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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 1 499 898 417 555
USD 3 6 000 000 000
municipal
GBP 4 1 084 971 000
corporate
USD 1879 654 384 776 780
GBP 1357 421 745 903 940
EUR 853 544 499 398 490
RUB 427 132 713 413 000
AUD 45 10 162 000 000
CHF 43 8 151 347 000
HKD 38 17 728 000 000
JPY 32 595 688 000 000
IDR 32 22 184 760 000 000
ZAR 29 51 567 600 000
NOK 27 24 201 500 000
INR 18 52 616 000 000
BRL 17 4 260 933 000
TRY 13 6 016 700 000
CNY 12 4 652 000 000
RON 11 1 196 750 000
SEK 11 8 995 000 000
CAD 10 4 545 000 000
MXN 9 10 365 650 000
ARS 9 5 800 000 000
KZT 8 129 150 000 000
NZD 5 392 600 000
UAH 5 5 124 750 000
SGD 4 2 200 000 000
ITL 4 2 525 000 000 000
GEL 4 292 400 000
KRW 3 100 000 000 000
AMD 3 8 458 900 000
FRF 2 1 316 000 000
CZK 2 1 250 000 000
UYU 1 181 000 000
COP 1 15 000 000 000
ZMW 1 50 000 000
PEN 1 32 500 000
RSD 1 2 500 000 000
HUF 1 1 250 000 000
PLN 1 20 000 000
DKK 1 650 000 000

Sovereign rating

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

Latest bond issues

issue ISIN coupon volume end of placement maturity date
Barclays, 1.125% 12jul2023, CHF - Domestic bonds CH0426621683 1.125% 175 000 000  CHF 08/12/2018 07/12/2023
Barclays Bank PLC, FRN 27jul2021, USD - International bonds US06746XJR52 30Y USD Swap Rate + 0.1%   USD 07/24/2018 07/27/2021
Goldman Sachs International, 2.5% 26jul2048, EUR - International bonds XS1840250788 2.5% 30 000 000  EUR 07/19/2018 07/26/2048
Regional REIT, 4.5% 6aug2024, GBP - International bonds XS1849479602 4.5%   GBP 07/18/2018 08/06/2024
Investec Bank Plc, 4.25% 24jul2028, GBP - International bonds XS1859228634 4.25% 420 000 000  GBP 07/17/2018 07/24/2028
Lloyds Bank, 2.45% 23jul2048, EUR - International bonds XS1859001189 2.45% 40 000 000  EUR 07/16/2018 07/23/2048
State Bank of India (London), FRN 20jan2020, USD - International bonds XS1858016832 3M LIBOR USD + 0.85% 200 000 000  USD 07/13/2018 01/20/2020
United Kingdom, Bills 14jan2019 6m - Domestic bonds GB00BDXL0X35 0% 1 999 996 000  GBP 07/13/2018 01/14/2019
Assura, 3% 19jul2028, GBP - International bonds XS1857084542 3% 300 000 000  GBP 07/12/2018 07/19/2028
Cabot Credit Management, 7.5% 1oct2023, GBP - International bonds XS1405768596 7.5% 512 500 000  GBP 07/12/2018 10/01/2023

World Bond Market Indicators

Daily indices

Type: 07/17/2018 06/28/2018 06/27/2018 06/26/2018 06/25/2018 06/21/2018 06/20/2018
Treasuries
Gilt 10Y YTM 1.26 1.26 1.25 1.30 1.29 1.28 1.30
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Monthly indices

Type Jun 2018 May 2018 Apr 2018 Mar 2018 Feb 2018 Jan 2018 Jun 2017
EU Long-term interest rates
United Kingdom, %   1.32 1.42 1.44 1.45 1.57 1.33 0.98
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World Bond market statistics

Monthly indices

Type Jun 2018 May 2018 Apr 2018 Mar 2018 Feb 2018 Jan 2018 Dec 2017
Domestic govt Bonds markets (Western Europe)
United Kingdom govt Bonds outst., EUR bln (without Bills) 1 757.53 1 766.67 1 752.80 1 769.64 1 762.40 1 770.02 1 765.26
show other indices

Quarterly indices

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

New issues of Developed markets International Bonds

Monthly indices

Type Jun 2018 May 2018 Apr 2018 Apr 2018 Mar 2018 Feb 2018 Jan 2018
Developed Market International Bonds (excl. USA)
New issues of international bonds (UK), USD bln 19.830 50.522 16.637 16.629 27.722 18.412 26.083
Number of new international bond issues (UK) 95 127 87 85 118 85 87
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Developed Markets International Bonds

Monthly indices

Type Jun 2018 May 2018 Apr 2018 Mar 2018 Feb 2018 Jan 2018 Dec 2017
International bonds Developed Markets
United Kingdom sovereign international bonds, USD bln 6.262 6.266 6.276 6.281 8.276 6.284 6.270
United Kingdom municipal international bonds, USD bln 1.140 1.155 1.199 1.227 1.208 1.228 1.169
United Kingdom corporate international bonds, USD bln 1 582.062 1 578.813 1 582.320 1 607.468 1 582.618 1 608.814 1 552.255
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Money market

Daily indices

Type: 07/20/2018 07/19/2018 07/18/2018 07/17/2018 07/16/2018 07/13/2018 07/12/2018
IRS GBP (Annual Fixed vs 6M Libor) 
IRS GBP 1Y vs 6M Libor mid * * * * * * *
IRS GBP 2Y vs 6M Libor mid * * * * * * *
IRS GBP 3Y vs 6M Libor mid * * * * * * *
IRS GBP 4Y vs 6M Libor mid * * * * * * *
IRS GBP 5Y vs 6M Libor mid * * * * * * *
IRS GBP 6Y vs 6M Libor mid * * * * * * *
IRS GBP 7Y vs 6M Libor mid * * * * * * *
IRS GBP 8Y vs 6M Libor mid * * * * * * *
IRS GBP 9Y vs 6M Libor mid * * * * * * *
IRS GBP 10Y vs 6M Libor mid * * * * * * *
IRS GBP 30Y vs 6M Libor mid * * * * * * *
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Risk Management Institute

Daily indices

Type: 07/20/2018 07/19/2018 07/18/2018 07/17/2018 07/16/2018 07/13/2018 07/12/2018
RMI CVI - Europe
UK CVI value weighted  11.42 11.48 11.41 11.54 11.50 11.37 11.40
UK CVI tail  162.84 157.74 160.56 158.35 159.62 153.93 152.93
UK CVI equally weighted  44.76 44.46 44.15 44.40 44.27 43.57 43.55
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Macroeconomic Indicators (World economy)

Monthly indices

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

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

Stock market (World)

Daily indices

Type: 07/20/2018 07/19/2018 07/18/2018 07/17/2018 07/16/2018 07/13/2018 07/12/2018
Stock market (Developed countries)
FTSE 100  7 679 7 684 7 676 7 626 7 600 7 662 7 651
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Bonds prices

