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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 101 1 526 535 978 555
USD 3 6 000 000 000
municipal
GBP 4 1 084 971 000
corporate
USD 2140 689 849 235 544
GBP 1315 433 218 441 400
EUR 897 483 782 161 190
RUB 518 121 425 177 000
AUD 48 9 797 895 000
CHF 47 8 434 947 000
JPY 38 737 998 000 000
HKD 35 17 398 000 000
TRY 35 13 130 000 000
NOK 29 26 021 500 000
ZAR 26 42 775 000 000
IDR 22 23 344 660 000 000
BRL 16 4 593 600 000
CNY 15 3 868 499 900
RON 14 1 095 750 000
ARS 13 10 730 000 000
SEK 12 11 245 000 000
INR 11 41 719 000 000
CAD 11 5 545 000 000
MXN 9 10 457 000 000
CZK 7 1 773 610 000
SGD 6 3 050 000 000
UAH 5 5 346 000 000
KZT 5 107 500 000 000
GEL 4 278 400 000
NZD 4 380 600 000
AMD 4 10 858 900 000
EGP 3 943 245 350
KRW 3 100 000 000 000
PHP 3 2 070 000 000
GHS 2 86 000 000
PLN 2 38 915 000
UGX 1 17 000 000 000
ZMW 1 50 000 000
UYU 1 181 000 000
ITL 1 2 000 000 000 000
FRF 1 100 000 000
DKK 1 650 000 000
COP 1 15 000 000 000
HRK 1 500 000 000
HUF 1 1 250 000 000
PEN 1 60 000 000
KES 1 1 200 000 000
RSD 1 2 500 000 000

Sovereign rating

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

Latest bond issues

issue ISIN coupon volume end of placement maturity date
Barclays Bank PLC, FRN 31jan2022, USD - International bonds XS1874579714 2 000 000  USD 11/23/2019 01/31/2022
United Kingdom, Bills 23sep2019 6m - Domestic bonds GB00BXRHZW16 0% 1 499 995 000  GBP 03/22/2019 09/23/2019
Canara Bank (London branch), 3.875% 28mar2024, USD - International bonds XS1965523084 3.875% 400 000 000  USD 03/21/2019 03/28/2024
Goldman Sachs International, 0% 20mar2024, USD (1826D) - International bonds XS1958423961 0% 1 000 000  USD 03/21/2019 03/20/2024
Goldman Sachs International, 0% 20mar2024, USD (1826D) - International bonds XS1958423458 0% 5 000 000  USD 03/21/2019 03/20/2024
Home Group, 3.125% 27mar2043, GBP - International bonds XS1961884365 3.125% 350 000 000  GBP 03/21/2019 03/27/2043
RBS, 3.125% 28mar2027, GBP - International bonds XS1970533219 3.125% 500 000 000  GBP 03/21/2019 03/28/2027
Standard Chartered Bank, FRN 20jun2024, USD - International bonds XS1970455405 3M LIBOR USD + 1.85% 2 000 000  USD 03/21/2019 06/20/2024
Barclays, 8% perp., USD - International bonds US06738EBG98 8% 2 000 000 000  USD 03/20/2019
Skipton Building Society, FRN 27feb2024, GBP - International bonds XS1969613055 SONIA rate + 0.68% 600 000 000  GBP 03/20/2019 02/27/2024

BIS

Quarterly indices

Type: III 2018 II 2018 I 2018 IV 2017 III 2017 II 2017 I 2017
BIS international bonds outstanding volume
[10249] British international bonds, USD bln 3 165.900 3 140.000 3 262.500 3 183.500 3 136.100 3 034.600 2 912.300
BIS new international bonds volume
[10625] International-bond net issue of the United Kingdom, USD bln 43.300 49.400 1.900 22.200 36.100 26.900 10.500

Domestic bonds outstanding volume

Monthly indices

Type: Feb 2019 Jan 2019 Dec 2018 Nov 2018 Oct 2018 Sep 2018 Aug 2018
Western Europe domestic bonds outstanding volume
[8629] United Kingdom govt Bonds outst., EUR bln (without Bills) 1 843.48 1 797.25 1 742.77 1 768.31 1 768.05 1 754.08 1 729.55
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GDP

Yearly indices

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

Stocks indices

Daily indices

Type: 03/22/2019 03/21/2019 03/20/2019 03/19/2019 03/18/2019 03/15/2019 03/14/2019
Stock market (Developed countries)
[223] FTSE 100  7 208 7 355 7 291 7 324 7 299 7 228 7 185
show other indices

