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United Kingdom: bonds

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

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

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

Outstanding bond issues

Сurrency Outstanding bond issues Cumulative volume
sovereign
GBP 99 1 505 905 343 087
municipal
GBP 4 1 084 971 000
corporate
USD 1626 613 876 690 634
GBP 1371 412 473 154 170
EUR 850 612 326 811 490
RUB 255 117 382 615 500
CHF 44 8 666 000 000
HKD 38 16 219 000 000
ZAR 32 53 048 600 000
AUD 32 6 273 000 000
IDR 29 13 137 300 000 000
JPY 29 537 288 000 000
NOK 29 26 011 500 000
BRL 24 3 168 128 000
INR 22 46 206 000 000
CNY 17 6 579 000 000
TRY 14 4 045 700 000
SEK 11 11 620 600 000
MXN 9 9 429 650 000
CAD 9 4 045 000 000
KZT 7 97 450 000 000
RON 5 561 750 000
NZD 5 362 000 000
SGD 4 2 450 000 000
ITL 4 2 525 000 000 000
AMD 4 15 208 900 000
ARS 3 1 070 000 000
GEL 3 252 000 000
KRW 3 100 000 000 000
FRF 2 1 316 000 000
DKK 2 5 330 000 000
ZMW 1 50 000 000
UYU 1 181 000 000
COP 1 15 000 000 000
RSD 1 2 500 000 000
HUF 1 1 250 000 000

Sovereign rating

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

Latest bond issues

issue ISIN coupon volume end of placement maturity date
EC Finance, 2.375% 15nov2022, EUR - International bonds XS1703900594 2.375% 350 000 000  EUR 10/18/2017 11/15/2022
Affordable Housing Finance, 2.893% 11aug2043, GBP - International bonds XS1273543162 2.893% 1 337 200 000  GBP 10/17/2017 08/11/2043
Coventry Building Society, 1.875% 24oct2023, GBP - International bonds XS1705893789 1.875% 450 000 000  GBP 10/17/2017 10/24/2023
Prudential, 4.875% perp., USD - International bonds XS1700429480 4.875% 750 000 000  USD 10/17/2017
WM Treasury, 3.25% 20oct2048, GBP - International bonds XS1703979242 3.25% 280 000 000  GBP 10/13/2017 10/20/2048
United Kingdom, Bills 16japr2018 6m - Domestic bonds GB00BDXDC887 0% 2 000 000 000  GBP 10/13/2017 04/16/2018
Canara Bank (London branch), 3.25% 10aug2022, USD - International bonds XS1628031582 3.25% 600 000 000  USD 10/11/2017 08/10/2022
Standard Life Aberdeen, 4.25% 30jun2048, USD - International bonds XS1698906259 4.25% 750 000 000  USD 10/11/2017 06/30/2048
Barclays, 0% 25oct2047, USD (10957D) - International bonds XS1641323404 0% 60 000 000  USD 10/11/2017 10/25/2047
Nationwide Building Society, 4.125% 18oct2032, USD - International bonds US63859XAE76 4.125% 1 250 000 000  USD 10/11/2017 10/18/2032

World Bond Market Indicators

Daily indices

Type: 10/20/2017 10/19/2017 10/18/2017 10/17/2017 10/16/2017 10/13/2017 10/12/2017
Treasuries
Gilt 10Y YTM 1.33 1.28 1.32 1.28 1.34 1.37 1.38
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Monthly indices

Type Jun 2017 May 2017 Apr 2017 Mar 2017 Feb 2017 Jan 2017 Dec 2016
EU Long-term interest rates
United Kingdom, % 0.98 1.03 1.00 1.13 1.24 1.38 1.25
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World Bond market statistics

Monthly indices

Type Sep 2017 Aug 2017 Jul 2017 Jun 2017 May 2017 Apr 2017 Mar 2017
Domestic govt Bonds markets (Western Europe)
United Kingdom govt Bonds outst., EUR bln (without Bills) 1 702.47 1 643.98 1 681.55 1 705.93 1 707.90 1 768.16 1 750.29
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Quarterly indices

Type I 2017 IV 2016 III 2016 II 2016 I 2016 IV 2015 III 2015
BIS volume of international-bond market of developed countries
British international bonds, USD bln 908.600 868.300 974.600 988.800 3.082 3.050 3.140
BIS net issues of international-bond market of developed countries
International-bond net issue of the United Kingdom, USD bln 10.500 12.900 23.700 3.400 23.200 -33.400 -18.200

New issues of Developed markets International Bonds

Monthly indices

Type Sep 2017 Aug 2017 Jul 2017 Jun 2017 May 2017 Apr 2017 Mar 2017
Developed Market International Bonds (excl. USA)
New issues of international bonds (UK), USD bln 21.426 30.509 13.942 33.921 24.279 9.248 22.742
Number of new international bond issues (UK) 85 64 75 91 77 60 121
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Developed Markets International Bonds

Monthly indices

Type Sep 2017 Aug 2017 Jul 2017 Jun 2017 May 2017 Apr 2017 Mar 2017
International bonds Developed Markets
United Kingdom sovereign international bonds, USD bln 0.720 0.713 0.708 0.702 0.698 0.693 0.685
United Kingdom municipal international bonds, USD bln 1.170 1.124 1.141 1.131 1.119 1.122 0.837
United Kingdom corporate international bonds, USD bln 1 549.925 1 540.364 1 526.659 1 502.183 1 493.195 1 487.339 1 506.293
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Money market

Daily indices

Type: 10/20/2017 10/19/2017 10/18/2017 10/17/2017 10/16/2017 10/12/2017 10/11/2017
IRS GBP (Annual Fixed vs 6M Libor) 
IRS GBP 1Y vs 6M Libor mid * * * * * * *
IRS GBP 2Y vs 6M Libor mid * * * * * * *
IRS GBP 3Y vs 6M Libor mid * * * * * * *
IRS GBP 4Y vs 6M Libor mid * * * * * * *
IRS GBP 5Y vs 6M Libor mid * * * * * * *
IRS GBP 6Y vs 6M Libor mid * * * * * * *
IRS GBP 7Y vs 6M Libor mid * * * * * * *
IRS GBP 8Y vs 6M Libor mid * * * * * * *
IRS GBP 9Y vs 6M Libor mid * * * * * * *
IRS GBP 10Y vs 6M Libor mid * * * * * * *
IRS GBP 30Y vs 6M Libor mid * * * * * * *
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Risk Management Institute

Daily indices

Type: 10/19/2017 10/18/2017 10/17/2017 10/16/2017 10/13/2017 10/12/2017 10/11/2017
RMI CVI - Europe
UK CVI value weighted  9.49 9.32 9.33 9.36 9.30 9.34 9.38
UK CVI tail  123.02 122.16 120.48 119.34 119.24 122.97 123.42
UK CVI equally weighted  29.31 29.05 29.11 29.17 29.24 29.76 30.08
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Macroeconomic Indicators (World economy)

Monthly indices

Type Sep 2017 Aug 2017 Jul 2017 Jun 2017 May 2017 Apr 2017 Mar 2017
Inflation Rate (World), % to the same period of the previous year
Inflation Rate (United Kingdom) 3.00 2.90 2.60 2.60 2.90 2.70 2.30
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Yearly indices

Type 2016 2015 2014
Government Debt to GDP (World), %
Government Debt to GDP(United Kingdom) 89.30 89.20 88.20

Stock market (World)

Daily indices

Type: 10/20/2017 10/19/2017 10/18/2017 10/17/2017 10/16/2017 10/13/2017 10/12/2017
Stock market (Developed countries)
FTSE 100  7 523 7 523 7 543 7 516 7 527 7 535 7 556
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Bonds prices