issue volume maturity date bid prices ask prices
date bid price yield date ask price yield
Bank of England, 1.25% 14mar2019, USD   USD 03/14/2019 07/20/2018 **.** *.** 07/20/2018 **.** *.**
Bank of England, 1.75% 6mar2020, USD   USD 03/06/2020 07/20/2018 **.** *.** 07/20/2018 **.*** *.**
Bank of England, 2.5% 5mar2021, USD   USD 03/05/2021 07/20/2018 **.** *.** 07/20/2018 **.** *.**
United Kingdom, 2.036% 22jul2019, GBP   GBP 07/22/2019 07/20/2018 ***.*** *.** 07/20/2018 ***.*** *.*
Manchester, 4.25% 4jul2053, GBP   GBP 07/04/2053 07/20/2018 ***.**** *.* 07/20/2018 ***.**** *.**
3i Group, 5.75% 3dec2032, GBP   GBP 12/03/2032 07/20/2018 ***.** *.** 07/20/2018 ***.** *.**
AA Bond Co, 4.875% 31jul2043, GBP   GBP 07/31/2043 07/20/2018 ***.** *.** 07/20/2018 ***.** *.**
AA Plc, 4.2487% 31jul2043, GBP   GBP 07/31/2043 07/20/2018 ***.** *.** 07/20/2018 ***.** *.**
AA Plc, 5.5% 31jul2022, GBP (ABS)   GBP 07/31/2022 07/20/2018 **.** *.** 07/20/2018 **.** *.**
Abbey National Treasury Services, 0.25% 21apr2022, EUR (ABS)   EUR 04/21/2022 07/20/2018 ***.** *.** 07/20/2018 ***.*** *.**
Abbey National Treasury Services, 0.25% 9aug2021, EUR   EUR 08/09/2021 07/20/2018 ***.** -*.** 07/20/2018 ***.*** -*.**
Abbey National Treasury Services, 0.875% 13jan2020, EUR   EUR 01/13/2020 07/20/2018 ***.** *.** 07/20/2018 ***.* -*
Abbey National Treasury Services, 0.875% 25nov2020, EUR   EUR 11/25/2020 07/20/2018 ***.** *.** 07/20/2018 ***.** *.**
Abbey National Treasury Services, 1.125% 10mar2025, EUR   EUR 03/10/2025 07/20/2018 ***.** *.** 07/20/2018 ***.** *.**
Abbey National Treasury Services, 1.125% 14jan2022, EUR   EUR 01/14/2022 07/20/2018 ***.** *.** 07/20/2018 ***.* *.**
Abbey National Treasury Services, 1.25% 18sep2024, EUR   EUR 09/18/2024 07/20/2018 ***.** *.** 07/20/2018 ***.*** *.**
Abbey National Treasury Services, 1.625% 26nov2020, EUR   EUR 11/26/2020 07/20/2018 ***.*** -*.** 07/20/2018 ***.*** -*.**
Abbey National Treasury Services, 1.875% 17feb2020, GBP   GBP 02/17/2020 07/20/2018 ***.**** *.** 07/20/2018 ***.* *.**
Abbey National Treasury Services, 2% 14jan2019, EUR   EUR 01/14/2019 07/20/2018 ***.** -*.** 07/20/2018 ***.** -*.**
Abbey National Treasury Services, 2.625% 16jul2020, EUR   EUR 07/16/2020 07/20/2018 ***.** *.** 07/20/2018 ***.** *.**
Abbey National Treasury Services, 4.25% 12apr2021, EUR (ABS)   EUR 04/12/2021 07/20/2018 ***.** -*.** 07/20/2018 ***.*** -*.**
Abbey National Treasury Services, 5.125% 14apr2021, GBP (ABS)   GBP 04/14/2021 07/20/2018 ***.** *.* 07/20/2018 ***.** *.**
Abbey National Treasury Services, 5.25% 16feb2029, GBP (ABS)   GBP 02/16/2029 07/20/2018 ***.** *.** 07/20/2018 ***.** *.**
Abbey National Treasury Services, 5.75% 2mar2026, GBP (ABS)   GBP 03/02/2026 07/20/2018 ***.** *.* 07/20/2018 ***.** *.**
Abbey National Treasury Services, 8.963% perp., USD   USD 07/20/2018 ***.** * 07/20/2018 ***.** *
Abbey National Treasury Services, FRN 1mar2019, EUR   EUR 03/01/2019 07/20/2018 ***.** * 07/20/2018 ***.** *
Abbey National Treasury Services, FRN 22may2019, EUR   EUR 05/22/2019 07/20/2018 ***.** * 07/20/2018 ***.** *
Admiral Group, 5.5% 25jul2024, GBP   GBP 07/25/2024 07/20/2018 ***.** *.** 07/20/2018 ***.** *.**
Affinity Water, 4.5% 31mar2036, GBP   GBP 03/31/2036 07/20/2018 ***.**** *.** 07/20/2018 ***.**** *.**
Affinity Water, 5.875% 13jul2026, GBP   GBP 07/13/2026 07/20/2018 ***.** *.* 07/20/2018 ***.** *.**
Affordable Housing Finance, 3.8% 20may2042, GBP   GBP 05/20/2042 07/20/2018 ***.** *.* 07/20/2018 ***.* *.**
Algeco Scotsman Global, 10% 15aug2023, USD   USD 08/15/2023 07/20/2018 **.* **.** 07/20/2018 ***.** **.**
Algeco Scotsman Global, 6.5% 15feb2023, EUR   EUR 02/15/2023 07/20/2018 ***.** *.** 07/20/2018 ***.* *.**
Algeco Scotsman Global, 8% 15feb2023, USD   USD 02/15/2023 07/20/2018 **.** *.** 07/20/2018 ***.** *.**
Algeco Scotsman Global, FRN 15feb2023, EUR   EUR 02/15/2023 07/20/2018 ***.* * 07/20/2018 ***.*** *
AmicusHorizon Limited, 5.25% 13mar2043, GBP (ABS)   GBP 03/13/2043 07/20/2018 ***.**** *.** 07/20/2018 ***.**** *.**
AnaCap Financial Europe, FRN 1aug2024, EUR   EUR 08/01/2024 07/20/2018 **.** * 07/20/2018 **.* *
Angel Trains, 6.25% 27jul2020, GBP   GBP 07/27/2020 07/20/2018 ***.** *.** 07/20/2018 ***.** *.**
Angel Trains, 6.5% 5apr2031, GBP   GBP 04/05/2031 07/20/2018 ***.** *.** 07/20/2018 ***.** *.**
Anglian Water, 2.262% 1aug2045, GBP   GBP 08/01/2045 07/20/2018 ***.** * 07/20/2018 ***.** *
Anglian Water, 3.07% 30jul2032, GBP   GBP 07/30/2032 07/20/2018 ***.**** * 07/20/2018 ***.**** *
Anglian Water, 4% 8mar2026, GBP   GBP 03/08/2026 07/20/2018 **.** *.** 07/20/2018 **.** *.**
Anglian Water, 4.5% 22feb2026, GBP   GBP 02/22/2026 07/20/2018 ***.** *.** 07/20/2018 ***.* *.**
Anglian Water, 4.5% 5oct2027, GBP   GBP 10/05/2027 07/20/2018 ***.** *.** 07/20/2018 ***.** *.**
Anglian Water, 5% 30apr2023, GBP (ABS)   GBP 04/30/2023 07/20/2018 ***.** *.** 07/20/2018 ***.** *.**
Anglian Water, 5.837% 30jul2022, GBP   GBP 07/30/2022 07/20/2018 ***.** *.* 07/20/2018 ***.** *.**
Anglian Water, 6.293% 30jul2030, GBP   GBP 07/30/2030 07/20/2018 ***.** *.** 07/20/2018 ***.** *.**
Anglian Water, 6.375% 15jan2029, GBP   GBP 01/15/2029 07/20/2018 ***.** *.** 07/20/2018 ***.** *.*
Anglian Water, 6.875% 16jan2034, GBP   GBP 01/16/2034 07/20/2018 ***.**** *.** 07/20/2018 ***.**** *.**
Anglian Water, 6.875% 21aug2023, GBP   GBP 08/21/2023 07/20/2018 ***.** *.** 07/20/2018 ***.** *.**
Anglian Water, FRN 28jul2020, GBP   GBP 07/28/2020 07/20/2018 ***.**** * 07/20/2018 ***.**** *
Annes Gate Property, 5.661% 30jun2031, GBP (ABS)   GBP 06/30/2031 07/20/2018 ***.**** *.* 07/20/2018 ***.*** *.**
Annington, 1.65% 12jul2024, EUR   EUR 07/12/2024 07/20/2018 **.** *.** 07/20/2018 **.** *.**
Annington, 2.646% 12jul2025, GBP   GBP 07/12/2025 07/20/2018 ***.** *.** 07/20/2018 ***.** *.**
Annington, 3.184% 12jul2029, GBP   GBP 07/12/2029 07/20/2018 ***.** *.** 07/20/2018 ***.** *.**
Annington, 3.685% 12jul2034, GBP   GBP 07/12/2034 07/20/2018 ***.** *.** 07/20/2018 ***.** *.**
Annington, 3.935% 12jul2047, GBP   GBP 07/12/2047 07/20/2018 ***.** *.** 07/20/2018 ***.** *.**
ANZ New Zealand (Int’l), London Branch, 0.25% 22sep2025, CHF   CHF 09/22/2025 07/20/2018 **.* *.** 07/20/2018 ** *.**
ANZ New Zealand (Int’l), London Branch, 0.25% 25oct2023, CHF   CHF 10/25/2023 07/20/2018 **.* *.** 07/20/2018 **.* *.**
ANZ New Zealand (Int’l), London Branch, 0.4% 1mar2022, EUR   EUR 03/01/2022 07/20/2018 **.** *.** 07/20/2018 **.** *.**
ANZ New Zealand (Int’l), London Branch, 1.125% 20mar2025, EUR   EUR 03/20/2025 07/20/2018 **.** *.** 07/20/2018 **.** *.**
ANZ New Zealand (Int’l), London Branch, 1.5% 2oct2018, EUR (ABS)   EUR 10/02/2018 07/20/2018 ***.** -*.** 07/20/2018 ***.** -*.**
ANZ New Zealand (Int’l), London Branch, 2.2% 17jul2020, USD   USD 07/17/2020 07/20/2018 **.** *.** 07/20/2018 **.** *.**
ANZ New Zealand (Int’l), London Branch, 2.25% 1feb2019, USD   USD 02/01/2019 07/20/2018 **.** *.** 07/20/2018 ***.** *.**
ANZ New Zealand (Int’l), London Branch, 2.75% 3feb2021, USD   USD 02/03/2021 07/20/2018 **.** *.** 07/20/2018 **.** *.**
ANZ New Zealand (Int’l), London Branch, 2.85% 6aug2020, USD   USD 08/06/2020 07/20/2018 **.** *.** 07/20/2018 **.** *.**
ANZ New Zealand (Int’l), London Branch, 3.45% 17jul2027, USD   USD 07/17/2027 07/20/2018 **.** *.** 07/20/2018 **.** *.**
Aptiv, 1.5% 10mar2025, EUR   EUR 03/10/2025 07/20/2018 **.** *.** 07/20/2018 ***.** *.*
Aptiv, 1.6% 15sep2028, EUR   EUR 09/15/2028 07/20/2018 **.** *.** 07/20/2018 **.*** *.**
Aptiv, 3.15% 19nov2020, USD   USD 11/19/2020 07/20/2018 **.*** *.** 07/20/2018 **.*** *.**
Arqiva, 4.04% 30jun2035, GBP   GBP 06/30/2035 07/20/2018 ***.**** *.** 07/20/2018 ***.**** *.**
Arqiva, 4.882% 31dec2032, GBP   GBP 12/31/2032 07/20/2018 ***.** *.** 07/20/2018 ***.** *.**
Arqiva, 5.34% 30dec2037, GBP   GBP 12/30/2037 07/20/2018 ***.**** *.** 07/20/2018 ***.**** *
Arqiva, 9.5% 31mar2020, GBP (ABS)   GBP 03/31/2020 07/20/2018 ***.** *.** 07/20/2018 ***.** *.**
Arrow Global, 5.125% 15sep2024, GBP   GBP 09/15/2024 07/20/2018 **.** *.** 07/20/2018 **.** *.*
Arrow Global, FRN 1apr2025, EUR   EUR 04/01/2025 07/20/2018 **.** * 07/20/2018 **.*** *
Arrow Global, FRN 1mar2026, EUR   EUR 03/01/2026 07/20/2018 **.* * 07/20/2018 *
Arsenal Football Club, 5.1418% 1sep2029, GBP (ABS)   GBP 09/01/2029 07/20/2018 ***.**** *.** 07/20/2018 ***.**** *.**
Artesian Finance II, 6% 30sep2033, GBP (ABS)   GBP 09/30/2033 07/20/2018 ***.**** *.** 07/20/2018 ***.**** *.*
Artesian Finance III, FRN 30sep2045, GBP   GBP 09/30/2045 07/20/2018 ***.** * 07/20/2018 ***.** *
ASB Finance, 0.25% 14apr2021, EUR   EUR 04/14/2021 07/20/2018 ***.** -*.** 07/20/2018 ***.** -*.**
ASB Finance, 1.5% 1nov2018, EUR   EUR 11/01/2018 07/20/2018 ***.*** -*.** 07/20/2018 ***.*** -*.**
Ashtead Capital Inc, 4.125% 15aug2025, USD   USD 08/15/2025 07/20/2018 **.** *.** 07/20/2018 **.** *.**
Ashtead Capital Inc, 4.375% 15aug2017, USD   USD 08/15/2027 07/20/2018 **.** *.* 07/20/2018 **.** *.**
Aspire Defence Finance, 4.674% 31mar2040, GBP (ABS)   GBP 03/31/2040 07/20/2018 ***.** *.* 07/20/2018 ***.** *.**
Aspire Defence Finance, 4.674% 31mar2040, GBP (ABS)   GBP 03/31/2040 07/20/2018 ***.** *.** 07/20/2018 ***.** *.**
Associated British Ports (ABP), 6.25% 2026, GBP   GBP 12/14/2026 07/20/2018 ***.**** *.** 07/20/2018 ***.**** *.**
Assura, 3% 19jul2028, GBP   GBP 07/19/2028 07/20/2018 ***.** *.** 07/20/2018 ***.** *.**
Aster Treasury, 4.5% 18dec2043, GBP   GBP 12/18/2043 07/20/2018 ***.** *.** 07/20/2018 ***.* *
Aston Martin, 5.75% 15apr2022, GBP   GBP 04/15/2022 07/20/2018 *** *.** 07/20/2018 ***.* *.**
Aston Martin, 6.5% 15apr2022, USD   USD 04/15/2022 07/20/2018 ***.** *.** 07/20/2018 ***.* *.**
AstraZeneca, 0.25% 12may2021, EUR   EUR 05/12/2021 07/20/2018 ***.** *.** 07/20/2018 ***.* *.**
AstraZeneca, 0.75% 12may2024, EUR   EUR 05/12/2024 07/20/2018 ***.** *.** 07/20/2018 ***.*** *.**
AstraZeneca, 0.875% 24nov2021, EUR   EUR 11/24/2021 07/20/2018 ***.** *.** 07/20/2018 ***.** *.**
AstraZeneca, 1.25% 12may2028, EUR   EUR 05/12/2028 07/20/2018 ***.** *.** 07/20/2018 ***.** *.**
AstraZeneca, 1.75% 16nov2018, USD   USD 11/16/2018 07/20/2018 **.*** *.** 07/20/2018 *** *.**
AstraZeneca, 1.95% 18sep2019, USD   USD 09/18/2019 07/20/2018 **.*** *.** 07/20/2018 **.** *.**
AstraZeneca, 2.375% 12jun2022, USD   USD 06/12/2022 07/20/2018 **.** *.** 07/20/2018 **.*** *.**
AstraZeneca, 2.375% 16nov2020, USD   USD 11/16/2020 07/20/2018 **.** *.** 07/20/2018 **.** *.**
AstraZeneca, 3.125% 12jun2027, USD   USD 06/12/2027 07/20/2018 **.** *.** 07/20/2018 **.* *.**
AstraZeneca, 3.375% 16nov2025, USD   USD 11/16/2025 07/20/2018 **.** *.** 07/20/2018 **.*** *.*
AstraZeneca, 4% 18sep2042, USD   USD 09/18/2042 07/20/2018 **.*** *.* 07/20/2018 **.*** *.**
AstraZeneca, 4.375% 16nov2045, USD   USD 11/16/2045 07/20/2018 ***.** *.** 07/20/2018 ***.*** *.**
AstraZeneca, 5.75% 13nov2031, GBP   GBP 11/13/2031 07/20/2018 ***.** *.** 07/20/2018 ***.* *.**
AstraZeneca, 6.45% 15sep2037, USD   USD 09/15/2037 07/20/2018 ***.** *.** 07/20/2018 ***.*** *.**
AstraZeneca, FRN 10jun2022, USD   USD 06/10/2022 07/20/2018 ***.** * 07/20/2018 ***.** *
Autolink Concessionaires M6, 8.39% 15jun2022, GBP (ABS)   GBP 06/15/2022 07/20/2018 ***.**** *.** 07/20/2018 ***.**** *.**
Aviva, 0.625% 27oct2023, EUR   EUR 10/27/2023 07/20/2018 **.** *.** 07/20/2018 **.** *.**
Aviva, 3.375% 4dec2045, EUR   EUR 12/04/2045 07/20/2018 ***.** * 07/20/2018 ***.** *
Aviva, 3.875% 3jul2044, EUR   EUR 07/03/2044 07/20/2018 ***.** * 07/20/2018 ***.** *
Aviva, 4.375% 12sep2049, GBP   GBP 09/12/2049 07/20/2018 **.** * 07/20/2018 ***.** *
Aviva, 5.125% 4jun2050, GBP   GBP 06/04/2050 07/20/2018 ***.** * 07/20/2018 ***.** *
Aviva, 5.902% perp., GBP   GBP 07/20/2018 ***.** * 07/20/2018 ***.** *
Aviva, 6.125% 14nov2036, GBP   GBP 11/14/2036 07/20/2018 ***.** * 07/20/2018 ***.** *
Aviva, 6.125% 5jul2043, EUR   EUR 07/05/2043 07/20/2018 ***.** * 07/20/2018 ***.** *
Aviva, 6.125% perp., GBP   GBP 07/20/2018 ***.** * 07/20/2018 ***.** *
Aviva, 6.625% 3jun2041, GBP   GBP 06/03/2041 07/20/2018 ***.** * 07/20/2018 ***.** *
Aviva, 6.875% 20may2058, GBP   GBP 05/20/2058 07/20/2018 ***.** * 07/20/2018 ***.* *
Aviva, 6.875% perp., GBP   GBP 07/20/2018 ***.* * 07/20/2018 ***.* *
Babcock International Group, 1.75% 6oct2022, EUR   EUR 10/06/2022 07/20/2018 ***.** *.** 07/20/2018 ***.** *.**
Babcock International Group, 1.875% 5oct2026, GBP   GBP 10/05/2026 07/20/2018 **.** *.** 07/20/2018 **.** *.**
BAE Systems, 4.125% 8jun2022, GBP   GBP 06/08/2022 07/20/2018 ***.* *.** 07/20/2018 ***.** *.**
Balfour Beatty, 1.875% 3dec2018, GBP (Conv.)   GBP 12/03/2018 07/20/2018 **.** *.** 07/20/2018 ***.* *.*
Banco Santander, London Branch, 0.375% 18sep2019, EUR   EUR 09/18/2019 07/20/2018 ***.** -*.* 07/20/2018 ***.** -*.**
Banco Santander, London Branch, 2.35% 10sep2019, USD   USD 09/10/2019 07/20/2018 **.** *.** 07/20/2018 **.** *.**
Banco Santander, London Branch, 2.375% 16mar2020, USD   USD 03/16/2020 07/20/2018 **.** *.* 07/20/2018 **.** *.**
Banco Santander, London Branch, 2.5% 14mar2019, USD   USD 03/14/2019 07/20/2018 **.** *.** 07/20/2018 **.* *.**
Banco Santander, London Branch, 3.05% 23aug2018, USD   USD 08/23/2018 07/20/2018 **.*** *.** 07/20/2018 ***.*** *.**
Banco Santander, London Branch, 3.125% 8jan2021, USD   USD 01/08/2021 07/20/2018 **.*** *.** 07/20/2018 **.*** *.*
Banco Santander, London Branch, 5% 7nov2023, USD   USD 11/07/2023 07/20/2018 ***.** *.** 07/20/2018 ***.** *.**
Banco Santander, London Branch, 5.875% 14aug2031, GBP   GBP 08/14/2031 07/20/2018 ***.**** *.** 07/20/2018 ***.**** *.**
Banco Santander, London Branch, 6.5% 21oct2030, GBP   GBP 10/21/2030 07/20/2018 ***.**** *.** 07/20/2018 ***.**** *.**
Banco Santander, London Branch, 7.95% 26oct2029, USD   USD 10/26/2029 07/20/2018 ***.** *.** 07/20/2018 ***.*** *.**
Banco Santander, London Branch, FRN 24aug2018, USD   USD 08/24/2018 07/20/2018 ***.** * 07/20/2018 ***.** *
Banco Santander, London Branch, FRN 30oct2023, GBP   GBP 10/30/2023 07/20/2018 ***.** * 07/20/2018 ***.** *
Banco Santander, London Branch, FRN 8jul2019, GBP   GBP 07/08/2019 07/20/2018 ***.** * 07/20/2018 ***.** *
Bank of China (London), FRN 7jun2021, USD   USD 06/07/2021 07/20/2018 **.** * 07/20/2018 *** *
Bank of China (London), FRN 7jun2023, USD   USD 06/07/2023 07/20/2018 **.* * 07/20/2018 **.** *
Bank of Scotland, 2.64% 16apr2020, GBP   GBP 04/16/2020 07/20/2018 ***.*** * 07/20/2018 ***.**** *
Bank of Scotland, 3.875% 7feb2020, EUR (ABS)   EUR 02/07/2020 07/20/2018 ***.*** -*.** 07/20/2018 ***.*** -*.**
Bank of Scotland, 4.5% 13jul2021, EUR (ABS)   EUR 07/13/2021 07/20/2018 ***.* -*.** 07/20/2018 ***.*** -*.**
Bank of Scotland, 4.75% 8jun2022, EUR (ABS)   EUR 06/08/2022 07/20/2018 ***.*** *.** 07/20/2018 ***.*** *.**
Bank of Scotland, 4.875% 20dec2024, GBP (ABS)   GBP 12/20/2024 07/20/2018 ***.**** *.* 07/20/2018 ***.**** *.**
Bank of Scotland, 4.875% 4jun2019, EUR   EUR 06/04/2019 07/20/2018 ***.*** -*.** 07/20/2018 ***.*** -*.**
Bank of Scotland, 6% 7feb2035, EUR   EUR 02/07/2035 07/20/2018 ***.** * 07/20/2018 ***.** *
Bank of Scotland, 6.375% 16aug2019, GBP   GBP 08/16/2019 07/20/2018 ***.** *.** 07/20/2018 ***.** *.**
Bank of Scotland, FRN 8nov2019, GBP   GBP 11/08/2019 07/20/2018 **.**** * 07/20/2018 **.**** *
Barclays, 0% 7may2045, USD (10958D)   USD 05/07/2045 07/20/2018 ***.*** *.** 07/20/2018 ***.*** *.**
Barclays, 0% 7may2045, USD (10958D)   USD 05/07/2045 07/20/2018 ***.*** *.** 07/20/2018 ***.*** *.**
Barclays, 0.625% 14nov2023, EUR   EUR 11/14/2023 07/20/2018 **.** *.** 07/20/2018 **.** *.**
Barclays, 1.375% 24jan2026, EUR   EUR 01/24/2026 07/20/2018 **.** *.** 07/20/2018 **.** *.**
Barclays, 1.5% 1apr2022, EUR   EUR 04/01/2022 07/20/2018 ***.** *.** 07/20/2018 ***.** *.**
Barclays, 1.875% 8dec2023, EUR   EUR 12/08/2023 07/20/2018 ***.** *.** 07/20/2018 ***.** *.**
Barclays, 10% 21may2021, GBP   GBP 05/21/2021 07/20/2018 ***.** *.** 07/20/2018 ***.** *.*
Barclays, 10.179% 12jun2021, USD   USD 06/12/2021 07/20/2018 ***.** *.** 07/20/2018 ***.*** *.**
Barclays, 14% perp., GBP   GBP 07/20/2018 ***.** * 07/20/2018 ***.** *
Barclays, 2% 7feb2028, EUR   EUR 02/07/2028 07/20/2018 **.** *.** 07/20/2018 **.** *.**
Barclays, 2.125% 24feb2021, EUR   EUR 02/24/2021 07/20/2018 ***.** *.* 07/20/2018 ***.** *.**
Barclays, 2.25% 10jun2024, EUR   EUR 06/10/2024 07/20/2018 ***.** *.* 07/20/2018 ***.*** *.**
Barclays, 2.5% 20feb2019, USD   USD 02/20/2019 07/20/2018 **.** *.** 07/20/2018 ***.** *.**
Barclays, 2.625% 11nov2025, EUR   EUR 11/11/2025 07/20/2018 ***.** * 07/20/2018 ***.** *
Barclays, 2.65% 11jan2021, USD   USD 01/11/2021 07/20/2018 **.** *.** 07/20/2018 **.** *.**
Barclays, 2.75% 8nov2019, USD   USD 11/08/2019 07/20/2018 **.** *.** 07/20/2018 **.*** *.**
Barclays, 2.875% 8jun2020, USD   USD 06/08/2020 07/20/2018 **.** *.* 07/20/2018 **.** *.**
Barclays, 3.125% 17jan2024, GBP   GBP 01/17/2024 07/20/2018 ***.** *.** 07/20/2018 ***.** *.**
Barclays, 3.2% 10aug2021, USD   USD 08/10/2021 07/20/2018 **.** *.** 07/20/2018 **.** *.**
Barclays, 3.25% 12feb2027, GBP   GBP 02/12/2027 07/20/2018 **.* *.** 07/20/2018 **.** *.**
Barclays, 3.25% 12jan2021, USD   USD 01/12/2021 07/20/2018 **.*** *.** 07/20/2018 **.*** *.**
Barclays, 3.65% 16mar2025, USD   USD 03/16/2025 07/20/2018 **.** *.** 07/20/2018 **.*** *.*
Barclays, 3.684% 10jan2023, USD   USD 01/10/2023 07/20/2018 **.** *.** 07/20/2018 **.** *.**
Barclays, 3.75% 15may2024, USD   USD 05/15/2024 07/20/2018 **.** *.** 07/20/2018 *** *.**
Barclays, 4% 12jan2021, EUR (ABS)   EUR 01/12/2021 07/20/2018 ***.** -*.** 07/20/2018 ***.*** -*.**
Barclays, 4% 7oct2019, EUR (ABS)   EUR 10/07/2019 07/20/2018 ***.*** -*.** 07/20/2018 ***.** -*.**
Barclays, 4.25% 12jan2022, GBP (ABS)   GBP 01/12/2022 07/20/2018 ***.** *.** 07/20/2018 ***.** *.*
Barclays, 4.25% 2mar2022, EUR (ABS)   EUR 03/02/2022 07/20/2018 ***.** *.** 07/20/2018 ***.*** *.**
Barclays, 4.337% 10jan2028, USD   USD 01/10/2028 07/20/2018 **.* *.** 07/20/2018 **.*** *
Barclays, 4.338% 16may2024, USD   USD 05/16/2024 07/20/2018 **.** * 07/20/2018 **.** *
Barclays, 4.375% 11sep2024, USD   USD 09/11/2024 07/20/2018 **.** *.** 07/20/2018 **.** *.**
Barclays, 4.375% 12jan2026, USD   USD 01/12/2026 07/20/2018 **.* *.** 07/20/2018 **.*** *.**
Barclays, 4.75% perp., EUR   EUR 07/20/2018 ***.* * 07/20/2018 *** *
Barclays, 4.836% 9may2028, USD   USD 05/09/2028 07/20/2018 **.*** *.** 07/20/2018 **.** *.**
Barclays, 4.875% 13aug2019, EUR   EUR 08/13/2019 07/20/2018 ***.** -*.** 07/20/2018 ***.*** -*.*
Barclays, 4.95% 10jan2047, USD   USD 01/10/2047 07/20/2018 **.** *.** 07/20/2018 **.** *.*
Barclays, 4.972% 16may2029, USD   USD 05/16/2029 07/20/2018 **.** * 07/20/2018 **.** *
Barclays, 5.125% 8jan2020, USD   USD 01/08/2020 07/20/2018 ***.*** *.** 07/20/2018 ***.** *.**
Barclays, 5.14% 14oct2020, USD   USD 10/14/2020 07/20/2018 ***.** *.* 07/20/2018 ***.* *.**
Barclays, 5.2% 12may2026, USD   USD 05/12/2026 07/20/2018 ** *.** 07/20/2018 **.** *.**
Barclays, 5.25% 17aug2045, USD   USD 08/17/2045 07/20/2018 **.** *.** 07/20/2018 ***.** *.**
Barclays, 5.75% 14sep2026, GBP   GBP 09/14/2026 07/20/2018 ***.** *.** 07/20/2018 ***.** *.**
Barclays, 5.75% 17aug2021, GBP   GBP 08/17/2021 07/20/2018 ***.** *.** 07/20/2018 ***.** *.**
Barclays, 5.875% perp., GBP   GBP 07/20/2018 **.** * 07/20/2018 **.** *
Barclays, 6% 14jan2021, EUR   EUR 01/14/2021 07/20/2018 ***.** *.** 07/20/2018 ***.** *.**
Barclays, 6.369% perp., GBP   GBP 07/20/2018 ***.* * 07/20/2018 ***.* *
Barclays, 6.5% perp., EUR   EUR 07/20/2018 ***.* * 07/20/2018 ***.* *
Barclays, 6.625% 30mar2022, EUR   EUR 03/30/2022 07/20/2018 ***.** *.** 07/20/2018 ***.*** *.**
Barclays, 6.625% perp., USD   USD 07/20/2018 ***.** * 07/20/2018 ***.** *
Barclays, 6.75% 22may2019, USD   USD 05/22/2019 07/20/2018 ***.*** *.** 07/20/2018 ***.*** *.**
Barclays, 6.86% perp., USD   USD 07/20/2018 ***.** * 07/20/2018 *** *
Barclays, 7% perp., GBP   GBP 07/20/2018 ***.** * 07/20/2018 ***.*** *
Barclays, 7.25% perp., GBP   GBP 07/20/2018 ***.** * 07/20/2018 ***.** *
Barclays, 7.625% 21nov2022, USD   USD 11/21/2022 07/20/2018 ***.** *.** 07/20/2018 ***.** *.**
Barclays, 7.875% perp., GBP   GBP 07/20/2018 ***.** * 07/20/2018 ***.** *
Barclays, 7.875% perp., USD   USD 07/20/2018 ***.** * 07/20/2018 ***.** *
Barclays, 8% perp., EUR   EUR 07/20/2018 ***.* * 07/20/2018 ***.** *
Barclays, 8.25% perp., USD (Conv.)   USD 07/20/2018 ***.** * 07/20/2018 ***.** *
Barclays, 9.50% 7aug2021, GBP   GBP 08/07/2021 07/20/2018 ***.** *.** 07/20/2018 ***.** *.**
Barclays, FRN 10aug2021, USD   USD 08/10/2021 07/20/2018 ***.* * 07/20/2018 ***.** *
Barclays, FRN 10jan2023, USD   USD 01/10/2023 07/20/2018 ***.** * 07/20/2018 ***.** *
Barclays, FRN 11jan2021, USD   USD 01/11/2021 07/20/2018 **.** * 07/20/2018 **.** *
Barclays, FRN 15oct2019, EUR   EUR 10/15/2019 07/20/2018 **.**** * 07/20/2018 **.**** *
Barclays, FRN 16may2024, USD   USD 05/16/2024 07/20/2018 **.* * 07/20/2018 **.** *
Barclays, FRN 22mar2021, EUR   EUR 03/22/2021 07/20/2018 **.* * 07/20/2018 **.* *
Barclays, FRN 22may2020, GBP   GBP 05/22/2020 07/20/2018 ***.** * 07/20/2018 ***.** *
Barclays, FRN 9jan2023, GBP   GBP 01/09/2023 07/20/2018 **.** * 07/20/2018 **.** *
Barclays Bank PLC, 0% 6oct2019, EUR   EUR 10/06/2019 07/20/2018 **.* *.** 07/20/2018 **.** *.**
Barclays Bank PLC, 1.375% 8feb2021, NOK   NOK 02/08/2021 07/20/2018 **.** *.** 07/20/2018 **.** *.**
Barclays Bank PLC, 1.875% 23mar2021, EUR   EUR 03/23/2021 07/20/2018 ***.** *.** 07/20/2018 ***.*** *.**
Barclays Bank PLC, 11% 28sep2020, TRY   TRY 09/28/2020 07/20/2018 **.** **.** 07/20/2018 **.** **.**
Barclays Bank PLC, 5.64% 30jul2019, EUR   EUR 07/30/2019 07/20/2018 ***.**** -* 07/20/2018 ***.**** -*.**
Barclays Bank PLC, 6.278% perp., USD   USD 07/20/2018 ***.** * 07/20/2018 ***.** *
Barclays Bank PLC, FRN 1mar2022, EUR   EUR 03/01/2022 07/20/2018 **.**** * 07/20/2018 **.**** *
BAT International Finance PLC, 1% 23may2022, EUR   EUR 05/23/2022 07/20/2018 ***.** *.** 07/20/2018 ***.** *.**
BAT International Finance PLC, 2.75% 2020, USD   USD 06/15/2020 07/20/2018 **.* *.** 07/20/2018 **.** *.**
BAT International Finance PLC, 3.5% 2022, USD   USD 06/15/2022 07/20/2018 **.* *.** 07/20/2018 ***.** *.**
BAT International Finance PLC, 3.95% 2025, USD   USD 06/15/2025 07/20/2018 **.** *.** 07/20/2018 **.** *.**
BAT International Finance PLC, 4% 23nov2055, GBP   GBP 11/23/2055 07/20/2018 ***.* *.** 07/20/2018 ***.** *.**
BBC Pacific Quay, 5.5653% 25jul2034, GBP   GBP 07/25/2034 07/20/2018 ***.**** *.* 07/20/2018 ***.**** *.**
BG Energy Holdings, 1.25% 21nov2022, EUR   EUR 11/21/2022 07/20/2018 ***.** *.** 07/20/2018 ***.** *.**
BG Energy Holdings, 2.25% 21nov2029, EUR   EUR 11/21/2029 07/20/2018 ***.** *.** 07/20/2018 ***.** *.**
BG Energy Holdings, 3% 16nov2018, EUR   EUR 11/16/2018 07/20/2018 *** -*.** 07/20/2018 ***.** -*.**
BG Energy Holdings, 3.625% 16jul2019, EUR   EUR 07/16/2019 07/20/2018 ***.** -*.** 07/20/2018 ***.** -*.**
BG Energy Holdings, 5% 4nov2036, GBP   GBP 11/04/2036 07/20/2018 ***.** *.** 07/20/2018 ***.** *.**
BG Energy Holdings, 5.125% 1dec2025, GBP   GBP 12/01/2025 07/20/2018 ***.** *.* 07/20/2018 ***.** *.**
Bibby Offshore Holdings, 7.5% 15jun2021, GBP   GBP 06/15/2021 07/20/2018 ** ***.** 07/20/2018 ** ***.**
Birmingham Airport, 6.25% 22feb2021, GBP   GBP 02/22/2021 07/20/2018 ***.**** *.** 07/20/2018 ***.**** *.**
Bishopsgate, 5.105% 28sep2037, GBP   GBP 09/28/2037 07/20/2018 ***.**** *.* 07/20/2018 ***.**** *.**
BL Superstores Finance, 4.482% 4oct2025, GBP (ABS)   GBP 10/04/2025 07/20/2018 ***.**** *.** 07/20/2018 ***.**** *.**
BL Superstores Finance, 5.27% 4oct2030, GBP   GBP 10/04/2030 07/20/2018 ***.**** * 07/20/2018 ***.**** *
BL Superstores Finance, 5.578% 4oct2025, GBP   GBP 10/04/2025 07/20/2018 ***.**** *.** 07/20/2018 ***.**** *.**
BNZ International Funding, 0.125% 17jun2021, EUR   EUR 06/17/2021 07/20/2018 ***.* *.** 07/20/2018 ***.*** -*.**
BNZ International Funding, 0.5% 13may2023, EUR   EUR 05/13/2023 07/20/2018 **.** *.** 07/20/2018 **.** *.**
BNZ International Funding, 0.625% 3jul2025, EUR   EUR 07/03/2025 07/20/2018 **.*** *.** 07/20/2018 **.*** *.**
BNZ International Funding, 2.75% 2mar2021, USD   USD 03/02/2021 07/20/2018 **.** *.** 07/20/2018 **.** *.**
BNZ International Funding, 2.9% 21feb2022, USD   USD 02/21/2022 07/20/2018 **.** *.** 07/20/2018 **.** *.**
Boparan Holdings, 4.375% 15jul2021, EUR   EUR 07/15/2021 07/20/2018 **.** *.** 07/20/2018 **.** *.**
Boparan Holdings, 5.25% 15jul2019, GBP   GBP 07/15/2019 07/20/2018 **.** *.** 07/20/2018 **.** *.**
Boparan Holdings, 5.5% 15jul2021, GBP   GBP 07/15/2021 07/20/2018 **.* **.** 07/20/2018 **.* **.*
BP Capital Markets, 0.75% 27sep2021, CHF   CHF 09/27/2021 07/20/2018 ***.** *.** 07/20/2018 ***.* -*.**
BP Capital Markets, 1% 28apr2023, GBP (Conv.)   GBP 04/28/2023 07/20/2018 ***.** -*.** 07/20/2018 ***.** -*.**
BP Capital Markets, 1.109% 16feb2023, EUR   EUR 02/16/2023 07/20/2018 ***.** *.** 07/20/2018 ***.* *.**
BP Capital Markets, 1.373% 3mar2022, EUR   EUR 03/03/2022 07/20/2018 ***.** *.** 07/20/2018 ***.** *.**
BP Capital Markets, 1.573% 16feb2027, EUR   EUR 02/16/2027 07/20/2018 ***.** *.** 07/20/2018 ***.** *.**
BP Capital Markets, 1.676% 3may2019, USD   USD 05/03/2019 07/20/2018 **.*** *.** 07/20/2018 **.** *.**
BP Capital Markets, 1.953% 3mar2025, EUR   EUR 03/03/2025 07/20/2018 ***.** *.** 07/20/2018 ***.*** *.**
BP Capital Markets, 2.521% 15jan2020, USD   USD 01/15/2020 07/20/2018 **.** *.** 07/20/2018 **.** *
BP Capital Markets, 3.062% 17mar2022, USD   USD 03/17/2022 07/20/2018 **.** *.* 07/20/2018 **.** *.**