Historical yields

Daily indices

Type: 03/22/2019 03/21/2019 03/20/2019 03/19/2019 03/18/2019 03/15/2019 03/14/2019
Gilt
[212] Gilt 10Y YTM 1.01 1.06 1.16 1.19 1.20 1.21 1.22
show other indices

Inflation

Monthly indices

Type: Oct 2018 Sep 2018 Aug 2018 Jul 2018 Jun 2018 May 2018 Apr 2018
Inflation (Western Europe)
[15521] Inflation Rate (United Kingdom) 2.40 2.40 2.70 2.50 2.40 2.40 2.40
show other indices

International bonds outstanding volume

Monthly indices

Type: Feb 2019 Jan 2019 Dec 2018 Nov 2018 Oct 2018 Sep 2018 Aug 2018
DM international bonds outstanding volume
[11315] United Kingdom sovereign international bonds, USD bln 8.267 6.261 6.254 6.255 6.256 6.261 6.260
[11319] United Kingdom municipal international bonds, USD bln 1.160 1.137 1.104 1.110 1.112 1.135 1.130
[11317] United Kingdom corporate international bonds, USD bln 1 579.314 1 576.112 1 565.809 1 581.583 1 584.457 1 586.002 1 549.966
show other indices

Historical yields (monthly)

Monthly indices

Type: Feb 2019 Jan 2019 Dec 2018 Nov 2018 Oct 2018 Sep 2018 Aug 2018
Yields for Western Europe long-term domestic bonds
[4311] United Kingdom, %   1.20 1.28 1.27 1.44 1.56 1.52 1.31
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Interest Rate Swaps (IRS)

Daily indices

Type: 03/22/2019 03/21/2019 03/20/2019 03/19/2019 03/18/2019 03/15/2019 03/14/2019
IRS GBP (Annual Fixed vs 6M Libor) 
[14671] IRS GBP 1Y vs 6M Libor mid * * * * * * *
[14673] IRS GBP 2Y vs 6M Libor mid * * * * * * *
[14675] IRS GBP 3Y vs 6M Libor mid * * * * * * *
[14677] IRS GBP 4Y vs 6M Libor mid * * * * * * *
[14679] IRS GBP 5Y vs 6M Libor mid * * * * * * *
[14681] IRS GBP 6Y vs 6M Libor mid * * * * * * *
[14683] IRS GBP 7Y vs 6M Libor mid * * * * * * *
[14685] IRS GBP 8Y vs 6M Libor mid * * * * * * *
[14687] IRS GBP 9Y vs 6M Libor mid * * * * * * *
[14689] IRS GBP 10Y vs 6M Libor mid * * * * * * *
[14699] IRS GBP 30Y vs 6M Libor mid * * * * * * *
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New international bonds volume

Monthly indices

Type: Feb 2019 Jan 2019 Dec 2018 Dec 2018 Nov 2018 Oct 2018 Sep 2018
DM new international bonds volume
[14783] New issues of international bonds (UK), USD bln 12.013 9.799 2.227 2.213 29.066 29.926 41.390
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Risk Management Institute

Daily indices

Type: 03/22/2019 03/21/2019 03/20/2019 03/19/2019 03/18/2019 03/15/2019 03/14/2019
RMI CVI - Europe
[4935] UK CVI value weighted  16.73 16.44 16.42 16.00 16.19 16.40 16.62
[4937] UK CVI tail  191.63 197.47 196.99 188.35 179.39 184.28 185.43
[4939] UK CVI equally weighted  51.63 50.85 50.40 48.99 49.21 52.34 50.92
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New international bonds number

Monthly indices

Type: Feb 2019 Jan 2019 Dec 2018 Dec 2018 Nov 2018 Oct 2018 Sep 2018
DM new international bonds number
[14785] Number of new international bond issues (UK) 88 88 77 75 132 113 142
show other indices