issue volume maturity date bid prices ask prices
date bid price yield date ask price yield
United Kingdom, 2.036% 22jul2019, GBP   GBP 07/22/2019 10/20/2017 ***.**** *.** 10/20/2017 ***.**** *.**
United Kingdom, 2.7% 21oct2017, CNY   CNY 10/21/2017 10/20/2017 *** *.* 10/20/2017 *** *.*
Manchester, 4.25% 4jul2053, GBP   GBP 07/04/2053 10/20/2017 ***.*** *.** 10/20/2017 ***.**** *.**
1st Credit (Holdings) Ltd, 11.00% 10jun2020, GBP   GBP 06/10/2020 10/20/2017 ***.** **.** 10/20/2017 *
3i Group, 5.75% 3dec2032, GBP   GBP 12/03/2032 10/20/2017 ***.** *.** 10/20/2017 ***.** *.**
3i Group, 6.875% 9mar2023, GBP   GBP 03/09/2023 10/20/2017 ***.** *.** 10/20/2017 ***.** *.*
A2Dominion, 4.5% 30sep2026, GBP   GBP 09/30/2026 10/20/2017 ***.* *.** 10/20/2017 ***.** *.**
A2Dominion, 4.75% 18oct2022, GBP   GBP 10/18/2022 10/20/2017 ***.** *.* 10/20/2017 ***.** *.**
AA Plc, 4.2487% 31jul2020, GBP   GBP 07/31/2020 10/20/2017 ***.** *.** 10/20/2017 ***.** *.**
AA Plc, 5.5% 31jul2022, GBP (ABS)   GBP 07/31/2022 10/20/2017 ***.** *.** 10/20/2017 ***.** *.**
Abbey National Treasury Services, 0.25% 21apr2022, EUR (ABS)   EUR 04/21/2022 10/20/2017 ***.** *.* 10/20/2017 ***.*** *.**
Abbey National Treasury Services, 0.25% 9aug2021, EUR   EUR 08/09/2021 10/20/2017 ***.** * 10/20/2017 ***.*** -*.**
Abbey National Treasury Services, 0.875% 13jan2020, EUR   EUR 01/13/2020 10/20/2017 ***.* *.** 10/20/2017 ***.** -*.**
Abbey National Treasury Services, 0.875% 25nov2020, EUR   EUR 11/25/2020 10/20/2017 ***.** *.** 10/20/2017 ***.** *.**
Abbey National Treasury Services, 1.125% 10mar2025, EUR   EUR 03/10/2025 10/20/2017 ***.** *.** 10/20/2017 ***.** *.**
Abbey National Treasury Services, 1.125% 14jan2022, EUR   EUR 01/14/2022 10/20/2017 ***.** *.** 10/20/2017 ***.** *.**
Abbey National Treasury Services, 1.25% 18sep2024, EUR   EUR 09/18/2024 10/20/2017 ***.** *.** 10/20/2017 ***.*** *.**
Abbey National Treasury Services, 1.625% 26nov2020, EUR   EUR 11/26/2020 10/20/2017 ***.** -*.** 10/20/2017 ***.*** -*.**
Abbey National Treasury Services, 1.75% 15jan2018, EUR   EUR 01/15/2018 10/20/2017 ***.** -*.** 10/20/2017 ***.** -*.*
Abbey National Treasury Services, 1.875% 17feb2020, GBP   GBP 02/17/2020 10/20/2017 ***.**** *.* 10/20/2017 ***.**** *.**
Abbey National Treasury Services, 2% 14jan2019, EUR   EUR 01/14/2019 10/20/2017 ***.** -*.** 10/20/2017 ***.** -*.**
Abbey National Treasury Services, 2.625% 16jul2020, EUR   EUR 07/16/2020 10/20/2017 ***.** *.** 10/20/2017 ***.** *.**
Abbey National Treasury Services, 4.25% 12apr2021, EUR (ABS)   EUR 04/12/2021 10/20/2017 ***.** -*.** 10/20/2017 ***.** -*.**
Abbey National Treasury Services, 5.25% 16feb2029, GBP (ABS)   GBP 02/16/2029 10/20/2017 ***.** *.** 10/20/2017 ***.* *.**
Abbey National Treasury Services, 5.75% 2mar2026, GBP (ABS)   GBP 03/02/2026 10/20/2017 ***.** *.** 10/20/2017 ***.** *.**
Abbey National Treasury Services, 8.963% perp., USD   USD 10/20/2017 ***.** * 10/20/2017 ***.** *
Abbey National Treasury Services, FRN 12feb2018, EUR   EUR 02/12/2018 10/20/2017 ***.** * 10/20/2017 ***.** *
Abbey National Treasury Services, FRN 1mar2019, EUR   EUR 03/01/2019 10/20/2017 ***.** * 10/20/2017 ***.** *
Abbey National Treasury Services, FRN 22may2019, EUR   EUR 05/22/2019 10/20/2017 ***.* * 10/20/2017 ***.** *
Abbey National Treasury Services, FRN 24oct2017, EUR   EUR 10/24/2017 10/20/2017 *** * 10/20/2017 *** *
Aberdeen Asset Management, 7% perp., USD   USD 10/20/2017 ***.** * 10/20/2017 ***.** *
Admiral Group, 5.5% 25jul2024, GBP   GBP 07/25/2024 10/20/2017 ***.** *.* 10/20/2017 ***.** *.**
Affinity Water, 4.5% 31mar2036, GBP   GBP 03/31/2036 10/20/2017 ***.**** *.** 10/20/2017 ***.**** *.**
Affinity Water, 5.875% 13jul2026, GBP   GBP 07/13/2026 10/20/2017 ***.* *.** 10/20/2017 ***.** *.**
Affordable Housing Finance, 3.8% 20may2042, GBP   GBP 05/20/2042 10/20/2017 ***.** *.** 10/20/2017 ***.** *.**
Algeco Scotsman Global, 9% 15oct2018, EUR   EUR 10/15/2018 10/20/2017 **.** **.** 10/20/2017 **.** **.**
Alpha Plus Holdings, 5% 31mar2024, GBP   GBP 03/31/2024 10/20/2017 ***.* *.** 10/20/2017 ***.* *.**
Alpha Plus Holdings, 5.75% 18dec2019, GBP (ABS)   GBP 12/18/2019 10/20/2017 ***.* *.** 10/20/2017 ***.* *.**
AmicusHorizon Limited, 5.25% 13mar2043, GBP (ABS)   GBP 03/13/2043 10/20/2017 ***.**** *.* 10/20/2017 ***.**** *.**
AnaCap Financial Europe, FRN 1aug2024, EUR   EUR 08/01/2024 10/20/2017 ***.** * 10/20/2017 ***.* *
Angel Trains, 6.25% 27jul2020, GBP   GBP 07/27/2020 10/20/2017 ***.** *.* 10/20/2017 ***.** *.*
Angel Trains, 6.5% 5apr2031, GBP   GBP 04/05/2031 10/20/2017 ***.** *.** 10/20/2017 ***.** *.**
Anglian Water, 2.262% 1aug2045, GBP   GBP 08/01/2045 10/20/2017 ***.*** -*.** 10/20/2017 ***.*** -*.**
Anglian Water, 3.07% 30jul2032, GBP   GBP 07/30/2032 10/20/2017 ***.** * 10/20/2017 ***.** *
Anglian Water, 4.5% 5oct2027, GBP   GBP 10/05/2027 10/20/2017 ***.* *.* 10/20/2017 ***.** *.**
Anglian Water, 5% 30apr2023, GBP (ABS)   GBP 04/30/2023 10/20/2017 ***.** *.* 10/20/2017 ***.** *.**
Anglian Water, 5.837% 30jul2022, GBP   GBP 07/30/2022 10/20/2017 ***.** *.** 10/20/2017 ***.** *.**
Anglian Water, 6.293% 30jul2030, GBP   GBP 07/30/2030 10/20/2017 ***.** *.** 10/20/2017 ***.** *.**
Anglian Water, 6.375% 15jan2029, GBP   GBP 01/15/2029 10/20/2017 ***.** *.** 10/20/2017 ***.** *.**
Anglian Water, 6.875% 16jan2034, GBP   GBP 01/16/2034 10/20/2017 ***.**** *.** 10/20/2017 ***.**** *.**
Anglian Water, 6.875% 21aug2023, GBP   GBP 08/21/2023 10/20/2017 ***.** *.** 10/20/2017 ***.** *.**
Anglian Water, 7% 31jan2018, GBP   GBP 01/31/2018 10/20/2017 ***.** *.** 10/20/2017 ***.** *.**
Anglian Water, FRN 28jul2020, GBP   GBP 07/28/2020 10/20/2017 ***.**** * 10/20/2017 ***.**** *
Anglo American Capital Plc, 4.45% 27sep2020, USD   USD 09/27/2020 10/20/2017 ***.* *.** 10/20/2017 ***.*** *.**
Annes Gate Property, 5.661% 30jun2031, GBP (ABS)   GBP 06/30/2031 10/20/2017 ***.**** *.** 10/20/2017 ***.**** *.**
Annington, 1.65% 12jul2024, EUR   EUR 07/12/2024 10/20/2017 ***.* *.** 10/20/2017 ***.** *.**
Annington, 2.646% 12jul2025, GBP   GBP 07/12/2025 10/20/2017 ***.** *.** 10/20/2017 ***.** *.**
Annington, 3.184% 12jul2029, GBP   GBP 07/12/2029 10/20/2017 ***.** *.** 10/20/2017 ***.** *.**
Annington, 3.685% 12jul2034, GBP   GBP 07/12/2034 10/20/2017 ***.** *.* 10/20/2017 ***.** *.**
Annington, 3.935% 12jul2047, GBP   GBP 07/12/2047 10/20/2017 ***.* *.** 10/20/2017 ***.** *.**
ANZ New Zealand (Int’l), London Branch, 0.25% 22sep2025, CHF   CHF 09/22/2025 10/20/2017 **.** *.** 10/20/2017 **.** *.**
ANZ New Zealand (Int’l), London Branch, 0.25% 25oct2023, CHF   CHF 10/25/2023 10/20/2017 ***.** *.** 10/20/2017 ***.* *.**
ANZ New Zealand (Int’l), London Branch, 0.4% 1mar2022, EUR   EUR 03/01/2022 10/20/2017 ***.** *.** 10/20/2017 ***.** *.**
ANZ New Zealand (Int’l), London Branch, 1.5% 2oct2018, EUR (ABS)   EUR 10/02/2018 10/20/2017 ***.** -*.** 10/20/2017 ***.** -*.**
ANZ New Zealand (Int’l), London Branch, 2.2% 17jul2020, USD   USD 07/17/2020 10/20/2017 **.** *.** 10/20/2017 ***.** *.**
ANZ New Zealand (Int’l), London Branch, 2.25% 1feb2019, USD   USD 02/01/2019 10/20/2017 ***.** *.** 10/20/2017 ***.** *.**
ANZ New Zealand (Int’l), London Branch, 2.75% 3feb2021, USD   USD 02/03/2021 10/20/2017 ***.** *.** 10/20/2017 ***.** *.**
ANZ New Zealand (Int’l), London Branch, 3.45% 17jul2027, USD   USD 07/17/2027 10/20/2017 ***.** *.** 10/20/2017 ***.** *.**
Arkle Master Issuer, FRN 17may2060, GBP   GBP 05/17/2060 10/20/2017 ***.**** * 10/20/2017 ***.**** *
Arqiva, 4.04% 30jun2035, GBP   GBP 06/30/2020 10/20/2017 ***.**** *.** 10/20/2017 ***.**** *.**
Arqiva, 4.882% 31dec2032, GBP   GBP 12/31/2032 10/20/2017 ***.** *.** 10/20/2017 ***.** *.*
Arqiva, 5.34% 30jun2030, GBP   GBP 06/30/2030 10/20/2017 ***.**** *.** 10/20/2017 ***.**** *.**
Arqiva, 9.5% 31mar2020, GBP (ABS)   GBP 03/31/2020 10/20/2017 ***.** *.** 10/20/2017 ***.** *.**
Arrow Global, 5.125% 15sep2024, GBP   GBP 09/15/2024 10/20/2017 ***.* *.* 10/20/2017 ***.** *.**
Arrow Global, FRN 1apr2025, EUR   EUR 04/01/2025 10/20/2017 ***.** * 10/20/2017 ***.** *
Arrow Global, FRN 1may2023, EUR   EUR 05/01/2023 10/20/2017 ***.*** * 10/20/2017 ***.** *
Arsenal Football Club, 5.1418% 1sep2029, GBP (ABS)   GBP 09/01/2029 10/20/2017 ***.**** *.** 10/20/2017 ***.**** *.**
Artesian Finance II, 6% 30sep2033, GBP (ABS)   GBP 09/30/2033 10/20/2017 ***.**** *.** 10/20/2017 ***.**** *.**
Artesian Finance III, FRN 30sep2045, GBP   GBP 09/30/2045 10/20/2017 ***.** * 10/20/2017 ***.** *
ASB Finance, 0.25% 14apr2021, EUR   EUR 04/14/2021 10/20/2017 ***.*** *.** 10/20/2017 ***.*** -*.**
ASB Finance, 1.5% 1nov2018, EUR   EUR 11/01/2018 10/20/2017 ***.** -*.* 10/20/2017 ***.** -*.**
Aspire Defence Finance, 4.674% 31mar2040, GBP (ABS)   GBP 03/31/2040 10/20/2017 ***.* *.** 10/20/2017 ***.** *.**
Aspire Defence Finance, 4.674% 31mar2040, GBP (ABS)   GBP 03/31/2040 10/20/2017 ***.* *.** 10/20/2017 ***.** *.**
Associated British Ports (ABP), 6.25% 2026, GBP   GBP 12/14/2026 10/20/2017 ***.**** *.** 10/20/2017 ***.**** *.**
Aster Treasury, 4.5% 18dec2043, GBP   GBP 12/18/2043 10/20/2017 ***.** *.** 10/20/2017 ***.* *.*
Aston Martin, 5.75% 15apr2022, GBP   GBP 04/15/2022 10/20/2017 ***.*** *.** 10/20/2017 ***.* *.**
Aston Martin, 6.5% 15apr2022, USD   USD 04/15/2022 10/20/2017 ***.** *.** 10/20/2017 ***.** *.*
AstraZeneca, 0.25% 12may2021, EUR   EUR 05/12/2021 10/20/2017 ***.** *.** 10/20/2017 ***.** *.**
AstraZeneca, 0.75% 12may2024, EUR   EUR 05/12/2024 10/20/2017 **.** *.** 10/20/2017 **.** *.*
AstraZeneca, 0.875% 24nov2021, EUR   EUR 11/24/2021 10/20/2017 ***.** *.** 10/20/2017 ***.** *.**
AstraZeneca, 1.25% 12may2028, EUR   EUR 05/12/2028 10/20/2017 ***.** *.** 10/20/2017 ***.** *.**
AstraZeneca, 1.75% 16nov2018, USD   USD 11/16/2018 10/20/2017 **.*** *.** 10/20/2017 ***.* *.**
AstraZeneca, 1.95% 18sep2019, USD   USD 09/18/2019 10/20/2017 **.** *.** 10/20/2017 ***.*** *.**
AstraZeneca, 2.375% 12jun2022, USD   USD 06/12/2022 10/20/2017 **.*** *.** 10/20/2017 **.** *.**
AstraZeneca, 2.375% 16nov2020, USD   USD 11/16/2020 10/20/2017 ***.** *.** 10/20/2017 ***.*** *.**
AstraZeneca, 3.125% 12jun2027, USD   USD 06/12/2027 10/20/2017 **.** *.** 10/20/2017 **.** *.**
AstraZeneca, 3.375% 16nov2025, USD   USD 11/16/2025 10/20/2017 ***.** *.** 10/20/2017 *** *.**
AstraZeneca, 4% 18sep2042, USD   USD 09/18/2042 10/20/2017 ***.*** *.** 10/20/2017 ***.** *.**
AstraZeneca, 4.375% 16nov2045, USD   USD 11/16/2045 10/20/2017 ***.** *.** 10/20/2017 ***.** *.**
AstraZeneca, 5.75% 13nov2031, GBP   GBP 11/13/2031 10/20/2017 ***.** *.** 10/20/2017 ***.** *.**
AstraZeneca, 6.45% 15sep2037, USD   USD 09/15/2037 10/20/2017 ***.** *.** 10/20/2017 ***.** *.*
Auburn Securities, FRN 1dec2041, GBP (ABS)   GBP 12/01/2041 10/20/2017 **.**** * 10/20/2017 **.**** *
Auburn Securities, FRN 1dec2041, GBP (ABS)   GBP 12/01/2041 10/20/2017 **.**** * 10/20/2017 **.**** *
Auburn Securities, FRN 1oct2041, GBP (ABS)   GBP 10/01/2041 10/20/2017 **.**** * 10/20/2017 **.**** *
Auburn Securities 4, FRN 1oct2041, GBP   GBP 10/01/2041 10/20/2017 **.**** * 10/20/2017 ***.**** *
Auburn Securities 4, FRN 1oct2041, GBP   GBP 10/01/2041 10/20/2017 **.**** * 10/20/2017 **.**** *
Auburn Securities 4, FRN 1oct2041, GBP   GBP 10/01/2041 10/20/2017 **.**** * 10/20/2017 **.**** *
Auburn Securities 5, FRN 1dec2041, GBP   GBP 12/01/2041 10/20/2017 **.**** * 10/20/2017 **.**** *
Autolink Concessionaires M6, 8.39% 15jun2022, GBP (ABS)   GBP 06/15/2022 10/20/2017 ***.**** *.** 10/20/2017 ***.**** *.**
Aviva, 0.625% 27oct2023, EUR   EUR 10/27/2023 10/20/2017 **.** *.** 10/20/2017 **.** *.**
Aviva, 3.375% 4dec2045, EUR   EUR 12/04/2045 10/20/2017 ***.** * 10/20/2017 ***.** *
Aviva, 3.875% 3jul2044, EUR   EUR 07/03/2044 10/20/2017 ***.** * 10/20/2017 ***.* *
Aviva, 4.375% 12sep2049, GBP   GBP 09/12/2049 10/20/2017 ***.** * 10/20/2017 ***.* *
Aviva, 5.125% 4jun2050, GBP   GBP 06/04/2050 10/20/2017 ***.** * 10/20/2017 ***.** *
Aviva, 5.902% perp., GBP   GBP 10/20/2017 ***.** * 10/20/2017 ***.** *
Aviva, 6.125% 14nov2036, GBP   GBP 11/14/2036 10/20/2017 ***.** * 10/20/2017 ***.** *
Aviva, 6.125% 5jul2043, EUR   EUR 07/05/2043 10/20/2017 ***.** * 10/20/2017 ***.* *
Aviva, 6.125% perp., GBP   GBP 10/20/2017 ***.** * 10/20/2017 ***.** *
Aviva, 6.875% 20may2058, GBP   GBP 05/20/2058 10/20/2017 ***.** * 10/20/2017 ***.** *
Aviva, 6.875% 22may2038, EUR   EUR 05/22/2038 10/20/2017 ***.** * 10/20/2017 ***.** *
Aviva, 6.875% perp., GBP   GBP 10/20/2017 ***.** * 10/20/2017 ***.** *
Aviva, 8.25% perp., USD   USD 10/20/2017 ***.** * 10/20/2017 ***.** *
B3 Living, 4.823% 29jan2038, GBP (ABS)   GBP 01/29/2038 10/20/2017 ***.**** *.* 10/20/2017 *
Babcock International Group, 1.75% 6oct2022, EUR   EUR 10/06/2022 10/20/2017 ***.** *.** 10/20/2017 ***.*** *.**
Babcock International Group, 1.875% 5oct2026, GBP   GBP 10/05/2026 10/20/2017 **.** *.** 10/20/2017 **.** *.**
BAE Systems, 4.125% 8jun2022, GBP   GBP 06/08/2022 10/20/2017 ***.** *.** 10/20/2017 ***.* *.**
Balfour Beatty, 1.875% 3dec2018, GBP (Conv.)   GBP 12/03/2018 10/20/2017 **.** *.* 10/20/2017 ***.** *.*
Banco Santander, London Branch, 0.375% 18sep2019, EUR   EUR 09/18/2019 10/20/2017 ***.** -*.** 10/20/2017 ***.** -*.**
Banco Santander, London Branch, 10.0625% perp., GBP   GBP 10/20/2017 *** * 10/20/2017 *** *
Banco Santander, London Branch, 10.125% 4jan2023, GBP   GBP 01/04/2023 10/20/2017 ***.*** * 10/20/2017 ***.*** *
Banco Santander, London Branch, 2% 24aug2018, USD   USD 08/24/2018 10/20/2017 ***.*** *.** 10/20/2017 ***.** *.**
Banco Santander, London Branch, 2.35% 10sep2019, USD   USD 09/10/2019 10/20/2017 ***.* *.** 10/20/2017 ***.** *.**
Banco Santander, London Branch, 2.375% 16mar2020, USD   USD 03/16/2020 10/20/2017 ***.** *.** 10/20/2017 ***.** *.**
Banco Santander, London Branch, 2.5% 14mar2019, USD   USD 03/14/2019 10/20/2017 ***.** *.** 10/20/2017 ***.* *.**
Banco Santander, London Branch, 3.05% 23aug2018, USD   USD 08/23/2018 10/20/2017 ***.*** *.* 10/20/2017 ***.** *.**
Banco Santander, London Branch, 3.125% 8jan2021, USD   USD 01/08/2021 10/20/2017 ***.** *.** 10/20/2017 ***.** *.*
Banco Santander, London Branch, 4% 13mar2024, USD   USD 03/13/2024 10/20/2017 ***.** *.** 10/20/2017 ***.** *.**
Banco Santander, London Branch, 4.375% 24jan2018, EUR (ABS)   EUR 01/24/2018 10/20/2017 ***.** -*.** 10/20/2017 ***.** -*.**
Banco Santander, London Branch, 5% 7nov2023, USD   USD 11/07/2023 10/20/2017 ***.** *.** 10/20/2017 ***.** *.**
Banco Santander, London Branch, 5.875% 14aug2031, GBP   GBP 08/14/2031 10/20/2017 ***.**** *.** 10/20/2017 ***.**** *.**
Banco Santander, London Branch, 6.5% 21oct2030, GBP   GBP 10/21/2030 10/20/2017 ***.**** *.** 10/20/2017 ***.**** *.**
Banco Santander, London Branch, 7.125% perp., GBP   GBP 10/20/2017 *** * 10/20/2017 ***.** *
Banco Santander, London Branch, 7.95% 26oct2029, USD   USD 10/26/2029 10/20/2017 ***.* *.** 10/20/2017 ***.** *.**
Banco Santander, London Branch, FRN 24aug2018, USD   USD 08/24/2018 10/20/2017 ***.** * 10/20/2017 ***.** *
Banco Santander, London Branch, FRN 30oct2023, GBP   GBP 10/30/2023 10/20/2017 ***.** * 10/20/2017 ***.** *
Banco Santander, London Branch, FRN 8jul2019, GBP   GBP 07/08/2019 10/20/2017 ***.** * 10/20/2017 ***.** *
Bank of England, 1.25% 14mar2019, USD   USD 03/14/2019 10/20/2017 **.*** *.** 10/20/2017 **.** *.**
Bank of England, 1.25% 16mar2018, USD   USD 03/16/2018 10/20/2017 **.** *.** 10/20/2017 **.** *.*
Bank of England, 1.75% 6mar2020, USD   USD 03/06/2020 10/20/2017 **.** *.** 10/20/2017 **.** *.*
Bank of Scotland, 2.64% 16apr2020, GBP   GBP 04/16/2020 10/20/2017 ***.*** * 10/20/2017 ***.*** *
Bank of Scotland, 3.875% 7feb2020, EUR (ABS)   EUR 02/07/2020 10/20/2017 ***.** -*.** 10/20/2017 ***.** -*.**
Bank of Scotland, 4.5% 13jul2021, EUR (ABS)   EUR 07/13/2021 10/20/2017 ***.** -* 10/20/2017 ***.** -*.**
Bank of Scotland, 4.75% 8jun2022, EUR (ABS)   EUR 06/08/2022 10/20/2017 ***.** *.** 10/20/2017 ***.*** *.**
Bank of Scotland, 4.875% 20dec2024, GBP (ABS)   GBP 12/20/2024 10/20/2017 ***.*** *.** 10/20/2017 ***.**** *.**
Bank of Scotland, 4.875% 4jun2019, EUR (ABS)   EUR 06/04/2019 10/20/2017 ***.** -*.** 10/20/2017 ***.*** -*.**
Bank of Scotland, 6% 7feb2035, EUR   EUR 02/07/2035 10/20/2017 *** * 10/20/2017 ***.** *
Bank of Scotland, 6.375% 16aug2019, GBP   GBP 08/16/2019 10/20/2017 ***.** *.** 10/20/2017 ***.** *.**
Bank of Scotland, FRN 14oct2025, EUR   EUR 10/14/2025 10/20/2017 **.** * 10/20/2017 ***.** *
Bank of Scotland, FRN 16mar2020, EUR   EUR 03/16/2020 10/20/2017 ***.** * 10/20/2017 ***.** *
Bank of Scotland, FRN 8jun2020, EUR (Structured)   EUR 06/08/2020 10/20/2017 **.** * 10/20/2017 ***.** *
Bank of Scotland, FRN 8nov2019, GBP   GBP 11/08/2019 10/20/2017 **.**** * 10/20/2017 **.**** *
Barclays, 0% 10apr2018, GBP (2191D)   GBP 04/10/2018 10/20/2017 ***.** -**.** 10/20/2017 *
Barclays, 0% 12feb2018, GBP (3637D)   GBP 02/12/2018 10/20/2017 **.**** ***.** 10/20/2017 *
Barclays, 0% 19jun2019, GBP (2213D)   GBP 06/19/2019 10/20/2017 *** * 10/20/2017 *
Barclays, 0% 19nov2018, GBP (2260D)   GBP 11/19/2018 10/20/2017 ***.** -**.** 10/20/2017 *
Barclays, 0% 19nov2018, GBP (2260D)   GBP 11/19/2018 10/20/2017 ***.** -**.** 10/20/2017 *
Barclays, 0% 19nov2018, GBP (2260D)   GBP 11/19/2018 10/20/2017 ***.* -**.** 10/20/2017 *
Barclays, 0% 19nov2018, GBP (2260D)   GBP 11/19/2018 10/20/2017 ***.** -**.** 10/20/2017 *
Barclays, 0% 19nov2018, GBP (2260D)   GBP 11/19/2018 10/20/2017 ***.** -**.** 10/20/2017 *
Barclays, 0% 19nov2018, GBP (2260D)   GBP 11/19/2018 10/20/2017 ***.** -** 10/20/2017 *
Barclays, 0% 20dec2019, USD (1078D)   USD 12/20/2019 10/20/2017 **.** * 10/20/2017 *
Barclays, 0% 22dec2017, USD (723D)   USD 12/22/2017 10/20/2017 **.** * 10/20/2017 *
Barclays, 0% 22jun2018, GBP (2264D)   GBP 06/22/2018 10/20/2017 ***.** -**.** 10/20/2017 *
Barclays, 0% 22nov2017, USD (412D)   USD 11/22/2017 10/20/2017 **.*** * 10/20/2017 *
Barclays, 0% 23apr2019, GBP (2241D)   GBP 04/23/2019 10/20/2017 **.** *.** 10/20/2017 *
Barclays, 0% 23apr2019, GBP (2241D)   GBP 04/23/2019 10/20/2017 ***.** -*.** 10/20/2017 *
Barclays, 0% 23dec2022, USD (2177D)   USD 12/23/2022 10/20/2017 **.*** * 10/20/2017 *
Barclays, 0% 24may2019, GBP (2184D)   GBP 05/24/2019 10/20/2017 ***.** -* 10/20/2017 *
Barclays, 0% 25may2018, USD (414D)   USD 05/25/2018 10/20/2017 **.** * 10/20/2017 *
Barclays, 0% 26jan2018, USD (422D)   USD 01/26/2018 10/20/2017 **.** * 10/20/2017 *
Barclays, 0% 26jan2018, USD (422D)   USD 01/26/2018 10/20/2017 **.** * 10/20/2017 *
Barclays, 0% 26jun2019, GBP (2270D)   GBP 06/26/2019 10/20/2017 **.** *.** 10/20/2017 *
Barclays, 0% 26sep2019, USD (1827D)   USD 09/26/2019 10/20/2017 ***.** * 10/20/2017 *
Barclays, 0% 27jul2018, GBP (2226D)   GBP 07/27/2018 10/20/2017 ***.** -**.** 10/20/2017 *
Barclays, 0% 27jul2018, GBP (2254D)   GBP 07/27/2018 10/20/2017 ***.** -**.** 10/20/2017 *
Barclays, 0% 27sep2019, USD (1086D)   USD 09/27/2019 10/20/2017 **.*** * 10/20/2017 *
Barclays, 0% 27sep2019, USD (1100D)   USD 09/27/2019 10/20/2017 **.* * 10/20/2017 *
Barclays, 0% 28sep2018, GBP (2237D)   GBP 09/28/2018 10/20/2017 ***.* -**.** 10/20/2017 *
Barclays, 0% 28sep2018, GBP (2237D)   GBP 09/28/2018 10/20/2017 ***.** -**.** 10/20/2017 *
Barclays, 0% 29jan2018, GBP (2245D)   GBP 01/29/2018 10/20/2017 ***.** -**.** 10/20/2017 *
Barclays, 0% 29jun2018, USD (1089D)   USD 06/29/2018 10/20/2017 **.** * 10/20/2017 *
Barclays, 0% 29jun2018, USD (1109D)   USD 06/29/2018 10/20/2017 **.** * 10/20/2017 *
Barclays, 0% 2may2018, GBP (2266D)   GBP 05/02/2018 10/20/2017 ***.** -**.** 10/20/2017 *
Barclays, 0% 30mar2022, USD (3659D)   USD 03/30/2022 10/20/2017 **.** *.** 10/20/2017 *
Barclays, 0% 31may2019, GBP (2191D)   GBP 05/31/2019 10/20/2017 ***.*** -*.** 10/20/2017 *
Barclays, 0% 5jun2018, GBP (2190D)   GBP 06/05/2018 10/20/2017 ***.** -**.** 10/20/2017 *
Barclays, 0% 5oct2018, GBP (2270D)   GBP 10/05/2018 10/20/2017 ***.** -*.** 10/20/2017 *
Barclays, 0% 6sep2019, GBP (2227D)   GBP 09/06/2019 10/20/2017 ***.** -*.** 10/20/2017 *
Barclays, 0% 7aug2018, GBP (1819D)   GBP 08/07/2018 10/20/2017 ***.** -**.** 10/20/2017 *
Barclays, 0% 7aug2019, GBP (2233D)   GBP 08/07/2019 10/20/2017 ***.** -*.** 10/20/2017 *
Barclays, 0% 7aug2019, GBP (2233D)   GBP 08/07/2019 10/20/2017 *** * 10/20/2017 *
Barclays, 0% 7jun2018, GBP (2254D)   GBP 06/07/2018 10/20/2017 ***.** -**.** 10/20/2017 *
Barclays, 0% 7jun2019, GBP (2247D)   GBP 06/07/2019 10/20/2017 ***.** -*.** 10/20/2017 *
Barclays, 0% 7mar2018, GBP (2206D)   GBP 03/07/2018 10/20/2017 ***.** -** 10/20/2017 *
Barclays, 0% 7mar2018, GBP (2260D)   GBP 03/07/2018 10/20/2017 ***.** -**.** 10/20/2017 *
Barclays, 0% 7mar2019, GBP (2241D)   GBP 03/07/2019 10/20/2017 ***.** -*.** 10/20/2017 *
Barclays, 0% 7mar2019, GBP (2241D)   GBP 03/07/2019 10/20/2017 **.** *.** 10/20/2017 *
Barclays, 0% 7mar2019, GBP (2241D)   GBP 03/07/2019 10/20/2017 ***.** -*.** 10/20/2017 *
Barclays, 0% 7may2045, USD (10958D)   USD 05/07/2045 10/20/2017 ***.**** -*.** 10/20/2017 ***.**** -*.**
Barclays, 0% 7may2045, USD (10958D)   USD 05/07/2045 10/20/2017 ***.**** -*.** 10/20/2017 ***.**** -*.**
Barclays, 0% 7oct2019, GBP (2225D)   GBP 10/07/2019 10/20/2017 ***.** -*.** 10/20/2017 *
Barclays, 0% 7sep2019, GBP (2195D)   GBP 10/07/2019 10/20/2017 ***.** -*.** 10/20/2017 *
Barclays, 0% 8jul2019, EUR (3295D)   EUR 07/08/2019 10/20/2017 ***.** -**.** 10/20/2017 *
Barclays, 0.68% 18feb2019, GBP   GBP 02/18/2019 10/20/2017 ***.** *.** 10/20/2017 *
Barclays, 1.5% 1apr2022, EUR   EUR 04/01/2022 10/20/2017 ***.** *.** 10/20/2017 ***.** *.**
Barclays, 1.875% 8dec2023, EUR   EUR 12/08/2023 10/20/2017 ***.** *.** 10/20/2017 ***.** *.**
Barclays, 10% 21may2021, GBP   GBP 05/21/2021 10/20/2017 ***.** *.* 10/20/2017 ***.* *.**
Barclays, 10.179% 12jun2021, USD   USD 06/12/2021 10/20/2017 ***.*** *.** 10/20/2017 ***.*** *.**
Barclays, 14% perp., GBP   GBP 10/20/2017 ***.** * 10/20/2017 *** *
Barclays, 2% 16mar2018, USD   USD 03/16/2018 10/20/2017 ***.** *.** 10/20/2017 ***.* *.**
Barclays, 2% 7feb2028, EUR   EUR 02/07/2028 10/20/2017 **.** *.** 10/20/2017 **.* *.**
Barclays, 2.125% 24feb2021, EUR   EUR 02/24/2021 10/20/2017 *** *.** 10/20/2017 ***.** *.**
Barclays, 2.25% 10jun2024, EUR   EUR 06/10/2024 10/20/2017 ***.** *.** 10/20/2017 ***.** *.**
Barclays, 2.5% 20feb2019, USD   USD 02/20/2019 10/20/2017 ***.** *.** 10/20/2017 ***.** *.**
Barclays, 2.625% 11nov2025, EUR   EUR 11/11/2025 10/20/2017 ***.** * 10/20/2017 ***.** *
Barclays, 2.75% 8nov2019, USD   USD 11/08/2019 10/20/2017 ***.** *.** 10/20/2017 ***.** *.**
Barclays, 2.875% 8jun2020, USD   USD 06/08/2020 10/20/2017 ***.** *.** 10/20/2017 ***.** *.**
Barclays, 3.125% 17jan2024, GBP   GBP 01/17/2024 10/20/2017 ***.** *.** 10/20/2017 ***.** *.**
Barclays, 3.2% 10aug2021, USD   USD 08/10/2021 10/20/2017 ***.** *.** 10/20/2017 ***.** *.**
Barclays, 3.25% 12feb2027, GBP   GBP 02/12/2027 10/20/2017 ***.** *.** 10/20/2017 ***.* *.**
Barclays, 3.25% 12jan2021, USD   USD 01/12/2021 10/20/2017 ***.*** *.** 10/20/2017 ***.** *.*
Barclays, 3.25% 4may2021, EUR   EUR 05/04/2021 10/20/2017 ***.** * 10/20/2017 *
Barclays, 3.65% 16mar2025, USD   USD 03/16/2025 10/20/2017 ***.** *.** 10/20/2017 ***.** *.**
Barclays, 3.684% 10jan2023, USD   USD 01/10/2023 10/20/2017 ***.** *.** 10/20/2017 ***.*** *.**
Barclays, 3.75% 15may2024, USD   USD 05/15/2024 10/20/2017 ***.* *.** 10/20/2017 ***.** *.**
Barclays, 4% 12jan2021, EUR (ABS)   EUR 01/12/2021 10/20/2017 ***.** -*.** 10/20/2017 ***.** -*.**
Barclays, 4% 7oct2019, EUR (ABS)   EUR 10/07/2019 10/20/2017 ***.** -*.** 10/20/2017 ***.** -*.**
Barclays, 4.1% 9sep2019, EUR   EUR 09/09/2019 10/20/2017 ***.* * 10/20/2017 *
Barclays, 4.25% 2mar2022, EUR (ABS)   EUR 03/02/2022 10/20/2017 ***.** *.** 10/20/2017 ***.** *.**
Barclays, 4.337% 10jan2028, USD   USD 01/10/2028 10/20/2017 ***.** *.** 10/20/2017 ***.** *.*
Barclays, 4.375% 11sep2024, USD   USD 09/11/2024 10/20/2017 *** *.** 10/20/2017 ***.** *.**
Barclays, 4.375% 12jan2026, USD   USD 01/12/2026 10/20/2017 ***.** *.** 10/20/2017 ***.* *.**
Barclays, 4.75% perp., EUR   EUR 10/20/2017 ***.** * 10/20/2017 ***.** *
Barclays, 4.836% 9may2028, USD   USD 05/09/2028 10/20/2017 ***.** *.** 10/20/2017 ***.** *.**
Barclays, 4.875% 13aug2019, EUR   EUR 08/13/2019 10/20/2017 ***.** -*.** 10/20/2017 ***.* -*.**
Barclays, 4.95% 10jan2047, USD   USD 01/10/2047 10/20/2017 ***.** *.** 10/20/2017 ***.** *.**
Barclays, 5.1% 7aug2019, GBP   GBP 08/07/2019 10/20/2017 ***.** *.** 10/20/2017 *
Barclays, 5.125% 8jan2020, USD   USD 01/08/2020 10/20/2017 ***.** *.** 10/20/2017 ***.** *.**
Barclays, 5.14% 14oct2020, USD   USD 10/14/2020 10/20/2017 ***.*** *.** 10/20/2017 ***.* *.**
Barclays, 5.2% 12may2026, USD   USD 05/12/2026 10/20/2017 ***.** *.** 10/20/2017 ***.** *.**
Barclays, 5.25% 17aug2045, USD   USD 08/17/2045 10/20/2017 ***.** *.** 10/20/2017 ***.*** *.**
Barclays, 5.33% perp., GBP   GBP 10/20/2017 **.** * 10/20/2017 ***.** *
Barclays, 5.6% 25oct2019, GBP   GBP 10/25/2019 10/20/2017 *** *.* 10/20/2017 *
Barclays, 5.75% 14sep2026, GBP   GBP 09/14/2026 10/20/2017 ***.** *.** 10/20/2017 ***.** *.**
Barclays, 5.75% 17aug2021, GBP   GBP 08/17/2021 10/20/2017 ***.** *.** 10/20/2017 ***.** *.**
Barclays, 5.875% perp., GBP (Conv.)   GBP 10/20/2017 **.* * 10/20/2017 **.* *
Barclays, 6% 14jan2021, EUR   EUR 01/14/2021 10/20/2017 ***.** *.* 10/20/2017 ***.** *.**
Barclays, 6% 23jan2018, EUR   EUR 01/23/2018 10/20/2017 ***.** *.** 10/20/2017 ***.** *.**
Barclays, 6% 6jul2018, GBP (Structured)   GBP 07/06/2018 10/20/2017 ***.** -*.** 10/20/2017 *
Barclays, 6% perp., GBP   GBP 10/20/2017 ***.** * 10/20/2017 ***.** *
Barclays, 6% perp., GBP   GBP 10/20/2017 **.** * 10/20/2017 **.** *
Barclays, 6.05% 4dec2017, USD   USD 12/04/2017 10/20/2017 ***.*** *.** 10/20/2017 ***.*** *.**
Barclays, 6.12% 16aug2018, GBP   GBP 08/16/2018 10/20/2017 ***.** -*.** 10/20/2017 *
Barclays, 6.125% perp., GBP   GBP 10/20/2017 ***.* * 10/20/2017 ***.** *
Barclays, 6.24% 5oct2018, GBP   GBP 10/05/2018 10/20/2017 ***.** -*.** 10/20/2017 *
Barclays, 6.369% perp., GBP   GBP 10/20/2017 ***.** * 10/20/2017 ***.** *
Barclays, 6.4% 21sep2018, GBP   GBP 09/21/2018 10/20/2017 ***.** -*.** 10/20/2017 *
Barclays, 6.48% 5feb2018, GBP   GBP 02/05/2018 10/20/2017 ***.** -**.* 10/20/2017 *
Barclays, 6.5% perp., EUR   EUR 10/20/2017 ***.** * 10/20/2017 ***.** *
Barclays, 6.625% 30mar2022, EUR   EUR 03/30/2022 10/20/2017 ***.** *.** 10/20/2017 ***.** *.*
