2018 ***.** *.** 06/22/2018 ***.** *.**
Investec Bank Plc, 9.625% 17feb2022, GBP   GBP 02/17/2022 06/22/2018 ***.** *.** 06/22/2018 ***.** *.**
Investec Bank Plc, FRN 16jun2023, GBP (ABS)   GBP 06/16/2023 06/22/2018 ***.** * 06/22/2018 ***.* *
ISIS Equity, 6.25% 10sep2031, GBP   GBP 09/10/2031 06/22/2018 ***.**** *.** 06/22/2018 ***.**** *.**
Ithaca Energy, 8.125% 1jul2019, USD   USD 07/01/2019 06/22/2018 **.**** *.** 06/22/2018 **.**** *.**
ITV, 2% 1dec2023, EUR   EUR 12/01/2023 06/22/2018 ***.** *.** 06/22/2018 ***.** *.**
ITV, 2.125% 21sep2022, EUR   EUR 09/21/2022 06/22/2018 ***.** *.** 06/22/2018 ***.*** *.**
J Sainsbury, 1.25% 21nov2019, GBP (Conv.)   GBP 11/21/2019 06/22/2018 ***.** -*.** 06/22/2018 ***.** -*.**
J Sainsbury, 2.875% perp., GBP (Conv.)   GBP 06/22/2018 ***.**** * 06/22/2018 ***.**** *
J Sainsbury, 6.5% perp., GBP   GBP 06/22/2018 ***.** * 06/22/2018 ***.** *
Jaguar Land Rover, 2.2% 15jan2024, EUR   EUR 01/15/2024 06/22/2018 **.** *.** 06/22/2018 **.*** *.**
Jaguar Land Rover, 2.75% 24jan2021, GBP   GBP 01/24/2021 06/22/2018 **.** *.** 06/22/2018 ***.* *.**
Jaguar Land Rover, 3.5% 15mar2020, USD   USD 03/15/2020 06/22/2018 **.** *.** 06/22/2018 **.** *.**
Jaguar Land Rover, 3.875% 1mar2023, GBP   GBP 03/01/2023 06/22/2018 **.** *.** 06/22/2018 **.** *.**
Jaguar Land Rover, 4.125% 15dec2018, USD   USD 12/15/2018 06/22/2018 ***.** *.** 06/22/2018 ***.** *.**
Jaguar Land Rover, 4.25% 15nov2019, USD   USD 11/15/2019 06/22/2018 ***.** *.** 06/22/2018 ***.** *.**
Jaguar Land Rover, 4.5% 1oct2027, USD   USD 10/01/2027 06/22/2018 **.** *.** 06/22/2018 **.** *.*
Jaguar Land Rover, 5% 15feb2022, GBP   GBP 02/15/2022 06/22/2018 ***.* *.** 06/22/2018 ***.** *.**
Jaguar Land Rover, 5.625% 1feb2023, USD   USD 02/01/2023 06/22/2018 ***.** *.** 06/22/2018 ***.** *.**
Jerrold Holdings, 10.5% 15nov2021, GBP   GBP 11/15/2021 06/22/2018 ***.*** * 06/22/2018 ***.*** *
Jerrold Holdings, 6.25% 15sep2021, GBP   GBP 09/15/2021 06/22/2018 ***.*** *.** 06/22/2018 ***.*** *.**
Jewel UK Bondco, 8.5% 15apr2023, GBP   GBP 04/15/2023 06/22/2018 **.** *.* 06/22/2018 ***.** *.**
JKX Oil & Gas, 8% 19feb2018, USD (Conv.)   USD 02/19/2020 06/22/2018 **.**** **.** 06/22/2018 **.**** **.*
John Lewis, 4.25% 18dec2034, GBP   GBP 12/18/2034 06/22/2018 ***.** *.* 06/22/2018 ***.* *
John Lewis, 6.125% 21jan2025, GBP   GBP 01/21/2025 06/22/2018 ***.** *.** 06/22/2018 ***.** *.**
John Lewis, 8.375% 8apr2019, GBP   GBP 04/08/2019 06/22/2018 ***.** *.** 06/22/2018 ***.** *.**
Johnston Press, 8.625% 1jun2019, GBP   GBP 06/01/2019 06/22/2018 **.** **.** 06/22/2018 **.** **.**
Just Group, 3.5% 7feb2025, GBP   GBP 02/07/2025 06/22/2018 **.** *.** 06/22/2018 **.** *.**
Kelda Group, 5.75% 17feb2020, GBP   GBP 02/17/2020 06/22/2018 ***.** *.* 06/22/2018 ***.** *.**
Kenrick, FRN 18apr2049, GBP (ABS)   GBP 04/18/2049 06/22/2018 ***.**** * 06/22/2018 ***.**** *
Keystone Bidco, 9.5% 15oct2019, GBP   GBP 10/15/2019 06/22/2018 *** * 06/22/2018 *** *.**
Keystone Investment Trust, 6.5% 27apr2023, GBP   GBP 04/27/2023 06/22/2018 *** *.** 06/22/2018 *** *.**
Ladbrokes, 5.125% 16sep2022, GBP   GBP 09/16/2022 06/22/2018 ***.** *.** 06/22/2018 ***.** *.**
Ladbrokes, 5.125% 8sep2023, GBP   GBP 09/08/2023 06/22/2018 ***.* *.** 06/22/2018 ***.** *.**
Land Securities, 5.125% 7feb2036, GBP   GBP 02/07/2036 06/22/2018 ***.**** * 06/22/2018 ***.**** *
Land Securities, FRN 29sep2025, GBP (ABS)   GBP 09/29/2025 06/22/2018 ***.** * 06/22/2018 ***.** *
Land Securities, FRN 31mar2022, GBP (ABS)   GBP 03/31/2022 06/22/2018 ***.* * 06/22/2018 ***.** *
Leeds Building Society, 0.125% 21apr2020, EUR   EUR 04/21/2020 06/22/2018 ***.*** -*.* 06/22/2018 ***.*** -*.**
Leeds Building Society, 0.5% 3jul2024, EUR   EUR 07/03/2024 06/22/2018 **.** *.** 06/22/2018 ***.** *.**
Leeds Building Society, 1.375% 5may2022, EUR   EUR 05/05/2022 06/22/2018 ***.** *.** 06/22/2018 ***.** *.**
Leeds Building Society, 2.625% 1apr2021, EUR   EUR 04/01/2021 06/22/2018 ***.** *.** 06/22/2018 ***.** *.**
Leeds Building Society, 4.25% 17dec2018, GBP   GBP 12/17/2018 06/22/2018 ***.*** *.** 06/22/2018 ***.**** *.**
Leeds Building Society, 4.875% 16nov2020, GBP   GBP 11/16/2020 06/22/2018 ***.**** *.** 06/22/2018 ***.**** *.*
Legal & General Group, 5.25% 21mar2047, USD   USD 03/21/2047 06/22/2018 **.** * 06/22/2018 ** *
Legal & General Group, 5.375% 27oct2045, GBP   GBP 10/27/2045 06/22/2018 ***.** * 06/22/2018 *** *
Legal & General Group, 5.5% 27jun2064, GBP   GBP 06/27/2064 06/22/2018 ***.** *.** 06/22/2018 ***.** *.**
Legal & General Group, 5.875% 11dec2031, GBP   GBP 12/11/2031 06/22/2018 ***.** *.** 06/22/2018 ***.** *.**
Legal & General Group, 5.875% 5apr2033, GBP   GBP 04/05/2033 06/22/2018 ***.** *.** 06/22/2018 ***.** *.**
Legal & General Group, 5.875% perp., GBP   GBP 06/22/2018 ***.** * 06/22/2018 ***.** *
Legal & General Group, FRN 23jul2041, GBP   GBP 07/23/2041 06/22/2018 ***.** * 06/22/2018 ***.** *
LendInvest, 5.25% 10aug2022, GBP   GBP 08/10/2022 06/22/2018 ***.** *.** 06/22/2018 ***.** *.**
LendInvest, 5.375% 6oct2023, GBP   GBP 10/06/2023 06/22/2018 ***.** *.** 06/22/2018 ***.* *.**
Liberty Global, 3.625% 15jun2029, EUR   EUR 06/15/2029 06/22/2018 **.** *.** 06/22/2018 **.* *.**
Liberty Global, 7.125% 15may2024, EUR   EUR 05/15/2024 06/22/2018 ***.** *.** 06/22/2018 ***.** *.**
Liberty Living, 2.625% 28nov2024, GBP   GBP 11/28/2024 06/22/2018 ***.** *.** 06/22/2018 ***.** *.**
Liberty Living, 3.375% 28nov2029, GBP   GBP 11/28/2029 06/22/2018 ***.** *.** 06/22/2018 ***.** *.**
Libra (Longhurst Group) Treasury, 5.125% 2aug2038, GBP   GBP 08/02/2038 06/22/2018 ***.* *.** 06/22/2018 ***.** *.**
Liverpool Victoria Friendly Society, 6.5% 22may2043, GBP   GBP 05/22/2043 06/22/2018 ***.*** * 06/22/2018 ***.**** *
Lloyds Bank, 0% 21oct2044, USD (10958D)   USD 10/21/2044 06/22/2018 ***.**** *.** 06/22/2018 ***.**** *.**
Lloyds Bank, 0% 21oct2045, USD (10958D)   USD 10/21/2045 06/22/2018 ***.*** *.** 06/22/2018 ***.*** *.**
Lloyds Bank, 0% 27aug2045, USD (10958D)   USD 08/27/2045 06/22/2018 ***.*** *.** 06/22/2018 ***.*** *.**
Lloyds Bank, 0% 2apr2045, USD (10958D)   USD 04/02/2045 06/22/2018 ***.*** *.* 06/22/2018 ***.*** *.*
Lloyds Bank, 0% 30jan2045, USD (10958D)   USD 01/30/2045 06/22/2018 ***.*** *.* 06/22/2018 ***.*** *.*
Lloyds Bank, 0% 3oct2044, USD (10980D)   USD 10/03/2044 06/22/2018 ***.**** *.** 06/22/2018 ***.**** *.**
Lloyds Bank, 0.375% 18jan2021, EUR   EUR 01/18/2021 06/22/2018 ***.*** -*.** 06/22/2018 ***.** -*.**
Lloyds Bank, 0.5% 11apr2023, EUR   EUR 04/11/2023 06/22/2018 ***.*** *.** 06/22/2018 ***.*** *.**
Lloyds Bank, 0.5% 22jul2020, EUR (ABS)   EUR 07/22/2020 06/22/2018 ***.*** -*.* 06/22/2018 ***.*** -*.**
Lloyds Bank, 0.625% 14sep2022, EUR   EUR 09/14/2022 06/22/2018 ***.** *.** 06/22/2018 ***.** *.**
Lloyds Bank, 0.625% 20apr2020, EUR   EUR 04/20/2020 06/22/2018 ***.* -*.** 06/22/2018 ***.** -*.**
Lloyds Bank, 0.625% 26mar2025, EUR   EUR 03/26/2025 06/22/2018 ***.** *.** 06/22/2018 ***.*** *.**
Lloyds Bank, 1.217% 22jan2025, EUR   EUR 01/22/2025 06/22/2018 ***.** *.** 06/22/2018 ***.*** *.*
Lloyds Bank, 1.25% 13jan2025, EUR   EUR 01/13/2025 06/22/2018 ***.** *.** 06/22/2018 ***.** *.**
Lloyds Bank, 1.326% 23apr2030, EUR   EUR 04/23/2030 06/22/2018 **.**** *.** 06/22/2018 **.**** *.**
Lloyds Bank, 1.375% 16apr2021, EUR   EUR 04/16/2021 06/22/2018 ***.** -*.** 06/22/2018 ***.*** -*.**
Lloyds Bank, 1.375% 8sep2022, EUR   EUR 09/08/2022 06/22/2018 ***.** *.** 06/22/2018 ***.** *.**
Lloyds Bank, 1.7% 8jun2030, EUR   EUR 06/08/2030 06/22/2018 ***.**** *.** 06/22/2018 ***.**** *.**
Lloyds Bank, 1.75% 31mar2022, GBP (ABS)   GBP 03/31/2022 06/22/2018 ***.** *.** 06/22/2018 ***.** *.**
Lloyds Bank, 1.875% 10oct2018, EUR   EUR 10/10/2018 06/22/2018 ***.** -*.** 06/22/2018 ***.** -*.**
Lloyds Bank, 10.375% 12feb2024, EUR   EUR 02/12/2024 06/22/2018 ***.* * 06/22/2018 ***.* *
Lloyds Bank, 12% perp., USD   USD 06/22/2018 ***.*** * 06/22/2018 ***.** *
Lloyds Bank, 13% perp., EUR   EUR 06/22/2018 ***.** * 06/22/2018 *** *
Lloyds Bank, 13% perp., GBP   GBP 06/22/2018 ***.** * 06/22/2018 ***.**** *
Lloyds Bank, 2% 17aug2018, USD   USD 08/17/2018 06/22/2018 **.** *.* 06/22/2018 **.** *.*
Lloyds Bank, 2.05% 22jan2019, USD   USD 01/22/2019 06/22/2018 **.** *.* 06/22/2018 **.** *.*
Lloyds Bank, 2.255% 9feb2036, EUR   EUR 02/09/2036 06/22/2018 ***.**** *.** 06/22/2018 ***.**** *.**
Lloyds Bank, 2.3% 27nov2018, USD   USD 11/27/2018 06/22/2018 **.** *.** 06/22/2018 ***.** *.**
Lloyds Bank, 2.35% 5sep2019, USD   USD 09/05/2019 06/22/2018 **.** *.** 06/22/2018 **.** *.**
Lloyds Bank, 2.4% 17mar2020, USD   USD 03/17/2020 06/22/2018 **.** *.* 06/22/2018 **.** *.**
Lloyds Bank, 2.5% 1jun2022, GBP   GBP 06/01/2022 06/22/2018 ***.** *.** 06/22/2018 ***.** *.**
Lloyds Bank, 2.7% 17aug2020, USD   USD 08/17/2020 06/22/2018 **.** *.** 06/22/2018 **.** *.**
Lloyds Bank, 2.75% 9dec2018, GBP   GBP 12/09/2018 06/22/2018 ***.** *.** 06/22/2018 ***.** *.**
Lloyds Bank, 3.343% 7may2021, USD   USD 05/07/2021 06/22/2018 **.*** *.** 06/22/2018 **.** *.**
Lloyds Bank, 3.5% 14may2025, USD   USD 05/14/2025 06/22/2018 **.* *.** 06/22/2018 **.* *.**
Lloyds Bank, 3.65% 20mar2023, AUD   AUD 03/20/2023 06/22/2018 **.* *.** 06/22/2018 **.** *.**
Lloyds Bank, 4% 25jun2018, EUR   EUR 06/25/2018 06/22/2018 **.** **.** 06/22/2018 ***.** -**.**
Lloyds Bank, 4% 29sep2020, EUR   EUR 09/29/2020 06/22/2018 ***.*** -*.** 06/22/2018 ***.*** -*.*
Lloyds Bank, 4.875% 13jan2023, EUR   EUR 01/13/2023 06/22/2018 ***.*** *.* 06/22/2018 ***.*** *.**
Lloyds Bank, 4.875% 30mar2027, GBP   GBP 03/30/2027 06/22/2018 ***.* *.** 06/22/2018 ***.** *.*
Lloyds Bank, 5.00% 28jul2026, USD   USD 07/28/2026 06/22/2018 **.**** *.** 06/22/2018 **.**** *.**
Lloyds Bank, 5.125% 7mar2025, GBP   GBP 03/07/2025 06/22/2018 ***.** *.** 06/22/2018 ***.*** *.**
Lloyds Bank, 5.375% 3sep2019, EUR   EUR 09/03/2019 06/22/2018 ***.** -*.** 06/22/2018 ***.** -*.**
Lloyds Bank, 5.75% 9jul2025, GBP   GBP 07/09/2025 06/22/2018 ***.** * 06/22/2018 ***.** *
Lloyds Bank, 5.8% 13jan2020, USD   USD 01/13/2020 06/22/2018 ***.** *.** 06/22/2018 ***.* *.**
Lloyds Bank, 6% 8feb2029, GBP   GBP 02/08/2029 06/22/2018 ***.** *.** 06/22/2018 ***.** *.**
Lloyds Bank, 6.375% 21jan2021, USD   USD 01/21/2021 06/22/2018 ***.*** *.** 06/22/2018 ***.* *.**