BP Capital Markets, 3.119% 4may2026, USD   USD 05/04/2026 07/20/2018 **.** *.** 07/20/2018 **.** *.**
BP Capital Markets, 3.161% 17mar2021, USD   USD 03/17/2021 07/20/2018 **.** *.** 07/20/2018 **.** *.**
BP Capital Markets, 3.506% 17mar2025, USD   USD 03/17/2025 07/20/2018 **.* *.** 07/20/2018 **.** *.*
BP Capital Markets, 3.535% 4nov2024, USD   USD 11/04/2024 07/20/2018 **.** *.** 07/20/2018 **.* *.*
BP PLC, 0.83% 19sep2024, EUR   EUR 09/19/2024 07/20/2018 ***.* *.** 07/20/2018 ***.** *.**
BP PLC, 0.9% 3jul2024, EUR   EUR 07/03/2024 07/20/2018 ***.** *.** 07/20/2018 ***.** *.**
BP PLC, 1% 28aug2020, CHF   CHF 08/28/2020 07/20/2018 ***.** -*.** 07/20/2018 ***.** -*.**
BP PLC, 1.077% 26jun2025, EUR   EUR 06/26/2025 07/20/2018 ***.** *.** 07/20/2018 ***.** *.**
BP PLC, 1.117% 25jan2024, EUR   EUR 01/25/2024 07/20/2018 ***.* *.** 07/20/2018 ***.** *.**
BP PLC, 1.177% 12aug2023, GBP   GBP 08/12/2023 07/20/2018 **.** *.** 07/20/2018 **.** *.**
BP PLC, 1.526% 26sep2022, EUR   EUR 09/26/2022 07/20/2018 ***.** *.** 07/20/2018 ***.** *.**
BP PLC, 1.594% 3jul2028, EUR   EUR 07/03/2028 07/20/2018 ***.** *.** 07/20/2018 ***.* *.**
BP PLC, 1.637% 26jun2029, EUR   EUR 06/26/2029 07/20/2018 *** *.** 07/20/2018 ***.*** *.**
BP PLC, 1.75% 28feb2024, CHF   CHF 02/28/2024 07/20/2018 ***.* *.** 07/20/2018 ***.** *.**
BP PLC, 1.768% 19sep2019, USD   USD 09/19/2019 07/20/2018 **.** *.** 07/20/2018 **.** *.**
BP PLC, 2.03% 14feb2025, GBP   GBP 02/14/2025 07/20/2018 ***.** * 07/20/2018 ***.** *.**
BP PLC, 2.112% 16sep2021, USD   USD 09/16/2021 07/20/2018 **.** *.** 07/20/2018 **.** *.**
BP PLC, 2.177% 28sep2021, EUR   EUR 09/28/2021 07/20/2018 ***.** *.** 07/20/2018 ***.** *.**
BP PLC, 2.213% 25sep2026, EUR   EUR 09/25/2026 07/20/2018 ***.** *.** 07/20/2018 ***.* *.**
BP PLC, 2.237% 10may2019, USD   USD 05/10/2019 07/20/2018 **.* *.** 07/20/2018 **.** *.**
BP PLC, 2.241% 26sep2018, USD   USD 09/26/2018 07/20/2018 ***.** *.** 07/20/2018 ***.** *.**
BP PLC, 2.274% 3jul2026, GBP   GBP 07/03/2026 07/20/2018 ***.** *.** 07/20/2018 ***.** *.**
BP PLC, 2.315% 13feb2020, USD   USD 02/13/2020 07/20/2018 **.** *.** 07/20/2018 **.** *.**
BP PLC, 2.5% 6nov2022, USD   USD 11/06/2022 07/20/2018 **.** *.** 07/20/2018 **.*** *.**
BP PLC, 2.517% 17feb2021, EUR   EUR 02/17/2021 07/20/2018 ***.** -*.** 07/20/2018 ***.* -*.**
BP PLC, 2.518% 16jan2020, USD   USD 01/16/2020 07/20/2018 **.** *.** 07/20/2018 **.** *.**
BP PLC, 2.52% 19sep2022, USD   USD 09/19/2022 07/20/2018 **.** *.** 07/20/2018 **.** *.**
BP PLC, 2.75% 10may2023, USD   USD 05/10/2023 07/20/2018 **.** *.* 07/20/2018 **.** *.**
BP PLC, 2.972% 27feb2026, EUR   EUR 02/27/2026 07/20/2018 ***.** *.** 07/20/2018 ***.*** *.**
BP PLC, 2.994% 18feb2019, EUR   EUR 02/18/2019 07/20/2018 ***.** -*.** 07/20/2018 ***.** -*.*
BP PLC, 3.017% 16jan2027, USD   USD 01/16/2027 07/20/2018 **.** *.** 07/20/2018 **.** *.**
BP PLC, 3.216% 28nov2023, USD   USD 11/28/2023 07/20/2018 **.** *.** 07/20/2018 **.*** *.**
BP PLC, 3.224% 14apr2024, USD   USD 04/14/2024 07/20/2018 **.** *.** 07/20/2018 **.*** *.**
BP PLC, 3.245% 6may2022, USD   USD 05/06/2022 07/20/2018 **.*** *.* 07/20/2018 **.** *.*
BP PLC, 3.279% 19sep2027, USD   USD 09/19/2027 07/20/2018 **.** *.** 07/20/2018 **.** *.**
BP PLC, 3.561% 1nov2021, USD   USD 11/01/2021 07/20/2018 ***.*** *.** 07/20/2018 ***.** *.**
BP PLC, 3.588% 14apr2027, USD   USD 04/14/2027 07/20/2018 **.*** *.** 07/20/2018 **.*** *.**
BP PLC, 3.643% 14may2023, USD   USD 05/14/2023 07/20/2018 ***.** *.* 07/20/2018 ***.** *.**
BP PLC, 3.65% 28feb2019, CNY   CNY 02/28/2019 07/20/2018 **.** *.** 07/20/2018 **.* *.**
BP PLC, 3.723% 28nov2028, USD   USD 11/28/2028 07/20/2018 **.** *.** 07/20/2018 ***.** *.**
BP PLC, 3.814% 10feb2024, USD   USD 02/10/2024 07/20/2018 ***.** *.** 07/20/2018 ***.** *.**
BP PLC, 3.95% 8oct2018, CNY   CNY 10/08/2018 07/20/2018 ***.** *.** 07/20/2018 ***.** *.**
BP PLC, 3.994% 26sep2023, USD   USD 09/26/2023 07/20/2018 ***.* *.** 07/20/2018 ***.** *.**
BP PLC, 4.154% 1jun2020, EUR   EUR 06/01/2020 07/20/2018 ***.** -*.** 07/20/2018 ***.** -*.*
BP PLC, 4.325% 10dec2018, GBP   GBP 12/10/2018 07/20/2018 ***.* *.** 07/20/2018 ***.** *.*
BP PLC, 4.5% 1oct2020, USD   USD 10/01/2020 07/20/2018 ***.** *.** 07/20/2018 ***.** *.**
BP PLC, 4.742% 11mar2021, USD   USD 03/11/2021 07/20/2018 ***.*** *.** 07/20/2018 ***.** *.**
BP PLC, 4.75% 10mar2019, USD   USD 03/10/2019 07/20/2018 ***.** *.** 07/20/2018 ***.*** *.**
BP PLC, FRN 10may2019, USD   USD 05/10/2019 07/20/2018 ***.** * 07/20/2018 ***.** *
BP PLC, FRN 14aug2018, USD   USD 08/14/2018 07/20/2018 **.** * 07/20/2018 **.** *
BP PLC, FRN 16sep2021, USD   USD 09/16/2021 07/20/2018 ***.** * 07/20/2018 ***.** *
BP PLC, FRN 19sep2022, USD   USD 09/19/2022 07/20/2018 ***.** * 07/20/2018 ***.** *
BPHA, 4.816% 11apr2044, GBP (ABS)   GBP 04/11/2044 07/20/2018 ***.*** *.** 07/20/2018 ***.**** *.**
British American Tobacco, 0.375% 13mar2019, EUR   EUR 03/13/2019 07/20/2018 ***.** *.** 07/20/2018 ***.** *.**
British American Tobacco, 0.625% 8sep2021, CHF   CHF 09/08/2021 07/20/2018 ***.** *.** 07/20/2018 ***.** *.**
British American Tobacco, 0.875% 13oct2023, EUR   EUR 10/13/2023 07/20/2018 ***.** *.** 07/20/2018 ***.** *.**
British American Tobacco, 1.125% 16nov2023, EUR   EUR 11/16/2023 07/20/2018 ***.** *.* 07/20/2018 ***.** *.*
British American Tobacco, 1.25% 13mar2027, EUR   EUR 03/13/2027 07/20/2018 **.** *.** 07/20/2018 **.** *.**
British American Tobacco, 1.375% 8sep2026, CHF   CHF 09/08/2026 07/20/2018 ***.* * 07/20/2018 *** *.**
British American Tobacco, 1.625% 9sep2019, USD   USD 09/09/2019 07/20/2018 **.** *.** 07/20/2018 **.** *.**
British American Tobacco, 1.75% 5jul2021, GBP   GBP 07/05/2021 07/20/2018 ***.** *.** 07/20/2018 ***.** *.**
British American Tobacco, 2% 13mar2045, EUR   EUR 03/13/2045 07/20/2018 **.** *.** 07/20/2018 **.* *.**
British American Tobacco, 2.125% 15aug2025, GBP   GBP 08/15/2025 07/20/2018 **.** *.** 07/20/2018 **.** *.**
British American Tobacco, 2.25% 16jan2030, EUR   EUR 01/16/2030 07/20/2018 ***.** *.** 07/20/2018 ***.** *.**
British American Tobacco, 2.25% 9sep2052, GBP   GBP 09/09/2052 07/20/2018 **.** *.** 07/20/2018 **.*** *.**
British American Tobacco, 2.297% 14aug2020, USD   USD 08/14/2020 07/20/2018 **.** *.** 07/20/2018 **.** *.**
British American Tobacco, 2.375% 19jan2023, EUR   EUR 01/19/2023 07/20/2018 ***.** *.** 07/20/2018 ***.** *.**
British American Tobacco, 2.75% 25mar2025, EUR   EUR 03/25/2025 07/20/2018 ***.** *.** 07/20/2018 ***.** *.**
British American Tobacco, 2.764% 15aug2022, USD   USD 08/15/2022 07/20/2018 **.** *.* 07/20/2018 **.** *.**
British American Tobacco, 3.125% 6mar2029, EUR   EUR 03/06/2029 07/20/2018 ***.** * 07/20/2018 ***.** *
British American Tobacco, 3.222% 15aug2024, USD   USD 08/15/2024 07/20/2018 **.** *.** 07/20/2018 **.** *.**
British American Tobacco, 3.557% 15aug2027, USD   USD 08/15/2027 07/20/2018 **.** *.** 07/20/2018 **.** *.**
British American Tobacco, 3.625% 9nov2021, EUR   EUR 11/09/2021 07/20/2018 ***.** *.* 07/20/2018 ***.** *.**
British American Tobacco, 4% 4sep2026, GBP   GBP 09/04/2026 07/20/2018 ***.** *.** 07/20/2018 ***.** *.**
British American Tobacco, 4% 7jul2020, EUR   EUR 07/07/2020 07/20/2018 ***.** *.** 07/20/2018 ***.** *.**
British American Tobacco, 4.39% 15aug2037, USD   USD 08/15/2037 07/20/2018 **.** *.** 07/20/2018 **.** *.**
British American Tobacco, 4.54% 15aug2047, USD   USD 08/15/2047 07/20/2018 **.* *.** 07/20/2018 **.** *.**
British American Tobacco, 4.875% 24feb2021, EUR   EUR 02/24/2021 07/20/2018 *** *.** 07/20/2018 ***.*** *.**
British American Tobacco, 5.75% 5jul2040, GBP   GBP 07/05/2040 07/20/2018 ***.** *.** 07/20/2018 ***.** *.**
British American Tobacco, 6% 24nov2034, GBP   GBP 11/24/2034 07/20/2018 ***.** *.** 07/20/2018 ***.*** *.**
British American Tobacco, 6.0% 29jun2022, GBP   GBP 06/29/2022 07/20/2018 ***.** *.** 07/20/2018 ***.** *.**
British American Tobacco, 6.375% 12dec2019, GBP   GBP 12/12/2019 07/20/2018 ***.** *.** 07/20/2018 ***.** *.**
British American Tobacco, 7.25% 12mar2024, GBP (ABS)   GBP 03/12/2024 07/20/2018 ***.** *.** 07/20/2018 ***.** *.**
British American Tobacco, FRN 14aug2020, USD   USD 08/14/2020 07/20/2018 ***.** * 07/20/2018 ***.** *
British American Tobacco, FRN 15aug2022, USD   USD 08/15/2022 07/20/2018 ***.* * 07/20/2018 ***.* *
British American Tobacco, FRN 16aug2021, EUR   EUR 08/16/2021 07/20/2018 **.** * 07/20/2018 ***.** *
British Land, 0% 9jun2020, GBP (1827D)   GBP 06/09/2020 07/20/2018 **.** *.** 07/20/2018 **.** *.**
British Telecommunications, 0.5% 23jun2022, EUR   EUR 06/23/2022 07/20/2018 ***.** *.** 07/20/2018 ***.** *.**
British Telecommunications, 0.625% 10mar2021, EUR   EUR 03/10/2021 07/20/2018 ***.** *.* 07/20/2018 ***.** *.**
British Telecommunications, 1% 21nov2024, EUR   EUR 11/21/2024 07/20/2018 **.** *.** 07/20/2018 ** *.**
British Telecommunications, 1% 23jun2024, EUR   EUR 06/23/2024 07/20/2018 **.** *.** 07/20/2018 **.** *.**
British Telecommunications, 1.125% 10jun2019, EUR   EUR 06/10/2019 07/20/2018 ***.* -*.** 07/20/2018 ***.*** -*.**
British Telecommunications, 1.125% 10mar2023, EUR   EUR 03/10/2023 07/20/2018 ***.** *.** 07/20/2018 ***.** *.**
British Telecommunications, 1.5% 23jun2027, EUR   EUR 06/23/2027 07/20/2018 **.** *.** 07/20/2018 **.*** *.**
British Telecommunications, 1.613% 25jun2033, GBP   GBP 06/25/2033 07/20/2018 ***.** *.** 07/20/2018 ***.** *.**
British Telecommunications, 1.739% 25jun2039, GBP   GBP 06/25/2039 07/20/2018 ***.** *.** 07/20/2018 ***.** *.**
British Telecommunications, 1.75% 10mar2026, EUR   EUR 03/10/2026 07/20/2018 ***.** *.** 07/20/2018 ***.** *.**
British Telecommunications, 1.774% 25jun2042, GBP   GBP 06/25/2042 07/20/2018 ***.** * 07/20/2018 ***.** *
British Telecommunications, 2.35% 14feb2019, USD   USD 02/14/2019 07/20/2018 **.** *.** 07/20/2018 **.** *.**
British Telecommunications, 3.5% 25apr2025, GBP   GBP 04/25/2025 07/20/2018 ***.** * 07/20/2018 ***.** *
British Telecommunications, 3.64% 25jun2033, GBP   GBP 06/25/2033 07/20/2018 ***.** *.* 07/20/2018 ***.** *.**
British Telecommunications, 3.883% 25jun2039, GBP   GBP 06/25/2039 07/20/2018 ***.** *.** 07/20/2018 ***.** *.**
British Telecommunications, 3.924% 25jun2042, GBP   GBP 06/25/2042 07/20/2018 ***.** *.** 07/20/2018 ***.** *.**
British Telecommunications, 5.75% 7dec2028, GBP   GBP 12/07/2028 07/20/2018 ***.** *.** 07/20/2018 ***.** *.**
British Telecommunications, 6.375% 23jun2037, GBP   GBP 06/23/2037 07/20/2018 ***.* *.** 07/20/2018 ***.** *.**
British Telecommunications, 8.625% 15dec2030, USD   USD 12/15/2030 07/20/2018 ***.** * 07/20/2018 ***.* *
British Telecommunications, 8.625% 26mar2020, GBP   GBP 03/26/2020 07/20/2018 ***.** *.** 07/20/2018 ***.** *.**
Broadgate Financing, 4.821% 5jul2036, GBP   GBP 07/05/2033 07/20/2018 ***.** *.** 07/20/2018 ***.** *.**
Broadgate Financing, 4.851% 5apr2031, GBP (ABS)   GBP 04/05/2031 07/20/2018 ***.** *.** 07/20/2018 ***.** *.**
Broadgate Financing, 4.949% 5apr2029, GBP   GBP 04/05/2029 07/20/2018 ***.** *.* 07/20/2018 ***.** *.**
Broadgate Financing, 4.999% 5oct2031, GBP (ABS)   GBP 10/05/2031 07/20/2018 ***.** *.** 07/20/2018 ***.** *.**
Broadgate Financing, 5.098% 5apr2033, GBP   GBP 04/05/2033 07/20/2018 ***.* *.** 07/20/2018 ***.** *.**
Broadgate Financing, FRN 5jan2022, GBP   GBP 01/05/2022 07/20/2018 **.**** * 07/20/2018 **.**** *
Broadgate Financing, FRN 5jan2032, GBP (ABS)   GBP 01/05/2032 07/20/2018 **.**** * 07/20/2018 **.**** *
Bromford Housing Group, 3.125% 3may2048, GBP   GBP 05/03/2048 07/20/2018 ***.** *.* 07/20/2018 ***.** *.**
Bupa, 2% 5apr2024, GBP   GBP 04/05/2024 07/20/2018 **.* *.** 07/20/2018 **.** *.**
Bupa, 3.375% 17jun2021, GBP   GBP 06/17/2021 07/20/2018 ***.** *.** 07/20/2018 ***.** *.**
Bupa, 5% 25apr2023, GBP   GBP 04/25/2023 07/20/2018 ***.** *.** 07/20/2018 ***.** *.**
Bupa, 6.125% perp., GBP   GBP 07/20/2018 ***.*** * 07/20/2018 ***.*** *
Cable & Wireless Communications, 6.875% 1aug2022, USD   USD 08/01/2022 07/20/2018 ***.* *.** 07/20/2018 ***.* *.**
Cable & Wireless Communications, 8.625% 25mar2019, GBP   GBP 03/25/2019 07/20/2018 ***.** *.** 07/20/2018 ***.** *.*
Cabot Credit Management, 7.5% 1oct2023, GBP   GBP 10/01/2023 07/20/2018 **.* *.** 07/20/2018 **.** *.**
Cambridgeshire Housing Capital, 4.25% 15sep2045, GBP   GBP 09/15/2045 07/20/2018 ***.**** *.** 07/20/2018 ***.**** *.**
Canara Bank (London branch), 3.25% 10aug2022, USD   USD 08/10/2022 07/20/2018 **.** *.** 07/20/2018 **.* *.**
Canary Wharf Finance II, 5.952% 22jan2035, GBP (ABS)   GBP 01/22/2035 07/20/2018 ***.**** *.** 07/20/2018 ***.**** *.**
Canary Wharf Finance II, 6.8% 22apr2033, GBP   GBP 04/22/2033 07/20/2018 ***.*** *.** 07/20/2018 ***.**** *.**
Canary Wharf Finance II, FRN 22oct2037, GBP   GBP 10/22/2037 07/20/2018 **.**** * 07/20/2018 **.**** *
Canary Wharf Finance II, FRN 22oct2037, GBP (ABS)   GBP 10/22/2037 07/20/2018 **.**** * 07/20/2018 **.**** *
Care UK Health Social Care Investments, FRN 15jan2020, GBP   GBP 01/15/2020 07/20/2018 **.** * 07/20/2018 ***.** *
Care UK Health Social Care Investments, FRN 15jul2019, GBP   GBP 07/15/2019 07/20/2018 **.** * 07/20/2018 ***.** *
Carillion, 2.5% 19dec2019, GBP (Conv.)   GBP 12/19/2019 07/20/2018 * * 07/20/2018 * ****.**
Carnival, 1.125% 6nov2019, EUR   EUR 11/06/2019 07/20/2018 ***.** * 07/20/2018 ***.** -*.**
Carnival, 1.875% 7nov2022, EUR   EUR 11/07/2022 07/20/2018 ***.** *.** 07/20/2018 ***.*** *.**
Carnival, 3.95% 15oct2020, USD   USD 10/15/2020 07/20/2018 ***.*** *.** 07/20/2018 ***.** *.**
Carnival, 7.875% 1jun2027, USD   USD 06/01/2027 07/20/2018 ***.*** *.* 07/20/2018 ***.*** *.**
Centrica, 3% 10apr2076, EUR   EUR 04/10/2076 07/20/2018 ***.** * 07/20/2018 ***.** *
Centrica, 3.2133% 1feb2019, EUR   EUR 02/01/2019 07/20/2018 ***.**** *.** 07/20/2018 ***.**** *.**
Centrica, 4.25% 12sep2044, GBP   GBP 09/12/2044 07/20/2018 ***.** *.** 07/20/2018 ***.** *.**
Centrica, 4.375% 13mar2029, GBP   GBP 03/13/2029 07/20/2018 ***.**** *.** 07/20/2018 ***.*** *.**
Centrica, 5.25% 10apr2075, GBP   GBP 04/10/2075 07/20/2018 ***.** * 07/20/2018 ***.** *
Centrica, 6.375% 10mar2022, GBP   GBP 03/10/2022 07/20/2018 ***.** * 07/20/2018 ***.** *
Centrica, 6.4% 4sep2026, GBP   GBP 09/04/2026 07/20/2018 ***.**** *.* 07/20/2018 ***.**** *.**
Centrica, 7% 19sep2018, GBP   GBP 09/19/2018 07/20/2018 ***.** * 07/20/2018 ***.** *
Centrica, 7% 19sep2033, GBP   GBP 09/19/2033 07/20/2018 ***.** * 07/20/2018 ***.* *
Circle Anglia Social Housing, 5.2% 2mar2044, GBP   GBP 03/02/2044 07/20/2018 ***.**** *.* 07/20/2018 ***.**** *.**
Circle Anglia Social Housing, 7.25% 12nov2038, GBP (ABS)   GBP 11/12/2038 07/20/2018 ***.** *.** 07/20/2018 ***.** *.**
City Greenwich Lewisham, 9.375% 11oct2020, GBP (ABS)   GBP 10/11/2020 07/20/2018 ***.**** *.** 07/20/2018 ***.**** *.**
Clarion Housing Group, 4.25% 8oct2042, GBP   GBP 10/08/2042 07/20/2018 ***.** *.** 07/20/2018 ***.** *.**
Clarion Housing Group, 5.981% 17sep2038, GBP   GBP 09/17/2038 07/20/2018 ***.**** *.** 07/20/2018 ***.**** *.**
Clavis Securities, FRN 15dec2039, EUR   EUR 12/15/2039 07/20/2018 **.**** * 07/20/2018 **.**** *
Clerical Medical, 7.375% perp., GBP   GBP 07/20/2018 ***.*** * 07/20/2018 ***.*** *
Close Brothers Group, 2.75% 19oct2026, GBP   GBP 10/19/2026 07/20/2018 ***.** *.** 07/20/2018 ***.** *.**
Close Brothers Group, 2.75% 26apr2023, GBP   GBP 04/26/2023 07/20/2018 ***.** *.* 07/20/2018 ***.* *.**
Close Brothers Group, 3.875% 27jun2021, GBP   GBP 06/27/2021 07/20/2018 ***.** *.** 07/20/2018 ***.** *
Close Brothers Group, 4.25% 24jan2027, GBP   GBP 01/24/2027 07/20/2018 ***.** *.** 07/20/2018 ***.* *.**
CNH Industrial, 1.375% 23may2022, EUR   EUR 05/23/2022 07/20/2018 ***.* *.** 07/20/2018 ***.** *.**
CNH Industrial, 1.75% 12sep2025, EUR   EUR 09/12/2025 07/20/2018 **.** *.** 07/20/2018 **.** *.**
CNH Industrial, 2.75% 18mar2019, EUR   EUR 03/18/2019 07/20/2018 ***.** *.** 07/20/2018 ***.** *.**
CNH Industrial, 2.875% 27sep2021, EUR   EUR 09/27/2021 07/20/2018 ***.*** *.** 07/20/2018 ***.** *.**
CNH Industrial, 4.5% 15aug2023, USD   USD 08/15/2023 07/20/2018 ***.** *.* 07/20/2018 ***.* *.**
CNH Industrial, 4.875% 1apr2021, USD   USD 04/01/2021 07/20/2018 ***.* *.** 07/20/2018 ***.** *.**
Co-Operative Bank, 12% 8may2025, GBP   GBP 05/08/2025 07/20/2018 ***.*** * 07/20/2018 ***.*** *
Co-Operative Bank, 5.625% 8jul2020, GBP   GBP 07/08/2020 07/20/2018 ***.* * 07/20/2018 ***.* *
Co-Operative Bank, 6.25% 8jul2026, GBP   GBP 07/08/2026 07/20/2018 ***.** * 07/20/2018 ***.** *
Coca-Cola European Partners, 0.75% 24feb2022, EUR   EUR 02/24/2022 07/20/2018 ***.** *.** 07/20/2018 ***.** *.**
Coca-Cola European Partners, 1.125% 26may2024, EUR   EUR 05/26/2024 07/20/2018 ***.** *.** 07/20/2018 ***.** *.**
Coca-Cola European Partners, 1.75% 26may2028, EUR   EUR 05/26/2028 07/20/2018 ***.** *.** 07/20/2018 ***.* *.**
Coca-Cola European Partners, FRN 16nov2021, EUR   EUR 11/16/2021 07/20/2018 ***.** * 07/20/2018 ***.** *
Cognita, 7.75% 15aug2021, GBP   GBP 08/15/2021 07/20/2018 ***.** *.** 07/20/2018 *** *.**
Community Finance Company 1 PLC, 5.017% 2034, GBP (ABS)   GBP 07/31/2034 07/20/2018 ***.**** *.** 07/20/2018 ***.**** *.**
Compass Group, 0.625% 3jul2024, EUR   EUR 07/03/2024 07/20/2018 **.** *.** 07/20/2018 **.** *.**
Compass Group, 1.875% 27jan2023, EUR   EUR 01/27/2023 07/20/2018 ***.* *.** 07/20/2018 ***.** *.**
Compass Group, 2% 3jul2029, GBP   GBP 07/03/2029 07/20/2018 **.** *.** 07/20/2018 **.** *.**
Compass Group, 3.125% 13feb2019, EUR   EUR 02/13/2019 07/20/2018 ***.** -*.** 07/20/2018 ***.** -*.**
Compass Group, 3.85% 26jun2026, GBP   GBP 06/26/2026 07/20/2018 ***.** *.** 07/20/2018 ***.** *.**
Connect M77/GSO, 5.404% 31mar2034, GBP   GBP 03/31/2034 07/20/2018 **.**** *.** 07/20/2018 **.**** *.**
Coventry Building Society, 0.5% 12jan2024, EUR   EUR 01/12/2024 07/20/2018 ***.** *.** 07/20/2018 ***.*** *.**
Coventry Building Society, 0.625% 3nov2021, EUR   EUR 11/03/2021 07/20/2018 ***.*** *.** 07/20/2018 ***.** -*.**
Coventry Building Society, 1.875% 24oct2023, GBP   GBP 10/24/2023 07/20/2018 **.** *.** 07/20/2018 **.** *.**
Coventry Building Society, 2.5% 18nov2020, EUR   EUR 11/18/2020 07/20/2018 ***.** *.** 07/20/2018 ***.** *.**
Coventry Building Society, 5.875% 28sep2022, GBP   GBP 09/28/2022 07/20/2018 ***.** *.** 07/20/2018 ***.** *.**
Coventry Building Society, 6% 16oct2019, GBP   GBP 10/16/2019 07/20/2018 ***.** *.** 07/20/2018 ***.** *.**
Coventry Building Society, 6.375% perp., GBP   GBP 07/20/2018 ***.** * 07/20/2018 *** *
Coventry Building Society, FRN 17mar2020, GBP (ABS)   GBP 03/17/2020 07/20/2018 ***.** * 07/20/2018 ***.** *
CPUK Finance, 2.666% 28feb2020, GBP (ABS)   GBP 02/28/2020 07/20/2018 ***.**** *.** 07/20/2018 ***.*** *.**
CPUK Finance, 3.588% 28aug2025, GBP (ABS)   GBP 08/28/2025 07/20/2018 ***.**** *.** 07/20/2018 ***.**** *.**
CPUK Finance, 4.25% 28feb2047, GBP   GBP 02/28/2047 07/20/2018 **.** *.** 07/20/2018 ***.** *.**
CPUK Finance, 7.239% 28feb2024, GBP   GBP 02/28/2024 07/20/2018 ***.**** *.** 07/20/2018 ***.*** *.**
Credit Agricole London, 0.2% 30oct2023, CHF   CHF 10/30/2023 07/20/2018 **.** *.** 07/20/2018 **.* *.**
Credit Agricole London, 0.375% 27jan2020, CHF   CHF 01/27/2020 07/20/2018 ***.** -*.** 07/20/2018 ***.** -*.**
Credit Agricole London, 0.45% 14mar2022, CHF   CHF 03/14/2022 07/20/2018 **.** *.** 07/20/2018 ***.** *.**
Credit Agricole London, 0.55% 14dec2026, CHF   CHF 12/14/2026 07/20/2018 **.** *.** 07/20/2018 **.** *.*
Credit Agricole London, 0.55% 1sep2022, CHF   CHF 09/01/2022 07/20/2018 ***.** *.** 07/20/2018 ***.* *.**
Credit Agricole London, 0.625% 12jul2024, CHF   CHF 07/12/2024 07/20/2018 **.** *.** 07/20/2018 **.* *.**
Credit Agricole London, 0.75% 1dec2022, EUR   EUR 12/01/2022 07/20/2018 ***.** *.** 07/20/2018 ***.** *.**
Credit Agricole London, 0.875% 19jan2022, EUR   EUR 01/19/2022 07/20/2018 ***.** *.** 07/20/2018 ***.* *.**
Credit Agricole London, 1% 16sep2024, EUR   EUR 09/16/2024 07/20/2018 ***.** *.** 07/20/2018 ***.** *.**
Credit Agricole London, 1% 27jan2025, CHF   CHF 01/27/2025 07/20/2018 ***.** *.** 07/20/2018 ***.* *.**
Credit Agricole London, 1% 8oct2021, CHF   CHF 10/08/2021 07/20/2018 ***.* *.** 07/20/2018 ***.** *.**
Credit Agricole London, 1.25% 14apr2026, EUR   EUR 04/14/2026 07/20/2018 ***.* *.** 07/20/2018 ***.** *.**
Credit Agricole London, 1.25% 17jul2020, CHF   CHF 07/17/2020 07/20/2018 ***.* *.** 07/20/2018 ***.* -*.*
Credit Agricole London, 1.375% 13mar2025, EUR   EUR 03/13/2025 07/20/2018 **.** *.* 07/20/2018 **.** *.**
Credit Agricole London, 1.875% 20dec2026, EUR   EUR 12/20/2026 07/20/2018 ***.** *.** 07/20/2018 ***.** *.**
Credit Agricole London, 2.125% 29sep2025, CHF   CHF 09/29/2025 07/20/2018 ***.** *.** 07/20/2018 ***.** *.*
Credit Agricole London, 2.125% 30oct2024, CHF   CHF 10/30/2024 07/20/2018 ***.** *.** 07/20/2018 ***.* *.**
Credit Agricole London, 2.375% 27nov2020, EUR   EUR 11/27/2020 07/20/2018 ***.** -*.** 07/20/2018 ***.** -*.**
Credit Agricole London, 2.5% 15apr2019, USD   USD 04/15/2019 07/20/2018 **.** *.** 07/20/2018 **.** *.*
Credit Agricole London, 2.75% 10jun2020, USD   USD 06/10/2020 07/20/2018 **.** *.** 07/20/2018 **.** *.**
Credit Agricole London, 3.125% 17jul2023, EUR   EUR 07/17/2023 07/20/2018 ***.** *.** 07/20/2018 ***.** *.**
Credit Agricole London, 3.125% 5feb2026, EUR   EUR 02/05/2026 07/20/2018 ***.** *.** 07/20/2018 ***.** *.**
Credit Agricole London, 3.25% 4oct2024, USD   USD 10/04/2024 07/20/2018 **.** *.* 07/20/2018 **.** *.**
Credit Agricole London, 3.375% 10jan2022, USD   USD 01/10/2022 07/20/2018 **.** *.** 07/20/2018 **.** *.**
Credit Agricole London, 3.75% 24apr2023, USD   USD 04/24/2023 07/20/2018 **.** *.** 07/20/2018 **.** *.**
Credit Agricole London, 3.875% 13feb2019, EUR   EUR 02/13/2019 07/20/2018 ***.* -*.** 07/20/2018 ***.** -*.**
Credit Agricole London, 3.875% 15apr2024, USD   USD 04/15/2024 07/20/2018 **.** *.** 07/20/2018 ***.** *.**
Credit Agricole London, 4.125% 10jan2027, USD   USD 01/10/2027 07/20/2018 **.** *.** 07/20/2018 **.** *.**
Credit Agricole London, 4.4% 6jul2027, AUD   AUD 07/06/2027 07/20/2018 **.* *.** 07/20/2018 **.** *.**
Credit Agricole London, 5.125% 18apr2023, EUR   EUR 04/18/2023 07/20/2018 *** *.** 07/20/2018 ***.** *.*
Credit Agricole London, 5.5% 17dec2021, GBP   GBP 12/17/2021 07/20/2018 ***.** *.** 07/20/2018 ***.** *.**
Credit Agricole London, FRN 10jun2020, USD   USD 06/10/2020 07/20/2018 ***.** * 07/20/2018 ***.** *
Credit Agricole London, FRN 20apr2022, EUR   EUR 04/20/2022 07/20/2018 ***.** * 07/20/2018 ***.* *
Credit Agricole London, FRN 6mar2023, EUR   EUR 03/06/2023 07/20/2018 **.** * 07/20/2018 **.** *
Credit Suisse AG (London) Branch, 0% 4feb2045, AUD (10958D)   AUD 02/04/2045 07/20/2018 ***.** *.** 07/20/2018 ***.*** *.**
Credit Suisse AG (London) Branch, 0.55% 15apr2024, CHF   CHF 04/15/2024 07/20/2018 ***.* *.** 07/20/2018 ***.** *.**
Credit Suisse AG (London) Branch, 0.625% 20nov2018, EUR   EUR 11/20/2018 07/20/2018 ***.** -*.* 07/20/2018 ***.** -*.**
Credit Suisse AG (London) Branch, 1% 24sep2021, CHF   CHF 09/24/2021 07/20/2018 ***.** *.** 07/20/2018 ***.** -*.**
Credit Suisse AG (London) Branch, 1% 7jun2023, EUR   EUR 06/07/2023 07/20/2018 ***.** *.** 07/20/2018 ***.** *.**
Credit Suisse AG (London) Branch, 1.125% 15sep2020, EUR   EUR 09/15/2020 07/20/2018 ***.** *.** 07/20/2018 ***.** -*.**
Credit Suisse AG (London) Branch, 1.375% 29nov2019, EUR   EUR 11/29/2019 07/20/2018 ***.** -*.** 07/20/2018 ***.** -*.**
Credit Suisse AG (London) Branch, 1.375% 31jan2022, EUR   EUR 01/31/2022 07/20/2018 ***.** *.* 07/20/2018 ***.** *.**
Credit Suisse AG (London) Branch, 1.8% 10mar2022, USD   USD 03/10/2022 07/20/2018 **.** *.** 07/20/2018 **.** *.**
Credit Suisse AG (London) Branch, 1.8% 30dec2022, USD   USD 12/30/2022 07/20/2018 **.** *.** 07/20/2018 **.** *.**
Credit Suisse AG (London) Branch, 2% 12jan2022, USD   USD 01/12/2022 07/20/2018 **.** *.** 07/20/2018 **.** *.**
Credit Suisse AG (London) Branch, 2% 22oct2021, EUR   EUR 10/22/2021 07/20/2018 **.** * 07/20/2018 *
Credit Suisse AG (London) Branch, 2% 24sep2021, EUR   EUR 09/24/2021 07/20/2018 ***.** * 07/20/2018 *
Credit Suisse AG (London) Branch, 2% 31oct2024, USD   USD 10/31/2024 07/20/2018 ** *.** 07/20/2018 **.** *.**
Credit Suisse AG (London) Branch, 2.05% 5mar2022, USD   USD 03/05/2022 07/20/2018 **.** * 07/20/2018 ** *
Credit Suisse AG (London) Branch, 2.2% 9aug2018, EUR   EUR 08/09/2018 07/20/2018 ***.** *.** 07/20/2018 ***.** -*.**
Credit Suisse AG (London) Branch, 2.5% 3dec2020, USD   USD 12/03/2020 07/20/2018 **.** * 07/20/2018 **.** *
Credit Suisse AG (London) Branch, 2.7% 22aug2022, USD   USD 08/22/2022 07/20/2018 **.** * 07/20/2018 **.** *
Credit Suisse AG (London) Branch, 3.5% 26nov2025, EUR   EUR 11/26/2025 07/20/2018 ** *.** 07/20/2018 **.** *.**
Credit Suisse AG (London) Branch, 4.75% 5aug2019, EUR   EUR 08/05/2019 07/20/2018 ***.** -*.** 07/20/2018 ***.** -*.**
Credit Suisse AG (London) Branch, FRN 16oct2019, EUR   EUR 10/16/2019 07/20/2018 ***.** * 07/20/2018 ***.* *
Credit Suisse AG (London) Branch, FRN 29may2019, SEK   SEK 05/29/2019 07/20/2018 ***.** * 07/20/2018 ***.** *
Ctrl Section 1 Finance, FRN 2nov2051, GBP   GBP 11/02/2051 07/20/2018 ***.**** * 07/20/2018 ***.**** *
Daily Mail & General Trust, 5.75% 7dec2018, GBP   GBP 12/07/2018 07/20/2018 ***.** *.** 07/20/2018 ***.** *.**
Debenhams, 5.25% 15jul2021, GBP   GBP 07/15/2021 07/20/2018 ** **.** 07/20/2018 **.* **.**
Derby Healthcare, 5.564% 30jun2041, GBP (ABS)   GBP 06/30/2041 07/20/2018 ***.**** *.** 07/20/2018 ***.**** *.**