Barclays, 6.625% perp., USD   USD 10/20/2017 ***.* * 10/20/2017 ***.*** *
Barclays, 6.75% 16jan2023, GBP   GBP 01/16/2023 10/20/2017 ***.** * 10/20/2017 ***.** *
Barclays, 6.75% 22may2019, USD   USD 05/22/2019 10/20/2017 ***.*** *.** 10/20/2017 ***.*** *.**
Barclays, 6.86% perp., USD   USD 10/20/2017 ***.** * 10/20/2017 ***.** *
Barclays, 7% perp., GBP   GBP 10/20/2017 ***.** * 10/20/2017 ***.*** *
Barclays, 7.125% perp., GBP   GBP 10/20/2017 ***.** * 10/20/2017 ***.** *
Barclays, 7.25% perp., GBP (Conv.)   GBP 10/20/2017 ***.** * 10/20/2017 ***.** *
Barclays, 7.434% perp., USD   USD 10/20/2017 ***.** * 10/20/2017 ***.** *
Barclays, 7.625% 21nov2022, USD   USD 11/21/2022 10/20/2017 ***.** *.** 10/20/2017 ***.** *.**
Barclays, 7.75% 10apr2023, USD   USD 04/10/2023 10/20/2017 ***.* * 10/20/2017 ***.** *
Barclays, 7.875% perp., GBP   GBP 10/20/2017 ***.** * 10/20/2017 ***.* *
Barclays, 7.875% perp., USD   USD 10/20/2017 ***.** * 10/20/2017 ***.** *
Barclays, 8% perp., EUR   EUR 10/20/2017 ***.** * 10/20/2017 ***.* *
Barclays, 8.125% perp., USD   USD 10/20/2017 **.**** * 10/20/2017 **.**** *
Barclays, 8.25% perp., GBP   GBP 10/20/2017 ***.** * 10/20/2017 ***.** *
Barclays, 8.25% perp., USD (Conv.)   USD 10/20/2017 ***.* * 10/20/2017 ***.* *
Barclays, 9% perp., GBP   GBP 10/20/2017 *** * 10/20/2017 *** *
Barclays, 9.50% 7aug2021, GBP   GBP 08/07/2021 10/20/2017 ***.** *.** 10/20/2017 ***.** *.**
Barclays, FRN 10aug2021, USD   USD 08/10/2021 10/20/2017 ***.** * 10/20/2017 ***.** *
Barclays, FRN 12feb2018, GBP (ABS)   GBP 02/12/2018 10/20/2017 ***.** * 10/20/2017 ***.** *
Barclays, FRN 15oct2019, EUR   EUR 10/15/2019 10/20/2017 **.**** * 10/20/2017 **.*** *
Barclays, FRN 15oct2020, GBP   GBP 10/15/2020 10/20/2017 ***.* * 10/20/2017 *
Barclays, FRN 19feb2029, EUR   EUR 02/19/2029 10/20/2017 **.* * 10/20/2017 **.* *
Barclays, FRN 22jan2019, GBP   GBP 01/22/2019 10/20/2017 ***.*** * 10/20/2017 *
Barclays, FRN 22mar2021, EUR   EUR 03/22/2021 10/20/2017 **.* * 10/20/2017 **.* *
Barclays, FRN 22may2020, GBP   GBP 05/22/2020 10/20/2017 ***.** * 10/20/2017 ***.** *
Barclays, FRN 23dec2023, EUR   EUR 12/23/2023 10/20/2017 **.** * 10/20/2017 **.** *
Barclays, FRN 23nov2018, GBP   GBP 11/23/2018 10/20/2017 ***.* * 10/20/2017 *
Barclays, FRN 23nov2018, GBP   GBP 11/23/2018 10/20/2017 ***.** * 10/20/2017 *
Barclays, FRN 24nov2017, EUR   EUR 11/24/2017 10/20/2017 ***.* * 10/20/2017 *
Barclays, FRN 28dec2040, EUR   EUR 12/28/2040 10/20/2017 **.** * 10/20/2017 **.* *
Barclays, FRN 28nov2017, EUR   EUR 11/28/2017 10/20/2017 ***.* * 10/20/2017 *
Barclays, FRN 29mar2019, USD   USD 03/29/2019 10/20/2017 ***.**** * 10/20/2017 ***.**** *
Barclays, FRN 30dec2018, GBP   GBP 12/30/2018 10/20/2017 ***.** * 10/20/2017 *
Barclays, FRN 31jan2022, EUR   EUR 01/31/2022 10/20/2017 *** * 10/20/2017 *
Barclays, FRN 7may2018, GBP   GBP 05/07/2018 10/20/2017 ***.** * 10/20/2017 *
Barclays Bank PLC, 0% 26jun2042, USD   USD 06/26/2042 10/20/2017 ***.** -*.** 10/20/2017 *
Barclays Bank PLC, 0% 5feb2018, USD (459D)   USD 02/05/2018 10/20/2017 **.** * 10/20/2017 *
Barclays Bank PLC, 1.875% 23mar2021, EUR   EUR 03/23/2021 10/20/2017 ***.** *.** 10/20/2017 ***.** *.**
Barclays Bank PLC, 10% 31jul2034, USD   USD 07/31/2034 10/20/2017 **.*** * 10/20/2017 *
Barclays Bank PLC, 5.64% 30jul2019, EUR   EUR 07/30/2019 10/20/2017 ***.**** *.** 10/20/2017 ***.*** -*.**
Barclays Bank PLC, 6.278% perp., USD   USD 10/20/2017 ***.*** * 10/20/2017 ***.*** *
Barclays Bank PLC, FRN 19jun2018, EUR   EUR 06/19/2018 10/20/2017 **.**** * 10/20/2017 **.**** *
BAT International Finance PLC, 1% 23may2022, EUR   EUR 05/23/2022 10/20/2017 ***.** *.** 10/20/2017 ***.** *.**
BAT International Finance PLC, 1.85% 2018, USD   USD 06/15/2018 10/20/2017 **.** *.** 10/20/2017 **.** *.*
BAT International Finance PLC, 2.75% 2020, USD   USD 06/15/2020 10/20/2017 ***.** *.** 10/20/2017 ***.** *.**
BAT International Finance PLC, 3.5% 2022, USD   USD 06/15/2022 10/20/2017 ***.** *.* 10/20/2017 ***.* *.**
BAT International Finance PLC, 3.95% 2025, USD   USD 06/15/2025 10/20/2017 ***.* *.** 10/20/2017 ***.** *.**
BAT International Finance PLC, 4% 23nov2055, GBP   GBP 11/23/2055 10/20/2017 ***.** *.** 10/20/2017 ***.** *.*
BAT International Finance PLC, FRN 2018, USD   USD 06/15/2018 10/20/2017 ***.** * 10/20/2017 ***.** *
BBC Pacific Quay, 5.5653% 25jul2034, GBP   GBP 07/25/2034 10/20/2017 ***.**** *.** 10/20/2017 ***.**** *.**
Beazley Group, 5.375% 25sep2019, GBP   GBP 09/25/2019 10/20/2017 ***.** *.** 10/20/2017 ***.** *.**
BG Energy Holdings, 1.25% 21nov2022, EUR   EUR 11/21/2022 10/20/2017 ***.** *.** 10/20/2017 ***.** *.**
BG Energy Holdings, 2.25% 21nov2029, EUR   EUR 11/21/2029 10/20/2017 ***.*** *.** 10/20/2017 ***.** *.**
BG Energy Holdings, 3% 16nov2018, EUR   EUR 11/16/2018 10/20/2017 ***.** -*.** 10/20/2017 ***.* -*.**
BG Energy Holdings, 3.625% 16jul2019, EUR   EUR 07/16/2019 10/20/2017 ***.** -*.** 10/20/2017 ***.* -*.**
BG Energy Holdings, 5% 4nov2036, GBP   GBP 11/04/2036 10/20/2017 ***.** *.** 10/20/2017 ***.** *.**
BG Energy Holdings, 5.125% 7dec2017, GBP   GBP 12/07/2017 10/20/2017 ***.** *.** 10/20/2017 ***.** *.**
BG Energy Holdings, 6.5% 30nov2072, EUR   EUR 11/30/2072 10/20/2017 ***.** * 10/20/2017 ***.** *
BG Energy Holdings, 6.5% 30nov2072, GBP   GBP 11/30/2072 10/20/2017 ***.** * 10/20/2017 ***.** *
BG Energy Holdings, 6.5% 30nov2072, USD   USD 11/30/2072 10/20/2017 ***.* *.** 10/20/2017 ***.** *.**
Bibby Offshore Holdings, 7.5% 15jun2021, GBP   GBP 06/15/2021 10/20/2017 ** **.** 10/20/2017 ** **.*
Birmingham Airport, 6.25% 22feb2021, GBP   GBP 02/22/2021 10/20/2017 ***.**** *.** 10/20/2017 ***.*** *.**
Bishopsgate, 5.105% 28sep2037, GBP   GBP 09/28/2037 10/20/2017 ***.**** *.** 10/20/2017 ***.**** *.**
BL Superstores Finance, 4.482% 4oct2025, GBP (ABS)   GBP 10/04/2025 10/20/2017 ***.**** *.** 10/20/2017 ***.**** *.**
BL Superstores Finance, 5.27% 4jul2025, GBP (ABS)   GBP 07/04/2025 10/20/2017 ***.*** *.** 10/20/2017 ***.**** *.**
BL Superstores Finance, 5.578% 4oct2025, GBP   GBP 10/04/2025 10/20/2017 ***.*** *.** 10/20/2017 ***.**** *.**
BNZ International Funding, 0.125% 17jun2021, EUR   EUR 06/17/2021 10/20/2017 ***.** *.** 10/20/2017 ***.** *.**
BNZ International Funding, 0.25% 24jun2022, CHF   CHF 06/24/2022 10/20/2017 ***.* *.** 10/20/2017 ***.* -*.**
BNZ International Funding, 1.375% 26jan2018, HKD   HKD 01/26/2018 10/20/2017 **.**** *.** 10/20/2017 ***.**** *.**
BNZ International Funding, 2.75% 2mar2021, USD   USD 03/02/2021 10/20/2017 **.** *.** 10/20/2017 ***.** *.**
BNZ International Funding, 2.9% 21feb2022, USD   USD 02/21/2022 10/20/2017 ***.** *.** 10/20/2017 ***.** *.**
BNZ International Funding, FRN 14sep2021, USD   USD 09/14/2021 10/20/2017 ***.**** * 10/20/2017 ***.**** *
BNZ International Funding, FRN 21feb2020, USD   USD 02/21/2020 10/20/2017 ***.**** * 10/20/2017 ***.**** *
Boparan Holdings, 4.375% 15jul2021, EUR   EUR 07/15/2021 10/20/2017 **.** *.** 10/20/2017 **.* *.**
Boparan Holdings, 5.25% 15jul2019, GBP   GBP 07/15/2019 10/20/2017 **.** *.** 10/20/2017 **.** *.**
Boparan Holdings, 5.5% 15jul2021, GBP   GBP 07/15/2021 10/20/2017 **.** *.** 10/20/2017 **.* *
BP Capital Markets, 0.75% 27sep2021, CHF   CHF 09/27/2021 10/20/2017 *** -*.** 10/20/2017 ***.* -*.**
BP Capital Markets, 1% 28apr2023, GBP (Conv.)   GBP 04/28/2023 10/20/2017 ***.** -*.** 10/20/2017 ***.* -*.**
BP Capital Markets, 1.109% 16feb2023, EUR   EUR 02/16/2023 10/20/2017 ***.** *.** 10/20/2017 ***.* *.**
BP Capital Markets, 1.373% 3mar2022, EUR   EUR 03/03/2022 10/20/2017 ***.** *.** 10/20/2017 ***.** *.**
BP Capital Markets, 1.573% 16feb2027, EUR   EUR 02/16/2027 10/20/2017 ***.** *.** 10/20/2017 ***.** *.**
BP Capital Markets, 1.674% 13feb2018, USD   USD 02/13/2018 10/20/2017 ***.** *.** 10/20/2017 ***.** *.**
BP Capital Markets, 1.676% 3may2019, USD   USD 05/03/2019 10/20/2017 **.** *.* 10/20/2017 **.** *.**
BP Capital Markets, 1.953% 3mar2025, EUR   EUR 03/03/2025 10/20/2017 ***.** *.** 10/20/2017 ***.** *.**
BP Capital Markets, 2.521% 15jan2020, USD   USD 01/15/2020 10/20/2017 ***.** *.** 10/20/2017 ***.** *.**
BP Capital Markets, 3.062% 17mar2022, USD   USD 03/17/2022 10/20/2017 ***.** *.** 10/20/2017 ***.** *.**
BP Capital Markets, 3.119% 4may2026, USD   USD 05/04/2026 10/20/2017 ***.** *.** 10/20/2017 ***.* *.**
BP Capital Markets, 3.161% 17mar2021, USD   USD 03/17/2021 10/20/2017 ***.** *.** 10/20/2017 ***.** *.**
BP Capital Markets, 3.506% 17mar2025, USD   USD 03/17/2025 10/20/2017 ***.** *.** 10/20/2017 ***.** *.**
BP Capital Markets, 3.535% 4nov2024, USD   USD 11/04/2024 10/20/2017 ***.** *.** 10/20/2017 ***.** *.**
BP Capital Markets, FRN 13feb2018, USD   USD 02/13/2018 10/20/2017 **.** * 10/20/2017 ***.** *
BP Group (plc), 0.83% 19sep2024, EUR   EUR 09/19/2024 10/20/2017 ***.*** *.** 10/20/2017 ***.** *.**
BP Group (plc), 1% 28aug2020, CHF   CHF 08/28/2020 10/20/2017 ***.** -*.** 10/20/2017 ***.** -*.**
BP Group (plc), 1.077% 26jun2025, EUR   EUR 06/26/2025 10/20/2017 ***.** *.** 10/20/2017 ***.*** *.**
BP Group (plc), 1.117% 25jan2024, EUR   EUR 01/25/2024 10/20/2017 *** *.** 10/20/2017 ***.** *.**
BP Group (plc), 1.177% 12aug2023, GBP   GBP 08/12/2023 10/20/2017 **.** *.** 10/20/2017 **.* *.*
BP Group (plc), 1.375% 10may2018, USD   USD 05/10/2018 10/20/2017 **.** *.** 10/20/2017 **.** *.*
BP Group (plc), 1.375% 6nov2017, USD   USD 11/06/2017 10/20/2017 **.** *.** 10/20/2017 *** *.*
BP Group (plc), 1.526% 26sep2022, EUR   EUR 09/26/2022 10/20/2017 ***.** *.** 10/20/2017 ***.** *.**
BP Group (plc), 1.637% 26jun2029, EUR   EUR 06/26/2029 10/20/2017 ***.** *.** 10/20/2017 ***.** *.**
BP Group (plc), 1.75% 28feb2024, CHF   CHF 02/28/2024 10/20/2017 ***.** *.** 10/20/2017 ***.** *.**
BP Group (plc), 1.768% 19sep2019, USD   USD 09/19/2019 10/20/2017 **.*** *.** 10/20/2017 ***.*** *.**
BP Group (plc), 2.112% 16sep2021, USD   USD 09/16/2021 10/20/2017 **.* *.** 10/20/2017 **.** *.**
BP Group (plc), 2.177% 28sep2021, EUR   EUR 09/28/2021 10/20/2017 ***.** *.** 10/20/2017 ***.** *.**
BP Group (plc), 2.213% 25sep2026, EUR   EUR 09/25/2026 10/20/2017 ***.** *.** 10/20/2017 ***.* *.**
BP Group (plc), 2.237% 10may2019, USD   USD 05/10/2019 10/20/2017 ***.*** *.** 10/20/2017 ***.** *.**
BP Group (plc), 2.241% 26sep2018, USD   USD 09/26/2018 10/20/2017 ***.*** *.** 10/20/2017 ***.** *.**
BP Group (plc), 2.315% 13feb2020, USD   USD 02/13/2020 10/20/2017 ***.** *.** 10/20/2017 ***.** *.**
BP Group (plc), 2.5% 6nov2022, USD   USD 11/06/2022 10/20/2017 **.** *.** 10/20/2017 **.*** *.**
BP Group (plc), 2.517% 17feb2021, EUR   EUR 02/17/2021 10/20/2017 ***.** *.** 10/20/2017 ***.** -*.**
BP Group (plc), 2.518% 16jan2020, USD   USD 01/16/2020 10/20/2017 ***.** *.** 10/20/2017 ***.** *.**
BP Group (plc), 2.52% 19sep2022, USD   USD 09/19/2022 10/20/2017 ***.* *.** 10/20/2017 ***.** *.**
BP Group (plc), 2.75% 10may2023, USD   USD 05/10/2023 10/20/2017 ***.** *.** 10/20/2017 ***.** *.**
BP Group (plc), 2.972% 27feb2026, EUR   EUR 02/27/2026 10/20/2017 ***.** *.** 10/20/2017 ***.** *.**
BP Group (plc), 2.994% 18feb2019, EUR   EUR 02/18/2019 10/20/2017 ***.** -*.* 10/20/2017 ***.** -*.**
BP Group (plc), 3.017% 16jan2027, USD   USD 01/16/2027 10/20/2017 **.** *.** 10/20/2017 **.* *.**
BP Group (plc), 3.216% 28nov2023, USD   USD 11/28/2023 10/20/2017 ***.*** *.** 10/20/2017 ***.** *.**
BP Group (plc), 3.224% 14apr2024, USD   USD 04/14/2024 10/20/2017 ***.** *.** 10/20/2017 ***.** *.**
BP Group (plc), 3.245% 6may2022, USD   USD 05/06/2022 10/20/2017 ***.** *.** 10/20/2017 ***.** *.*
BP Group (plc), 3.279% 19sep2027, USD   USD 09/19/2027 10/20/2017 ***.** *.** 10/20/2017 ***.** *.**
BP Group (plc), 3.561% 1nov2021, USD   USD 11/01/2021 10/20/2017 ***.* *.** 10/20/2017 ***.** *.**
BP Group (plc), 3.588% 14apr2027, USD   USD 04/14/2027 10/20/2017 ***.** *.** 10/20/2017 ***.** *.**
BP Group (plc), 3.65% 28feb2019, CNY   CNY 02/28/2019 10/20/2017 **.** *.** 10/20/2017 *** *.**
BP Group (plc), 3.723% 28nov2028, USD   USD 11/28/2028 10/20/2017 ***.** *.** 10/20/2017 ***.*** *.**
BP Group (plc), 3.814% 10feb2024, USD   USD 02/10/2024 10/20/2017 ***.** *.** 10/20/2017 ***.** *.**
BP Group (plc), 3.95% 8oct2018, CNY   CNY 10/08/2018 10/20/2017 **.** *.** 10/20/2017 **.** *.**
BP Group (plc), 3.994% 26sep2023, USD   USD 09/26/2023 10/20/2017 ***.** *.** 10/20/2017 ***.** *.**
BP Group (plc), 4.154% 1jun2020, EUR   EUR 06/01/2020 10/20/2017 ***.** -*.** 10/20/2017 ***.** -*.**
BP Group (plc), 4.325% 10dec2018, GBP   GBP 12/10/2018 10/20/2017 ***.** *.** 10/20/2017 ***.** *.**
BP Group (plc), 4.5% 1oct2020, USD   USD 10/01/2020 10/20/2017 ***.* *.** 10/20/2017 ***.*** *.**
BP Group (plc), 4.742% 11mar2021, USD   USD 03/11/2021 10/20/2017 ***.*** *.** 10/20/2017 ***.** *.**
BP Group (plc), 4.75% 10mar2019, USD   USD 03/10/2019 10/20/2017 ***.*** *.** 10/20/2017 ***.** *.**
BP Group (plc), FRN 10may2018, USD   USD 05/10/2018 10/20/2017 ***.**** * 10/20/2017 ***.**** *
BP Group (plc), FRN 10may2019, USD   USD 05/10/2019 10/20/2017 **.** * 10/20/2017 ***.** *
BP Group (plc), FRN 14aug2018, USD   USD 08/14/2018 10/20/2017 ***.** * 10/20/2017 ***.** *
BP Group (plc), FRN 16sep2021, USD   USD 09/16/2021 10/20/2017 ***.** * 10/20/2017 ***.** *
BP Group (plc), FRN 19sep2022, USD   USD 09/19/2022 10/20/2017 ***.* * 10/20/2017 ***.** *
BPHA, 4.816% 11apr2044, GBP (ABS)   GBP 04/11/2044 10/20/2017 ***.**** *.** 10/20/2017 ***.*** *.**
Brighthouse Group, 7.875% 15may2018, GBP   GBP 05/15/2018 10/20/2017 **.*** **.** 10/20/2017 **.* **.*
Britannia Building Society, 5.75% 2dec2024, GBP   GBP 12/02/2024 10/20/2017 **.** * 10/20/2017 *
Britannia Building Society, 5.875% 28mar2033, GBP   GBP 03/28/2033 10/20/2017 **.** *.** 10/20/2017 *
British American Tobacco, 0.375% 13mar2019, EUR   EUR 03/13/2019 10/20/2017 ***.** -*.** 10/20/2017 ***.** -*.**
British American Tobacco, 0.625% 8sep2021, CHF   CHF 09/08/2021 10/20/2017 ***.** *.* 10/20/2017 ***.* *.**
British American Tobacco, 0.875% 13oct2023, EUR   EUR 10/13/2023 10/20/2017 ***.* *.** 10/20/2017 ***.** *.**
British American Tobacco, 1.125% 16nov2023, EUR   EUR 11/16/2023 10/20/2017 ***.** *.** 10/20/2017 ***.*** *.**
British American Tobacco, 1.25% 13mar2027, EUR   EUR 03/13/2027 10/20/2017 **.** *.** 10/20/2017 **.** *.**
British American Tobacco, 1.375% 8sep2026, CHF   CHF 09/08/2026 10/20/2017 ***.* *.** 10/20/2017 ***.** *.**
British American Tobacco, 1.625% 9sep2019, USD   USD 09/09/2019 10/20/2017 **.** *.** 10/20/2017 **.** *.**
British American Tobacco, 1.75% 5jul2021, GBP   GBP 07/05/2021 10/20/2017 ***.** *.** 10/20/2017 ***.** *.*
British American Tobacco, 2% 13mar2045, EUR   EUR 03/13/2045 10/20/2017 **.** *.** 10/20/2017 **.*** *.**
British American Tobacco, 2.125% 15aug2025, GBP   GBP 08/15/2025 10/20/2017 **.** *.** 10/20/2017 **.** *.**
British American Tobacco, 2.25% 16jan2030, EUR   EUR 01/16/2030 10/20/2017 ***.** *.* 10/20/2017 ***.** *.*
British American Tobacco, 2.25% 9sep2052, GBP   GBP 09/09/2052 10/20/2017 **.*** *.* 10/20/2017 **.*** *.**
British American Tobacco, 2.297% 14aug2020, USD   USD 08/14/2020 10/20/2017 ***.** *.** 10/20/2017 ***.** *.**
British American Tobacco, 2.375% 19jan2023, EUR   EUR 01/19/2023 10/20/2017 ***.** *.* 10/20/2017 ***.** *.**
British American Tobacco, 2.75% 25mar2025, EUR   EUR 03/25/2025 10/20/2017 ***.** *.** 10/20/2017 ***.* *.**
British American Tobacco, 2.764% 15aug2022, USD   USD 08/15/2022 10/20/2017 ***.* *.** 10/20/2017 ***.** *.*
British American Tobacco, 3.125% 6mar2029, EUR   EUR 03/06/2029 10/20/2017 ***.*** *.* 10/20/2017 ***.** *.**
British American Tobacco, 3.222% 15aug2024, USD   USD 08/15/2024 10/20/2017 ***.** *.** 10/20/2017 ***.** *.**
British American Tobacco, 3.557% 15aug2027, USD   USD 08/15/2027 10/20/2017 ***.** *.** 10/20/2017 ***.** *.**
British American Tobacco, 3.625% 9nov2021, EUR   EUR 11/09/2021 10/20/2017 ***.* *.** 10/20/2017 ***.* *.**
British American Tobacco, 4% 4sep2026, GBP   GBP 09/04/2026 10/20/2017 ***.** *.** 10/20/2017 ***.** *.**
British American Tobacco, 4% 7jul2020, EUR   EUR 07/07/2020 10/20/2017 ***.** *.** 10/20/2017 ***.** -*.**
British American Tobacco, 4.39% 15aug2037, USD   USD 08/15/2037 10/20/2017 ***.** *.* 10/20/2017 ***.** *.*
British American Tobacco, 4.54% 15aug2047, USD   USD 08/15/2047 10/20/2017 ***.** *.** 10/20/2017 ***.** *.**
British American Tobacco, 4.875% 24feb2021, EUR   EUR 02/24/2021 10/20/2017 ***.** *.** 10/20/2017 ***.** *.**
British American Tobacco, 5.75% 5jul2040, GBP   GBP 07/05/2040 10/20/2017 ***.** *.** 10/20/2017 ***.*** *.**
British American Tobacco, 6% 24nov2034, GBP   GBP 11/24/2034 10/20/2017 ***.** *.** 10/20/2017 ***.*** *.**
British American Tobacco, 6.0% 29jun2022, GBP   GBP 06/29/2022 10/20/2017 ***.** *.* 10/20/2017 ***.** *.**
British American Tobacco, 6.375% 12dec2019, GBP   GBP 12/12/2019 10/20/2017 ***.* *.* 10/20/2017 ***.** *.**
British American Tobacco, 7.25% 12mar2024, GBP (ABS)   GBP 03/12/2024 10/20/2017 ***.** *.** 10/20/2017 ***.** *.**
British American Tobacco, FRN 14aug2020, USD   USD 08/14/2020 10/20/2017 ***.** * 10/20/2017 ***.** *
British American Tobacco, FRN 15aug2022, USD   USD 08/15/2022 10/20/2017 ***.** * 10/20/2017 ***.** *
British American Tobacco, FRN 16aug2021, EUR   EUR 08/16/2021 10/20/2017 ***.** * 10/20/2017 ***.* *
British American Tobacco, FRN 6mar2018, EUR   EUR 03/06/2018 10/20/2017 ***.** * 10/20/2017 ***.** *
British Land, 0% 9jun2020, GBP (1827D)   GBP 06/09/2020 10/20/2017 **.* *.** 10/20/2017 **.* *.*
British Land, 5.006% 24sep2035, GBP (ABS)   GBP 09/24/2035 10/20/2017 *** *.** 10/20/2017 *** *.**
British Land, 5.264% 24sep2035, GBP (ABS)   GBP 09/24/2035 10/20/2017 *** *.* 10/20/2017 *** *.**
British Land, 5.357% 31mar2028, GBP (ABS)   GBP 03/31/2028 10/20/2017 *** *.* 10/20/2017 *** *.**
British Telecommunications, 0.5% 23jun2022, EUR   EUR 06/23/2022 10/20/2017 ***.* *.** 10/20/2017 ***.** *.**
British Telecommunications, 0.625% 10mar2021, EUR   EUR 03/10/2021 10/20/2017 ***.** *.** 10/20/2017 ***.** *.**
British Telecommunications, 1% 23jun2024, EUR   EUR 06/23/2024 10/20/2017 ***.** *.** 10/20/2017 ***.** *.**
British Telecommunications, 1.125% 10jun2019, EUR   EUR 06/10/2019 10/20/2017 ***.** -*.** 10/20/2017 ***.** -*.**
British Telecommunications, 1.125% 10mar2023, EUR   EUR 03/10/2023 10/20/2017 ***.** *.** 10/20/2017 ***.** *.*
British Telecommunications, 1.5% 23jun2027, EUR   EUR 06/23/2027 10/20/2017 **.** *.** 10/20/2017 **.** *.**
British Telecommunications, 1.75% 10mar2026, EUR   EUR 03/10/2026 10/20/2017 ***.** *.** 10/20/2017 ***.** *.**
British Telecommunications, 2.35% 14feb2019, USD   USD 02/14/2019 10/20/2017 ***.*** *.** 10/20/2017 ***.*** *.**
British Telecommunications, 3.5% 25apr2025, GBP   GBP 04/25/2025 10/20/2017 ***.** * 10/20/2017 ***.** *
British Telecommunications, 5.75% 7dec2028, GBP   GBP 12/07/2028 10/20/2017 ***.** *.** 10/20/2017 ***.** *.**
British Telecommunications, 5.95% 15jan2018, USD   USD 01/15/2018 10/20/2017 ***.** *.** 10/20/2017 ***.** *.**
British Telecommunications, 6.375% 23jun2037, GBP   GBP 06/23/2037 10/20/2017 ***.** *.** 10/20/2017 ***.** *.**
British Telecommunications, 8.625% 15dec2030, USD   USD 12/15/2030 10/20/2017 ***.** * 10/20/2017 ***.** *
British Telecommunications, 8.625% 26mar2020, GBP   GBP 03/26/2020 10/20/2017 ***.** *.** 10/20/2017 ***.** *.**
Broadgate Financing, 4.821% 5jul2036, GBP   GBP 07/05/2033 10/20/2017 ***.** *.* 10/20/2017 ***.** *.**
Broadgate Financing, 4.851% 5apr2031, GBP (ABS)   GBP 04/05/2031 10/20/2017 ***.** *.** 10/20/2017 ***.** *.**
Broadgate Financing, 4.949% 5apr2029, GBP   GBP 04/05/2029 10/20/2017 ***.** * 10/20/2017 ***.** *
Broadgate Financing, 4.999% 5oct2031, GBP (ABS)   GBP 10/05/2031 10/20/2017 ***.** *.** 10/20/2017 ***.** *.**
Broadgate Financing, 5.098% 5apr2033, GBP   GBP 04/05/2033 10/20/2017 ***.** * 10/20/2017 ***.** *
Broadgate Financing, FRN 5jan2022, GBP   GBP 01/05/2022 10/20/2017 **.**** * 10/20/2017 **.**** *
Broadgate Financing, FRN 5jan2030, GBP (ABS)   GBP 01/05/2030 10/20/2017 **.*** * 10/20/2017 **.*** *
Broadgate Financing, FRN 5oct2023, GBP (ABS)   GBP 10/05/2023 10/20/2017 **.**** * 10/20/2017 **.**** *
Bruntwood, 6% 24jul2020, GBP (ABS)   GBP 07/24/2020 10/20/2017 ***.** *.** 10/20/2017 ***.* *.**
Bupa, 2% 5apr2024, GBP   GBP 04/05/2024 10/20/2017 **.* *.** 10/20/2017 **.** *.**
Bupa, 3.375% 17jun2021, GBP   GBP 06/17/2021 10/20/2017 ***.** *.** 10/20/2017 ***.** *.**
Bupa, 6.125% perp., GBP   GBP 10/20/2017 ***.** * 10/20/2017 ***.** *
Burford Capital, 5% 1dec2026, GBP (0025)   GBP 12/01/2026 10/20/2017 ***.* *.** 10/20/2017 *** *.**
Burford Capital, 6.125% 26oct2024, GBP   GBP 10/26/2024 10/20/2017 ***.* *.** 10/20/2017 ***.* *.*
Burford Capital, 6.5% 19aug2022, GBP   GBP 08/19/2022 10/20/2017 ***.** *.** 10/20/2017 *** *.*
Cable & Wireless Communications, 6.875% 1aug2022, USD   USD 08/01/2022 10/20/2017 ***.** *.** 10/20/2017 ***.** *.**
Cable & Wireless Communications, 8.625% 25mar2019, GBP   GBP 03/25/2019 10/20/2017 ***.** *.** 10/20/2017 ***.** *.**
Cabot Credit Management, 7.5% 1oct2023, GBP   GBP 10/01/2023 10/20/2017 ***.* *.** 10/20/2017 ***.** *.**
Cambridgeshire Housing Capital, 4.25% 15sep2045, GBP   GBP 09/15/2045 10/20/2017 ***.**** *.** 10/20/2017 ***.**** *.*
Canara Bank (London branch), 3.25% 10aug2022, USD   USD 08/10/2022 10/20/2017 ***.** *.* 10/20/2017 ***.* *.**
Canary Wharf Finance II, 5.952% 22jan2035, GBP (ABS)   GBP 01/22/2035 10/20/2017 ***.**** *.** 10/20/2017 ***.**** *.**
Canary Wharf Finance II, 6.8% 22apr2033, GBP   GBP 04/22/2033 10/20/2017 ***.**** *.** 10/20/2017 ***.**** *.**
Canary Wharf Finance II, FRN 22oct2037, GBP   GBP 10/22/2037 10/20/2017 **.*** * 10/20/2017 **.*** *
Canary Wharf Finance II, FRN 22oct2037, GBP (ABS)   GBP 10/22/2037 10/20/2017 **.**** * 10/20/2017 **.**** *
Care UK Health Social Care Investments, FRN 15jan2020, GBP   GBP 01/15/2020 10/20/2017 **.** * 10/20/2017 ***.** *
Care UK Health Social Care Investments, FRN 15jul2019, GBP   GBP 07/15/2019 10/20/2017 **.** * 10/20/2017 ***.** *
Carillion, 2.5% 19dec2019, GBP (Conv.)   GBP 12/19/2019 10/20/2017 ** **.** 10/20/2017 ** **.**
Carnival, 1.125% 6nov2019, EUR   EUR 11/06/2019 10/20/2017 ***.** -*.** 10/20/2017 ***.** -*.**
Carnival, 1.875% 15dec2017, USD   USD 12/15/2017 10/20/2017 **.** *.** 10/20/2017 ***.*** *.**
Carnival, 1.875% 7nov2022, EUR   EUR 11/07/2022 10/20/2017 ***.** *.** 10/20/2017 ***.** *.**
Carnival, 3.95% 15oct2020, USD   USD 10/15/2020 10/20/2017 ***.*** *.** 10/20/2017 ***.*** *.**
Carnival, 6.65% 15jan2028, USD   USD 01/15/2028 10/20/2017 ***.**** *.** 10/20/2017 ***.**** *.**
Centrica, 3% 10apr2076, EUR   EUR 04/10/2076 10/20/2017 ***.** * 10/20/2017 ***.** *
Centrica, 3.2133% 1feb2019, EUR   EUR 02/01/2019 10/20/2017 ***.**** *.** 10/20/2017 ***.**** *.**
Centrica, 4.375% 13mar2029, GBP   GBP 03/13/2029 10/20/2017 ***.**** *.* 10/20/2017 ***.**** *.**
Centrica, 5.25% 10apr2075, GBP   GBP 04/10/2075 10/20/2017 ***.** * 10/20/2017 ***.** *
Centrica, 6.375% 10mar2022, GBP   GBP 03/10/2022 10/20/2017 ***.** *.** 10/20/2017 ***.** *.**
Centrica, 6.4% 4sep2026, GBP   GBP 09/04/2026 10/20/2017 ***.**** *.* 10/20/2017 ***.**** *.**
Centrica, 7% 19sep2018, GBP   GBP 09/19/2018 10/20/2017 ***.** *.* 10/20/2017 ***.** *.**
Centrica, 7% 19sep2033, GBP   GBP 09/19/2033 10/20/2017 ***.** *.** 10/20/2017 ***.** *.**
Circle Anglia Social Housing, 5.2% 2mar2044, GBP   GBP 03/02/2044 10/20/2017 ***.**** *.** 10/20/2017 ***.**** *.**
Circle Anglia Social Housing, 7.25% 12nov2038, GBP (ABS)   GBP 11/12/2038 10/20/2017 ***.* *.* 10/20/2017 ***.** *.*
City Greenwich Lewisham, 9.375% 11oct2020, GBP (ABS)   GBP 10/11/2020 10/20/2017 ***.**** *.** 10/20/2017 ***.**** *.**
Clarion Housing Group, 4.25% 8oct2042, GBP   GBP 10/08/2042 10/20/2017 ***.** *.** 10/20/2017 ***.** *.**
Clarion Housing Group, 5.981% 17sep2038, GBP   GBP 09/17/2038 10/20/2017 ***.**** *.** 10/20/2017 ***.**** *.**
Clavis Securities, FRN 15dec2039, EUR   EUR 12/15/2039 10/20/2017 **.*** * 10/20/2017 **.**** *
Clerical Medical, 7.375% perp., GBP   GBP 10/20/2017 ***.*** * 10/20/2017 ***.*** *
Close Brothers Group, 3.875% 27jun2021, GBP   GBP 06/27/2021 10/20/2017 ***.** *.** 10/20/2017 ***.** *.**
Close Brothers Group, 4.25% 24jan2027, GBP   GBP 01/24/2027 10/20/2017 ***.* *.** 10/20/2017 ***.** *.**
CLS Holdings, 5.5% 31dec2019, GBP   GBP 12/31/2019 10/20/2017 ***.* *.** 10/20/2017 ***.** *.**
Clydesdale Bank, 4.625% 8jun2026, GBP   GBP 06/08/2026 10/20/2017 ***.** *.** 10/20/2017 ***.** *.**
CNH Industrial, 1.375% 23may2022, EUR   EUR 05/23/2022 10/20/2017 ***.** *.** 10/20/2017 ***.** *.**
CNH Industrial, 1.75% 12sep2025, EUR   EUR 09/12/2025 10/20/2017 ***.** *.** 10/20/2017 ***.** *.**
CNH Industrial, 2.75% 18mar2019, EUR   EUR 03/18/2019 10/20/2017 ***.** *.** 10/20/2017 ***.** -*.**
CNH Industrial, 2.875% 27sep2021, EUR   EUR 09/27/2021 10/20/2017 ***.** *.** 10/20/2017 ***.** *.**
CNH Industrial, 4.5% 15aug2023, USD   USD 08/15/2023 10/20/2017 ***.** *.* 10/20/2017 ***.** *.**
CNH Industrial, 4.875% 1apr2021, USD   USD 04/01/2021 10/20/2017 ***.* *.** 10/20/2017 ***.* *.**
Co-Operative Bank, 12% 8may2025, GBP   GBP 05/08/2025 10/20/2017 *** * 10/20/2017 *** *
Co-Operative Bank, 4.75% 11nov2021, GBP (ABS)   GBP 11/11/2021 10/20/2017 ***.** *.** 10/20/2017 ***.** *.**
Co-Operative Bank, 5.625% 16nov2021, GBP   GBP 11/16/2021 10/20/2017 **.** * 10/20/2017 *
Co-Operative Bank, 5.625% 8jul2020, GBP   GBP 07/08/2020 10/20/2017 ***.* *.** 10/20/2017 ***.* *.**
Co-Operative Bank, 7.875% 19dec2022, GBP   GBP 12/19/2022 10/20/2017 **.** **.** 10/20/2017 *
Co-Operative Bank, 9.25% 28apr2021, GBP   GBP 04/28/2021 10/20/2017 **.** **.** 10/20/2017 *
Coca-Cola European Partners, 0.75% 24feb2022, EUR   EUR 02/24/2022 10/20/2017 ***.* *.** 10/20/2017 ***.** *.*
Coca-Cola European Partners, 1.125% 26may2024, EUR   EUR 05/26/2024 10/20/2017 ***.** *.** 10/20/2017 ***.** *.**
Coca-Cola European Partners, 1.75% 26may2028, EUR   EUR 05/26/2028 10/20/2017 ***.** *.** 10/20/2017 ***.** *.**
Coca-Cola European Partners, FRN 26nov2017, EUR   EUR 11/26/2017 10/20/2017 ***.** * 10/20/2017 ***.** *
Cognita, 7.75% 15aug2021, GBP   GBP 08/15/2021 10/20/2017 *** *.** 10/20/2017 ***.** *.**
Community Finance Company 1 PLC, 5.017% 2034, GBP (ABS)   GBP 07/31/2034 10/20/2017 ***.*** *.** 10/20/2017 ***.**** *.**