Lloyds Bank, 6.5% 14sep2020, USD   USD 09/14/2020 06/22/2018 ***.** *.** 06/22/2018 ***.** *.**
Lloyds Bank, 6.5% 17sep2040, GBP   GBP 09/17/2040 06/22/2018 ***.** *.** 06/22/2018 ***.** *.**
Lloyds Bank, 6.5% 24mar2020, EUR   EUR 03/24/2020 06/22/2018 ***.** *.* 06/22/2018 ***.*** *.**
Lloyds Bank, 6.75% 24oct2018, GBP   GBP 10/24/2018 06/22/2018 ***.* *.** 06/22/2018 ***.** *.**
Lloyds Bank, 7.375% 1jun2020, GBP   GBP 06/01/2020 06/22/2018 ***.*** *.** 06/22/2018 ***.*** *.**
Lloyds Bank, 7.5% 15apr2024, GBP   GBP 04/15/2024 06/22/2018 ***.** *.** 06/22/2018 ***.** *.**
Lloyds Bank, 7.5% perp., USD   USD 06/22/2018 ***.* * 06/22/2018 ***.** *
Lloyds Bank, 7.625% 22apr2025, GBP   GBP 04/22/2025 06/22/2018 ***.** *.** 06/22/2018 ***.** *.**
Lloyds Bank, 9.05% 3feb2020, RON   RON 02/03/2020 06/22/2018 ***.**** *.** 06/22/2018 ***.**** *.**
Lloyds Bank, 9.625% 6apr2023, GBP   GBP 04/06/2023 06/22/2018 ***.** *.** 06/22/2018 ***.** *.**
Lloyds Bank, FRN 10sep2019, EUR   EUR 09/10/2019 06/22/2018 ***.** * 06/22/2018 ***.** *
Lloyds Bank, FRN 14jan2019, GBP   GBP 01/14/2019 06/22/2018 ***.** * 06/22/2018 ***.* *
Lloyds Bank, FRN 16jan2020, GBP   GBP 01/16/2020 06/22/2018 ***.** * 06/22/2018 ***.** *
Lloyds Bank, FRN 17aug2018, USD   USD 08/17/2018 06/22/2018 ***.**** * 06/22/2018 ***.**** *
Lloyds Bank, FRN 18jul2019, GBP   GBP 07/18/2019 06/22/2018 ***.*** * 06/22/2018 ***.*** *
Lloyds Bank, FRN 22aug2019, GBP   GBP 08/22/2019 06/22/2018 **.*** * 06/22/2018 **.**** *
Lloyds Bank, FRN 22jan2019, USD   USD 01/22/2019 06/22/2018 ***.**** * 06/22/2018 ***.**** *
Lloyds Bank, FRN 27mar2023, GBP   GBP 03/27/2023 06/22/2018 **.** * 06/22/2018 **.** *
Lloyds Bank, FRN 4feb2020, EUR   EUR 02/04/2020 06/22/2018 ***.**** * 06/22/2018 ***.**** *
Lloyds Bank, FRN 9oct2018, EUR   EUR 10/09/2018 06/22/2018 ***.** * 06/22/2018 ***.** *
Lloyds Banking Group, 0.625% 15jan2024, EUR   EUR 01/15/2024 06/22/2018 **.** * 06/22/2018 **.** *
Lloyds Banking Group, 0.75% 9nov2021, EUR   EUR 11/09/2021 06/22/2018 ***.*** *.** 06/22/2018 ***.** *.**
Lloyds Banking Group, 1% 19nov2021, EUR   EUR 11/19/2021 06/22/2018 ***.** *.** 06/22/2018 ***.** *.**
Lloyds Banking Group, 1% 9nov2023, EUR   EUR 11/09/2023 06/22/2018 **.** *.** 06/22/2018 ***.** *
Lloyds Banking Group, 1.5% 12sep2027, EUR   EUR 09/12/2027 06/22/2018 **.*** *.** 06/22/2018 **.** *.*
Lloyds Banking Group, 1.75% 7sep2028, EUR   EUR 09/07/2028 06/22/2018 **.** * 06/22/2018 **.** *
Lloyds Banking Group, 2.25% 16oct2024, GBP   GBP 10/16/2024 06/22/2018 **.** *.* 06/22/2018 **.** *.**
Lloyds Banking Group, 3% 11jan2022, USD   USD 01/11/2022 06/22/2018 **.** *.** 06/22/2018 **.** *.**
Lloyds Banking Group, 3.1% 6jul2021, USD   USD 07/06/2021 06/22/2018 **.** *.** 06/22/2018 **.** *.**
Lloyds Banking Group, 3.75% 11jan2027, USD   USD 01/11/2027 06/22/2018 **.*** *.** 06/22/2018 **.** *.**
Lloyds Banking Group, 4.25% 22nov2027, AUD   AUD 11/22/2027 06/22/2018 **.** *.** 06/22/2018 **.** *.*
Lloyds Banking Group, 4.344% 9jan2048, USD   USD 01/09/2048 06/22/2018 **.*** *.** 06/22/2018 **.** *.**
Lloyds Banking Group, 4.375% 22mar2028, USD   USD 03/22/2028 06/22/2018 **.*** *.** 06/22/2018 **.** *.**
Lloyds Banking Group, 4.45% 8may2025, USD   USD 05/08/2025 06/22/2018 ***.** *.** 06/22/2018 ***.* *.**
Lloyds Banking Group, 4.5% 4nov2024, USD   USD 11/04/2024 06/22/2018 **.*** *.** 06/22/2018 **.** *.**
Lloyds Banking Group, 4.582% 10dec2025, USD   USD 12/10/2025 06/22/2018 **.*** *.** 06/22/2018 **.*** *.**
Lloyds Banking Group, 4.65% 24mar2026, USD   USD 03/24/2026 06/22/2018 **.** * 06/22/2018 **.** *.**
Lloyds Banking Group, 5.3% 1dec2045, USD   USD 12/01/2045 06/22/2018 **.** *.** 06/22/2018 **.** *.**
Lloyds Banking Group, 5.3% 1dec2045, USD   USD 12/01/2045 06/22/2018 **.**** *.** 06/22/2018 **.**** *.**
Lloyds Banking Group, 6% perp., GBP   GBP 06/22/2018 ***.*** * 06/22/2018 *** *
Lloyds Banking Group, 6.375% perp., EUR   EUR 06/22/2018 ***.** * 06/22/2018 ***.* *
Lloyds Banking Group, 6.413% perp., USD   USD 06/22/2018 ***.*** * 06/22/2018 ***.*** *
Lloyds Banking Group, 6.657% perp., USD   USD 06/22/2018 ***.*** * 06/22/2018 ***.*** *
Lloyds Banking Group, 7% perp., GBP   GBP 06/22/2018 ***.** * 06/22/2018 ***.** *
Lloyds Banking Group, FRN 21jun2021, USD   USD 06/21/2021 06/22/2018 **.** * 06/22/2018 **.** *
Lloyds Banking Group, FRN 21jun2024, EUR   EUR 06/21/2024 06/22/2018 **.** * 06/22/2018 **.** *
Lloyds Banking Group, FRN perp., GBP   GBP 06/22/2018 ***.* * 06/22/2018 ***.* *
Lloyds Banking Group, FRN perp., GBP   GBP 06/22/2018 ***.** * 06/22/2018 ***.** *
London And Quadrant Housing Trust, 2.625% 28feb2028, GBP   GBP 02/28/2028 06/22/2018 **.** *.** 06/22/2018 ***.* *.**
London And Quadrant Housing Trust, 2.625% 5may2026, GBP   GBP 05/05/2026 06/22/2018 ***.** *.** 06/22/2018 ***.** *.**
London And Quadrant Housing Trust, 3.125% 28feb2053, GBP   GBP 02/28/2053 06/22/2018 **.** *.** 06/22/2018 ***.** *.**
London And Quadrant Housing Trust, 4.625% 5dec2033, GBP (ABS)   GBP 12/05/2033 06/22/2018 ***.**** *.** 06/22/2018 ***.**** *.**
London And Quadrant Housing Trust, 5.5% 27jan2040, GBP (ABS)   GBP 01/27/2040 06/22/2018 ***.** *.** 06/22/2018 ***.** *.*
London Merchant Securities, 6.5% 16mar2026, GBP   GBP 03/16/2026 06/22/2018 ***.*** *.** 06/22/2018 ***.*** *.**
London Mining, 8% 30apr2019, USD (Conv.)   USD 04/30/2019 06/22/2018 *.*** ****.** 06/22/2018 *.*** ****.**
London Power Networks, 3.125% 7jun2032, GBP   GBP 06/07/2032 06/22/2018 ***.*** * 06/22/2018 ***.*** *
London Power Networks, 5.125% 31mar2023, GBP   GBP 03/31/2023 06/22/2018 ***.**** *.* 06/22/2018 ***.**** *.**
London Power Networks, 6.125% 7jun2027, GBP   GBP 06/07/2027 06/22/2018 ***.** *.** 06/22/2018 ***.** *.**
London Stock Exchange, 0.875% 19sep2024, EUR   EUR 09/19/2024 06/22/2018 **.** *.** 06/22/2018 ***.** *.**
London Stock Exchange, 1.75% 19sep2029, EUR   EUR 09/19/2029 06/22/2018 ***.** *.** 06/22/2018 ***.** *.**
London Stock Exchange, 4.75% 2nov2021, GBP   GBP 11/02/2021 06/22/2018 ***.** *.** 06/22/2018 ***.** *.**
London Stock Exchange, 9.125% 18oct2019, GBP   GBP 10/18/2019 06/22/2018 ***.** *.** 06/22/2018 ***.** *.**
Longstone Finance PLC, 4.791% 19apr2030, GBP (ABS)   GBP 04/19/2030 06/22/2018 ***.**** *.** 06/22/2018 ***.**** *.*
Longstone Finance PLC, 4.896% 19apr2031, GBP   GBP 04/19/2031 06/22/2018 ***.**** *.** 06/22/2018 ***.**** *.**
Man Group, 5.875% 16sep2024, USD   USD 09/16/2024 06/22/2018 ***.* * 06/22/2018 ***.* *
Manchester Airport, 4.125% 2apr2024, GBP   GBP 04/02/2024 06/22/2018 ***.* *.** 06/22/2018 ***.* *.**
Manchester Airport, 4.75% 31mar2034, GBP   GBP 03/31/2034 06/22/2018 ***.** *.** 06/22/2018 ***.** *.*
Marks&Spencer, 3% 8dec2023, GBP   GBP 12/08/2023 06/22/2018 ***.** *.* 06/22/2018 ***.** *.**
Marks&Spencer, 4.75% 12jun2025, GBP   GBP 06/12/2025 06/22/2018 ***.** *.** 06/22/2018 ***.** *.**
Marks&Spencer, 6.125% 2dec2019, GBP   GBP 12/02/2019 06/22/2018 ***.** * 06/22/2018 ***.** *
Marks&Spencer, 6.125% 6dec2021, GBP   GBP 12/06/2021 06/22/2018 ***.** *.** 06/22/2018 ***.** *.**
Marstons Issuer, 5.1576% 15oct2027, GBP   GBP 10/15/2027 06/22/2018 **.* * 06/22/2018 ***.**** *
Marstons Issuer, 5.1774% 15jul2032, GBP   GBP 07/15/2032 06/22/2018 ***.*** * 06/22/2018 ***.**** *
Marstons Issuer, 5.641% 15jul2035, GBP   GBP 07/15/2035 06/22/2018 **.**** * 06/22/2018 **.**** *
Marstons Issuer, FRN 15jul2020, GBP   GBP 07/15/2020 06/22/2018 **.**** * 06/22/2018 ***.**** *
Meadowhall Finance, 4.986% 12jul2037, GBP (ABS)   GBP 01/12/2032 06/22/2018 ***.**** *.** 06/22/2018 ***.*** *.**
Meadowhall Finance, 4.988% 12jul2037, GBP (ABS)   GBP 01/12/2032 06/22/2018 ***.**** *.** 06/22/2018 ***.**** *.**
Merchants Trust, 5.875% 20dec2029, GBP   GBP 12/20/2029 06/22/2018 ***.**** *.** 06/22/2018 ***.**** *.**
Merlin Entertainments, 2.75% 15mar2022, EUR   EUR 03/15/2022 06/22/2018 ***.** *.** 06/22/2018 ***.** *.**
Merlin Entertainments, 5.75% 15jun2026, USD   USD 06/15/2026 06/22/2018 ***.** *.** 06/22/2018 ***.** *.**
Merseylink (Issuer), 3.842% 31mar2043, GBP   GBP 03/31/2043 06/22/2018 ***.**** *.** 06/22/2018 ***.**** *.**
Mitchells & Butlers, 5.574% 15dec2030, GBP   GBP 12/15/2030 06/22/2018 ***.**** *.** 06/22/2018 ***.**** *.**
Mitchells & Butlers, 6.013% 15dec2028, GBP   GBP 12/15/2028 06/22/2018 ***.**** *.** 06/22/2018 ***.**** *.**
Mitchells & Butlers, 6.469% 15sep2030, GBP   GBP 09/15/2030 06/22/2018 ***.**** *.** 06/22/2018 ***.**** *.**
Mitchells & Butlers, FRN 15jun2036, GBP   GBP 06/15/2036 06/22/2018 **.** * 06/22/2018 **.** *
Mizuho International, FRN 22aug2018, EUR   EUR 08/22/2018 06/22/2018 ***.*** -*.** 06/22/2018 ***.*** -*.**
Mizzen Bondco, 7% 1may2021, GBP   GBP 05/01/2021 06/22/2018 ***.**** *.** 06/22/2018 ***.**** *.**
Moat Homes Finance, 5% 23sep2041, GBP (ABS)   GBP 09/23/2041 06/22/2018 ***.**** *.** 06/22/2018 ***.**** *.**
Morgan Stanley International PLC, 2% 26feb2024, EUR   EUR 02/26/2024 06/22/2018 **.** * 06/22/2018 *
Morrison Supermarkets, 2.25% 19jun2020, EUR   EUR 06/19/2020 06/22/2018 ***.** *.** 06/22/2018 ***.*** *.**
Morrison Supermarkets, 3.5% 27jul2026, GBP   GBP 07/27/2026 06/22/2018 ***.** *.** 06/22/2018 ***.** *.**
Morrison Supermarkets, 4.625% 8dec2023, GBP   GBP 12/08/2023 06/22/2018 ***.** *.** 06/22/2018 ***.** *.**
Morrison Supermarkets, 4.75% 4jul2029, GBP   GBP 07/04/2029 06/22/2018 ***.** *.** 06/22/2018 ***.** *.**
Motability Operations, 0.875% 14mar2025, EUR   EUR 03/14/2025 06/22/2018 ***.* *.* 06/22/2018 ***.** *.**
Motability Operations, 1.625% 9jun2023, EUR   EUR 06/09/2023 06/22/2018 ***.** *.** 06/22/2018 ***.** *.**
Motability Operations, 2.375% 14mar2032, GBP   GBP 03/14/2032 06/22/2018 **.** *.* 06/22/2018 **.** *.**
Motability Operations, 3.25% 30nov2018, EUR   EUR 11/30/2018 06/22/2018 ***.** *.** 06/22/2018 ***.** -*.**
Motability Operations, 3.625% 10mar2036, USD   GBP 03/10/2036 06/22/2018 ***.** *.** 06/22/2018 ***.** *.**
Motability Operations, 3.75% 16jul2026, GBP   GBP 07/16/2026 06/22/2018 ***.** *.** 06/22/2018 ***.** *.**
Motability Operations, 4.375% 8feb2027, GBP   GBP 02/08/2027 06/22/2018 ***.** *.** 06/22/2018 ***.** *.**
Motability Operations, 5.375% 28jun2022, GBP   GBP 06/28/2022 06/22/2018 ***.* *.** 06/22/2018 ***.** *.**