Derwent London, 1.125% 24jul2019, GBP (Conv.)   GBP 07/24/2019 07/20/2018 ***.** -*.** 07/20/2018 *** -*.**
Deutsche Bank AG (London Branch), 0% 15may2043, MXN (10957D)   MXN 05/15/2043 07/20/2018 *.** **.** 07/20/2018 *.* *.**
Deutsche Bank AG (London Branch), 0% 22apr2026, EUR (3711D)   EUR 04/22/2026 07/20/2018 **.** *.** 07/20/2018 **.** *.**
Deutsche Bank AG (London Branch), 0% 22apr2026, USD (3710D)   USD 04/22/2026 07/20/2018 **.** *.** 07/20/2018 **.** *.**
Deutsche Bank AG (London Branch), 0% 30oct2025, BRL (3654D)   BRL 10/30/2025 07/20/2018 **.** **.** 07/20/2018 **.** **.**
Deutsche Bank AG (London Branch), 0% 5nov2020, USD (1863D)   USD 11/05/2020 07/20/2018 **.* * 07/20/2018 **.** *
Deutsche Bank AG (London Branch), 0% 7apr2021, USD (1826D)   USD 04/07/2021 07/20/2018 **.** *.** 07/20/2018 **.** *.**
Deutsche Bank AG (London Branch), 0% 7nov2022, USD (2191D)   USD 11/07/2022 07/20/2018 **.** *.** 07/20/2018 ** *.**
Deutsche Bank AG (London Branch), 1.35% 25jul2019, USD   USD 07/25/2019 07/20/2018 **.** *.** 07/20/2018 **.** *.**
Deutsche Bank AG (London Branch), 1.625% 24feb2020, NOK   NOK 02/24/2020 07/20/2018 **.** *.** 07/20/2018 **.** *.**
Deutsche Bank AG (London Branch), 13% 1mar2019, EUR (413)   EUR 03/01/2019 07/20/2018 ***.** *.** 07/20/2018 ***.** -*.**
Deutsche Bank AG (London Branch), 2% 13jul2022, USD   USD 07/13/2022 07/20/2018 **.** *.** 07/20/2018 **.** *.**
Deutsche Bank AG (London Branch), 2% 18nov2025, EUR   EUR 11/18/2025 07/20/2018 **.** *.** 07/20/2018 **.** *.**
Deutsche Bank AG (London Branch), 2% 24apr2023, USD   USD 04/24/2023 07/20/2018 **.** * 07/20/2018 **.* *
Deutsche Bank AG (London Branch), 2.25% 25feb2021, USD   USD 02/25/2021 07/20/2018 **.** *.** 07/20/2018 **.** *.**
Deutsche Bank AG (London Branch), 2.5% 13feb2019, USD   USD 02/13/2019 07/20/2018 **.** *.** 07/20/2018 **.** *.**
Deutsche Bank AG (London Branch), 2.5% 20sep2022, NOK   NOK 09/20/2022 07/20/2018 ***.** *.** 07/20/2018 ***.** *.**
Deutsche Bank AG (London Branch), 2.8% 15apr2025, USD   USD 04/15/2025 07/20/2018 **.** * 07/20/2018 **.** *
Deutsche Bank AG (London Branch), 3% 15jul2025, USD (Structured)   USD 07/15/2025 07/20/2018 **.** * 07/20/2018 **.* *
Deutsche Bank AG (London Branch), 3% 8jul2025, USD   USD 07/08/2025 07/20/2018 **.** * 07/20/2018 **.** *
Deutsche Bank AG (London Branch), 3.7% 30may2024, USD   USD 05/30/2024 07/20/2018 **.* *.** 07/20/2018 **.** *.**
Deutsche Bank AG (London Branch), 3.75% 5sep2021, EUR   EUR 05/09/2021 07/20/2018 ***.** * 07/20/2018 ***.** *
Deutsche Bank AG (London Branch), 4.625% 25mar2020, NZD   NZD 03/25/2020 07/20/2018 ***.** *.** 07/20/2018 ***.** *.**
Deutsche Bank AG (London Branch), 6.6% 15feb2025, USD   USD 02/15/2025 07/20/2018 **.** * 07/20/2018 **.** *
Deutsche Bank AG (London Branch), FRN 1mar2019, IDR   IDR 03/01/2019 07/20/2018 **.** * 07/20/2018 **.** *
Deutsche Bank AG (London Branch), FRN 20oct2022, USD   USD 10/20/2022 07/20/2018 **.** * 07/20/2018 ** *
Deutsche Bank AG (London Branch), FRN 28jun2020, EUR   EUR 06/28/2020 07/20/2018 ***.** * 07/20/2018 ***.** *
Deutsche Bank AG (London Branch), FRN 8nov2020, EUR   EUR 11/08/2020 07/20/2018 **.** * 07/20/2018 ***.** *
Deutsche Bank AG (London Branch), FRN 9mar2026, EUR   EUR 03/09/2026 07/20/2018 **.** * 07/20/2018 **.** *
Diageo, 0% 17nov2020, EUR (1096D)   EUR 11/17/2020 07/20/2018 *** * 07/20/2018 ***.** -*.**
Diageo, 0.5% 19jun2024, EUR   EUR 06/19/2024 07/20/2018 **.** *.** 07/20/2018 **.** *.**
Diageo, 1.125% 20may2019, EUR   EUR 05/20/2019 07/20/2018 ***.** -* 07/20/2018 ***.** -*.**
Diageo, 1.75% 23sep2024, EUR   EUR 09/23/2024 07/20/2018 ***.** *.* 07/20/2018 ***.** *.**
Diageo, 2.375% 20may2026, EUR   EUR 05/20/2026 07/20/2018 ***.** *.** 07/20/2018 ***.** *
Diageo, 2.625% 29apr2023, USD   USD 04/29/2023 07/20/2018 **.*** *.** 07/20/2018 **.*** *.**
Diageo, 2.875% 11may2022, USD   USD 05/11/2022 07/20/2018 **.*** *.** 07/20/2018 **.*** *.*
Diageo, 3% 18may2020, USD   USD 05/18/2020 07/20/2018 **.** *.** 07/20/2018 **.** *.**
Diageo, 3.5% 18sep2023, USD   USD 09/18/2023 07/20/2018 ***.** *.** 07/20/2018 ***.** *.**
Diageo, 3.875% 18may2028, USD   USD 05/18/2028 07/20/2018 ***.** *.** 07/20/2018 ***.** *.**
Diageo, 4.25% 11may2042, USD   USD 05/11/2042 07/20/2018 ***.* *.** 07/20/2018 ***.** *.**
Diageo, 4.828% 15jul2020, USD   USD 07/15/2020 07/20/2018 ***.*** *.** 07/20/2018 ***.*** *.**
Diageo, 5.875% 30sep2036, USD   USD 09/30/2036 07/20/2018 ***.*** *.** 07/20/2018 ***.*** *.**
Diageo, 7.45% 15apr2035, USD   USD 04/15/2035 07/20/2018 ***.*** *.** 07/20/2018 ***.*** *.**
Diageo, 8.00% 15sep2022, USD   USD 09/15/2022 07/20/2018 ***.*** *.** 07/20/2018 ***.*** *.**
Diageo, FRN 18may2020, USD   USD 05/18/2020 07/20/2018 ***.** * 07/20/2018 ***.** *
Direct Line Insurance Group, 9.25% 27apr2042, GBP   GBP 04/27/2042 07/20/2018 ***.** * 07/20/2018 ***.** *
Drax Group plc, 6.625% 1nov2025, USD   USD 11/01/2025 07/20/2018 ***.** *.** 07/20/2018 ***.** *.**
DS Smith, 1.375% 26jul2024, EUR   EUR 07/26/2024 07/20/2018 **.** *.** 07/20/2018 **.** *.**
DS Smith, 2.25% 16sep2022, EUR   EUR 09/16/2022 07/20/2018 ***.** *.** 07/20/2018 ***.*** *.**
DS Smith, 2.875% 26jul2029, GBP   GBP 07/26/2029 07/20/2018 **.** *.** 07/20/2018 **.* *.**
Dwr Cymru, 2.5% 31mar2036, GBP   GBP 03/31/2036 07/20/2018 **.** *.** 07/20/2018 **.** *.**
Dwr Cymru, 6.015% 31mar2028, GBP   GBP 03/31/2028 07/20/2018 ***.** *.** 07/20/2018 ***.** *.**
Dwr Cymru, 6.907% 31mar2021, GBP (ABS)   GBP 03/31/2021 07/20/2018 ***.** *.** 07/20/2018 ***.** *.**
Dwr Cymru, FRN 31mar2026, GBP (ABS)   GBP 03/31/2026 07/20/2018 ***.** * 07/20/2018 ***.* *
Dwr Cymru, FRN 31mar2030, GBP (ABS)   GBP 03/31/2030 07/20/2018 ***.* * 07/20/2018 ***.** *
East Finance, 5.486% 15jun2042, GBP   GBP 06/15/2042 07/20/2018 ***.** *.** 07/20/2018 ***.** *.**
Eastern Power Networks, 4.75% 30sep2021, GBP   GBP 09/30/2021 07/20/2018 ***.** *.** 07/20/2018 ***.** *.**
Eastern Power Networks, 5.5% 5jun2026, GBP   GBP 06/05/2026 07/20/2018 ***.** *.** 07/20/2018 ***.* *.**
Eastern Power Networks, 5.75% 8mar2024, GBP   GBP 03/08/2024 07/20/2018 ***.** *.** 07/20/2018 ***.** *.**
Eastern Power Networks, 6.25% 12nov2036, GBP   GBP 11/12/2036 07/20/2018 ***.** * 07/20/2018 ***.** *
Eastern Power Networks, 8.5% 31mar2025, GBP   GBP 03/31/2025 07/20/2018 ***.** *.** 07/20/2018 ***.** *.**
EasyJet, 1.125% 18oct2023, EUR   EUR 10/18/2023 07/20/2018 ***.** *.** 07/20/2018 ***.** *.**
EasyJet, 1.75% 9feb2023, EUR   EUR 02/09/2023 07/20/2018 ***.** *.** 07/20/2018 ***.** *.**
EBRD, 0% 10feb2028, AUD (10957D)   AUD 02/10/2028 07/20/2018 **.** *.** 07/20/2018 **.** *.**
EBRD, 0% 10may2019, KZT (547D)   KZT 05/10/2019 07/20/2018 ** **.** 07/20/2018 **.** *.*
EBRD, 0% 10oct2018, UAH (365D)   UAH 10/10/2018 07/20/2018 **.** **.** 07/20/2018 **.** **.**
EBRD, 0% 13jun2023, BRL (2862D)   BRL 06/13/2023 07/20/2018 **.** *.** 07/20/2018 **.** *.**
EBRD, 0% 17jun2027, ZAR (10957D)   ZAR 06/17/2027 07/20/2018 **.*** * 07/20/2018 **.** *.**
EBRD, 0% 19jun2019, ARS (365D)   ARS 06/19/2019 07/20/2018 **.** **.** 07/20/2018 **.** **.**
EBRD, 0% 1feb2019, ARS (549D)   ARS 02/01/2019 07/20/2018 **.* **.** 07/20/2018 **.** **.**
EBRD, 0% 22jan2026, RUR (3653D)   RUB 01/22/2026 07/20/2018 **.** *.** 07/20/2018 **.** *.**
EBRD, 0% 25jan2019, ARS (730D)   ARS 01/25/2019 07/20/2018 **.** **.** 07/20/2018 **.** **.**
EBRD, 0% 2aug2021, TRY (1461D)   TRY 08/02/2021 07/20/2018 **.** **.** 07/20/2018 **.** **.**
EBRD, 0% 30dec2027, ZAR (11026D)   ZAR 12/30/2027 07/20/2018 **.** *.** 07/20/2018 **.** *.**
EBRD, 0% 31dec2018, ZAR (7665D)   ZAR 12/31/2018 07/20/2018 **.** *.** 07/20/2018 **.** *.**
EBRD, 0% 31dec2020, ZAR (8308D)   ZAR 12/31/2020 07/20/2018 **.** *.** 07/20/2018 **.** *.**
EBRD, 0% 31dec2029, ZAR (11627D)   ZAR 12/31/2029 07/20/2018 **.** *.** 07/20/2018 **.** *.**
EBRD, 0% 31jan2019, KZT (366D)   KZT 01/31/2019 07/20/2018 **.* **.** 07/20/2018 **.** *.**
EBRD, 0% 4feb2048, ITL (18262D)   ITL 02/04/2048 07/20/2018 **.*** *.** 07/20/2018 **.** *.**
EBRD, 0% 6mar2023, TRY (3652D)   TRY 03/06/2023 07/20/2018 **.** **.** 07/20/2018 **.** **.**
EBRD, 0% 7apr2027, ZAR (10957D)   ZAR 04/07/2027 07/20/2018 **.*** *.** 07/20/2018 **.*** *.**
EBRD, 0.5% 1sep2023, AUD   AUD 09/01/2023 07/20/2018 **.* *.** 07/20/2018 **.** *.**
EBRD, 0.5% 20dec2018, AUD   AUD 12/20/2018 07/20/2018 **.** *.** 07/20/2018 ***.** -*.**
EBRD, 0.5% 21dec2023, AUD   AUD 12/21/2023 07/20/2018 **.** *.** 07/20/2018 **.** *.*
EBRD, 0.5% 21nov2023, AUD   AUD 11/21/2023 07/20/2018 **.** *.** 07/20/2018 **.** *.**
EBRD, 0.5% 22jun2020, BRL   BRL 06/22/2020 07/20/2018 **.** *.** 07/20/2018 **.** *.**
EBRD, 0.5% 28jan2020, BRL   BRL 01/28/2020 07/20/2018 **.*** *.* 07/20/2018 **.** *.*
EBRD, 0.875% 22jul2019, USD   USD 07/22/2019 07/20/2018 **.** *.** 07/20/2018 **.** *.**
EBRD, 1% 17sep2018, USD   USD 09/17/2018 07/20/2018 **.* *.** 07/20/2018 **.** *.**
EBRD, 1.125% 24aug2020, USD   USD 08/24/2020 07/20/2018 **.** *.** 07/20/2018 **.** *.**
EBRD, 1.375% 15sep2021, USD   USD 09/15/2021 07/20/2018 **.* *.** 07/20/2018 **.** *.**
EBRD, 1.45% 3mar2025, USD   USD 03/03/2025 07/20/2018 **.** *.** 07/20/2018 **.** *.**
EBRD, 1.5% 16mar2020, USD   USD 03/16/2020 07/20/2018 **.** *.** 07/20/2018 **.** *.**
EBRD, 1.5% 2nov2021, USD   USD 11/02/2021 07/20/2018 **.* *.* 07/20/2018 **.** *.**
EBRD, 1.625% 15nov2018, USD   USD 11/15/2018 07/20/2018 **.** *.** 07/20/2018 **.** *.**
EBRD, 1.625% 5may2020, USD   USD 05/05/2020 07/20/2018 **.** *.** 07/20/2018 **.** *.**
EBRD, 1.75% 14jun2019, USD   USD 06/14/2019 07/20/2018 **.** *.** 07/20/2018 **.** *.**
EBRD, 1.75% 26nov2019, USD   USD 11/26/2019 07/20/2018 **.** *.** 07/20/2018 **.** *.**
EBRD, 1.875% 15jul2021, USD   USD 07/15/2021 07/20/2018 **.** *.** 07/20/2018 **.** *.**
EBRD, 1.875% 17dec2018, GBP   GBP 12/17/2018 07/20/2018 ***.** *.** 07/20/2018 ***.** *.**
EBRD, 1.875% 23feb2022, USD   USD 02/23/2022 07/20/2018 **.** *.** 07/20/2018 **.** *.**
EBRD, 10% 13oct2021, TRY   TRY 10/13/2021 07/20/2018 **.** **.** 07/20/2018 **.** **.**
EBRD, 10% 16nov2018, IDR   IDR 11/16/2018 07/20/2018 ***.** *.** 07/20/2018 ***.** *.**
EBRD, 10% 4dec2018, ITL   ITL 12/04/2018 07/20/2018 ***.* * 07/20/2018 ***.* *
EBRD, 10% 5nov2018, ITL (Structured)   ITL 11/05/2018 07/20/2018 **.** * 07/20/2018 *** *
EBRD, 10% 9nov2018, USD   USD 11/09/2018 07/20/2018 ***.* *.** 07/20/2018 ***.* *.**
EBRD, 11% 28sep2018, TRY   TRY 09/28/2018 07/20/2018 **.** **.* 07/20/2018 **.** **.**
EBRD, 11% 5feb2024, EUR   EUR 02/05/2024 07/20/2018 ***.*** * 07/20/2018 ***.*** *
EBRD, 11.25% 5feb2019, RON   RON 02/05/2019 07/20/2018 ***.**** *.** 07/20/2018 ***.**** *.**
EBRD, 12% 19feb2019, EUR   EUR 02/19/2019 07/20/2018 ***.**** * 07/20/2018 ***.**** *
EBRD, 12% 5mar2024, EUR   EUR 03/05/2024 07/20/2018 ***.** -*.** 07/20/2018 ***.** -*.**
EBRD, 2% 1feb2021, USD   USD 02/01/2021 07/20/2018 **.** *.** 07/20/2018 **.** *.**
EBRD, 2.125% 7mar2022, USD   USD 03/07/2022 07/20/2018 **.** *.** 07/20/2018 **.** *.**
EBRD, 2.746% 17jul2024, GBP   GBP 07/17/2024 07/20/2018 ***.*** * 07/20/2018 ***.*** *
EBRD, 2.75% 26apr2021, USD   USD 04/26/2021 07/20/2018 **.** *.** 07/20/2018 **.** *.**
EBRD, 2.75% 7mar2023, USD   USD 03/07/2023 07/20/2018 **.** *.** 07/20/2018 **.** *.**
EBRD, 20% 16oct2019, TRY   TRY 10/16/2019 07/20/2018 **.** **.** 07/20/2018 **.** **.**
EBRD, 20% 24oct2018, ARS   ARS 10/24/2018 07/20/2018 **.** **.** 07/20/2018 **.** **.**
EBRD, 4% 30apr2019, BRL   BRL 04/30/2019 07/20/2018 **.** *.** 07/20/2018 ***.** *.**
EBRD, 4.5% 18dec2018, MXN   MXN 12/18/2018 07/20/2018 **.** *.** 07/20/2018 **.* *.**
EBRD, 5% 14jun2021, INR   INR 06/14/2021 07/20/2018 **.** *.* 07/20/2018 **.** *.**
EBRD, 5% 22jul2025, EUR   EUR 07/22/2025 07/20/2018 ***.** * 07/20/2018 ***.** *
EBRD, 5.125% 7jun2032, GBP   GBP 06/07/2032 07/20/2018 ***.** *.** 07/20/2018 ***.** *.**
EBRD, 5.25% 6dec2018, TRY   TRY 12/06/2018 07/20/2018 **.** **.** 07/20/2018 **.** **.**
EBRD, 5.5% 13jun2019, RUB   RUB 06/13/2019 07/20/2018 **.** *.** 07/20/2018 ***.** *.**
EBRD, 5.6% 30jan2025, IDR   IDR 01/30/2025 07/20/2018 **.** *.** 07/20/2018 **.** *.**
EBRD, 5.625% 7dec2028, GBP   GBP 12/07/2028 07/20/2018 ***.** *.** 07/20/2018 ***.** *.**
EBRD, 6% 24jul2023, RUR   RUB 07/24/2023 07/20/2018 **.** *.** 07/20/2018 **.* *.**
EBRD, 6% 4may2020, INR   INR 05/04/2020 07/20/2018 **.** *.** 07/20/2018 **.** *.**
EBRD, 6% 7feb2023, INR   INR 02/07/2023 07/20/2018 **.** *.* 07/20/2018 **.** *.**
EBRD, 6.125% 30mar2020, INR   INR 03/30/2020 07/20/2018 **.** *.** 07/20/2018 **.** *.**
EBRD, 6.25% 25jul2022, IDR   IDR 07/25/2022 07/20/2018 **.** *.** 07/20/2018 **.** *.**
EBRD, 6.91% 28may2019, IDR   IDR 05/28/2019 07/20/2018 **.* *.** 07/20/2018 **.** *.**
EBRD, 7% 24apr2020, KZT   KZT 04/24/2020 07/20/2018 **.** *.** 07/20/2018 **.** *.**
EBRD, 7.375% 15apr2019, IDR   IDR 04/15/2019 07/20/2018 **.** *.** 07/20/2018 **.** *.**
EBRD, 7.5% 11jun2020, MXN   MXN 06/11/2020 07/20/2018 **.** *.** 07/20/2018 **.** *.**
EBRD, 7.5% 16dec2019, BRL   BRL 12/16/2019 07/20/2018 ***.** *.** 07/20/2018 ***.** *.*
EBRD, 7.5% 29nov2019, RUR   RUB 11/29/2019 07/20/2018 ***.** *.** 07/20/2018 ***.** *
EBRD, 8% 11oct2018, TRY   TRY 10/11/2018 07/20/2018 **.* **.** 07/20/2018 **.** **.**
EBRD, 9.25% 2dec2020, IDR   IDR 12/02/2020 07/20/2018 ***.** *.** 07/20/2018 ***.** *.**
EBRD, FRN 10jan2020, USD   USD 01/10/2020 07/20/2018 ***.* * 07/20/2018 ***.* *
EBRD, FRN 11may2022, USD   USD 05/11/2022 07/20/2018 **.** * 07/20/2018 **.** *
EBRD, FRN 19nov2020, USD   USD 11/19/2020 07/20/2018 ***.** * 07/20/2018 ***.** *
EBRD, FRN 23mar2020, USD   USD 03/23/2020 07/20/2018 **.** * 07/20/2018 ***.** *
EE Limited, 3.25% 3aug2018, EUR   EUR 08/03/2018 07/20/2018 ***.** -*.** 07/20/2018 ***.*** -*.**
EE Limited, 4.375% 28mar2019, GBP   GBP 03/28/2019 07/20/2018 ***.** *.** 07/20/2018 ***.** *.**
Ei Group, 5.659% 30jun2027, GBP   GBP 06/30/2027 07/20/2018 *** *.** 07/20/2018 ***.** *.**
Ei Group, 6% 6oct2023, GBP   GBP 10/06/2023 07/20/2018 ***.** *.** 07/20/2018 *** *.**
Ei Group, 6.375% 15feb2022, GBP   GBP 02/15/2022 07/20/2018 ***.** *.** 07/20/2018 ***.** *.**
Ei Group, 6.375% 26sep2031, GBP (ABS)   GBP 09/26/2031 07/20/2018 ***.** *.** 07/20/2018 ***.** *.**
Ei Group, 6.464% 30mar2032, GBP   GBP 03/30/2032 07/20/2018 **.* *.** 07/20/2018 ** *.**
Ei Group, 6.5% 6dec2018, GBP (ABS)   GBP 12/06/2018 07/20/2018 ** *.** 07/20/2018 *** *.**
Ei Group, 6.875% 9may2025, GBP (ABS)   GBP 05/09/2025 07/20/2018 ***.** *.** 07/20/2018 ***.**** *.**
Ei Group, 7.395% 30mar2024, GBP   GBP 03/28/2024 07/20/2018 ***.* *.** 07/20/2018 ***.** *.*
Electricity North West, 8.875% 25mar2026, GBP   GBP 03/25/2026 07/20/2018 ***.** *.** 07/20/2018 ***.** *.**
Elli Investments, 8.75% 15jun2019, GBP   GBP 06/15/2019 07/20/2018 **.** **.** 07/20/2018 **.** **.**
Equity Release Funding, 5.05% 26apr2033, GBP (ABS)   GBP 04/26/2033 07/20/2018 ***.**** *.** 07/20/2018 ***.**** *.**
Equity Release Funding, 5.7% 26feb2031, GBP (ABS)   GBP 02/26/2031 07/20/2018 ***.**** *.** 07/20/2018 ***.**** *.*
Equity Release Funding, 5.88% 26may2032, GBP (ABS)   GBP 05/26/2032 07/20/2018 ***.**** *.** 07/20/2018 ***.**** *.**
Esure Group, 6.75% 19dec2024, GBP   GBP 12/19/2024 07/20/2018 ***.**** *.** 07/20/2018 ***.**** *.*
Eversholt Funding, 3.529% 7aug2042, GBP   GBP 08/07/2042 07/20/2018 **.** *.* 07/20/2018 **.* *.**
Eversholt Funding, 5.831% 2dec2020, GBP   GBP 12/02/2020 07/20/2018 ***.*** *.** 07/20/2018 ***.**** *.**
Eversholt Funding, 6.359% 2dec2025, GBP   GBP 12/02/2025 07/20/2018 ***.**** *.** 07/20/2018 ***.**** *.**
Eversholt Funding, 6.697% 22feb2035, GBP   GBP 02/22/2035 07/20/2018 ***.** *.** 07/20/2018 ***.** *.**
Exchequer Partnership, 5.396% 13jul2036, GBP (ABS)   GBP 07/13/2036 07/20/2018 ***.**** *.** 07/20/2018 ***.*** *.**
Fairfax, 7.75% 15jul2037, USD   USD 07/15/2037 07/20/2018 ***.*** *.** 07/20/2018 ***.*** *.**
FCE Bank, 0.869% 13sep2021, EUR   EUR 09/13/2021 07/20/2018 ***.** *.** 07/20/2018 ***.** *.**
FCE Bank, 1.114% 13may2020, EUR   EUR 05/13/2020 07/20/2018 ***.* *.** 07/20/2018 ***.** *.**
FCE Bank, 1.134% 10feb2022, EUR   EUR 02/10/2022 07/20/2018 ***.** *.** 07/20/2018 ***.* *.**
FCE Bank, 1.528% 9nov2020, EUR   EUR 11/09/2020 07/20/2018 ***.** *.** 07/20/2018 ***.** *.**
FCE Bank, 1.615% 11may2023, EUR   EUR 05/11/2023 07/20/2018 ***.** *.** 07/20/2018 ***.** *.**
FCE Bank, 1.66% 11feb2021, EUR   EUR 02/11/2021 07/20/2018 ***.** *.** 07/20/2018 ***.** *.**
FCE Bank, 1.875% 18apr2019, EUR   EUR 04/18/2019 07/20/2018 ***.** -*.** 07/20/2018 ***.** -*.**
FCE Bank, 1.875% 24jun2021, EUR   EUR 06/24/2021 07/20/2018 ***.** *.* 07/20/2018 ***.** *.**
FCE Bank, 2.625% 20nov2018, GBP   GBP 11/20/2018 07/20/2018 ***.** *.** 07/20/2018 ***.** *.**
FCE Bank, 2.727% 3jun2022, GBP   GBP 06/03/2022 07/20/2018 ***.** *.** 07/20/2018 ***.* *.**
FCE Bank, 2.759% 13nov2019, GBP   GBP 11/13/2019 07/20/2018 ***.** *.** 07/20/2018 ***.** *.**
FCE Bank, 3.25% 19nov2020, GBP   GBP 11/19/2020 07/20/2018 ***.** *.* 07/20/2018 ***.** *.**
FCE Bank, FRN 11aug2018, EUR   EUR 08/11/2018 07/20/2018 ***.** * 07/20/2018 ***.** *
FCE Bank, FRN 17sep2019, EUR   EUR 09/17/2019 07/20/2018 ***.** * 07/20/2018 ***.** *
FCE Bank, FRN 26aug2020, EUR   EUR 08/26/2020 07/20/2018 ***.** * 07/20/2018 ***.** *
First Flexible, FRN 15sep2033, GBP (ABS)   GBP 09/15/2033 07/20/2018 **.**** * 07/20/2018 **.**** *
First Flexible, FRN 15sep2033, GBP (ABS)   GBP 09/15/2033 07/20/2018 **.**** * 07/20/2018 **.**** *
First Flexible, FRN 15sep2033, GBP (ABS)   GBP 09/15/2033 07/20/2018 **.**** * 07/20/2018 **.**** *
First Flexible, FRN 1dec2035, GBP (ABS)   GBP 12/01/2035 07/20/2018 **.**** * 07/20/2018 ***.**** *
First Flexible, FRN 1jun2034, GBP (ABS)   GBP 06/01/2034 07/20/2018 **.**** * 07/20/2018 ***.**** *
First Flexible, FRN 1jun2034, GBP (ABS)   GBP 06/01/2034 07/20/2018 ***.**** * 07/20/2018 ***.**** *
First Hydro, 9% 31jul2021, GBP (ABS)   GBP 07/31/2021 07/20/2018 ***.*** *.** 07/20/2018 ***.*** *.**
Firstgroup, 6.125% 18jan2019, GBP   GBP 01/18/2019 07/20/2018 ***.* *.** 07/20/2018 ***.** *.**
Firstgroup, 6.875% 18sep2024, GBP   GBP 09/18/2024 07/20/2018 ***.** * 07/20/2018 ***.** *
Firstgroup, 8.75% 8apr2021, GBP   GBP 04/08/2021 07/20/2018 ***.** *.** 07/20/2018 ***.** *.**
Friends Life Group, 12% 21may2021, GBP   GBP 05/21/2021 07/20/2018 ***.** *.** 07/20/2018 ***.** *.**
Friends Life Group, 7.875% perp., USD   USD 07/20/2018 *** * 07/20/2018 ***.* *
Friends Life Group, 8.25% 21apr2022, GBP   GBP 04/21/2022 07/20/2018 ***.** *.** 07/20/2018 ***.** *.**
G4S, 1.5% 2jun2024, EUR   EUR 06/02/2024 07/20/2018 ***.** *.** 07/20/2018 ***.** *.**
G4S, 1.5% 9jan2023, EUR   EUR 01/09/2023 07/20/2018 ***.** *.** 07/20/2018 ***.** *.**
G4S, 1.875% 24may2025, EUR   EUR 05/24/2025 07/20/2018 ***.** *.** 07/20/2018 ***.** *.**
G4S, 2.625% 6dec2018, EUR   EUR 12/06/2018 07/20/2018 ***.** * 07/20/2018 ***.** *
G4S, 7.75% 13may2019, GBP   GBP 05/13/2019 07/20/2018 ***.* * 07/20/2018 ***.** *
Gatwick Airport, 2.625% 7oct2048, GBP   GBP 10/07/2048 07/20/2018 **.** *.** 07/20/2018 **.** *.*
Gatwick Airport, 3.25% 26feb2050, GBP   GBP 02/26/2050 07/20/2018 **.** *.** 07/20/2018 ***.** *.**
Gatwick Airport, 4.625% 27mar2036, GBP   GBP 03/27/2036 07/20/2018 ***.** *.** 07/20/2018 ***.** *.**
Gatwick Airport, 5.25% 23jan2026, GBP   GBP 01/23/2026 07/20/2018 ***.*** *.** 07/20/2018 ***.**** *.**
Gatwick Airport, 6.125% 2mar2028, GBP   GBP 03/02/2028 07/20/2018 ***.** *.** 07/20/2018 ***.** *.**
Gatwick Airport, 6.5% 2mar2043, GBP   GBP 03/02/2043 07/20/2018 ***.** *.** 07/20/2018 ***.** *.**
GenFinance, 6.064% 21dec2039, GBP   GBP 12/21/2039 07/20/2018 ***.**** *.** 07/20/2018 ***.**** *.**
GESB, 8.35% 15nov2018, GBP   GBP 11/15/2018 07/20/2018 ***.**** *.** 07/20/2018 ***.**** *.**
GKN Holdings, 3.375% 12may2032, GBP   GBP 05/12/2032 07/20/2018 ***.** *.** 07/20/2018 ***.** *.**
GKN Holdings, 5.375% 19sep2022, GBP   GBP 09/19/2022 07/20/2018 ***.** *.* 07/20/2018 ***.* *.**
GKN Holdings, 6.75% 28oct2019, GBP   GBP 10/28/2019 07/20/2018 ***.** *.* 07/20/2018 ***.** *.*
Glaxosmithkline plc, 0% 12sep2020, EUR (1096D)   EUR 09/12/2020 07/20/2018 ***.** -*.** 07/20/2018 ***.** -*.*
Glaxosmithkline plc, 0.625% 2dec2019, EUR   EUR 12/02/2019 07/20/2018 ***.** -*.** 07/20/2018 ***.* -*.**
Glaxosmithkline plc, 1% 12sep2026, EUR   EUR 09/12/2026 07/20/2018 ***.** *.** 07/20/2018 ***.** *.**
Glaxosmithkline plc, 1.25% 21may2026, EUR   EUR 05/21/2026 07/20/2018 ***.** *.** 07/20/2018 ***.* *.**
Glaxosmithkline plc, 1.375% 12sep2029, EUR   EUR 09/12/2029 07/20/2018 ***.* *.** 07/20/2018 ***.*** *.**
Glaxosmithkline plc, 1.375% 2dec2024, EUR   EUR 12/02/2024 07/20/2018 ***.** *.** 07/20/2018 ***.* *.**
Glaxosmithkline plc, 1.75% 21may2030, EUR   EUR 05/21/2030 07/20/2018 ***.** *.** 07/20/2018 ***.** *.**
Glaxosmithkline plc, 2.8% 18mar2023, USD   USD 03/18/2023 07/20/2018 **.** *.** 07/20/2018 **.*** *.**
Glaxosmithkline plc, 2.85% 8may2022, USD   USD 05/08/2022 07/20/2018 **.** *.** 07/20/2018 **.** *.**
Glaxosmithkline plc, 3.125% 14may2021, USD   USD 05/14/2021 07/20/2018 ***.** *.** 07/20/2018 ***.* *.**
Glaxosmithkline plc, 3.375% 15may2023, USD   USD 05/15/2023 07/20/2018 ***.** *.** 07/20/2018 ***.** *.**
Glaxosmithkline plc, 3.375% 20dec2027, GBP   GBP 12/20/2027 07/20/2018 ***.** *.** 07/20/2018 ***.** *.**
Glaxosmithkline plc, 3.625% 15may2025, USD   USD 05/15/2025 07/20/2018 ***.** *.** 07/20/2018 ***.** *.**
Glaxosmithkline plc, 3.875% 15may2028, USD   USD 05/15/2028 07/20/2018 ***.* *.* 07/20/2018 ***.** *.**
Glaxosmithkline plc, 4% 16jun2025, EUR   EUR 06/16/2025 07/20/2018 ***.** *.* 07/20/2018 ***.** *.**
Glaxosmithkline plc, 4.2% 18mar2043, USD   USD 03/18/2043 07/20/2018 ***.** *.** 07/20/2018 ***.** *.**
Glaxosmithkline plc, 4.25% 18dec2045, GBP   GBP 12/18/2045 07/20/2018 ***.** *.** 07/20/2018 ***.** *.**
Glaxosmithkline plc, 5.25% 10apr2042, GBP   GBP 04/10/2042 07/20/2018 ***.** *.** 07/20/2018 ***.** *.**
Glaxosmithkline plc, 5.25% 19dec2033, GBP   GBP 12/19/2033 07/20/2018 ***.** *.** 07/20/2018 ***.** *.**
Glaxosmithkline plc, 5.375% 15apr2034, USD   USD 04/15/2034 07/20/2018 ***.** *.** 07/20/2018 ***.** *.**
Glaxosmithkline plc, 6.375% 15may2038, USD   USD 05/15/2038 07/20/2018 ***.* *.** 07/20/2018 ***.** *.**
Glaxosmithkline plc, 6.375% 9mar2039, GBP   GBP 03/09/2039 07/20/2018 ***.** *.** 07/20/2018 ***.** *.**
Glaxosmithkline plc, FRN 14may2021, USD   USD 05/14/2021 07/20/2018 ***.* * 07/20/2018 ***.** *
Glaxosmithkline plc, FRN 21may2020, EUR   EUR 05/21/2020 07/20/2018 ***.** * 07/20/2018 ***.** *
Global Switch Holdings, 1.5% 31jan2024, EUR   EUR 01/31/2024 07/20/2018 ***.** *.** 07/20/2018 ***.** *.**
Global Switch Holdings, 2.25% 31may2027, EUR   EUR 05/31/2027 07/20/2018 ***.** *.** 07/20/2018 ***.** *.*
Global Switch Holdings, 4.375% 13dec2022, GBP   GBP 12/13/2022 07/20/2018 ***.*** *.** 07/20/2018 ***.**** *.**
Goldman Sachs International, 0% 3oct2036, MXN (7305D)   MXN 10/03/2036 07/20/2018 **.** **.** 07/20/2018 **.** *.**
Goldman Sachs International, 1.75% 29may2024, EUR   EUR 05/29/2024 07/20/2018 ***.** *.** 07/20/2018 ***.** *.**
Goldman Sachs International, 2% 6dec2020, EUR (Structured)   EUR 06/12/2020 07/20/2018 ***.** * 07/20/2018 *** *
Goldman Sachs International, 2.5% 31mar2020, EUR   EUR 03/31/2020 07/20/2018 ***.** * 07/20/2018 ***.** *
Goldman Sachs International, 3% 23jan2025, USD   USD 01/23/2025 07/20/2018 **.* *.** 07/20/2018 **.* *.**
Goldman Sachs International, 3.75% 29oct2021, EUR   EUR 10/29/2021 07/20/2018 ***.** * 07/20/2018 *
Goldman Sachs International, 6.25% 17mar2020, MXN   MXN 03/17/2020 07/20/2018 **.* *.** 07/20/2018 **.* *.**
Goldman Sachs International, FRN 14dec2020, EUR   EUR 12/14/2020 07/20/2018 ***.* * 07/20/2018 ***.* *
Goldman Sachs International, FRN 17aug2018, EUR   EUR 08/17/2018 07/20/2018 **.** * 07/20/2018 ***.** *
Goldman Sachs International, FRN 19sep2018, EUR   EUR 09/19/2018 07/20/2018 **.** * 07/20/2018 ***.* *
Goldman Sachs International, FRN 25feb2020, EUR   EUR 02/25/2020 07/20/2018 **.** * 07/20/2018 ***.** *
Goldman Sachs International, FRN 31may2019, EUR   EUR 05/31/2019 07/20/2018 ***.** * 07/20/2018 ***.** *
Goodyear Dunlop Tires Europe, 3.75% 15dec2023, EUR   EUR 12/15/2023 07/20/2018 ***.** *.** 07/20/2018 ***.** *.**
Grainger, 3.375% 24apr2028, GBP   GBP 04/24/2028 07/20/2018 ***.** *.** 07/20/2018 ***.** *.**
Great Hall Mortgages, FRN 18jun2038, EUR (ABS)   EUR 06/18/2038 07/20/2018 **.**** * 07/20/2018 **.*** *
Great Hall Mortgages, FRN 18jun2038, GBP (ABS)   GBP 06/18/2038 07/20/2018 **.**** * 07/20/2018 **.**** *
Great Hall Mortgages, FRN 18mar2039, GBP (ABS)   GBP 03/18/2039 07/20/2018 **.**** * 07/20/2018 **.**** *
Great Places Housing Group, 4.75% 22oct2042, GBP (ABS)   GBP 10/22/2042 07/20/2018 ***.** *.** 07/20/2018 ***.** *.**
Greater Gabbard OFTO, 4.137% 2032, GBP (ABS)   GBP 11/29/2032 07/20/2018 ***.**** *.** 07/20/2018 ***.**** *.**
Greene King Finance, 4.0643% 15mar2035, GBP   GBP 03/15/2035 07/20/2018 ***.** *.** 07/20/2018 ***.** *.**
Greene King Finance, 5.106% 15mar2034, GBP   GBP 03/15/2034 07/20/2018 ***.**** *.** 07/20/2018 ***.**** *.**
Greene King Finance, 5.318% 15sep2031, GBP   GBP 09/15/2031 07/20/2018 ***.**** *.** 07/20/2018 ***.**** *.**
Greene King Finance, 5.702% 15dec2034, GBP   GBP 12/15/2034 07/20/2018 **.**** * 07/20/2018 **.*** *
Greenko Group, 4.875% 16aug2023, USD   USD 08/16/2023 07/20/2018 **.** *.** 07/20/2018 **.** *.**
Greensands, 8.5% 15apr2019, GBP (ABS)   GBP 04/15/2019 07/20/2018 ***.** -*.* 07/20/2018 ***.** -*.**