Compass Group, 0.625% 3jul2024, EUR   EUR 07/03/2024 10/20/2017 **.** *.** 10/20/2017 **.*** *.**
Compass Group, 1.875% 27jan2023, EUR   EUR 01/27/2023 10/20/2017 ***.*** *.** 10/20/2017 ***.** *.**
Compass Group, 2% 3jul2029, GBP   GBP 07/03/2029 10/20/2017 **.** *.** 10/20/2017 **.** *.**
Compass Group, 3.125% 13feb2019, EUR   EUR 02/13/2019 10/20/2017 ***.*** -*.** 10/20/2017 ***.*** -*.**
Compass Group, 3.85% 26jun2026, GBP   GBP 06/26/2026 10/20/2017 ***.** *.** 10/20/2017 ***.* *.**
Connect M77/GSO, 5.404% 31mar2034, GBP   GBP 03/31/2034 10/20/2017 **.**** *.** 10/20/2017 **.*** *.**
Coventry Building Society, 0.5% 12jan2024, EUR   EUR 01/12/2024 10/20/2017 ***.** *.** 10/20/2017 ***.*** *.**
Coventry Building Society, 0.625% 3nov2021, EUR   EUR 11/03/2021 10/20/2017 ***.** *.* 10/20/2017 ***.*** *.**
Coventry Building Society, 2.25% 4dec2017, EUR   EUR 12/04/2017 10/20/2017 ***.** -*.* 10/20/2017 ***.** -*.**
Coventry Building Society, 2.5% 18nov2020, EUR   EUR 11/18/2020 10/20/2017 ***.** *.** 10/20/2017 ***.** *.**
Coventry Building Society, 4.625% 19apr2018, GBP (ABS)   GBP 04/19/2018 10/20/2017 ***.** *.** 10/20/2017 ***.** *.*
Coventry Building Society, 5.875% 28sep2022, GBP   GBP 09/28/2022 10/20/2017 ***.** *.** 10/20/2017 ***.* *.**
Coventry Building Society, 6% 16oct2019, GBP   GBP 10/16/2019 10/20/2017 ***.** *.** 10/20/2017 ***.** *.**
Coventry Building Society, 6.375% perp., GBP   GBP 10/20/2017 ***.** * 10/20/2017 ***.** *
Coventry Building Society, FRN 17mar2020, GBP (ABS)   GBP 03/17/2020 10/20/2017 ***.** * 10/20/2017 ***.** *
Covestro, 1% 7oct2021, EUR   EUR 10/07/2021 10/20/2017 ***.** *.** 10/20/2017 ***.** *.**
Covestro, 1.75% 25sep2024, EUR   EUR 09/25/2024 10/20/2017 ***.** *.** 10/20/2017 ***.** *.**
Covestro, FRN 10mar2018, EUR   EUR 03/10/2018 10/20/2017 ***.** * 10/20/2017 ***.** *
CPUK Finance, 2.666% 28feb2020, GBP (ABS)   GBP 02/28/2020 10/20/2017 ***.**** *.** 10/20/2017 ***.**** *.**
CPUK Finance, 3.588% 28aug2025, GBP (ABS)   GBP 08/28/2025 10/20/2017 ***.**** *.** 10/20/2017 ***.**** *.**
CPUK Finance, 4.25% 28aug2022, GBP   GBP 08/28/2022 10/20/2017 ***.** *.** 10/20/2017 ***.* *.**
CPUK Finance, 7.239% 28feb2024, GBP   GBP 02/28/2024 10/20/2017 ***.**** *.** 10/20/2017 ***.**** *.**
Credit Agricole London, 0.375% 27jan2020, CHF   CHF 01/27/2020 10/20/2017 ***.** -*.* 10/20/2017 ***.** -*.**
Credit Agricole London, 0.45% 14mar2022, CHF   CHF 03/14/2022 10/20/2017 ***.* *.** 10/20/2017 ***.** *.**
Credit Agricole London, 0.55% 14dec2026, CHF   CHF 12/14/2026 10/20/2017 ***.** *.** 10/20/2017 *** *.**
Credit Agricole London, 0.55% 1sep2022, CHF   CHF 09/01/2022 10/20/2017 ***.** *.** 10/20/2017 ***.** *.**
Credit Agricole London, 0.625% 12jul2024, CHF   CHF 07/12/2024 10/20/2017 ***.** *.* 10/20/2017 ***.** *.**
Credit Agricole London, 0.75% 1dec2022, EUR   EUR 12/01/2022 10/20/2017 ***.* *.** 10/20/2017 ***.** *.**
Credit Agricole London, 0.875% 19jan2022, EUR   EUR 01/19/2022 10/20/2017 ***.** *.** 10/20/2017 ***.** *.**
Credit Agricole London, 1% 16sep2024, EUR   EUR 09/16/2024 10/20/2017 ***.** *.* 10/20/2017 ***.** *.*
Credit Agricole London, 1% 27jan2025, CHF   CHF 01/27/2025 10/20/2017 ***.** *.** 10/20/2017 ***.** *.**
Credit Agricole London, 1% 8oct2021, CHF   CHF 10/08/2021 10/20/2017 ***.* -*.** 10/20/2017 ***.** -*.**
Credit Agricole London, 1.25% 14apr2026, EUR   EUR 04/14/2026 10/20/2017 ***.* *.** 10/20/2017 ***.** *.**
Credit Agricole London, 1.25% 17jul2020, CHF   CHF 07/17/2020 10/20/2017 ***.** -*.** 10/20/2017 ***.* -*.**
Credit Agricole London, 1.75% 12mar2018, EUR   EUR 03/12/2018 10/20/2017 ***.** -*.** 10/20/2017 ***.** -*.**
Credit Agricole London, 1.875% 20dec2026, EUR   EUR 12/20/2026 10/20/2017 ***.** *.** 10/20/2017 ***.** *.**
Credit Agricole London, 2.125% 29sep2025, CHF   CHF 09/29/2025 10/20/2017 ***.* *.** 10/20/2017 ***.** *.**
Credit Agricole London, 2.125% 30oct2024, CHF   CHF 10/30/2024 10/20/2017 ***.** *.** 10/20/2017 ***.** *.**
Credit Agricole London, 2.375% 27nov2020, EUR   EUR 11/27/2020 10/20/2017 ***.** -*.** 10/20/2017 ***.** -*.**
Credit Agricole London, 2.5% 15apr2019, USD   USD 04/15/2019 10/20/2017 ***.** *.** 10/20/2017 ***.** *.**
Credit Agricole London, 2.75% 10jun2020, USD   USD 06/10/2020 10/20/2017 ***.** *.** 10/20/2017 ***.** *.**
Credit Agricole London, 3.125% 17jul2023, EUR   EUR 07/17/2023 10/20/2017 ***.** *.* 10/20/2017 ***.* *.**
Credit Agricole London, 3.125% 5feb2026, EUR   EUR 02/05/2026 10/20/2017 ***.** *.** 10/20/2017 ***.** *.**
Credit Agricole London, 3.25% 4oct2024, USD   USD 10/04/2024 10/20/2017 ***.** *.** 10/20/2017 ***.* *.**
Credit Agricole London, 3.375% 10jan2022, USD   USD 01/10/2022 10/20/2017 ***.** *.** 10/20/2017 ***.** *.**
Credit Agricole London, 3.875% 13feb2019, EUR   EUR 02/13/2019 10/20/2017 ***.** -*.* 10/20/2017 ***.** -*.**
Credit Agricole London, 3.875% 15apr2024, USD   USD 04/15/2024 10/20/2017 ***.** *.** 10/20/2017 ***.** *.**
Credit Agricole London, 4.125% 10jan2027, USD   USD 01/10/2027 10/20/2017 ***.** *.** 10/20/2017 ***.** *.**
Credit Agricole London, 4.4% 6jul2027, AUD   AUD 07/06/2027 10/20/2017 **.** *.** 10/20/2017 **.** *.**
Credit Agricole London, 5.125% 18apr2023, EUR   EUR 04/18/2023 10/20/2017 ***.*** *.** 10/20/2017 ***.** *.*
Credit Agricole London, 5.5% 17dec2021, GBP   GBP 12/17/2021 10/20/2017 ***.** *.** 10/20/2017 ***.** *.**
Credit Agricole London, FRN 10jan2022, USD   USD 01/10/2022 10/20/2017 ***.**** * 10/20/2017 ***.**** *
Credit Agricole London, FRN 10jun2020, USD   USD 06/10/2020 10/20/2017 ***.* * 10/20/2017 ***.* *
Credit Agricole London, FRN 15apr2019, USD   USD 04/15/2019 10/20/2017 ***.**** * 10/20/2017 ***.**** *
Credit Agricole London, FRN 1jul2021, USD   USD 07/01/2021 10/20/2017 ***.**** * 10/20/2017 ***.**** *
Credit Agricole London, FRN 20apr2022, EUR   EUR 04/20/2022 10/20/2017 ***.** * 10/20/2017 ***.** *
Credit Suisse AG (London) Branch, 0% 23feb2018, USD (1086D)   USD 02/23/2018 10/20/2017 **.** * 10/20/2017 *
Credit Suisse AG (London) Branch, 0% 23feb2018, USD (722D)   USD 02/23/2018 10/20/2017 **.*** * 10/20/2017 *
Credit Suisse AG (London) Branch, 0% 27apr2018, USD (1089D)   USD 04/27/2018 10/20/2017 **.*** * 10/20/2017 *
Credit Suisse AG (London) Branch, 0% 27jul2018, USD (1086D)   USD 07/27/2018 10/20/2017 **.** * 10/20/2017 *
Credit Suisse AG (London) Branch, 0% 29jun2018, USD (1093D)   USD 06/29/2018 10/20/2017 **.*** * 10/20/2017 *
Credit Suisse AG (London) Branch, 0% 29mar2018, USD (420D)   USD 03/29/2018 10/20/2017 **.*** * 10/20/2017 *
Credit Suisse AG (London) Branch, 0% 30jan2025, USD (3653D)   USD 01/30/2025 10/20/2017 *.*** * 10/20/2017 *
Credit Suisse AG (London) Branch, 0% 4feb2045, AUD (10958D)   AUD 02/04/2045 10/20/2017 ***.**** -*.** 10/20/2017 ***.**** -*.**
Credit Suisse AG (London) Branch, 0% 5sep2019, USD (1094D)   USD 09/05/2019 10/20/2017 **.* * 10/20/2017 *
Credit Suisse AG (London) Branch, 0% 7feb2018, USD (842D)   USD 02/07/2018 10/20/2017 ***.*** * 10/20/2017 *
Credit Suisse AG (London) Branch, 0.5% 29mar2018, EUR   EUR 03/29/2018 10/20/2017 ***.** -*.** 10/20/2017 ***.** -*.**
Credit Suisse AG (London) Branch, 0.55% 15apr2024, CHF   CHF 04/15/2024 10/20/2017 ***.* *.** 10/20/2017 ***.** *.**
Credit Suisse AG (London) Branch, 0.625% 20nov2018, EUR   EUR 11/20/2018 10/20/2017 ***.** -*.** 10/20/2017 ***.** -*.**
Credit Suisse AG (London) Branch, 1% 24sep2021, CHF   CHF 09/24/2021 10/20/2017 ***.** *.** 10/20/2017 ***.* *.**
Credit Suisse AG (London) Branch, 1% 7jun2023, EUR   EUR 06/07/2023 10/20/2017 ***.** *.** 10/20/2017 ***.** *.**
Credit Suisse AG (London) Branch, 1.125% 15sep2020, EUR   EUR 09/15/2020 10/20/2017 ***.** *.** 10/20/2017 ***.** *.**
Credit Suisse AG (London) Branch, 1.375% 29nov2019, EUR   EUR 11/29/2019 10/20/2017 ***.** -*.** 10/20/2017 ***.** -*.**
Credit Suisse AG (London) Branch, 1.375% 31jan2022, EUR   EUR 01/31/2022 10/20/2017 ***.** *.** 10/20/2017 ***.** *.**
Credit Suisse AG (London) Branch, 1.8% 10mar2022, USD   USD 03/10/2022 10/20/2017 **.* *.* 10/20/2017 **.** *.**
Credit Suisse AG (London) Branch, 1.8% 30dec2022, USD   USD 12/30/2022 10/20/2017 **.** *.** 10/20/2017 **.** *.**
Credit Suisse AG (London) Branch, 2% 12jan2022, USD   USD 01/12/2022 10/20/2017 **.** *.** 10/20/2017 ***.** *.**
Credit Suisse AG (London) Branch, 2% 22oct2021, EUR   EUR 10/22/2021 10/20/2017 **.** * 10/20/2017 **.** *
Credit Suisse AG (London) Branch, 2% 24sep2021, EUR   EUR 09/24/2021 10/20/2017 **.* * 10/20/2017 **.** *
Credit Suisse AG (London) Branch, 2.05% 5mar2022, USD   USD 03/05/2022 10/20/2017 **.** * 10/20/2017 **.** *
Credit Suisse AG (London) Branch, 2.2% 9aug2018, EUR   EUR 08/09/2018 10/20/2017 ***.** *.** 10/20/2017 ***.** -*.**
Credit Suisse AG (London) Branch, 2.7% 22aug2022, USD   USD 08/22/2022 10/20/2017 **.** * 10/20/2017 **.** *
Credit Suisse AG (London) Branch, 3% 12oct2026, USD   USD 10/12/2026 10/20/2017 **.** *.** 10/20/2017 **.** *
Credit Suisse AG (London) Branch, 3.5% 26jan2026, USD   USD 01/26/2026 10/20/2017 ***.** *.** 10/20/2017 ***.** *.**
Credit Suisse AG (London) Branch, 3.5% 26nov2025, USD   USD 11/26/2025 10/20/2017 **.** *.** 10/20/2017 **.** *.**
Credit Suisse AG (London) Branch, 4% 15mar2027, GBP   GBP 03/15/2027 10/20/2017 **.** * 10/20/2017 ***.** *
Credit Suisse AG (London) Branch, 4% 21feb2027, USD   USD 02/21/2027 10/20/2017 ***.** *.** 10/20/2017 ***.** *.**
Credit Suisse AG (London) Branch, 4% 7jun2024, USD   USD 06/07/2024 10/20/2017 **.** * 10/20/2017 **.** *
Credit Suisse AG (London) Branch, 4% 7jun2026, GBP   GBP 06/07/2026 10/20/2017 ***.** * 10/20/2017 ***.** *
Credit Suisse AG (London) Branch, 4.3% 29apr2026, USD   USD 04/29/2026 10/20/2017 ***.** *.** 10/20/2017 ***.** *.**
Credit Suisse AG (London) Branch, 4.75% 5aug2019, EUR   EUR 08/05/2019 10/20/2017 ***.** -*.** 10/20/2017 ***.** -*.**
Credit Suisse AG (London) Branch, 6% 26feb2026, USD   USD 02/26/2026 10/20/2017 ***.** *.** 10/20/2017 ***.** *.**
Credit Suisse AG (London) Branch, 6% 9jan2027, USD   USD 01/09/2027 10/20/2017 ***.** * 10/20/2017 ***.** *
Credit Suisse AG (London) Branch, 6.5% 13jul2026, USD   USD 07/13/2026 10/20/2017 **.** * 10/20/2017 **.** *
Credit Suisse AG (London) Branch, 6.5% 14sep2026, AUD   AUD 09/14/2026 10/20/2017 **.** * 10/20/2017 **.** *
Credit Suisse AG (London) Branch, FRN 10nov2017, EUR   EUR 11/10/2017 10/20/2017 ***.** * 10/20/2017 ***.** *
Credit Suisse AG (London) Branch, FRN 14apr2021, USD (1812D)   USD 04/14/2021 10/20/2017 *.** * 10/20/2017 *
Credit Suisse AG (London) Branch, FRN 15dec2017, EUR   EUR 12/15/2017 10/20/2017 ***.** * 10/20/2017 ***.** *
Credit Suisse AG (London) Branch, FRN 16oct2019, EUR   EUR 10/16/2019 10/20/2017 ***.** * 10/20/2017 ***.** *
Credit Suisse AG (London) Branch, FRN 19feb2018, EUR   EUR 02/19/2018 10/20/2017 ***.** * 10/20/2017 ***.** *
Credit Suisse AG (London) Branch, FRN 24apr2024, EUR   EUR 04/24/2024 10/20/2017 **.** *.** 10/20/2017 ***.** *.**
Credit Suisse AG (London) Branch, FRN 24apr2024, EUR   EUR 04/24/2024 10/20/2017 **.** * 10/20/2017 ***.** *
Credit Suisse AG (London) Branch, FRN 26apr2021, USD (1824D)   USD 04/26/2021 10/20/2017 *.** * 10/20/2017 *
Credit Suisse AG (London) Branch, FRN 27jul2018, USD (1086D)   USD 07/27/2018 10/20/2017 **.*** * 10/20/2017 *
Credit Suisse AG (London) Branch, FRN 29may2019, SEK   SEK 05/29/2019 10/20/2017 ***.* * 10/20/2017 ***.* *
Credit Suisse International, 0% 13aug2019, USD (1349D)   USD 08/13/2019 10/20/2017 *.** * 10/20/2017 *
Credit Suisse International, 0% 13feb2019, USD (1168D)   USD 02/13/2019 10/20/2017 *.** * 10/20/2017 *
Credit Suisse International, 0% 13nov2020, USD (1827D)   USD 11/13/2020 10/20/2017 *.** * 10/20/2017 *
Credit Suisse International, 0% 14dec2020, USD (1826D)   USD 12/14/2020 10/20/2017 **.** * 10/20/2017 *
Credit Suisse International, 0% 14dec2020, USD (1826D)   USD 12/14/2020 10/20/2017 *.** * 10/20/2017 *
Credit Suisse International, 0% 14dec2020, USD (1826D)   USD 12/14/2020 10/20/2017 **.** * 10/20/2017 *
Credit Suisse International, 0% 14dec2020, USD (1826D)   USD 12/14/2020 10/20/2017 *.** * 10/20/2017 *
Credit Suisse International, 0% 14may2021, USD (1989D)   USD 05/14/2021 10/20/2017 *.** * 10/20/2017 *
Credit Suisse International, 0% 15dec2025, USD (3653D)   USD 12/15/2025 10/20/2017 *.** * 10/20/2017 *
Credit Suisse International, 0% 15may2020, USD (1660D)   USD 05/15/2020 10/20/2017 *.** * 10/20/2017 *
Credit Suisse International, 0% 19jan2021, USD (1820D)   USD 01/19/2021 10/20/2017 **.** * 10/20/2017 *
Credit Suisse International, 0% 1nov2021, USD (1825D)   USD 11/01/2021 10/20/2017 *.** * 10/20/2017 *
Credit Suisse International, 0% 20oct2020, USD (1828D)   USD 10/20/2020 10/20/2017 **.** * 10/20/2017 *
Credit Suisse International, 0% 20oct2020, USD (1828D)   USD 10/20/2020 10/20/2017 *.** * 10/20/2017 *
Credit Suisse International, 0% 22apr2022, USD (1821D)   USD 04/22/2022 10/20/2017 *.* * 10/20/2017 *
Credit Suisse International, 0% 22dec2022, USD (2549D)   USD 12/22/2022 10/20/2017 *.** * 10/20/2017 *
Credit Suisse International, 0% 23oct2023, USD (2882D)   USD 10/23/2023 10/20/2017 *.** * 10/20/2017 *
Credit Suisse International, 0% 24aug2020, USD (1761D)   USD 08/24/2020 10/20/2017 **.** * 10/20/2017 *
Credit Suisse International, 0% 25oct2019, USD (1081D)   USD 10/25/2019 10/20/2017 **.** * 10/20/2017 *
Credit Suisse International, 0% 26jan2021, USD (1827D)   USD 01/26/2021 10/20/2017 *.** * 10/20/2017 *
Credit Suisse International, 0% 26jan2021, USD (1827D)   USD 01/26/2021 10/20/2017 **.** * 10/20/2017 *
Credit Suisse International, 0% 26jan2021, USD (1827D)   USD 01/26/2021 10/20/2017 **.** * 10/20/2017 *
Credit Suisse International, 0% 26jan2026, USD (3653D)   USD 01/26/2026 10/20/2017 **.** * 10/20/2017 *
Credit Suisse International, 0% 26jan2026, USD (3653D)   USD 01/26/2026 10/20/2017 *.** * 10/20/2017 *
Credit Suisse International, 0% 29oct2020, USD (1827D)   USD 10/29/2020 10/20/2017 **.** * 10/20/2017 *
Credit Suisse International, 0% 29oct2020, USD (1827D)   USD 10/29/2020 10/20/2017 *.** * 10/20/2017 *
Credit Suisse International, 0% 29oct2020, USD (1827D)   USD 10/29/2020 10/20/2017 **.** * 10/20/2017 *
Credit Suisse International, 0% 29oct2020, USD (1827D)   USD 10/29/2020 10/20/2017 *.** * 10/20/2017 *
Credit Suisse International, 0% 29oct2025, USD (3653D)   USD 10/29/2025 10/20/2017 *.** * 10/20/2017 *
Credit Suisse International, 0% 2dec2020, USD (1827D)   USD 12/02/2020 10/20/2017 *.** * 10/20/2017 *
Credit Suisse International, 0% 2dec2020, USD (1827D)   USD 12/02/2020 10/20/2017 **.** * 10/20/2017 *
Credit Suisse International, 0% 2dec2020, USD (1827D)   USD 12/02/2020 10/20/2017 **.** * 10/20/2017 *
Credit Suisse International, 0% 2dec2020, USD (1828D)   USD 12/02/2020 10/20/2017 *.** * 10/20/2017 *
Credit Suisse International, 0% 2dec2025, USD (3653D)   USD 12/02/2025 10/20/2017 *.** * 10/20/2017 *
Credit Suisse International, 0% 2nov2026, USD (3652D)   USD 11/02/2026 10/20/2017 *.** * 10/20/2017 *
Credit Suisse International, 0% 30dec2020, USD   USD 12/30/2020 10/20/2017 **.* * 10/20/2017 *
Credit Suisse International, 0% 30dec2020, USD (1827D)   USD 12/30/2020 10/20/2017 *.** * 10/20/2017 *
Credit Suisse International, 0% 30dec2020, USD (1827D)   USD 12/30/2020 10/20/2017 **.** * 10/20/2017 *
Credit Suisse International, 0% 3jan2025, EUR (4953D)   EUR 01/03/2025 10/20/2017 ***.** -*.** 10/20/2017 *
Credit Suisse International, 0% 4oct2021, USD (1826D)   USD 10/04/2021 10/20/2017 *.** * 10/20/2017 *
Credit Suisse International, 0% 4oct2021, USD (1826D)   USD 10/04/2021 10/20/2017 *.** * 10/20/2017 *
Credit Suisse International, 0% 5oct2026, USD (3653D)   USD 10/05/2026 10/20/2017 *.* * 10/20/2017 *
Credit Suisse International, 0% 8oct2020, USD (1816D)   USD 10/08/2020 10/20/2017 **.** * 10/20/2017 *
Credit Suisse International, FRN 10may2021, USD (1783D)   USD 05/10/2021 10/20/2017 *.** * 10/20/2017 *
Credit Suisse International, FRN 11apr2019, USD (1087D)   USD 04/11/2019 10/20/2017 **.** * 10/20/2017 *
Credit Suisse International, FRN 11sep2023, USD (2609D)   USD 09/11/2023 10/20/2017 *.** * 10/20/2017 *
Credit Suisse International, FRN 16aug2021, USD (1825D)   USD 08/16/2021 10/20/2017 *.* * 10/20/2017 *
Credit Suisse International, FRN 16aug2021, USD (1825D)   USD 08/16/2021 10/20/2017 *.** * 10/20/2017 *
Credit Suisse International, FRN 16feb2022, USD   USD 02/16/2022 10/20/2017 *.** * 10/20/2017 *
Credit Suisse International, FRN 16feb2022, USD   USD 02/16/2022 10/20/2017 *.** * 10/20/2017 *
Credit Suisse International, FRN 16feb2024, USD   USD 02/16/2024 10/20/2017 *.** * 10/20/2017 *
Credit Suisse International, FRN 16jul2021, USD (1822D)   USD 07/16/2021 10/20/2017 *.** * 10/20/2017 *
Credit Suisse International, FRN 16jul2021, USD (1822D)   USD 07/16/2021 10/20/2017 *.** * 10/20/2017 *
Credit Suisse International, FRN 16jun2021, USD (1825D)   USD 06/16/2021 10/20/2017 *.** * 10/20/2017 *
Credit Suisse International, FRN 16jun2021, USD (1825D)   USD 06/16/2021 10/20/2017 *.** * 10/20/2017 *
Credit Suisse International, FRN 16jun2021, USD (1825D)   USD 06/16/2021 10/20/2017 *.** * 10/20/2017 *
Credit Suisse International, FRN 16jun2023, USD (2555D)   USD 06/16/2023 10/20/2017 *.** * 10/20/2017 *
Credit Suisse International, FRN 16jun2026, USD (3651D)   USD 06/16/2026 10/20/2017 *.** * 10/20/2017 *
Credit Suisse International, FRN 16jun2026, USD (3651D)   USD 06/16/2026 10/20/2017 *.** * 10/20/2017 *
Credit Suisse International, FRN 17aug2023, USD (2556D)   USD 08/17/2023 10/20/2017 *.** * 10/20/2017 *
Credit Suisse International, FRN 17aug2023, USD (2556D)   USD 08/17/2023 10/20/2017 *.** * 10/20/2017 *
Credit Suisse International, FRN 17aug2026, USD (3652D)   USD 08/17/2026 10/20/2017 *.** * 10/20/2017 *
Credit Suisse International, FRN 17feb2027, USD   USD 02/17/2027 10/20/2017 *.** * 10/20/2017 *
Credit Suisse International, FRN 17feb2027, USD   USD 02/17/2027 10/20/2017 *.** * 10/20/2017 *
Credit Suisse International, FRN 17feb2027, USD   USD 02/17/2027 10/20/2017 *.** * 10/20/2017 *
Credit Suisse International, FRN 17jul2026, USD (3649D)   USD 07/17/2026 10/20/2017 *.** * 10/20/2017 *
Credit Suisse International, FRN 17mar2021, USD (1826D)   USD 03/17/2021 10/20/2017 **.** * 10/20/2017 *
Credit Suisse International, FRN 17may2021, USD (1790D)   USD 05/17/2021 10/20/2017 *.** * 10/20/2017 *
Credit Suisse International, FRN 18jul2023, USD (2554D)   USD 07/18/2023 10/20/2017 *.** * 10/20/2017 *
Credit Suisse International, FRN 18jul2023, USD (2554D)   USD 07/18/2023 10/20/2017 *.** * 10/20/2017 *
Credit Suisse International, FRN 18mar2021, USD (1827D)   USD 03/18/2021 10/20/2017 *.* * 10/20/2017 *
Credit Suisse International, FRN 18mar2021, USD (1827D)   USD 03/18/2021 10/20/2017 **.** * 10/20/2017 *
Credit Suisse International, FRN 19apr2019, USD   USD 04/19/2019 10/20/2017 **.** * 10/20/2017 *
Credit Suisse International, FRN 19dec2023, USD   USD 12/19/2023 10/20/2017 *.** * 10/20/2017 *
Credit Suisse International, FRN 19dec2023, USD   USD 12/19/2023 10/20/2017 * * 10/20/2017 *
Credit Suisse International, FRN 1jul2019, USD (1056D)   USD 07/01/2019 10/20/2017 *.** * 10/20/2017 *
Credit Suisse International, FRN 20apr2026, EUR (3653D)   EUR 04/20/2026 10/20/2017 *.** * 10/20/2017 *
Credit Suisse International, FRN 20dec2021, USD   USD 12/20/2021 10/20/2017 *.** * 10/20/2017 *
Credit Suisse International, FRN 20dec2021, USD   USD 12/20/2021 10/20/2017 *.** * 10/20/2017 *
Credit Suisse International, FRN 20dec2021, USD   USD 12/20/2021 10/20/2017 *.** * 10/20/2017 *
Credit Suisse International, FRN 20mar2024, USD   USD 03/20/2024 10/20/2017 *.** * 10/20/2017 *
Credit Suisse International, FRN 21dec2026, USD   USD 12/21/2026 10/20/2017 *.** * 10/20/2017 *
Credit Suisse International, FRN 21dec2026, USD   USD 12/21/2026 10/20/2017 *.** * 10/20/2017 *
Credit Suisse International, FRN 21mar2022, USD   USD 03/21/2022 10/20/2017 *.** * 10/20/2017 *
Credit Suisse International, FRN 21mar2022, USD   USD 03/21/2022 10/20/2017 *.** * 10/20/2017 *
Credit Suisse International, FRN 23jan2024, USD   USD 01/23/2024 10/20/2017 *.** * 10/20/2017 *
Credit Suisse International, FRN 23jan2024, USD   USD 01/23/2024 10/20/2017 *.** * 10/20/2017 *
Credit Suisse International, FRN 25jan2022, USD   USD 01/25/2022 10/20/2017 *.** * 10/20/2017 *
Credit Suisse International, FRN 25jan2022, USD   USD 01/25/2022 10/20/2017 *.** * 10/20/2017 *
Credit Suisse International, FRN 25jan2027, USD   USD 01/25/2027 10/20/2017 *.** * 10/20/2017 *
Credit Suisse International, FRN 25jan2027, USD   USD 01/25/2027 10/20/2017 *.** * 10/20/2017 *
Credit Suisse International, FRN 25may2021, USD (1798D)   USD 05/25/2021 10/20/2017 *.** * 10/20/2017 *
Credit Suisse International, FRN 25may2021, USD (1798D)   USD 05/25/2021 10/20/2017 *.** * 10/20/2017 *
Credit Suisse International, FRN 27nov2023, USD (2686D)   USD 11/27/2023 10/20/2017 *.** * 10/20/2017 *
Credit Suisse International, FRN 28jan2019, USD (1082D)   USD 01/28/2019 10/20/2017 **.** * 10/20/2017 *
Credit Suisse International, FRN 29dec2021, USD   USD 12/29/2021 10/20/2017 *.** * 10/20/2017 *
Credit Suisse International, FRN 2aug2021, USD (1819D)   USD 08/02/2021 10/20/2017 *.** * 10/20/2017 *
Credit Suisse International, FRN 2aug2021, USD (1819D)   USD 08/02/2021 10/20/2017 *.** * 10/20/2017 *
Credit Suisse International, FRN 2feb2021, USD (1820D)   USD 02/02/2021 10/20/2017 **.** * 10/20/2017 *
Credit Suisse International, FRN 2jan2024, USD   USD 01/02/2024 10/20/2017 *.** * 10/20/2017 *
Credit Suisse International, FRN 30dec2026, USD   USD 12/30/2026 10/20/2017 *.** * 10/20/2017 *
Credit Suisse International, FRN 31dec2021, USD   USD 12/31/2021 10/20/2017 *.** * 10/20/2017 *
Credit Suisse International, FRN 31dec2021, USD   USD 12/31/2021 10/20/2017 *.** * 10/20/2017 *
Credit Suisse International, FRN 31mar2025, USD (3176D)   USD 03/31/2025 10/20/2017 *.** * 10/20/2017 *
Credit Suisse International, FRN 31may2019, USD (1078D)   USD 05/31/2019 10/20/2017 **.** * 10/20/2017 *
Credit Suisse International, FRN 3apr2020, RUR   RUB 04/03/2020 10/20/2017 *.** * 10/20/2017 *
Credit Suisse International, FRN 3apr2020, RUR   RUB 04/03/2020 10/20/2017 *.** * 10/20/2017 *
Credit Suisse International, FRN 4apr2022, USD   USD 04/04/2022 10/20/2017 *.** * 10/20/2017 *
Credit Suisse International, FRN 4apr2022, USD   USD 04/04/2022 10/20/2017 *.** * 10/20/2017 *
Credit Suisse International, FRN 4apr2023, USD (2556D)   USD 04/04/2023 10/20/2017 *.** * 10/20/2017 *
Credit Suisse International, FRN 4mar2021, USD   USD 03/04/2021 10/20/2017 **.** * 10/20/2017 *
Credit Suisse International, FRN 4mar2021, USD (1827D)   USD 03/04/2021 10/20/2017 **.* * 10/20/2017 *
Credit Suisse International, FRN 4mar2021, USD (1827D)   USD 03/04/2021 10/20/2017 *.** * 10/20/2017 *
Credit Suisse International, FRN 4mar2021, USD (1827D)   USD 03/04/2021 10/20/2017 **.** * 10/20/2017 *
Credit Suisse International, FRN 4may2021, USD (1824D)   USD 05/04/2021 10/20/2017 *.** * 10/20/2017 *
Credit Suisse International, FRN 5jan2022, USD (1995D)   USD 01/05/2022 10/20/2017 *.** * 10/20/2017 *
Credit Suisse International, FRN 5jul2019, RUR (1080D)   RUB 07/05/2019 10/20/2017 *.** * 10/20/2017 *
Credit Suisse International, FRN 5jul2023, USD (2554D)   USD 07/05/2023 10/20/2017 *.** * 10/20/2017 *
Credit Suisse International, FRN 5mar2024, USD   USD 03/05/2024 10/20/2017 *.** * 10/20/2017 *
Credit Suisse International, FRN 5mar2024, USD   USD 03/05/2024 10/20/2017 *.** * 10/20/2017 *
Credit Suisse International, FRN 5mar2024, USD   USD 03/05/2024 10/20/2017 *.* * 10/20/2017 *
Credit Suisse International, FRN 5mar2024, USD   USD 03/05/2024 10/20/2017 *.** * 10/20/2017 *
Credit Suisse International, FRN 6apr2027, USD   USD 04/06/2027 10/20/2017 *.** * 10/20/2017 *
Credit Suisse International, FRN 6feb2024, USD   USD 02/06/2024 10/20/2017 *.** * 10/20/2017 *
Credit Suisse International, FRN 6jul2021, USD (1825D)   USD 07/06/2021 10/20/2017 *.** * 10/20/2017 *
Credit Suisse International, FRN 6jul2021, USD (1825D)   USD 07/06/2021 10/20/2017 *.** * 10/20/2017 *
Credit Suisse International, FRN 6jul2021, USD (1825D)   USD 07/06/2021 10/20/2017 *.** * 10/20/2017 *
Credit Suisse International, FRN 6jul2026, USD (3651D)   USD 07/06/2026 10/20/2017 *.** * 10/20/2017 *
Credit Suisse International, FRN 6may2021, USD (1826D)   USD 05/06/2021 10/20/2017 *.** * 10/20/2017 *
Credit Suisse International, FRN 6may2026, USD (3652D)   USD 05/06/2026 10/20/2017 *.** * 10/20/2017 *
Credit Suisse International, FRN 7apr2021, USD (1829D)   USD 04/07/2021 10/20/2017 **.** * 10/20/2017 *
Credit Suisse International, FRN 7apr2021, USD (1829D)   USD 04/07/2021 10/20/2017 *.** * 10/20/2017 *
Credit Suisse International, FRN 7feb2022, USD   USD 02/07/2022 10/20/2017 *.** * 10/20/2017 *
Credit Suisse International, FRN 7feb2022, USD   USD 02/07/2022 10/20/2017 *.** * 10/20/2017 *
Credit Suisse International, FRN 7jun2019, USD (1080D)   USD 06/07/2019 10/20/2017 *.** * 10/20/2017 *
Credit Suisse International, FRN 7mar2022, USD   USD 03/07/2022 10/20/2017 *.** * 10/20/2017 *
Credit Suisse International, FRN 7mar2022, USD   USD 03/07/2022 10/20/2017 *.** * 10/20/2017 *
Credit Suisse International, FRN 8feb2027, USD   USD 02/08/2027 10/20/2017 *.** * 10/20/2017 *
Credit Suisse International, FRN 8mar2027, USD   USD 03/08/2027 10/20/2017 *.** * 10/20/2017 *
Credit Suisse International, FRN 9feb2021, USD (1827D)   USD 02/09/2021 10/20/2017 **.* * 10/20/2017 *
Credit Suisse International, FRN 9feb2021, USD (1827D)   USD 02/09/2021 10/20/2017 **.** * 10/20/2017 *
Ctrl Section 1 Finance, FRN 2nov2051, GBP   GBP 11/02/2051 10/20/2017 ***.**** * 10/20/2017 ***.**** *
Daily Mail & General Trust, 10% 9apr2021, GBP   GBP 04/09/2021 10/20/2017 ***.* *.** 10/20/2017 ***.** *.**
Daily Mail & General Trust, 5.75% 7dec2018, GBP   GBP 12/07/2018 10/20/2017 ***.** *.** 10/20/2017 ***.** *.**
Daily Mail & General Trust, 6.375% 21jun2027, GBP   GBP 06/21/2027 10/20/2017 ***.** *.** 10/20/2017 ***.** *.**
Debenhams, 5.25% 15jul2021, GBP   GBP 07/15/2021 10/20/2017 ***.* *.** 10/20/2017 ***.* *.**
Delphi Automotive, 1.5% 10mar2025, EUR   EUR 03/10/2025 10/20/2017 ***.** *.** 10/20/2017 ***.** *.**
Delphi Automotive, 1.6% 15sep2028, EUR   EUR 09/15/2028 10/20/2017 **.** *.** 10/20/2017 **.** *.**