Motability Operations, 5.625% 29nov2030, GBP   GBP 11/29/2030 06/22/2018 ***.** *.** 06/22/2018 ***.** *.**
Motability Operations, 6.625% 10dec2019, GBP   GBP 12/10/2019 06/22/2018 ***.** *.** 06/22/2018 ***.** *.**
Myriad Capital, 4.75% 20dec2043, GBP   GBP 12/20/2043 06/22/2018 ***.*** *.** 06/22/2018 ***.*** *.**
National Express Group, 6.625% 17jun2020, GBP   GBP 06/17/2020 06/22/2018 ***.** *.** 06/22/2018 ***.** *.**
National Express Group, FRN 15may2020, EUR   EUR 05/15/2020 06/22/2018 **.** * 06/22/2018 **.** *
National Grid, 4% 20aug2019, AUD   AUD 08/20/2019 06/22/2018 ***.* *.** 06/22/2018 ***.** *.**
National Grid, 4.25% 18jun2076, EUR   EUR 06/18/2076 06/22/2018 ***.* * 06/22/2018 ***.*** *
National Grid, 4.375% 10mar2020, EUR   EUR 03/10/2020 06/22/2018 ***.** *.** 06/22/2018 ***.** -*.**
National Grid, 5% 2jul2018, EUR   EUR 07/02/2018 06/22/2018 ***.** *.** 06/22/2018 ***.** *.**
National Grid, 5.625% 18jun2073, GBP   GBP 06/18/2073 06/22/2018 ***.** * 06/22/2018 ***.** *
National Grid, 7.125% 8feb2044, GBP   GBP 02/08/2044 06/22/2018 ***.**** *.** 06/22/2018 ***.*** *.**
National Grid Electricity Transmission, 2.983% 8jul2018, GBP   GBP 07/08/2018 06/22/2018 ***.*** * 06/22/2018 ***.*** *
National Grid Electricity Transmission, 4% 8jun2027, GBP   GBP 06/08/2027 06/22/2018 ***.* *.** 06/22/2018 ***.** *.**
National Grid Electricity Transmission, 5.875% 2feb2024, GBP   GBP 02/02/2024 06/22/2018 ***.** * 06/22/2018 ***.** *.**
National Grid Electricity Transmission, 6.5% 27jul2028, GBP   GBP 07/27/2028 06/22/2018 ***.* *.** 06/22/2018 ***.** *.*
National Grid Electricity Transmission, FRN 27jul2020, GBP   GBP 07/27/2020 06/22/2018 ***.*** * 06/22/2018 ***.*** *
National Grid Electricity Transmission, FRN 27jul2030, GBP   GBP 07/27/2030 06/22/2018 ***.*** * 06/22/2018 ***.*** *
National Grid Gas, 0% 4nov2021, USD (10958D)   USD 11/04/2021 06/22/2018 ** *.** 06/22/2018 **.** *.**
National Grid Gas, 0.625% 22sep2024, EUR   EUR 09/22/2024 06/22/2018 **.** *.** 06/22/2018 **.** *.**
National Grid Gas, 1.125% 22sep2021, USD   GBP 09/22/2021 06/22/2018 **.* *.** 06/22/2018 **.** *.**
National Grid Gas, 2.125% 22sep2028, GBP   GBP 09/22/2028 06/22/2018 **.** *.** 06/22/2018 **.** *.*
National Grid Gas, 2.625% 22sep2038, GBP   GBP 09/22/2038 06/22/2018 **.** *.** 06/22/2018 **.** *.**
National Grid Gas, 2.75% 22sep2046, GBP   GBP 09/22/2046 06/22/2018 **.** *.** 06/22/2018 **.** *.**
National Grid Gas, 4.1875% 14dec2022, GBP   GBP 12/14/2022 06/22/2018 ***.** * 06/22/2018 ***.** *
National Grid Gas, 6.375% 3mar2020, GBP   GBP 03/03/2020 06/22/2018 ***.** *.** 06/22/2018 ***.** *.*
National Grid Gas, 7% 16dec2024, GBP   GBP 12/16/2024 06/22/2018 ***.** *.** 06/22/2018 ***.* *.**
National Westminster Bank, 6.5% 7sep2021, GBP   GBP 09/07/2021 06/22/2018 ***.** *.** 06/22/2018 ***.* *.**
National Westminster Bank, 6.625% perp., EUR   EUR 06/22/2018 **.** * 06/22/2018 **.** *
National Westminster Bank, FRN perp., EUR (Structured)   EUR 06/22/2018 **.** * 06/22/2018 ***.*** *
Nationwide Building Society, 0.125% 25jan2021, EUR   EUR 01/25/2021 06/22/2018 ***.*** -*.** 06/22/2018 ***.*** -*.**
Nationwide Building Society, 0.375% 30jul2020, EUR (ABS)   EUR 07/30/2020 06/22/2018 ***.** -*.** 06/22/2018 ***.*** -*.**
Nationwide Building Society, 0.5% 23feb2024, EUR   EUR 02/23/2024 06/22/2018 ***.*** *.** 06/22/2018 ***.*** *.**
Nationwide Building Society, 0.5% 29oct2019, EUR   EUR 10/29/2019 06/22/2018 ***.** -*.** 06/22/2018 ***.** -*.**
Nationwide Building Society, 0.625% 19apr2023, EUR   EUR 04/19/2023 06/22/2018 ***.** *.** 06/22/2018 ***.** *.*
Nationwide Building Society, 0.625% 25mar2027, EUR (ABS)   EUR 03/25/2027 06/22/2018 **.** *.** 06/22/2018 **.** *.*
Nationwide Building Society, 0.75% 25jun2019, EUR   EUR 06/25/2019 06/22/2018 ***.*** -*.* 06/22/2018 ***.*** -*.**
Nationwide Building Society, 0.75% 26oct2022, EUR   EUR 10/26/2022 06/22/2018 ***.** *.** 06/22/2018 ***.** *.**
Nationwide Building Society, 0.75% 29oct2021, EUR (ABS)   EUR 10/29/2021 06/22/2018 ***.*** -*.** 06/22/2018 ***.*** -*.**
Nationwide Building Society, 1.125% 31may2028, EUR   EUR 05/31/2028 06/22/2018 ***.** *.** 06/22/2018 ***.*** *.**
Nationwide Building Society, 1.125% 3jun2022, EUR   EUR 06/03/2022 06/22/2018 ***.** *.** 06/22/2018 ***.** *.**
Nationwide Building Society, 1.195% 17mar2031, EUR   EUR 03/17/2031 06/22/2018 **.**** *.** 06/22/2018 **.**** *.**
Nationwide Building Society, 1.25% 3mar2025, EUR   EUR 03/03/2025 06/22/2018 ***.** *.** 06/22/2018 ***.** *.**
Nationwide Building Society, 1.331% 11mar2036, EUR   EUR 03/11/2036 06/22/2018 **.**** *.** 06/22/2018 **.**** *.**
Nationwide Building Society, 1.351% 5jun2034, EUR (ABS)   EUR 06/05/2034 06/22/2018 **.** *.* 06/22/2018 **.** *.**
Nationwide Building Society, 1.375% 29jun2032, EUR   EUR 06/29/2032 06/22/2018 ***.** *.* 06/22/2018 ***.* *.**
Nationwide Building Society, 1.39% 24mar2036, EUR   EUR 03/24/2036 06/22/2018 **.**** *.** 06/22/2018 **.**** *.**
Nationwide Building Society, 1.425% 16mar2038, EUR   EUR 03/16/2038 06/22/2018 **.**** *.** 06/22/2018 **.**** *.**
Nationwide Building Society, 1.5% 8mar2026, EUR   EUR 03/08/2026 06/22/2018 **.** * 06/22/2018 **.* *
Nationwide Building Society, 1.618% 28jan2041, EUR   EUR 01/28/2041 06/22/2018 **.**** *.** 06/22/2018 **.**** *.**
Nationwide Building Society, 1.62% 14dec2032, EUR   EUR 12/14/2032 06/22/2018 ***.**** *.** 06/22/2018 ***.**** *.**
Nationwide Building Society, 1.625% 3apr2019, EUR   EUR 04/03/2019 06/22/2018 ***.** -*.** 06/22/2018 ***.** -*.**
Nationwide Building Society, 1.7025% 17jul2031, EUR (ABS)   EUR 07/17/2031 06/22/2018 ***.**** *.** 06/22/2018 ***.**** *.**
Nationwide Building Society, 2% 25jul2029, EUR   EUR 07/25/2029 06/22/2018 **.** *.** 06/22/2018 **.** *.**
Nationwide Building Society, 2.074% 15jan2031, EUR   EUR 01/15/2031 06/22/2018 ***.**** *.** 06/22/2018 ***.**** *.**
Nationwide Building Society, 2.101% 4nov2030, EUR   EUR 11/04/2030 06/22/2018 ***.**** *.** 06/22/2018 ***.**** *.**
Nationwide Building Society, 2.25% 25jun2029, EUR   EUR 06/25/2029 06/22/2018 ***.*** *.** 06/22/2018 ***.*** *.**
Nationwide Building Society, 2.25% 29apr2022, GBP   GBP 04/29/2022 06/22/2018 ***.* *.** 06/22/2018 ***.** *.**
Nationwide Building Society, 2.35% 21jan2020, USD   USD 01/21/2020 06/22/2018 **.** *.** 06/22/2018 **.* *.**
Nationwide Building Society, 2.45% 27jul2021, USD   USD 07/27/2021 06/22/2018 **.** *.** 06/22/2018 **.** *.**
Nationwide Building Society, 3% 6may2026, GBP   GBP 05/06/2026 06/22/2018 ***.** *.** 06/22/2018 ***.** *.**
Nationwide Building Society, 3.01% 29apr2027, HKD   HKD 04/29/2027 06/22/2018 **.**** *.** 06/22/2018 **.**** *.**
Nationwide Building Society, 3.25% 20jan2028, GBP   GBP 01/20/2028 06/22/2018 ***.** *.** 06/22/2018 ***.** *.**
Nationwide Building Society, 3.65% 12jun2024, NOK   NOK 06/12/2024 06/22/2018 ***.**** *.** 06/22/2018 ***.**** *.**
Nationwide Building Society, 3.9% 21jul2025, USD   USD 07/21/2025 06/22/2018 **.** *.* 06/22/2018 **.* *.**
Nationwide Building Society, 4% 14sep2026, USD   USD 09/14/2026 06/22/2018 **.** *.** 06/22/2018 **.** *.**
Nationwide Building Society, 4.125% 18oct2032, USD   USD 10/18/2032 06/22/2018 **.** * 06/22/2018 **.** *
Nationwide Building Society, 4.375% 28feb2022, EUR (ABS)   EUR 02/28/2022 06/22/2018 ***.* *.** 06/22/2018 ***.*** *.**
Nationwide Building Society, 4.625% 8feb2021, EUR (ABS)   EUR 02/08/2021 06/22/2018 ***.*** -*.* 06/22/2018 ***.*** -*.**
Nationwide Building Society, 5.625% 28jan2026, GBP (ABS)   GBP 01/28/2026 06/22/2018 ***.** *.** 06/22/2018 ***.** *.**
Nationwide Building Society, 5.625% 9sep2019, GBP   GBP 09/09/2019 06/22/2018 ***.** *.** 06/22/2018 ***.** *.**
Nationwide Building Society, 5.769% perp., GBP   GBP 06/22/2018 *** * 06/22/2018 *** *
Nationwide Building Society, 6.25% 25feb2020, USD   USD 02/25/2020 06/22/2018 ***.** *.** 06/22/2018 ***.** *.**
Nationwide Building Society, 6.75% 22jul2020, EUR   EUR 07/22/2020 06/22/2018 ***.*** *.** 06/22/2018 ***.** *.**
Nationwide Building Society, 6.875% perp., GBP   GBP 06/22/2018 ***.** * 06/22/2018 ***.** *
Nationwide Building Society, FRN 12apr2023, GBP   GBP 04/12/2023 06/22/2018 *** * 06/22/2018 ***.** *
Nationwide Building Society, FRN 19feb2021, GBP   GBP 02/19/2021 06/22/2018 ***.**** * 06/22/2018 ***.**** *
Nationwide Building Society, FRN 25apr2019, GBP   GBP 04/25/2019 06/22/2018 ***.** * 06/22/2018 ***.* *
Nationwide Building Society, FRN 2nov2018, EUR   EUR 11/02/2018 06/22/2018 ***.** * 06/22/2018 ***.** *
NATS (En Route), 5.25% 31mar2026, GBP (ABS)   GBP 03/31/2026 06/22/2018 ***.**** *.* 06/22/2018 ***.**** *.*
Natwest Markets, 0.625% 2mar2022, EUR   EUR 03/02/2022 06/22/2018 **.** *.** 06/22/2018 **.** *.**
Natwest Markets, 1.125% 14jun2023, EUR   EUR 06/14/2023 06/22/2018 ***.** *.** 06/22/2018 ***.** *.**
Natwest Markets, 1.75% 2mar2026, EUR   EUR 03/02/2026 06/22/2018 **.** * 06/22/2018 **.* *
Natwest Markets, FRN 2mar2020, EUR   EUR 03/02/2020 06/22/2018 ***.** * 06/22/2018 ***.** *
Nemean Bondco, FRN 1feb2023, GBP   GBP 02/01/2023 06/22/2018 **.**** * 06/22/2018 **.**** *
Neptune Energy Group Holdings, 6.625% 15may2025, USD   USD 05/15/2025 06/22/2018 **.** *.** 06/22/2018 **.** *.**
Network Rail Infrastructure Finance, 1.375% 22nov2037, GBP   GBP 11/22/2037 06/22/2018 ***.** * 06/22/2018 ***.** *
Network Rail Infrastructure Finance, 1.75% 22nov2027, GBP   GBP 11/22/2027 06/22/2018 ***.* * 06/22/2018 ***.** *
Network Rail Infrastructure Finance, 1.75% 24jan2019, USD   USD 01/24/2019 06/22/2018 **.** *.** 06/22/2018 **.** *.*
Network Rail Infrastructure Finance, 3% 7sep2023, GBP   GBP 09/07/2023 06/22/2018 ***.** *.** 06/22/2018 ***.** *.**
Network Rail Infrastructure Finance, 4.375% 9dec2030, GBP (ABS)   GBP 12/09/2030 06/22/2018 ***.** *.** 06/22/2018 ***.* *.**
Network Rail Infrastructure Finance, 4.625% 21jul2020, GBP   GBP 07/21/2020 06/22/2018 ***.** *.** 06/22/2018 ***.** *.**
Network Rail Infrastructure Finance, 4.75% 22jan2024, GBP   GBP 01/22/2024 06/22/2018 ***.** *.** 06/22/2018 ***.* *.**
Network Rail Infrastructure Finance, 4.75% 29nov2035, GBP   GBP 11/29/2035 06/22/2018 ***.** *.* 06/22/2018 ***.** *.**
New look finance, 6.5% 1jul2022, GBP (ABS)   GBP 07/01/2022 06/22/2018 **.** **.** 06/22/2018 **.*** **.**