Bonds prices

issue volume maturity date bid prices ask prices
date bid price yield date ask price yield
Bank of England, 1.75% 6mar2020, USD   USD 03/06/2020 03/22/2019 **.** *.* 03/22/2019 **.** *.*
Bank of England, 2.5% 22feb2022, USD   USD 02/22/2022 03/22/2019 ***.** *.** 03/22/2019 ***.** *.**
Bank of England, 2.5% 5mar2021, USD   USD 03/05/2021 03/22/2019 ***.** *.* 03/22/2019 ***.** *.**
United Kingdom, 2.036% 22jul2019, GBP   GBP 07/22/2019 03/22/2019 ***.**** *.** 03/22/2019 ***.**** *.**
3i Group, 5.75% 3dec2032, GBP   GBP 12/03/2032 03/22/2019 ***.** *.** 03/22/2019 ***.** *.**
3i Group, 6.875% 9mar2023, GBP   GBP 03/09/2023 03/22/2019 ***.* *.** 03/22/2019 ***.** *.**
A2Dominion, 4.5% 30sep2026, GBP   GBP 09/30/2026 03/22/2019 *** *.** 03/22/2019 ***.** *.**
A2Dominion, 4.75% 18oct2022, GBP   GBP 10/18/2022 03/22/2019 *** *.** 03/22/2019 ***.* *.**
AA Bond Co, 2.75% 31jul2023, GBP   GBP 07/31/2023 03/22/2019 **.*** *.** 03/22/2019 **.*** *.**
AA Bond Co, 2.875% 31jan2022, GBP   GBP 01/31/2022 03/22/2019 **.*** *.** 03/22/2019 **.*** *.**
AA Bond Co, 4.875% 31jul2043, GBP   GBP 07/31/2043 03/22/2019 **.*** *.** 03/22/2019 **.*** *.**
AA Plc, 4.2487% 31jul2043, GBP   GBP 07/31/2043 03/22/2019 ***.** *.* 03/22/2019 ***.** *.**
AA Plc, 5.5%31jul2022, GBP   GBP 07/31/2022 03/22/2019 **.** *.** 03/22/2019 **.** *.**
Abbey National Treasury Services, 0.25% 21apr2023, EUR   EUR 04/21/2023 03/22/2019 ***.*** * 03/22/2019 ***.*** *
Abbey National Treasury Services, 0.25% 9aug2022, EUR   EUR 08/09/2022 03/22/2019 ***.*** * 03/22/2019 ***.*** *
Abbey National Treasury Services, 0.875% 13jan2020, EUR   EUR 01/13/2020 03/22/2019 ***.** -*.** 03/22/2019 ***.* -*.**
Abbey National Treasury Services, 0.875% 25nov2020, EUR   EUR 11/25/2020 03/22/2019 ***.** *.** 03/22/2019 ***.** *.**
Abbey National Treasury Services, 1.125% 10mar2025, EUR   EUR 03/10/2025 03/22/2019 ***.** *.** 03/22/2019 ***.** *.**
Abbey National Treasury Services, 1.125% 14jan2022, EUR   EUR 01/14/2022 03/22/2019 ***.** *.** 03/22/2019 ***.** *.**
Abbey National Treasury Services, 1.25% 18sep2024, EUR   EUR 09/18/2024 03/22/2019 ***.* *.** 03/22/2019 ***.*** *.**
Abbey National Treasury Services, 1.52% 27aug2025, EUR   EUR 08/27/2025 03/22/2019 ***.*** *.** 03/22/2019 ***.*** *.**
Abbey National Treasury Services, 1.625% 26nov2021, EUR   EUR 11/26/2021 03/22/2019 ***.*** * 03/22/2019 ***.** *
Abbey National Treasury Services, 1.875% 17feb2020, GBP   GBP 02/17/2020 03/22/2019 ***.**** *.* 03/22/2019 ***.** *.**
Abbey National Treasury Services, 2.625% 16jul2020, EUR   EUR 07/16/2020 03/22/2019 ***.** *.** 03/22/2019 ***.** -*.**
Abbey National Treasury Services, 3.77% 13sep2020, EUR   EUR 09/13/2020 03/22/2019 ***.*** *.** 03/22/2019 ***.*** *.**
Abbey National Treasury Services, 4.25% 12apr2021, EUR   EUR 04/12/2021 03/22/2019 ***.*** -*.** 03/22/2019 ***.*** -*.**