Delphi Automotive, 3.15% 19nov2020, USD   USD 11/19/2020 10/20/2017 ***.** *.* 10/20/2017 ***.** *.**
Delphi Automotive, 4.25% 15jan2026, USD   USD 01/15/2026 10/20/2017 ***.*** *.** 10/20/2017 ***.** *.**
Derby Healthcare, 5.564% 30jun2041, GBP (ABS)   GBP 06/30/2041 10/20/2017 ***.**** *.** 10/20/2017 ***.**** *.**
Derwent London, 1.125% 24jul2019, GBP (Conv.)   GBP 07/24/2019 10/20/2017 ***.** -*.** 10/20/2017 ***.* -*.**
Deutsche Bank AG (London Branch), 0% 12jan2019, EUR (3652D)   EUR 01/12/2019 10/20/2017 **.** *.** 10/20/2017 **.* *.**
Deutsche Bank AG (London Branch), 0% 15jun2034, USD (7307D)   USD 06/15/2034 10/20/2017 **.** * 10/20/2017 *
Deutsche Bank AG (London Branch), 0% 15may2043, MXN (10957D)   MXN 05/15/2043 10/20/2017 *.* **.** 10/20/2017 **.** *.*
Deutsche Bank AG (London Branch), 0% 21aug2032, ZAR (7305D)   ZAR 08/21/2032 10/20/2017 **.** **.** 10/20/2017 **.** **.**
Deutsche Bank AG (London Branch), 0% 22apr2026, EUR (3711D)   EUR 04/22/2026 10/20/2017 **.** *.** 10/20/2017 **.** *.**
Deutsche Bank AG (London Branch), 0% 22apr2026, USD (3710D)   USD 04/22/2026 10/20/2017 **.** *.** 10/20/2017 **.** *.**
Deutsche Bank AG (London Branch), 0% 25may2018, USD (1086D)   USD 05/25/2018 10/20/2017 **.* * 10/20/2017 *
Deutsche Bank AG (London Branch), 0% 25may2018, USD (1099D)   USD 05/25/2018 10/20/2017 **.*** * 10/20/2017 *
Deutsche Bank AG (London Branch), 0% 27feb2019, EUR (3652D)   EUR 02/27/2019 10/20/2017 **.** *.** 10/20/2017 ***.** -*
Deutsche Bank AG (London Branch), 0% 30oct2025, BRL (3654D)   BRL 10/30/2025 10/20/2017 **.** **.** 10/20/2017 **.** *.**
Deutsche Bank AG (London Branch), 0% 3apr2018, USD (1097D)   USD 04/03/2018 10/20/2017 **.*** * 10/20/2017 *
Deutsche Bank AG (London Branch), 0% 7apr2021, USD (1826D)   USD 04/07/2021 10/20/2017 **.** *.** 10/20/2017 **.* *.**
Deutsche Bank AG (London Branch), 0% 7nov2022, USD (2191D)   USD 11/07/2022 10/20/2017 **.** *.** 10/20/2017 **.** *.**
Deutsche Bank AG (London Branch), 1.625% 24feb2020, NOK   NOK 02/24/2020 10/20/2017 ***.* *.** 10/20/2017 ***.** *.*
Deutsche Bank AG (London Branch), 13% 1mar2019, EUR   EUR 03/01/2019 10/20/2017 ***.** -**.** 10/20/2017 ***.* -**.**
Deutsche Bank AG (London Branch), 2% 13jul2022, USD   USD 07/13/2022 10/20/2017 **.** *.** 10/20/2017 **.** *.*
Deutsche Bank AG (London Branch), 2% 18nov2025, EUR   EUR 11/18/2025 10/20/2017 **.** *.** 10/20/2017 **.** *.**
Deutsche Bank AG (London Branch), 2% 18nov2025, EUR   EUR 11/18/2025 10/20/2017 **.** *.** 10/20/2017 ** *.**
Deutsche Bank AG (London Branch), 2% 24apr2023, USD   USD 04/24/2023 10/20/2017 **.* * 10/20/2017 **.** *
Deutsche Bank AG (London Branch), 2% 3jul2027, EUR   EUR 07/03/2027 10/20/2017 **.** * 10/20/2017 **.** *
Deutsche Bank AG (London Branch), 2.25% 20sep2020, EUR   EUR 09/20/2020 10/20/2017 **.** * 10/20/2017 **.** *
Deutsche Bank AG (London Branch), 2.25% 25feb2021, USD   USD 02/25/2021 10/20/2017 **.** *.** 10/20/2017 **.** *.**
Deutsche Bank AG (London Branch), 2.25% 28jun2020, EUR   EUR 06/28/2020 10/20/2017 **.** * 10/20/2017 **.** *
Deutsche Bank AG (London Branch), 2.25% 5jun2019, NOK   NOK 06/05/2019 10/20/2017 ***.** *.** 10/20/2017 ***.** *.*
Deutsche Bank AG (London Branch), 2.4% 20sep2020, EUR   EUR 09/20/2020 10/20/2017 ***.** *.** 10/20/2017 ***.** *.**
Deutsche Bank AG (London Branch), 2.5% 13feb2019, USD   USD 02/13/2019 10/20/2017 ***.** *.** 10/20/2017 ***.** *.**
Deutsche Bank AG (London Branch), 2.5% 20sep2022, NOK   NOK 09/20/2022 10/20/2017 ***.** *.** 10/20/2017 ***.* *.**
Deutsche Bank AG (London Branch), 2.8% 15apr2025, USD   USD 04/15/2025 10/20/2017 **.** * 10/20/2017 **.** *
Deutsche Bank AG (London Branch), 3% 15jul2025, USD (Structured)   USD 07/15/2025 10/20/2017 **.** * 10/20/2017 **.** *
Deutsche Bank AG (London Branch), 3% 8jul2025, USD   USD 07/08/2025 10/20/2017 **.** * 10/20/2017 **.* *
Deutsche Bank AG (London Branch), 3.08% 27jul2030, EUR   EUR 07/27/2030 10/20/2017 ** * 10/20/2017 ** *
Deutsche Bank AG (London Branch), 3.5% 25jul2019, AUD   AUD 07/25/2019 10/20/2017 **.** *.** 10/20/2017 ***.* *.**
Deutsche Bank AG (London Branch), 3.7% 30may2024, USD   USD 05/30/2024 10/20/2017 ***.** *.** 10/20/2017 ***.** *.**
Deutsche Bank AG (London Branch), 3.75% 5sep2021, EUR   EUR 05/09/2021 10/20/2017 ***.** * 10/20/2017 ***.** *
Deutsche Bank AG (London Branch), 4.625% 25mar2020, NZD   NZD 03/25/2020 10/20/2017 ***.** *.* 10/20/2017 ***.** *.*
Deutsche Bank AG (London Branch), 4.75% 3jul2027, USD   USD 07/03/2027 10/20/2017 **.* * 10/20/2017 **.* *
Deutsche Bank AG (London Branch), 5% 28jul2025, USD   USD 07/28/2025 10/20/2017 **.** * 10/20/2017 **.** *
Deutsche Bank AG (London Branch), 6.05% 27jun2019, ZAR   ZAR 06/27/2019 10/20/2017 **.** *.** 10/20/2017 **.** *.*
Deutsche Bank AG (London Branch), 6.6% 15feb2025, USD   USD 02/15/2025 10/20/2017 **.** * 10/20/2017 ***.** *
Deutsche Bank AG (London Branch), 9.375% 13feb2018, USD   USD 02/13/2018 10/20/2017 ***.** *.** 10/20/2017 *
Deutsche Bank AG (London Branch), FRN 1mar2019, IDR   IDR 03/01/2019 10/20/2017 **.** * 10/20/2017 **.* *
Deutsche Bank AG (London Branch), FRN 20oct2022, USD   USD 10/20/2022 10/20/2017 **.* * 10/20/2017 **.** *
Deutsche Bank AG (London Branch), FRN 20sep2020, EUR   EUR 09/20/2020 10/20/2017 ***.** * 10/20/2017 ***.** *
Deutsche Bank AG (London Branch), FRN 22mar2018, IDR   IDR 03/22/2018 10/20/2017 **.** * 10/20/2017 **.** *
Deutsche Bank AG (London Branch), FRN 23may2023, USD   USD 05/23/2023 10/20/2017 **.*** * 10/20/2017 **.**** *
Deutsche Bank AG (London Branch), FRN 8nov2020, EUR   EUR 11/08/2020 10/20/2017 **.** * 10/20/2017 ***.** *
Deutsche Bank AG (London Branch), FRN 8nov2020, EUR   EUR 11/08/2020 10/20/2017 ***.** * 10/20/2017 ***.** *
Deutsche Bank AG (London Branch), FRN 9mar2026, EUR   EUR 03/09/2026 10/20/2017 **.** * 10/20/2017 **.** *
DFS, 7.625% 15aug2018, GBP   GBP 08/15/2018 10/20/2017 ***.** *.** 10/20/2017 *
DFS, FRN 15aug2018, GBP   GBP 08/15/2018 10/20/2017 *** * 10/20/2017 *
Diageo, 1.125% 20may2019, EUR   EUR 05/20/2019 10/20/2017 ***.** -*.* 10/20/2017 ***.** -*.**
Diageo, 1.125% 29apr2018, USD   USD 04/29/2018 10/20/2017 **.** *.** 10/20/2017 **.*** *.*
Diageo, 1.75% 23sep2024, EUR   EUR 09/23/2024 10/20/2017 ***.** *.** 10/20/2017 ***.** *.**
Diageo, 2.375% 20may2026, EUR   EUR 05/20/2026 10/20/2017 ***.*** *.** 10/20/2017 ***.** *.**
Diageo, 2.625% 29apr2023, USD   USD 04/29/2023 10/20/2017 ***.** *.** 10/20/2017 ***.*** *.**
Diageo, 2.875% 11may2022, USD   USD 05/11/2022 10/20/2017 ***.** *.** 10/20/2017 ***.*** *.**
Diageo, 4.25% 11may2042, USD   USD 05/11/2042 10/20/2017 ***.** *.** 10/20/2017 ***.** *.**
Diageo, 4.828% 15jul2020, USD   USD 07/15/2020 10/20/2017 ***.* *.** 10/20/2017 ***.*** *.**
Diageo, 4.85% 15may2018, USD   USD 05/15/2018 10/20/2017 ***.*** *.** 10/20/2017 ***.*** *.**
Diageo, 5.75% 23oct2017, USD   USD 10/23/2017 10/20/2017 **.** **.** 10/20/2017 ***.** -**.**
Diageo, 5.875% 30sep2036, USD   USD 09/30/2036 10/20/2017 ***.** *.** 10/20/2017 ***.* *.**
Diageo, 7.45% 15apr2035, USD   USD 04/15/2035 10/20/2017 ***.*** *.* 10/20/2017 ***.*** *.**
Diageo, 8.00% 15sep2022, USD   USD 09/15/2022 10/20/2017 ***.*** *.** 10/20/2017 *** *.**
Direct Line Insurance Group, 9.25% 27apr2042, GBP   GBP 04/27/2042 10/20/2017 ***.** * 10/20/2017 ***.** *
DS Smith, 1.375% 26jul2024, EUR   EUR 07/26/2024 10/20/2017 ***.** *.** 10/20/2017 ***.** *.**
DS Smith, 2.25% 16sep2022, EUR   EUR 09/16/2022 10/20/2017 ***.** *.** 10/20/2017 ***.** *.**
DS Smith, 2.875% 26jul2029, GBP   GBP 07/26/2029 10/20/2017 **.** *.** 10/20/2017 **.** *.**
Dwr Cymru, 6.015% 31mar2028, GBP   GBP 03/31/2028 10/20/2017 ***.** *.** 10/20/2017 ***.** *.*
Dwr Cymru, 6.907% 31mar2021, GBP (ABS)   GBP 03/31/2021 10/20/2017 ***.** *.** 10/20/2017 ***.** *.**
Dwr Cymru, FRN 31mar2026, GBP (ABS)   GBP 03/31/2026 10/20/2017 ***.** * 10/20/2017 ***.** *
Dwr Cymru, FRN 31mar2030, GBP (ABS)   GBP 03/31/2030 10/20/2017 ***.** * 10/20/2017 ***.** *
Dwr Cymru, FRN 31mar2031, GBP (ABS)   GBP 03/31/2031 10/20/2017 ***.* * 10/20/2017 ***.** *
East Finance, 5.486% 15jun2042, GBP   GBP 06/15/2042 10/20/2017 ***.** *.** 10/20/2017 ***.** *.**
Eastern Power Networks, 4.75% 30sep2021, GBP   GBP 09/30/2021 10/20/2017 ***.** *.** 10/20/2017 ***.** *.**
Eastern Power Networks, 5.5% 5jun2026, GBP   GBP 06/05/2026 10/20/2017 ***.** *.** 10/20/2017 ***.** *.**
Eastern Power Networks, 5.75% 8mar2024, GBP   GBP 03/08/2024 10/20/2017 ***.* *.** 10/20/2017 ***.** *.**
Eastern Power Networks, 6.25% 12nov2036, GBP   GBP 11/12/2036 10/20/2017 ***.** * 10/20/2017 ***.** *
Eastern Power Networks, 8.5% 31mar2025, GBP   GBP 03/31/2025 10/20/2017 ***.** * 10/20/2017 ***.* *.**
EasyJet, 1.125% 18oct2023, EUR   EUR 10/18/2023 10/20/2017 ***.** *.** 10/20/2017 ***.** *.**
EasyJet, 1.75% 9feb2023, EUR   EUR 02/09/2023 10/20/2017 ***.** *.** 10/20/2017 ***.** *.**
EBRD, 0% 10feb2028, AUD (10957D)   AUD 02/10/2028 10/20/2017 **.** *.** 10/20/2017 **.*** *.**
EBRD, 0% 13jun2023, BRL (2862D)   BRL 06/13/2023 10/20/2017 **.** *.** 10/20/2017 **.** *.**
EBRD, 0% 17jun2027, ZAR (10957D)   ZAR 06/17/2027 10/20/2017 **.** *.** 10/20/2017 **.** *.**
EBRD, 0% 22jan2026, RUR (3653D)   RUB 01/22/2026 10/20/2017 **.** *.* 10/20/2017 **.** *.**
EBRD, 0% 2aug2021, TRY (1461D)   TRY 08/02/2021 10/20/2017 **.** **.* 10/20/2017 **.** **.**
EBRD, 0% 30dec2027, ZAR (11026D)   ZAR 12/30/2027 10/20/2017 **.* *.** 10/20/2017 **.** *.**
EBRD, 0% 31dec2018, ZAR (7665D)   ZAR 12/31/2018 10/20/2017 **.** *.** 10/20/2017 **.** *.**
EBRD, 0% 31dec2020, ZAR (8308D)   ZAR 12/31/2020 10/20/2017 **.** *.* 10/20/2017 **.** *.**
EBRD, 0% 31dec2029, ZAR (11627D)   ZAR 12/31/2029 10/20/2017 **.** *.** 10/20/2017 **.** *.**
EBRD, 0% 4feb2048, ITL (18262D)   ITL 02/04/2048 10/20/2017 **.** *.* 10/20/2017 **.** *.**
EBRD, 0% 6mar2023, TRY (3652D)   TRY 03/06/2023 10/20/2017 **.** **.** 10/20/2017 **.** **.**
EBRD, 0% 7apr2027, ZAR (10957D)   ZAR 04/07/2027 10/20/2017 **.** *.** 10/20/2017 **.** *.**
EBRD, 0.5% 13nov2017, USD   USD 11/13/2017 10/20/2017 **.**** *.** 10/20/2017 ***.**** -*.**
EBRD, 0.5% 1sep2023, AUD   AUD 09/01/2023 10/20/2017 **.** *.** 10/20/2017 **.** *.**
EBRD, 0.5% 20dec2018, AUD   AUD 12/20/2018 10/20/2017 **.** *.** 10/20/2017 **.** *.**
EBRD, 0.5% 21dec2023, AUD   AUD 12/21/2023 10/20/2017 **.** *.** 10/20/2017 **.** *.**
EBRD, 0.5% 21nov2023, AUD   AUD 11/21/2023 10/20/2017 **.** *.** 10/20/2017 **.** *.**
EBRD, 0.5% 22jun2020, BRL   BRL 06/22/2020 10/20/2017 **.** *.** 10/20/2017 **.** *.**
EBRD, 0.5% 24jan2018, BRL   BRL 01/24/2018 10/20/2017 **.** *.** 10/20/2017 **.* *.**
EBRD, 0.5% 28jan2020, BRL   BRL 01/28/2020 10/20/2017 **.** *.** 10/20/2017 **.** *.**
EBRD, 0.875% 22jul2019, USD   USD 07/22/2019 10/20/2017 **.** *.** 10/20/2017 **.** *.**
EBRD, 1% 15jun2018, USD   USD 06/15/2018 10/20/2017 **.* *.** 10/20/2017 **.** *.**
EBRD, 1% 15jun2018, USD   USD 06/15/2018 10/20/2017 **.**** *.** 10/20/2017 **.**** *.**
EBRD, 1% 17sep2018, USD   USD 09/17/2018 10/20/2017 **.* *.** 10/20/2017 **.** *.**
EBRD, 1.125% 24aug2020, USD   USD 08/24/2020 10/20/2017 **.** *.** 10/20/2017 **.** *.**
EBRD, 1.375% 15sep2021, USD   USD 09/15/2021 10/20/2017 **.** *.** 10/20/2017 **.** *.**
EBRD, 1.45% 3mar2025, USD   USD 03/03/2025 10/20/2017 **.** *.** 10/20/2017 **.** *.**
EBRD, 1.5% 16mar2020, USD   USD 03/16/2020 10/20/2017 **.** *.** 10/20/2017 **.** *.**
EBRD, 1.5% 2nov2021, USD   USD 11/02/2021 10/20/2017 **.** *.** 10/20/2017 **.** *.**
EBRD, 1.625% 15nov2018, USD   USD 11/15/2018 10/20/2017 ***.** *.** 10/20/2017 ***.** *.**
EBRD, 1.625% 5may2020, USD   USD 05/05/2020 10/20/2017 **.** *.** 10/20/2017 **.** *.**
EBRD, 1.75% 14jun2019, USD   USD 06/14/2019 10/20/2017 ***.** *.** 10/20/2017 ***.** *.**
EBRD, 1.75% 26nov2019, USD   USD 11/26/2019 10/20/2017 **.** *.** 10/20/2017 ***.** *.**
EBRD, 1.875% 15jul2021, USD   USD 07/15/2021 10/20/2017 **.** *.** 10/20/2017 **.** *.**
EBRD, 1.875% 17dec2018, GBP   GBP 12/17/2018 10/20/2017 ***.** *.** 10/20/2017 ***.* *.**
EBRD, 1.875% 23feb2022, USD   USD 02/23/2022 10/20/2017 **.** *.** 10/20/2017 **.** *.*
EBRD, 10% 13oct2021, TRY   TRY 10/13/2021 10/20/2017 **.* **.** 10/20/2017 **.** **.**
EBRD, 10% 16nov2018, IDR   IDR 11/16/2018 10/20/2017 ***.** *.** 10/20/2017 ***.** *.**
EBRD, 10% 4dec2018, ITL   ITL 12/04/2018 10/20/2017 ***.*** * 10/20/2017 ***.*** *
EBRD, 10% 5nov2018, ITL (Structured)   ITL 11/05/2018 10/20/2017 **.* * 10/20/2017 *** *
EBRD, 10% 9nov2018, USD   USD 11/09/2018 10/20/2017 ***.* *.** 10/20/2017 ***.* *.**
EBRD, 11% 28sep2018, TRY   TRY 09/28/2018 10/20/2017 **.** **.** 10/20/2017 **.** **.**
EBRD, 11.25% 5feb2019, RON   RON 02/05/2019 10/20/2017 *** -*.** 10/20/2017 *** -*.**
EBRD, 12% 19feb2019, EUR   EUR 02/19/2019 10/20/2017 ***.**** * 10/20/2017 ***.**** *
EBRD, 2% 1feb2021, USD   USD 02/01/2021 10/20/2017 ***.** *.** 10/20/2017 ***.** *.**
EBRD, 2.125% 7mar2022, USD   USD 03/07/2022 10/20/2017 ***.** *.** 10/20/2017 ***.** *.**
EBRD, 2.746% 17jul2024, GBP   GBP 07/17/2024 10/20/2017 ***.*** * 10/20/2017 ***.*** *
EBRD, 4% 30apr2019, BRL   BRL 04/30/2019 10/20/2017 **.** *.** 10/20/2017 **.** *.**
EBRD, 4.16% 14jun2018, IDR   IDR 06/14/2018 10/20/2017 **.** *.** 10/20/2017 **.** *.**
EBRD, 4.5% 18dec2018, MXN   MXN 12/18/2018 10/20/2017 **.** *.** 10/20/2017 **.** *.**
EBRD, 5% 14jun2021, INR   INR 06/14/2021 10/20/2017 **.** *.** 10/20/2017 **.** *.**
EBRD, 5% 22jul2025, EUR   EUR 07/22/2025 10/20/2017 ***.** * 10/20/2017 *
EBRD, 5.08% 15dec2025, MXN   MXN 12/15/2025 10/20/2017 **.** *.** 10/20/2017 *
EBRD, 5.125% 7jun2032, GBP   GBP 06/07/2032 10/20/2017 ***.** *.** 10/20/2017 ***.** *.**
EBRD, 5.25% 6dec2018, TRY   TRY 12/06/2018 10/20/2017 **.** **.* 10/20/2017 **.** **.*
EBRD, 5.625% 7dec2028, GBP   GBP 12/07/2028 10/20/2017 ***.** *.** 10/20/2017 ***.** *.**
EBRD, 5.75% 19mar2018, INR   INR 03/19/2018 10/20/2017 ***.** *.** 10/20/2017 ***.** *.**
EBRD, 6% 24jul2023, RUR   RUB 07/24/2023 10/20/2017 **.** *.** 10/20/2017 **.** *.**
EBRD, 6% 4may2020, INR   INR 05/04/2020 10/20/2017 ***.* *.** 10/20/2017 ***.** *.**
EBRD, 6.125% 30mar2020, INR   INR 03/30/2020 10/20/2017 ***.** *.** 10/20/2017 ***.** *.**
EBRD, 6.25% 25jul2022, IDR   IDR 07/25/2022 10/20/2017 ***.* *.** 10/20/2017 ***.** *.**
EBRD, 6.75% 13jul2018, RUB   RUB 07/13/2018 10/20/2017 **.** *.** 10/20/2017 ***.** *.**
EBRD, 6.91% 28may2019, IDR   IDR 05/28/2019 10/20/2017 ***.** *.** 10/20/2017 ***.** *.*
EBRD, 7.25% 20dec2018, RUR   RUB 12/20/2018 10/20/2017 **.** *.** 10/20/2017 *
EBRD, 7.25% 8feb2018, RUR   RUB 02/08/2018 10/20/2017 ***.** *.** 10/20/2017 ***.** *.**
EBRD, 7.375% 15apr2019, IDR   IDR 04/15/2019 10/20/2017 ***.** *.** 10/20/2017 ***.** *.**
EBRD, 7.5% 16dec2019, BRL   BRL 12/16/2019 10/20/2017 ***.*** *.** 10/20/2017 ***.** *.*
EBRD, 7.5% 29nov2019, RUR   RUB 11/29/2019 10/20/2017 ***.** *.** 10/20/2017 ***.** *.**
EBRD, 7.83% 30nov2018, RUR   RUB 11/30/2018 10/20/2017 **.** *.* 10/20/2017 *
EBRD, 8% 11oct2018, TRY   TRY 10/11/2018 10/20/2017 **.** **.** 10/20/2017 **.** **.**
EBRD, 8% 26apr2018, RUR   RUB 04/26/2018 10/20/2017 ***.** *.** 10/20/2017 *** *.**
EBRD, 8.75% 10jul2018, RUR   RUB 07/10/2018 10/20/2017 **.** **.** 10/20/2017 *
EBRD, 9.25% 2dec2020, IDR   IDR 12/02/2020 10/20/2017 ***.** *.** 10/20/2017 ***.** *.**
EBRD, 9.45% 1feb2018, BRL   BRL 02/01/2018 10/20/2017 ***.** *.* 10/20/2017 ***.** *.*
EBRD, FRN 10jan2020, USD   USD 01/10/2020 10/20/2017 ***.** * 10/20/2017 ***.** *
EBRD, FRN 19nov2020, USD   USD 11/19/2020 10/20/2017 **.** * 10/20/2017 **.** *
EBRD, FRN 23mar2020, USD   USD 03/23/2020 10/20/2017 **.** * 10/20/2017 ***.** *
EE Limited, 3.25% 3aug2018, EUR   EUR 08/03/2018 10/20/2017 ***.*** -*.** 10/20/2017 ***.** -*.**
EE Limited, 4.375% 28mar2019, GBP   GBP 03/28/2019 10/20/2017 ***.** *.** 10/20/2017 ***.** *.**
Ei Group, 5.659% 30jun2027, GBP   GBP 06/30/2027 10/20/2017 ***.** * 10/20/2017 ***.** *
Ei Group, 6% 6oct2023, GBP   GBP 10/06/2023 10/20/2017 ***.** *.** 10/20/2017 ***.** *.*
Ei Group, 6.375% 15feb2022, GBP   GBP 02/15/2022 10/20/2017 ***.** *.** 10/20/2017 ***.** *.**
Ei Group, 6.375% 26sep2031, GBP (ABS)   GBP 09/26/2031 10/20/2017 ***.* *.** 10/20/2017 ***.** *.**
Ei Group, 6.464% 30mar2032, GBP   GBP 03/30/2032 10/20/2017 **.** *.** 10/20/2017 ***.** *.**
Ei Group, 6.5% 6dec2018, GBP (ABS)   GBP 12/06/2018 10/20/2017 ***.** *.** 10/20/2017 ***.* *.**
Ei Group, 6.875% 15feb2021, GBP (ABS)   GBP 02/15/2021 10/20/2017 *** *.** 10/20/2017 ***.* *.**
Ei Group, 6.875% 9may2025, GBP (ABS)   GBP 05/09/2025 10/20/2017 ***.** *.** 10/20/2017 ***.* *.**
Ei Group, 7.395% 30mar2024, GBP   GBP 03/28/2024 10/20/2017 ***.** *.* 10/20/2017 ***.** *.**
Electricity North West, 8.875% 25mar2026, GBP   GBP 03/25/2026 10/20/2017 ***.** *.** 10/20/2017 ***.** *.**
Elli Investments, 12.25% 15jun2020, GBP   GBP 06/15/2020 10/20/2017 **.** **.** 10/20/2017 **.** **.**
Elli Investments, 8.75% 15jun2019, GBP   GBP 06/15/2019 10/20/2017 **.** *.** 10/20/2017 ***.* *.**
EMH Treasury, 4.5% 29jan2044, GBP   GBP 01/29/2044 10/20/2017 ***.** *.** 10/20/2017 ***.** *.**
EnQuest, 5.5% 15feb2022, GBP   GBP 02/15/2022 10/20/2017 **.** **.** 10/20/2017 **.* **.**
Enterprise Oil, 7% 1may2018, USD   USD 05/01/2018 10/20/2017 ***.**** *.** 10/20/2017 ***.**** *.**
Equity Release Funding, 5.05% 26apr2033, GBP (ABS)   GBP 04/26/2033 10/20/2017 ***.**** *.** 10/20/2017 ***.**** *.**
Equity Release Funding, 5.7% 26feb2031, GBP (ABS)   GBP 02/26/2031 10/20/2017 ***.**** *.** 10/20/2017 ***.**** *.**
Equity Release Funding, 5.88% 26may2032, GBP (ABS)   GBP 05/26/2032 10/20/2017 ***.**** *.** 10/20/2017 ***.**** *.**
Equity Release Funding, FRN 14jul2050, GBP (ABS)   GBP 07/14/2050 10/20/2017 **.* * 10/20/2017 *
Esure Group, 6.75% 19dec2024, GBP   GBP 12/19/2024 10/20/2017 ***.**** *.** 10/20/2017 ***.**** *.**
Eversholt Funding, 5.831% 2dec2020, GBP   GBP 12/02/2020 10/20/2017 ***.**** *.** 10/20/2017 ***.**** *.**
Eversholt Funding, 6.359% 2dec2025, GBP   GBP 12/02/2025 10/20/2017 ***.**** *.** 10/20/2017 ***.*** *.**
Eversholt Funding, 6.697% 22feb2035, GBP   GBP 02/22/2035 10/20/2017 ***.** *.** 10/20/2017 ***.** *.**
Exchequer Partnership, 5.396% 13jul2036, GBP (ABS)   GBP 07/13/2036 10/20/2017 ***.**** *.** 10/20/2017 ***.**** *.**
FCE Bank, 0.869% 13sep2021, EUR   EUR 09/13/2021 10/20/2017 ***.** *.** 10/20/2017 ***.** *.**
FCE Bank, 1.114% 13may2020, EUR   EUR 05/13/2020 10/20/2017 ***.** *.** 10/20/2017 ***.** *.**
FCE Bank, 1.134% 10feb2022, EUR   EUR 02/10/2022 10/20/2017 ***.* *.** 10/20/2017 ***.* *.**
FCE Bank, 1.528% 9nov2020, EUR   EUR 11/09/2020 10/20/2017 ***.** *.** 10/20/2017 ***.** *.**
FCE Bank, 1.615% 11may2023, EUR   EUR 05/11/2023 10/20/2017 ***.** *.** 10/20/2017 ***.** *.**
FCE Bank, 1.66% 11feb2021, EUR   EUR 02/11/2021 10/20/2017 ***.** *.** 10/20/2017 ***.* *.**
FCE Bank, 1.75% 21may2018, EUR   EUR 05/21/2018 10/20/2017 ***.** -*.** 10/20/2017 ***.** -*.**
FCE Bank, 1.875% 18apr2019, EUR   EUR 04/18/2019 10/20/2017 ***.** -*.* 10/20/2017 ***.** -*.**
FCE Bank, 1.875% 24jun2021, EUR   EUR 06/24/2021 10/20/2017 ***.** *.** 10/20/2017 ***.** *.*
FCE Bank, 2.625% 20nov2018, GBP   GBP 11/20/2018 10/20/2017 ***.** *.** 10/20/2017 ***.** *.**
FCE Bank, 2.727% 3jun2022, GBP   GBP 06/03/2022 10/20/2017 ***.** *.** 10/20/2017 ***.** *.**
FCE Bank, 2.759% 13nov2019, GBP   GBP 11/13/2019 10/20/2017 ***.** *.** 10/20/2017 ***.* *.**
FCE Bank, 3.25% 19nov2020, GBP   GBP 11/19/2020 10/20/2017 ***.** *.** 10/20/2017 ***.** *.**
FCE Bank, FRN 10feb2018, EUR   EUR 02/10/2018 10/20/2017 ***.* * 10/20/2017 ***.** *
FCE Bank, FRN 11aug2018, EUR   EUR 08/11/2018 10/20/2017 ***.** * 10/20/2017 ***.** *
FCE Bank, FRN 17sep2019, EUR   EUR 09/17/2019 10/20/2017 ***.** * 10/20/2017 ***.** *
FCE Bank, FRN 26aug2020, EUR   EUR 08/26/2020 10/20/2017 ***.** * 10/20/2017 ***.** *
First Flexible, FRN 15sep2033, GBP (ABS)   GBP 09/15/2033 10/20/2017 **.**** * 10/20/2017 **.**** *
First Flexible, FRN 15sep2033, GBP (ABS)   GBP 09/15/2033 10/20/2017 **.**** * 10/20/2017 **.**** *
First Flexible, FRN 15sep2033, GBP (ABS)   GBP 09/15/2033 10/20/2017 **.**** * 10/20/2017 **.**** *
First Flexible, FRN 1dec2035, GBP (ABS)   GBP 12/01/2035 10/20/2017 **.*** * 10/20/2017 **.*** *
First Flexible, FRN 1jun2034, GBP (ABS)   GBP 06/01/2034 10/20/2017 ***.**** * 10/20/2017 ***.**** *
First Flexible, FRN 1jun2034, GBP (ABS)   GBP 06/01/2034 10/20/2017 ***.**** * 10/20/2017 ***.**** *
First Hydro, 9% 31jul2021, GBP (ABS)   GBP 07/31/2021 10/20/2017 ***.*** *.** 10/20/2017 ***.* *.**
Firstgroup, 6.125% 18jan2019, GBP   GBP 01/18/2019 10/20/2017 ***.** *.** 10/20/2017 ***.** *.**
Firstgroup, 6.875% 18sep2024, GBP   GBP 09/18/2024 10/20/2017 ***.** *.** 10/20/2017 ***.* *.**
Firstgroup, 8.125% 19sep2018, GBP   GBP 09/19/2018 10/20/2017 ***.** *.** 10/20/2017 ***.** *.**
Firstgroup, 8.75% 8apr2021, GBP   GBP 04/08/2021 10/20/2017 ***.** *.** 10/20/2017 ***.** *.*
Friends Life Group, 12% 21may2021, GBP   GBP 05/21/2021 10/20/2017 ***.** *.** 10/20/2017 ***.** *.**
Friends Life Group, 7.875% perp., USD   USD 10/20/2017 ***.** * 10/20/2017 ***.** *
Friends Life Group, 8.25% 21apr2022, GBP   GBP 04/21/2022 10/20/2017 ***.* *.** 10/20/2017 ***.* *.**
G4S, 1.5% 2jun2024, EUR   EUR 06/02/2024 10/20/2017 ***.** *.** 10/20/2017 ***.** *.**
G4S, 1.5% 9jan2023, EUR   EUR 01/09/2023 10/20/2017 ***.** *.** 10/20/2017 ***.** *.**
G4S, 2.625% 6dec2018, EUR   EUR 12/06/2018 10/20/2017 ***.** *.** 10/20/2017 ***.** -*.**
G4S, 7.75% 13may2019, GBP   GBP 05/13/2019 10/20/2017 ***.** *.** 10/20/2017 ***.** *.**
Gatwick Airport, 2.625% 7oct2046, GBP   GBP 10/07/2046 10/20/2017 **.** *.** 10/20/2017 **.** *.**
Gatwick Airport, 4.625% 27mar2034, GBP (ABS)   GBP 03/27/2034 10/20/2017 ***.** *.* 10/20/2017 ***.** *.**
Gatwick Airport, 5.25% 23jan2024, GBP (ABS)   GBP 01/23/2024 10/20/2017 ***.**** *.** 10/20/2017 ***.*** *.**
Gatwick Airport, 6.125% 2mar2026, GBP (ABS)   GBP 03/02/2026 10/20/2017 ***.** *.** 10/20/2017 ***.* *.*
Gatwick Airport, 6.5% 2mar2041, GBP   GBP 03/02/2041 10/20/2017 ***.** *.** 10/20/2017 ***.** *.**
GenFinance, 6.064% 21dec2039, GBP   GBP 12/21/2039 10/20/2017 ***.**** *.** 10/20/2017 ***.*** *.**
GESB, 8.35% 15nov2018, GBP   GBP 11/15/2018 10/20/2017 ***.**** *.** 10/20/2017 ***.**** *.**
GKN Holdings, 3.375% 12may2032, GBP   GBP 05/12/2032 10/20/2017 **.** *.** 10/20/2017 **.* *.*
GKN Holdings, 5.375% 19sep2022, GBP   GBP 09/19/2022 10/20/2017 ***.** *.** 10/20/2017 ***.** *.**
GKN Holdings, 6.75% 28oct2019, GBP   GBP 10/28/2019 10/20/2017 ***.** *.** 10/20/2017 ***.* *.**
Glaxosmithkline, 0% 12sep2020, EUR (1096D)   EUR 09/12/2020 10/20/2017 ***.* -*.** 10/20/2017 ***.** -*.**
Glaxosmithkline, 0.625% 2dec2019, EUR   EUR 12/02/2019 10/20/2017 ***.* -*.** 10/20/2017 ***.** -*.**
Glaxosmithkline, 1% 12sep2026, EUR   EUR 09/12/2026 10/20/2017 ***.*** *.** 10/20/2017 ***.** *.**
Glaxosmithkline, 1.375% 12sep2029, EUR   EUR 09/12/2029 10/20/2017 ***.** *.** 10/20/2017 ***.** *.**
Glaxosmithkline, 1.375% 2dec2024, EUR   EUR 12/02/2024 10/20/2017 ***.*** *.** 10/20/2017 ***.** *.**
Glaxosmithkline, 2.8% 18mar2023, USD   USD 03/18/2023 10/20/2017 ***.** *.* 10/20/2017 ***.** *.**
Glaxosmithkline, 2.85% 8may2022, USD   USD 05/08/2022 10/20/2017 ***.** *.** 10/20/2017 ***.** *.**
Glaxosmithkline, 3.375% 20dec2027, GBP   GBP 12/20/2027 10/20/2017 ***.** *.** 10/20/2017 ***.** *.**
Glaxosmithkline, 4% 16jun2025, EUR   EUR 06/16/2025 10/20/2017 ***.** *.** 10/20/2017 ***.** *.**
Glaxosmithkline, 4.2% 18mar2043, USD   USD 03/18/2043 10/20/2017 ***.*** *.** 10/20/2017 ***.*** *.*
Glaxosmithkline, 4.25% 18dec2045, GBP   GBP 12/18/2045 10/20/2017 ***.** *.* 10/20/2017 ***.** *.**
Glaxosmithkline, 5.25% 10apr2042, GBP   GBP 04/10/2042 10/20/2017 ***.** *.** 10/20/2017 ***.** *.**
Glaxosmithkline, 5.25% 19dec2033, GBP   GBP 12/19/2033 10/20/2017 ***.** *.** 10/20/2017 ***.** *.**
Glaxosmithkline, 5.375% 15apr2034, USD   USD 04/15/2034 10/20/2017 ***.** *.** 10/20/2017 ***.** *.*
Glaxosmithkline, 5.625% 13dec2017, EUR   EUR 12/13/2017 10/20/2017 ***.* *.** 10/20/2017 ***.** *.**
Glaxosmithkline, 5.65% 15may2018, USD   USD 05/15/2018 10/20/2017 ***.*** *.** 10/20/2017 ***.*** *.**
Glaxosmithkline, 6.375% 15may2038, USD   USD 05/15/2038 10/20/2017 ***.** *.** 10/20/2017 ***.*** *.**
Glaxosmithkline, 6.375% 9mar2039, GBP   GBP 03/09/2039 10/20/2017 ***.** *.** 10/20/2017 ***.** *.**
Global Switch Holdings, 1.5% 31jan2024, EUR   EUR 01/31/2024 10/20/2017 ***.** *.** 10/20/2017 ***.** *.**
Global Switch Holdings, 2.25% 31may2027, EUR   EUR 05/31/2027 10/20/2017 ***.** *.** 10/20/2017 ***.** *.**
Global Switch Holdings, 4.375% 13dec2022, GBP   GBP 12/13/2022 10/20/2017 ***.**** *.** 10/20/2017 ***.*** *.**
Global Switch Holdings, 5.5% 18apr2018, EUR   EUR 04/18/2018 10/20/2017 ***.** * 10/20/2017 ***.** -*.**
Goldman Sachs International, 0% 26feb2018, CHF (1089D)   CHF 02/26/2018 10/20/2017 *** -**.** 10/20/2017 *
Goldman Sachs International, 0% 3oct2036, MXN (7305D)   MXN 10/03/2036 10/20/2017 **.** * 10/20/2017 **.** *.**
Goldman Sachs International, 1.75% 29may2024, EUR   EUR 05/29/2024 10/20/2017 ***.** *.** 10/20/2017 ***.** *.**
Goldman Sachs International, 2.5% 31mar2020, EUR   EUR 03/31/2020 10/20/2017 ***.** * 10/20/2017 ***.** *
Goldman Sachs International, 3.5% 8feb2025, USD   USD 02/08/2025 10/20/2017 **.* * 10/20/2017 **.* *
Goldman Sachs International, 3.75% 29oct2021, EUR   EUR 10/29/2021 10/20/2017 ***.** * 10/20/2017 *** *
Goldman Sachs International, 6.05% 15oct2018, ZAR   ZAR 10/15/2018 10/20/2017 **.** *.** 10/20/2017 ***.** *.**
Goldman Sachs International, 6.25% 17mar2020, MXN   MXN 03/17/2020 10/20/2017 **.** *.** 10/20/2017 **.** *.**
Goldman Sachs International, FRN 14dec2020, EUR   EUR 12/14/2020 10/20/2017 ***.* * 10/20/2017 ***.* *
Goldman Sachs International, FRN 17aug2018, EUR   EUR 08/17/2018 10/20/2017 ***.* * 10/20/2017 ***.* *
Goldman Sachs International, FRN 19sep2018, EUR   EUR 09/19/2018 10/20/2017 ***.* * 10/20/2017 ***.* *
Goldman Sachs International, FRN 21dec2018, EUR   EUR 12/21/2018 10/20/2017 ***.** * 10/20/2017 ***.** *
Goldman Sachs International, FRN 24nov2017, EUR   EUR 11/24/2017 10/20/2017 **.* * 10/20/2017 *
Goldman Sachs International, FRN 25feb2020, EUR   EUR 02/25/2020 10/20/2017 ***.** * 10/20/2017 ***.** *
Goldman Sachs International, FRN 25nov2017, USD   USD 11/25/2017 10/20/2017 ** * 10/20/2017 ***.* *