Guardian Royal Exchange, 6.625% 21aug2023, GBP   GBP 08/21/2023 07/20/2018 ***.** *.** 07/20/2018 ***.** *.**
Gwynt y Mor OFTO, 2.778% 17feb2034, GBP   GBP 02/17/2034 07/20/2018 ***.**** *.** 07/20/2018 ***.**** *.*
H.J. Heinz Finance, 6.25% 18feb2030, GBP   GBP 02/18/2030 07/20/2018 ***.** *.** 07/20/2018 ***.** *.**
Halifax, 9.375% 15may2021, GBP   GBP 05/15/2021 07/20/2018 ***.** *.** 07/20/2018 ***.* *.*
Hammerson, 1.75% 15mar2023, EUR   EUR 03/15/2023 07/20/2018 ***.** *.** 07/20/2018 ***.** *.**
Hammerson, 2% 1jul2022, EUR   EUR 07/01/2022 07/20/2018 ***.** *.** 07/20/2018 ***.** *.*
Hammerson, 2.75% 26sep2019, EUR   EUR 09/26/2019 07/20/2018 ***.* *.** 07/20/2018 ***.** -*
Hammerson, 3.5% 27oct2025, GBP   GBP 10/27/2025 07/20/2018 ***.** *.** 07/20/2018 ***.** *.**
Hammerson, 6% 23feb2026, GBP   GBP 02/23/2026 07/20/2018 ***.** *.** 07/20/2018 ***.* *.**
Hammerson, 7.25% 21apr2028, GBP   GBP 04/21/2028 07/20/2018 ***.** *.** 07/20/2018 ***.** *.**
Hastings Group Holdings Limited, 3% 24may2025, GBP   GBP 05/24/2025 07/20/2018 ***.** *.** 07/20/2018 ***.** *.*
Haven Funding, 7% 30nov2032, GBP   GBP 11/30/2032 07/20/2018 ***.**** *.* 07/20/2018 ***.*** *.**
Haven Funding, 8.125% 30sep2037, GBP   GBP 09/30/2037 07/20/2018 ***.**** *.** 07/20/2018 ***.**** *.**
HBOS, 4.5% 18mar2030, EUR   EUR 03/18/2030 07/20/2018 ***.** * 07/20/2018 ***.** *
HBOS, 5.374% 30jun2021, EUR   EUR 06/30/2021 07/20/2018 ***.* *.** 07/20/2018 ***.* *.*
HBOS, 6% 1nov2033, USD   USD 11/01/2033 07/20/2018 ***.** *.** 07/20/2018 ***.** *.**
HBOS, 6.461% perp., GBP   GBP 07/20/2018 ***.** * 07/20/2018 ***.** *
HBOS, 6.85% perp., USD   USD 07/20/2018 ***.** * 07/20/2018 ***.*** *
Heathrow Airport Holdings, 0.5% 17may2024, CHF   CHF 05/17/2024 07/20/2018 ***.** *.** 07/20/2018 ***.* *.**
Heathrow Airport Holdings, 1.5% 11feb2030, EUR (ABS)   EUR 02/11/2030 07/20/2018 **.** *.** 07/20/2018 **.** *.**
Heathrow Airport Holdings, 1.875% 12jul2034, EUR   EUR 07/12/2034 07/20/2018 **.** * 07/20/2018 **.** *
Heathrow Airport Holdings, 1.875% 23may2022, EUR   EUR 05/23/2022 07/20/2018 ***.** *.** 07/20/2018 ***.** *.**
Heathrow Airport Holdings, 3.875% 1mar2027, GBP   GBP 03/01/2027 07/20/2018 **.** *.** 07/20/2018 **.* *.**
Heathrow Airport Holdings, 4.221% 6aug2026, GBP   GBP 08/06/2026 07/20/2018 ***.**** *.** 07/20/2018 ***.**** *.**
Heathrow Airport Holdings, 4.625% 31oct2046, GBP   GBP 10/31/2046 07/20/2018 ***.** *.* 07/20/2018 ***.** *.**
Heathrow Airport Holdings, 5.225% 15feb2023, GBP   GBP 02/15/2023 07/20/2018 ***.** *.** 07/20/2018 ***.** *.**
Heathrow Airport Holdings, 5.375% 2sep2019, GBP   GBP 09/01/2019 07/20/2018 ***.** *.** 07/20/2018 ***.** *.**
Heathrow Airport Holdings, 5.75% 3mar2025, GBP   GBP 03/03/2025 07/20/2018 ***.**** *.** 07/20/2018 ***.**** *.**
Heathrow Airport Holdings, 5.875% 13may2041, GBP   GBP 05/13/2041 07/20/2018 ***.* *.** 07/20/2018 ***.** *.**
Heathrow Airport Holdings, 6% 20mar2020, GBP   GBP 03/20/2020 07/20/2018 ***.** *.** 07/20/2018 ***.** *.*
Heathrow Airport Holdings, 6.25% 10sep2018, GBP   GBP 09/10/2018 07/20/2018 ***.** *.* 07/20/2018 ***.** *.**
Heathrow Airport Holdings, 6.45% 10dec2033, GBP   GBP 12/10/2031 07/20/2018 ***.** *.** 07/20/2018 ***.** *.**
Heathrow Airport Holdings, 6.75% 3dec2026, GBP   GBP 12/03/2026 07/20/2018 ***.** *.** 07/20/2018 ***.** *.**
Heathrow Airport Holdings, 7.075% 4aug2028, GBP   GBP 08/04/2028 07/20/2018 ***.** *.* 07/20/2018 ***.** *.**
Heathrow Airport Holdings, 7.125% 14feb2024, GBP   GBP 02/14/2024 07/20/2018 ***.** *.* 07/20/2018 ***.** *.**
Heathrow Airport Holdings, 9.2% 29mar2021, GBP   GBP 03/29/2021 07/20/2018 ***.**** *.** 07/20/2018 ***.**** *.**
Heathrow SP, 2.75% 9aug2049, GBP   GBP 08/09/2049 07/20/2018 **.** *.** 07/20/2018 **.** *.**
High Speed Rail Finance, 4.375% 1nov2038, GBP   GBP 11/01/2038 07/20/2018 ***.**** *.* 07/20/2018 ***.*** *.**
Highland Acquisitions, FRN 15sep2020, GBP (ABS)   GBP 09/15/2020 07/20/2018 ** * 07/20/2018 **.* *
Hiscox Ltd, 6.125% 24nov2045, GBP   GBP 11/24/2045 07/20/2018 ***.** * 07/20/2018 *** *
Housing & Care 21, 3.288% 8nov2049, GBP   GBP 11/08/2049 07/20/2018 ***.** *.** 07/20/2018 *** *.**
Housing Association Funding, 8.25% 7jun2027, GBP (ABS)   GBP 06/07/2027 07/20/2018 ***.**** *.** 07/20/2018 ***.**** *.**
HSBC, 0% 25jan2026, AUD (7320D)   AUD 01/25/2026 07/20/2018 **.**** *.** 07/20/2018 **.**** *.**
HSBC, 0% 30jan2032, USD (7318D)   USD 01/30/2032 07/20/2018 **.**** *.** 07/20/2018 **.**** *.**
HSBC, 10.176% perp., USD   USD 07/20/2018 ***.** * 07/20/2018 ***.** *
HSBC, 3% 30jun2025, EUR   EUR 06/30/2025 07/20/2018 ***.** *.** 07/20/2018 ***.** *.*
HSBC, 3.375% 10jan2024, EUR   EUR 01/10/2024 07/20/2018 ***.** *.** 07/20/2018 ***.** *.**
HSBC, 3.4% 8mar2021, USD   USD 03/08/2021 07/20/2018 **.** *.** 07/20/2018 ***.** *.*
HSBC, 3.875% 24oct2018, EUR   EUR 10/24/2018 07/20/2018 ***.** -*.** 07/20/2018 ***.*** -*.*
HSBC, 4% 15jan2021, EUR   EUR 01/15/2021 07/20/2018 ***.** *.** 07/20/2018 ***.* *.*
HSBC, 4% 30mar2022, USD   USD 03/30/2022 07/20/2018 ***.** *.** 07/20/2018 ***.** *.**
HSBC, 4.125% 12aug2020, USD   USD 08/12/2020 07/20/2018 ***.** *.** 07/20/2018 ***.** *.**
HSBC, 4.25% 14mar2024, USD   USD 03/14/2024 07/20/2018 **.*** *.** 07/20/2018 **.*** *.**
HSBC, 4.3% 8mar2026, USD   USD 03/08/2026 07/20/2018 ***.** *.** 07/20/2018 ***.** *.**
HSBC, 4.75% 24mar2046, GBP   GBP 03/24/2046 07/20/2018 ***.** *.* 07/20/2018 ***.** *.**
HSBC, 4.875% 14jan2022, USD   USD 01/14/2022 07/20/2018 ***.** *.* 07/20/2018 ***.** *.**
HSBC, 5.1% 5apr2021, USD   USD 04/05/2021 07/20/2018 ***.*** *.** 07/20/2018 ***.*** *.**
HSBC, 5.25% 14mar2044, USD   USD 03/14/2044 07/20/2018 ***.** *.** 07/20/2018 ***.** *.**
HSBC, 5.25% perp., EUR   EUR 07/20/2018 ***.** * 07/20/2018 ***.** *
HSBC, 5.375% 22aug2033, GBP   GBP 08/22/2033 07/20/2018 ***.** *.** 07/20/2018 ***.** *.**
HSBC, 5.375% 4nov2030, GBP   GBP 11/04/2030 07/20/2018 ***.** * 07/20/2018 ***.** *
HSBC, 5.625% perp., USD   USD 07/20/2018 **.** * 07/20/2018 *** *
HSBC, 5.75% 20dec2027, GBP   GBP 12/20/2027 07/20/2018 ***.** *.** 07/20/2018 ***.** *.**
HSBC, 5.844% 30nov2048, GBP   GBP 11/30/2048 07/20/2018 ***.**** * 07/20/2018 ***.**** *
HSBC, 5.844% perp., GBP   GBP 07/20/2018 ***.** * 07/20/2018 ***.** *
HSBC, 5.862% perp., GBP   GBP 07/20/2018 ***.** * 07/20/2018 ***.** *
HSBC, 6% 10jun2019, EUR   EUR 06/10/2019 07/20/2018 ***.** *.** 07/20/2018 ***.** *
HSBC, 6% 29mar2040, GBP   GBP 03/29/2040 07/20/2018 ***.** *.** 07/20/2018 ***.** *.**
HSBC, 6.1% 14jan2042, USD   USD 01/14/2042 07/20/2018 ***.** *.** 07/20/2018 ***.*** *.**
HSBC, 6.25% 19aug2019, GBP   GBP 08/19/2019 07/20/2018 ***.** *.** 07/20/2018 ***.** *.**
HSBC, 6.25% 30jan2041, GBP   GBP 01/30/2041 07/20/2018 ***.** *.** 07/20/2018 ***.** *.**
HSBC, 6.375% perp., USD   USD 07/20/2018 **.** * 07/20/2018 **.** *
HSBC, 6.5% 15sep2037, USD   USD 09/15/2037 07/20/2018 ***.* *.** 07/20/2018 ***.* *.**
HSBC, 6.5% 20may2024, GBP   GBP 05/20/2024 07/20/2018 ***.** *.** 07/20/2018 ***.** *.**
HSBC, 6.5% 2may2036, USD   USD 05/02/2036 07/20/2018 ***.** *.** 07/20/2018 ***.** *.**
HSBC, 6.5% 7jul2023, GBP   GBP 07/07/2023 07/20/2018 ***.** *.** 07/20/2018 ***.** *.**
HSBC, 6.75% 11sep2028, GBP   GBP 09/11/2028 07/20/2018 ***.** *.** 07/20/2018 ***.** *.**
HSBC, 6.8% 1jun2038, USD   USD 06/01/2038 07/20/2018 ***.** *.** 07/20/2018 ***.** *.**
HSBC, 7% 7apr2038, GBP   GBP 04/07/2038 07/20/2018 ***.** *.** 07/20/2018 ***.** *.**
HSBC, 7.35% 27nov2032, USD   USD 11/27/2032 07/20/2018 ***.*** *.** 07/20/2018 ***.*** *.**
HSBC, 7.625% 17may2032, USD   USD 05/17/2032 07/20/2018 ***.*** *.** 07/20/2018 ***.*** *.**
HSBC, FRN 11feb2021, USD   USD 02/11/2021 07/20/2018 ***.**** * 07/20/2018 ***.**** *
HSBC, FRN 8mar2021, USD   USD 03/08/2021 07/20/2018 ***.** * 07/20/2018 ***.* *
HSBC, FRN 9mar2020, EUR   EUR 03/09/2020 07/20/2018 ***.** * 07/20/2018 ***.** *
HSBC, FRN perp., USD   USD 07/20/2018 **.** * 07/20/2018 **.** *
HSBC, FRN perp., USD   USD 07/20/2018 **.** * 07/20/2018 **.* *
HSBC Holdings plc, 0.875% 6sep2024, EUR   EUR 09/06/2024 07/20/2018 **.** *.** 07/20/2018 **.** *
HSBC Holdings plc, 1.5% 15mar2022, EUR   EUR 03/15/2022 07/20/2018 ***.** *.** 07/20/2018 ***.*** *.**
HSBC Holdings plc, 2.175% 27jun2023, GBP   GBP 06/27/2023 07/20/2018 **.** * 07/20/2018 **.** *
HSBC Holdings plc, 2.256% 13nov2026, GBP   GBP 11/13/2026 07/20/2018 **.** * 07/20/2018 **.* *
HSBC Holdings plc, 2.5% 15mar2027, EUR   EUR 03/15/2027 07/20/2018 ***.** *.* 07/20/2018 ***.** *.**
HSBC Holdings plc, 2.625% 16aug2028, GBP   GBP 08/16/2028 07/20/2018 **.** *.** 07/20/2018 **.** *.**
HSBC Holdings plc, 2.65% 5jan2022, USD   USD 01/05/2022 07/20/2018 **.*** *.** 07/20/2018 **.*** *.**
HSBC Holdings plc, 2.95% 25may2021, USD   USD 05/25/2021 07/20/2018 **.*** *.** 07/20/2018 **.** *.**
HSBC Holdings plc, 3.033% 22nov2023, USD   USD 11/22/2023 07/20/2018 **.* * 07/20/2018 **.** *
HSBC Holdings plc, 3.125% 7jun2028, EUR   EUR 06/07/2028 07/20/2018 ***.** *.** 07/20/2018 ***.** *.**
HSBC Holdings plc, 3.262% 13mar2023, USD   USD 03/13/2023 07/20/2018 **.** * 07/20/2018 **.** *
HSBC Holdings plc, 3.35% 16feb2024, AUD   AUD 02/16/2024 07/20/2018 **.** *.** 07/20/2018 **.** *.**
HSBC Holdings plc, 3.6% 25may2023, USD   USD 05/25/2023 07/20/2018 **.*** *.** 07/20/2018 **.* *.**
HSBC Holdings plc, 3.9% 25may2026, USD   USD 05/25/2026 07/20/2018 **.** *.* 07/20/2018 **.*** *.**
HSBC Holdings plc, 3.95% 18may2024, USD   USD 05/18/2024 07/20/2018 **.** * 07/20/2018 ***.** *
HSBC Holdings plc, 4.041% 13mar2028, USD   USD 03/13/2028 07/20/2018 **.** * 07/20/2018 **.** *
HSBC Holdings plc, 4.25% 2025, USD   USD 08/18/2025 07/20/2018 **.** *.** 07/20/2018 **.*** *.**
HSBC Holdings plc, 4.375% 23nov2026, USD   USD 11/23/2026 07/20/2018 **.** *.** 07/20/2018 **.*** *.**
HSBC Holdings plc, 4.583% 19jun2029, USD   USD 06/19/2029 07/20/2018 ***.** * 07/20/2018 ***.** *
HSBC Holdings plc, 4.7% perp., SGD   SGD 07/20/2018 ***.*** * 07/20/2018 ***.*** *
HSBC Holdings plc, 4.75% perp., EUR   EUR 07/20/2018 **.* * 07/20/2018 **.** *
HSBC Holdings plc, 6% perp., EUR   EUR 07/20/2018 ***.* * 07/20/2018 ***.** *
HSBC Holdings plc, 6% perp., USD   USD 07/20/2018 **.*** * 07/20/2018 **.** *
HSBC Holdings plc, 6.25% perp., USD   USD 07/20/2018 **.** * 07/20/2018 **.** *
HSBC Holdings plc, 6.375% perp., USD   USD 07/20/2018 **.** * 07/20/2018 **.* *
HSBC Holdings plc, 6.5% perp., USD   USD 07/20/2018 ** * 07/20/2018 **.** *
HSBC Holdings plc, 6.875% perp., USD   USD 07/20/2018 ***.** * 07/20/2018 ***.* *
HSBC Holdings plc, FRN 18may2021, USD   USD 05/18/2021 07/20/2018 ***.** * 07/20/2018 ***.* *
HSBC Holdings plc, FRN 18may2024, USD   USD 05/18/2024 07/20/2018 ***.** * 07/20/2018 ***.* *
HSBC Holdings plc, FRN 25may2021, USD   USD 05/25/2021 07/20/2018 ***.** * 07/20/2018 ***.** *
HSBC Holdings plc, FRN 27sep2022, EUR   EUR 09/27/2022 07/20/2018 ***.** * 07/20/2018 ***.** *
HSBC Holdings plc, FRN 5jan2022, USD   USD 01/05/2022 07/20/2018 ***.** * 07/20/2018 ***.** *
HSBC Holdings plc, FRN 5oct2023, EUR   EUR 10/05/2023 07/20/2018 **.** * 07/20/2018 **.** *
Hyde Housing Association, 5.125% 23jul2040, GBP   GBP 07/23/2040 07/20/2018 ***.*** *.** 07/20/2018 ***.**** *.**
ICAP, 3.125% 6mar2019, EUR   EUR 03/06/2019 07/20/2018 ***.** *.** 07/20/2018 ***.** *.**
ICAP, 5.25% 26jan2024, GBP   GBP 01/26/2024 07/20/2018 **.** *.** 07/20/2018 ***.** *
ICBC (London Branch), FRN 14dec2022, USD   USD 12/14/2022 07/20/2018 *** * 07/20/2018 ***.* *
ICBC (London Branch), FRN 14jun2021, EUR   EUR 06/14/2021 07/20/2018 **.** * 07/20/2018 **.** *
ICBC (London Branch), FRN 14jun2021, USD   USD 06/14/2021 07/20/2018 **.* * 07/20/2018 **.** *
ICBC (London Branch), FRN 14jun2023, USD   USD 06/14/2023 07/20/2018 **.** * 07/20/2018 **.** *
Iceland Bondco, 6.75% 15jul2024, GBP   GBP 07/15/2024 07/20/2018 ***.** *.** 07/20/2018 ***.** *.*
Imperial Brands, 0.5% 27jul2021, EUR   EUR 07/27/2021 07/20/2018 ***.** *.** 07/20/2018 ***.** *.**
Imperial Brands, 1.375% 27jan2025, EUR   EUR 01/27/2025 07/20/2018 **.** *.** 07/20/2018 **.** *.**
Imperial Brands, 2.25% 26feb2021, EUR   EUR 02/26/2021 07/20/2018 ***.** *.* 07/20/2018 ***.** *.**
Imperial Brands, 2.95% 21jul2020, USD   USD 07/21/2020 07/20/2018 **.** *.* 07/20/2018 ***.** *.**
Imperial Brands, 3.375% 26feb2026, EUR   EUR 02/26/2026 07/20/2018 ***.** *.** 07/20/2018 ***.** *.**
Imperial Brands, 3.5% 11feb2023, USD   USD 02/11/2023 07/20/2018 **.** * 07/20/2018 **.** *
Imperial Brands, 3.75% 21jul2022, USD   USD 07/21/2022 07/20/2018 **.* *.** 07/20/2018 **.** *.**
Imperial Brands, 4.25% 21jul2025, USD   USD 07/21/2025 07/20/2018 **.** *.** 07/20/2018 ***.** *.**
Imperial Brands, 4.875% 7jun2032, GBP   GBP 06/07/2032 07/20/2018 ***.** *.** 07/20/2018 ***.** *.**
Imperial Brands, 5% 2dec2019, EUR   EUR 12/02/2019 07/20/2018 ***.** * 07/20/2018 ***.** *
Imperial Brands, 5.5% 28sep2026, GBP   GBP 09/28/2026 07/20/2018 ***.** * 07/20/2018 ***.** *
Imperial Brands, 6.25% 4dec2018, GBP   GBP 12/04/2018 07/20/2018 ***.** * 07/20/2018 *** *
Imperial Brands, 7.75% 24jun2019, GBP   GBP 06/24/2019 07/20/2018 ***.** *.** 07/20/2018 ***.** *.**
Imperial Brands, 8.125% 15mar2024, GBP   GBP 03/15/2024 07/20/2018 ***.** * 07/20/2018 ***.** *
Imperial Brands, 9% 17feb2022, GBP   GBP 02/17/2022 07/20/2018 ***.** *.** 07/20/2018 ***.** *.**
Ineos Holdings, 2.125% 15nov2025, EUR   EUR 11/15/2025 07/20/2018 **.** *.* 07/20/2018 **.** *.*
Informa, 1.5% 5jul2023, EUR   EUR 07/05/2023 07/20/2018 ***.** * 07/20/2018 ***.** *
Inmarsat, 3.875% 9sep2023, USD (Conv.)   USD 09/09/2023 07/20/2018 ***.** *.** 07/20/2018 ***.** *.**
Integrated Accom Service, 6.48% 31mar2029, GBP (ABS)   GBP 03/31/2029 07/20/2018 ***.** *.** 07/20/2018 ***.** *.**
Intercontinental Hotels, 2.125% 24aug2026, GBP   GBP 08/24/2026 07/20/2018 **.** *.** 07/20/2018 **.** *.**
Intercontinental Hotels, 3.75% 14aug2025, GBP   GBP 08/14/2025 07/20/2018 ***.* *.* 07/20/2018 ***.** *.**
Intercontinental Hotels, 3.875% 28nov2022, GBP   GBP 11/28/2022 07/20/2018 ***.* *.** 07/20/2018 ***.** *.**
International Finance Facility for Immunisation, 0.5% 24jun2024, ZAR   ZAR 06/24/2024 07/20/2018 **.** **.** 07/20/2018 **.** *.**
International Finance Facility for Immunisation, FRN 1nov2019, USD   USD 11/01/2019 07/20/2018 ***.** * 07/20/2018 ***.** *
International Personal Finance Plc, 5.75% 7apr2021, EUR   EUR 04/07/2021 07/20/2018 **.* *.** 07/20/2018 **.** *.**
Intu Properties, 2.5% 4oct2018, GBP (Conv.)   GBP 10/04/2018 07/20/2018 **.** *.** 07/20/2018 **.* *.**
Intu Properties, 2.875% 1nov2022, GBP (Conv.)   GBP 11/01/2022 07/20/2018 **.* *.** 07/20/2018 **.** *.**
Intu Properties, 4.125% 6dec2023, GBP   GBP 12/06/2023 07/20/2018 ***.** *.* 07/20/2018 ***.* *.**
Intu Properties, 4.25% 17sep2030, GBP   GBP 09/17/2030 07/20/2018 ***.**** *.** 07/20/2018 ***.**** *.**
Investec Bank Plc, 4.5% 5may2022, GBP   GBP 05/05/2022 07/20/2018 ***.** *.** 07/20/2018 ***.** *.**
Investec Bank Plc, 9.625% 17feb2022, GBP   GBP 02/17/2022 07/20/2018 ***.** *.** 07/20/2018 ***.* *.*
ISIS Equity, 6.25% 10sep2031, GBP   GBP 09/10/2031 07/20/2018 ***.**** *.** 07/20/2018 ***.**** *.**
ITV, 2% 1dec2023, EUR   EUR 12/01/2023 07/20/2018 ***.** *.** 07/20/2018 ***.* *.**
ITV, 2.125% 21sep2022, EUR   EUR 09/21/2022 07/20/2018 ***.** *.** 07/20/2018 ***.*** *.**
J Sainsbury, 1.25% 21nov2019, GBP (Conv.)   GBP 11/21/2019 07/20/2018 ***.** -*.** 07/20/2018 ***.** -*.**
J Sainsbury, 6.5% perp., GBP   GBP 07/20/2018 ***.** * 07/20/2018 ***.** *
Jaguar Land Rover, 2.2% 15jan2024, EUR   EUR 01/15/2024 07/20/2018 **.** *.** 07/20/2018 **.*** *.**
Jaguar Land Rover, 2.75% 24jan2021, GBP   GBP 01/24/2021 07/20/2018 **.** *.** 07/20/2018 **.** *.**
Jaguar Land Rover, 3.5% 15mar2020, USD   USD 03/15/2020 07/20/2018 **.** *.** 07/20/2018 **.** *.**
Jaguar Land Rover, 3.875% 1mar2023, GBP   GBP 03/01/2023 07/20/2018 **.** *.** 07/20/2018 **.* *.**
Jaguar Land Rover, 4.125% 15dec2018, USD   USD 12/15/2018 07/20/2018 ***.** *.** 07/20/2018 ***.** *.**
Jaguar Land Rover, 4.25% 15nov2019, USD   USD 11/15/2019 07/20/2018 ***.** *.** 07/20/2018 ***.** *.**
Jaguar Land Rover, 4.5% 1oct2027, USD   USD 10/01/2027 07/20/2018 **.** *.* 07/20/2018 **.** *.**
Jaguar Land Rover, 5% 15feb2022, GBP   GBP 02/15/2022 07/20/2018 ***.** *.** 07/20/2018 ***.** *.**
Jaguar Land Rover, 5.625% 1feb2023, USD   USD 02/01/2023 07/20/2018 ***.** *.** 07/20/2018 ***.** *.**
Jewel UK Bondco, 8.5% 15apr2023, GBP   GBP 04/15/2023 07/20/2018 **.** *.* 07/20/2018 ***.** *.**
John Lewis, 4.25% 18dec2034, GBP   GBP 12/18/2034 07/20/2018 **.** *.** 07/20/2018 ***.** *.**
John Lewis, 6.125% 21jan2025, GBP   GBP 01/21/2025 07/20/2018 ***.** *.** 07/20/2018 ***.** *.**
John Lewis, 8.375% 8apr2019, GBP   GBP 04/08/2019 07/20/2018 ***.** *.** 07/20/2018 ***.** *.**
Johnston Press, 8.625% 1jun2019, GBP   GBP 06/01/2019 07/20/2018 ** **.** 07/20/2018 **.* **.**
Just Group, 3.5% 7feb2025, GBP   GBP 02/07/2025 07/20/2018 **.* *.** 07/20/2018 **.** *.*
Kelda Group, 5.75% 17feb2020, GBP   GBP 02/17/2020 07/20/2018 ***.** *.** 07/20/2018 *** *.**
Keystone Bidco, 9.5% 15oct2019, GBP   GBP 10/15/2019 07/20/2018 *** *.* 07/20/2018 ***.** *.**
Ladbrokes, 5.125% 16sep2022, GBP   GBP 09/16/2022 07/20/2018 ***.** *.** 07/20/2018 ***.** *.**
Land Securities, 5.125% 7feb2036, GBP   GBP 02/07/2036 07/20/2018 ***.**** * 07/20/2018 ***.**** *
Land Securities, FRN 29sep2025, GBP (ABS)   GBP 09/29/2025 07/20/2018 ***.** * 07/20/2018 ***.** *
Leeds Building Society, 0.125% 21apr2020, EUR   EUR 04/21/2020 07/20/2018 ***.*** -*.* 07/20/2018 ***.** -*.**
Leeds Building Society, 0.5% 3jul2024, EUR   EUR 07/03/2024 07/20/2018 **.** *.** 07/20/2018 ***.*** *.**
Leeds Building Society, 1.375% 5may2022, EUR   EUR 05/05/2022 07/20/2018 ***.** *.** 07/20/2018 ***.** *.**
Leeds Building Society, 2.625% 1apr2021, EUR   EUR 04/01/2021 07/20/2018 ***.** *.** 07/20/2018 ***.** *.**
Leeds Building Society, 4.25% 17dec2018, GBP   GBP 12/17/2018 07/20/2018 ***.* *.** 07/20/2018 ***.*** *.**
Leeds Building Society, 4.875% 16nov2020, GBP   GBP 11/16/2020 07/20/2018 ***.**** *.** 07/20/2018 ***.**** *.**
Legal & General Group, 5.25% 21mar2047, USD   USD 03/21/2047 07/20/2018 **.** * 07/20/2018 **.** *
Legal & General Group, 5.375% 27oct2045, GBP   GBP 10/27/2045 07/20/2018 ***.** * 07/20/2018 ***.* *
Legal & General Group, 5.5% 27jun2064, GBP   GBP 06/27/2064 07/20/2018 ***.** *.** 07/20/2018 ***.** *.**
Legal & General Group, 5.875% 11dec2031, GBP   GBP 12/11/2031 07/20/2018 ***.* *.** 07/20/2018 ***.** *.**
Legal & General Group, 5.875% 5apr2033, GBP   GBP 04/05/2033 07/20/2018 ***.** *.** 07/20/2018 ***.** *.**
Legal & General Group, 5.875% perp., GBP   GBP 07/20/2018 ***.* * 07/20/2018 ***.** *
Legal & General Group, FRN 23jul2041, GBP   GBP 07/23/2041 07/20/2018 ***.** * 07/20/2018 ***.** *
Liberty Global, 3.625% 15jun2029, EUR   EUR 06/15/2029 07/20/2018 **.* *.** 07/20/2018 **.* *.**
Liberty Global, 7.125% 15may2024, EUR   EUR 05/15/2024 07/20/2018 ***.** *.** 07/20/2018 ***.** *.**
Liberty Living, 2.625% 28nov2024, GBP   GBP 11/28/2024 07/20/2018 **.** *.** 07/20/2018 ***.* *.**
Liberty Living, 3.375% 28nov2029, GBP   GBP 11/28/2029 07/20/2018 ***.** *.** 07/20/2018 ***.** *.**
Libra (Longhurst Group) Treasury, 5.125% 2aug2038, GBP   GBP 08/02/2038 07/20/2018 ***.* *.** 07/20/2018 ***.** *.**
Liverpool Victoria Friendly Society, 6.5% 22may2043, GBP   GBP 05/22/2043 07/20/2018 ***.*** * 07/20/2018 ***.**** *
Lloyds Bank, 0% 21oct2044, USD (10958D)   USD 10/21/2044 07/20/2018 ***.**** *.** 07/20/2018 ***.**** *.**
Lloyds Bank, 0% 3oct2044, USD (10980D)   USD 10/03/2044 07/20/2018 ***.**** * 07/20/2018 ***.**** *.**
Lloyds Bank, 0.375% 18jan2021, EUR   EUR 01/18/2021 07/20/2018 ***.** -*.** 07/20/2018 ***.** -*.**
Lloyds Bank, 0.5% 11apr2023, EUR   EUR 04/11/2023 07/20/2018 ***.** *.** 07/20/2018 ***.** *.**
Lloyds Bank, 0.5% 22jul2020, EUR (ABS)   EUR 07/22/2020 07/20/2018 ***.** -*.* 07/20/2018 ***.*** -*.**
Lloyds Bank, 0.625% 14sep2022, EUR   EUR 09/14/2022 07/20/2018 ***.** *.** 07/20/2018 ***.*** *.**
Lloyds Bank, 0.625% 20apr2020, EUR   EUR 04/20/2020 07/20/2018 ***.** -*.** 07/20/2018 ***.** -*.**
Lloyds Bank, 0.625% 26mar2025, EUR   EUR 03/26/2025 07/20/2018 ***.** *.** 07/20/2018 ***.*** *.**
Lloyds Bank, 1.25% 13jan2025, EUR   EUR 01/13/2025 07/20/2018 ***.** *.** 07/20/2018 ***.** *.**
Lloyds Bank, 1.375% 16apr2021, EUR   EUR 04/16/2021 07/20/2018 ***.*** -*.** 07/20/2018 ***.** -*.*
Lloyds Bank, 1.375% 8sep2022, EUR   EUR 09/08/2022 07/20/2018 ***.** *.** 07/20/2018 ***.** *.**
Lloyds Bank, 1.75% 31mar2022, GBP (ABS)   GBP 03/31/2022 07/20/2018 ***.** *.** 07/20/2018 ***.** *.**
Lloyds Bank, 1.875% 10oct2018, EUR   EUR 10/10/2018 07/20/2018 ***.** -*.** 07/20/2018 ***.** -*.**
Lloyds Bank, 10.375% 12feb2024, EUR   EUR 02/12/2024 07/20/2018 ***.** * 07/20/2018 ***.** *
Lloyds Bank, 12% perp., USD   USD 07/20/2018 ***.** * 07/20/2018 ***.** *
Lloyds Bank, 13% perp., EUR   EUR 07/20/2018 ***.** * 07/20/2018 *** *
Lloyds Bank, 13% perp., GBP   GBP 07/20/2018 ***.* * 07/20/2018 ***.** *
Lloyds Bank, 2% 17aug2018, USD   USD 08/17/2018 07/20/2018 **.** *.** 07/20/2018 ***.** -*.**
Lloyds Bank, 2.05% 22jan2019, USD   USD 01/22/2019 07/20/2018 **.** *.** 07/20/2018 **.** *.**
Lloyds Bank, 2.3% 27nov2018, USD   USD 11/27/2018 07/20/2018 **.** *.** 07/20/2018 ***.** *.**
Lloyds Bank, 2.35% 5sep2019, USD   USD 09/05/2019 07/20/2018 **.** *.** 07/20/2018 **.** *.**
Lloyds Bank, 2.4% 17mar2020, USD   USD 03/17/2020 07/20/2018 **.*** *.* 07/20/2018 **.* *.**
Lloyds Bank, 2.5% 1jun2022, GBP   GBP 06/01/2022 07/20/2018 ***.* *.** 07/20/2018 ***.** *.**
Lloyds Bank, 2.7% 17aug2020, USD   USD 08/17/2020 07/20/2018 **.*** *.** 07/20/2018 **.** *.**
Lloyds Bank, 2.75% 9dec2018, GBP   GBP 12/09/2018 07/20/2018 ***.** *.** 07/20/2018 ***.** *.**
Lloyds Bank, 3.343% 7may2021, USD   USD 05/07/2021 07/20/2018 **.*** *.** 07/20/2018 **.** *.**
Lloyds Bank, 3.5% 14may2025, USD   USD 05/14/2025 07/20/2018 **.* *.** 07/20/2018 ** *.**
Lloyds Bank, 3.65% 20mar2023, AUD   AUD 03/20/2023 07/20/2018 **.* *.** 07/20/2018 **.** *.**
Lloyds Bank, 4% 29sep2020, EUR   EUR 09/29/2020 07/20/2018 ***.** -*.** 07/20/2018 ***.*** -*.**
Lloyds Bank, 4.875% 13jan2023, EUR   EUR 01/13/2023 07/20/2018 ***.** *.** 07/20/2018 ***.*** *.**
Lloyds Bank, 4.875% 30mar2027, GBP   GBP 03/30/2027 07/20/2018 ***.** *.** 07/20/2018 ***.** *.**
Lloyds Bank, 5.125% 7mar2025, GBP   GBP 03/07/2025 07/20/2018 ***.** *.* 07/20/2018 ***.** *.**
Lloyds Bank, 5.375% 3sep2019, EUR   EUR 09/03/2019 07/20/2018 ***.** -*.** 07/20/2018 ***.** -*.**
Lloyds Bank, 5.75% 9jul2025, GBP   GBP 07/09/2025 07/20/2018 ***.** * 07/20/2018 ***.** *
Lloyds Bank, 5.8% 13jan2020, USD   USD 01/13/2020 07/20/2018 ***.** *.** 07/20/2018 ***.** *
Lloyds Bank, 6% 8feb2029, GBP   GBP 02/08/2029 07/20/2018 ***.** *.** 07/20/2018 ***.** *.**
Lloyds Bank, 6.375% 21jan2021, USD   USD 01/21/2021 07/20/2018 ***.*** *.** 07/20/2018 ***.** *.**
Lloyds Bank, 6.5% 14sep2020, USD   USD 09/14/2020 07/20/2018 ***.** *.** 07/20/2018 ***.** *.**
Lloyds Bank, 6.5% 17sep2040, GBP   GBP 09/17/2040 07/20/2018 ***.** *.* 07/20/2018 ***.* *.**
Lloyds Bank, 6.5% 24mar2020, EUR   EUR 03/24/2020 07/20/2018 ***.** *.** 07/20/2018 ***.*** *.**
Lloyds Bank, 6.75% 24oct2018, GBP   GBP 10/24/2018 07/20/2018 ***.* *.** 07/20/2018 ***.** *.**
Lloyds Bank, 7.375% 1jun2020, GBP   GBP 06/01/2020 07/20/2018 ***.**** *.** 07/20/2018 ***.**** *.**
Lloyds Bank, 7.5% 15apr2024, GBP   GBP 04/15/2024 07/20/2018 ***.** *.** 07/20/2018 ***.** *
Lloyds Bank, 7.5% perp., USD   USD 07/20/2018 ***.*** * 07/20/2018 ***.** *
Lloyds Bank, 7.625% 22apr2025, GBP   GBP 04/22/2025 07/20/2018 ***.** *.** 07/20/2018 ***.** *.**
Lloyds Bank, 9.05% 3feb2020, RON   RON 02/03/2020 07/20/2018 ***.**** *.** 07/20/2018 ***.**** *.**
Lloyds Bank, 9.625% 6apr2023, GBP   GBP 04/06/2023 07/20/2018 ***.** *.* 07/20/2018 ***.** *.**
Lloyds Bank, FRN 10sep2019, EUR   EUR 09/10/2019 07/20/2018 ***.** * 07/20/2018 ***.** *
Lloyds Bank, FRN 14jan2019, GBP   GBP 01/14/2019 07/20/2018 ***.** * 07/20/2018 ***.** *
Lloyds Bank, FRN 16jan2020, GBP   GBP 01/16/2020 07/20/2018 ***.** * 07/20/2018 ***.** *
Lloyds Bank, FRN 18jul2019, GBP   GBP 07/18/2019 07/20/2018 ***.** * 07/20/2018 ***.** *
Lloyds Bank, FRN 22aug2019, GBP   GBP 08/22/2019 07/20/2018 **.**** * 07/20/2018 **.**** *
Lloyds Bank, FRN 27mar2023, GBP   GBP 03/27/2023 07/20/2018 *** * 07/20/2018 *** *
Lloyds Bank, FRN 4feb2020, EUR   EUR 02/04/2020 07/20/2018 ***.*** * 07/20/2018 ***.**** *
Lloyds Bank, FRN 9oct2018, EUR   EUR 10/09/2018 07/20/2018 ***.* * 07/20/2018 ***.** *
Lloyds Banking Group, 0.625% 15jan2024, EUR   EUR 01/15/2024 07/20/2018 **.** * 07/20/2018 **.** *
Lloyds Banking Group, 0.75% 9nov2021, EUR   EUR 11/09/2021 07/20/2018 ***.** *.** 07/20/2018 ***.** *.**
Lloyds Banking Group, 1% 19nov2021, EUR   EUR 11/19/2021 07/20/2018 ***.** *.** 07/20/2018 ***.** *.**
Lloyds Banking Group, 1% 9nov2023, EUR   EUR 11/09/2023 07/20/2018 **.** *.** 07/20/2018 **.** *.**
Lloyds Banking Group, 1.5% 12sep2027, EUR   EUR 09/12/2027 07/20/2018 **.** *.* 07/20/2018 **.** *.**
Lloyds Banking Group, 1.75% 7sep2028, EUR   EUR 09/07/2028 07/20/2018 **.** * 07/20/2018 **.* *
Lloyds Banking Group, 2.25% 16oct2024, GBP   GBP 10/16/2024 07/20/2018 **.** *.** 07/20/2018 **.** *.**
Lloyds Banking Group, 3% 11jan2022, USD   USD 01/11/2022 07/20/2018 **.*** *.** 07/20/2018 **.*** *.**
Lloyds Banking Group, 3.1% 6jul2021, USD   USD 07/06/2021 07/20/2018 **.** *.** 07/20/2018 **.** *.**