New look finance, 8% 1jul2023, GBP   GBP 07/01/2023 06/22/2018 **.*** ** 06/22/2018 **.** **
New look finance, FRN 1jul2022, EUR (ABS)   EUR 07/01/2022 06/22/2018 **.** * 06/22/2018 **.** *
Next, 3.625% 18may2028, GBP   GBP 05/18/2028 06/22/2018 ***.** *.* 06/22/2018 ***.** *.**
Next, 4.375% 2oct2026, GBP   GBP 10/02/2026 06/22/2018 ***.** *.** 06/22/2018 ***.** *.**
Next, 5.375% 26oct2021, GBP   GBP 10/26/2021 06/22/2018 ***.** *.** 06/22/2018 ***.** *.**
NMG Finco, 5% 1aug2022, GBP   GBP 08/01/2022 06/22/2018 **.** *.** 06/22/2018 **.** *.**
NMG Finco, 5.75% 1aug2022, USD   USD 08/01/2022 06/22/2018 **.** *.** 06/22/2018 ***.** *.**
Nomad Foods, 3.25% 15may2024, EUR   EUR 05/15/2024 06/22/2018 ***.** *.** 06/22/2018 ***.** *.**
North West Electricity Networks, 6.125% 21jul2021, GBP   GBP 07/21/2021 06/22/2018 ***.** *.** 06/22/2018 ***.** *.**
Northern Electric, 5.125% 4may2035, GBP   GBP 05/04/2035 06/22/2018 ***.** *.** 06/22/2018 ***.** *.**
Northern Electric, 8.875% 16oct2020, GBP   GBP 10/16/2020 06/22/2018 ***.**** *.** 06/22/2018 ***.**** *.*
Northern Gas Networks, 4.875% 15nov2035, GBP   GBP 11/15/2035 06/22/2018 ***.**** *.** 06/22/2018 ***.**** *.**
Northern Gas Networks, 4.875% 30jun2027, GBP   GBP 06/30/2027 06/22/2018 ***.**** *.** 06/22/2018 ***.*** *.**
Northern Gas Networks, 5.625% 23mar2040, GBP   GBP 03/23/2040 06/22/2018 ***.** *.** 06/22/2018 ***.** *.**
Northern Gas Networks, 5.875% 8jul2019, GBP   GBP 07/08/2019 06/22/2018 ***.** *.** 06/22/2018 ***.** *.**
Northern Ireland Electricity Networks, 6.375% 2jun2026, GBP   GBP 06/02/2026 06/22/2018 ***.* *.** 06/22/2018 ***.** *.**
Northern Ireland Electricity Networks, 6.875% 18sep2018, GBP   GBP 09/18/2018 06/22/2018 ***.** *.** 06/22/2018 ***.**** *.*
Northern Powergrid (Yorkshire), 2.5% 1apr2025, GBP   GBP 04/01/2025 06/22/2018 ***.**** *.** 06/22/2018 ***.**** *.**
Northern Powergrid (Yorkshire), 5.125% 4may2035, GBP   GBP 05/04/2035 06/22/2018 ***.**** *.** 06/22/2018 ***.**** *.**
Northern Powergrid (Yorkshire), 7.25% 15dec2022, GBP   GBP 12/15/2022 06/22/2018 ***.**** *.** 06/22/2018 ***.*** *.*
Northumbrian Water, 1.625% 11oct2026, GBP   GBP 10/11/2026 06/22/2018 **.** *.** 06/22/2018 **.* *.**
Northumbrian Water, 2.375% 5oct2027, GBP   GBP 10/05/2027 06/22/2018 **.** *.* 06/22/2018 **.** *.**
Northumbrian Water, 5.125% 23jan2042, GBP   GBP 01/23/2042 06/22/2018 ***.** *.** 06/22/2018 ***.** *.**
Northumbrian Water, 5.625% 29apr2033, GBP   GBP 04/29/2033 06/22/2018 ***.** *.** 06/22/2018 ***.** *.**
Northumbrian Water, 6.875% 6feb2023, GBP   GBP 02/06/2023 06/22/2018 ***.** *.** 06/22/2018 ***.** *.**
Notting Hill Housing Trust, 3.75% 20dec2032, GBP (ABS)   GBP 12/20/2032 06/22/2018 ***.**** *.** 06/22/2018 ***.**** *
Notting Hill Housing Trust, 4.375% 20feb2054, GBP   GBP 02/20/2054 06/22/2018 ***.**** *.** 06/22/2018 ***.*** *.**
Notting Hill Housing Trust, 5.25% 7jul2042, GBP (ABS)   GBP 07/07/2042 06/22/2018 ***.**** *.** 06/22/2018 ***.**** *.**
Ocado Group, 4% 15jun2024, GBP   GBP 06/15/2024 06/22/2018 ***.** *.** 06/22/2018 ***.* *.**
Octagon Healthcare Funding, 5.333% 31dec2035, GBP   GBP 12/31/2035 06/22/2018 ***.**** *.** 06/22/2018 ***.**** *.**
Old Mutual, 7.875% 3nov2025, GBP   GBP 11/03/2025 06/22/2018 ***.** *.** 06/22/2018 ***.** *.**
Old Mutual, 8% 3jun2021, GBP   GBP 06/03/2021 06/22/2018 **.** **.** 06/22/2018 ***.** -**.*
Orbit Group, 3.375% 14jun2048, GBP   GBP 06/14/2048 06/22/2018 ***.** *.** 06/22/2018 ***.** *.**
Orbit Group, 3.5% 24mar2045, GBP   GBP 03/24/2045 06/22/2018 ***.** *.** 06/22/2018 ***.** *.**
Paragon Group, 3.625% 21jan2047, GBP   GBP 01/21/2047 06/22/2018 ***.* *.** 06/22/2018 ***.** *.**
Paragon Group, 6% 28aug2024, GBP   GBP 08/28/2024 06/22/2018 ***.** *.** 06/22/2018 ***.* *.**
Paragon Group, 6% 5dec2020, GBP   GBP 12/05/2020 06/22/2018 ***.** *.** 06/22/2018 ***.** *.**
Paragon Group, 6.125% 30jan2022, GBP   GBP 01/30/2022 06/22/2018 ***.* *.** 06/22/2018 *** *.**
Paragon Group, 7.25% 9sep2026, GBP   GBP 09/09/2026 06/22/2018 *** * 06/22/2018 *** *
Paragon Mortgages, FRN 15jan2039, EUR (ABS)   EUR 01/15/2039 06/22/2018 **.*** * 06/22/2018 **.*** *
Paragon Mortgages, FRN 15jan2039, EUR (ABS)   EUR 01/15/2039 06/22/2018 **.**** * 06/22/2018 **.**** *
Paragon Mortgages, FRN 15jan2039, EUR (ABS)   EUR 01/15/2039 06/22/2018 **.**** * 06/22/2018 **.**** *
Paragon Mortgages, FRN 15jan2039, GBP (ABS)   GBP 01/15/2039 06/22/2018 **.**** * 06/22/2018 **.**** *
Paragon Mortgages, FRN 15jan2039, USD (ABS)   USD 01/15/2039 06/22/2018 **.**** * 06/22/2018 **.**** *
Paragon Mortgages, FRN 15jun2041, EUR (ABS)   EUR 06/15/2041 06/22/2018 **.**** * 06/22/2018 **.**** *
Paragon Mortgages, FRN 15may2041, EUR (ABS)   EUR 05/15/2041 06/22/2018 **.**** * 06/22/2018 **.**** *
Paragon Mortgages, FRN 15may2041, EUR (ABS)   EUR 05/15/2041 06/22/2018 **.**** * 06/22/2018 **.**** *
Paragon Mortgages, FRN 15may2041, GBP (ABS)   GBP 05/15/2041 06/22/2018 **.**** * 06/22/2018 **.**** *
Paragon Mortgages, FRN 15may2041, GBP (ABS)   GBP 05/15/2041 06/22/2018 **.**** * 06/22/2018 **.**** *
Paragon Mortgages, FRN 15nov2038, EUR (ABS)   EUR 11/15/2038 06/22/2018 **.**** * 06/22/2018 **.**** *
Paragon Mortgages, FRN 15nov2038, GBP (ABS)   GBP 11/15/2038 06/22/2018 **.**** * 06/22/2018 **.**** *
Paragon Mortgages, FRN 15nov2038, USD (ABS)   USD 11/15/2038 06/22/2018 **.**** * 06/22/2018 **.**** *
Paragon Mortgages, FRN 15oct2041, EUR (ABS)   EUR 10/15/2041 06/22/2018 **.**** * 06/22/2018 **.**** *
Paragon Mortgages, FRN 15oct2041, EUR (ABS)   EUR 10/15/2041 06/22/2018 **.**** * 06/22/2018 **.**** *
Paragon Mortgages, FRN 15oct2041, EUR (ABS)   EUR 10/15/2041 06/22/2018 **.**** * 06/22/2018 **.**** *
Paragon Mortgages, FRN 15oct2041, GBP (ABS)   GBP 10/15/2041 06/22/2018 **.**** * 06/22/2018 **.**** *
Paragon Mortgages, FRN 15sep2039, EUR (ABS)   EUR 09/15/2039 06/22/2018 **.**** * 06/22/2018 **.**** *
Paragon Mortgages, FRN 15sep2039, GBP (ABS)   GBP 09/15/2039 06/22/2018 **.**** * 06/22/2018 **.**** *
Paragon Mortgages, FRN 15sep2039, GBP (ABS)   GBP 09/15/2039 06/22/2018 **.**** * 06/22/2018 **.**** *
Paragon Mortgages, FRN 15sep2039, USD (ABS)   USD 09/15/2039 06/22/2018 **.**** * 06/22/2018 **.**** *
Paragon Secured Finance, FRN 15nov2035, GBP (ABS)   GBP 11/15/2035 06/22/2018 **.**** * 06/22/2018 **.**** *
Paragon Secured Finance, FRN 15nov2035, GBP (ABS)   GBP 11/15/2035 06/22/2018 **.**** * 06/22/2018 ***.**** *
PD Ports, 7.127% 15mar2024, GBP   GBP 03/15/2024 06/22/2018 ***.**** *.** 06/22/2018 ***.**** *.**
Peabody Capital Plc, 4.625% 12dec2053, GBP   GBP 12/12/2053 06/22/2018 ***.*** *.** 06/22/2018 ***.**** *.**
Peabody Capital Plc, 5.25% 17mar2043, GBP (ABS)   GBP 03/17/2043 06/22/2018 ***.** *.** 06/22/2018 ***.** *.**
Pearson, 1.375% 6may2025, EUR   EUR 05/06/2025 06/22/2018 ***.** *.** 06/22/2018 ***.** *.**
Pearson, 1.875% 19may2021, EUR   EUR 05/19/2021 06/22/2018 ***.** *.** 06/22/2018 ***.** *.**
Pearson, 3.25% 8may2023, USD   USD 05/08/2023 06/22/2018 **.**** *.** 06/22/2018 **.**** *.**
Pension Insurance Corporation, 6.5% 3jul2024, GBP   GBP 07/03/2024 06/22/2018 ***.** *.** 06/22/2018 ***.* *.**
PGH Capital, 4.125% 20jul2022, GBP   GBP 07/20/2022 06/22/2018 ***.** *.** 06/22/2018 ***.** *.**
Phoenix Group, 3.125% 27may2020, EUR   EUR 05/27/2020 06/22/2018 ***.*** *.** 06/22/2018 ***.*** *.**
Phoenix Group, 6.625% 18dec2025, GBP   GBP 12/18/2025 06/22/2018 ***.** *.** 06/22/2018 *** *.**
Phoenix Group, 7.25% perp., GBP   GBP 06/22/2018 ***.*** * 06/22/2018 ***.**** *
Pinnacle Bidco, 6.375% 15feb2025, GBP   GBP 02/15/2025 06/22/2018 ***.** *.* 06/22/2018 ***.** *.**
Places for People, 1% 31jan2022, GBP   GBP 01/31/2022 06/22/2018 ***.** * 06/22/2018 ***.* *
Places for People, 4.25% 15dec2023, GBP   GBP 12/15/2023 06/22/2018 ***.** *.** 06/22/2018 ***.** *.**
Places for People, 5.09% 31jul2043, GBP   GBP 07/31/2043 06/22/2018 ***.**** *.** 06/22/2018 ***.**** *.**
Places for People, 5.875% 23may2031, GBP   GBP 05/23/2031 06/22/2018 ***.**** *.** 06/22/2018 ***.**** *.**
Places for People, 6.625% 30sep2038, GBP   GBP 09/30/2038 06/22/2018 ***.**** * 06/22/2018 ***.**** *.**
Playtech, 0.5% 19nov2019, EUR (Conv.)   EUR 11/19/2019 06/22/2018 ***.** -*.** 06/22/2018 ***.** -*.*
Porterbrook, 4.625% 4apr2029, GBP   GBP 04/04/2029 06/22/2018 ***.** *.** 06/22/2018 ***.** *.**
Porterbrook, 5.5% 20apr2019, GBP   GBP 04/20/2019 06/22/2018 ***.** *.** 06/22/2018 ***.** *.**
Porterbrook, 6.5% 20oct2020, GBP   GBP 10/20/2020 06/22/2018 ***.** *.* 06/22/2018 ***.** *.*
Porterbrook, 7.125% 20oct2026, GBP   GBP 10/20/2026 06/22/2018 ***.** *.** 06/22/2018 ***.** *.**
PPL WEM Holdings, 5.38% 1may2021 USD   USD 05/01/2021 06/22/2018 ***.**** *.** 06/22/2018 ***.**** *.**
Premier Foods Investments, 6.25% 15oct2023, GBP   GBP 10/15/2023 06/22/2018 ***.** *.** 06/22/2018 ***.** *.**
Premier Oil, 2.5% 31may2022, USD (Conv.)   USD 05/31/2022 06/22/2018 ***.** -*.** 06/22/2018 ***.** -*.**
Premier Transmission, 5.202% 31mar2030, GBP (ABS)   GBP 03/31/2030 06/22/2018 ***.**** *.** 06/22/2018 ***.**** *.**
Premiertel, 6.175% 8may2032, GBP (ABS)   GBP 05/08/2032 06/22/2018 ***.**** *.** 06/22/2018 ***.**** *.*
Primary Health Properties, 5.375% 23jul2019, GBP   GBP 07/23/2019 06/22/2018 ***.* *.** 06/22/2018 ***.* *.**
Provident Financial, 6% 27sep2021, GBP   GBP 09/27/2021 06/22/2018 ***.** *.** 06/22/2018 ***.** *.**
Provident Financial, 7% 14apr2020, GBP   GBP 04/14/2020 06/22/2018 ***.** *.** 06/22/2018 ***.* *.**
Provident Financial, 7% 4jun2023, GBP   GBP 06/04/2023 06/22/2018 ***.* * 06/22/2018 ***.** *
Provident Financial, 8% 23oct2019, GBP   GBP 10/23/2019 06/22/2018 ***.* *.** 06/22/2018 *** *.**
Prudential, 1.75% 27nov2018, GBP   GBP 11/27/2018 06/22/2018 ***.* *.** 06/22/2018 ***.** *.**
Prudential, 11.375% 29may2039, GBP   GBP 05/29/2039 06/22/2018 ***.** * 06/22/2018 ***.** *
Prudential, 4.375% perp., USD   USD 06/22/2018 **.** * 06/22/2018 **.** *
Prudential, 4.875% perp., USD   USD 06/22/2018 **.** * 06/22/2018 **.** *
Prudential, 5% 20jul2055, GBP   GBP 07/20/2055 06/22/2018 ***.** * 06/22/2018 ***.** *
Prudential, 5.25% perp., USD   USD 06/22/2018 **.** * 06/22/2018 **.*** *
Prudential, 5.25% perp., USD   USD 06/22/2018 **.** * 06/22/2018 **.** *
Prudential, 5.7% 19dec2063, GBP   GBP 12/19/2063 06/22/2018 ***.** * 06/22/2018 ***.** *