Goldman Sachs International, FRN 31may2019, EUR   EUR 05/31/2019 10/20/2017 ***.* * 10/20/2017 ***.* *
Goldman Sachs International, FRN 4dec2019, USD   USD 12/04/2019 10/20/2017 **.* * 10/20/2017 ***.* *
Goldman Sachs International, FRN 6dec2017, EUR   EUR 12/06/2017 10/20/2017 ***.**** * 10/20/2017 ***.**** *
Goodyear Dunlop Tires, 3.75% 15dec2023, EUR   EUR 12/15/2023 10/20/2017 ***.** *.** 10/20/2017 ***.*** *.**
Grainer PLC, 5% 16dec2020, GBP   GBP 12/16/2020 10/20/2017 ***.** *.** 10/20/2017 ***.** *.**
Grand Union Housing Group, 4.625% 4dec2043, GBP   GBP 12/04/2043 10/20/2017 ***.** *.* 10/20/2017 ***.** *.**
Great Hall Mortgages, FRN 18jun2038, EUR (ABS)   EUR 06/18/2038 10/20/2017 **.**** * 10/20/2017 **.**** *
Great Hall Mortgages, FRN 18jun2038, GBP (ABS)   GBP 06/18/2038 10/20/2017 **.**** * 10/20/2017 **.**** *
Great Hall Mortgages, FRN 18mar2039, GBP (ABS)   GBP 03/18/2039 10/20/2017 **.*** * 10/20/2017 **.**** *
Great Places Housing Group, 4.75% 22oct2042, GBP (ABS)   GBP 10/22/2042 10/20/2017 ***.** *.** 10/20/2017 ***.** *.**
Greater Gabbard OFTO, 4.137% 2032, GBP (ABS)   GBP 11/29/2032 10/20/2017 ***.**** *.** 10/20/2017 ***.** *.**
Greene King Finance, 4.0643% 15mar2035, GBP   GBP 03/15/2035 10/20/2017 ***.** *.** 10/20/2017 ***.* *.**
Greene King Finance, 5.106% 15mar2034, GBP   GBP 03/15/2034 10/20/2017 ***.**** *.** 10/20/2017 ***.*** *.**
Greene King Finance, 5.318% 15sep2031, GBP   GBP 09/15/2031 10/20/2017 ***.**** *.** 10/20/2017 ***.**** *.**
Greene King Finance, 5.702% 15dec2034, GBP   GBP 12/15/2034 10/20/2017 **.**** * 10/20/2017 **.**** *
Greenko Group, 4.875% 16aug2023, USD   USD 08/16/2023 10/20/2017 **.** *.** 10/20/2017 **.** *.**
Guardian Royal Exchange, 6.625% 21aug2023, GBP   GBP 08/21/2023 10/20/2017 ***.** *.* 10/20/2017 ***.** *.**
Gwynt y Mor OFTO, 2.778% 17feb2034, GBP   GBP 02/17/2034 10/20/2017 ***.**** *.** 10/20/2017 ***.**** *.**
H.J. Heinz Finance, 6.25% 18feb2030, GBP   GBP 02/18/2030 10/20/2017 ***.** *.** 10/20/2017 ***.** *.**
Halifax, 9.375% 15may2021, GBP   GBP 05/15/2021 10/20/2017 ***.** *.** 10/20/2017 ***.** *.**
Hammerson, 1.75% 15mar2023, EUR   EUR 03/15/2023 10/20/2017 ***.** *.* 10/20/2017 ***.** *.**
Hammerson, 2% 1jul2022, EUR   EUR 07/01/2022 10/20/2017 ***.*** *.** 10/20/2017 ***.** *.**
Hammerson, 2.75% 26sep2019, EUR   EUR 09/26/2019 10/20/2017 ***.* *.** 10/20/2017 ***.** -*.*
Hammerson, 3.5% 27oct2025, GBP   GBP 10/27/2025 10/20/2017 ***.** *.** 10/20/2017 ***.** *.**
Hammerson, 6% 23feb2026, GBP   GBP 02/23/2026 10/20/2017 ***.** *.** 10/20/2017 ***.** *.**
Hammerson, 6.875% 31mar2020, GBP   GBP 03/31/2020 10/20/2017 ***.** *.** 10/20/2017 ***.* -*.**
Hammerson, 7.25% 21apr2028, GBP   GBP 04/21/2028 10/20/2017 ***.** *.** 10/20/2017 ***.** *.**
Hansteen (Jersey) Securities, 4% 15jul2018, EUR (Conv.)   EUR 07/15/2018 10/20/2017 *** -**.** 10/20/2017 *** -**.**
Hastoe Capital, 5.6% 27mar2042, GBP   GBP 03/27/2042 10/20/2017 ***.** *.** 10/20/2017 ***.** *.**
Haven Funding, 7% 30nov2032, GBP   GBP 11/30/2032 10/20/2017 ***.**** *.** 10/20/2017 ***.**** *.**
Haven Funding, 8.125% 30sep2037, GBP   GBP 09/30/2037 10/20/2017 ***.**** *.** 10/20/2017 ***.**** *.**
HBOS, 4.5% 18mar2030, EUR   EUR 03/18/2030 10/20/2017 ***.** * 10/20/2017 ***.** *
HBOS, 5.374% 30jun2021, EUR   EUR 06/30/2021 10/20/2017 ***.** *.** 10/20/2017 ***.** *.**
HBOS, 6% 1nov2033, USD   USD 11/01/2033 10/20/2017 ***.** *.** 10/20/2017 ***.** *.**
HBOS, 6.461% perp., GBP   GBP 10/20/2017 ***.** * 10/20/2017 ***.** *
HBOS, 6.75% 21may2018, USD   USD 05/21/2018 10/20/2017 ***.** *.** 10/20/2017 ***.* -*.**
HBOS, 6.85% perp., USD   USD 10/20/2017 ***.** * 10/20/2017 ***.** *
HBOS, 9.54% perp., GBP   GBP 10/20/2017 ***.** * 10/20/2017 ***.* *
Heathrow Airport Holdings, 0.5% 17may2024, CHF   CHF 05/17/2024 10/20/2017 ***.* *.** 10/20/2017 ***.** *.**
Heathrow Airport Holdings, 1.5% 11feb2030, EUR (ABS)   EUR 02/11/2030 10/20/2017 ***.** *.** 10/20/2017 ***.** *.**
Heathrow Airport Holdings, 1.875% 12jul2032, EUR   EUR 07/12/2032 10/20/2017 ***.** *.** 10/20/2017 ***.** *.**
Heathrow Airport Holdings, 1.875% 23may2022, EUR   EUR 05/23/2022 10/20/2017 ***.*** *.** 10/20/2017 ***.** *.**
Heathrow Airport Holdings, 3.875% 1mar2027, GBP   GBP 03/01/2027 10/20/2017 **.** *.** 10/20/2017 **.* *.**
Heathrow Airport Holdings, 4.221% 6aug2026, GBP   GBP 08/06/2026 10/20/2017 ***.**** *.** 10/20/2017 ***.**** *.**
Heathrow Airport Holdings, 4.6% 15feb2018, EUR   EUR 02/15/2018 10/20/2017 ***.** *.** 10/20/2017 ***.* -*.**
Heathrow Airport Holdings, 4.625% 31oct2046, GBP   GBP 10/31/2046 10/20/2017 ***.** *.** 10/20/2017 ***.* *.**
Heathrow Airport Holdings, 5.225% 15feb2023, GBP   GBP 02/15/2023 10/20/2017 ***.* *.* 10/20/2017 ***.** *.**
Heathrow Airport Holdings, 5.375% 2sep2019, GBP   GBP 09/01/2019 10/20/2017 ***.*********** *.** 10/20/2017 ***.*********** *.**
Heathrow Airport Holdings, 5.75% 3mar2025, GBP   GBP 03/03/2025 10/20/2017 ***.**** *.** 10/20/2017 ***.**** *.**
Heathrow Airport Holdings, 6% 20mar2020, GBP   GBP 03/20/2020 10/20/2017 ***.** *.** 10/20/2017 ***.** *.**
Heathrow Airport Holdings, 6.25% 10sep2018, GBP   GBP 09/10/2018 10/20/2017 ***.********** *.* 10/20/2017 ***.********** *.**
Heathrow Airport Holdings, 6.75% 3dec2026, GBP   GBP 12/03/2026 10/20/2017 ***.** *.* 10/20/2017 ***.** *.**
Heathrow Airport Holdings, 7.075% 4aug2028, GBP   GBP 08/04/2028 10/20/2017 ***.** *.* 10/20/2017 ***.** *.**
Heathrow Airport Holdings, 7.125% 14feb2024, GBP   GBP 02/14/2024 10/20/2017 ***.** *.** 10/20/2017 ***.** *.**
Heathrow Airport Holdings, 9.2% 29mar2021, GBP   GBP 03/29/2021 10/20/2017 ***.*** *.** 10/20/2017 ***.**** *.**
Helical Bar, 4% 17jun2019, GBP (Conv.)   GBP 06/17/2019 10/20/2017 **.** *.** 10/20/2017 **.** *.*
Helical Bar, 6% 24jun2020, GBP   GBP 06/24/2020 10/20/2017 ***.* *.** 10/20/2017 ***.* *.**
High Speed Rail Finance, 4.375% 1nov2038, GBP   GBP 11/01/2038 10/20/2017 ***.*** *.** 10/20/2017 ***.*** *.**
Highland Acquisitions, FRN 15sep2020, GBP (ABS)   GBP 09/15/2020 10/20/2017 **.* * 10/20/2017 **.*** *
Hiscox, 6.125% 24nov2045, GBP   GBP 11/24/2045 10/20/2017 ***.** * 10/20/2017 ***.** *
Holmes Master Issuer, 4.009% 15oct2054, GBP (2010-1)   GBP 10/15/2054 10/20/2017 *** * 10/20/2017 *** *
Holmes Master Issuer, FRN 15oct2054, GBP (ABS)   GBP 10/15/2054 10/20/2017 *** * 10/20/2017 *** *
Housing Association Funding, 8.25% 7jun2027, GBP (ABS)   GBP 06/07/2027 10/20/2017 ***.**** *.** 10/20/2017 ***.**** *.**
HSBC, 0% 25jan2026, AUD (7320D)   AUD 01/25/2026 10/20/2017 **.**** *.** 10/20/2017 **.**** *.**
HSBC, 0% 30jan2032, USD (7318D)   USD 01/30/2032 10/20/2017 **.**** *.** 10/20/2017 **.**** *.**
HSBC, 0.5% 30jan2018, BRL   BRL 01/30/2018 10/20/2017 **.** *.* 10/20/2017 **.** *.*
HSBC, 1.5% 15may2018, USD   USD 05/15/2018 10/20/2017 **.** *.* 10/20/2017 **.* *.**
HSBC, 10.176% perp., USD   USD 10/20/2017 ***.* * 10/20/2017 ***.** *
HSBC, 3% 30jun2025, EUR   EUR 06/30/2025 10/20/2017 ***.** *.** 10/20/2017 ***.** *.**
HSBC, 3.125% 15nov2017, EUR   EUR 11/15/2017 10/20/2017 ***.** *.** 10/20/2017 ***.** *.**
HSBC, 3.375% 10jan2024, EUR   EUR 01/10/2024 10/20/2017 ***.** *.** 10/20/2017 ***.** *.**
HSBC, 3.4% 8mar2021, USD   USD 03/08/2021 10/20/2017 ***.** *.** 10/20/2017 ***.** *.*
HSBC, 3.875% 24oct2018, EUR   EUR 10/24/2018 10/20/2017 ***.** -*.** 10/20/2017 ***.*** -*.**
HSBC, 4% 15jan2021, EUR   EUR 01/15/2021 10/20/2017 ***.** *.** 10/20/2017 ***.** *.**
HSBC, 4% 30mar2022, USD   USD 03/30/2022 10/20/2017 ***.** *.** 10/20/2017 ***.** *.**
HSBC, 4.125% 12aug2020, USD   USD 08/12/2020 10/20/2017 ***.** *.** 10/20/2017 ***.** *.**
HSBC, 4.25% 14mar2024, USD   USD 03/14/2024 10/20/2017 ***.** *.** 10/20/2017 ***.** *.**
HSBC, 4.3% 8mar2026, USD   USD 03/08/2026 10/20/2017 ***.** *.** 10/20/2017 ***.** *.**
HSBC, 4.75% 24mar2046, GBP   GBP 03/24/2046 10/20/2017 ***.* *.** 10/20/2017 ***.** *.**
HSBC, 4.875% 14jan2022, USD   USD 01/14/2022 10/20/2017 ***.** *.** 10/20/2017 ***.** *.**
HSBC, 5% 20mar2023, GBP   GBP 03/20/2023 10/20/2017 ***.** * 10/20/2017 ***.** *
HSBC, 5.1% 5apr2021, USD   USD 04/05/2021 10/20/2017 ***.*** *.** 10/20/2017 ***.*** *.**
HSBC, 5.25% 14mar2044, USD   USD 03/14/2044 10/20/2017 ***.** *.** 10/20/2017 ***.** *.**
HSBC, 5.25% perp., EUR   EUR 10/20/2017 ***.** * 10/20/2017 ***.** *
HSBC, 5.375% 22aug2033, GBP   GBP 08/22/2033 10/20/2017 ***.** *.** 10/20/2017 ***.** *.**
HSBC, 5.375% 4nov2030, GBP   GBP 11/04/2030 10/20/2017 ***.* * 10/20/2017 ***.** *
HSBC, 5.625% perp., USD   USD 10/20/2017 ***.* * 10/20/2017 ***.** *
HSBC, 5.75% 20dec2027, GBP   GBP 12/20/2027 10/20/2017 ***.** * 10/20/2017 ***.** *.**
HSBC, 5.844% 30nov2048, GBP   GBP 11/30/2048 10/20/2017 ***.**** * 10/20/2017 ***.**** *
HSBC, 5.844% perp., GBP   GBP 10/20/2017 ***.** * 10/20/2017 ***.** *
HSBC, 5.862% perp., GBP   GBP 10/20/2017 ***.** * 10/20/2017 ***.** *
HSBC, 6% 10jun2019, EUR   EUR 06/10/2019 10/20/2017 ***.** *.** 10/20/2017 ***.** *.**
HSBC, 6% 29mar2040, GBP   GBP 03/29/2040 10/20/2017 ***.** *.* 10/20/2017 ***.** *.**
HSBC, 6.1% 14jan2042, USD   USD 01/14/2042 10/20/2017 ***.** *.** 10/20/2017 ***.** *.**
HSBC, 6.25% 19aug2019, GBP   GBP 08/19/2019 10/20/2017 ***.** *.** 10/20/2017 ***.** *.**
HSBC, 6.25% 19mar2018, EUR   EUR 03/19/2018 10/20/2017 ***.** *.** 10/20/2017 ***.** *.**
HSBC, 6.25% 30jan2041, GBP   GBP 01/30/2041 10/20/2017 ***.** *.** 10/20/2017 ***.** *.**
HSBC, 6.375% perp., USD   USD 10/20/2017 ***.** * 10/20/2017 ***.** *
HSBC, 6.5% 15sep2037, USD   USD 09/15/2037 10/20/2017 ***.** *.* 10/20/2017 ***.* *.**
HSBC, 6.5% 20may2024, GBP   GBP 05/20/2024 10/20/2017 ***.** *.** 10/20/2017 ***.** *.**
HSBC, 6.5% 2may2036, USD   USD 05/02/2036 10/20/2017 ***.** *.** 10/20/2017 ***.** *.**
HSBC, 6.5% 7jul2023, GBP   GBP 07/07/2023 10/20/2017 ***.** *.* 10/20/2017 ***.** *.**
HSBC, 6.75% 11sep2028, GBP   GBP 09/11/2028 10/20/2017 ***.** *.** 10/20/2017 ***.** *.**
HSBC, 6.8% 1jun2038, USD   USD 06/01/2038 10/20/2017 ***.** *.** 10/20/2017 ***.** *.**
HSBC, 7% 7apr2038, GBP   GBP 04/07/2038 10/20/2017 ***.** *.** 10/20/2017 ***.** *.**
HSBC, 7.625% 17may2032, USD   USD 05/17/2032 10/20/2017 ***.*** *.** 10/20/2017 ***.*** *.**
HSBC, FRN 11feb2021, USD   USD 02/11/2021 10/20/2017 ***.**** * 10/20/2017 ***.*** *
HSBC, FRN 8mar2021, USD   USD 03/08/2021 10/20/2017 ***.** * 10/20/2017 ***.** *
HSBC, FRN perp., USD   USD 10/20/2017 **.* * 10/20/2017 **.** *
HSBC, FRN perp., USD   USD 10/20/2017 **.* * 10/20/2017 ** *
HSBC Holdings plc, 0.875% 6sep2024, EUR   EUR 09/06/2024 10/20/2017 **.** *.** 10/20/2017 **.** *.**
HSBC Holdings plc, 1.5% 15mar2022, EUR   EUR 03/15/2022 10/20/2017 ***.** *.** 10/20/2017 ***.** *.**
HSBC Holdings plc, 2.5% 15mar2027, EUR   EUR 03/15/2027 10/20/2017 ***.** *.** 10/20/2017 ***.* *.**
HSBC Holdings plc, 2.625% 16aug2028, GBP   GBP 08/16/2028 10/20/2017 ***.* *.** 10/20/2017 ***.* *.**
HSBC Holdings plc, 2.65% 5jan2022, USD   USD 01/05/2022 10/20/2017 ***.** *.** 10/20/2017 ***.*** *.**
HSBC Holdings plc, 2.95% 25may2021, USD   USD 05/25/2021 10/20/2017 ***.** *.** 10/20/2017 ***.*** *.**
HSBC Holdings plc, 3.125% 7jun2028, EUR   EUR 06/07/2028 10/20/2017 ***.** *.** 10/20/2017 ***.** *.**
HSBC Holdings plc, 3.262% 13mar2023, USD   USD 03/13/2023 10/20/2017 ***.** * 10/20/2017 ***.* *
HSBC Holdings plc, 3.6% 25may2023, USD   USD 05/25/2023 10/20/2017 ***.** *.** 10/20/2017 ***.** *.*
HSBC Holdings plc, 3.9% 25may2026, USD   USD 05/25/2026 10/20/2017 ***.** *.** 10/20/2017 ***.*** *.**
HSBC Holdings plc, 4.041% 13mar2028, USD   USD 03/13/2028 10/20/2017 ***.** * 10/20/2017 ***.** *
HSBC Holdings plc, 4.25% 2025, USD   USD 08/18/2025 10/20/2017 ***.** *.** 10/20/2017 ***.** *.**
HSBC Holdings plc, 4.375% 23nov2026, USD   USD 11/23/2026 10/20/2017 ***.** *.** 10/20/2017 ***.** *.**
HSBC Holdings plc, 4.7% perp., SGD   SGD 10/20/2017 ***.*** * 10/20/2017 ***.*** *
HSBC Holdings plc, 4.75% perp., EUR (Conv.)   EUR 10/20/2017 ***.** * 10/20/2017 ***.** *
HSBC Holdings plc, 6% perp., EUR   EUR 10/20/2017 ***.** * 10/20/2017 ***.*** *
HSBC Holdings plc, 6% perp., USD (Conv.)   USD 10/20/2017 ***.** * 10/20/2017 ***.*** *
HSBC Holdings plc, 6.375% perp., USD   USD 10/20/2017 ***.** * 10/20/2017 ***.** *
HSBC Holdings plc, 6.875% perp., USD   USD 10/20/2017 ***.** * 10/20/2017 ***.** *
HSBC Holdings plc, FRN 25may2021, USD   USD 05/25/2021 10/20/2017 ***.** *.** 10/20/2017 ***.** *.**
HSBC Holdings plc, FRN 27sep2022, EUR   EUR 09/27/2022 10/20/2017 ***.** * 10/20/2017 ***.** *
HSBC Holdings plc, FRN 5jan2022, USD   USD 01/05/2022 10/20/2017 ***.** * 10/20/2017 ***.** *
HSBC Holdings plc, FRN 5oct2023, EUR   EUR 10/05/2023 10/20/2017 ***.** * 10/20/2017 ***.** *
HSS Hire, 6.75% 1aug2019, GBP   GBP 08/01/2019 10/20/2017 **.* *.** 10/20/2017 **.* *.**
Hyde Housing Association, 5.125% 23jul2040, GBP   GBP 07/23/2040 10/20/2017 ***.**** *.* 10/20/2017 ***.**** *.**
ICAP, 3.125% 6mar2019, EUR   EUR 03/06/2019 10/20/2017 ***.** *.** 10/20/2017 ***.** *.**
ICAP, 5.25% 26jan2024, GBP   GBP 01/26/2024 10/20/2017 ***.** *.** 10/20/2017 ***.** *.**
ICAP, FRN 31jul2018, GBP   GBP 07/31/2018 10/20/2017 ***.** *.* 10/20/2017 ***.** *.*
Iceland Bondco, 6.75% 15jul2024, GBP   GBP 07/15/2024 10/20/2017 ***.** *.** 10/20/2017 ***.** *.**
Imperial Brands, 0.5% 27jul2021, EUR   EUR 07/27/2021 10/20/2017 ***.** *.** 10/20/2017 ***.** *.**
Imperial Brands, 1.375% 27jan2025, EUR   EUR 01/27/2025 10/20/2017 ***.*** *.** 10/20/2017 ***.** *.**
Imperial Brands, 2.05% 11feb2018, USD   USD 02/11/2018 10/20/2017 ***.** * 10/20/2017 ***.** *
Imperial Brands, 2.05% 20jul2018, USD   USD 07/20/2018 10/20/2017 **.** *.** 10/20/2017 ***.** *.**
Imperial Brands, 2.25% 26feb2021, EUR   EUR 02/26/2021 10/20/2017 ***.*** *.** 10/20/2017 ***.** *.**
Imperial Brands, 2.95% 21jul2020, USD   USD 07/21/2020 10/20/2017 ***.** *.** 10/20/2017 ***.** *.**
Imperial Brands, 3.375% 26feb2026, EUR   EUR 02/26/2026 10/20/2017 ***.** *.* 10/20/2017 ***.** *.**
Imperial Brands, 3.5% 11feb2023, USD   USD 02/11/2023 10/20/2017 ***.** * 10/20/2017 ***.** *
Imperial Brands, 3.75% 21jul2022, USD   USD 07/21/2022 10/20/2017 ***.** *.** 10/20/2017 ***.** *.**
Imperial Brands, 4.25% 21jul2025, USD   USD 07/21/2025 10/20/2017 ***.** *.** 10/20/2017 ***.** *.**
Imperial Brands, 4.5% 5jul2018, EUR   EUR 07/05/2018 10/20/2017 ***.** -*.** 10/20/2017 ***.** -*.**
Imperial Brands, 4.875% 7jun2032, GBP   GBP 06/07/2032 10/20/2017 ***.** *.** 10/20/2017 ***.** *.**
Imperial Brands, 5% 2dec2019, EUR   EUR 12/02/2019 10/20/2017 ***.** *.** 10/20/2017 ***.* -*.**
Imperial Brands, 5.5% 28sep2026, GBP   GBP 09/28/2026 10/20/2017 ***.** *.* 10/20/2017 ***.* *.**
Imperial Brands, 6.25% 4dec2018, GBP   GBP 12/04/2018 10/20/2017 ***.** *.** 10/20/2017 ***.* *.**
Imperial Brands, 7.75% 24jun2019, GBP   GBP 06/24/2019 10/20/2017 ***.** *.** 10/20/2017 ***.** *.**
Imperial Brands, 8.125% 15mar2024, GBP   GBP 03/15/2024 10/20/2017 ***.** *.** 10/20/2017 ***.** *.**
Imperial Brands, 9% 17feb2022, GBP   GBP 02/17/2022 10/20/2017 ***.** *.** 10/20/2017 ***.* *.**
Inmarsat, 3.875% 9sep2023, USD (Conv.)   USD 09/09/2023 10/20/2017 ***.** *.** 10/20/2017 ***.** *.**
Inovyn Finance, 6.25% 15may2021, EUR   EUR 05/15/2021 10/20/2017 ***.** *.** 10/20/2017 ***.*** *.**
InspirED Education, FRN 30sep2038, GBP (ABS)   GBP 09/30/2038 10/20/2017 ***.*** -*.** 10/20/2017 *
Integrated Accom Service, 6.48% 31mar2029, GBP (ABS)   GBP 03/31/2029 10/20/2017 ***.** *.** 10/20/2017 ***.** *.**
Intercontinental Hotels, 3.75% 14aug2025, GBP   GBP 08/14/2025 10/20/2017 ***.** *.** 10/20/2017 ***.** *.**
Intermediate Capital Group, 5% 24mar2023, GBP   GBP 03/24/2023 10/20/2017 ***.* *.** 10/20/2017 ***.** *.**
Intermediate Capital Group, 6.25% 19sep2020, GBP   GBP 09/19/2020 10/20/2017 ***.** *.** 10/20/2017 ***.** *.**
Intermediate Capital Group, 7% 21dec2018, GBP   GBP 12/21/2018 10/20/2017 ***.** *.** 10/20/2017 *** *.**
International Finance Facility for Immunisation, 0.5% 24jun2024, ZAR   ZAR 06/24/2024 10/20/2017 **.** **.** 10/20/2017 **.** *.**
International Finance Facility for Immunisation, 5.31% 19mar2018, ZAR   ZAR 03/19/2018 10/20/2017 **.** *.** 10/20/2017 **.** *.**
International Finance Facility for Immunisation, 5.34% 19mar2018, TRY   TRY 03/19/2018 10/20/2017 **.** **.** 10/20/2017 **.** *.**
International Finance Facility for Immunisation, FRN 1nov2019, USD   USD 11/01/2019 10/20/2017 ***.** * 10/20/2017 ***.** *
International Personal Finance Plc, 5.75% 7apr2021, EUR   EUR 04/07/2021 10/20/2017 **.** *.** 10/20/2017 **.** *.**
International Personal Finance Plc, 6.125% 8may2020, GBP   GBP 05/08/2020 10/20/2017 **.* *.** 10/20/2017 ** *.**
International Power, 4.524% 19apr2027, EUR   EUR 04/19/2027 10/20/2017 **.* *.** 10/20/2017 *** *.**
Interoute Group, 7.375% 15oct2020, EUR   EUR 10/15/2020 10/20/2017 ***.** *.** 10/20/2017 ***.** *.**
Intu Properties, 2.5% 4oct2018, GBP (Conv.)   GBP 10/04/2018 10/20/2017 **.** *.** 10/20/2017 ***.* *.**
Intu Properties, 2.875% 1nov2022, GBP (Conv.)   GBP 11/01/2022 10/20/2017 **.* *.** 10/20/2017 **.** *.*
Intu Properties, 4.125% 6dec2023, GBP   GBP 12/06/2023 10/20/2017 ***.* *.* 10/20/2017 ***.** *.**
Intu Properties, 4.25% 17sep2030, GBP   GBP 09/17/2030 10/20/2017 ***.**** *.** 10/20/2017 ***.**** *.**
Investec Bank Plc, 3% 16dec2024, GBP (Structured)   GBP 02/09/2018 10/20/2017 **.**** * 10/20/2017 *
Investec Bank Plc, 4.2% 10dec2025, GBP (ABS)   GBP 12/10/2025 10/20/2017 **.** * 10/20/2017 **.** *
Investec Bank Plc, 5.125% 4jun2050, GBP (ABS)   GBP 06/04/2050 10/20/2017 ***.** * 10/20/2017 ***.** *
Investec Bank Plc, FRN 16jun2023, GBP (ABS)   GBP 06/16/2023 10/20/2017 ***.** * 10/20/2017 ***.** *
Investec Bank Plc, FRN 16jun2023, GBP (ABS)   GBP 06/16/2023 10/20/2017 ***.** * 10/20/2017 ***.** *
ISIS Equity, 6.25% 10sep2031, GBP   GBP 09/10/2031 10/20/2017 ***.*** *.** 10/20/2017 ***.*** *.**
ITV, 2% 1dec2023, EUR   EUR 12/01/2023 10/20/2017 ***.** *.** 10/20/2017 ***.** *.**
ITV, 2.125% 21sep2022, EUR   EUR 09/21/2022 10/20/2017 ***.** *.** 10/20/2017 ***.** *.**
J Sainsbury, 1.25% 21nov2019, GBP (Conv.)   GBP 11/21/2019 10/20/2017 ***.* *.** 10/20/2017 ***.** *.**
J Sainsbury, 6.5% perp., GBP   GBP 10/20/2017 ***.** * 10/20/2017 ***.** *
Jaguar Land Rover, 2.2% 15jan2024, EUR   EUR 01/15/2024 10/20/2017 ***.* *.** 10/20/2017 ***.* *.**
Jaguar Land Rover, 2.75% 24jan2021, GBP   GBP 01/24/2021 10/20/2017 ***.** *.** 10/20/2017 ***.** *.**
Jaguar Land Rover, 3.5% 15mar2020, USD   USD 03/15/2020 10/20/2017 ***.** *.** 10/20/2017 ***.** *.**
Jaguar Land Rover, 3.875% 1mar2023, GBP   GBP 03/01/2023 10/20/2017 ***.** *.** 10/20/2017 ***.** *.**
Jaguar Land Rover, 4.125% 15dec2018, USD   USD 12/15/2018 10/20/2017 ***.** *.* 10/20/2017 ***.** *.**
Jaguar Land Rover, 4.25% 15nov2019, USD   USD 11/15/2019 10/20/2017 ***.** *.** 10/20/2017 ***.** *.**
Jaguar Land Rover, 4.5% 1oct2027, USD   USD 10/01/2027 10/20/2017 **.** *.** 10/20/2017 **.** *.**
Jaguar Land Rover, 5% 15feb2022, GBP   GBP 02/15/2022 10/20/2017 ***.** *.** 10/20/2017 ***.* *.**
Jaguar Land Rover, 5.625% 1feb2023, USD   USD 02/01/2023 10/20/2017 ***.** *.** 10/20/2017 ***.** *.*
John Lewis, 4.25% 18dec2034, GBP   GBP 12/18/2034 10/20/2017 ***.** *.** 10/20/2017 ***.** *.**
John Lewis, 8.375% 8apr2019, GBP   GBP 04/08/2019 10/20/2017 ***.** *.** 10/20/2017 ***.* *.*
Johnston Press, 8.625% 1jun2019, GBP   GBP 06/01/2019 10/20/2017 ** **.** 10/20/2017 **.** **.**
Kelda Group, 5.75% 17feb2020, GBP   GBP 02/17/2020 10/20/2017 ***.** *.** 10/20/2017 *** *.**
Keystone Bidco, 9.5% 15oct2019, GBP   GBP 10/15/2019 10/20/2017 ***.** *.** 10/20/2017 ***.** *.**
Keystone Investment Trust, 6.5% 27apr2023, GBP   GBP 04/27/2023 10/20/2017 *** *.** 10/20/2017 *** *.**
Ladbrokes, 5.125% 16sep2022, GBP   GBP 09/16/2022 10/20/2017 *** *.** 10/20/2017 ***.** *.**
Ladbrokes, 5.125% 8sep2023, GBP   GBP 09/08/2023 10/20/2017 *** *.* 10/20/2017 ***.* *.**
Lake Bridge International, 8% 2020, GBP (ABS)   GBP 07/23/2020 10/20/2017 ***.* *.** 10/20/2017 *** *.**
Lanark Master Issuer, FRN 22dec2054, GBP (ABS)   GBP 12/22/2054 10/20/2017 ***.**** * 10/20/2017 ***.**** *
Land Securities, 5.125% 7feb2036, GBP   GBP 02/07/2036 10/20/2017 ***.**** * 10/20/2017 ***.**** *
Land Securities, FRN 29sep2025, GBP (ABS)   GBP 09/29/2025 10/20/2017 ***.* * 10/20/2017 ***.** *
Land Securities, FRN 30sep2029, GBP (ABS)   GBP 09/30/2029 10/20/2017 ***.** * 10/20/2017 ***.* *
Land Securities, FRN 31mar2022, GBP (ABS)   GBP 03/31/2022 10/20/2017 ***.** * 10/20/2017 ***.** *
Land Securities, FRN 31mar2027, GBP (ABS)   GBP 03/31/2027 10/20/2017 ***.** * 10/20/2017 ***.** *
Leeds Building Society, 0.125% 21apr2020, EUR   EUR 04/21/2020 10/20/2017 ***.* -*.** 10/20/2017 ***.*** -*.**
Leeds Building Society, 0.5% 3jul2024, EUR   EUR 07/03/2024 10/20/2017 **.** *.** 10/20/2017 **.** *.**
Leeds Building Society, 1.375% 5may2022, EUR   EUR 05/05/2022 10/20/2017 ***.** *.** 10/20/2017 ***.*** *.**
Leeds Building Society, 2.625% 1apr2021, EUR   EUR 04/01/2021 10/20/2017 ***.** *.** 10/20/2017 ***.** *.**
Leeds Building Society, 4.25% 17dec2018, GBP   GBP 12/17/2018 10/20/2017 ***.**** *.** 10/20/2017 ***.*** *.**
Leeds Building Society, 4.875% 16nov2020, GBP   GBP 11/16/2020 10/20/2017 ***.**** *.* 10/20/2017 ***.**** *.**
Leeds Building Society, FRN 9feb2018, GBP (ABS)   GBP 02/09/2018 10/20/2017 ***.*** * 10/20/2017 ***.*** *
Leeds Permanent Building Society, 10.5% 16feb2018, GBP   GBP 02/16/2018 10/20/2017 ***.** *.* 10/20/2017 ***.**** *.**
Legal & General Group, 5.25% 21mar2047, USD   USD 03/21/2047 10/20/2017 ***.** * 10/20/2017 ***.** *
Legal & General Group, 5.375% 27oct2045, GBP   GBP 10/27/2045 10/20/2017 ***.** * 10/20/2017 ***.** *
Legal & General Group, 5.5% 27jun2064, GBP   GBP 06/27/2064 10/20/2017 ***.* *.** 10/20/2017 ***.** *
Legal & General Group, 5.875% 11dec2031, GBP   GBP 12/11/2031 10/20/2017 ***.** *.** 10/20/2017 ***.** *.*
Legal & General Group, 5.875% 5apr2033, GBP   GBP 04/05/2033 10/20/2017 ***.** *.** 10/20/2017 ***.** *.**
Legal & General Group, 5.875% perp., GBP   GBP 10/20/2017 ***.** * 10/20/2017 ***.** *
Legal & General Group, FRN 23jul2041, GBP   GBP 07/23/2041 10/20/2017 ***.** * 10/20/2017 ***.** *
Liberty Global, 3.625% 15jun2029, EUR   EUR 06/15/2029 10/20/2017 ***.*** *.** 10/20/2017 ***.** *.*
Liberty Global, 6.75% 15mar2023, EUR   EUR 03/15/2023 10/20/2017 *** *.** 10/20/2017 ***.** *.**
Liberty Global, 7.125% 15may2024, EUR   EUR 05/15/2024 10/20/2017 ***.** *.** 10/20/2017 ***.** *.**
Libra (Longhurst Group) Treasury, 5.125% 2aug2038, GBP   GBP 08/02/2038 10/20/2017 ***.** *.** 10/20/2017 ***.** *.**
Liverpool Victoria Friendly Society, 6.5% 22may2043, GBP   GBP 05/22/2043 10/20/2017 ***.**** * 10/20/2017 ***.*** *
Lloyds Bank, 0% 21oct2044, USD (10958D)   USD 10/21/2044 10/20/2017 ***.**** -*.** 10/20/2017 ***.**** -*.**
Lloyds Bank, 0% 3oct2044, USD (10980D)   USD 10/03/2044 10/20/2017 ***.**** -*.** 10/20/2017 ***.**** -*.**
Lloyds Bank, 0.375% 18jan2021, EUR   EUR 01/18/2021 10/20/2017 ***.** -*.** 10/20/2017 ***.*** -*.**
Lloyds Bank, 0.5% 11apr2023, EUR   EUR 04/11/2023 10/20/2017 ***.* *.* 10/20/2017 ***.** *.**
Lloyds Bank, 0.5% 22jul2020, EUR (ABS)   EUR 07/22/2020 10/20/2017 ***.** -*.** 10/20/2017 ***.** -*.*
Lloyds Bank, 0.625% 14sep2022, EUR   EUR 09/14/2022 10/20/2017 ***.** *.** 10/20/2017 ***.** *.**
Lloyds Bank, 0.625% 20apr2020, EUR   EUR 04/20/2020 10/20/2017 ***.* -*.** 10/20/2017 ***.*** -*.**
Lloyds Bank, 1.25% 13jan2025, EUR   EUR 01/13/2025 10/20/2017 ***.** *.** 10/20/2017 ***.*** *.**
Lloyds Bank, 1.375% 16apr2021, EUR   EUR 04/16/2021 10/20/2017 ***.** -*.** 10/20/2017 ***.** -*.**
Lloyds Bank, 1.375% 8sep2022, EUR   EUR 09/08/2022 10/20/2017 ***.** *.** 10/20/2017 ***.** *.**
Lloyds Bank, 1.75% 14may2018, USD   USD 05/14/2018 10/20/2017 **.** *.** 10/20/2017 *** *.**
Lloyds Bank, 1.75% 16mar2018, USD   USD 03/16/2018 10/20/2017 ***.** *.** 10/20/2017 ***.** *.**
Lloyds Bank, 1.75% 31mar2022, GBP (ABS)   GBP 03/31/2022 10/20/2017 ***.** *.** 10/20/2017 ***.** *.**
Lloyds Bank, 1.875% 10oct2018, EUR   EUR 10/10/2018 10/20/2017 ***.** -*.** 10/20/2017 ***.** -*.**
Lloyds Bank, 1.9% 31dec2018, USD   USD 12/31/2018 10/20/2017 **.*** *.** 10/20/2017 *
Lloyds Bank, 10.375% 12feb2024, EUR   EUR 02/12/2024 10/20/2017 ***.** * 10/20/2017 ***.** *
Lloyds Bank, 12% perp., USD   USD 10/20/2017 ***.** * 10/20/2017 ***.** *
Lloyds Bank, 13% perp., EUR   EUR 10/20/2017 ***.* * 10/20/2017 ***.** *
Lloyds Bank, 13% perp., GBP   GBP 10/20/2017 ***.* * 10/20/2017 ***.*** *
Lloyds Bank, 2% 17aug2018, USD   USD 08/17/2018 10/20/2017 ***.** *.** 10/20/2017 ***.** *.**
Lloyds Bank, 2.05% 22jan2019, USD   USD 01/22/2019 10/20/2017 ***.** *.** 10/20/2017 ***.** *.*
Lloyds Bank, 2.3% 27nov2018, USD   USD 11/27/2018 10/20/2017 ***.** *.** 10/20/2017 ***.** *.**
Lloyds Bank, 2.35% 5sep2019, USD   USD 09/05/2019 10/20/2017 ***.* *.** 10/20/2017 ***.** *.**
Lloyds Bank, 2.4% 17mar2020, USD   USD 03/17/2020 10/20/2017 ***.** *.** 10/20/2017 ***.** *.**
Lloyds Bank, 2.5% 1jun2022, GBP   GBP 06/01/2022 10/20/2017 ***.** *.** 10/20/2017 ***.** *.**
Lloyds Bank, 2.7% 17aug2020, USD   USD 08/17/2020 10/20/2017 ***.** *.** 10/20/2017 ***.** *.**
Lloyds Bank, 2.75% 9dec2018, GBP   GBP 12/09/2018 10/20/2017 ***.** *.** 10/20/2017 ***.** *.**
Lloyds Bank, 3.5% 14may2025, USD   USD 05/14/2025 10/20/2017 ***.** *.** 10/20/2017 ***.** *.**
Lloyds Bank, 3.65% 20mar2023, AUD   AUD 03/20/2023 10/20/2017 **.** *.** 10/20/2017 ***.** *.**
Lloyds Bank, 4% 25jun2018, EUR   EUR 06/25/2018 10/20/2017 ***.** -*.** 10/20/2017 ***.** -*.**
Lloyds Bank, 4% 29sep2020, EUR   EUR 09/29/2020 10/20/2017 ***.** -*.** 10/20/2017 ***.** -*.**
Lloyds Bank, 4.125% 5jun2018, NZD   NZD 06/05/2018 10/20/2017 ***.** *.* 10/20/2017 ***.** *.**
Lloyds Bank, 4.875% 13jan2023, EUR   EUR 01/13/2023 10/20/2017 ***.** *.** 10/20/2017 ***.*** *.**
Lloyds Bank, 4.875% 30mar2027, GBP   GBP 03/30/2027 10/20/2017 ***.** *.** 10/20/2017 ***.** *.**
Lloyds Bank, 5.125% 7mar2025, GBP   GBP 03/07/2025 10/20/2017 ***.** *.** 10/20/2017 ***.** *.**
Lloyds Bank, 5.375% 3sep2019, EUR   EUR 09/03/2019 10/20/2017 ***.** -*.** 10/20/2017 ***.** -*.**
Lloyds Bank, 5.75% 9jul2025, GBP   GBP 07/09/2025 10/20/2017 ***.** * 10/20/2017 ***.* *
Lloyds Bank, 5.8% 13jan2020, USD   USD 01/13/2020 10/20/2017 ***.** *.** 10/20/2017 ***.** *.**