Lloyds Banking Group, 3.75% 11jan2027, USD   USD 01/11/2027 07/20/2018 **.** *.* 07/20/2018 **.*** *.**
Lloyds Banking Group, 4.25% 22nov2027, AUD   AUD 11/22/2027 07/20/2018 **.** *.** 07/20/2018 **.** *.**
Lloyds Banking Group, 4.344% 9jan2048, USD   USD 01/09/2048 07/20/2018 **.*** *.** 07/20/2018 **.*** *.**
Lloyds Banking Group, 4.375% 22mar2028, USD   USD 03/22/2028 07/20/2018 **.** *.** 07/20/2018 **.** *.**
Lloyds Banking Group, 4.45% 8may2025, USD   USD 05/08/2025 07/20/2018 ***.*** *.** 07/20/2018 ***.*** *.**
Lloyds Banking Group, 4.5% 4nov2024, USD   USD 11/04/2024 07/20/2018 **.*** *.** 07/20/2018 **.*** *.**
Lloyds Banking Group, 4.582% 10dec2025, USD   USD 12/10/2025 07/20/2018 **.*** *.** 07/20/2018 **.*** *.**
Lloyds Banking Group, 4.582% 10dec2025, USD   USD 12/10/2025 07/20/2018 **.** *.** 07/20/2018 ***.** *.**
Lloyds Banking Group, 4.65% 24mar2026, USD   USD 03/24/2026 07/20/2018 **.** *.** 07/20/2018 **.** *.**
Lloyds Banking Group, 5.3% 1dec2045, USD   USD 12/01/2045 07/20/2018 ***.*** *.** 07/20/2018 ***.*** *.*
Lloyds Banking Group, 6% perp., GBP   GBP 07/20/2018 *** * 07/20/2018 *** *
Lloyds Banking Group, 6.375% perp., EUR   EUR 07/20/2018 ***.** * 07/20/2018 ***.* *
Lloyds Banking Group, 7% perp., GBP   GBP 07/20/2018 ***.* * 07/20/2018 ***.** *
Lloyds Banking Group, FRN 21jun2021, USD   USD 06/21/2021 07/20/2018 ***.** * 07/20/2018 ***.** *
Lloyds Banking Group, FRN 21jun2024, EUR   EUR 06/21/2024 07/20/2018 **.** * 07/20/2018 **.** *
Lloyds Banking Group, FRN perp., GBP   GBP 07/20/2018 ***.** * 07/20/2018 ***.** *
Lloyds Banking Group, FRN perp., GBP   GBP 07/20/2018 ***.* * 07/20/2018 ***.* *
London And Quadrant Housing Trust, 2.625% 28feb2028, GBP   GBP 02/28/2028 07/20/2018 ***.** *.* 07/20/2018 ***.** *.*
London And Quadrant Housing Trust, 2.625% 5may2026, GBP   GBP 05/05/2026 07/20/2018 ***.** *.** 07/20/2018 ***.** *.**
London And Quadrant Housing Trust, 3.125% 28feb2053, GBP   GBP 02/28/2053 07/20/2018 ***.** *.** 07/20/2018 ***.** *.**
London And Quadrant Housing Trust, 4.625% 5dec2033, GBP (ABS)   GBP 12/05/2033 07/20/2018 ***.**** *.* 07/20/2018 ***.*** *.**
London And Quadrant Housing Trust, 5.5% 27jan2040, GBP (ABS)   GBP 01/27/2040 07/20/2018 ***.** *.** 07/20/2018 ***.** *.**
London Merchant Securities, 6.5% 16mar2026, GBP   GBP 03/16/2026 07/20/2018 ***.*** *.** 07/20/2018 ***.*** *.**
London Power Networks, 3.125% 7jun2032, GBP   GBP 06/07/2032 07/20/2018 ***.* * 07/20/2018 ***.*** *
London Power Networks, 5.125% 31mar2023, GBP   GBP 03/31/2023 07/20/2018 ***.**** *.** 07/20/2018 ***.**** *.*
London Power Networks, 6.125% 7jun2027, GBP   GBP 06/07/2027 07/20/2018 ***.** *.** 07/20/2018 ***.** *.**
London Stock Exchange, 0.875% 19sep2024, EUR   EUR 09/19/2024 07/20/2018 **.** *.** 07/20/2018 ***.** *.**
London Stock Exchange, 1.75% 19sep2029, EUR   EUR 09/19/2029 07/20/2018 ***.** *.** 07/20/2018 ***.* *.**
London Stock Exchange, 4.75% 2nov2021, GBP   GBP 11/02/2021 07/20/2018 ***.** *.** 07/20/2018 ***.** *.**
London Stock Exchange, 9.125% 18oct2019, GBP   GBP 10/18/2019 07/20/2018 ***.** *.** 07/20/2018 ***.** *.**
Longstone Finance PLC, 4.791% 19apr2030, GBP (ABS)   GBP 04/19/2030 07/20/2018 ***.**** *.** 07/20/2018 ***.**** *.**
Longstone Finance PLC, 4.896% 19apr2031, GBP   GBP 04/19/2031 07/20/2018 ***.**** *.** 07/20/2018 ***.**** *.**
Man Group, 5.875% 16sep2024, USD   USD 09/16/2024 07/20/2018 ***.*** * 07/20/2018 ***.*** *
Manchester Airport, 4.125% 2apr2024, GBP   GBP 04/02/2024 07/20/2018 ***.** *.** 07/20/2018 ***.** *.**
Manchester Airport, 4.75% 31mar2034, GBP   GBP 03/31/2034 07/20/2018 ***.** *.** 07/20/2018 ***.** *.**
Marks&Spencer, 3% 8dec2023, GBP   GBP 12/08/2023 07/20/2018 ***.** *.** 07/20/2018 ***.** *.**
Marks&Spencer, 4.75% 12jun2025, GBP   GBP 06/12/2025 07/20/2018 ***.** *.** 07/20/2018 ***.** *.**
Marks&Spencer, 6.125% 2dec2019, GBP   GBP 12/02/2019 07/20/2018 ***.** * 07/20/2018 ***.** *
Marks&Spencer, 6.125% 6dec2021, GBP   GBP 12/06/2021 07/20/2018 ***.** *.** 07/20/2018 ***.** *
Marstons Issuer, 5.1576% 15oct2027, GBP   GBP 10/15/2027 07/20/2018 **.**** * 07/20/2018 **.**** *
Marstons Issuer, 5.1774% 15jul2032, GBP   GBP 07/15/2032 07/20/2018 ***.**** * 07/20/2018 ***.**** *
Marstons Issuer, 5.641% 15jul2035, GBP   GBP 07/15/2035 07/20/2018 **.**** * 07/20/2018 **.**** *
Marstons Issuer, FRN 15jul2020, GBP   GBP 07/15/2020 07/20/2018 **.**** * 07/20/2018 ***.**** *
Meadowhall Finance, 4.986% 12jul2037, GBP (ABS)   GBP 01/12/2032 07/20/2018 ***.**** *.** 07/20/2018 ***.*** *
Meadowhall Finance, 4.988% 12jul2037, GBP (ABS)   GBP 01/12/2032 07/20/2018 ***.**** *.** 07/20/2018 ***.**** *.**
Merchants Trust, 5.875% 20dec2029, GBP   GBP 12/20/2029 07/20/2018 ***.*** *.** 07/20/2018 ***.*** *.**
Merlin Entertainments, 2.75% 15mar2022, EUR   EUR 03/15/2022 07/20/2018 ***.* *.** 07/20/2018 ***.** *.**
Merlin Entertainments, 5.75% 15jun2026, USD   USD 06/15/2026 07/20/2018 ***.** *.** 07/20/2018 ***.** *.**
Merseylink (Issuer), 3.842% 31mar2043, GBP   GBP 03/31/2043 07/20/2018 ***.**** *.** 07/20/2018 ***.**** *.**
Mitchells & Butlers, 5.574% 15dec2030, GBP   GBP 12/15/2030 07/20/2018 ***.**** *.** 07/20/2018 ***.*** *.**
Mitchells & Butlers, 6.013% 15dec2028, GBP   GBP 12/15/2028 07/20/2018 ***.**** *.** 07/20/2018 ***.**** *.**
Mitchells & Butlers, 6.469% 15sep2030, GBP   GBP 09/15/2030 07/20/2018 ***.**** *.* 07/20/2018 ***.**** *.**
Mitchells & Butlers, FRN 15jun2036, GBP   GBP 06/15/2036 07/20/2018 **.* * 07/20/2018 **.* *
Mizzen Bondco, 7% 1may2021, GBP   GBP 05/01/2021 07/20/2018 ***.**** *.** 07/20/2018 ***.**** *.**
Moat Homes Finance, 5% 23sep2041, GBP (ABS)   GBP 09/23/2041 07/20/2018 ***.**** *.** 07/20/2018 ***.**** *.**
Morgan Stanley International PLC, 2% 26feb2024, EUR   EUR 02/26/2024 07/20/2018 **.** * 07/20/2018 *
Morrison Supermarkets, 2.25% 19jun2020, EUR   EUR 06/19/2020 07/20/2018 *** *.** 07/20/2018 ***.** *.*
Morrison Supermarkets, 3.5% 27jul2026, GBP   GBP 07/27/2026 07/20/2018 ***.** *.** 07/20/2018 ***.** *.**
Morrison Supermarkets, 4.625% 8dec2023, GBP   GBP 12/08/2023 07/20/2018 ***.** *.** 07/20/2018 ***.** *.*
Morrison Supermarkets, 4.75% 4jul2029, GBP   GBP 07/04/2029 07/20/2018 ***.** *.** 07/20/2018 ***.** *.**
Motability Operations, 0.875% 14mar2025, EUR   EUR 03/14/2025 07/20/2018 ***.** *.** 07/20/2018 ***.** *.**
Motability Operations, 1.625% 9jun2023, EUR   EUR 06/09/2023 07/20/2018 ***.** *.** 07/20/2018 ***.* *.**
Motability Operations, 2.375% 14mar2032, GBP   GBP 03/14/2032 07/20/2018 **.** *.** 07/20/2018 **.* *.**
Motability Operations, 3.25% 30nov2018, EUR   EUR 11/30/2018 07/20/2018 ***.* -*.** 07/20/2018 ***.** -*.**
Motability Operations, 3.625% 10mar2036, USD   GBP 03/10/2036 07/20/2018 ***.** *.** 07/20/2018 ***.** *.*
Motability Operations, 3.75% 16jul2026, GBP   GBP 07/16/2026 07/20/2018 ***.* *.** 07/20/2018 ***.** *
Motability Operations, 4.375% 8feb2027, GBP   GBP 02/08/2027 07/20/2018 ***.** *.** 07/20/2018 ***.** *.**
Motability Operations, 5.375% 28jun2022, GBP   GBP 06/28/2022 07/20/2018 ***.** *.** 07/20/2018 ***.* *.**
Motability Operations, 5.625% 29nov2030, GBP   GBP 11/29/2030 07/20/2018 ***.** *.** 07/20/2018 ***.** *.**
Motability Operations, 6.625% 10dec2019, GBP   GBP 12/10/2019 07/20/2018 ***.** *.** 07/20/2018 ***.** *.**
Myriad Capital, 4.75% 20dec2043, GBP   GBP 12/20/2043 07/20/2018 ***.*** *.** 07/20/2018 ***.*** *.**
National Express Group, 6.625% 17jun2020, GBP   GBP 06/17/2020 07/20/2018 ***.** *.** 07/20/2018 ***.** *.**
National Express Group, FRN 15may2020, EUR   EUR 05/15/2020 07/20/2018 **.** * 07/20/2018 **.** *
National Grid, 4% 20aug2019, AUD   AUD 08/20/2019 07/20/2018 ***.** *.** 07/20/2018 ***.** *.**
National Grid, 4.25% 18jun2076, EUR   EUR 06/18/2076 07/20/2018 ***.*** * 07/20/2018 ***.** *
National Grid, 4.375% 10mar2020, EUR   EUR 03/10/2020 07/20/2018 ***.** *.** 07/20/2018 ***.** -*
National Grid, 5.625% 18jun2073, GBP   GBP 06/18/2073 07/20/2018 ***.** * 07/20/2018 ***.** *
National Grid, 7.125% 8feb2044, GBP   GBP 02/08/2044 07/20/2018 ***.**** *.** 07/20/2018 ***.*** *.**
National Grid Electricity Transmission, 2.9% 26nov2019, CAD   CAD 11/26/2019 07/20/2018 ***.*** *.** 07/20/2018 ***.*** *.**
National Grid Electricity Transmission, 4% 8jun2027, GBP   GBP 06/08/2027 07/20/2018 ***.** *.** 07/20/2018 ***.** *.**
National Grid Electricity Transmission, 5.875% 2feb2024, GBP   GBP 02/02/2024 07/20/2018 ***.** *.** 07/20/2018 ***.** *.**
National Grid Electricity Transmission, 6.5% 27jul2028, GBP   GBP 07/27/2028 07/20/2018 ***.* *.** 07/20/2018 ***.** *.*
National Grid Electricity Transmission, FRN 27jul2020, GBP   GBP 07/27/2020 07/20/2018 ***.*** * 07/20/2018 ***.*** *
National Grid Gas, 0% 4nov2021, USD (10958D)   USD 11/04/2021 07/20/2018 **.** *.* 07/20/2018 **.** *.**
National Grid Gas, 0.625% 22sep2024, EUR   EUR 09/22/2024 07/20/2018 **.** *.** 07/20/2018 **.** *.**
National Grid Gas, 1.125% 22sep2021, USD   GBP 09/22/2021 07/20/2018 **.** *.** 07/20/2018 **.** *.**
National Grid Gas, 2.125% 22sep2028, GBP   GBP 09/22/2028 07/20/2018 **.** *.** 07/20/2018 **.** *.*
National Grid Gas, 2.625% 22sep2038, GBP   GBP 09/22/2038 07/20/2018 **.** *.** 07/20/2018 **.* *.**
National Grid Gas, 2.75% 22sep2046, GBP   GBP 09/22/2046 07/20/2018 **.** *.** 07/20/2018 **.** *.**
National Grid Gas, 4.1875% 14dec2022, GBP   GBP 12/14/2022 07/20/2018 ***.* * 07/20/2018 ***.** *
National Grid Gas, 6.375% 3mar2020, GBP   GBP 03/03/2020 07/20/2018 ***.** *.** 07/20/2018 ***.** *.**
National Grid Gas, 7% 16dec2024, GBP   GBP 12/16/2024 07/20/2018 ***.** *.** 07/20/2018 ***.** *.**
National Westminster Bank, 6.5% 7sep2021, GBP   GBP 09/07/2021 07/20/2018 ***.* *.** 07/20/2018 ***.* *.**
National Westminster Bank, 6.625% perp., EUR   EUR 07/20/2018 **.** * 07/20/2018 **.* *
National Westminster Bank, FRN perp., EUR (Structured)   EUR 07/20/2018 **.**** * 07/20/2018 **.**** *
Nationwide Building Society, 0.125% 25jan2021, EUR   EUR 01/25/2021 07/20/2018 ***.*** -*.** 07/20/2018 ***.* -*.**
Nationwide Building Society, 0.375% 30jul2020, EUR (ABS)   EUR 07/30/2020 07/20/2018 ***.** -*.** 07/20/2018 ***.*** -*.**
Nationwide Building Society, 0.5% 23feb2024, EUR   EUR 02/23/2024 07/20/2018 ***.** *.** 07/20/2018 ***.*** *.**
Nationwide Building Society, 0.5% 29oct2019, EUR   EUR 10/29/2019 07/20/2018 ***.** -*.** 07/20/2018 ***.** -*.**
Nationwide Building Society, 0.625% 19apr2023, EUR   EUR 04/19/2023 07/20/2018 **.** *.** 07/20/2018 ***.** *.**
Nationwide Building Society, 0.625% 25mar2027, EUR (ABS)   EUR 03/25/2027 07/20/2018 **.* *.** 07/20/2018 **.*** *.*
Nationwide Building Society, 0.75% 25jun2019, EUR   EUR 06/25/2019 07/20/2018 ***.** -*.* 07/20/2018 ***.*** -*.**
Nationwide Building Society, 0.75% 26oct2022, EUR   EUR 10/26/2022 07/20/2018 ***.** *.** 07/20/2018 ***.** *.**
Nationwide Building Society, 0.75% 29oct2021, EUR (ABS)   EUR 10/29/2021 07/20/2018 ***.** -* 07/20/2018 ***.** -*.**
Nationwide Building Society, 1.125% 31may2028, EUR   EUR 05/31/2028 07/20/2018 ***.** *.** 07/20/2018 ***.*** *.**
Nationwide Building Society, 1.125% 3jun2022, EUR   EUR 06/03/2022 07/20/2018 ***.** *.** 07/20/2018 ***.** *.*
Nationwide Building Society, 1.25% 3mar2025, EUR   EUR 03/03/2025 07/20/2018 ***.** *.** 07/20/2018 ***.** *.**
Nationwide Building Society, 1.351% 5jun2034, EUR (ABS)   EUR 06/05/2034 07/20/2018 **.** *.** 07/20/2018 **.** *.**
Nationwide Building Society, 1.375% 29jun2032, EUR   EUR 06/29/2032 07/20/2018 ***.** *.** 07/20/2018 ***.*** *.**
Nationwide Building Society, 1.5% 8mar2026, EUR   EUR 03/08/2026 07/20/2018 **.** * 07/20/2018 **.** *
Nationwide Building Society, 1.625% 3apr2019, EUR   EUR 04/03/2019 07/20/2018 ***.** -*.** 07/20/2018 ***.** -*.**
Nationwide Building Society, 2% 25jul2029, EUR   EUR 07/25/2029 07/20/2018 **.** *.** 07/20/2018 **.** *.**
Nationwide Building Society, 2.25% 25jun2029, EUR   EUR 06/25/2029 07/20/2018 ***.** *.** 07/20/2018 ***.*** *.**
Nationwide Building Society, 2.25% 29apr2022, GBP   GBP 04/29/2022 07/20/2018 ***.** *.* 07/20/2018 ***.* *.**
Nationwide Building Society, 2.35% 21jan2020, USD   USD 01/21/2020 07/20/2018 **.** *.** 07/20/2018 **.** *.**
Nationwide Building Society, 2.45% 27jul2021, USD   USD 07/27/2021 07/20/2018 **.* *.* 07/20/2018 **.** *.*
Nationwide Building Society, 3% 6may2026, GBP   GBP 05/06/2026 07/20/2018 ***.** *.** 07/20/2018 ***.** *.**
Nationwide Building Society, 3.01% 29apr2027, HKD   HKD 04/29/2027 07/20/2018 **.**** *.** 07/20/2018 **.**** *.**
Nationwide Building Society, 3.25% 20jan2028, GBP   GBP 01/20/2028 07/20/2018 ***.** *.** 07/20/2018 ***.** *.**
Nationwide Building Society, 3.65% 12jun2024, NOK   NOK 06/12/2024 07/20/2018 ***.**** *.* 07/20/2018 ***.*** *.**
Nationwide Building Society, 3.9% 21jul2025, USD   USD 07/21/2025 07/20/2018 **.** *.** 07/20/2018 **.** *.**
Nationwide Building Society, 4% 14sep2026, USD   USD 09/14/2026 07/20/2018 **.** *.** 07/20/2018 **.** *.**
Nationwide Building Society, 4.125% 18oct2032, USD   USD 10/18/2032 07/20/2018 **.* * 07/20/2018 **.** *
Nationwide Building Society, 4.375% 28feb2022, EUR (ABS)   EUR 02/28/2022 07/20/2018 ***.*** *.** 07/20/2018 ***.** *.**
Nationwide Building Society, 4.625% 8feb2021, EUR (ABS)   EUR 02/08/2021 07/20/2018 ***.** -*.** 07/20/2018 ***.** -*.**
Nationwide Building Society, 5.625% 28jan2026, GBP (ABS)   GBP 01/28/2026 07/20/2018 ***.** *.* 07/20/2018 ***.* *.**
Nationwide Building Society, 5.625% 9sep2019, GBP   GBP 09/09/2019 07/20/2018 ***.** *.** 07/20/2018 ***.** *.**
Nationwide Building Society, 6.25% 25feb2020, USD   USD 02/25/2020 07/20/2018 ***.** *.* 07/20/2018 ***.** *.**
Nationwide Building Society, 6.75% 22jul2020, EUR   EUR 07/22/2020 07/20/2018 ***.** *.** 07/20/2018 ***.** *.**
Nationwide Building Society, 6.875% perp., GBP   GBP 07/20/2018 ***.** * 07/20/2018 ***.* *
Nationwide Building Society, FRN 12apr2023, GBP   GBP 04/12/2023 07/20/2018 *** * 07/20/2018 ***.** *
Nationwide Building Society, FRN 25apr2019, GBP   GBP 04/25/2019 07/20/2018 ***.** * 07/20/2018 ***.** *
Nationwide Building Society, FRN 2nov2018, EUR   EUR 11/02/2018 07/20/2018 ***.** * 07/20/2018 ***.** *
NATS (En Route), 5.25% 31mar2026, GBP (ABS)   GBP 03/31/2026 07/20/2018 ***.**** *.** 07/20/2018 ***.**** *.**
Natwest Markets plc, 0.625% 2mar2022, EUR   EUR 03/02/2022 07/20/2018 **.** *.** 07/20/2018 **.** *.**
Natwest Markets plc, 1.125% 14jun2023, EUR   EUR 06/14/2023 07/20/2018 **.** *.** 07/20/2018 **.** *.**
Natwest Markets plc, 1.75% 2mar2026, EUR   EUR 03/02/2026 07/20/2018 ** * 07/20/2018 **.* *
Natwest Markets plc, FRN 2mar2020, EUR   EUR 03/02/2020 07/20/2018 *** * 07/20/2018 ***.** *
Neptune Energy Group Holdings, 6.625% 15may2025, USD   USD 05/15/2025 07/20/2018 **.** *.** 07/20/2018 **.** *.**
Network Rail Infrastructure Finance, 1.375% 22nov2037, GBP   GBP 11/22/2037 07/20/2018 ***.** * 07/20/2018 ***.** *
Network Rail Infrastructure Finance, 1.75% 22nov2027, GBP   GBP 11/22/2027 07/20/2018 ***.** * 07/20/2018 ***.** *
Network Rail Infrastructure Finance, 1.75% 24jan2019, USD   USD 01/24/2019 07/20/2018 **.** *.** 07/20/2018 **.** *.**
Network Rail Infrastructure Finance, 3% 7sep2023, GBP   GBP 09/07/2023 07/20/2018 ***.** *.* 07/20/2018 ***.** *.**
Network Rail Infrastructure Finance, 4.375% 9dec2030, GBP (ABS)   GBP 12/09/2030 07/20/2018 ***.** *.** 07/20/2018 ***.* *.**
Network Rail Infrastructure Finance, 4.625% 21jul2020, GBP   GBP 07/21/2020 07/20/2018 ***.** *.** 07/20/2018 ***.** *.*
Network Rail Infrastructure Finance, 4.75% 22jan2024, GBP   GBP 01/22/2024 07/20/2018 ***.** *.** 07/20/2018 ***.* *.*
Network Rail Infrastructure Finance, 4.75% 29nov2035, GBP   GBP 11/29/2035 07/20/2018 ***.** *.** 07/20/2018 ***.** *.**
New look finance, 6.5% 1jul2022, GBP (ABS)   GBP 07/01/2022 07/20/2018 **.* **.** 07/20/2018 **.* **.**
New look finance, 8% 1jul2023, GBP   GBP 07/01/2023 07/20/2018 **.** **.* 07/20/2018 **.* **.**
New look finance, FRN 1jul2022, EUR (ABS)   EUR 07/01/2022 07/20/2018 **.** * 07/20/2018 **.** *
Next, 3.625% 18may2028, GBP   GBP 05/18/2028 07/20/2018 ***.** *.** 07/20/2018 ***.** *.**
Next, 4.375% 2oct2026, GBP   GBP 10/02/2026 07/20/2018 ***.** *.** 07/20/2018 ***.** *.**
Next, 5.375% 26oct2021, GBP   GBP 10/26/2021 07/20/2018 ***.** *.** 07/20/2018 ***.** *.**
NMG Finco, 5% 1aug2022, GBP   GBP 08/01/2022 07/20/2018 **.** *.** 07/20/2018 **.** *.**
NMG Finco, 5.75% 1aug2022, USD   USD 08/01/2022 07/20/2018 **.** *.** 07/20/2018 **.** *.**
Nomad Foods, 3.25% 15may2024, EUR   EUR 05/15/2024 07/20/2018 **.** *.** 07/20/2018 ***.** *.**
North West Electricity Networks, 6.125% 21jul2021, GBP   GBP 07/21/2021 07/20/2018 ***.* *.** 07/20/2018 ***.** *.**
Northern Electric, 5.125% 4may2035, GBP   GBP 05/04/2035 07/20/2018 ***.** *.** 07/20/2018 ***.** *.**
Northern Electric, 8.875% 16oct2020, GBP   GBP 10/16/2020 07/20/2018 ***.**** *.** 07/20/2018 ***.**** *.**
Northern Gas Networks, 4.875% 15nov2035, GBP   GBP 11/15/2035 07/20/2018 ***.**** *.** 07/20/2018 ***.*** *.**
Northern Gas Networks, 4.875% 30jun2027, GBP   GBP 06/30/2027 07/20/2018 ***.**** *.** 07/20/2018 ***.**** *.**
Northern Gas Networks, 5.625% 23mar2040, GBP   GBP 03/23/2040 07/20/2018 ***.** *.** 07/20/2018 ***.** *.**
Northern Gas Networks, 5.875% 8jul2019, GBP   GBP 07/08/2019 07/20/2018 ***.* *.** 07/20/2018 ***.** *.**
Northern Ireland Electricity Networks, 6.375% 2jun2026, GBP   GBP 06/02/2026 07/20/2018 ***.* *.** 07/20/2018 ***.** *.**
Northern Ireland Electricity Networks, 6.875% 18sep2018, GBP   GBP 09/18/2018 07/20/2018 ***.** *.** 07/20/2018 ***.** *.**
Northern Powergrid (Yorkshire), 5.125% 4may2035, GBP   GBP 05/04/2035 07/20/2018 ***.**** *.** 07/20/2018 ***.**** *.**
Northern Powergrid (Yorkshire), 7.25% 15dec2022, GBP   GBP 12/15/2022 07/20/2018 ***.**** *.* 07/20/2018 ***.**** *.**
Northumbrian Water, 1.625% 11oct2026, GBP   GBP 10/11/2026 07/20/2018 **.** *.** 07/20/2018 **.** *.**
Northumbrian Water, 2.375% 5oct2027, GBP   GBP 10/05/2027 07/20/2018 **.** *.** 07/20/2018 **.** *.**
Northumbrian Water, 5.125% 23jan2042, GBP   GBP 01/23/2042 07/20/2018 ***.** *.** 07/20/2018 ***.** *.**
Northumbrian Water, 5.625% 29apr2033, GBP   GBP 04/29/2033 07/20/2018 ***.** *.** 07/20/2018 ***.** *.**
Northumbrian Water, 6.875% 6feb2023, GBP   GBP 02/06/2023 07/20/2018 ***.** *.** 07/20/2018 ***.** *.**
Notting Hill Housing Trust, 3.75% 20dec2032, GBP (ABS)   GBP 12/20/2032 07/20/2018 ***.**** *.** 07/20/2018 ***.**** *.**
Notting Hill Housing Trust, 4.375% 20feb2054, GBP   GBP 02/20/2054 07/20/2018 ***.**** *.* 07/20/2018 ***.**** *.**
Notting Hill Housing Trust, 5.25% 7jul2042, GBP (ABS)   GBP 07/07/2042 07/20/2018 ***.**** *.* 07/20/2018 ***.**** *.**
Ocado Group, 4% 15jun2024, GBP   GBP 06/15/2024 07/20/2018 ***.** *.** 07/20/2018 ***.** *.*
Octagon Healthcare Funding, 5.333% 31dec2035, GBP   GBP 12/31/2035 07/20/2018 ***.**** *.** 07/20/2018 ***.**** *.**
Old Mutual, 7.875% 3nov2025, GBP   GBP 11/03/2025 07/20/2018 ***.** *.** 07/20/2018 ***.* *.**
Orbit Group, 3.375% 14jun2048, GBP   GBP 06/14/2048 07/20/2018 ***.** *.** 07/20/2018 ***.** *.**
Orbit Group, 3.5% 24mar2045, GBP   GBP 03/24/2045 07/20/2018 ***.* *.** 07/20/2018 ***.** *.**
OTE PLC, 2.375% 18jul2022, EUR   EUR 07/18/2022 07/20/2018 ***.** *.** 07/20/2018 ***.** *.*
Paragon Group, 3.625% 21jan2047, GBP   GBP 01/21/2047 07/20/2018 ***.** *.** 07/20/2018 ***.** *.**
Paragon Group, 7.25% 9sep2026, GBP   GBP 09/09/2026 07/20/2018 ***.** * 07/20/2018 ***.** *
Paragon Mortgages, FRN 15jan2039, EUR (ABS)   EUR 01/15/2039 07/20/2018 **.**** * 07/20/2018 **.**** *
Paragon Mortgages, FRN 15jan2039, EUR (ABS)   EUR 01/15/2039 07/20/2018 **.**** * 07/20/2018 **.**** *
Paragon Mortgages, FRN 15jan2039, EUR (ABS)   EUR 01/15/2039 07/20/2018 **.**** * 07/20/2018 **.**** *
Paragon Mortgages, FRN 15jan2039, GBP (ABS)   GBP 01/15/2039 07/20/2018 **.**** * 07/20/2018 **.**** *
Paragon Mortgages, FRN 15jan2039, USD (ABS)   USD 01/15/2039 07/20/2018 **.**** * 07/20/2018 **.**** *
Paragon Mortgages, FRN 15jun2041, EUR (ABS)   EUR 06/15/2041 07/20/2018 **.**** * 07/20/2018 **.**** *
Paragon Mortgages, FRN 15may2041, EUR (ABS)   EUR 05/15/2041 07/20/2018 **.*** * 07/20/2018 **.*** *
Paragon Mortgages, FRN 15may2041, EUR (ABS)   EUR 05/15/2041 07/20/2018 **.** * 07/20/2018 **.* *
Paragon Mortgages, FRN 15may2041, GBP (ABS)   GBP 05/15/2041 07/20/2018 **.**** * 07/20/2018 **.**** *
Paragon Mortgages, FRN 15may2041, GBP (ABS)   GBP 05/15/2041 07/20/2018 **.**** * 07/20/2018 **.**** *
Paragon Mortgages, FRN 15nov2038, EUR (ABS)   EUR 11/15/2038 07/20/2018 **.**** * 07/20/2018 **.**** *
Paragon Mortgages, FRN 15nov2038, GBP (ABS)   GBP 11/15/2038 07/20/2018 **.**** * 07/20/2018 **.**** *
Paragon Mortgages, FRN 15oct2041, EUR (ABS)   EUR 10/15/2041 07/20/2018 **.**** * 07/20/2018 **.**** *
Paragon Mortgages, FRN 15oct2041, EUR (ABS)   EUR 10/15/2041 07/20/2018 **.**** * 07/20/2018 **.**** *
Paragon Mortgages, FRN 15oct2041, GBP (ABS)   GBP 10/15/2041 07/20/2018 **.**** * 07/20/2018 **.**** *
Paragon Mortgages, FRN 15sep2039, EUR (ABS)   EUR 09/15/2039 07/20/2018 **.**** * 07/20/2018 **.**** *
Paragon Mortgages, FRN 15sep2039, GBP (ABS)   GBP 09/15/2039 07/20/2018 **.**** * 07/20/2018 **.**** *
Paragon Mortgages, FRN 15sep2039, GBP (ABS)   GBP 09/15/2039 07/20/2018 **.**** * 07/20/2018 **.**** *
Paragon Secured Finance, FRN 15nov2035, GBP (ABS)   GBP 11/15/2035 07/20/2018 **.**** * 07/20/2018 **.**** *
Paragon Secured Finance, FRN 15nov2035, GBP (ABS)   GBP 11/15/2035 07/20/2018 **.**** * 07/20/2018 **.**** *
PD Ports, 7.127% 15mar2024, GBP   GBP 03/15/2024 07/20/2018 ***.** *.** 07/20/2018 ***.**** *.**
Peabody Capital Plc, 4.625% 12dec2053, GBP   GBP 12/12/2053 07/20/2018 ***.**** *.** 07/20/2018 ***.**** *.**
Peabody Capital Plc, 5.25% 17mar2043, GBP (ABS)   GBP 03/17/2043 07/20/2018 ***.** *.** 07/20/2018 ***.** *.**
Pearson, 1.375% 6may2025, EUR   EUR 05/06/2025 07/20/2018 ***.** *.** 07/20/2018 ***.** *.**
Pearson, 1.875% 19may2021, EUR   EUR 05/19/2021 07/20/2018 ***.** *.** 07/20/2018 ***.** *.**
Pension Insurance Corporation, 6.5% 3jul2024, GBP   GBP 07/03/2024 07/20/2018 ***.** *.** 07/20/2018 ***.** *.**
PGH Capital, 4.125% 20jul2022, GBP   GBP 07/20/2022 07/20/2018 ***.** *.** 07/20/2018 ***.** *.*
Phoenix Group, 3.125% 27may2020, EUR   EUR 05/27/2020 07/20/2018 ***.*** *.** 07/20/2018 ***.** *.**
Phoenix Group, 6.625% 18dec2025, GBP   GBP 12/18/2025 07/20/2018 ***.** *.** 07/20/2018 ***.** *.**
Phoenix Group, 7.25% perp., GBP   GBP 07/20/2018 ***.**** * 07/20/2018 ***.**** *
Pinnacle Bidco, 6.375% 15feb2025, GBP   GBP 02/15/2025 07/20/2018 ***.** *.** 07/20/2018 ***.** *.**
Places for People, 5.09% 31jul2043, GBP   GBP 07/31/2043 07/20/2018 ***.*** *.** 07/20/2018 ***.**** *.**
Places for People, 5.875% 23may2031, GBP   GBP 05/23/2031 07/20/2018 ***.**** *.** 07/20/2018 ***.**** *.**
Places for People, 6.625% 30sep2038, GBP   GBP 09/30/2038 07/20/2018 ***.**** *.** 07/20/2018 ***.**** *.**
Playtech, 0.5% 19nov2019, EUR (Conv.)   EUR 11/19/2019 07/20/2018 **.** *.** 07/20/2018 **.** *.**
Porterbrook, 4.625% 4apr2029, GBP   GBP 04/04/2029 07/20/2018 ***.* *.** 07/20/2018 ***.** *.*
Porterbrook, 5.5% 20apr2019, GBP   GBP 04/20/2019 07/20/2018 ***.** *.** 07/20/2018 ***.** *.**
Porterbrook, 6.5% 20oct2020, GBP   GBP 10/20/2020 07/20/2018 ***.** *.** 07/20/2018 ***.** *.**
Porterbrook, 7.125% 20oct2026, GBP   GBP 10/20/2026 07/20/2018 ***.** *.** 07/20/2018 ***.** *.**
Premier Foods Investments, 6.25% 15oct2023, GBP   GBP 10/15/2023 07/20/2018 ***.** *.** 07/20/2018 ***.** *.**
Premier Oil, 2.5% 31may2022, USD (Conv.)   USD 05/31/2022 07/20/2018 ***.** -**.** 07/20/2018 ***.** -**.**
Premier Transmission, 5.202% 31mar2030, GBP (ABS)   GBP 03/31/2030 07/20/2018 ***.**** *.** 07/20/2018 ***.**** *.**
Premiertel, 6.175% 8may2032, GBP (ABS)   GBP 05/08/2032 07/20/2018 ***.**** *.** 07/20/2018 ***.**** *.**
Provident Financial, 6% 27sep2021, GBP   GBP 09/27/2021 07/20/2018 ***.* *.** 07/20/2018 *** *.**
Prudential, 1.75% 27nov2018, GBP   GBP 11/27/2018 07/20/2018 **.** *.** 07/20/2018 ***.** *.**
Prudential, 11.375% 29may2039, GBP   GBP 05/29/2039 07/20/2018 ***.** * 07/20/2018 ***.** *
Prudential, 4.375% perp., USD   USD 07/20/2018 **.* * 07/20/2018 **.** *
Prudential, 4.875% perp., USD   USD 07/20/2018 **.** * 07/20/2018 **.** *
Prudential, 5% 20jul2055, GBP   GBP 07/20/2055 07/20/2018 ***.** * 07/20/2018 ***.* *
Prudential, 5.25% perp., USD   USD 07/20/2018 **.* * 07/20/2018 **.** *
Prudential, 5.25% perp., USD   USD 07/20/2018 **.** * 07/20/2018 **.** *
Prudential, 5.7% 19dec2063, GBP   GBP 12/19/2063 07/20/2018 ***.** * 07/20/2018 ***.* *
Prudential, 5.875% 11may2029, GBP   GBP 05/11/2029 07/20/2018 ***.** *.** 07/20/2018 ***.** *.**
Prudential, 6.125% 19dec2031, GBP   GBP 12/19/2031 07/20/2018 ***.** *.* 07/20/2018 ***.** *.**
Prudential, 6.875% 20jan2023, GBP   GBP 01/20/2023 07/20/2018 ***.** *.** 07/20/2018 ***.** *.**
Prudential, 7.75% perp., USD   USD 07/20/2018 ***.** * 07/20/2018 ***.** *
Punch Taverns Finance, 4.767% 30mar2024, GBP   GBP 03/30/2024 07/20/2018 ***.**** *.** 07/20/2018 ***.**** *.**
Punch Taverns Finance, 5.943% 30sep2022, GBP   GBP 09/30/2022 07/20/2018 ***.**** *.** 07/20/2018 ***.**** *.**
Punch Taverns Finance, 7.369% 30sep2021, GBP   GBP 09/30/2021 07/20/2018 ***.**** *.** 07/20/2018 ***.**** *.*
Quadrant Housing Finance, 4.94% 10feb2033, GBP (ABS)   GBP 02/10/2033 07/20/2018 ***.**** *.** 07/20/2018 ***.**** *.**