Prudential, 5.875% 11may2029, GBP   GBP 05/11/2029 06/22/2018 ***.** *.** 06/22/2018 ***.** *.**
Prudential, 6.125% 19dec2031, GBP   GBP 12/19/2031 06/22/2018 ***.** *.** 06/22/2018 ***.* *.**
Prudential, 6.875% 20jan2023, GBP   GBP 01/20/2023 06/22/2018 ***.** *.** 06/22/2018 ***.** *.*
Prudential, 7.75% perp., USD   USD 06/22/2018 ***.** * 06/22/2018 ***.*** *
Punch Taverns Finance, 4.767% 30mar2024, GBP   GBP 03/30/2024 06/22/2018 ***.**** *.** 06/22/2018 ***.**** *.**
Punch Taverns Finance, 5.943% 30sep2022, GBP   GBP 09/30/2022 06/22/2018 ***.*** *.** 06/22/2018 ***.*** *.**
Punch Taverns Finance, 7.369% 30sep2021, GBP   GBP 09/30/2021 06/22/2018 ***.*** *.* 06/22/2018 ***.*** *.**
Quadrant Housing Finance, 4.94% 10feb2033, GBP (ABS)   GBP 02/10/2033 06/22/2018 ***.**** *.* 06/22/2018 ***.**** *.*
RAC Bond, 4.565% 6may2023, GBP   GBP 05/06/2023 06/22/2018 ***.** *.** 06/22/2018 ***.** *.**
RAC Bond, 4.87% 6may2026, GBP   GBP 05/06/2026 06/22/2018 ***.** *.** 06/22/2018 ***.** *.**
RAC Bond, 5% 6nov2022, GBP   GBP 11/06/2022 06/22/2018 **.** *.** 06/22/2018 **.** *.*
Radian Capital, 4.622% 12may2044, GBP   GBP 05/12/2044 06/22/2018 ***.**** *.** 06/22/2018 ***.**** *.**
RBS, 0% 10apr2042, USD (10957D)   USD 04/10/2042 06/22/2018 ***.**** -*.** 06/22/2018 ***.**** -*.**
RBS, 0% 5apr2042, USD (10957D)   USD 04/05/2042 06/22/2018 ***.**** -*.** 06/22/2018 ***.**** -*.**
RBS, 0.5% 15may2024, EUR   EUR 05/15/2024 06/22/2018 ***.** *.** 06/22/2018 ***.**** *.**
RBS, 1.625% 25jun2019, EUR   EUR 06/25/2019 06/22/2018 ***.** *.** 06/22/2018 ***.** -*
RBS, 10.5% 3nov2019, RON   RON 11/03/2019 06/22/2018 ***.*** *.** 06/22/2018 ***.*** *.**
RBS, 10.875% 30apr2019, GBP   GBP 04/30/2019 06/22/2018 ***.** *.** 06/22/2018 ***.** *.**
RBS, 2% 8mar2023, EUR   EUR 03/08/2023 06/22/2018 ***.** * 06/22/2018 ***.** *
RBS, 2.5% 22mar2023, EUR   EUR 03/22/2023 06/22/2018 ***.** *.** 06/22/2018 ***.** *.*
RBS, 3.498% 15may2023, USD   USD 05/15/2023 06/22/2018 **.** * 06/22/2018 **.** *
RBS, 3.625% 25mar2024, EUR   EUR 03/25/2024 06/22/2018 *** * 06/22/2018 ***.** *
RBS, 3.875% 19oct2020, EUR (ABS)   EUR 10/19/2020 06/22/2018 ***.*** -*.** 06/22/2018 ***.*** -*.**
RBS, 4.7% 3jul2018, USD   USD 07/03/2018 06/22/2018 **.** *.** 06/22/2018 ***.*** *.**
RBS, 4.8% 5apr2026, USD   USD 04/05/2026 06/22/2018 ***.*** *.** 06/22/2018 ***.** *.**
RBS, 5.125% 13jan2024, GBP (ABS)   GBP 01/13/2024 06/22/2018 ***.** *.** 06/22/2018 ***.** *.**
RBS, 5.125% 28may2024, USD   USD 05/28/2024 06/22/2018 ***.** *.** 06/22/2018 ***.* *.**
RBS, 5.375% 30sep2019, EUR   EUR 09/30/2019 06/22/2018 ***.** *.** 06/22/2018 ***.** *.**
RBS, 5.5% 23mar2020, EUR   EUR 03/23/2020 06/22/2018 ***.* *.** 06/22/2018 ***.** *.**
RBS, 5.5% perp., EUR   EUR 06/22/2018 ***.* * 06/22/2018 ***.** *
RBS, 5.5% perp., GBP (Conv.)   GBP 06/22/2018 ***.** * 06/22/2018 ***.** *
RBS, 5.625% 24aug2020, USD   USD 08/24/2020 06/22/2018 ***.** *.** 06/22/2018 ***.** *.**
RBS, 5.625% perp., GBP   GBP 06/22/2018 ***.*** * 06/22/2018 ***.*** *
RBS, 5.625% perp., GBP   GBP 06/22/2018 ***.** * 06/22/2018 ***.** *
RBS, 6% 19dec2023, USD   USD 12/19/2023 06/22/2018 ***.** *.** 06/22/2018 ***.** *.*
RBS, 6.1% 10jun2023, USD   USD 06/10/2023 06/22/2018 ***.** *.** 06/22/2018 ***.** *.**
RBS, 6.125% 11jan2021, USD   USD 01/11/2021 06/22/2018 ***.** *.** 06/22/2018 ***.** *.*
RBS, 6.2% perp., GBP   GBP 06/22/2018 ***.** * 06/22/2018 ***.*** *
RBS, 6.375% 7dec2028, GBP   GBP 12/07/2028 06/22/2018 ***.**** *.** 06/22/2018 ***.*** *.**
RBS, 6.4% 21oct2019, USD   USD 10/21/2019 06/22/2018 ***.** *.** 06/22/2018 ***.** *.**
RBS, 6.625% 17sep2018, GBP   GBP 09/17/2018 06/22/2018 ***.** *.** 06/22/2018 ***.** -*.*
RBS, 6.875% 17may2025, GBP   GBP 05/17/2025 06/22/2018 ***.** *.* 06/22/2018 ***.** *.**
RBS, 7.092% perp., EUR   EUR 06/22/2018 **.* * 06/22/2018 **.** *
RBS, 7.375% perp., GBP   GBP 06/22/2018 ** * 06/22/2018 ***.* *
RBS, 7.5% 29apr2024, GBP   GBP 04/29/2024 06/22/2018 ***.** *.** 06/22/2018 ***.** *.**
RBS, 7.5% perp., USD   USD 06/22/2018 ***.** * 06/22/2018 ***.** *
RBS, 7.64% perp., USD   USD 06/22/2018 **.** * 06/22/2018 **.** *
RBS, 7.648% perp., USD   USD 06/22/2018 ***.** * 06/22/2018 ***.** *
RBS, 9.3% 29jan2020, RON   RON 01/29/2020 06/22/2018 ***.**** *.** 06/22/2018 ***.**** *.**
RBS, 9.5% perp., GBP   GBP 06/22/2018 ***.**** * 06/22/2018 ***.**** *
RBS, FRN 15may2020, GBP   GBP 05/15/2020 06/22/2018 ***.** * 06/22/2018 ***.*** *
RBS, FRN 15may2023, USD   USD 05/15/2023 06/22/2018 ***.** * 06/22/2018 ***.** *
RBS, FRN 18feb2019, NOK   NOK 02/18/2019 06/22/2018 ***.*** * 06/22/2018 ***.*** *
RBS, FRN 29mar2021, EUR   EUR 03/29/2021 06/22/2018 ***.**** * 06/22/2018 ***.**** *
RBS, FRN 30mar2024, EUR   EUR 03/30/2024 06/22/2018 ***.**** * 06/22/2018 ***.**** *
RBS, FRN 8jun2020, EUR   EUR 06/08/2020 06/22/2018 ***.** * 06/22/2018 ***.* *
RBS Group PLC, 3.875% 12sep2023, USD   USD 09/12/2023 06/22/2018 **.*** *.** 06/22/2018 **.** *.**
RBS Group PLC, 4.892% 18may2029, USD   USD 05/18/2029 06/22/2018 **.** * 06/22/2018 **.** *
RBS Group PLC, 6.125% 15dec2022, USD   USD 12/15/2022 06/22/2018 ***.* *.* 06/22/2018 ***.** *.**
RBS Group PLC, 8% perp., USD   USD 06/22/2018 ***.** * 06/22/2018 ***.** *
RBS Group PLC, 8.625% perp., USD   USD 06/22/2018 ***.** * 06/22/2018 ***.** *
Reckitt Benckiser Group, 2.395% 24jun2022, USD   USD 06/24/2022 06/22/2018 **.* *.* 06/22/2018 **.** *.**
Reckitt Benckiser Group, 2.75% 26jun2024, USD   USD 06/26/2024 06/22/2018 **.** *.** 06/22/2018 **.** *.**
Reckitt Benckiser Group, 3% 26jun2027, USD   USD 06/26/2027 06/22/2018 **.** *.** 06/22/2018 **.** *.**
Reckitt Benckiser Group, FRN 24jun2022, USD   USD 06/24/2022 06/22/2018 **.**** * 06/22/2018 **.**** *
RELX (Investments), 2.75% 1aug2019, GBP   GBP 08/01/2019 06/22/2018 ***.* *.** 06/22/2018 ***.** *.**
RELX Plc, 0.375% 22mar2021, EUR   EUR 03/22/2021 06/22/2018 ***.** *.** 06/22/2018 ***.** *.*
RELX Plc, 1% 22mar2024, EUR   EUR 03/22/2024 06/22/2018 ***.** *.** 06/22/2018 ***.** *.**
RELX Plc, 1.5% 13may2027, EUR   EUR 05/13/2027 06/22/2018 **.** *.** 06/22/2018 **.** *.**
RELX Plc, 2.5% 24sep2020, EUR (ABS)   EUR 09/24/2020 06/22/2018 ***.** * 06/22/2018 ***.** -*.**
Rentokil Initial, 0.95% 22nov2024, EUR   EUR 11/22/2024 06/22/2018 **.** * 06/22/2018 **.** *
Rentokil Initial, 3.25% 7oct2021, EUR   EUR 10/07/2021 06/22/2018 ***.*** *.** 06/22/2018 ***.** *.**
Rentokil Initial, 3.375% 24sep2019, EUR   EUR 09/24/2019 06/22/2018 ***.*** *.** 06/22/2018 ***.** -*.**
Retail Charity Bonds, 3.9% 23nov2027, GBP   GBP 11/23/2027 06/22/2018 ***.** *.** 06/22/2018 ***.* *.**
Retail Charity Bonds, 4.25% 30mar2026, GBP   GBP 03/30/2026 06/22/2018 **.** *.** 06/22/2018 *** *.**
Retail Charity Bonds, 4.25% 6jul2026, GBP   GBP 07/06/2026 06/22/2018 ***.** *.** 06/22/2018 ***.** *.**
Retail Charity Bonds, 4.4% 30apr2025, GBP (ABS)   GBP 04/30/2025 06/22/2018 ***.* *.** 06/22/2018 ***.** *.**
Retail Charity Bonds, 5% 12apr2026, GBP   GBP 04/12/2026 06/22/2018 ***.* *.** 06/22/2018 ***.* *.**
Rio Tinto, 2% 11may2020, EUR   EUR 05/11/2020 06/22/2018 ***.** *.** 06/22/2018 ***.*** -*.**
Rio Tinto, 2.875% 11dec2024, EUR   EUR 12/11/2024 06/22/2018 ***.** *.** 06/22/2018 ***.** *.**
Rio Tinto, 3.75% 15jun2025, USD   USD 06/15/2025 06/22/2018 ***.** *.** 06/22/2018 ***.** *.**
Rio Tinto, 4% 11dec2029, GBP   GBP 12/11/2029 06/22/2018 ***.* *.** 06/22/2018 ***.** *.*
Rio Tinto, 4.125% 21aug2042, USD   USD 08/21/2042 06/22/2018 **.** *.** 06/22/2018 **.** *.**
Rio Tinto, 5.2% 2nov2040, USD   USD 11/02/2040 06/22/2018 ***.** *.** 06/22/2018 ***.*** *.**
Rio Tinto, 7.125% 15jul2028, USD   USD 07/15/2028 06/22/2018 ***.* *.** 06/22/2018 ***.*** *.**
Riverside Group, 3.875% 5dec2044, GBP (ABS)   GBP 12/05/2044 06/22/2018 ***.** *.** 06/22/2018 ***.** *.**
RMPA Services, 5.337% 30sep2038, GBP   GBP 09/30/2038 06/22/2018 ***.** *.** 06/22/2018 ***.**** *.**
Road Management Services, 2.8332% 31mar2035, GBP   GBP 03/31/2035 06/22/2018 ***.** * 06/22/2018 ***.** *
Road Management Services, 9.18% 10jun2021, GBP   GBP 06/10/2021 06/22/2018 ***.**** *.** 06/22/2018 ***.**** *.**
Rolls-Royce, 0.875% 9may2024, EUR   EUR 05/09/2024 06/22/2018 **.** *.** 06/22/2018 **.** *.**
Rolls-Royce, 1.625% 9may2028, EUR   EUR 05/09/2028 06/22/2018 ***.** *.** 06/22/2018 ***.** *.*
Rolls-Royce Holdings, 2.125% 18jun2021, EUR   EUR 06/18/2021 06/22/2018 ***.** *.** 06/22/2018 ***.** *.**
Rolls-Royce Holdings, 3.375% 18jun2026, GBP   GBP 06/18/2026 06/22/2018 ***.** *.** 06/22/2018 ***.** *.*
Rolls-Royce Holdings, 3.625% 14oct2025, USD   USD 10/14/2025 06/22/2018 **.** *.** 06/22/2018 **.** *.**
Rolls-Royce Holdings, 6.75% 30apr2019, GBP   GBP 04/30/2019 06/22/2018 ***.** *.** 06/22/2018 *** *.**
Rothschild, 9% perp., GBP   GBP 06/22/2018 ***.** * 06/22/2018 ***.** *
Rothschild, FRN perp., EUR   EUR 06/22/2018 **.** * 06/22/2018 **.** *
Royal Dutch Shell, 0.375% 15feb2025, EUR   EUR 02/15/2025 06/22/2018 **.** *.** 06/22/2018 **.*** *.**
Royal Dutch Shell, 0.75% 15aug2028, EUR   EUR 08/15/2028 06/22/2018 **.** *.* 06/22/2018 **.** *.**
Royal Dutch Shell, 1% 6apr2022, EUR   EUR 04/06/2022 06/22/2018 ***.** *.** 06/22/2018 ***.** *.**
Royal Dutch Shell, 1.375% 12sep2019, USD   USD 09/12/2019 06/22/2018 **.* *.** 06/22/2018 **.** *.**
Royal Dutch Shell, 1.625% 10nov2018, USD   USD 11/10/2018 06/22/2018 **.** *.** 06/22/2018 **.*** *.**
Royal Dutch Shell, 1.625% 20jan2027, EUR   EUR 01/20/2027 06/22/2018 ***.** *.** 06/22/2018 ***.** *.**
Royal Dutch Shell, 1.625% 24mar2021, EUR   EUR 03/24/2021 06/22/2018 ***.** -*.** 06/22/2018 ***.** -*.**
Royal Dutch Shell, 1.75% 12sep2021, USD   USD 09/12/2021 06/22/2018 **.* *.** 06/22/2018 **.*** *.**
Royal Dutch Shell, 1.9% 10aug2018, USD   USD 08/10/2018 06/22/2018 **.** *.** 06/22/2018 **.** *.**
Royal Dutch Shell, 2% 15nov2018, USD   USD 11/15/2018 06/22/2018 **.*** *.** 06/22/2018 **.** *.**
Royal Dutch Shell, 2% 20dec2019, GBP   GBP 12/20/2019 06/22/2018 ***.** *.** 06/22/2018 ***.** *.**
Royal Dutch Shell, 2.125% 11may2020, USD   USD 05/11/2020 06/22/2018 **.** *.* 06/22/2018 ** *.**
Royal Dutch Shell, 2.25% 10nov2020, USD   USD 11/10/2020 06/22/2018 **.** *.** 06/22/2018 **.** *.**
Royal Dutch Shell, 2.25% 6jan2023, USD   USD 01/06/2023 06/22/2018 **.* *.** 06/22/2018 **.*** *.**