Abbey National Treasury Services, 5.125% 14apr2022, GBP   GBP 04/14/2022 03/22/2019 ***.** * 03/22/2019 ***.** *
Abbey National Treasury Services, 5.25% 16feb2029, GBP   GBP 02/16/2029 03/22/2019 ***.** *.** 03/22/2019 ***.* *.**
Abbey National Treasury Services, 5.75% 2mar2027, GBP   GBP 03/02/2027 03/22/2019 ***.** * 03/22/2019 ***.* *
Abbey National Treasury Services, FRN 13aug2019, EUR   EUR 08/13/2019 03/22/2019 ***.*** * 03/22/2019 ***.*** *
Abbey National Treasury Services, FRN 22may2019, EUR   EUR 05/22/2019 03/22/2019 ***.** * 03/22/2019 ***.** *
Abbey National Treasury Services, FRN 23mar2027, GBP   GBP 03/23/2027 03/22/2019 ***.*** * 03/22/2019 ***.*** *
Abbey National Treasury Services, FRN 30sep2020, EUR   EUR 09/30/2020 03/22/2019 ***.*** * 03/22/2019 ***.*** *
Admiral Group, 5.5% 25jul2024, GBP   GBP 07/25/2024 03/22/2019 ***.** *.** 03/22/2019 ***.** *.**
Affinity Water, 3.278% 22aug2042, GBP   GBP 08/22/2042 03/22/2019 ***.*** *.** 03/22/2019 ***.*** *.**
Affinity Water, 3.625% 30sep2022, GBP   GBP 09/30/2022 03/22/2019 ***.*** *.** 03/22/2019 ***.*** *.**
Affinity Water, 4.5% 31mar2036, GBP   GBP 03/31/2036 03/22/2019 ***.*** *.** 03/22/2019 ***.**** *.**
Affinity Water, 5.875% 13jul2026, GBP   GBP 07/13/2026 03/22/2019 ***.** *.** 03/22/2019 ***.** *.**
Affordable Housing Finance, 3.8% 20may2044, GBP   GBP 05/20/2044 03/22/2019 ***.** *.** 03/22/2019 ***.** *.**
Algeco Scotsman Global, 10% 15aug2023, USD   USD 08/15/2023 03/22/2019 **.*** **.** 03/22/2019 **.*** **.**
Algeco Scotsman Global, 6.5% 15feb2023, EUR   EUR 02/15/2023 03/22/2019 ***.*** *.** 03/22/2019 ***.** *.**
Algeco Scotsman Global, 8% 15feb2023, USD   USD 02/15/2023 03/22/2019 **.** *.* 03/22/2019 **.** *.**
Algeco Scotsman Global, FRN 15feb2023, EUR   EUR 02/15/2023 03/22/2019 ***.* * 03/22/2019 ***.** *
Alpha Plus Holdings, 5% 31mar2024, GBP   GBP 03/31/2024 03/22/2019 ***.** *.** 03/22/2019 *** *.**
Alpha Plus Holdings, 5.75%18dec2019, GBP   GBP 12/18/2019 03/22/2019 ***.** *.** 03/22/2019 ***.* *.*
AmicusHorizon Limited, 5.25% 13mar2043, GBP   GBP 03/13/2043 03/22/2019 ***.**** *.** 03/22/2019 ***.**** *.**
AnaCap Financial Europe, FRN 1aug2024, EUR   EUR 08/01/2024 03/22/2019 **.*** * 03/22/2019 **.* *
Angel Trains, 6.25% 27jul2020, GBP   GBP 07/27/2020 03/22/2019 ***.*** *.** 03/22/2019 ***.*** *.**
Angel Trains, 6.5% 5apr2031, GBP   GBP 04/05/2031 03/22/2019 ***.** *.** 03/22/2019 ***.** *.**
Anglian Water, 2.75% 26oct2029, GBP   GBP 10/26/2029 03/22/2019 ***.*** *.** 03/22/2019 ***.*** *.**
Anglian Water, 3.07% 30jul2032, GBP   GBP 07/30/2032 03/22/2019 ***.**** * 03/22/2019 ***.**** *
Anglian Water, 4% 8mar2026, GBP   GBP 03/08/2026 03/22/2019 **.** *.** 03/22/2019 **.*** *.**
Anglian Water, 4.5% 22feb2026, GBP   GBP 02/22/2026 03/22/2019 ***.*** *.** 03/22/2019 ***.*** *.**