Lloyds Bank, 6.2% 24apr2018, RUR   RUB 04/24/2018 10/20/2017 **.** *.** 10/20/2017 ***.** *.**
Lloyds Bank, 6.375% 21jan2021, USD   USD 01/21/2021 10/20/2017 ***.** *.** 10/20/2017 ***.** *.**
Lloyds Bank, 6.5% 14sep2020, USD   USD 09/14/2020 10/20/2017 ***.* *.** 10/20/2017 ***.** *.**
Lloyds Bank, 6.5% 17sep2040, GBP   GBP 09/17/2040 10/20/2017 ***.** *.** 10/20/2017 ***.*** *.**
Lloyds Bank, 6.5% 24mar2020, EUR   EUR 03/24/2020 10/20/2017 ***.* *.** 10/20/2017 ***.** *.**
Lloyds Bank, 6.75% 24oct2018, GBP   GBP 10/24/2018 10/20/2017 ***.** *.* 10/20/2017 ***.** *.**
Lloyds Bank, 7.375% 1jun2020, GBP   GBP 06/01/2020 10/20/2017 ***.**** *.** 10/20/2017 ***.**** *.**
Lloyds Bank, 7.5% perp., USD   USD 10/20/2017 ***.** * 10/20/2017 ***.** *
Lloyds Bank, 7.625% 22apr2025, GBP   GBP 04/22/2025 10/20/2017 ***.** *.** 10/20/2017 ***.** *.**
Lloyds Bank, 9.05% 3feb2020, RON   RON 02/03/2020 10/20/2017 ***.**** *.** 10/20/2017 ***.**** *.*
Lloyds Bank, 9.625% 6apr2023, GBP   GBP 04/06/2023 10/20/2017 ***.** *.** 10/20/2017 ***.** *.*
Lloyds Bank, FRN 10sep2019, EUR   EUR 09/10/2019 10/20/2017 ***.** * 10/20/2017 ***.* *
Lloyds Bank, FRN 14jan2019, GBP   GBP 01/14/2019 10/20/2017 **.** * 10/20/2017 ***.** *
Lloyds Bank, FRN 14may2018, USD   USD 05/14/2018 10/20/2017 ***.** * 10/20/2017 ***.** *
Lloyds Bank, FRN 16jan2020, GBP   GBP 01/16/2020 10/20/2017 ***.** * 10/20/2017 ***.** *
Lloyds Bank, FRN 16mar2018, USD   USD 03/16/2018 10/20/2017 ***.** * 10/20/2017 ***.** *
Lloyds Bank, FRN 18jul2019, GBP   GBP 07/18/2019 10/20/2017 ***.*** * 10/20/2017 ***.*** *
Lloyds Bank, FRN 19jan2018, GBP (ABS)   GBP 01/19/2018 10/20/2017 ***.** * 10/20/2017 ***.** *
Lloyds Bank, FRN 21oct2017, GBP   GBP 10/21/2017 10/20/2017 **.*** * 10/20/2017 *
Lloyds Bank, FRN 22aug2019, GBP   GBP 08/22/2019 10/20/2017 **.** * 10/20/2017 **.**** *
Lloyds Bank, FRN 4dec2020, EUR   EUR 12/04/2020 10/20/2017 **.** * 10/20/2017 **.** *
Lloyds Bank, FRN 4feb2020, EUR   EUR 02/04/2020 10/20/2017 ***.*** * 10/20/2017 ***.**** *
Lloyds Bank, FRN 5mar2018, EUR   EUR 03/05/2018 10/20/2017 **.* * 10/20/2017 *
Lloyds Bank, FRN 9oct2018, EUR   EUR 10/09/2018 10/20/2017 ***.** * 10/20/2017 ***.** *
Lloyds Banking Group, 0.75% 9nov2021, EUR   EUR 11/09/2021 10/20/2017 ***.** *.** 10/20/2017 ***.** *.**
Lloyds Banking Group, 1% 19nov2021, EUR   EUR 11/19/2021 10/20/2017 ***.* *.** 10/20/2017 ***.** *.**
Lloyds Banking Group, 1% 9nov2023, EUR   EUR 11/09/2023 10/20/2017 ***.** *.** 10/20/2017 ***.** *.**
Lloyds Banking Group, 1.5% 12sep2027, EUR   EUR 09/12/2027 10/20/2017 **.** *.** 10/20/2017 **.** *.**
Lloyds Banking Group, 2.25% 16oct2024, GBP   GBP 10/16/2024 10/20/2017 ***.* *.** 10/20/2017 ***.* *.**
Lloyds Banking Group, 3% 11jan2022, USD   USD 01/11/2022 10/20/2017 ***.** *.** 10/20/2017 ***.*** *.*
Lloyds Banking Group, 3.1% 6jul2021, USD   USD 07/06/2021 10/20/2017 ***.** *.** 10/20/2017 ***.** *.**
Lloyds Banking Group, 3.75% 11jan2027, USD   USD 01/11/2027 10/20/2017 ***.** *.** 10/20/2017 ***.** *.**
Lloyds Banking Group, 4.5% 4nov2024, USD   USD 11/04/2024 10/20/2017 ***.** *.* 10/20/2017 ***.** *.**
Lloyds Banking Group, 4.582% 10dec2025, USD   USD 12/10/2025 10/20/2017 ***.** *.* 10/20/2017 ***.** *.**
Lloyds Banking Group, 4.582% 10dec2025, USD   USD 12/10/2025 10/20/2017 ***.* *.** 10/20/2017 ***.*** *.**
Lloyds Banking Group, 4.65% 24mar2026, USD   USD 03/24/2026 10/20/2017 ***.* *.** 10/20/2017 ***.** *.**
Lloyds Banking Group, 5.3% 1dec2045, USD   USD 12/01/2045 10/20/2017 ***.** *.** 10/20/2017 ***.*** *.**
Lloyds Banking Group, 6% perp., GBP   GBP 10/20/2017 ***.* * 10/20/2017 ***.* *
Lloyds Banking Group, 6.367% perp., GBP   GBP 10/20/2017 ** * 10/20/2017 *** *
Lloyds Banking Group, 6.375% perp., EUR   EUR 10/20/2017 ***.** * 10/20/2017 ***.** *
Lloyds Banking Group, 6.413% perp., USD   USD 10/20/2017 ***.* * 10/20/2017 ***.* *
Lloyds Banking Group, 7% perp., GBP   GBP 10/20/2017 ***.** * 10/20/2017 ***.** *
Lloyds Banking Group, FRN 21jun2024, EUR   EUR 06/21/2024 10/20/2017 ***.** * 10/20/2017 ***.** *
Lloyds Banking Group, FRN perp., GBP   GBP 10/20/2017 *** * 10/20/2017 ***.** *
Lloyds Banking Group, FRN perp., GBP   GBP 10/20/2017 ***.** * 10/20/2017 ***.** *
London And Quadrant Housing Trust, 4.625% 5dec2033, GBP (ABS)   GBP 12/05/2033 10/20/2017 ***.**** *.** 10/20/2017 ***.**** *.**
London And Quadrant Housing Trust, 5.5% 27jan2040, GBP (ABS)   GBP 01/27/2040 10/20/2017 ***.** *.** 10/20/2017 ***.** *.**
London Merchant Securities, 6.5% 16mar2026, GBP   GBP 03/16/2026 10/20/2017 ***.*** *.* 10/20/2017 ***.*** *.**
London Power Networks, 3.125% 7jun2032, GBP   GBP 06/07/2032 10/20/2017 ***.*** -*.** 10/20/2017 ***.** -*.**
London Power Networks, 5.125% 31mar2023, GBP   GBP 03/31/2023 10/20/2017 ***.**** *.** 10/20/2017 ***.**** *.**
London Power Networks, 6.125% 7jun2027, GBP   GBP 06/07/2027 10/20/2017 ***.** *.** 10/20/2017 ***.** *.**
London Stock Exchange, 0.875% 19sep2024, EUR   EUR 09/19/2024 10/20/2017 ***.** *.** 10/20/2017 ***.** *.**
London Stock Exchange, 1.75% 19sep2029, EUR   EUR 09/19/2029 10/20/2017 ***.** *.** 10/20/2017 ***.* *.**
London Stock Exchange, 4.75% 2nov2021, GBP   GBP 11/02/2021 10/20/2017 ***.** *.** 10/20/2017 ***.** *.**
London Stock Exchange, 9.125% 18oct2019, GBP   GBP 10/18/2019 10/20/2017 ***.** *.** 10/20/2017 ***.** *.**
Longstone Finance PLC, 4.791% 19apr2030, GBP (ABS)   GBP 04/19/2030 10/20/2017 ***.**** *.** 10/20/2017 ***.**** *.**
Longstone Finance PLC, 4.896% 19apr2031, GBP   GBP 04/19/2031 10/20/2017 ***.**** *.** 10/20/2017 ***.*** *.**
Man Group, 5.875% 16sep2024, USD   USD 09/16/2024 10/20/2017 ***.*** * 10/20/2017 ***.*** *
Manchester Airport, 4.75% 31mar2034, GBP   GBP 03/31/2034 10/20/2017 ***.* *.** 10/20/2017 ***.** *.**
Marks&Spencer, 3% 8dec2023, GBP   GBP 12/08/2023 10/20/2017 ***.* *.** 10/20/2017 ***.** *.**
Marks&Spencer, 4.75% 12jun2025, GBP   GBP 06/12/2025 10/20/2017 ***.** * 10/20/2017 ***.** *.*
Marks&Spencer, 6.125% 2dec2019, GBP   GBP 12/02/2019 10/20/2017 ***.** *.** 10/20/2017 ***.** *.**
Marks&Spencer, 6.125% 6dec2021, GBP   GBP 12/06/2021 10/20/2017 ***.* *.** 10/20/2017 ***.** *.**
Marks&Spencer, 6.25% 1dec2017, USD   USD 12/01/2017 10/20/2017 ***.*** *.** 10/20/2017 ***.** *.**
Marstons Issuer, 5.1576% 15oct2027, GBP   GBP 10/15/2027 10/20/2017 **.**** * 10/20/2017 ***.**** *
Marstons Issuer, 5.1774% 15jul2032, GBP   GBP 07/15/2032 10/20/2017 ***.**** * 10/20/2017 ***.**** *
Marstons Issuer, 5.641% 15jul2035, GBP   GBP 07/15/2035 10/20/2017 **.*** * 10/20/2017 **.*** *
Marstons Issuer, FRN 15jul2020, GBP   GBP 07/15/2020 10/20/2017 **.* * 10/20/2017 *** *
Matalan Finance, 6.875% 1jun2019, GBP   GBP 06/01/2019 10/20/2017 ***.** *.** 10/20/2017 ***.** *.**
Matalan Finance, 8.875% 1jun2020, GBP   GBP 06/01/2020 10/20/2017 ***.** *.** 10/20/2017 ***.** *.**
Meadowhall Finance, 4.986% 12jul2037, GBP (ABS)   GBP 01/12/2032 10/20/2017 ***.**** *.** 10/20/2017 ***.**** *.**
Meadowhall Finance, 4.988% 12jul2037, GBP (ABS)   GBP 01/12/2032 10/20/2017 ***.**** *.** 10/20/2017 ***.**** *.**
MEIF Renewable Energy UK, 6.75% 1feb2020, GBP   GBP 02/01/2020 10/20/2017 *** *.** 10/20/2017 *** *.*
Merchants Trust, 5.875% 20dec2029, GBP   GBP 12/20/2029 10/20/2017 ***.**** *.** 10/20/2017 ***.**** *.*
Merlin Entertainments, 2.75% 15mar2022, EUR   EUR 03/15/2022 10/20/2017 ***.** *.** 10/20/2017 ***.** *.**
Merseylink (Issuer), 3.842% 31mar2043, GBP   GBP 03/31/2043 10/20/2017 ***.*** *.** 10/20/2017 ***.*** *.**
Mitchells & Butlers, 5.574% 15dec2030, GBP   GBP 12/15/2030 10/20/2017 ***.**** *.** 10/20/2017 ***.**** *.**
Mitchells & Butlers, 6.013% 15dec2028, GBP   GBP 12/15/2028 10/20/2017 ***.**** *.** 10/20/2017 ***.**** *.**
Mitchells & Butlers, 6.469% 15sep2030, GBP   GBP 09/15/2030 10/20/2017 ***.**** *.** 10/20/2017 ***.**** *.**
Mitchells & Butlers, FRN 15jun2036, GBP   GBP 06/15/2036 10/20/2017 ** * 10/20/2017 ** *
Mizzen Bondco, 7% 1may2021, GBP   GBP 05/01/2021 10/20/2017 ***.**** *.** 10/20/2017 ***.**** *.**
Moat Homes Finance, 5% 23sep2041, GBP (ABS)   GBP 09/23/2041 10/20/2017 ***.**** *.** 10/20/2017 ***.**** *.**
Mondi, 1.5% 15apr2024, EUR   EUR 04/15/2024 10/20/2017 ***.** *.** 10/20/2017 ***.** *.**
Mondi, 3.375% 28sep2020, EUR   EUR 09/28/2020 10/20/2017 ***.** *.** 10/20/2017 ***.** *.**
Morgan Stanley International PLC, 2% 26feb2024, EUR   EUR 02/26/2024 10/20/2017 ***.* * 10/20/2017 ***.** *
Morrison Supermarkets, 2.25% 19jun2020, EUR   EUR 06/19/2020 10/20/2017 ***.** *.** 10/20/2017 ***.** *.**
Morrison Supermarkets, 3.5% 27jul2026, GBP   GBP 07/27/2026 10/20/2017 ***.** *.** 10/20/2017 ***.** *.**
Morrison Supermarkets, 4.625% 8dec2023, GBP   GBP 12/08/2023 10/20/2017 ***.** *.** 10/20/2017 ***.** *.**
Morrison Supermarkets, 4.75% 4jul2029, GBP   GBP 07/04/2029 10/20/2017 ***.** *.** 10/20/2017 ***.** *.**
Motability Operations, 0.875% 14mar2025, EUR   EUR 03/14/2025 10/20/2017 ***.** *.** 10/20/2017 ***.** *.**
Motability Operations, 1.625% 9jun2023, EUR   EUR 06/09/2023 10/20/2017 ***.** *.** 10/20/2017 ***.** *.**
Motability Operations, 2.375% 14mar2032, GBP   GBP 03/14/2032 10/20/2017 **.** *.** 10/20/2017 **.** *.**
Motability Operations, 3.25% 30nov2018, EUR   EUR 11/30/2018 10/20/2017 ***.** -*.** 10/20/2017 ***.** -*.**
Motability Operations, 3.625% 10mar2036, USD   GBP 03/10/2036 10/20/2017 ***.** *.** 10/20/2017 *** *.**
Motability Operations, 3.75% 16jul2026, GBP   GBP 07/16/2026 10/20/2017 ***.** *.** 10/20/2017 ***.** *.**
Motability Operations, 3.75% 29nov2017, EUR   EUR 11/29/2017 10/20/2017 ***.*** *.** 10/20/2017 ***.*** -*.**
Motability Operations, 4.375% 8feb2027, GBP   GBP 02/08/2027 10/20/2017 ***.** *.* 10/20/2017 ***.** *.**
Motability Operations, 5.375% 28jun2022, GBP   GBP 06/28/2022 10/20/2017 ***.** *.** 10/20/2017 ***.** *.*
Motability Operations, 5.625% 29nov2030, GBP   GBP 11/29/2030 10/20/2017 ***.** *.* 10/20/2017 ***.** *.**
Motability Operations, 6.625% 10dec2019, GBP   GBP 12/10/2019 10/20/2017 ***.** * 10/20/2017 ***.** *.**
Moy Park, 6.25% 29may2021, GBP   GBP 05/29/2021 10/20/2017 ***.** *.** 10/20/2017 ***.** *.*
Myriad Capital, 4.75% 20dec2043, GBP   GBP 12/20/2043 10/20/2017 ***.*** *.** 10/20/2017 ***.*** *.**
National Express Group, 6.625% 17jun2020, GBP   GBP 06/17/2020 10/20/2017 ***.** *.* 10/20/2017 ***.** *.**
National Grid, 1.25% 6oct2021, GBP (56)   GBP 10/06/2021 10/20/2017 ***.** * 10/20/2017 ***.** *
National Grid, 4% 20aug2019, AUD   AUD 08/20/2019 10/20/2017 ***.** *.** 10/20/2017 ***.** *.**
National Grid, 4.25% 18jun2076, EUR   EUR 06/18/2076 10/20/2017 ***.** * 10/20/2017 ***.** *
National Grid, 4.375% 10mar2020, EUR   EUR 03/10/2020 10/20/2017 ***.** -*.** 10/20/2017 ***.* -*.*
National Grid, 5% 2jul2018, EUR   EUR 07/02/2018 10/20/2017 ***.* -*.** 10/20/2017 ***.** -*.**
National Grid, 5.625% 18jun2073, GBP   GBP 06/18/2073 10/20/2017 ***.** * 10/20/2017 ***.** *
National Grid, 7.125% 8feb2044, GBP   GBP 02/08/2044 10/20/2017 ***.**** *.** 10/20/2017 ***.**** *.**
National Grid Electricity Transmission, 2.983% 8jul2018, GBP   GBP 07/08/2018 10/20/2017 ***.*** * 10/20/2017 ***.*** *
National Grid Electricity Transmission, 4% 8jun2027, GBP   GBP 06/08/2027 10/20/2017 ***.** *.** 10/20/2017 ***.** *.**
National Grid Electricity Transmission, 5.875% 2feb2024, GBP   GBP 02/02/2024 10/20/2017 ***.** *.** 10/20/2017 ***.** *.**
National Grid Electricity Transmission, 6.5% 27jul2028, GBP   GBP 07/27/2028 10/20/2017 ***.** *.** 10/20/2017 ***.** *.**
National Grid Electricity Transmission, 7.375% 13jan2031, GBP   GBP 01/13/2031 10/20/2017 ***.* *.** 10/20/2017 ***.** *.**
National Grid Electricity Transmission, FRN 27jul2020, GBP   GBP 07/27/2020 10/20/2017 ***.** * 10/20/2017 ***.** *
National Grid Gas, 0% 4nov2021, USD (10958D)   USD 11/04/2021 10/20/2017 **.** *.** 10/20/2017 **.** *.**
National Grid Gas, 0.625% 22sep2024, EUR   EUR 09/22/2024 10/20/2017 **.** *.** 10/20/2017 **.** *.**
National Grid Gas, 1.125% 22sep2021, USD   GBP 09/22/2021 10/20/2017 **.** *.** 10/20/2017 **.* *.**
National Grid Gas, 4.1875% 14dec2022, GBP   GBP 12/14/2022 10/20/2017 ***.** * 10/20/2017 ***.* *
National Grid Gas, 6% 13may2038, GBP   GBP 05/13/2038 10/20/2017 ***.** *.** 10/20/2017 ***.* *.**
National Grid Gas, 6.375% 3mar2020, GBP   GBP 03/03/2020 10/20/2017 ***.** * 10/20/2017 ***.** *.**
National Grid Gas, 7% 16dec2024, GBP   GBP 12/16/2024 10/20/2017 ***.** *.** 10/20/2017 ***.** *.**
National Grid Gas, 8.75% 27jun2025, GBP   GBP 06/27/2025 10/20/2017 ***.** *.** 10/20/2017 ***.** *.**
National Westminster Bank, 11.5% perp., GBP   GBP 10/20/2017 *** * 10/20/2017 *** *
National Westminster Bank, 6.5% 7sep2021, GBP   GBP 09/07/2021 10/20/2017 ***.** * 10/20/2017 ***.** *.**
National Westminster Bank, 6.625% perp., EUR   EUR 10/20/2017 **.** * 10/20/2017 **.** *
National Westminster Bank, 7.125% perp., GBP   GBP 10/20/2017 ***.* * 10/20/2017 ***.** *
National Westminster Bank, FRN perp., EUR (Structured)   EUR 10/20/2017 **.**** * 10/20/2017 **.**** *
Nationwide Building Society, 0.125% 25jan2021, EUR   EUR 01/25/2021 10/20/2017 ***.** -*.** 10/20/2017 ***.** -*.*
Nationwide Building Society, 0.375% 30jul2020, EUR (ABS)   EUR 07/30/2020 10/20/2017 ***.** -*.** 10/20/2017 ***.*** -*.*
Nationwide Building Society, 0.5% 23feb2024, EUR   EUR 02/23/2024 10/20/2017 ***.** *.** 10/20/2017 ***.** *.**
Nationwide Building Society, 0.5% 29oct2019, EUR   EUR 10/29/2019 10/20/2017 ***.** -*.** 10/20/2017 ***.** -*.**
Nationwide Building Society, 0.625% 19apr2023, EUR   EUR 04/19/2023 10/20/2017 **.** *.** 10/20/2017 **.** *.**
Nationwide Building Society, 0.625% 25mar2027, EUR (ABS)   EUR 03/25/2027 10/20/2017 **.** *.** 10/20/2017 **.** *.**
Nationwide Building Society, 0.75% 25jun2019, EUR   EUR 06/25/2019 10/20/2017 ***.** -*.** 10/20/2017 ***.*** -*.*
Nationwide Building Society, 0.75% 26oct2022, EUR   EUR 10/26/2022 10/20/2017 ***.** *.** 10/20/2017 ***.*** *.**
Nationwide Building Society, 0.75% 29oct2021, EUR (ABS)   EUR 10/29/2021 10/20/2017 ***.** *.** 10/20/2017 ***.** *.**
Nationwide Building Society, 1.125% 3jun2022, EUR   EUR 06/03/2022 10/20/2017 ***.** *.** 10/20/2017 ***.* *.**
Nationwide Building Society, 1.25% 3mar2025, EUR   EUR 03/03/2025 10/20/2017 ***.** *.** 10/20/2017 ***.** *.**
Nationwide Building Society, 1.351% 5jun2034, EUR (ABS)   EUR 06/05/2034 10/20/2017 **.** *.** 10/20/2017 **.** *.**
Nationwide Building Society, 1.375% 29jun2032, EUR   EUR 06/29/2032 10/20/2017 ***.** *.** 10/20/2017 ***.** *.**
Nationwide Building Society, 1.625% 3apr2019, EUR   EUR 04/03/2019 10/20/2017 ***.** -*.** 10/20/2017 ***.** -*.**
Nationwide Building Society, 2% 25jul2029, EUR   EUR 07/25/2029 10/20/2017 ***.** *.* 10/20/2017 ***.** *.*
Nationwide Building Society, 2.25% 25jun2029, EUR   EUR 06/25/2029 10/20/2017 ***.*** *.** 10/20/2017 ***.** *.**
Nationwide Building Society, 2.25% 29apr2022, GBP   GBP 04/29/2022 10/20/2017 ***.** *.** 10/20/2017 ***.** *.**
Nationwide Building Society, 2.35% 21jan2020, USD   USD 01/21/2020 10/20/2017 ***.** *.** 10/20/2017 ***.** *.**
Nationwide Building Society, 2.45% 27jul2021, USD   USD 07/27/2021 10/20/2017 **.** *.** 10/20/2017 **.** *.**
Nationwide Building Society, 3.01% 29apr2027, HKD   HKD 04/29/2027 10/20/2017 **.**** *.** 10/20/2017 **.**** *.**
Nationwide Building Society, 3.25% 20jan2028, GBP   GBP 01/20/2028 10/20/2017 ***.* *.** 10/20/2017 ***.** *.**
Nationwide Building Society, 3.65% 12jun2024, NOK   NOK 06/12/2024 10/20/2017 ***.*** *.** 10/20/2017 ***.**** *.**
Nationwide Building Society, 3.9% 21jul2025, USD   USD 07/21/2025 10/20/2017 ***.** *.* 10/20/2017 ***.** *.**
Nationwide Building Society, 4.125% 18oct2032, USD   USD 10/18/2032 10/20/2017 **.** * 10/20/2017 **.* *
Nationwide Building Society, 4.125% 20mar2023, EUR   EUR 03/20/2023 10/20/2017 ***.* * 10/20/2017 ***.** *
Nationwide Building Society, 4.375% 28feb2022, EUR (ABS)   EUR 02/28/2022 10/20/2017 ***.** *.** 10/20/2017 ***.*** *.**
Nationwide Building Society, 4.625% 8feb2021, EUR (ABS)   EUR 02/08/2021 10/20/2017 ***.* -*.** 10/20/2017 ***.*** -*.**
Nationwide Building Society, 5.625% 28jan2026, GBP (ABS)   GBP 01/28/2026 10/20/2017 ***.** *.** 10/20/2017 ***.** *.**
Nationwide Building Society, 5.625% 9sep2019, GBP   GBP 09/09/2019 10/20/2017 ***.** *.** 10/20/2017 ***.** *.**
Nationwide Building Society, 6.024% perp., GBP   GBP 10/20/2017 ** * 10/20/2017 **.** *
Nationwide Building Society, 6.25% 25feb2020, USD   USD 02/25/2020 10/20/2017 ***.** *.** 10/20/2017 ***.** *.**
Nationwide Building Society, 6.75% 22jul2020, EUR   EUR 07/22/2020 10/20/2017 ***.* *.** 10/20/2017 ***.** *.**
Nationwide Building Society, 6.875% perp., GBP   GBP 10/20/2017 ***.** * 10/20/2017 ***.** *
Nationwide Building Society, 8.625% 29mar2018, GBP   GBP 03/29/2018 10/20/2017 ***.** *.** 10/20/2017 ***.** *.**
Nationwide Building Society, FRN 23mar2018, EUR   EUR 03/23/2018 10/20/2017 ***.** * 10/20/2017 ***.** *
Nationwide Building Society, FRN 25apr2019, GBP   GBP 04/25/2019 10/20/2017 ***.** * 10/20/2017 ***.** *
Nationwide Building Society, FRN 27apr2018, GBP (ABS)   GBP 04/27/2018 10/20/2017 ***.** * 10/20/2017 ***.** *
Nationwide Building Society, FRN 2nov2018, EUR   EUR 11/02/2018 10/20/2017 ***.** * 10/20/2017 ***.** *
NATS (En Route), 5.25% 31mar2026, GBP (ABS)   GBP 03/31/2026 10/20/2017 ***.**** *.** 10/20/2017 ***.**** *.**
Network Rail Infrastructure Finance, 0.875% 15may2018, USD   USD 05/15/2018 10/20/2017 **.** *.* 10/20/2017 **.** *.**
Network Rail Infrastructure Finance, 1% 7dec2017, GBP   GBP 12/07/2017 10/20/2017 **.** *.** 10/20/2017 ***.* -*.**
Network Rail Infrastructure Finance, 1.125% 22nov2047, GBP (ABS)   GBP 11/22/2047 10/20/2017 ***.** * 10/20/2017 ***.** *
Network Rail Infrastructure Finance, 1.375% 22nov2037, GBP   GBP 11/22/2037 10/20/2017 ***.** * 10/20/2017 ***.** *
Network Rail Infrastructure Finance, 1.75% 22nov2027, GBP   GBP 11/22/2027 10/20/2017 ***.** * 10/20/2017 ***.** *
Network Rail Infrastructure Finance, 1.75% 24jan2019, USD   USD 01/24/2019 10/20/2017 *** *.** 10/20/2017 ***.** *.**
Network Rail Infrastructure Finance, 3% 7sep2023, GBP   GBP 09/07/2023 10/20/2017 ***.* *.** 10/20/2017 ***.** *.*
Network Rail Infrastructure Finance, 4.375% 9dec2030, GBP (ABS)   GBP 12/09/2030 10/20/2017 ***.** *.** 10/20/2017 ***.** *.**
Network Rail Infrastructure Finance, 4.625% 21jul2020, GBP   GBP 07/21/2020 10/20/2017 ***.** *.** 10/20/2017 ***.* *.**
Network Rail Infrastructure Finance, 4.75% 22jan2024, GBP   GBP 01/22/2024 10/20/2017 ***.** *.** 10/20/2017 ***.* *.**
Network Rail Infrastructure Finance, 4.75% 29nov2035, GBP   GBP 11/29/2035 10/20/2017 ***.** *.** 10/20/2017 ***.** *.**
New look finance, 6.5% 1jul2022, GBP (ABS)   GBP 07/01/2022 10/20/2017 **.* **.** 10/20/2017 **.*** **.**
New look finance, 8% 1jul2023, GBP   GBP 07/01/2023 10/20/2017 **.** **.** 10/20/2017 **.* **.**
New look finance, FRN 1jul2022, EUR (ABS)   EUR 07/01/2022 10/20/2017 **.** * 10/20/2017 **.** *
Next, 4.375% 2oct2026, GBP   GBP 10/02/2026 10/20/2017 ***.** *.** 10/20/2017 ***.** *.**
NMG Finco, 5% 1aug2022, GBP   GBP 08/01/2022 10/20/2017 ***.** *.** 10/20/2017 ***.** *.**
NMG Finco, 5.75% 1aug2022, USD   USD 08/01/2022 10/20/2017 ***.** *.** 10/20/2017 ***.** *.**
Nomad Foods, 3.25% 15may2024, EUR   EUR 05/15/2024 10/20/2017 ***.** *.** 10/20/2017 ***.** *.**
North West Electricity Networks, 6.125% 21jul2021, GBP   GBP 07/21/2021 10/20/2017 ***.** *.** 10/20/2017 ***.** *.**
Northern Electric, 5.125% 4may2035, GBP   GBP 05/04/2035 10/20/2017 ***.** *.** 10/20/2017 ***.** *.**
Northern Electric, 8.875% 16oct2020, GBP   GBP 10/16/2020 10/20/2017 ***.**** *.** 10/20/2017 ***.**** *.**
Northern Gas Networks, 4.875% 15nov2035, GBP   GBP 11/15/2035 10/20/2017 ***.**** *.** 10/20/2017 ***.**** *.**
Northern Gas Networks, 4.875% 30jun2027, GBP   GBP 06/30/2027 10/20/2017 ***.*** *.** 10/20/2017 ***.**** *.**
Northern Gas Networks, 5.625% 23mar2040, GBP   GBP 03/23/2040 10/20/2017 ***.** *.** 10/20/2017 ***.** *.**
Northern Gas Networks, 5.875% 8jul2019, GBP   GBP 07/08/2019 10/20/2017 ***.** *.** 10/20/2017 ***.** *.**
Northern Ireland Electricity Networks, 6.375% 2jun2026, GBP   GBP 06/02/2026 10/20/2017 ***.** *.** 10/20/2017 ***.** *.**
Northern Ireland Electricity Networks, 6.875% 18sep2018, GBP   GBP 09/18/2018 10/20/2017 ***.** *.** 10/20/2017 ***.** *.**
Northern Powergrid (Yorkshire), 4.375% 5jul2032, GBP   GBP 07/05/2032 10/20/2017 ***.** *.* 10/20/2017 ***.** *.**
Northern Powergrid (Yorkshire), 5.125% 4may2035, GBP   GBP 05/04/2035 10/20/2017 ***.**** *.** 10/20/2017 ***.**** *.**
Northern Powergrid (Yorkshire), 7.25% 15dec2022, GBP   GBP 12/15/2022 10/20/2017 ***.**** *.** 10/20/2017 ***.**** *.**
Northumbrian Water, 1.625% 11oct2026, GBP   GBP 10/11/2026 10/20/2017 **.** *.* 10/20/2017 **.** *
Northumbrian Water, 2.375% 5oct2027, GBP   GBP 10/05/2027 10/20/2017 ***.** *.** 10/20/2017 ***.** *.**
Northumbrian Water, 5.125% 23jan2042, GBP   GBP 01/23/2042 10/20/2017 ***.** *.* 10/20/2017 ***.** *.*
Northumbrian Water, 5.625% 29apr2033, GBP   GBP 04/29/2033 10/20/2017 ***.** *.* 10/20/2017 ***.** *.*
Northumbrian Water, 6.875% 6feb2023, GBP   GBP 02/06/2023 10/20/2017 ***.** *.** 10/20/2017 ***.* *.**
Notting Hill Housing Trust, 3.75% 20dec2032, GBP (ABS)   GBP 12/20/2032 10/20/2017 ***.**** *.** 10/20/2017 ***.**** *.**
Notting Hill Housing Trust, 4.375% 20feb2054, GBP   GBP 02/20/2054 10/20/2017 ***.*** *.** 10/20/2017 ***.*** *.**
Notting Hill Housing Trust, 5.25% 7jul2042, GBP (ABS)   GBP 07/07/2042 10/20/2017 ***.**** *.** 10/20/2017 ***.*** *.**
Novus Capital Markets, FRN 20dec2021, EUR   EUR 12/20/2021 10/20/2017 *** * 10/20/2017 *
Ocado Group, 4% 15jun2024, GBP   GBP 06/15/2024 10/20/2017 **.** *.** 10/20/2017 **.** *.**
Octagon Healthcare Funding, 5.333% 31dec2035, GBP   GBP 12/31/2035 10/20/2017 ***.**** *.** 10/20/2017 ***.**** *.**
Old Mutual, 7.875% 3nov2025, GBP   GBP 11/03/2025 10/20/2017 ***.** *.** 10/20/2017 ***.** *.**
OM Asset Managment, 4.8% 27jul2026, USD   USD 07/27/2026 10/20/2017 ***.** *.** 10/20/2017 ***.*** *.**
Orbit Group, 3.5% 24mar2045, GBP   GBP 03/24/2045 10/20/2017 ***.** *.** 10/20/2017 ***.* *.**
Paragon Group, 3.625% 21jan2047, GBP   GBP 01/21/2047 10/20/2017 ***.** *.** 10/20/2017 ***.** *.**
Paragon Group, 6% 28aug2024, GBP   GBP 08/28/2024 10/20/2017 ***.** *.** 10/20/2017 ***.** *.**
Paragon Group, 6% 5dec2020, GBP   GBP 12/05/2020 10/20/2017 ***.** *.** 10/20/2017 ***.** *.**
Paragon Group, 6.125% 30jan2022, GBP   GBP 01/30/2022 10/20/2017 ***.** *.** 10/20/2017 ***.** *.**
Paragon Group, 7.25% 9sep2026, GBP   GBP 09/09/2026 10/20/2017 *** * 10/20/2017 ***.** *
Paragon Mortgages, FRN 15apr2044, GBP (ABS)   GBP 04/15/2044 10/20/2017 **.**** * 10/20/2017 ***.**** *
Paragon Mortgages, FRN 15jan2039, EUR (ABS)   EUR 01/15/2039 10/20/2017 **.**** * 10/20/2017 **.**** *
Paragon Mortgages, FRN 15jan2039, EUR (ABS)   EUR 01/15/2039 10/20/2017 **.**** * 10/20/2017 **.**** *
Paragon Mortgages, FRN 15jan2039, EUR (ABS)   EUR 01/15/2039 10/20/2017 **.**** * 10/20/2017 **.**** *
Paragon Mortgages, FRN 15jan2039, GBP (ABS)   GBP 01/15/2039 10/20/2017 **.**** * 10/20/2017 **.**** *
Paragon Mortgages, FRN 15jan2039, USD (ABS)   USD 01/15/2039 10/20/2017 **.**** * 10/20/2017 **.**** *
Paragon Mortgages, FRN 15jun2041, EUR (ABS)   EUR 06/15/2041 10/20/2017 **.**** * 10/20/2017 **.**** *
Paragon Mortgages, FRN 15may2041, EUR (ABS)   EUR 05/15/2041 10/20/2017 **.**** * 10/20/2017 **.**** *
Paragon Mortgages, FRN 15may2041, EUR (ABS)   EUR 05/15/2041 10/20/2017 **.**** * 10/20/2017 **.**** *
Paragon Mortgages, FRN 15may2041, GBP (ABS)   GBP 05/15/2041 10/20/2017 **.**** * 10/20/2017 **.**** *
Paragon Mortgages, FRN 15may2041, GBP (ABS)   GBP 05/15/2041 10/20/2017 **.**** * 10/20/2017 **.**** *
Paragon Mortgages, FRN 15nov2038, EUR (ABS)   EUR 11/15/2038 10/20/2017 ** * 10/20/2017 **.* *
Paragon Mortgages, FRN 15nov2038, GBP (ABS)   GBP 11/15/2038 10/20/2017 **.**** * 10/20/2017 **.**** *
Paragon Mortgages, FRN 15oct2041, EUR (ABS)   EUR 10/15/2041 10/20/2017 **.**** * 10/20/2017 **.**** *
Paragon Mortgages, FRN 15oct2041, EUR (ABS)   EUR 10/15/2041 10/20/2017 **.**** * 10/20/2017 **.**** *
Paragon Mortgages, FRN 15oct2041, GBP (ABS)   GBP 10/15/2041 10/20/2017 **.**** * 10/20/2017 **.**** *
Paragon Mortgages, FRN 15sep2039, EUR (ABS)   EUR 09/15/2039 10/20/2017 **.**** * 10/20/2017 **.**** *
Paragon Mortgages, FRN 15sep2039, GBP (ABS)   GBP 09/15/2039 10/20/2017 **.**** * 10/20/2017 **.**** *
Paragon Mortgages, FRN 15sep2039, GBP (ABS)   GBP 09/15/2039 10/20/2017 **.**** * 10/20/2017 **.**** *
Paragon Mortgages, FRN 16apr2035, EUR (ABS)   EUR 04/16/2035 10/20/2017 **.**** * 10/20/2017 **.**** *
Paragon Mortgages, FRN 16apr2035, GBP (ABS)   GBP 04/16/2035 10/20/2017 **.**** * 10/20/2017 **.**** *
Paragon Secured Finance, FRN 15nov2035, GBP (ABS)   GBP 11/15/2035 10/20/2017 **.**** * 10/20/2017 **.**** *
Paragon Secured Finance, FRN 15nov2035, GBP (ABS)   GBP 11/15/2035 10/20/2017 **.**** * 10/20/2017 ***.**** *
PD Ports, 7.127% 15mar2024, GBP   GBP 03/15/2024 10/20/2017 ***.**** *.** 10/20/2017 ***.**** *.**
Peabody Capital Plc, 4.625% 12dec2053, GBP   GBP 12/12/2053 10/20/2017 ***.**** *.** 10/20/2017 ***.**** *.**
Peabody Capital Plc, 5.25% 17mar2043, GBP (ABS)   GBP 03/17/2043 10/20/2017 ***.** *.** 10/20/2017 ***.** *.**
Pearson, 1.375% 6may2025, EUR   EUR 05/06/2025 10/20/2017 **.** *.** 10/20/2017 ***.** *.**
Pearson, 1.875% 19may2021, EUR   EUR 05/19/2021 10/20/2017 ***.* *.** 10/20/2017 ***.** *.**
Pension Insurance Corporation, 6.5% 3jul2024, GBP   GBP 07/03/2024 10/20/2017 ***.** *.** 10/20/2017 ***.** *.**
PGH Capital, 4.125% 20jul2022, GBP   GBP 07/20/2022 10/20/2017 ***.* *.** 10/20/2017 ***.** *.**
Phoenix Group, 3.125% 27may2020, EUR   EUR 05/27/2020 10/20/2017 ***.** *.** 10/20/2017 ***.** *.**
Phoenix Group, 6.625% 18dec2025, GBP   GBP 12/18/2025 10/20/2017 ***.* *.** 10/20/2017 ***.** *.**
Phoenix Group, 7.25% perp., GBP   GBP 10/20/2017 ***.**** * 10/20/2017 ***.**** *
Places for People, 1% 31jan2022, GBP   GBP 01/31/2022 10/20/2017 ***.** * 10/20/2017 ***.* *
Places for People, 4.25% 15dec2023, GBP   GBP 12/15/2023 10/20/2017 *** *.** 10/20/2017 ***.* *.**
Places for People, 5.09% 31jul2043, GBP   GBP 07/31/2024 10/20/2017 ***.**** *.** 10/20/2017 ***.**** *.**