Royal Dutch Shell, 2.375% 21aug2022, USD   USD 08/21/2022 06/22/2018 **.** *.** 06/22/2018 **.** *.**
Royal Dutch Shell, 2.5% 12sep2026, USD   USD 09/12/2026 06/22/2018 **.** *.** 06/22/2018 **.** *.**
Royal Dutch Shell, 2.5% 24mar2026, EUR   EUR 03/24/2026 06/22/2018 ***.** *.** 06/22/2018 ***.** *.**
Royal Dutch Shell, 3.25% 11may2025, USD   USD 05/11/2025 06/22/2018 **.** *.** 06/22/2018 **.*** *.**
Royal Dutch Shell, 3.4% 12aug2023, USD   USD 08/12/2023 06/22/2018 ***.** *.* 06/22/2018 ***.** *.*
Royal Dutch Shell, 3.625% 21aug2042, USD   USD 08/21/2042 06/22/2018 **.*** *.** 06/22/2018 **.** *.**
Royal Dutch Shell, 3.75% 12sep2046, USD   USD 09/12/2046 06/22/2018 **.*** *.** 06/22/2018 **.** *.**
Royal Dutch Shell, 4.125% 11may2035, USD   USD 05/11/2035 06/22/2018 ***.** *.** 06/22/2018 ***.** *.**
Royal Dutch Shell, 4.3% 22sep2019, USD   USD 09/22/2019 06/22/2018 ***.** *.** 06/22/2018 ***.** *.**
Royal Dutch Shell, 4.375% 11may2045, USD   USD 05/11/2045 06/22/2018 ***.*** *.** 06/22/2018 ***.* *.**
Royal Dutch Shell, 4.375% 25mar2020, USD   USD 03/25/2020 06/22/2018 ***.** *.** 06/22/2018 ***.** *.**
Royal Dutch Shell, 4.55% 12aug2043, USD   USD 08/12/2043 06/22/2018 ***.*** *.** 06/22/2018 ***.** *.**
Royal Dutch Shell, 5.5% 25mar2040, USD   USD 03/25/2040 06/22/2018 ***.*** *.** 06/22/2018 ***.** *.**
Royal Dutch Shell, 6.375% 15dec2038, USD   USD 12/15/2038 06/22/2018 ***.** *.** 06/22/2018 ***.** *.**
Royal Dutch Shell, FRN 10nov2018, USD   USD 11/10/2018 06/22/2018 ***.** * 06/22/2018 ***.** *
Royal Dutch Shell, FRN 11may2020, USD   USD 05/11/2020 06/22/2018 ***.** * 06/22/2018 ***.** *
Royal Dutch Shell, FRN 12sep2019, USD   USD 09/12/2019 06/22/2018 ***.* * 06/22/2018 ***.** *
Royal London Mutual Insurance Society, 6.125% 13nov2028, GBP   GBP 11/13/2028 06/22/2018 ***.** *.** 06/22/2018 ***.** *.**
Royal London Mutual Insurance Society, 6.125% 30nov2043, GBP   GBP 11/30/2043 06/22/2018 ***.** *.* 06/22/2018 ***.** *.**
Royal Mail, 2.375% 29jul2024, EUR   EUR 07/29/2024 06/22/2018 ***.** *.** 06/22/2018 ***.*** *.*
RSA Insurance Group, 5.125% 10oct2045, GBP   GBP 10/10/2045 06/22/2018 ***.** * 06/22/2018 ***.** *
RSA Insurance Group, 8.95% 15oct2029, USD   USD 10/15/2029 06/22/2018 ***.**** *.** 06/22/2018 ***.**** *.**
RSA Insurance Group, 9.375% 20may2039, GBP   GBP 05/20/2039 06/22/2018 ***.** * 06/22/2018 ***.** *
RSA Insurance Group, FRN perp., DKK   DKK 06/22/2018 ***.**** * 06/22/2018 ***.**** *
RSA Insurance Group, FRN perp., SEK   SEK 06/22/2018 ***.**** * 06/22/2018 ***.**** *
Sabmiller, 3.75% 15jan2022, USD   USD 01/15/2022 06/22/2018 **.** *.** 06/22/2018 ***.** *.**
Safeway Ltd, 6.125% 17dec2018, GBP   GBP 12/17/2018 06/22/2018 ***.** *.** 06/22/2018 ***.** *.**
Saga, 3.375% 12may2024, GBP   GBP 05/12/2024 06/22/2018 **.** *.** 06/22/2018 **.** *.**
Sainsbury's Bank, 6% 23nov2027, GBP   GBP 11/23/2027 06/22/2018 ***.** *.** 06/22/2018 ***.** *.**
Sanctuary Capital, 5% 26apr2047, GBP (ABS)   GBP 04/26/2047 06/22/2018 ***.** *.* 06/22/2018 ***.** *.**
Sanctuary Capital, 6.697% 23mar2039, GBP   GBP 03/23/2039 06/22/2018 ***.**** *.** 06/22/2018 ***.**** *.**
Santander UK, 1.625% 10may2021, GBP   GBP 05/10/2021 06/22/2018 ***.** *.* 06/22/2018 ***.** *.**
Santander UK, 2.5% 5jan2021, USD   USD 01/05/2021 06/22/2018 **.** *.** 06/22/2018 **.** *.*
Santander UK, 2.92% 8may2026, GBP   GBP 05/08/2026 06/22/2018 ***.** * 06/22/2018 ***.** *
Santander UK, 3.4% 1jun2021, USD   USD 06/01/2021 06/22/2018 **.** *.** 06/22/2018 **.** *.**
Santander UK, FRN 13apr2021, GBP   GBP 04/13/2021 06/22/2018 **.** * 06/22/2018 ***.* *
Santander UK, FRN 14mar2019, USD   USD 03/14/2019 06/22/2018 ***.**** * 06/22/2018 ***.**** *
Santander UK, FRN 1jun2021, USD   USD 06/01/2021 06/22/2018 **.** * 06/22/2018 **.** *
Santander UK Group Holdings, 0.5% 10jan2025, EUR   EUR 01/10/2025 06/22/2018 **.** *.** 06/22/2018 ***.*** *.**
Santander UK Group Holdings, 0.787% 10dec2020, JPY   JPY 12/10/2020 06/22/2018 ***.**** *.** 06/22/2018 ***.**** *.**
Santander UK Group Holdings, 1.125% 8sep2023, EUR   EUR 09/08/2023 06/22/2018 ***.** *.** 06/22/2018 ***.** *.**
Santander UK Group Holdings, 2.125% 3nov2020, USD   USD 11/03/2020 06/22/2018 **.*** *.* 06/22/2018 **.*** *.**
Santander UK Group Holdings, 2.875% 16oct2020, USD   USD 10/16/2020 06/22/2018 **.*** *.** 06/22/2018 **.** *.**
Santander UK Group Holdings, 2.875% 5aug2021, USD   USD 08/05/2021 06/22/2018 **.** *.** 06/22/2018 ** *.**
Santander UK Group Holdings, 3.571% 10jan2023, USD   USD 01/10/2023 06/22/2018 **.** *.** 06/22/2018 **.*** *.**
Santander UK Group Holdings, 3.625% 14jan2026, GBP   GBP 01/14/2026 06/22/2018 ***.** *.** 06/22/2018 ***.** *.**
Santander UK Group Holdings, 3.875% 15oct2029, GBP   GBP 10/15/2029 06/22/2018 ***.** *.** 06/22/2018 ***.** *.*
Santander UK Group Holdings, 4.75% 15sep2025, USD   USD 09/15/2025 06/22/2018 **.** *.** 06/22/2018 **.** *.**
Santander UK Group Holdings, 7.375% perp., GBP   GBP 06/22/2018 ***.** * 06/22/2018 ***.** *
Santander UK Group Holdings, FRN 18may2023, EUR   EUR 05/18/2023 06/22/2018 **.* * 06/22/2018 **.** *
Santander UK Group Holdings, FRN 27mar2024, EUR   EUR 03/27/2024 06/22/2018 **.** * 06/22/2018 **.** *
Santander UK Group Holdings, FRN 5may2020, GBP   GBP 05/05/2020 06/22/2018 ***.** * 06/22/2018 ***.** *
Saxon Weald Capital, 5.375% 6jun2042, GBP   GBP 06/06/2042 06/22/2018 ***.**** *.* 06/22/2018 ***.**** *.**
Scotland Gas Networks, 3.25% 8mar2027, GBP   GBP 03/08/2027 06/22/2018 ***.** *.** 06/22/2018 ***.** *.**
Scotland Gas Networks, 4.875% 21dec2034, GBP   GBP 12/21/2034 06/22/2018 ***.** *.** 06/22/2018 ***.** *.**
Scottish & Southern Energy (SSE), 1.75% 8sep2023, EUR   EUR 09/08/2023 06/22/2018 ***.** *.** 06/22/2018 ***.** *.**
Scottish & Southern Energy (SSE), 2% 17jun2020, EUR   EUR 06/17/2020 06/22/2018 ***.** *.** 06/22/2018 ***.*** *.**
Scottish & Southern Energy (SSE), 2.375% 10feb2022, EUR   EUR 02/10/2022 06/22/2018 ***.** *.** 06/22/2018 ***.** *.*
Scottish & Southern Energy (SSE), 2.375% perp., EUR   EUR 06/22/2018 ***.* * 06/22/2018 ***.** *
Scottish & Southern Energy (SSE), 3.875% perp., GBP   GBP 06/22/2018 ***.** * 06/22/2018 ***.** *
Scottish & Southern Energy (SSE), 4.25% 14sep2021, GBP   GBP 09/14/2021 06/22/2018 ***.** *.** 06/22/2018 ***.** *.**
Scottish & Southern Energy (SSE), 5% 1oct2018, GBP   GBP 10/01/2018 06/22/2018 ***.** *.** 06/22/2018 ***.** *.**
Scottish & Southern Energy (SSE), 5.875% 22sep2022, GBP   GBP 09/22/2022 06/22/2018 ***.** *.** 06/22/2018 ***.** *.**
Scottish & Southern Energy (SSE), 6.25% 27aug2038, GBP   GBP 08/27/2038 06/22/2018 ***.** *.** 06/22/2018 ***.** *.**
Scottish & Southern Energy (SSE), 8.375% 20nov2028, GBP   GBP 11/20/2028 06/22/2018 ***.** *.** 06/22/2018 ***.** *.**
Scottish Amicable Finance, 8.5% perp., GBP   GBP 06/22/2018 ***.*** * 06/22/2018 ***.*** *
Scottish Investment Trust (SIT), 5.75% 17apr2030, GBP   GBP 04/17/2030 06/22/2018 ***.*** * 06/22/2018 ***.*** *.**
Scottish Power, 6.75% 29may2023, GBP   GBP 05/29/2023 06/22/2018 ***.** *.** 06/22/2018 ***.** *.**
Scottish Power, FRN 13oct2024, GBP   GBP 10/13/2024 06/22/2018 ***.*** * 06/22/2018 ***.*** *
Segro, 1.5% 20nov2025, EUR   EUR 11/20/2025 06/22/2018 **.** *.** 06/22/2018 **.** *.**
Segro, 5.75% 20jun2035, GBP   GBP 06/20/2035 06/22/2018 ***.** * 06/22/2018 ***.** *.**
Segro, 6% 30sep2019, GBP   GBP 09/30/2019 06/22/2018 ***.** *.** 06/22/2018 ***.* -*.*
Segro, 6.75% 23feb2024, GBP   GBP 02/23/2024 06/22/2018 ***.* *.** 06/22/2018 ***.** *.**
Segro, 6.75% 23nov2021, GBP   GBP 11/23/2021 06/22/2018 ***.** *.** 06/22/2018 ***.* *.**
Segro, 7% 14mar2022, GBP   GBP 03/14/2022 06/22/2018 ***.** *.** 06/22/2018 ***.** *.**
Severn Trent, 1.3% 11jul2022, GBP   GBP 07/11/2022 06/22/2018 ***.** * 06/22/2018 ***.* *
Severn Trent, 2.75% 5dec2031, GBP   GBP 12/05/2031 06/22/2018 **.** *.** 06/22/2018 ***.** *.*
Severn Trent, 3.625% 16jan2026, GBP   GBP 01/16/2026 06/22/2018 ***.** *.** 06/22/2018 ***.** *.**
Severn Trent, 4.875% 24jan2042, GBP   GBP 01/24/2042 06/22/2018 ***.** *.* 06/22/2018 ***.** *.**
Severn Trent, 6.125% 26feb2024, GBP   GBP 02/26/2024 06/22/2018 ***.** *.** 06/22/2018 ***.** *.*
Severn Trent, 6.25% 7jun2029, GBP   GBP 06/07/2029 06/22/2018 ***.** *.** 06/22/2018 ***.** *.**
Severn Trent, FRN 30may2028, GBP   GBP 05/30/2028 06/22/2018 ***.**** * 06/22/2018 ***.*** *
Shanks Group, 3.65% 2022, USD   EUR 06/16/2022 06/22/2018 ***.** *.** 06/22/2018 ***.** *.**
Shanks Group, 4.23% 2019, EUR   EUR 07/30/2019 06/22/2018 ***.* *.** 06/22/2018 ***.* *.**
Shawbrook Group, 8.5% 28oct2025, GBP   GBP 10/28/2025 06/22/2018 ***.*** *.** 06/22/2018 ***.*** *.**
Sigma Finance Corp, 1.75% 21sep2011, CHF   CHF 09/21/2011 06/22/2018 *.** * 06/22/2018 *.** *
Sigma Finance Corp, 2.375% 29jul2009, CHF (ABS)   CHF 07/29/2009 06/22/2018 *.** * 06/22/2018 *.* *
Sigma Finance Corp, FRN 6feb2009, CHF (ABS)   CHF 02/06/2009 06/22/2018 *.** * 06/22/2018 *.* *
Silverstone Master Issuer, FRN 21jan2070, GBP   GBP 01/21/2070 06/22/2018 ***.**** * 06/22/2018 ***.**** *
Skipton Building Society, 1.75% 30jun2022, GBP   GBP 06/30/2022 06/22/2018 **.** *.** 06/22/2018 **.** *.**
Skipton Building Society, FRN 2may2023, GBP   GBP 05/02/2023 06/22/2018 ***.** * 06/22/2018 ***.** *
Sky plc, 1.5% 15sep2021, EUR   EUR 09/15/2021 06/22/2018 ***.** *.** 06/22/2018 ***.** *.**
Sky plc, 1.875% 24nov2023, EUR   EUR 11/24/2023 06/22/2018 ***.** *.** 06/22/2018 ***.** *.**
Sky plc, 2.25% 17nov2025, EUR   EUR 11/17/2025 06/22/2018 ***.** *.** 06/22/2018 ***.** *.**
Sky plc, 2.5% 15sep2026, EUR   EUR 09/15/2026 06/22/2018 ***.*** *.** 06/22/2018 ***.** *.**
Sky plc, 2.625% 16sep2019, USD   USD 09/16/2019 06/22/2018 **.** *.** 06/22/2018 ***.** *.**
Sky plc, 2.75% 27nov2029, EUR   EUR 11/27/2029 06/22/2018 ***.** *.** 06/22/2018 ***.** *.*
Sky plc, 2.875% 24nov2020, GBP   GBP 11/24/2020 06/22/2018 ***.** *.** 06/22/2018 ***.** *.**
Sky plc, 3.125% 26nov2022, USD   USD 11/26/2022 06/22/2018 **.** *.** 06/22/2018 **.** *.**
Sky plc, 3.75% 16sep2024, USD   USD 09/16/2024 06/22/2018 **.** *.** 06/22/2018 **.** *.*
Sky plc, 4% 26nov2029, GBP   GBP 11/26/2029 06/22/2018 ***.** *.** 06/22/2018 ***.** *.*
Sky plc, 6% 21may2027, GBP   GBP 05/21/2027 06/22/2018 ***.** *.** 06/22/2018 ***.** *.**