RAC Bond, 4.565% 6may2023, GBP   GBP 05/06/2023 07/20/2018 ***.** *.** 07/20/2018 ***.** *.**
RAC Bond, 4.87% 6may2026, GBP   GBP 05/06/2026 07/20/2018 ***.** *.** 07/20/2018 ***.** *.**
Radian Capital, 4.622% 12may2044, GBP   GBP 05/12/2044 07/20/2018 ***.*** *.* 07/20/2018 ***.*** *.**
RBS, 0.5% 15may2024, EUR   EUR 05/15/2024 07/20/2018 ***.** *.** 07/20/2018 ***.*** *.**
RBS, 1.625% 25jun2019, EUR   EUR 06/25/2019 07/20/2018 ***.** * 07/20/2018 ***.** -*.**
RBS, 10.5% 3nov2019, RON   RON 11/03/2019 07/20/2018 ***.**** *.* 07/20/2018 ***.**** *.**
RBS, 10.875% 30apr2019, GBP   GBP 04/30/2019 07/20/2018 ***.** *.* 07/20/2018 ***.** *.*
RBS, 2% 8mar2023, EUR   EUR 03/08/2023 07/20/2018 ***.** * 07/20/2018 ***.** *
RBS, 2.5% 22mar2023, EUR   EUR 03/22/2023 07/20/2018 ***.** *.** 07/20/2018 ***.*** *.**
RBS, 3.498% 15may2023, USD   USD 05/15/2023 07/20/2018 **.** * 07/20/2018 **.** *
RBS, 3.625% 25mar2024, EUR   EUR 03/25/2024 07/20/2018 ***.* * 07/20/2018 ***.** *
RBS, 3.875% 19oct2020, EUR (ABS)   EUR 10/19/2020 07/20/2018 ***.*** -*.** 07/20/2018 ***.** -*.**
RBS, 4.519% 25jun2024, USD   USD 06/25/2024 07/20/2018 ***.** * 07/20/2018 ***.** *
RBS, 4.8% 5apr2026, USD   USD 04/05/2026 07/20/2018 ***.** *.** 07/20/2018 ***.** *.**
RBS, 5.125% 13jan2024, GBP (ABS)   GBP 01/13/2024 07/20/2018 ***.** *.** 07/20/2018 ***.* *.**
RBS, 5.125% 28may2024, USD   USD 05/28/2024 07/20/2018 ***.** *.** 07/20/2018 ***.** *.**
RBS, 5.375% 30sep2019, EUR   EUR 09/30/2019 07/20/2018 ***.** *.** 07/20/2018 ***.** *.**
RBS, 5.5% 23mar2020, EUR   EUR 03/23/2020 07/20/2018 ***.*** *.** 07/20/2018 ***.** *.**
RBS, 5.5% perp., EUR   EUR 07/20/2018 ***.** * 07/20/2018 ***.* *
RBS, 5.5% perp., GBP   GBP 07/20/2018 ***.** * 07/20/2018 ***.** *
RBS, 5.625% 24aug2020, USD   USD 08/24/2020 07/20/2018 ***.*** *.** 07/20/2018 ***.** *.**
RBS, 5.625% perp., GBP   GBP 07/20/2018 ***.** * 07/20/2018 ***.** *
RBS, 5.625% perp., GBP   GBP 07/20/2018 ***.*** * 07/20/2018 ***.*** *
RBS, 6% 19dec2023, USD   USD 12/19/2023 07/20/2018 ***.** *.** 07/20/2018 ***.** *.**
RBS, 6.1% 10jun2023, USD   USD 06/10/2023 07/20/2018 ***.** *.** 07/20/2018 ***.** *.*
RBS, 6.125% 11jan2021, USD   USD 01/11/2021 07/20/2018 ***.** *.** 07/20/2018 ***.** *.**
RBS, 6.2% perp., GBP   GBP 07/20/2018 ***.** * 07/20/2018 ***.** *
RBS, 6.375% 7dec2028, GBP   GBP 12/07/2028 07/20/2018 ***.**** *.** 07/20/2018 ***.**** *.**
RBS, 6.4% 21oct2019, USD   USD 10/21/2019 07/20/2018 ***.** *.** 07/20/2018 ***.** *.**
RBS, 6.625% 17sep2018, GBP   GBP 09/17/2018 07/20/2018 ***.* *.** 07/20/2018 ***.* -*
RBS, 6.875% 17may2025, GBP   GBP 05/17/2025 07/20/2018 ***.** *.** 07/20/2018 ***.** *.**
RBS, 7.092% perp., EUR   EUR 07/20/2018 **.* * 07/20/2018 **.* *
RBS, 7.375% perp., GBP   GBP 07/20/2018 **.* * 07/20/2018 ***.* *
RBS, 7.5% 29apr2024, GBP   GBP 04/29/2024 07/20/2018 ***.** *.* 07/20/2018 ***.** *.**
RBS, 7.5% perp., USD   USD 07/20/2018 ***.** * 07/20/2018 ***.** *
RBS, 7.64% perp., USD   USD 07/20/2018 **.** * 07/20/2018 **.** *
RBS, 7.648% perp., USD   USD 07/20/2018 ***.** * 07/20/2018 ***.** *
RBS, 9.3% 29jan2020, RON   RON 01/29/2020 07/20/2018 ***.**** *.** 07/20/2018 ***.**** *.**
RBS, 9.5% perp., GBP   GBP 07/20/2018 ***.*** * 07/20/2018 ***.*** *
RBS, FRN 15may2020, GBP   GBP 05/15/2020 07/20/2018 ***.*** * 07/20/2018 ***.** *
RBS, FRN 15may2023, USD   USD 05/15/2023 07/20/2018 ***.** * 07/20/2018 ***.** *
RBS, FRN 25jun2024, USD   USD 06/25/2024 07/20/2018 ***.** * 07/20/2018 ***.** *
RBS, FRN 8jun2020, EUR   EUR 06/08/2020 07/20/2018 ***.** * 07/20/2018 ***.** *
RBS Group PLC, 3.875% 12sep2023, USD   USD 09/12/2023 07/20/2018 **.*** *.** 07/20/2018 **.** *.**
RBS Group PLC, 4.892% 18may2029, USD   USD 05/18/2029 07/20/2018 ***.** * 07/20/2018 ***.** *
RBS Group PLC, 6.125% 15dec2022, USD   USD 12/15/2022 07/20/2018 ***.** *.** 07/20/2018 ***.* *.**
RBS Group PLC, 8% perp., USD   USD 07/20/2018 ***.** * 07/20/2018 ***.** *
RBS Group PLC, 8.625% perp., USD   USD 07/20/2018 ***.** * 07/20/2018 ***.** *
Reckitt Benckiser Group, 2.395% 24jun2022, USD   USD 06/24/2022 07/20/2018 **.** *.** 07/20/2018 **.** *.**
Reckitt Benckiser Group, 2.75% 26jun2024, USD   USD 06/26/2024 07/20/2018 **.** *.** 07/20/2018 **.** *.*
Reckitt Benckiser Group, 3% 26jun2027, USD   USD 06/26/2027 07/20/2018 **.* *.** 07/20/2018 **.** *.**
RELX (Investments), 2.75% 1aug2019, GBP   GBP 08/01/2019 07/20/2018 ***.** *.** 07/20/2018 ***.** *.**
RELX Plc, 0.375% 22mar2021, EUR   EUR 03/22/2021 07/20/2018 ***.** *.** 07/20/2018 ***.* *.**
RELX Plc, 1% 22mar2024, EUR   EUR 03/22/2024 07/20/2018 ***.** *.** 07/20/2018 ***.*** *.**
RELX Plc, 1.5% 13may2027, EUR   EUR 05/13/2027 07/20/2018 ***.* *.** 07/20/2018 ***.** *.**
RELX Plc, 2.5% 24sep2020, EUR (ABS)   EUR 09/24/2020 07/20/2018 ***.** *.** 07/20/2018 ***.** *
Rentokil Initial, 0.95% 22nov2024, EUR   EUR 11/22/2024 07/20/2018 **.** * 07/20/2018 **.** *
Rentokil Initial, 3.25% 7oct2021, EUR   EUR 10/07/2021 07/20/2018 ***.** *.** 07/20/2018 ***.** *.**
Rentokil Initial, 3.375% 24sep2019, EUR   EUR 09/24/2019 07/20/2018 ***.** *.** 07/20/2018 ***.** -*.**
Rio Tinto, 2% 11may2020, EUR   EUR 05/11/2020 07/20/2018 ***.** *.** 07/20/2018 ***.*** -*.**
Rio Tinto, 2.875% 11dec2024, EUR   EUR 12/11/2024 07/20/2018 ***.* *.** 07/20/2018 ***.** *.**
Rio Tinto, 3.75% 15jun2025, USD   USD 06/15/2025 07/20/2018 ***.** *.** 07/20/2018 ***.*** *.**
Rio Tinto, 4% 11dec2029, GBP   GBP 12/11/2029 07/20/2018 ***.** *.** 07/20/2018 ***.** *.**
Rio Tinto, 4.125% 21aug2042, USD   USD 08/21/2042 07/20/2018 **.*** *.** 07/20/2018 ***.*** *.*
Rio Tinto, 5.2% 2nov2040, USD   USD 11/02/2040 07/20/2018 ***.** *.* 07/20/2018 ***.*** *.**
Rio Tinto, 7.125% 15jul2028, USD   USD 07/15/2028 07/20/2018 ***.** *.** 07/20/2018 ***.*** *.**
Riverside Group, 3.875% 5dec2044, GBP (ABS)   GBP 12/05/2044 07/20/2018 ***.** *.** 07/20/2018 ***.** *.**
RMPA Services, 5.337% 30sep2038, GBP   GBP 09/30/2038 07/20/2018 ***.**** *.** 07/20/2018 ***.**** *.**
Road Management Services, 9.18% 10jun2021, GBP   GBP 06/10/2021 07/20/2018 ***.**** *.** 07/20/2018 ***.**** *.**
Rolls-Royce, 0.875% 9may2024, EUR   EUR 05/09/2024 07/20/2018 **.** *.** 07/20/2018 **.** *.**
Rolls-Royce, 1.625% 9may2028, EUR   EUR 05/09/2028 07/20/2018 ***.** *.** 07/20/2018 ***.** *.**
Rolls-Royce Holdings, 2.125% 18jun2021, EUR   EUR 06/18/2021 07/20/2018 ***.** *.** 07/20/2018 ***.** *.**
Rolls-Royce Holdings, 3.375% 18jun2026, GBP   GBP 06/18/2026 07/20/2018 ***.** *.** 07/20/2018 ***.* *.**
Rolls-Royce Holdings, 3.625% 14oct2025, USD   USD 10/14/2025 07/20/2018 **.** *.** 07/20/2018 **.** *.**
Rolls-Royce Holdings, 6.75% 30apr2019, GBP   GBP 04/30/2019 07/20/2018 ***.** *.** 07/20/2018 ***.** *.**
Rothschild, 9% perp., GBP   GBP 07/20/2018 ***.** * 07/20/2018 ***.** *
Rothschild, FRN perp., EUR   EUR 07/20/2018 **.* * 07/20/2018 **.** *
Royal Dutch Shell, 0.375% 15feb2025, EUR   EUR 02/15/2025 07/20/2018 **.** *.* 07/20/2018 **.** *.**
Royal Dutch Shell, 0.75% 15aug2028, EUR   EUR 08/15/2028 07/20/2018 **.** *.** 07/20/2018 **.** *.**
Royal Dutch Shell, 1% 6apr2022, EUR   EUR 04/06/2022 07/20/2018 ***.** *.** 07/20/2018 ***.* *.**
Royal Dutch Shell, 1.375% 12sep2019, USD   USD 09/12/2019 07/20/2018 **.** *.** 07/20/2018 **.*** *.*
Royal Dutch Shell, 1.625% 10nov2018, USD   USD 11/10/2018 07/20/2018 **.** *.** 07/20/2018 **.*** *.*
Royal Dutch Shell, 1.625% 20jan2027, EUR   EUR 01/20/2027 07/20/2018 ***.** *.** 07/20/2018 ***.** *.**
Royal Dutch Shell, 1.625% 24mar2021, EUR   EUR 03/24/2021 07/20/2018 ***.** -*.** 07/20/2018 ***.** -*.**
Royal Dutch Shell, 1.75% 12sep2021, USD   USD 09/12/2021 07/20/2018 **.*** *.* 07/20/2018 **.*** *.**
Royal Dutch Shell, 1.9% 10aug2018, USD   USD 08/10/2018 07/20/2018 **.*** *.** 07/20/2018 **.** *.**
Royal Dutch Shell, 2% 15nov2018, USD   USD 11/15/2018 07/20/2018 **.** *.** 07/20/2018 **.** *.**
Royal Dutch Shell, 2% 20dec2019, GBP   GBP 12/20/2019 07/20/2018 ***.** *.** 07/20/2018 ***.** *.**
Royal Dutch Shell, 2.125% 11may2020, USD   USD 05/11/2020 07/20/2018 **.* *.** 07/20/2018 **.** *.**
Royal Dutch Shell, 2.25% 10nov2020, USD   USD 11/10/2020 07/20/2018 **.*** *.** 07/20/2018 **.** *.**
Royal Dutch Shell, 2.25% 6jan2023, USD   USD 01/06/2023 07/20/2018 **.** *.** 07/20/2018 **.** *.**
Royal Dutch Shell, 2.375% 21aug2022, USD   USD 08/21/2022 07/20/2018 **.** *.** 07/20/2018 **.** *.**
Royal Dutch Shell, 2.5% 12sep2026, USD   USD 09/12/2026 07/20/2018 **.** *.** 07/20/2018 **.** *.**
Royal Dutch Shell, 2.5% 24mar2026, EUR   EUR 03/24/2026 07/20/2018 ***.** *.** 07/20/2018 ***.** *.**
Royal Dutch Shell, 3.25% 11may2025, USD   USD 05/11/2025 07/20/2018 **.** *.** 07/20/2018 **.** *.**
Royal Dutch Shell, 3.4% 12aug2023, USD   USD 08/12/2023 07/20/2018 ***.** *.** 07/20/2018 ***.** *.**
Royal Dutch Shell, 3.625% 21aug2042, USD   USD 08/21/2042 07/20/2018 **.** *.** 07/20/2018 **.*** *.**
Royal Dutch Shell, 3.75% 12sep2046, USD   USD 09/12/2046 07/20/2018 **.** *.* 07/20/2018 **.*** *.**
Royal Dutch Shell, 4.125% 11may2035, USD   USD 05/11/2035 07/20/2018 ***.** *.** 07/20/2018 ***.** *.**
Royal Dutch Shell, 4.3% 22sep2019, USD   USD 09/22/2019 07/20/2018 ***.*** *.** 07/20/2018 ***.*** *.**
Royal Dutch Shell, 4.375% 11may2045, USD   USD 05/11/2045 07/20/2018 ***.** *.** 07/20/2018 ***.** *.**
Royal Dutch Shell, 4.375% 25mar2020, USD   USD 03/25/2020 07/20/2018 ***.** *.** 07/20/2018 ***.** *.**
Royal Dutch Shell, 4.55% 12aug2043, USD   USD 08/12/2043 07/20/2018 ***.** *.** 07/20/2018 ***.** *.**
Royal Dutch Shell, 5.5% 25mar2040, USD   USD 03/25/2040 07/20/2018 ***.** *.** 07/20/2018 ***.*** *.**
Royal Dutch Shell, 6.375% 15dec2038, USD   USD 12/15/2038 07/20/2018 ***.** *.** 07/20/2018 ***.** *.**
Royal Dutch Shell, FRN 10nov2018, USD   USD 11/10/2018 07/20/2018 ***.* * 07/20/2018 ***.* *
Royal Dutch Shell, FRN 11may2020, USD   USD 05/11/2020 07/20/2018 ***.** * 07/20/2018 ***.* *
Royal Dutch Shell, FRN 12sep2019, USD   USD 09/12/2019 07/20/2018 ***.* * 07/20/2018 ***.** *
Royal London Mutual Insurance Society, 6.125% 13nov2028, GBP   GBP 11/13/2028 07/20/2018 ***.** *.** 07/20/2018 ***.* *.**
Royal London Mutual Insurance Society, 6.125% 30nov2043, GBP   GBP 11/30/2043 07/20/2018 ***.* *.** 07/20/2018 ***.* *.**
Royal Mail, 2.375% 29jul2024, EUR   EUR 07/29/2024 07/20/2018 ***.** *.** 07/20/2018 ***.*** *.**
RSA Insurance Group, 5.125% 10oct2045, GBP   GBP 10/10/2045 07/20/2018 ***.** * 07/20/2018 ***.** *
RSA Insurance Group, 9.375% 20may2039, GBP   GBP 05/20/2039 07/20/2018 ***.** * 07/20/2018 ***.** *
Sabmiller, 3.75% 15jan2022, USD   USD 01/15/2022 07/20/2018 **.** *.* 07/20/2018 ***.** *.**
Safeway Ltd, 6.125% 17dec2018, GBP   GBP 12/17/2018 07/20/2018 ***.** *.** 07/20/2018 ***.** *.**
Saga, 3.375% 12may2024, GBP   GBP 05/12/2024 07/20/2018 **.* *.** 07/20/2018 **.** *.**
Sainsbury's Bank, 6% 23nov2027, GBP   GBP 11/23/2027 07/20/2018 ***.** *.** 07/20/2018 ***.** *.**
Sanctuary Capital, 5% 26apr2047, GBP (ABS)   GBP 04/26/2047 07/20/2018 ***.** *.** 07/20/2018 ***.** *.**
Sanctuary Capital, 6.697% 23mar2039, GBP   GBP 03/23/2039 07/20/2018 ***.**** *.** 07/20/2018 ***.**** *.**
Santander UK, 1.625% 10may2021, GBP   GBP 05/10/2021 07/20/2018 **.** *.** 07/20/2018 ***.** *.**
Santander UK, 2.5% 5jan2021, USD   USD 01/05/2021 07/20/2018 **.** *.** 07/20/2018 **.** *.**
Santander UK, 2.92% 8may2026, GBP   GBP 05/08/2026 07/20/2018 **.** * 07/20/2018 ***.** *
Santander UK, 3.4% 1jun2021, USD   USD 06/01/2021 07/20/2018 **.** *.** 07/20/2018 **.** *.**
Santander UK, 4% 13mar2024, USD   USD 03/13/2024 07/20/2018 ***.*** *.** 07/20/2018 ***.** *.**
Santander UK, FRN 13apr2021, GBP   GBP 04/13/2021 07/20/2018 **.** * 07/20/2018 ***.** *
Santander UK, FRN 1jun2021, USD   USD 06/01/2021 07/20/2018 ***.** * 07/20/2018 ***.** *
Santander UK Group Holdings, 0.5% 10jan2025, EUR   EUR 01/10/2025 07/20/2018 **.** *.** 07/20/2018 **.*** *.*
Santander UK Group Holdings, 1.125% 8sep2023, EUR   EUR 09/08/2023 07/20/2018 ***.** *.** 07/20/2018 ***.** *.**
Santander UK Group Holdings, 2.125% 3nov2020, USD   USD 11/03/2020 07/20/2018 **.*** *.** 07/20/2018 **.*** *.**
Santander UK Group Holdings, 2.875% 16oct2020, USD   USD 10/16/2020 07/20/2018 **.** *.** 07/20/2018 **.*** *.**
Santander UK Group Holdings, 2.875% 5aug2021, USD   USD 08/05/2021 07/20/2018 **.* *.** 07/20/2018 **.** *.**
Santander UK Group Holdings, 3.571% 10jan2023, USD   USD 01/10/2023 07/20/2018 **.** *.** 07/20/2018 **.* *.**
Santander UK Group Holdings, 3.625% 14jan2026, GBP   GBP 01/14/2026 07/20/2018 ***.** *.** 07/20/2018 ***.* *.**
Santander UK Group Holdings, 3.875% 15oct2029, GBP   GBP 10/15/2029 07/20/2018 ***.** *.** 07/20/2018 ***.** *.**
Santander UK Group Holdings, 4.75% 15sep2025, USD   USD 09/15/2025 07/20/2018 **.** *.** 07/20/2018 **.** *.**
Santander UK Group Holdings, 7.375% perp., GBP   GBP 07/20/2018 ***.** * 07/20/2018 ***.** *
Santander UK Group Holdings, FRN 18may2023, EUR   EUR 05/18/2023 07/20/2018 **.** * 07/20/2018 **.** *
Santander UK Group Holdings, FRN 27mar2024, EUR   EUR 03/27/2024 07/20/2018 **.** * 07/20/2018 **.* *
Santander UK Group Holdings, FRN 5may2020, GBP   GBP 05/05/2020 07/20/2018 ***.** * 07/20/2018 ***.* *
Saxon Weald Capital, 5.375% 6jun2042, GBP   GBP 06/06/2042 07/20/2018 ***.**** *.** 07/20/2018 ***.**** *.**
Scotland Gas Networks, 3.25% 8mar2027, GBP   GBP 03/08/2027 07/20/2018 ***.** *.* 07/20/2018 ***.** *.**
Scotland Gas Networks, 4.875% 21dec2034, GBP   GBP 12/21/2034 07/20/2018 ***.** *.** 07/20/2018 ***.** *.**
Scottish & Southern Energy (SSE), 1.75% 8sep2023, EUR   EUR 09/08/2023 07/20/2018 ***.** *.** 07/20/2018 ***.** *.**
Scottish & Southern Energy (SSE), 2% 17jun2020, EUR   EUR 06/17/2020 07/20/2018 ***.** *.** 07/20/2018 ***.** *.**
Scottish & Southern Energy (SSE), 2.375% 10feb2022, EUR   EUR 02/10/2022 07/20/2018 ***.** *.** 07/20/2018 ***.** *.**
Scottish & Southern Energy (SSE), 2.375% perp., EUR   EUR 07/20/2018 ***.** * 07/20/2018 ***.** *
Scottish & Southern Energy (SSE), 3.875% perp., GBP   GBP 07/20/2018 ***.** * 07/20/2018 ***.** *
Scottish & Southern Energy (SSE), 4.25% 14sep2021, GBP   GBP 09/14/2021 07/20/2018 ***.** *.** 07/20/2018 ***.** *.**
Scottish & Southern Energy (SSE), 5% 1oct2018, GBP   GBP 10/01/2018 07/20/2018 ***.* *.** 07/20/2018 ***.* *.**
Scottish & Southern Energy (SSE), 5.875% 22sep2022, GBP   GBP 09/22/2022 07/20/2018 ***.** *.** 07/20/2018 ***.** *.**
Scottish & Southern Energy (SSE), 6.25% 27aug2038, GBP   GBP 08/27/2038 07/20/2018 ***.** *.** 07/20/2018 ***.** *.**
Scottish & Southern Energy (SSE), 8.375% 20nov2028, GBP   GBP 11/20/2028 07/20/2018 ***.** *.** 07/20/2018 ***.** *.**
Scottish Investment Trust (SIT), 5.75% 17apr2030, GBP   GBP 04/17/2030 07/20/2018 ***.*** *.** 07/20/2018 ***.*** *.**
Scottish Power, 6.75% 29may2023, GBP   GBP 05/29/2023 07/20/2018 ***.* *.** 07/20/2018 ***.** *.*
Scottish Power, FRN 13oct2024, GBP   GBP 10/13/2024 07/20/2018 ***.*** * 07/20/2018 ***.*** *
Segro, 1.5% 20nov2025, EUR   EUR 11/20/2025 07/20/2018 **.** *.** 07/20/2018 **.** *.**
Segro, 5.75% 20jun2035, GBP   GBP 06/20/2035 07/20/2018 ***.* *.** 07/20/2018 ***.** *.**
Segro, 6% 30sep2019, GBP   GBP 09/30/2019 07/20/2018 ***.** *.** 07/20/2018 ***.** -*.**
Segro, 6.75% 23nov2021, GBP   GBP 11/23/2021 07/20/2018 ***.** *.** 07/20/2018 ***.** *.*
Segro, 7% 14mar2022, GBP   GBP 03/14/2022 07/20/2018 ***.** *.** 07/20/2018 ***.** *.**
Severn Trent, 2.75% 5dec2031, GBP   GBP 12/05/2031 07/20/2018 **.** *.** 07/20/2018 ***.** *.**
Severn Trent, 3.625% 16jan2026, GBP   GBP 01/16/2026 07/20/2018 ***.** *.** 07/20/2018 ***.** *.**
Severn Trent, 4.875% 24jan2042, GBP   GBP 01/24/2042 07/20/2018 ***.** *.** 07/20/2018 ***.** *.**
Severn Trent, 6.125% 26feb2024, GBP   GBP 02/26/2024 07/20/2018 ***.** *.** 07/20/2018 ***.** *.**
Severn Trent, 6.25% 7jun2029, GBP   GBP 06/07/2029 07/20/2018 ***.** *.** 07/20/2018 ***.** *.**
Severn Trent, FRN 30may2028, GBP   GBP 05/30/2028 07/20/2018 ***.**** * 07/20/2018 ***.**** *
Shanks Group, 3.65% 2022, USD   EUR 06/16/2022 07/20/2018 ***.** *.** 07/20/2018 ***.** *.**
Shanks Group, 4.23% 2019, EUR   EUR 07/30/2019 07/20/2018 ***.* *.** 07/20/2018 ***.* *.**
Sigma Finance Corp, 1.75% 21sep2011, CHF   CHF 09/21/2011 07/20/2018 *.** * 07/20/2018 *.** *
Sigma Finance Corp, 2.375% 29jul2009, CHF (ABS)   CHF 07/29/2009 07/20/2018 *.** * 07/20/2018 *.* *
Sigma Finance Corp, FRN 6feb2009, CHF (ABS)   CHF 02/06/2009 07/20/2018 *.** * 07/20/2018 *.* *
Signet Jewelers, 4.7% 15jun2024, USD   USD 06/15/2024 07/20/2018 **.**** *.** 07/20/2018 **.*** *.**
Skipton Building Society, 1.75% 30jun2022, GBP   GBP 06/30/2022 07/20/2018 **.** *.* 07/20/2018 **.** *.**
Skipton Building Society, FRN 2may2023, GBP   GBP 05/02/2023 07/20/2018 ***.** * 07/20/2018 ***.* *
Sky plc, 1.5% 15sep2021, EUR   EUR 09/15/2021 07/20/2018 ***.** *.** 07/20/2018 ***.** *.**
Sky plc, 1.875% 24nov2023, EUR   EUR 11/24/2023 07/20/2018 ***.** *.** 07/20/2018 ***.* *.**
Sky plc, 2.25% 17nov2025, EUR   EUR 11/17/2025 07/20/2018 ***.** *.** 07/20/2018 ***.*** *.**
Sky plc, 2.5% 15sep2026, EUR   EUR 09/15/2026 07/20/2018 ***.** *.** 07/20/2018 ***.** *.**
Sky plc, 2.625% 16sep2019, USD   USD 09/16/2019 07/20/2018 **.** *.** 07/20/2018 ***.** *.*
Sky plc, 2.75% 27nov2029, EUR   EUR 11/27/2029 07/20/2018 ***.** *.** 07/20/2018 ***.** *.**
Sky plc, 2.875% 24nov2020, GBP   GBP 11/24/2020 07/20/2018 ***.** *.** 07/20/2018 ***.* *.**
Sky plc, 3.125% 26nov2022, USD   USD 11/26/2022 07/20/2018 **.** *.* 07/20/2018 **.** *.**
Sky plc, 3.75% 16sep2024, USD   USD 09/16/2024 07/20/2018 **.** *.** 07/20/2018 **.** *.**
Sky plc, 4% 26nov2029, GBP   GBP 11/26/2029 07/20/2018 ***.** *.** 07/20/2018 ***.** *.**
Sky plc, 6% 21may2027, GBP   GBP 05/21/2027 07/20/2018 ***.** *.** 07/20/2018 ***.** *.*
Sky plc, FRN 1apr2020, EUR   EUR 04/01/2020 07/20/2018 ***.** * 07/20/2018 ***.** *
Smiths Group, 1.25% 28apr2023, EUR   EUR 04/28/2023 07/20/2018 ***.** *.** 07/20/2018 ***.** *.**
Smiths Group, 2% 23feb2027, EUR   EUR 02/23/2027 07/20/2018 ***.** *.** 07/20/2018 ***.** *.**
Society of Lloyds, 4.75% 30oct2024, GBP   GBP 10/30/2024 07/20/2018 ***.** *.** 07/20/2018 ***.** *.**
Society of Lloyds, 4.875% 7feb2047, GBP   GBP 02/07/2047 07/20/2018 *** * 07/20/2018 ***.** *
Sound Energy, 5% 21jun2021, EUR (ABS)   EUR 06/21/2021 07/20/2018 **.* *.** 07/20/2018 ***.* *.**
South East Water, 5.6577% 2019, GBP (ABS)   GBP 09/30/2019 07/20/2018 ***.* *.** 07/20/2018 ***.**** *.**
South Eastern Power Networks, 5.625% 30sep2030, GBP   GBP 09/30/2030 07/20/2018 ***.**** *.** 07/20/2018 ***.**** *.**
South Eastern Power Networks, 6.375% 12nov2031, GBP   GBP 11/12/2031 07/20/2018 ***.* *.** 07/20/2018 ***.** *.*
Southern Electric Power Distribution, 4.625% 20feb2037, GBP   GBP 02/20/2037 07/20/2018 ***.** *.** 07/20/2018 ***.** *.**
Southern Electric Power Distribution, 5.5% 7jun2032, GBP   GBP 06/07/2032 07/20/2018 ***.** *.** 07/20/2018 ***.** *.**
Southern Gas Networks, 2.5% 3feb2025, GBP   GBP 02/03/2025 07/20/2018 ***.** *.** 07/20/2018 ***.** *.**
Southern Gas Networks, 4.875% 21dec2020, GBP   GBP 12/21/2020 07/20/2018 ***.** *.** 07/20/2018 ***.** *.**
Southern Gas Networks, 4.875% 21mar2029, GBP   GBP 03/21/2029 07/20/2018 ***.* *.** 07/20/2018 ***.* *.**
Southern Gas Networks, 4.875% 5oct2023, GBP   GBP 10/05/2023 07/20/2018 ***.** *.** 07/20/2018 ***.** *.**
Southern Gas Networks, 5.125% 2nov2018, GBP   GBP 11/02/2018 07/20/2018 ***.** *.** 07/20/2018 ***.** *.**
Southern Gas Networks, 6.375% 15may2040, GBP   GBP 05/15/2040 07/20/2018 ***.** *.* 07/20/2018 ***.** *.**
Southern Water Services, 3.706% 31mar2034, GBP   GBP 03/31/2034 07/20/2018 ***.**** * 07/20/2018 ***.**** *
Southern Water Services, 4.5% 31mar2038, GBP   GBP 03/31/2038 07/20/2018 ***.** * 07/20/2018 ***.** *
Southern Water Services, 4.5% 31mar2052, GBP   GBP 03/31/2052 07/20/2018 ***.** *.** 07/20/2018 ***.** *.**
Southern Water Services, 5% 31mar2021, GBP   GBP 03/31/2021 07/20/2018 ***.**** *.** 07/20/2018 ***.**** *.**
Southern Water Services, 5.125% 30sep2056, GBP   GBP 09/30/2056 07/20/2018 ***.** *.* 07/20/2018 ***.** *.**
Southern Water Services, 6.125% 31mar2019, GBP   GBP 03/31/2019 07/20/2018 ***.** *.** 07/20/2018 ***.** *.**
Southern Water Services, 6.192% 31mar2029, GBP (ABS)   GBP 03/31/2029 07/20/2018 ***.**** *.** 07/20/2018 ***.**** *.**
Southern Water Services, 6.64% 31mar2026, GBP   GBP 03/31/2026 07/20/2018 ***.**** *.** 07/20/2018 ***.**** *.**
Sovereign Housing Capital, 4.768% 1jun2043, GBP (ABS)   GBP 06/01/2043 07/20/2018 ***.** *.** 07/20/2018 ***.** *.**
Sovereign Housing Capital, 5.705% 10sep2039, GBP (ABS)   GBP 09/10/2039 07/20/2018 ***.**** * 07/20/2018 ***.**** *.**
SP Manweb, 4.875% 20sep2027, GBP   GBP 09/20/2027 07/20/2018 ***.** *.** 07/20/2018 ***.** *.**
Spirit Issuer, 5.472% 28dec2028, GBP   GBP 12/28/2028 07/20/2018 ***.**** *.** 07/20/2018 ***.**** *.*
Spirit Pub Company, 6.582% 28dec2027, GBP   GBP 12/28/2027 07/20/2018 ***.**** *.** 07/20/2018 ***.**** *.**
SSE plc, 0.875% 6sep2025, EUR   EUR 09/06/2025 07/20/2018 **.** *.** 07/20/2018 **.*** *.**
SSE plc, 3.625% 16sep2077, GBP   GBP 09/16/2077 07/20/2018 ***.** * 07/20/2018 ***.** *
SSE plc, 4.75% 16sep2077, USD   USD 09/16/2077 07/20/2018 **.** * 07/20/2018 **.** *
St. Modwen Properties, 2.875% 6mar2019, GBP (Conv.)   GBP 03/06/2019 07/20/2018 ***.*** *.* 07/20/2018 ***.*** *.**
Stagecoach Group, 4% 29sep2025, GBP   GBP 09/29/2025 07/20/2018 ***.** *.** 07/20/2018 ***.** *.**
Standard Chartered Bank, 0.75% 3oct2023, EUR   EUR 10/03/2023 07/20/2018 **.** * 07/20/2018 **.*** *
Standard Chartered Bank, 1.625% 20nov2018, EUR   EUR 11/20/2018 07/20/2018 ***.* -*.** 07/20/2018 ***.** -*.**
Standard Chartered Bank, 1.625% 3oct2027, EUR   EUR 10/03/2027 07/20/2018 **.** * 07/20/2018 **.** *
Standard Chartered Bank, 2.1% 19aug2019, USD   USD 08/19/2019 07/20/2018 **.** *.** 07/20/2018 **.** *.**
Standard Chartered Bank, 2.4% 8sep2019, USD   USD 09/08/2019 07/20/2018 **.** *.** 07/20/2018 **.** *.**
Standard Chartered Bank, 3.05% 15jan2021, USD   USD 01/15/2021 07/20/2018 **.************ *.** 07/20/2018 **.*********** *.**
Standard Chartered Bank, 4.3% 19feb2027, USD   USD 02/19/2027 07/20/2018 **.** *.** 07/20/2018 **.** *.**
Standard Chartered Bank, 4.52% 15apr2019, CNY   CNY 04/15/2019 07/20/2018 **.*** *.** 07/20/2018 ***.* *.*
Standard Chartered Bank, 5.2% 26jan2024, USD   USD 01/26/2024 07/20/2018 ***.*********** *.** 07/20/2018 ***.** *.**
Standard Chartered Bank, 5.7% 26mar2044, USD   USD 03/26/2044 07/20/2018 ***.** *.** 07/20/2018 ***.** *.**
Standard Chartered Bank, 7.5% perp., USD   USD 07/20/2018 *** * 07/20/2018 ***.*** *
Standard Chartered Bank, 7.75% perp., GBP   GBP 07/20/2018 *** * 07/20/2018 *** *
Standard Chartered Bank, 7.75% perp., USD   USD 07/20/2018 ***.*** * 07/20/2018 ***.*** *
Standard Chartered Bank, 8% 30may2031, USD   USD 05/30/2031 07/20/2018 ***.**** *.** 07/20/2018 ***.**** *.**
Standard Chartered Bank, FRN 19aug2019, USD   USD 08/19/2019 07/20/2018 ***.* * 07/20/2018 ***.** *
Standard Chartered Plc, 1.625% 13jun2021, EUR   EUR 06/13/2021 07/20/2018 ***.** *.** 07/20/2018 ***.** *.**
Standard Chartered Plc, 2.25% 17apr2020, USD   USD 04/17/2020 07/20/2018 **.** *.** 07/20/2018 **.** *.**
Standard Chartered Plc, 3.125% 19nov2024, EUR   EUR 11/19/2024 07/20/2018 ***.** *.** 07/20/2018 ***.*** *.**
Standard Chartered Plc, 3.2% 17apr2025, USD   USD 04/17/2025 07/20/2018 **.** *.** 07/20/2018 **.** *.**
Standard Chartered Plc, 3.625% 23nov2022, EUR   EUR 11/23/2022 07/20/2018 ***.** *.** 07/20/2018 ***.** *.**
Standard Chartered Plc, 3.95% 11jan2023, USD   USD 01/11/2023 07/20/2018 **.************ *.** 07/20/2018 **.** *.**
Standard Chartered Plc, 4% 21oct2025, EUR   EUR 10/21/2025 07/20/2018 ***.** * 07/20/2018 ***.*** *
Standard Chartered Plc, 4.05% 12apr2026, USD   USD 04/12/2026 07/20/2018 **.** *.** 07/20/2018 **.** *.**
Standard Chartered Plc, 4.125% 18jan2019, EUR   EUR 01/18/2019 07/20/2018 ***.** -*.** 07/20/2018 ***.** -*.**
Standard Chartered Plc, 4.375% 18jan2038, GBP   GBP 01/18/2038 07/20/2018 ***.** *.** 07/20/2018 ***.** *.**
Standard Chartered Plc, 4.4% 23jan2026, SGD   SGD 01/23/2026 07/20/2018 ***.** * 07/20/2018 ***.** *
Standard Chartered Plc, 5.125% 6jun2034, GBP   GBP 06/06/2034 07/20/2018 ***.** *.** 07/20/2018 ***.** *.**
Standard Chartered Plc, 5.3% 9jan2043, USD   USD 01/09/2043 07/20/2018 **.*** *.** 07/20/2018 ***.*** *.**
Standard Chartered Plc, 5.375% perp., GBP   GBP 07/20/2018 ***.** * 07/20/2018 ***.** *
Standard Chartered Plc, 5.7% 25jan2022, USD   USD 01/25/2022 07/20/2018 ***.*********** *.** 07/20/2018 ***.** *.**
Standard Chartered Plc, 6.409% perp., USD   USD 07/20/2018 **.** * 07/20/2018 ** *
Standard Chartered Plc, 6.5% perp., USD   USD 07/20/2018 **.*** * 07/20/2018 **.*** *
Standard Chartered Plc, 7.014% perp., USD   USD 07/20/2018 ***.** * 07/20/2018 ***.** *
Standard Chartered Plc, FRN perp., USD   USD 07/20/2018 **.*** * 07/20/2018 **.*** *
Standard Chartered Plc, FRN perp., USD   USD 07/20/2018 **.**** * 07/20/2018 **.**** *
Standard Life Aberdeen, 4.25% 30jun2048, USD   USD 06/30/2048 07/20/2018 **.** * 07/20/2018 **.** *
Standard Life Aberdeen, 5.5% 4dec2042, GBP   GBP 12/04/2042 07/20/2018 ***.** * 07/20/2018 ***.** *
Standard Life Aberdeen, 6.546% perp., GBP   GBP 07/20/2018 ***.* * 07/20/2018 ***.** *
Standard Life Aberdeen, 6.75% perp., GBP   GBP 07/20/2018 ***.** * 07/20/2018 ***.** *
State Bank of India (London), FRN 6apr2020, USD   USD 04/06/2020 07/20/2018 ***.* * 07/20/2018 ***.** *