Anglian Water, 4.5% 5oct2027, GBP   GBP 10/05/2027 03/22/2019 ***.** *.** 03/22/2019 ***.** *.**
Anglian Water, 5% 30apr2023, GBP   GBP 04/30/2023 03/22/2019 **.*** *.** 03/22/2019 **.** *.**
Anglian Water, 5.837% 30jul2022, GBP   GBP 07/30/2022 03/22/2019 ***.* *.** 03/22/2019 ***.** *.**
Anglian Water, 6.293% 30jul2030, GBP   GBP 07/30/2030 03/22/2019 ***.** *.** 03/22/2019 ***.** *.**
Anglian Water, 6.375% 15jan2029, GBP   GBP 01/15/2029 03/22/2019 ***.*** *.** 03/22/2019 ***.*** *.**
Anglian Water, 6.875% 16jan2034, GBP   GBP 01/16/2034 03/22/2019 ***.*** *.* 03/22/2019 ***.**** *.*
Anglian Water, 6.875% 21aug2023, GBP   GBP 08/21/2023 03/22/2019 ***.** *.** 03/22/2019 ***.*** *.**
Anglian Water, FRN 26jan2057, GBP   GBP 01/26/2057 03/22/2019 **.*** * 03/22/2019 **.*** *
Anglian Water, FRN 28jul2020, GBP   GBP 07/28/2020 03/22/2019 ***.**** * 03/22/2019 ***.**** *
Anglo American Capital Plc, 1.625% 11mar2026, EUR   EUR 03/11/2026 03/22/2019 ***.** *.** 03/22/2019 ***.** *.**
Anglo American Capital Plc, 3.375% 11mar2029, GBP   GBP 03/11/2029 03/22/2019 ***.** *.** 03/22/2019 ***.** *.**
Annes Gate Property, 5.661%30jun2031, GBP   GBP 06/30/2031 03/22/2019 ***.**** *.** 03/22/2019 ***.**** *.**
Annes Gate Property, FRN31mar2030, GBP   GBP 03/31/2030 03/22/2019 ***.*** * 03/22/2019 ***.*** *
Annington, 1.65% 12jul2024, EUR   EUR 07/12/2024 03/22/2019 ***.** *.* 03/22/2019 ***.** *.**
Annington, 2.646% 12jul2025, GBP   GBP 07/12/2025 03/22/2019 **.** *.** 03/22/2019 **.** *.**
Annington, 3.184% 12jul2029, GBP   GBP 07/12/2029 03/22/2019 ***.** *.** 03/22/2019 ***.** *.**
Annington, 3.685% 12jul2034, GBP   GBP 07/12/2034 03/22/2019 ***.*** *.** 03/22/2019 ***.** *.**
Annington, 3.935% 12jul2047, GBP   GBP 07/12/2047 03/22/2019 ***.*** *.** 03/22/2019 ***.** *.**
ANZ New Zealand (Int’l), London Branch, 0.25% 22sep2025, CHF   CHF 09/22/2025 03/22/2019 ***.** *.** 03/22/2019 ***.** *.**
ANZ New Zealand (Int’l), London Branch, 0.25% 25oct2023, CHF   CHF 10/25/2023 03/22/2019 ***.** -*.** 03/22/2019 ***.* -*.*
ANZ New Zealand (Int’l), London Branch, 0.4% 1mar2022, EUR   EUR 03/01/2022 03/22/2019 ***.** *.** 03/22/2019 ***.** *.**
ANZ New Zealand (Int’l), London Branch, 0.5% 17jan2024, EUR   EUR 01/17/2024 03/22/2019 ***.*** *.* 03/22/2019 ***.*** *.**
ANZ New Zealand (Int’l), London Branch, 1.125% 20mar2025, EUR   EUR 03/20/2025 03/22/2019 ***.** *.** 03/22/2019 ***.*** *.**
ANZ New Zealand (Int’l), London Branch, 2.147% 21sep2020, USD   USD 09/21/2020 03/22/2019 **.*** *.** 03/22/2019 **.**** *.**
ANZ New Zealand (Int’l), London Branch, 2.2% 17jul2020, USD   USD 07/17/2020 03/22/2019 **.*** *.** 03/22/2019 **.*** *.**
ANZ New Zealand (Int’l), London Branch, 2.75% 3feb2021, USD   USD 02/03/2021 03/22/2019 **.** *.** 03/22/2019 **.** *.**
ANZ New Zealand (Int’l), London Branch, 2.85% 6aug2020, USD   USD 08/06/2020 03/22/2019 *** *.** 03/22/2019 ***.** *.**