Sky plc, FRN 1apr2020, EUR   EUR 04/01/2020 06/22/2018 ***.** * 06/22/2018 ***.* *
Smiths Group, 1.25% 28apr2023, EUR   EUR 04/28/2023 06/22/2018 ***.** *.** 06/22/2018 ***.** *.**
Smiths Group, 2% 23feb2027, EUR   EUR 02/23/2027 06/22/2018 ***.*** *.** 06/22/2018 ***.** *.**
Society of Lloyds, 4.75% 30oct2024, GBP   GBP 10/30/2024 06/22/2018 ***.* *.** 06/22/2018 ***.** *.**
Society of Lloyds, 4.875% 7feb2047, GBP   GBP 02/07/2047 06/22/2018 ***.** * 06/22/2018 ***.** *
Sound Energy, 5% 21jun2021, EUR (ABS)   EUR 06/21/2021 06/22/2018 **.* *.** 06/22/2018 ***.* *.**
South East Water, 5.6577% 2019, GBP (ABS)   GBP 09/30/2019 06/22/2018 ***.**** *.** 06/22/2018 ***.**** *.**
South Eastern Power Networks, 5.625% 30sep2030, GBP   GBP 09/30/2030 06/22/2018 ***.**** *.** 06/22/2018 ***.**** *.**
South Eastern Power Networks, 6.375% 12nov2031, GBP   GBP 11/12/2031 06/22/2018 ***.** *.** 06/22/2018 ***.** *.**
Southern Electric Power Distribution, 4.625% 20feb2037, GBP   GBP 02/20/2037 06/22/2018 ***.** *.* 06/22/2018 ***.** *
Southern Electric Power Distribution, 5.5% 7jun2032, GBP   GBP 06/07/2032 06/22/2018 ***.** *.* 06/22/2018 ***.** *.**
Southern Gas Networks, 2.5% 3feb2025, GBP   GBP 02/03/2025 06/22/2018 ***.* *.** 06/22/2018 ***.** *.**
Southern Gas Networks, 4.875% 21dec2020, GBP   GBP 12/21/2020 06/22/2018 ***.* *.** 06/22/2018 ***.* *.**
Southern Gas Networks, 4.875% 21mar2029, GBP   GBP 03/21/2029 06/22/2018 ***.** *.** 06/22/2018 ***.** *.**
Southern Gas Networks, 4.875% 5oct2023, GBP   GBP 10/05/2023 06/22/2018 ***.** *.** 06/22/2018 ***.** *.**
Southern Gas Networks, 5.125% 2nov2018, GBP   GBP 11/02/2018 06/22/2018 ***.** *.** 06/22/2018 ***.** *.**
Southern Gas Networks, 6.375% 15may2040, GBP   GBP 05/15/2040 06/22/2018 ***.** *.** 06/22/2018 ***.** *.*
Southern Water Services, 3.706% 31mar2034, GBP   GBP 03/31/2034 06/22/2018 ***.**** * 06/22/2018 ***.**** *
Southern Water Services, 4.5% 31mar2038, GBP   GBP 03/31/2038 06/22/2018 ***.** * 06/22/2018 ***.** *
Southern Water Services, 4.5% 31mar2052, GBP   GBP 03/31/2052 06/22/2018 ***.** *.** 06/22/2018 ***.** *.**
Southern Water Services, 5% 31mar2021, GBP   GBP 03/31/2021 06/22/2018 ***.**** *.** 06/22/2018 ***.**** *.**
Southern Water Services, 5.125% 30sep2056, GBP   GBP 09/30/2056 06/22/2018 ***.** *.** 06/22/2018 ***.** *.**
Southern Water Services, 6.125% 31mar2019, GBP   GBP 03/31/2019 06/22/2018 ***.** *.** 06/22/2018 ***.** *.**
Southern Water Services, 6.192% 31mar2029, GBP (ABS)   GBP 03/31/2029 06/22/2018 ***.**** *.** 06/22/2018 ***.**** *.**
Southern Water Services, 6.64% 31mar2026, GBP   GBP 03/31/2026 06/22/2018 ***.**** *.** 06/22/2018 ***.*** *.**
Sovereign Housing Capital, 4.768% 1jun2043, GBP (ABS)   GBP 06/01/2043 06/22/2018 ***.** *.** 06/22/2018 ***.** *.**
Sovereign Housing Capital, 5.705% 10sep2039, GBP (ABS)   GBP 09/10/2039 06/22/2018 ***.**** *.** 06/22/2018 ***.*** *.**
SP Manweb, 4.875% 20sep2027, GBP   GBP 09/20/2027 06/22/2018 ***.** *.** 06/22/2018 ***.** *.*
Spirit Issuer, 5.472% 28dec2028, GBP   GBP 12/28/2028 06/22/2018 ***.**** *.** 06/22/2018 ***.**** *.**
Spirit Pub Company, 6.582% 28dec2027, GBP   GBP 12/28/2027 06/22/2018 ***.**** *.** 06/22/2018 ***.**** *.*
SSE plc, 0.875% 6sep2025, EUR   EUR 09/06/2025 06/22/2018 **.*** *.** 06/22/2018 **.*** *.**
SSE plc, 3.625% 16sep2077, GBP   GBP 09/16/2077 06/22/2018 ***.** * 06/22/2018 ***.** *
SSE plc, 4.75% 16sep2077, USD   USD 09/16/2077 06/22/2018 **.** * 06/22/2018 **.** *
St. Modwen Properties, 2.875% 6mar2019, GBP (Conv.)   GBP 03/06/2019 06/22/2018 ***.*** *.** 06/22/2018 ***.*** *.**
Stagecoach Group, 4% 29sep2025, GBP   GBP 09/29/2025 06/22/2018 ***.** *.** 06/22/2018 ***.* *.**
Standard Chartered Bank, 0% 3aug2046, USD (10957D)   USD 08/03/2046 06/22/2018 ***.**** *.** 06/22/2018 ***.**** *.**
Standard Chartered Bank, 0.75% 3oct2023, EUR   EUR 10/03/2023 06/22/2018 **.** * 06/22/2018 **.** *
Standard Chartered Bank, 1.625% 20nov2018, EUR   EUR 11/20/2018 06/22/2018 ***.** -*.** 06/22/2018 ***.** -*.**
Standard Chartered Bank, 1.625% 3oct2027, EUR   EUR 10/03/2027 06/22/2018 **.** * 06/22/2018 **.** *
Standard Chartered Bank, 2.1% 19aug2019, USD   USD 08/19/2019 06/22/2018 **.** *.** 06/22/2018 **.** *.*
Standard Chartered Bank, 2.4% 8sep2019, USD   USD 09/08/2019 06/22/2018 **.** *.** 06/22/2018 **.** *.**
Standard Chartered Bank, 3.05% 15jan2021, USD   USD 01/15/2021 06/22/2018 **.************ *.** 06/22/2018 **.** *.**
Standard Chartered Bank, 4.3% 19feb2027, USD   USD 02/19/2027 06/22/2018 **.*** *.** 06/22/2018 **.** *.*
Standard Chartered Bank, 4.52% 15apr2019, CNY   CNY 04/15/2019 06/22/2018 **.*** *.** 06/22/2018 ***.** *.*
Standard Chartered Bank, 4.56% 15apr2019, CNY   CNY 04/15/2019 06/22/2018 ***.**** *.* 06/22/2018 ***.**** *.**
Standard Chartered Bank, 5.2% 26jan2024, USD   USD 01/26/2024 06/22/2018 ***.*** *.** 06/22/2018 ***.*** *.*
Standard Chartered Bank, 5.7% 26mar2044, USD   USD 03/26/2044 06/22/2018 ***.** *.* 06/22/2018 ***.** *.**
Standard Chartered Bank, 7.5% perp., USD   USD 06/22/2018 ***.** * 06/22/2018 ***.* *
Standard Chartered Bank, 7.75% perp., GBP   GBP 06/22/2018 ***.* * 06/22/2018 ***.* *
Standard Chartered Bank, FRN 19aug2019, USD   USD 08/19/2019 06/22/2018 ***.** * 06/22/2018 ***.** *
Standard Chartered Plc, 1.625% 13jun2021, EUR   EUR 06/13/2021 06/22/2018 ***.** *.** 06/22/2018 ***.** *.**
Standard Chartered Plc, 2.25% 17apr2020, USD   USD 04/17/2020 06/22/2018 **.** *.** 06/22/2018 **.** *.**
Standard Chartered Plc, 3.125% 19nov2024, EUR   EUR 11/19/2024 06/22/2018 ***.** *.** 06/22/2018 ***.** *.**
Standard Chartered Plc, 3.2% 17apr2025, USD   USD 04/17/2025 06/22/2018 **.** *.** 06/22/2018 **.** *.**
Standard Chartered Plc, 3.625% 23nov2022, EUR   EUR 11/23/2022 06/22/2018 *** *.** 06/22/2018 ***.** *.**
Standard Chartered Plc, 3.95% 11jan2023, USD   USD 01/11/2023 06/22/2018 **.************ *.** 06/22/2018 **.** *.**
Standard Chartered Plc, 4% 21oct2025, EUR   EUR 10/21/2025 06/22/2018 ***.** * 06/22/2018 ***.** *
Standard Chartered Plc, 4.05% 12apr2026, USD   USD 04/12/2026 06/22/2018 **.*** *.* 06/22/2018 **.** *.**
Standard Chartered Plc, 4.125% 18jan2019, EUR   EUR 01/18/2019 06/22/2018 ***.** -*.** 06/22/2018 ***.*** -*.**
Standard Chartered Plc, 4.375% 18jan2038, GBP   GBP 01/18/2038 06/22/2018 ***.** *.** 06/22/2018 ***.* *.**
Standard Chartered Plc, 4.4% 23jan2026, SGD   SGD 01/23/2026 06/22/2018 ***.* * 06/22/2018 ***.* *
Standard Chartered Plc, 5.125% 6jun2034, GBP   GBP 06/06/2034 06/22/2018 ***.********** *.** 06/22/2018 ***.** *.**
Standard Chartered Plc, 5.3% 9jan2043, USD   USD 01/09/2043 06/22/2018 **.*** *.** 06/22/2018 ***.*** *.**
Standard Chartered Plc, 5.375% perp., GBP   GBP 06/22/2018 ***.* * 06/22/2018 ***.** *
Standard Chartered Plc, 5.7% 25jan2022, USD   USD 01/25/2022 06/22/2018 ***.** *.** 06/22/2018 ***.* *.*
Standard Chartered Plc, 6.409% perp., USD   USD 06/22/2018 **.** * 06/22/2018 **.** *
Standard Chartered Plc, 6.5% perp., USD   USD 06/22/2018 ***.*** * 06/22/2018 ***.*** *
Standard Chartered Plc, 7.014% perp., USD   USD 06/22/2018 *** * 06/22/2018 ***.* *
Standard Chartered Plc, FRN perp., USD   USD 06/22/2018 ** * 06/22/2018 ** *
Standard Chartered Plc, FRN perp., USD   USD 06/22/2018 **.*** * 06/22/2018 **.*** *
Standard Life Aberdeen, 4.25% 30jun2048, USD   USD 06/30/2048 06/22/2018 **.** * 06/22/2018 **.** *
Standard Life Aberdeen, 5.5% 4dec2042, GBP   GBP 12/04/2042 06/22/2018 ***.** * 06/22/2018 ***.** *
Standard Life Aberdeen, 6.546% perp., GBP   GBP 06/22/2018 ***.* * 06/22/2018 *** *
Standard Life Aberdeen, 6.75% perp., GBP   GBP 06/22/2018 ***.** * 06/22/2018 ***.** *
State Bank of India (London), FRN 6apr2020, USD   USD 04/06/2020 06/22/2018 ***.* * 06/22/2018 ***.** *
Stirling Water Seafield Finance, 5.822% 26sep2026, GBP (ABS)   GBP 09/26/2026 06/22/2018 ***.**** * 06/22/2018 ***.**** *.**
Sustainable Communities for Leeds , 5.069% 30sep2032, GBP   GBP 09/30/2032 06/22/2018 ***.**** *.** 06/22/2018 ***.**** *.*
Sutton and East Surrey Water, 2.874% 31may2031, GBP (ABS)   GBP 05/31/2031 06/22/2018 ***.**** * 06/22/2018 ***.**** *
SW Funding, 5.5% 16jun2023, GBP   GBP 06/16/2023 06/22/2018 ***.** *.** 06/22/2018 ***.** *.*
SW Funding, 7% 16jun2043, GBP   GBP 06/16/2043 06/22/2018 ***.** *.** 06/22/2018 ***.** *.**
Swan Housing Group, 3.625% 5mar2048, GBP (ABS)   GBP 03/05/2048 06/22/2018 ***.**** *.* 06/22/2018 ***.**** *.*
TA Manufacturing, 3.625% 15apr2023, EUR   EUR 04/15/2023 06/22/2018 ***.** *.* 06/22/2018 ***.* *.**
TalkTalk Telecom Group, 5.375% 15jan2022, GBP   GBP 01/15/2022 06/22/2018 ***.* *.** 06/22/2018 ***.* *.**
Tate&Lyle, 6.75% 25nov2019, GBP   GBP 11/25/2019 06/22/2018 ***.** *.* 06/22/2018 ***.** *.**
TechnipFMC, 3.45% 1oct2022, USD   USD 10/01/2022 06/22/2018 **.*** *.** 06/22/2018 **.*** *.**
Telereal, 4.01% 10dec2033, GBP (ABS)   GBP 12/10/2031 06/22/2018 ***.** *.** 06/22/2018 ***.** *.*
Telereal, 4.09% 10dec2033, GBP   GBP 12/10/2033 06/22/2018 ***.*** *.** 06/22/2018 ***.**** *.**
Telereal, 4.9741% 10dec2033, GBP   GBP 09/10/2027 06/22/2018 ***.**** *.** 06/22/2018 ***.**** *.**
Telereal, 5.3887% 10dec2031, GBP (ABS)   GBP 12/10/2031 06/22/2018 ***.** *.** 06/22/2018 ***.* *.**
Telereal, 5.4252% 10dec2031, GBP (ABS)   GBP 12/10/2031 06/22/2018 ***.** *.** 06/22/2018 ***.** *.**
Telereal, 5.5534% 10dec2031, GBP (ABS)   GBP 12/10/2031 06/22/2018 ***.** *.** 06/22/2018 ***.** *.**
Telereal, 5.5653% 10dec2031, GBP   GBP 12/10/2031 06/22/2018 ***.*** *.** 06/22/2018 ***.*** *.**
Telereal, 5.9478% 10dec2031, GBP (ABS)   GBP 12/10/2031 06/22/2018 ***.* *.** 06/22/2018 ***.* *.**
Telereal, 6.1645% 10dec2031, GBP   GBP 12/10/2031 06/22/2018 ***.**** *.* 06/22/2018 ***.**** *.**
Temple Bar Investment Trust, 5.5% 8mar2021, GBP (ABS)   GBP 03/08/2021 06/22/2018 ***.**** *.** 06/22/2018 ***.**** *.*
Tesco, 1% 16dec2019, GBP   GBP 12/16/2019 06/22/2018 ***.* * 06/22/2018 ***.* *
Tesco, 1.375% 1jul2019, EUR   EUR 07/01/2019 06/22/2018 ***.** *.** 06/22/2018 ***.** *.**
Tesco, 2.125% 12nov2020, EUR   EUR 11/12/2020 06/22/2018 ***.** *.** 06/22/2018 ***.** *.**
Tesco, 2.5% 1jul2024, EUR   EUR 07/01/2024 06/22/2018 ***.*** *.** 06/22/2018 ***.* *.**
Tesco, 3.322% 5nov2025, GBP   GBP 11/05/2025 06/22/2018 ***.** * 06/22/2018 ***.** *