Stirling Water Seafield Finance, 5.822% 26sep2026, GBP (ABS)   GBP 09/26/2026 07/20/2018 ***.**** *.** 07/20/2018 ***.*** *.**
Sutton and East Surrey Water, 2.874% 31may2031, GBP (ABS)   GBP 05/31/2031 07/20/2018 ***.**** * 07/20/2018 ***.**** *
SW Funding, 5.5% 16jun2023, GBP   GBP 06/16/2023 07/20/2018 ***.** *.** 07/20/2018 ***.** *.**
SW Funding, 7% 16jun2043, GBP   GBP 06/16/2043 07/20/2018 ***.** *.** 07/20/2018 ***.** *.**
Swan Housing Group, 3.625% 5mar2048, GBP (ABS)   GBP 03/05/2048 07/20/2018 ***.**** *.** 07/20/2018 ***.**** *.**
TA Manufacturing, 3.625% 15apr2023, EUR   EUR 04/15/2023 07/20/2018 ***.** *.** 07/20/2018 ***.** *.**
TalkTalk Telecom Group, 5.375% 15jan2022, GBP   GBP 01/15/2022 07/20/2018 ***.** *.** 07/20/2018 ***.** *.**
Tate&Lyle, 6.75% 25nov2019, GBP   GBP 11/25/2019 07/20/2018 ***.** *.** 07/20/2018 ***.** *.**
Telereal, 4.01% 10dec2033, GBP (ABS)   GBP 12/10/2031 07/20/2018 ***.** *.** 07/20/2018 ***.** *.**
Telereal, 4.09% 10dec2033, GBP   GBP 12/10/2033 07/20/2018 ***.**** *.** 07/20/2018 ***.*** *.**
Telereal, 4.9741% 10dec2033, GBP   GBP 09/10/2027 07/20/2018 ***.**** *.** 07/20/2018 ***.**** *.**
Telereal, 5.3887% 10dec2031, GBP (ABS)   GBP 12/10/2031 07/20/2018 ***.** *.** 07/20/2018 ***.** *.**
Telereal, 5.4252% 10dec2031, GBP (ABS)   GBP 12/10/2031 07/20/2018 ***.** *.** 07/20/2018 ***.** *.**
Telereal, 5.5534% 10dec2031, GBP (ABS)   GBP 12/10/2031 07/20/2018 ***.** *.** 07/20/2018 ***.** *.**
Telereal, 5.5653% 10dec2031, GBP   GBP 12/10/2031 07/20/2018 ***.**** *.** 07/20/2018 ***.*** *.**
Telereal, 5.9478% 10dec2031, GBP (ABS)   GBP 12/10/2031 07/20/2018 ***.** *.** 07/20/2018 ***.** *.**
Telereal, 6.1645% 10dec2031, GBP   GBP 12/10/2031 07/20/2018 ***.**** *.** 07/20/2018 ***.**** *.**
Temple Bar Investment Trust, 5.5% 8mar2021, GBP (ABS)   GBP 03/08/2021 07/20/2018 ***.**** *.** 07/20/2018 ***.**** *.**
Tesco, 1.375% 1jul2019, EUR   EUR 07/01/2019 07/20/2018 ***.** *.** 07/20/2018 ***.** *.**
Tesco, 2.125% 12nov2020, EUR   EUR 11/12/2020 07/20/2018 ***.* *.** 07/20/2018 ***.** *.*
Tesco, 2.5% 1jul2024, EUR   EUR 07/01/2024 07/20/2018 ***.** *.** 07/20/2018 ***.** *.**
Tesco, 3.322% 5nov2025, GBP   GBP 11/05/2025 07/20/2018 ***.** * 07/20/2018 ***.** *
Tesco, 3.375% 2nov2018, EUR   EUR 11/02/2018 07/20/2018 ***.** *.* 07/20/2018 ***.** *.**
Tesco, 4.875% 24mar2042, GBP   GBP 03/24/2042 07/20/2018 ***.** *.* 07/20/2018 ***.** *.**
Tesco, 5% 21nov2020, GBP   GBP 11/21/2020 07/20/2018 ***.** *.** 07/20/2018 ***.** *.**
Tesco, 5% 24mar2023, GBP   GBP 03/24/2023 07/20/2018 ***.** *.** 07/20/2018 ***.** *.*
Tesco, 5.125% 10apr2047, EUR   EUR 04/10/2047 07/20/2018 ***.** *.** 07/20/2018 ***.*** *.**
Tesco, 5.2% 24aug2018, GBP   GBP 08/24/2018 07/20/2018 ***.** *.** 07/20/2018 ***.** *.**
Tesco, 5.2% 5mar2057, GBP   GBP 03/05/2057 07/20/2018 ***.** *.** 07/20/2018 ***.* *.**
Tesco, 5.4111% 13jul2044, GBP   GBP 07/13/2044 07/20/2018 ***.** *.** 07/20/2018 ***.** *.**
Tesco, 5.5% 13dec2019, GBP   GBP 12/13/2019 07/20/2018 ***.** *.** 07/20/2018 ***.** *.**
Tesco, 5.5% 13jan2033, GBP   GBP 01/13/2033 07/20/2018 ***.** *.** 07/20/2018 ***.** *.*
Tesco, 5.5457% 19feb2029, GBP   GBP 02/19/2029 07/20/2018 ***.**** *.** 07/20/2018 ***.**** *.**
Tesco, 5.661% 13oct2041, GBP (ABS)   GBP 10/13/2041 07/20/2018 ***.** *.** 07/20/2018 ***.** *.**
Tesco, 5.744% 13apr2040, GBP (ABS)   GBP 04/13/2040 07/20/2018 ***.** *.** 07/20/2018 ***.** *.**
Tesco, 5.8006% 13oct2040, GBP (ABS)   GBP 10/13/2040 07/20/2018 ***.** *.** 07/20/2018 ***.** *.**
Tesco, 6% 14dec2029, GBP   GBP 12/14/2029 07/20/2018 ***.** *.** 07/20/2018 ***.** *.**
Tesco, 6.125% 24feb2022, GBP   GBP 02/24/2022 07/20/2018 ***.** *.** 07/20/2018 ***.** *.**
Tesco, 6.15% 15nov2037, USD   USD 11/15/2037 07/20/2018 ***.* *.** 07/20/2018 ***.** *.**
Thames Water, 3.5% 25feb2028, GBP   GBP 02/25/2028 07/20/2018 ***.** *.** 07/20/2018 ***.** *.**
Thames Water, 4% 19jun2025, GBP   GBP 06/19/2025 07/20/2018 ***.** *.** 07/20/2018 ***.** *.**
Thames Water, 4.375% 3jul2034, GBP   GBP 07/03/2034 07/20/2018 ***.** *.** 07/20/2018 ***.** *.**
Thames Water, 4.625% 4jun2046, GBP (ABS)   GBP 06/04/2046 07/20/2018 ***.** *.** 07/20/2018 ***.** *.**
Thames Water, 5.125% 28sep2037, GBP   GBP 09/28/2037 07/20/2018 ***.** *.** 07/20/2018 ***.** *.**
Thames Water, 5.5% 11feb2041, GBP   GBP 02/11/2041 07/20/2018 ***.** *.** 07/20/2018 ***.** *.**
Thames Water, 5.75% 13sep2030, GBP   GBP 09/13/2030 07/20/2018 ***.** * 07/20/2018 *** *
Thames Water, 5.875% 15jul2022, GBP (ABS)   GBP 07/15/2022 07/20/2018 ***.** *.** 07/20/2018 ***.** *.**
Thames Water, 6.5% 9feb2032, GBP   GBP 02/09/2032 07/20/2018 ***.** *.** 07/20/2018 ***.** *.**
Thames Water, 6.75% 16nov2028, GBP   GBP 11/16/2028 07/20/2018 ***.** *.** 07/20/2018 ***.** *.**
Thames Water, 7.75% 1apr2019, GBP (ABS)   GBP 04/01/2019 07/20/2018 ***.** *.* 07/20/2018 ***.* *.**
Thames Water Utilities, 1.875% 24jan2024, GBP   GBP 01/24/2024 07/20/2018 **.** *.** 07/20/2018 **.** *.**
Thames Water Utilities, 2.375% 3may2023, GBP   GBP 05/03/2023 07/20/2018 **.** *.** 07/20/2018 **.** *.*
Thames Water Utilities, 2.625% 24jan2032, GBP   GBP 01/24/2032 07/20/2018 **.** *.** 07/20/2018 **.** *.**
Thames Water Utilities, 2.875% 3may2027, GBP   GBP 05/03/2027 07/20/2018 **.** *.** 07/20/2018 **.** *.**
The Great Rolling Stock Company, 6.875% 27jul2035, GBP   GBP 07/27/2035 07/20/2018 ***.**** *.** 07/20/2018 ***.*** *.**
THFC, 5.125% 21dec2037, GBP (ABS)   GBP 12/21/2035 07/20/2018 ***.**** *.** 07/20/2018 ***.**** *.**
THFC, 6.35% 8jul2041, GBP (ABS)   GBP 07/08/2039 07/20/2018 ***.**** *.** 07/20/2018 ***.**** *.**
Thomas Cook Group, 3.875% 15jul2023, EUR   EUR 07/15/2023 07/20/2018 ***.* *.** 07/20/2018 ***.** *.**
Thomas Cook Group, 6.25% 15jun2022, EUR   EUR 06/15/2022 07/20/2018 ***.** *.** 07/20/2018 ***.** *.**
Thomson Reuters, 3.85% 29sep2024, USD   USD 09/29/2024 07/20/2018 **.** *.** 07/20/2018 **.*** *.**
Thomson Reuters, 3.95% 30sep2021, USD   USD 09/30/2021 07/20/2018 ***.** *.** 07/20/2018 ***.** *.**
Thomson Reuters, 4.3% 23nov2023, USD   USD 11/23/2023 07/20/2018 ***.** *.** 07/20/2018 ***.*** *.*
Thomson Reuters, 4.5% 23may2043, USD   USD 05/23/2043 07/20/2018 **.** *.** 07/20/2018 **.** *.**
Thomson Reuters, 4.7% 15oct2019, USD   USD 10/15/2019 07/20/2018 ***.*** *.** 07/20/2018 ***.*** *.**
Thomson Reuters, 5.65% 23nov2043, USD   USD 11/23/2043 07/20/2018 ***.** *.** 07/20/2018 ***.** *.*
Together Housing Finance, 4.5% 17dec2042, GBP (ABS)   GBP 12/17/2042 07/20/2018 ***.*** *.* 07/20/2018 ***.**** *.**
Trafford Centre, 6.5% 28jul2033, GBP   GBP 07/28/2033 07/20/2018 ***.** *.** 07/20/2018 ***.** *.**
Trafford Centre, 7.03% 28jan2029, GBP   GBP 01/28/2029 07/20/2018 ***.**** *.* 07/20/2018 ***.**** *.*
Trafford Centre, 8.28% 28oct2022, GBP   GBP 10/28/2022 07/20/2018 ***.**** *.** 07/20/2018 ***.**** *.**
Trafford Centre, FRN 28apr2035, GBP   GBP 04/28/2035 07/20/2018 **.**** * 07/20/2018 **.**** *
Transport for London, 2.125% 24apr2025, GBP   GBP 04/24/2025 07/20/2018 ***.** *.** 07/20/2018 ***.* *.*
Transport for London, 2.25% 9aug2022, GBP   GBP 08/09/2022 07/20/2018 ***.** *.** 07/20/2018 ***.** *.**
Transport for London, 2.474% 30apr2030, GBP   GBP 04/30/2030 07/20/2018 ***.**** *.** 07/20/2018 ***.**** *.**
Transport for London, 3.625% 15may2045, GBP   GBP 05/15/2045 07/20/2018 ***.* *.** 07/20/2018 ***.** *.**
Transport for London, 3.875% 23jul2042, GBP   GBP 07/23/2042 07/20/2018 ***.** *.** 07/20/2018 ***.** *.**
Transport for London, 4% 12sep2033, GBP   GBP 09/12/2033 07/20/2018 ***.** *.** 07/20/2018 ***.** *.**
Transport for London, 4% 7apr2064, GBP   GBP 04/07/2064 07/20/2018 ***.**** *.** 07/20/2018 ***.**** *.**
Travelex, 8% 15may2022, EUR   EUR 05/15/2022 07/20/2018 **.* *.** 07/20/2018 **.** *.**
Travelodge Hotels, 8.5% 15may2023, GBP   GBP 05/15/2023 07/20/2018 ***.* *.** 07/20/2018 ***.** *.**
Travis Perkins, 4.375% 15sep2021, GBP   GBP 09/15/2021 07/20/2018 ***.**** *.** 07/20/2018 ***.**** *.*
Travis Perkins, 4.5% 7sep2023, GBP   GBP 09/07/2023 07/20/2018 ***.** *.* 07/20/2018 ***.** *.**
Trinity Acquisition, 2.125% 26may2022, EUR   EUR 05/26/2022 07/20/2018 ***.** *.** 07/20/2018 ***.** *.**
Trinity Acquisition, 3.5% 15sep2021, USD   USD 09/15/2021 07/20/2018 **.*** *.** 07/20/2018 **.*** *.**
Trinity Acquisition, 4.4% 15mar2026, USD   USD 03/15/2026 07/20/2018 **.*** *.** 07/20/2018 **.*** *.**
Trinity Acquisition, 6.125% 15aug2043, USD   USD 08/15/2043 07/20/2018 ***.** * 07/20/2018 ***.*** *.**
TSB Banking Group, FRN 7dec2022, GBP   GBP 12/07/2022 07/20/2018 **.** * 07/20/2018 ***.** *
Tullow Oil, 6.25% 15apr2022, USD   USD 04/15/2022 07/20/2018 **.** *.** 07/20/2018 **.** *.**
Twinkle Pizza, 6.625% 1aug2021, GBP   GBP 08/01/2021 07/20/2018 **.** *.** 07/20/2018 **.** *.**
Twinkle Pizza, 8.625% 1aug2022, GBP   GBP 08/01/2022 07/20/2018 **.** **.** 07/20/2018 **.** **.**
UBS AG, London Branch, 0.125% 5nov2021, EUR   EUR 11/05/2021 07/20/2018 **.** *.** 07/20/2018 **.** *.**
UBS AG, London Branch, 0.25% 10jan2022, EUR   EUR 01/10/2022 07/20/2018 **.* *.** 07/20/2018 **.** *.**
UBS AG, London Branch, 0.625% 23jan2023, EUR   EUR 01/23/2023 07/20/2018 ***.** *.** 07/20/2018 ***.** *.**
UBS AG, London Branch, 1.125% 30jun2020, EUR   EUR 06/30/2020 07/20/2018 ***.** -*.** 07/20/2018 ***.** -*.**
UBS AG, London Branch, 1.25% 10dec2020, GBP   GBP 12/10/2020 07/20/2018 **.** *.** 07/20/2018 **.** *.**
UBS AG, London Branch, 1.25% 3sep2021, EUR   EUR 09/03/2021 07/20/2018 ***.* *.** 07/20/2018 ***.* *.**
UBS AG, London Branch, 2.2% 8jun2020, USD   USD 06/08/2020 07/20/2018 **.** *.** 07/20/2018 **.** *.**
UBS AG, London Branch, 3.875% 2dec2019, EUR (ABS)   EUR 12/02/2019 07/20/2018 ***.** -*.** 07/20/2018 ***.*** -*.**
UBS AG, London Branch, 4% 8apr2022, EUR (ABS)   EUR 04/08/2022 07/20/2018 ***.* *.** 07/20/2018 ***.** *.**
UBS AG, London Branch, FRN 10jan2020, EUR   EUR 01/10/2020 07/20/2018 ***.** * 07/20/2018 ***.* *
UBS AG, London Branch, FRN 14aug2019, USD   USD 08/14/2019 07/20/2018 ***.** * 07/20/2018 ***.** *
UBS AG, London Branch, FRN 23apr2021, EUR   EUR 04/23/2021 07/20/2018 ***.** * 07/20/2018 ***.** *
UBS AG, London Branch, FRN 5sep2019, EUR   EUR 09/05/2019 07/20/2018 ***.** * 07/20/2018 ***.** *
UBS AG, London Branch, FRN 8jun2020, USD   USD 06/08/2020 07/20/2018 ***.** * 07/20/2018 ***.** *
UK Department of Transport, 1.9618% 1dec2025, GBP   GBP 12/01/2025 07/20/2018 ***.*** * 07/20/2018 ***.*** *
UK Department of Transport, 4.5% 7dec2028, GBP (ABS)   GBP 12/07/2028 07/20/2018 ***.** *.** 07/20/2018 ***.** *.**
UK Department of Transport, 4.5% 7dec2038, GBP   GBP 12/07/2038 07/20/2018 ***.** *.** 07/20/2018 ***.** *.**
UK Department of Transport, 5.1% 7mar2051, GBP (ABS)   GBP 03/07/2051 07/20/2018 ***.** *.** 07/20/2018 ***.** *.**
UK Department of Transport, 5.234% 2may2035, GBP (ABS)   GBP 05/02/2035 07/20/2018 ***.** *.** 07/20/2018 ***.** *.**
Unifund, 5.32% 7dec2047, GBP (ABS)   GBP 12/07/2047 07/20/2018 ***.** *.** 07/20/2018 ***.** *.**
Unilever, 1.375% 15sep2024, GBP   GBP 09/15/2024 07/20/2018 **.** *.** 07/20/2018 **.* *.**
Unilever, 1.8% 5may2020, USD   USD 05/05/2020 07/20/2018 **.** *.** 07/20/2018 **.** *.**
Unilever, 1.875% 15sep2029, GBP   GBP 09/15/2029 07/20/2018 **.** *.** 07/20/2018 **.** *.*
Unilever, 2% 19dec2018, GBP   GBP 12/19/2018 07/20/2018 **.** *.* 07/20/2018 ***.** -*.**
Unilever, 2.2% 5may2022, USD   USD 05/05/2022 07/20/2018 **.** *.** 07/20/2018 **.*** *.**
Unilever, 2.6% 5may2024, USD   USD 05/05/2024 07/20/2018 **.** *.** 07/20/2018 **.** *.**
Unilever, 2.9% 5may2027, USD   USD 05/05/2027 07/20/2018 **.** *.** 07/20/2018 **.** *.**
Unique Pub Finance, 6.542% 30mar2021, GBP   GBP 03/30/2021 07/20/2018 ***.**** *.** 07/20/2018 ***.**** *.**
UNITE (USAF) II PLC, 3.921% 30jun2025, GBP   GBP 06/30/2025 07/20/2018 ***.** *.** 07/20/2018 ***.** *.**
Unite Group, 3.374% 30jun2023, GBP (ABS)   GBP 06/30/2023 07/20/2018 ***.**** *.** 07/20/2018 ***.**** *.**
United Utilities, 5.625% 20dec2027, GBP   GBP 12/20/2027 07/20/2018 ***.** *.** 07/20/2018 ***.* *.*
United Utilities Water, 2% 14feb2025, GBP   GBP 02/14/2025 07/20/2018 **.** *.** 07/20/2018 ***.* *.**
United Utilities Water, 4.25% 24jan2020, EUR   EUR 01/24/2020 07/20/2018 ***.** -*.** 07/20/2018 ***.** -*.**
United Utilities Water, 5% 28feb2035, GBP   GBP 02/28/2035 07/20/2018 ***.** *.** 07/20/2018 ***.** *.**
United Utilities Water, 5.75% 25mar2022, GBP   GBP 03/25/2022 07/20/2018 ***.** *.** 07/20/2018 ***.** *.**
University of Liverpool, 3.375% 2055, GBP   GBP 06/25/2055 07/20/2018 ***.** *.** 07/20/2018 ***.** *.**
Urenco, 2.25% 5aug2022, EUR   EUR 08/05/2022 07/20/2018 ***.** *.** 07/20/2018 ***.** *.**
Urenco, 2.375% 2dec2024, EUR   EUR 12/02/2024 07/20/2018 ***.** *.** 07/20/2018 ***.*** *.**
Urenco, 2.5% 15feb2021, EUR   EUR 02/15/2021 07/20/2018 ***.** *.** 07/20/2018 ***.** *.*
Virgin Media, 4.875% 15jan2027, GBP   GBP 01/15/2027 07/20/2018 **.* *.** 07/20/2018 **.** *.**
Virgin Media, 5% 15apr2027, GBP   GBP 04/15/2027 07/20/2018 **.** *.** 07/20/2018 **.** *.**
Virgin Media, 5.125% 15jan2025, GBP   GBP 01/15/2025 07/20/2018 ***.**** *.** 07/20/2018 ***.** *.*
Virgin Media, 5.25% 15jan2026, USD   USD 01/15/2026 07/20/2018 **.* *.** 07/20/2018 **.** *.**
Virgin Media, 5.5% 15jan2021, GBP   GBP 01/15/2021 07/20/2018 ***.** *.** 07/20/2018 ***.** *.**
Virgin Media, 5.5% 15jan2025, GBP   GBP 01/15/2025 07/20/2018 ***.*** *.** 07/20/2018 ***.*** *.**
Virgin Media, 5.5% 15jan2025, USD   USD 01/15/2025 07/20/2018 **.** *.** 07/20/2018 **.** *.**
Virgin Media, 5.5% 15sep2024, GBP   GBP 09/15/2024 07/20/2018 **.** *.** 07/20/2018 **.** *.*
Virgin Media, 6.25% 28mar2029, GBP   GBP 03/28/2029 07/20/2018 ***.** *.** 07/20/2018 ***.** *.**
Virgin Media, 6.375% 15oct2024, GBP   GBP 10/15/2024 07/20/2018 ***.** *.** 07/20/2018 ***.** *.**
Virgin Media Communications, 4.5% 15jan2025, EUR   EUR 01/15/2025 07/20/2018 ***.** *.** 07/20/2018 ***.** *.**
Virgin Media Communications, 5.125% 15feb2022, GBP   GBP 02/15/2022 07/20/2018 **.*** *.** 07/20/2018 ***.*** *.**
Virgin Media Communications, 5.75% 15jan2025, USD   USD 01/15/2025 07/20/2018 **.** *.** 07/20/2018 **.* *.**
Virgin Media Communications, 7% 15apr2023, GBP   GBP 04/15/2023 07/20/2018 ***.** *.** 07/20/2018 ***.** *.**
Virgin Money Holdings, 2.25% 21apr2020, GBP   GBP 04/21/2020 07/20/2018 ***.** *.* 07/20/2018 ***.** *.**
Virgin Money Holdings, 7.875% perp., GBP   GBP 07/20/2018 ***.** * 07/20/2018 ***.** *
Viridian Power and Energy, 4% 15sep2025, EUR   EUR 09/15/2025 07/20/2018 **.** *.** 07/20/2018 **.** *.**
Vodafone Group, 0% 26nov2020, GBP (1827D)   GBP 11/26/2020 07/20/2018 **.** *.* 07/20/2018 **.** *.**
Vodafone Group, 0.375% 22nov2021, EUR   EUR 11/22/2021 07/20/2018 ***.** *.** 07/20/2018 ***.*** *.**
Vodafone Group, 0.375% 3dec2024, CHF   CHF 12/03/2024 07/20/2018 **.** *.** 07/20/2018 **.** *.**
Vodafone Group, 0.5% 19sep2031, CHF   CHF 09/19/2031 07/20/2018 **.* *.** 07/20/2018 **.** *.**
Vodafone Group, 0.5% 30jan2024, EUR   EUR 01/30/2024 07/20/2018 **.** *.** 07/20/2018 **.** *.**
Vodafone Group, 0.625% 15mar2027, CHF   CHF 03/15/2027 07/20/2018 **.** *.** 07/20/2018 **.** *.**
Vodafone Group, 0.875% 17nov2020, EUR   EUR 11/17/2020 07/20/2018 ***.* *.** 07/20/2018 ***.** *.**
Vodafone Group, 1% 11sep2020, EUR   EUR 09/11/2020 07/20/2018 ***.** *.** 07/20/2018 ***.** *.**
Vodafone Group, 1.125% 20nov2025, EUR   EUR 11/20/2025 07/20/2018 **.** *.** 07/20/2018 **.*** *.**
Vodafone Group, 1.25% 25aug2021, EUR   EUR 08/25/2021 07/20/2018 ***.** *.* 07/20/2018 ***.** *.**
Vodafone Group, 1.5% 24jul2027, EUR   EUR 07/24/2027 07/20/2018 **.** *.** 07/20/2018 ***.** *.*
Vodafone Group, 1.6% 29jul2031, EUR   EUR 07/29/2031 07/20/2018 **.** *.** 07/20/2018 **.*** *.**
Vodafone Group, 1.75% 25aug2023, EUR   EUR 08/25/2023 07/20/2018 ***.** *.** 07/20/2018 ***.** *.**
Vodafone Group, 1.875% 11sep2025, EUR   EUR 09/11/2025 07/20/2018 ***.** *.** 07/20/2018 ***.** *.**
Vodafone Group, 1.875% 20nov2029, EUR   EUR 11/20/2029 07/20/2018 **.** *.* 07/20/2018 **.** *.**
Vodafone Group, 2% 25feb2019, GBP (Conv.)   GBP 02/25/2019 07/20/2018 **.* *.** 07/20/2018 **.** *.**
Vodafone Group, 2.2% 25aug2026, EUR   EUR 08/25/2026 07/20/2018 ***.** *.** 07/20/2018 ***.** *.**
Vodafone Group, 2.5% 26sep2022, USD   USD 09/26/2022 07/20/2018 **.** *.** 07/20/2018 **.** *.**
Vodafone Group, 2.875% 20nov2037, EUR   EUR 11/20/2037 07/20/2018 ***.** *.** 07/20/2018 ***.*** *.**
Vodafone Group, 2.95% 19feb2023, USD   USD 02/19/2023 07/20/2018 **.** *.** 07/20/2018 **.** *.**
Vodafone Group, 3% 12aug2056, GBP   GBP 08/12/2056 07/20/2018 **.** *.** 07/20/2018 **.** *.**
Vodafone Group, 3.375% 8aug2049, GBP   GBP 08/08/2049 07/20/2018 **.** *.** 07/20/2018 **.** *.**
Vodafone Group, 3.75% 16jan2024, USD   USD 01/16/2024 07/20/2018 **.* *.** 07/20/2018 **.* *.**
Vodafone Group, 4.125% 30may2025, USD   USD 05/30/2025 07/20/2018 ***.* *.** 07/20/2018 ***.** *.**
Vodafone Group, 4.375% 16mar2021, USD   USD 03/16/2021 07/20/2018 ***.** *.** 07/20/2018 ***.** *.**
Vodafone Group, 4.375% 19feb2043, USD   USD 02/19/2043 07/20/2018 **.** *.** 07/20/2018 **.** *.**
Vodafone Group, 4.375% 30may2028, USD   USD 05/30/2028 07/20/2018 ***.** *.** 07/20/2018 ***.*** *.**
Vodafone Group, 4.65% 20jan2022, EUR   EUR 01/20/2022 07/20/2018 ***.** *.* 07/20/2018 ***.** *.**
Vodafone Group, 5% 30may2038, USD   USD 05/30/2038 07/20/2018 ***.** * 07/20/2018 ***.** *.**
Vodafone Group, 5.25% 30may2048, USD   USD 05/30/2048 07/20/2018 ***.* *.** 07/20/2018 ***.** *.**
Vodafone Group, 5.375% 6jun2022, EUR   EUR 06/06/2022 07/20/2018 ***.* *.** 07/20/2018 ***.*** *.**
Vodafone Group, 5.625% 4dec2025, GBP   GBP 12/04/2025 07/20/2018 ***.** *.* 07/20/2018 ***.** *.*
Vodafone Group, 5.9% 26nov2032, GBP   GBP 11/26/2032 07/20/2018 ***.** *.** 07/20/2018 ***.** *.**
Vodafone Group, 6.15% 27feb2037, USD   USD 02/27/2037 07/20/2018 ***.*** *.** 07/20/2018 ***.*** *.**
Vodafone Group, 6.25% 30nov2032, USD   USD 11/30/2032 07/20/2018 ***.** *.** 07/20/2018 ***.*** *.**
Vodafone Group, 7.875% 15feb2030, USD   USD 02/15/2030 07/20/2018 ***.** *.** 07/20/2018 ***.** *.*
Vodafone Group, 8.125% 26nov2018, GBP   GBP 11/26/2018 07/20/2018 **.** **.** 07/20/2018 ***.** -*.**
Vodafone Group, FRN 13dec2022, AUD   AUD 12/13/2022 07/20/2018 **.** * 07/20/2018 **.** *
Vodafone Group, FRN 16jan2024, USD   USD 01/16/2024 07/20/2018 **.** * 07/20/2018 ***.** *
Vodafone Group, FRN 25feb2019, EUR   EUR 02/25/2019 07/20/2018 ***.** * 07/20/2018 ***.** *
Vougeot Bidco, 7.875% 15jul2020, GBP   GBP 07/15/2020 07/20/2018 ***.** *.** 07/20/2018 ***.** *.**
Vougeot Bidco, FRN 15jul2020, EUR   EUR 07/15/2020 07/20/2018 **.** * 07/20/2018 ***.** *
Wales & West Utilities, 4.625% 13dec2023, GBP   GBP 12/13/2023 07/20/2018 ***.** *.** 07/20/2018 ***.** *.**
Wales & West Utilities, 5.75% 29mar2030, GBP   GBP 03/29/2030 07/20/2018 ***.** *.** 07/20/2018 ***.** *.**
Wales & West Utilities, 6.25% 30nov2021, GBP   GBP 11/30/2021 07/20/2018 ***.** *.** 07/20/2018 ***.** *.*
Wales & West Utilities, 6.75% 17dec2036, GBP   GBP 12/17/2036 07/20/2018 ***.** * 07/20/2018 ***.** *
Walsall Housing Group (WHG), 4.25% 6oct2045, GBP   GBP 10/06/2045 07/20/2018 ***.**** *.** 07/20/2018 ***.*** *.**
Wellcome Trust, 1.125% 21jan2027, EUR   EUR 01/21/2027 07/20/2018 ***.** *.* 07/20/2018 ***.** *.**
Wellcome Trust, 2.517% 7feb2118, GBP   GBP 02/07/2118 07/20/2018 **.** *.** 07/20/2018 **.** *.**
Wellcome Trust, 4% 9may2059, GBP   GBP 05/09/2059 07/20/2018 ***.** *.** 07/20/2018 ***.** *.**
Wellcome Trust, 4.625% 25jul2036, GBP   GBP 07/25/2036 07/20/2018 ***.** *.** 07/20/2018 ***.** *.**
Wellcome Trust, 4.75% 28may2021, GBP   GBP 05/28/2021 07/20/2018 ***.** *.** 07/20/2018 ***.* *.*
Wellington Pub Co, 6.735% 15jan2029, GBP   GBP 01/15/2029 07/20/2018 ***.**** *.** 07/20/2018 ***.**** *.**
Wessex Water Services, 4% 24sep2021, GBP   GBP 09/24/2021 07/20/2018 ***.** *.** 07/20/2018 ***.** *.**
Wessex Water Services, 5.375% 10mar2028, GBP   GBP 03/10/2028 07/20/2018 ***.** *.** 07/20/2018 ***.** *.**
Wessex Water Services, 5.75% 14oct2033, GBP   GBP 10/14/2033 07/20/2018 ***.** *.** 07/20/2018 ***.** *.**
Western Power Distribution, 3.625% 6nov2023, GBP   GBP 11/06/2023 07/20/2018 ***.** *.** 07/20/2018 ***.** *.**
Western Power Distribution, 3.875% 17oct2024, GBP   GBP 10/17/2024 07/20/2018 ***.** *.** 07/20/2018 ***.** *.**
Western Power Distribution, 5.25% 17jan2023, GBP   GBP 01/17/2023 07/20/2018 ***.** *.** 07/20/2018 ***.** *.*
Western Power Distribution, 5.5% 9may2025, GBP   GBP 05/09/2025 07/20/2018 ***.** *.** 07/20/2018 ***.** *.**
Western Power Distribution, 5.75% 10dec2040, GBP   GBP 12/10/2040 07/20/2018 ***.**** *.** 07/20/2018 ***.**** *.**
Western Power Distribution, 5.75% 16apr2032, GBP   GBP 04/16/2032 07/20/2018 ***.** *.** 07/20/2018 ***.** *.**
Western Power Distribution, 5.75% 23mar2040, GBP   GBP 03/23/2040 07/20/2018 ***.** *.** 07/20/2018 ***.** *.**
Western Power Distribution, 5.75% 23mar2040, GBP   GBP 03/23/2040 07/20/2018 ***.** *.** 07/20/2018 ***.** *.**
Western Power Distribution, 5.875% 25mar2027, GBP   GBP 03/25/2027 07/20/2018 ***.** *.** 07/20/2018 ***.** *.**
Western Power Distribution, 9.25% 9nov2020, GBP   GBP 11/09/2020 07/20/2018 ***.* *.** 07/20/2018 ***.** *.**
Westpac Securities NZ (London Branch), 0.125% 16jun2021, EUR   EUR 06/16/2021 07/20/2018 ***.*** -*.** 07/20/2018 ***.*** -*.**
Westpac Securities NZ (London Branch), 0.25% 6apr2022, EUR   EUR 04/06/2022 07/20/2018 ***.*** *.** 07/20/2018 ***.*** *.*
Wheatley Group, 4.375% 28nov2044, GBP (ABS)   GBP 11/28/2044 07/20/2018 ***.**** *.** 07/20/2018 ***.**** *.**
Whitbread, 3.375% 16oct2025, GBP   GBP 10/16/2025 07/20/2018 ***.** *.** 07/20/2018 ***.** *.**
White City Property Finance, 5.1202% 17apr2035, GBP   GBP 04/17/2035 07/20/2018 ***.*** *.** 07/20/2018 ***.*** *.**
William Hill, 4.25% 5jun2020, GBP   GBP 06/05/2020 07/20/2018 ***.** *.** 07/20/2018 ***.** *.**
William Hill, 4.875% 7sep2023, GBP   GBP 09/07/2023 07/20/2018 ***.** *.** 07/20/2018 ***.** *.**
Willis Group Hldng, 4.625% 15aug2023, USD   USD 08/15/2023 07/20/2018 ***.*** *.** 07/20/2018 ***.** *.**
Willis Group Hldng, 5.75% 15mar2021, USD   USD 03/15/2021 07/20/2018 ***.** *.** 07/20/2018 ***.** *.**
Witan Investment Trust, 6.125% 15dec2025, GBP   GBP 12/15/2025 07/20/2018 ***.*** *.** 07/20/2018 ***.*** *.**
WM Treasury, 4.625% 3dec2042, GBP   GBP 12/03/2042 07/20/2018 ***.**** *.** 07/20/2018 ***.**** *.**
Worldpay Group Plc, 3.75% 15nov2022, EUR   EUR 11/15/2022 07/20/2018 ***.** *.** 07/20/2018 ***.** *.**
WPP, 0.75% 18nov2019, EUR   EUR 11/18/2019 07/20/2018 ***.* *.** 07/20/2018 ***.** -*.**
WPP, 1.375% 20mar2025, EUR   EUR 03/20/2025 07/20/2018 ***.** *.** 07/20/2018 ***.** *.**
WPP, 1.625% 23mar2030, EUR   EUR 03/23/2030 07/20/2018 **.** *.** 07/20/2018 **.*** *.**
WPP, 2.25% 22sep2026, EUR   EUR 09/22/2026 07/20/2018 ***.* *.** 07/20/2018 ***.** *.*
WPP, 2.875% 14sep2046, GBP   GBP 09/14/2046 07/20/2018 **.** *.** 07/20/2018 **.** *.*
WPP, 3% 20nov2023, EUR   EUR 11/20/2023 07/20/2018 ***.** *.** 07/20/2018 ***.** *.**
WPP, 3.75% 19sep2024, USD   USD 09/19/2024 07/20/2018 **.*** *.** 07/20/2018 **.* *.**
WPP, 6.375% 6nov2020, GBP   GBP 11/06/2020 07/20/2018 ***.** *.** 07/20/2018 ***.** *.**
WPP, FRN 18may2020, EUR   EUR 05/18/2020 07/20/2018 ***.** * 07/20/2018 ***.** *
WPP, FRN 20mar2022, EUR   EUR 03/20/2022 07/20/2018 **.** * 07/20/2018 **.*** *
Yorkshire Building Society, 0.375% 11apr2023, EUR   EUR 04/11/2023 07/20/2018 ***.** *.** 07/20/2018 ***.*** *.**
Yorkshire Building Society, 0.5% 19jun2020, EUR (ABS)   EUR 06/19/2020 07/20/2018 ***.* -*.** 07/20/2018 ***.*** -*.**
Yorkshire Building Society, 0.75% 10nov2022, EUR   EUR 11/10/2022 07/20/2018 ***.** *.** 07/20/2018 ***.** *.**
Yorkshire Building Society, 0.875% 20mar2023, EUR   EUR 03/20/2023 07/20/2018 **.** * 07/20/2018 **.** *.**
Yorkshire Building Society, 1.25% 11jun2021, EUR   EUR 06/11/2021 07/20/2018 ***.** -*.** 07/20/2018 ***.** -*.**
Yorkshire Building Society, 1.25% 17mar2022, EUR   EUR 03/17/2022 07/20/2018 ***.** *.** 07/20/2018 *** *.*
Yorkshire Building Society, 2.125% 18mar2019, EUR   EUR 03/18/2019 07/20/2018 ***.** *.** 07/20/2018 ***.** -*.**
Yorkshire Building Society, 3.5% 21apr2026, GBP   GBP 04/21/2026 07/20/2018 ***.** *.** 07/20/2018 ***.** *.**
Yorkshire Building Society, 6.375% 26apr2024, GBP   GBP 04/26/2024 07/20/2018 ***.*** *.** 07/20/2018 ***.** *.**
Yorkshire Housing, 4.125% 31oct2044, GBP   GBP 10/31/2044 07/20/2018 ***.**** *.** 07/20/2018 ***.**** *.**
Yorkshire Power, 7.25% 4aug2028, GBP   GBP 08/04/2028 07/20/2018 ***.** *.** 07/20/2018 ***.** *.**
Yorkshire Water Services, 3.625% 1aug2029, GBP   GBP 08/01/2029 07/20/2018 ***.**** *.** 07/20/2018 ***.**** *.**
Yorkshire Water Services, 3.75% 22mar2046, GBP   GBP 03/22/2046 07/20/2018 *** * 07/20/2018 ***.* *
Yorkshire Water Services, 5.125% 28may2037, GBP   GBP 05/28/2037 07/20/2018 ***.**** *.** 07/20/2018 ***.**** *.**
Yorkshire Water Services, 5.5% 28may2027, GBP   GBP 05/28/2027 07/20/2018 ***.**** *.** 07/20/2018 ***.**** *.**
Yorkshire Water Services, 6% 21aug2019, GBP   GBP 08/21/2019 07/20/2018 ***.** *.** 07/20/2018 ***.** *.**
Yorkshire Water Services, 6.375% 19aug2039, GBP   GBP 08/19/2039 07/20/2018 ***.* *.** 07/20/2018 ***.** *.**
Yorkshire Water Services, 6.6011% 17apr2031, GBP   GBP 04/17/2031 07/20/2018 ***.**** *.** 07/20/2018 ***.**** *.*
ZPG PLC, 3.75% 15jul2023, GBP   GBP 07/15/2023 07/20/2018 ***.* *.** 07/20/2018 ***.* *.**
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