Places for People, 5.875% 23may2031, GBP   GBP 05/23/2031 10/20/2017 ***.**** *.* 10/20/2017 ***.**** *.**
Places for People, 6.625% 30sep2038, GBP   GBP 09/30/2038 10/20/2017 ***.**** *.** 10/20/2017 ***.**** *.**
Playtech, 0.5% 19nov2019, EUR (Conv.)   EUR 11/19/2019 10/20/2017 ***.** -*.** 10/20/2017 ***.** -*.**
Porterbrook, 4.625% 4apr2029, GBP   GBP 04/04/2029 10/20/2017 ***.** *.** 10/20/2017 ***.** *.**
Porterbrook, 5.5% 20apr2019, GBP   GBP 04/20/2019 10/20/2017 ***.* *.** 10/20/2017 ***.** *.*
Porterbrook, 6.5% 20oct2020, GBP   GBP 10/20/2020 10/20/2017 ***.* *.** 10/20/2017 ***.** *.**
Porterbrook, 7.125% 20oct2026, GBP   GBP 10/20/2026 10/20/2017 ***.** *.** 10/20/2017 ***.** *.**
Preferred Residential Securities, FRN 15dec2041, GBP (ABS)   GBP 12/15/2041 10/20/2017 ***.**** * 10/20/2017 ***.**** *
Preferred Residential Securities, FRN 15dec2042, EUR (ABS)   EUR 12/15/2042 10/20/2017 **.**** * 10/20/2017 **.**** *
Premier Foods Investments, 6.5% 15mar2021, GBP   GBP 03/15/2021 10/20/2017 ***.*** *.** 10/20/2017 *** *.**
Premier Oil, 5% 11dec2020, GBP   GBP 12/11/2020 10/20/2017 **.** *.** 10/20/2017 **.** *.**
Premier Transmission, 5.202% 31mar2030, GBP (ABS)   GBP 03/31/2030 10/20/2017 ***.**** *.** 10/20/2017 ***.**** *.**
Premiertel, 6.175% 8may2032, GBP (ABS)   GBP 05/08/2032 10/20/2017 ***.**** *.** 10/20/2017 ***.**** *.**
Primary Health Properties, 5.375% 23jul2019, GBP   GBP 07/23/2019 10/20/2017 ***.** *.** 10/20/2017 ***.** *.**
Provident Financial, 5.125% 9oct2023, GBP   GBP 10/09/2023 10/20/2017 **.** *.** 10/20/2017 **.* *.**
Provident Financial, 6% 27sep2021, GBP   GBP 09/27/2021 10/20/2017 **.** *.** 10/20/2017 **.* *.**
Provident Financial, 7% 14apr2020, GBP   GBP 04/14/2020 10/20/2017 **.** *.** 10/20/2017 ***.** *.**
Provident Financial, 8% 23oct2019, GBP   GBP 10/23/2019 10/20/2017 **.** **.** 10/20/2017 **.* *.**
Provident Financial, FRN 4mar2018, GBP   GBP 03/04/2018 10/20/2017 **.**** * 10/20/2017 **.**** *
Prudential, 1.375% 19jan2018, GBP   GBP 01/19/2018 10/20/2017 ***.** *.** 10/20/2017 ***.** *.*
Prudential, 1.75% 27nov2018, GBP   GBP 11/27/2018 10/20/2017 ***.** *.** 10/20/2017 ***.** *.**
Prudential, 11.375% 29may2039, GBP   GBP 05/29/2039 10/20/2017 ***.** * 10/20/2017 ***.** *
Prudential, 4.375% perp., USD   USD 10/20/2017 **.** * 10/20/2017 **.** *
Prudential, 5% 20jul2055, GBP   GBP 07/20/2055 10/20/2017 ***.* * 10/20/2017 ***.** *
Prudential, 5.25% perp., USD   USD 10/20/2017 ***.** * 10/20/2017 ***.** *
Prudential, 5.25% perp., USD   USD 10/20/2017 ***.** * 10/20/2017 ***.** *
Prudential, 5.7% 19dec2063, GBP   GBP 12/19/2063 10/20/2017 ***.* * 10/20/2017 ***.** *
Prudential, 5.875% 11may2029, GBP   GBP 05/11/2029 10/20/2017 ***.** *.** 10/20/2017 ***.** *.**
Prudential, 6.125% 19dec2031, GBP   GBP 12/19/2031 10/20/2017 ***.** *.** 10/20/2017 ***.* *.**
Prudential, 6.5% perp., USD   USD 10/20/2017 ***.** * 10/20/2017 ***.** *
Prudential, 6.875% 20jan2023, GBP   GBP 01/20/2023 10/20/2017 ***.** *.** 10/20/2017 ***.** *.**
Prudential, 7.75% perp., USD   USD 10/20/2017 *** * 10/20/2017 ***.** *
Punch Taverns Finance, 4.767% 30mar2024, GBP   GBP 03/30/2024 10/20/2017 ***.*** *.** 10/20/2017 ***.*** *.**
Punch Taverns Finance, 5.943% 30sep2022, GBP   GBP 09/30/2022 10/20/2017 ***.*** *.** 10/20/2017 ***.*** *.**
Punch Taverns Finance, 7.369% 30sep2021, GBP   GBP 09/30/2021 10/20/2017 ***.**** * 10/20/2017 ***.**** *
Quadrant Housing Finance, 4.94% 10feb2033, GBP (ABS)   GBP 02/10/2033 10/20/2017 ***.**** *.** 10/20/2017 ***.**** *.**
Quintain, 6.5% 29jul2020, GBP   GBP 07/29/2020 10/20/2017 *** *.** 10/20/2017 *
RAC Bond, 4.565% 6may2023, GBP   GBP 05/06/2023 10/20/2017 ***.** *.** 10/20/2017 ***.** *.**
RAC Bond, 4.87% 6may2026, GBP   GBP 05/06/2026 10/20/2017 ***.** *.** 10/20/2017 *** *.**
Radian Capital, 4.622% 12may2044, GBP   GBP 05/12/2044 10/20/2017 **.**** *.** 10/20/2017 ***.**** *.**
Radian Capital, 5.029% 12may2049, GBP   GBP 05/12/2049 10/20/2017 ***.**** *.** 10/20/2017 *
RBS, 0% 15feb2019, GBP (2181D)   GBP 02/08/2019 10/20/2017 *.*** * 10/20/2017 *
RBS, 0% 21dec2017, GBP (1826D)   GBP 12/21/2017 10/20/2017 *.**** ************** 10/20/2017 *
RBS, 0% 22feb2019, GBP (2184D)   GBP 02/22/2019 10/20/2017 ***.** -**.** 10/20/2017 *
RBS, 0% 27jun2018, GBP (2191D)   GBP 06/27/2018 10/20/2017 *.**** ***** 10/20/2017 *
RBS, 0% 29mar2019, GBP (2187D)   GBP 03/22/2019 10/20/2017 *.*** ****.** 10/20/2017 *
RBS, 0.467% 3jan2018, GBP   GBP 01/03/2018 10/20/2017 *.**** ************.** 10/20/2017 *
RBS, 0.5% 15may2024, EUR   EUR 05/15/2024 10/20/2017 ***.** *.** 10/20/2017 ***.** *.**
RBS, 1.625% 25jun2019, EUR   EUR 06/25/2019 10/20/2017 ***.** *.** 10/20/2017 ***.** -*.**
RBS, 10.5% 3nov2019, RON   RON 11/03/2019 10/20/2017 ***.**** *.** 10/20/2017 ***.**** *.**
RBS, 10.875% 30apr2019, GBP   GBP 04/30/2019 10/20/2017 ***.** *.* 10/20/2017 ***.** *.**
RBS, 2% 8mar2023, EUR   EUR 03/08/2023 10/20/2017 ***.** * 10/20/2017 ***.** *
RBS, 2.5% 22mar2023, EUR   EUR 03/22/2023 10/20/2017 ***.* *.** 10/20/2017 ***.* *.*
RBS, 3.498% 15may2023, USD   USD 05/15/2023 10/20/2017 ***.* * 10/20/2017 ***.** *
RBS, 3.625% 25mar2024, EUR   EUR 03/25/2024 10/20/2017 ***.** * 10/20/2017 ***.** *
RBS, 3.875% 19oct2020, EUR (ABS)   EUR 10/19/2020 10/20/2017 ***.** -*.** 10/20/2017 ***.*** -*.**
RBS, 4.125% 15jan2018, EUR (ABS)   EUR 01/15/2018 10/20/2017 ***.** -*.** 10/20/2017 ***.*** -*.**
RBS, 4.2% 29oct2017, EUR   EUR 10/29/2017 10/20/2017 **.** * 10/20/2017 ***.** *
RBS, 4.65% 4jun2018, USD   USD 06/04/2018 10/20/2017 ***.** *.* 10/20/2017 ***.** -*.**
RBS, 4.7% 3jul2018, USD   USD 07/03/2018 10/20/2017 ***.* *.** 10/20/2017 ***.*** *.*
RBS, 4.8% 5apr2026, USD   USD 04/05/2026 10/20/2017 ***.** *.** 10/20/2017 ***.*** *.**
RBS, 5.125% 13jan2024, GBP (ABS)   GBP 01/13/2024 10/20/2017 ***.** *.* 10/20/2017 ***.** *.**
RBS, 5.125% 28may2024, USD   USD 05/28/2024 10/20/2017 ***.** *.** 10/20/2017 ***.** *.**
RBS, 5.375% 30sep2019, EUR   EUR 09/30/2019 10/20/2017 ***.** * 10/20/2017 ***.* -*.**
RBS, 5.5% 23mar2020, EUR   EUR 03/23/2020 10/20/2017 ***.** *.** 10/20/2017 ***.** *.**
RBS, 5.5% perp., EUR   EUR 10/20/2017 ***.** * 10/20/2017 ***.** *
RBS, 5.5% perp., GBP (Conv.)   GBP 10/20/2017 ***.** * 10/20/2017 ***.* *
RBS, 5.625% 24aug2020, USD   USD 08/24/2020 10/20/2017 ***.** *.* 10/20/2017 ***.*** *.**
RBS, 5.625% perp., GBP   GBP 10/20/2017 ***.** * 10/20/2017 ***.** *
RBS, 6% 19dec2023, USD   USD 12/19/2023 10/20/2017 *** *.** 10/20/2017 ***.** *.**
RBS, 6.1% 10jun2023, USD   USD 06/10/2023 10/20/2017 ***.** *.** 10/20/2017 ***.** *.**
RBS, 6.125% 11jan2021, USD   USD 01/11/2021 10/20/2017 ***.*** *.** 10/20/2017 ***.** *.**
RBS, 6.2% perp., GBP   GBP 10/20/2017 ***.*** * 10/20/2017 ***.*** *
RBS, 6.250% perp., GBP   GBP 10/20/2017 **.**** * 10/20/2017 **.*** *
RBS, 6.375% 7dec2028, GBP   GBP 12/07/2028 10/20/2017 ***.*** *.* 10/20/2017 ***.**** *.*
RBS, 6.4% 21oct2019, USD   USD 10/21/2019 10/20/2017 ***.*** *.** 10/20/2017 ***.*** *.**
RBS, 6.625% 17sep2018, GBP   GBP 09/17/2018 10/20/2017 ***.** *.** 10/20/2017 ***.** *.**
RBS, 6.934% 9apr2018, EUR   EUR 04/09/2018 10/20/2017 ***.** *.** 10/20/2017 ***.** *.**
RBS, 7.092% perp., EUR   EUR 10/20/2017 **.** * 10/20/2017 **.* *
RBS, 7.375% perp., GBP   GBP 10/20/2017 ** * 10/20/2017 **.* *
RBS, 7.5% 29apr2024, GBP   GBP 04/29/2024 10/20/2017 ***.** *.** 10/20/2017 ***.** *.**
RBS, 7.5% perp., USD   USD 10/20/2017 *** * 10/20/2017 ***.** *
RBS, 7.64% perp., USD   USD 10/20/2017 **.** * 10/20/2017 **.** *
RBS, 7.648% perp., USD   USD 10/20/2017 ***.* * 10/20/2017 ***.** *
RBS, 8% perp., USD   USD 10/20/2017 ***.** * 10/20/2017 ***.** *
RBS, 9.3% 29jan2020, RON   RON 01/29/2020 10/20/2017 ***.**** *.** 10/20/2017 ***.**** *.**
RBS, 9.5% perp., GBP   GBP 10/20/2017 ***.**** * 10/20/2017 ***.**** *
RBS, FRN 14jun2022, EUR   EUR 06/14/2022 10/20/2017 **.** * 10/20/2017 **.* *
RBS, FRN 15may2020, GBP   GBP 05/15/2020 10/20/2017 ***.** * 10/20/2017 ***.** *
RBS, FRN 15may2023, USD   USD 05/15/2023 10/20/2017 ***.** * 10/20/2017 ***.** *
RBS, FRN 15nov2017, EUR   EUR 11/15/2017 10/20/2017 **.** * 10/20/2017 ***.** *
RBS, FRN 23apr2023, EUR   EUR 04/23/2023 10/20/2017 ***.** * 10/20/2017 ***.** *
RBS, FRN 23feb2045, EUR   EUR 02/23/2045 10/20/2017 **.* * 10/20/2017 *
RBS, FRN 23oct2017, EUR   EUR 10/23/2017 10/20/2017 **.** * 10/20/2017 **.** *
RBS, FRN 8jun2020, EUR   EUR 06/08/2020 10/20/2017 ***.** * 10/20/2017 ***.** *
RBS, FRN 9jun2025, EUR   EUR 06/09/2025 10/20/2017 **.* * 10/20/2017 *
RBS Group PLC, 3.875% 12sep2023, USD   USD 09/12/2023 10/20/2017 ***.** *.** 10/20/2017 ***.** *.**
RBS Group PLC, 6.125% 15dec2022, USD   USD 12/15/2022 10/20/2017 ***.* *.** 10/20/2017 ***.** *.**
RBS Group PLC, 8.625% perp., USD   USD 10/20/2017 ***.** * 10/20/2017 ***.*** *
Reckitt Benckiser Group, 2.395% 24jun2022, USD   USD 06/24/2022 10/20/2017 **.** *.** 10/20/2017 **.** *.**
Reckitt Benckiser Group, 2.75% 26jun2024, USD   USD 06/26/2024 10/20/2017 **.** *.** 10/20/2017 **.** *.*
Reckitt Benckiser Group, 3% 26jun2027, USD   USD 06/26/2027 10/20/2017 **.** *.** 10/20/2017 **.** *.**
RELX, 0.375% 22mar2021, EUR   EUR 03/22/2021 10/20/2017 ***.** *.** 10/20/2017 ***.** *.**
RELX, 1% 22mar2024, EUR   EUR 03/22/2024 10/20/2017 ***.** *.** 10/20/2017 ***.** *.**
RELX, 2.5% 24sep2020, EUR (ABS)   EUR 09/24/2020 10/20/2017 ***.** *.** 10/20/2017 ***.** *.**
RELX (Investments), 2.75% 1aug2019, GBP   GBP 08/01/2019 10/20/2017 ***.** *.** 10/20/2017 ***.** *.*
Rentokil Initial, 3.25% 7oct2021, EUR   EUR 10/07/2021 10/20/2017 ***.*** *.** 10/20/2017 ***.** *.**
Rentokil Initial, 3.375% 24sep2019, EUR   EUR 09/24/2019 10/20/2017 ***.** -*.** 10/20/2017 ***.*** -*.**
Retail Charity Bonds, 4% 31oct2027, GBP   GBP 10/31/2027 10/20/2017 ***.* *.** 10/20/2017 ***.** *.**
Retail Charity Bonds, 4.25% 30mar2026, GBP   GBP 03/30/2026 10/20/2017 ***.** *.** 10/20/2017 ***.* *.**
Retail Charity Bonds, 4.25% 6jul2026, GBP   GBP 07/06/2026 10/20/2017 ***.** *.** 10/20/2017 ***.* *.**
Retail Charity Bonds, 4.375% 29jul2023, GBP   GBP 07/29/2021 10/20/2017 ***.* *.** 10/20/2017 ***.* *.**
Retail Charity Bonds, 4.4% 30apr2025, GBP (ABS)   GBP 04/30/2025 10/20/2017 ***.** *.* 10/20/2017 *** *.**
Retail Charity Bonds, 5% 12apr2026, GBP   GBP 04/12/2026 10/20/2017 ***.* *.* 10/20/2017 ***.* *.**
Rio Tinto, 2% 11may2020, EUR   EUR 05/11/2020 10/20/2017 ***.** -*.** 10/20/2017 ***.** -*.**
Rio Tinto, 2.875% 11dec2024, EUR   EUR 12/11/2024 10/20/2017 ***.** *.** 10/20/2017 ***.** *.**
Rio Tinto, 2.875% 21aug2022, USD   USD 08/21/2022 10/20/2017 ***.** *.** 10/20/2017 ***.*** *.**
Rio Tinto, 3.5% 22mar2022, USD   USD 03/22/2022 10/20/2017 ***.** *.** 10/20/2017 ***.*** *.**
Rio Tinto, 3.75% 15jun2025, USD   USD 06/15/2025 10/20/2017 ***.** *.** 10/20/2017 ***.** *.**
Rio Tinto, 3.75% 20sep2021, USD   USD 09/20/2021 10/20/2017 ***.** *.** 10/20/2017 ***.** *.**
Rio Tinto, 4% 11dec2029, GBP   GBP 12/11/2029 10/20/2017 ***.** *.** 10/20/2017 ***.** *.**
Rio Tinto, 4.125% 20may2021, USD   USD 05/20/2021 10/20/2017 ***.** *.** 10/20/2017 ***.** *.**
Rio Tinto, 4.125% 21aug2042, USD   USD 08/21/2042 10/20/2017 ***.*** *.** 10/20/2017 ***.** *.**
Rio Tinto, 5.2% 2nov2040, USD   USD 11/02/2040 10/20/2017 ***.** *.** 10/20/2017 ***.** *.**
Rio Tinto, 7.125% 15jul2028, USD   USD 07/15/2028 10/20/2017 ***.*** *.** 10/20/2017 ***.** *.**
Riverside Group, 3.875% 5dec2044, GBP (ABS)   GBP 12/05/2044 10/20/2017 ***.** *.** 10/20/2017 ***.** *.**
RMAC, FRN 12dec2036, GBP (ABS)   GBP 12/12/2036 10/20/2017 **.**** * 10/20/2017 **.*** *
RMAC, FRN 12jun2037, EUR (ABS)   EUR 06/12/2037 10/20/2017 **.**** * 10/20/2017 **.*** *
RMAC, FRN 12jun2037, GBP (ABS)   GBP 06/12/2037 10/20/2017 **.**** * 10/20/2017 **.**** *
RMPA Services, 5.337% 30sep2038, GBP   GBP 09/30/2038 10/20/2017 ***.**** * 10/20/2017 ***.**** *
Road Management Services, 9.18% 10jun2021, GBP   GBP 06/10/2021 10/20/2017 ***.**** *.** 10/20/2017 ***.**** *.**
Rolls-Royce Holdings, 2.125% 18jun2021, EUR   EUR 06/18/2021 10/20/2017 ***.** *.* 10/20/2017 ***.* *.**
Rolls-Royce Holdings, 3.375% 18jun2026, GBP   GBP 06/18/2026 10/20/2017 ***.** *.** 10/20/2017 ***.** *.**
Rolls-Royce Holdings, 3.625% 14oct2025, USD   USD 10/14/2025 10/20/2017 ***.** *.** 10/20/2017 *** *.**
Rolls-Royce Holdings, 6.75% 30apr2019, GBP   GBP 04/30/2019 10/20/2017 ***.** *.** 10/20/2017 ***.** *.**
Rothschild, 9% perp., GBP   GBP 10/20/2017 ***.** * 10/20/2017 *** *
Rothschild, FRN perp., EUR   EUR 10/20/2017 **.** * 10/20/2017 **.** *
Royal Dutch Shell, 0.375% 15feb2025, EUR   EUR 02/15/2025 10/20/2017 **.** *.** 10/20/2017 **.** *.**
Royal Dutch Shell, 0.75% 15aug2028, EUR   EUR 08/15/2028 10/20/2017 **.** *.** 10/20/2017 **.** *.**
Royal Dutch Shell, 1% 6apr2022, EUR   EUR 04/06/2022 10/20/2017 ***.** *.** 10/20/2017 ***.** *.**
Royal Dutch Shell, 1.25% 10nov2017, USD   USD 11/10/2017 10/20/2017 **.** *.** 10/20/2017 **.** *.**
Royal Dutch Shell, 1.375% 12sep2019, USD   USD 09/12/2019 10/20/2017 **.*** *.* 10/20/2017 **.*** *.**
Royal Dutch Shell, 1.625% 10nov2018, USD   USD 11/10/2018 10/20/2017 **.** *.** 10/20/2017 **.** *.*
Royal Dutch Shell, 1.625% 20jan2027, EUR   EUR 01/20/2027 10/20/2017 ***.** *.** 10/20/2017 ***.** *.*
Royal Dutch Shell, 1.625% 24mar2021, EUR   EUR 03/24/2021 10/20/2017 ***.** -*.** 10/20/2017 ***.** -*.**
Royal Dutch Shell, 1.75% 12sep2021, USD   USD 09/12/2021 10/20/2017 **.** *.** 10/20/2017 **.*** *.**
Royal Dutch Shell, 1.9% 10aug2018, USD   USD 08/10/2018 10/20/2017 ***.** *.** 10/20/2017 ***.** *.**
Royal Dutch Shell, 2% 15nov2018, USD   USD 11/15/2018 10/20/2017 ***.* *.** 10/20/2017 ***.** *.**
Royal Dutch Shell, 2% 20dec2019, GBP   GBP 12/20/2019 10/20/2017 ***.** *.** 10/20/2017 ***.** *.**
Royal Dutch Shell, 2.125% 11may2020, USD   USD 05/11/2020 10/20/2017 ***.*** *.** 10/20/2017 ***.** *.**
Royal Dutch Shell, 2.25% 10nov2020, USD   USD 11/10/2020 10/20/2017 ***.** *.** 10/20/2017 ***.*** *.**
Royal Dutch Shell, 2.25% 6jan2023, USD   USD 01/06/2023 10/20/2017 **.* *.** 10/20/2017 **.*** *.*
Royal Dutch Shell, 2.375% 21aug2022, USD   USD 08/21/2022 10/20/2017 ***.** *.** 10/20/2017 ***.*** *.**
Royal Dutch Shell, 2.5% 12sep2026, USD   USD 09/12/2026 10/20/2017 **.** *.** 10/20/2017 **.** *.*
Royal Dutch Shell, 2.5% 24mar2026, EUR   EUR 03/24/2026 10/20/2017 ***.** *.** 10/20/2017 ***.** *.**
Royal Dutch Shell, 3.25% 11may2025, USD   USD 05/11/2025 10/20/2017 ***.** *.** 10/20/2017 ***.** *.**
Royal Dutch Shell, 3.4% 12aug2023, USD   USD 08/12/2023 10/20/2017 ***.** *.** 10/20/2017 ***.** *.**
Royal Dutch Shell, 3.625% 21aug2042, USD   USD 08/21/2042 10/20/2017 **.** *.* 10/20/2017 **.*** *.**
Royal Dutch Shell, 3.75% 12sep2046, USD   USD 09/12/2046 10/20/2017 **.* *.** 10/20/2017 **.** *.**
Royal Dutch Shell, 4.125% 11may2035, USD   USD 05/11/2035 10/20/2017 ***.* *.** 10/20/2017 ***.** *.**
Royal Dutch Shell, 4.3% 22sep2019, USD   USD 09/22/2019 10/20/2017 ***.* *.** 10/20/2017 ***.** *.**
Royal Dutch Shell, 4.375% 11may2045, USD   USD 05/11/2045 10/20/2017 ***.** *.** 10/20/2017 ***.** *.**
Royal Dutch Shell, 4.375% 14may2018, EUR   EUR 05/14/2018 10/20/2017 ***.** -*.** 10/20/2017 ***.** -*.**
Royal Dutch Shell, 4.375% 25mar2020, USD   USD 03/25/2020 10/20/2017 ***.** *.** 10/20/2017 ***.** *.**
Royal Dutch Shell, 4.55% 12aug2043, USD   USD 08/12/2043 10/20/2017 ***.** *.** 10/20/2017 ***.*** *.**
Royal Dutch Shell, 5.5% 25mar2040, USD   USD 03/25/2040 10/20/2017 ***.** *.** 10/20/2017 ***.*** *.*
Royal Dutch Shell, 6.375% 15dec2038, USD   USD 12/15/2038 10/20/2017 ***.*** *.* 10/20/2017 ***.*** *.**
Royal Dutch Shell, FRN 10nov2018, USD   USD 11/10/2018 10/20/2017 ***.* * 10/20/2017 ***.* *
Royal Dutch Shell, FRN 11may2020, USD   USD 05/11/2020 10/20/2017 ***.** * 10/20/2017 ***.** *
Royal Dutch Shell, FRN 12sep2019, USD   USD 09/12/2019 10/20/2017 ***.** * 10/20/2017 ***.* *
Royal London Mutual Insurance Society, 6.125% 30nov2043, GBP   GBP 11/30/2043 10/20/2017 ***.** *.** 10/20/2017 ***.** *.**
Royal Mail, 2.375% 29jul2024, EUR   EUR 07/29/2024 10/20/2017 ***.*** *.** 10/20/2017 ***.** *.**
RSA Insurance Group, 5.125% 10oct2045, GBP   GBP 10/10/2045 10/20/2017 ***.** * 10/20/2017 ***.** *
RSA Insurance Group, 9.375% 20may2039, GBP   GBP 05/20/2039 10/20/2017 ***.** * 10/20/2017 ***.** *
Safeway Ltd, 6.125% 17dec2018, GBP   GBP 12/17/2018 10/20/2017 ***.** * 10/20/2017 ***.** *.**
Saga, 3.375% 12may2024, GBP   GBP 05/12/2024 10/20/2017 **.* *.** 10/20/2017 ** *.**
Sanctuary Capital, 5% 26apr2047, GBP (ABS)   GBP 04/26/2047 10/20/2017 ***.* *.** 10/20/2017 ***.* *.**
Sanctuary Capital, 6.697% 23mar2039, GBP   GBP 03/23/2039 10/20/2017 ***.**** *.** 10/20/2017 ***.**** *.**
Santander UK Group Holdings, 1.125% 8sep2023, EUR   EUR 09/08/2023 10/20/2017 ***.** *.** 10/20/2017 ***.** *.**
Santander UK Group Holdings, 2.875% 16oct2020, USD   USD 10/16/2020 10/20/2017 ***.* *.** 10/20/2017 ***.** *.**
Santander UK Group Holdings, 2.875% 5aug2021, USD   USD 08/05/2021 10/20/2017 ***.** *.* 10/20/2017 ***.** *.**
Santander UK Group Holdings, 3.571% 10jan2023, USD   USD 01/10/2023 10/20/2017 ***.** *.** 10/20/2017 ***.** *.**
Santander UK Group Holdings, 3.625% 14jan2026, GBP   GBP 01/14/2026 10/20/2017 ***.** *.** 10/20/2017 ***.** *.**
Santander UK Group Holdings, 3.875% 15oct2029, GBP   GBP 10/15/2029 10/20/2017 ***.** *.** 10/20/2017 ***.** *.**
Santander UK Group Holdings, 4.75% 15sep2025, USD   USD 09/15/2025 10/20/2017 ***.** *.** 10/20/2017 ***.** *.**
Santander UK Group Holdings, 7.375% perp., GBP   GBP 10/20/2017 ***.* * 10/20/2017 ***.** *
Santander UK Group Holdings, FRN 18may2023, EUR   EUR 05/18/2023 10/20/2017 ***.** * 10/20/2017 ***.** *
Santander UK Group Holdings, FRN 5may2020, GBP   GBP 05/05/2020 10/20/2017 ***.* * 10/20/2017 ***.** *
Saxon Weald Capital, 5.375% 6jun2042, GBP   GBP 06/06/2042 10/20/2017 ***.**** *.** 10/20/2017 ***.**** *.**
Scotland Gas Networks, 3.25% 8mar2027, GBP   GBP 03/08/2027 10/20/2017 ***.** *.** 10/20/2017 ***.** *.**
Scotland Gas Networks, 4.875% 21dec2034, GBP   GBP 12/21/2034 10/20/2017 ***.** *.** 10/20/2017 ***.** *.**
Scottish & Southern Energy (SSE), 1.75% 8sep2023, EUR   EUR 09/08/2023 10/20/2017 ***.** *.* 10/20/2017 ***.** *.**
Scottish & Southern Energy (SSE), 2% 17jun2020, EUR   EUR 06/17/2020 10/20/2017 ***.** -*.** 10/20/2017 ***.** -*.**
Scottish & Southern Energy (SSE), 2.375% 10feb2022, EUR   EUR 02/10/2022 10/20/2017 ***.** *.** 10/20/2017 ***.** *.**
Scottish & Southern Energy (SSE), 2.375% perp., EUR   EUR 10/20/2017 ***.* * 10/20/2017 ***.** *
Scottish & Southern Energy (SSE), 3.875% perp., GBP   GBP 10/20/2017 ***.** * 10/20/2017 ***.** *
Scottish & Southern Energy (SSE), 4.25% 14sep2021, GBP   GBP 09/14/2021 10/20/2017 ***.** *.** 10/20/2017 ***.** *.*
Scottish & Southern Energy (SSE), 5% 1oct2018, GBP   GBP 10/01/2018 10/20/2017 ***.** *.** 10/20/2017 ***.** *.**
Scottish & Southern Energy (SSE), 5.875% 22sep2022, GBP   GBP 09/22/2022 10/20/2017 ***.** *.** 10/20/2017 ***.** *.**
Scottish & Southern Energy (SSE), 6.25% 27aug2038, GBP   GBP 08/27/2038 10/20/2017 ***.* *.** 10/20/2017 ***.** *.**
Scottish & Southern Energy (SSE), 8.375% 20nov2028, GBP   GBP 11/20/2028 10/20/2017 ***.* *.** 10/20/2017 ***.** *.**
Scottish Amicable Finance, 8.5% perp., GBP   GBP 10/20/2017 ***.**** * 10/20/2017 ***.*** *
Scottish Investment Trust (SIT), 5.75% 17apr2030, GBP   GBP 04/17/2030 10/20/2017 ***.**** *.** 10/20/2017 ***.**** *.**
Scottish Power, 6.75% 29may2023, GBP   GBP 05/29/2023 10/20/2017 ***.* *.** 10/20/2017 ***.** *.**
Scottish Power, FRN 13oct2024, GBP   GBP 10/13/2024 10/20/2017 ***.*** * 10/20/2017 ***.*** *
SD Distribution, 5.875% 17jul2026, GBP   GBP 07/17/2026 10/20/2017 ***.** *.** 10/20/2017 ***.** *.**
SeaDrill, 6.125% 15sep2020, USD   USD 09/15/2020 10/20/2017 **.* ***.** 10/20/2017 **.** **.**
Segro, 5.625% 7dec2020, GBP   GBP 12/07/2020 10/20/2017 ***.** *.** 10/20/2017 ***.** *.**
Segro, 5.75% 20jun2035, GBP   GBP 06/20/2035 10/20/2017 ***.* *.** 10/20/2017 ***.** *.**
Segro, 6% 30sep2019, GBP   GBP 09/30/2019 10/20/2017 ***.** *.** 10/20/2017 ***.** *.**
Segro, 6.75% 23feb2024, GBP   GBP 02/23/2024 10/20/2017 ***.** *.** 10/20/2017 ***.** *.**
Segro, 7% 14mar2022, GBP   GBP 03/14/2022 10/20/2017 ***.** *.** 10/20/2017 ***.** *.**
Severn Trent, 1.3% 11jul2022, GBP   GBP 07/11/2022 10/20/2017 ***.* * 10/20/2017 ***.* *
Severn Trent, 2.75% 5dec2031, GBP   GBP 12/05/2031 10/20/2017 ***.** *.** 10/20/2017 ***.** *.**
Severn Trent, 3.625% 16jan2026, GBP   GBP 01/16/2026 10/20/2017 ***.** *.** 10/20/2017 ***.** *.**
Severn Trent, 4.875% 24jan2042, GBP   GBP 01/24/2042 10/20/2017 ***.** *.** 10/20/2017 ***.** *.**
Severn Trent, 6% 22jan2018, GBP   GBP 01/22/2018 10/20/2017 ***.** *.** 10/20/2017 ***.** -*.**
Severn Trent, 6.125% 26feb2024, GBP   GBP 02/26/2024 10/20/2017 ***.** *.** 10/20/2017 ***.** *.**
Severn Trent, 6.25% 7jun2029, GBP   GBP 06/07/2029 10/20/2017 ***.* *.** 10/20/2017 ***.** *.*
Severn Trent, FRN 30may2028, GBP   GBP 05/30/2028 10/20/2017 ***.**** * 10/20/2017 ***.**** *
Shanks Group, 3.65% 2022, USD   EUR 06/16/2022 10/20/2017 *** *.** 10/20/2017 *** *.**
Shanks Group, 4.23% 2019, EUR   EUR 07/30/2019 10/20/2017 ***.** *.** 10/20/2017 ***.** *.**
Signet Jewelers, 4.7% 15jun2024, USD   USD 06/15/2024 10/20/2017 **.**** *.** 10/20/2017 **.**** *.**
Skipton Building Society, 1.75% 30jun2022, GBP   GBP 06/30/2022 10/20/2017 **.** *.** 10/20/2017 **.** *.**
Sky plc, 1.5% 15sep2021, EUR   EUR 09/15/2021 10/20/2017 ***.** *.** 10/20/2017 ***.** *.**
Sky plc, 1.875% 24nov2023, EUR   EUR 11/24/2023 10/20/2017 ***.** *.** 10/20/2017 ***.** *.*
Sky plc, 2.25% 17nov2025, EUR   EUR 11/17/2025 10/20/2017 ***.** *.** 10/20/2017 ***.** *.**
Sky plc, 2.5% 15sep2026, EUR   EUR 09/15/2026 10/20/2017 ***.** *.** 10/20/2017 ***.** *.**
Sky plc, 2.625% 16sep2019, USD   USD 09/16/2019 10/20/2017 **.* *.* 10/20/2017 ***.** *.**
Sky plc, 2.75% 27nov2029, EUR   EUR 11/27/2029 10/20/2017 ***.* *.** 10/20/2017 ***.** *.**
Sky plc, 2.875% 24nov2020, GBP   GBP 11/24/2020 10/20/2017 ***.** *.** 10/20/2017 ***.** *.**
Sky plc, 3.125% 26nov2022, USD   USD 11/26/2022 10/20/2017 ***.** *.** 10/20/2017 ***.** *.**
Sky plc, 4% 26nov2029, GBP   GBP 11/26/2029 10/20/2017 ***.** *.** 10/20/2017 ***.** *.**
Sky plc, 6% 21may2027, GBP   GBP 05/21/2027 10/20/2017 ***.** *.** 10/20/2017 ***.** *.*
Sky plc, FRN 1apr2020, EUR   EUR 04/01/2020 10/20/2017 ***.** * 10/20/2017 ***.** *
Smiths Group, 1.25% 28apr2023, EUR   EUR 04/28/2023 10/20/2017 ***.** *.** 10/20/2017 ***.** *.**
Smiths Group, 2% 23feb2027, EUR   EUR 02/23/2027 10/20/2017 ***.** *.** 10/20/2017 ***.** *.**
Society of Lloyds, 4.875% 7feb2047, GBP   GBP 02/07/2047 10/20/2017 ***.** * 10/20/2017 ***.** *
Sound Energy, 5% 21jun2021, EUR (ABS)   EUR 06/21/2021 10/20/2017 **.** *.** 10/20/2017 ***.* *.**
South East Water, 5.6577% 2019, GBP (ABS)   GBP 09/30/2019 10/20/2017 ***.**** *.** 10/20/2017 ***.**** *.**
South Eastern Power Networks, 5.625% 30sep2030, GBP   GBP 09/30/2030 10/20/2017 ***.**** *.** 10/20/2017 ***.*** *.**
South Eastern Power Networks, 6.375% 12nov2031, GBP   GBP 11/12/2031 10/20/2017 ***.** *.** 10/20/2017 ***.** *.**
Southern Electric Power Distribution, 4.625% 20feb2037, GBP   GBP 02/20/2037 10/20/2017 ***.** *.** 10/20/2017 ***.** *.**
Southern Electric Power Distribution, 5.5% 7jun2032, GBP   GBP 06/07/2032 10/20/2017 ***.** *.** 10/20/2017 ***.** *.*
Southern Gas Networks, 2.5% 3feb2025, GBP   GBP 02/03/2025 10/20/2017 ***.** *.** 10/20/2017 ***.** *.**
Southern Gas Networks, 4.875% 21dec2020, GBP   GBP 12/21/2020 10/20/2017 ***.** *.** 10/20/2017 ***.** *.**
Southern Gas Networks, 4.875% 21mar2029, GBP   GBP 03/21/2029 10/20/2017 ***.** *.** 10/20/2017 ***.** *.**
Southern Gas Networks, 4.875% 5oct2023, GBP   GBP 10/05/2023 10/20/2017 ***.* *.** 10/20/2017 ***.** *.**
Southern Gas Networks, 5.125% 2nov2018, GBP   GBP 11/02/2018 10/20/2017 ***.* *.** 10/20/2017 ***.** *.**
Southern Gas Networks, 6.375% 15may2040, GBP   GBP 05/15/2040 10/20/2017 ***.** *.** 10/20/2017 ***.** *.**
Southern Pacific Financing, FRN 10dec2042, GBP (ABS)   GBP 12/10/2042 10/20/2017 **.**** * 10/20/2017 **.**** *
Southern Pacific Financing, FRN 10dec2042, GBP (ABS)   GBP 12/10/2042 10/20/2017 **.**** * 10/20/2017 **.**** *
Southern Pacific Securities, FRN 10dec2042, GBP (ABS)   GBP 12/10/2042 10/20/2017 ***.**** * 10/20/2017 ***.*** *
Southern Water Services, 3.706% 31mar2034, GBP   GBP 03/31/2034 10/20/2017 ***.**** -*.** 10/20/2017 ***.**** -*.**
Southern Water Services, 4.5% 31mar2038, GBP   GBP 03/31/2038 10/20/2017 ***.** * 10/20/2017 ***.** *
Southern Water Services, 4.5% 31mar2052, GBP   GBP 03/31/2052 10/20/2017 ***.** *.** 10/20/2017 ***.** *.**
Southern Water Services, 5% 31mar2021, GBP   GBP 03/31/2021 10/20/2017 ***.*** *.** 10/20/2017 ***.**** *.*
Southern Water Services, 5.125% 30sep2056, GBP   GBP 09/30/2056 10/20/2017 ***.** *.** 10/20/2017 ***.** *.**
Southern Water Services, 6.125% 31mar2019, GBP   GBP 03/31/2019 10/20/2017 ***.** *.** 10/20/2017 ***.** *.**
Southern Water Services, 6.192% 31mar2029, GBP (ABS)   GBP 03/31/2029 10/20/2017 ***.**** *.* 10/20/2017 ***.**** *.**
Southern Water Services, 6.64% 31mar2026, GBP   GBP 03/31/2026 10/20/2017 ***.**** *.** 10/20/2017 ***.**** *.**
Sovereign Housing Capital, 4.768% 1jun2043, GBP (ABS)   GBP 06/01/2043 10/20/2017 ***.** *.** 10/20/2017 ***.** *.**
Sovereign Housing Capital, 5.705% 10sep2039, GBP (ABS)   GBP 09/10/2039 10/20/2017 ***.**** *.** 10/20/2017 ***.**** *.**
SP Manweb, 4.875% 20sep2027, GBP   GBP 09/20/2027 10/20/2017 ***.** *.* 10/20/2017 ***.** *.**
Spirit Issuer, 5.472% 28dec2028, GBP   GBP 12/28/2028 10/20/2017 ***.**** *.** 10/20/2017 ***.**** *.**
Spirit Pub Company, 6.582% 28dec2027, GBP   GBP 12/28/2027 10/20/2017 ***.**** *.** 10/20/2017 ***.**** *.**
SSE plc, 0.875% 6sep2025, EUR   EUR 09/06/2025 10/20/2017 **.** *.** 10/20/2017 **.** *.**
SSE plc, 3.625% 16sep2077, GBP   GBP 09/16/2077 10/20/2017 ***.** * 10/20/2017 ***.** *
SSE plc, 4.75% 16sep2077, USD   USD 09/16/2077 10/20/2017 ***.** * 10/20/2017 ***.** *
St. Modwen Properties, 2.875% 6mar2019, GBP (Conv.)   GBP 03/06/2019 10/20/2017 ***.** *.** 10/20/2017 ***.** *.**
St. Modwen Properties, 6.25% 7nov2019, GBP   GBP 11/07/2019 10/20/2017 ***.** *.** 10/20/2017 ***.** *.**
Stagecoach Group, 4% 29sep2025, GBP   GBP 09/