Tesco, 3.375% 2nov2018, EUR   EUR 11/02/2018 06/22/2018 ***.* *.** 06/22/2018 ***.*** *.**
Tesco, 4.875% 24mar2042, GBP   GBP 03/24/2042 06/22/2018 ***.** *.** 06/22/2018 ***.** *.**
Tesco, 5% 21nov2020, GBP   GBP 11/21/2020 06/22/2018 ***.* *.* 06/22/2018 ***.* *.**
Tesco, 5% 24mar2023, GBP   GBP 03/24/2023 06/22/2018 ***.* *.** 06/22/2018 ***.** *.**
Tesco, 5.125% 10apr2047, EUR   EUR 04/10/2047 06/22/2018 ***.*** *.** 06/22/2018 ***.** *.*
Tesco, 5.2% 24aug2018, GBP   GBP 08/24/2018 06/22/2018 *** *.** 06/22/2018 ***.* *.**
Tesco, 5.2% 5mar2057, GBP   GBP 03/05/2057 06/22/2018 ***.** *.** 06/22/2018 *** *.**
Tesco, 5.4111% 13jul2044, GBP   GBP 07/13/2044 06/22/2018 ***.** *.** 06/22/2018 ***.** *.**
Tesco, 5.5% 13dec2019, GBP   GBP 12/13/2019 06/22/2018 ***.** *.** 06/22/2018 ***.** *.**
Tesco, 5.5% 13jan2033, GBP   GBP 01/13/2033 06/22/2018 ***.** *.** 06/22/2018 ***.** *.**
Tesco, 5.5457% 19feb2029, GBP   GBP 02/19/2029 06/22/2018 ***.**** *.** 06/22/2018 ***.**** *.**
Tesco, 5.661% 13oct2041, GBP (ABS)   GBP 10/13/2041 06/22/2018 ***.** *.** 06/22/2018 ***.** *.**
Tesco, 5.744% 13apr2040, GBP (ABS)   GBP 04/13/2040 06/22/2018 ***.** *.** 06/22/2018 ***.** *.**
Tesco, 5.8006% 13oct2040, GBP (ABS)   GBP 10/13/2040 06/22/2018 ***.** *.** 06/22/2018 ***.** *.**
Tesco, 6% 14dec2029, GBP   GBP 12/14/2029 06/22/2018 ***.* *.** 06/22/2018 ***.** *.**
Tesco, 6.125% 24feb2022, GBP   GBP 02/24/2022 06/22/2018 ***.** *.** 06/22/2018 ***.** *.**
Tesco, 6.15% 15nov2037, USD   USD 11/15/2037 06/22/2018 ***.** *.** 06/22/2018 *** *.**
Thames Water, 3.5% 25feb2028, GBP   GBP 02/25/2028 06/22/2018 ***.** *.** 06/22/2018 ***.* *.*
Thames Water, 4% 19jun2025, GBP   GBP 06/19/2025 06/22/2018 ***.** *.** 06/22/2018 ***.** *.**
Thames Water, 4.375% 3jul2034, GBP   GBP 07/03/2034 06/22/2018 ***.** *.* 06/22/2018 ***.** *.**
Thames Water, 4.625% 4jun2046, GBP (ABS)   GBP 06/04/2046 06/22/2018 ***.** *.** 06/22/2018 ***.** *.**
Thames Water, 5.125% 28sep2037, GBP   GBP 09/28/2037 06/22/2018 ***.** *.** 06/22/2018 ***.** *.**
Thames Water, 5.5% 11feb2041, GBP   GBP 02/11/2041 06/22/2018 ***.** *.** 06/22/2018 ***.** *.*
Thames Water, 5.75% 13sep2030, GBP   GBP 09/13/2030 06/22/2018 ***.** * 06/22/2018 ***.** *
Thames Water, 5.875% 15jul2022, GBP (ABS)   GBP 07/15/2022 06/22/2018 ***.** *.** 06/22/2018 ***.* *
Thames Water, 6.5% 9feb2032, GBP   GBP 02/09/2032 06/22/2018 ***.* *.* 06/22/2018 ***.** *.**
Thames Water, 6.75% 16nov2028, GBP   GBP 11/16/2028 06/22/2018 ***.** *.* 06/22/2018 ***.** *.*
Thames Water, 7.75% 1apr2019, GBP (ABS)   GBP 04/01/2019 06/22/2018 ***.** *.* 06/22/2018 ***.** *.**
Thames Water Utilities, 1.875% 24jan2024, GBP   GBP 01/24/2024 06/22/2018 **.** *.** 06/22/2018 **.** *.**
Thames Water Utilities, 2.375% 3may2023, GBP   GBP 05/03/2023 06/22/2018 **.** *.** 06/22/2018 **.** *.**
Thames Water Utilities, 2.625% 24jan2032, GBP   GBP 01/24/2032 06/22/2018 **.** *.** 06/22/2018 **.** *.**
Thames Water Utilities, 2.875% 3may2027, GBP   GBP 05/03/2027 06/22/2018 **.** *.** 06/22/2018 **.** *.**
The Great Rolling Stock Company, 6.875% 27jul2035, GBP   GBP 07/27/2035 06/22/2018 ***.*** *.** 06/22/2018 ***.*** *.**
THFC, 5.125% 21dec2037, GBP (ABS)   GBP 12/21/2035 06/22/2018 ***.** *.** 06/22/2018 ***.**** *.**
THFC, 6.35% 8jul2041, GBP (ABS)   GBP 07/08/2039 06/22/2018 ***.**** *.** 06/22/2018 ***.**** *.*
Thomas Cook Group, 3.875% 15jul2023, EUR   EUR 07/15/2023 06/22/2018 ***.* *.* 06/22/2018 ***.** *.**
Thomas Cook Group, 6.25% 15jun2022, EUR   EUR 06/15/2022 06/22/2018 ***.*** *.** 06/22/2018 ***.** *.**
Thomson Reuters, 3.85% 29sep2024, USD   USD 09/29/2024 06/22/2018 **.*** *.** 06/22/2018 **.** *.**
Thomson Reuters, 3.95% 30sep2021, USD   USD 09/30/2021 06/22/2018 ***.** *.** 06/22/2018 ***.** *.**
Thomson Reuters, 4.3% 23nov2023, USD   USD 11/23/2023 06/22/2018 ***.** *.** 06/22/2018 ***.** *.**
Thomson Reuters, 4.5% 23may2043, USD   USD 05/23/2043 06/22/2018 **.* *.** 06/22/2018 **.** *.**
Thomson Reuters, 4.7% 15oct2019, USD   USD 10/15/2019 06/22/2018 ***.** *.** 06/22/2018 ***.** *.**
Thomson Reuters, 5.65% 23nov2043, USD   USD 11/23/2043 06/22/2018 ***.** *.** 06/22/2018 ***.** *.**
Together Housing Finance, 4.5% 17dec2042, GBP (ABS)   GBP 12/17/2042 06/22/2018 ***.**** *.** 06/22/2018 ***.*** *.**
TP ICAP plc, 5.25% 11jun2019, GBP   GBP 06/11/2019 06/22/2018 ***.** *.** 06/22/2018 ***.* *.*
Trafford Centre, 4.75% 28apr2024, GBP   GBP 04/28/2024 06/22/2018 ***.*** *.** 06/22/2018 ***.*** *.**
Trafford Centre, 6.5% 28jul2033, GBP   GBP 07/28/2033 06/22/2018 ***.** *.** 06/22/2018 ***.** *.**
Trafford Centre, 7.03% 28jan2029, GBP   GBP 01/28/2029 06/22/2018 ***.**** *.** 06/22/2018 ***.**** *.**
Trafford Centre, 8.28% 28oct2022, GBP   GBP 10/28/2022 06/22/2018 ***.**** *.** 06/22/2018 ***.**** *.**
Trafford Centre, FRN 28apr2035, GBP   GBP 04/28/2035 06/22/2018 **.*** * 06/22/2018 **.**** *
Transport for London, 2.125% 24apr2025, GBP   GBP 04/24/2025 06/22/2018 ***.** *.** 06/22/2018 ***.** *.**
Transport for London, 2.25% 9aug2022, GBP   GBP 08/09/2022 06/22/2018 ***.** *.** 06/22/2018 ***.** *.**
Transport for London, 2.474% 30apr2030, GBP   GBP 04/30/2030 06/22/2018 ***.**** *.** 06/22/2018 ***.**** *.**
Transport for London, 3.625% 15may2045, GBP   GBP 05/15/2045 06/22/2018 ***.* *.** 06/22/2018 ***.** *.**
Transport for London, 3.875% 23jul2042, GBP   GBP 07/23/2042 06/22/2018 ***.** *.** 06/22/2018 ***.** *.**
Transport for London, 4% 12sep2033, GBP   GBP 09/12/2033 06/22/2018 ***.** *.** 06/22/2018 ***.** *.**
Transport for London, 4% 7apr2064, GBP   GBP 04/07/2064 06/22/2018 ***.**** *.* 06/22/2018 ***.**** *.**
Travelex, 8% 15may2022, EUR   EUR 05/15/2022 06/22/2018 **.** *.** 06/22/2018 **.** *.**
Travelodge Hotels, 8.5% 15may2023, GBP   GBP 05/15/2023 06/22/2018 ***.** *.** 06/22/2018 ***.** *.**
Travis Perkins, 4.375% 15sep2021, GBP   GBP 09/15/2021 06/22/2018 ***.**** *.** 06/22/2018 ***.**** *.**
Travis Perkins, 4.5% 7sep2023, GBP   GBP 09/07/2023 06/22/2018 ***.** *.** 06/22/2018 ***.* *.**
Trinity Acquisition, 2.125% 26may2022, EUR   EUR 05/26/2022 06/22/2018 ***.** *.** 06/22/2018 ***.** *.**
Trinity Acquisition, 3.5% 15sep2021, USD   USD 09/15/2021 06/22/2018 **.*** *.** 06/22/2018 **.*** *.**
Trinity Acquisition, 4.4% 15mar2026, USD   USD 03/15/2026 06/22/2018 **.*** *.** 06/22/2018 **.*** *.**
Trinity Acquisition, 6.125% 15aug2043, USD   USD 08/15/2043 06/22/2018 ***.** *.** 06/22/2018 ***.** *.**
TSB Banking Group, FRN 7dec2022, GBP   GBP 12/07/2022 06/22/2018 **.** * 06/22/2018 **.** *
TSL Education, 6.75% 15jul2020, GBP   GBP 07/15/2020 06/22/2018 **.**** **.** 06/22/2018 **.**** **.*
TSL Education, FRN 15jul2020, GBP   GBP 07/15/2020 06/22/2018 **.*** * 06/22/2018 **.*** *
Tullow Oil, 6.25% 15apr2022, USD   USD 04/15/2022 06/22/2018 ** *.** 06/22/2018 **.* *.**
Turnstone Midco 2 Limited, 6.25% 15aug2022, GBP   GBP 08/15/2022 06/22/2018 **.**** *.** 06/22/2018 **.**** *.**
Turnstone Midco 2 Limited, FRN 15aug2022, GBP   GBP 08/15/2022 06/22/2018 **.**** * 06/22/2018 **.**** *
Twinkle Pizza, 6.625% 1aug2021, GBP   GBP 08/01/2021 06/22/2018 **.** *.** 06/22/2018 **.** *.**
Twinkle Pizza, 8.625% 1aug2022, GBP   GBP 08/01/2022 06/22/2018 **.* **.** 06/22/2018 **.*** **.**
UBM, 5.75% 3nov2020, USD   USD 11/03/2020 06/22/2018 ***.**** *.** 06/22/2018 ***.**** *.*
UBS AG, London Branch, 0% 12may2045, USD (10958D)   USD 05/12/2045 06/22/2018 ***.*** *.* 06/22/2018 ***.*** *.*
UBS AG, London Branch, 0.125% 5nov2021, EUR   EUR 11/05/2021 06/22/2018 **.** *.** 06/22/2018 **.** *.**
UBS AG, London Branch, 0.25% 10jan2022, EUR   EUR 01/10/2022 06/22/2018 **.* *.** 06/22/2018 **.** *.**
UBS AG, London Branch, 0.625% 23jan2023, EUR   EUR 01/23/2023 06/22/2018 ***.** *.** 06/22/2018 ***.** *.*
UBS AG, London Branch, 1.125% 30jun2020, EUR   EUR 06/30/2020 06/22/2018 ***.** -*.** 06/22/2018 ***.** -*.**
UBS AG, London Branch, 1.25% 10dec2020, GBP   GBP 12/10/2020 06/22/2018 **.* *.** 06/22/2018 **.** *.**
UBS AG, London Branch, 1.25% 3sep2021, EUR   EUR 09/03/2021 06/22/2018 ***.** *.** 06/22/2018 ***.** *.**
UBS AG, London Branch, 2.2% 8jun2020, USD   USD 06/08/2020 06/22/2018 **.** *.** 06/22/2018 **.** *.**
UBS AG, London Branch, 3.875% 2dec2019, EUR (ABS)   EUR 12/02/2019 06/22/2018 *** -*.** 06/22/2018 ***.** -*.**
UBS AG, London Branch, 4% 8apr2022, EUR (ABS)   EUR 04/08/2022 06/22/2018 ***.** *.** 06/22/2018 ***.*** *.**
UBS AG, London Branch, FRN 10jan2020, EUR   EUR 01/10/2020 06/22/2018 ***.** * 06/22/2018 ***.** *
UBS AG, London Branch, FRN 14aug2019, USD   USD 08/14/2019 06/22/2018 ***.** * 06/22/2018 ***.** *
UBS AG, London Branch, FRN 23apr2021, EUR   EUR 04/23/2021 06/22/2018 ***.** * 06/22/2018 ***.** *
UBS AG, London Branch, FRN 5sep2019, EUR   EUR 09/05/2019 06/22/2018 ***.** * 06/22/2018 ***.** *
UBS AG, London Branch, FRN 8jun2020, USD   USD 06/08/2020 06/22/2018 ***.** * 06/22/2018 ***.** *
UK Department of Transport, 1.9618% 1dec2025, GBP   GBP 12/01/2025 06/22/2018 ***.**** * 06/22/2018 ***.*** *
UK Department of Transport, 4.5% 7dec2028, GBP (ABS)   GBP 12/07/2028 06/22/2018 ***.** *.** 06/22/2018 ***.** *.**
UK Department of Transport, 4.5% 7dec2038, GBP   GBP 12/07/2038 06/22/2018 ***.** *.** 06/22/2018 ***.* *.**
UK Department of Transport, 5.1% 7mar2051, GBP (ABS)   GBP 03/07/2051 06/22/2018 ***.** *.** 06/22/2018 ***.** *.**
UK Department of Transport, 5.234% 2may2035, GBP (ABS)   GBP 05/02/2035 06/22/2018 ***.** *.** 06/22/2018 ***.** *.**
Unifund, 5.32% 7dec2047, GBP (ABS)   GBP 12/07/2047 06/22/2018 ***.*** *.* 06/22/2018 ***.*** *.*
Unilever, 1.375% 15sep2024, GBP   GBP 09/15/2024 06/22/2018 **.** *.** 06/22/2018 **.** *.**
Unilever, 1.8% 5may2020, USD   USD 05/05/2020 06/22/2018 **.** *.** 06/22/2018 **.*** *.**
Unilever, 1.875% 15sep2029, GBP   GBP 09/15/2029 06/22/2018 **.** *.* 06/22/2018 **.** *.**
Unilever, 2% 19dec2018, GBP   GBP 12/19/2018 06/22/2018 ***.** *.** 06/22/2018 ***.** *.**
Unilever, 2.2% 5may2022, USD   USD 05/05/2022 06/22/2018 **.** *.** 06/22/2018 **.** *.**
Unilever, 2.6% 5may2024, USD   USD 05/05/2024 06/22/2018 **.** *.** 06/22/2018 **.** *.**
Unilever, 2.9% 5may2027, USD   USD 05/05/2027 06/22/2018 **.*** *.* 06/22/2018 **.*** *.**
Unique Pub Finance, 6.542% 30mar2021, GBP   GBP 03/30/2021 06/22/2018 ***.*** *.**