ANZ New Zealand (Int’l), London Branch, 3.4% 19mar2024, USD   USD 03/19/2024 03/22/2019 *** *.** 03/22/2019 ***.** *.*
ANZ New Zealand (Int’l), London Branch, 3.45% 17jul2027, USD   USD 07/17/2027 03/22/2019 **.*** *.** 03/22/2019 **.*** *.**
ANZ New Zealand (Int’l), London Branch, FRN 22mar2021, GBP   GBP 03/22/2021 03/22/2019 **.*** * 03/22/2019 **.*** *
ANZ New Zealand (Int’l), London Branch, FRN 25jan2022, USD   USD 01/25/2022 03/22/2019 ***.*** * 03/22/2019 ***.*** *
Aptiv, 1.5% 10mar2025, EUR   EUR 03/10/2025 03/22/2019 ***.** *.** 03/22/2019 ***.** *.**
Aptiv, 1.6% 15sep2028, EUR   EUR 09/15/2028 03/22/2019 **.** *.** 03/22/2019 **.** *.**
Aptiv, 4.35% 15mar2029, USD   USD 03/15/2029 03/22/2019 ***.*** *.** 03/22/2019 ***.*** *.**
Aptiv, 4.4% 1oct2046, USD   USD 10/01/2046 03/22/2019 **.** *.** 03/22/2019 **.** *.**
Arqiva, 4.04% 30jun2035, GBP   GBP 06/30/2035 03/22/2019 ***.**** *.** 03/22/2019 ***.**** *.**
Arqiva, 4.882% 31dec2032, GBP   GBP 12/31/2032 03/22/2019 ***.** *.** 03/22/2019 ***.** *.**
Arqiva, 5.34% 30dec2037, GBP   GBP 12/30/2037 03/22/2019 ***.**** *.** 03/22/2019 ***.**** *.**
Arqiva, 6.75% 30sep2023, GBP   GBP 09/30/2023 03/22/2019 ***.** *.** 03/22/2019 ***.*** *.**
Arrow Global, 5.125% 15sep2024, GBP   GBP 09/15/2024 03/22/2019 **.* *.** 03/22/2019 **.** *.**
Arrow Global, FRN 1apr2025, EUR   EUR 04/01/2025 03/22/2019 **.** * 03/22/2019 **.** *
Arrow Global, FRN 1mar2026, EUR   EUR 03/01/2026 03/22/2019 **.*** * 03/22/2019 **.*** *
Arsenal Football Club, 5.1418%1sep2029, GBP   GBP 09/01/2029 03/22/2019 ***.**** *.** 03/22/2019 ***.**** *.**
Artesian Finance II, 6% 30sep2033, GBP (ABS)   GBP 09/30/2033 03/22/2019 ***.**** * 03/22/2019 ***.**** *
ASB Finance, 0% 20dec2019, EUR (1072D)   EUR 12/20/2019 03/22/2019 ***.*** -*.* 03/22/2019 ***.*** -*.**
ASB Finance, 0.25% 14apr2021, EUR   EUR 04/14/2021 03/22/2019 ***.*** -*.** 03/22/2019 ***.*** -*.**
ASB Finance, 0.75% 13mar2024, EUR   EUR 03/13/2024 03/22/2019 ***.** *.** 03/22/2019 ***.** *.**
ASB Finance, 0.75% 9oct2025, EUR   EUR 10/09/2025 03/22/2019 ***.*** *.* 03/22/2019 ***.*** *.**
Ashtead Capital Inc, 4.125% 15aug2025, USD   USD 08/15/2025 03/22/2019 **.*** *.** 03/22/2019 **.** *.**
Ashtead Capital Inc, 4.375% 15aug2017, USD   USD 08/15/2027 03/22/2019 **.*** *.** 03/22/2019 **.** *.**
Aspire Defence Finance, 4.674% 31mar2040, GBP   GBP 03/31/2040 03/22/2019 ***.** *.** 03/22/2019 ***.** *.**
Aspire Defence Finance, 4.674% 31mar2040, GBP   GBP 03/31/2040 03/22/2019 ***.** *.* 03/22/2019 ***.** *.**
Associated British Ports (ABP), 6.25% 2026, GBP   GBP 12/14/2026 03/22/2019 ***.**** *.** 03/22/2019 ***.*** *.**
Assura, 3% 19jul2028, GBP   GBP 07/19/2028 03/22/2019 ***.*** *.** 03/22/2019 ***.*** *.**
Aster Treasury, 4.5% 18dec2043, GBP   GBP 12/18/2043 03/22/2019 ***.* *.** 03/22/2019 ***.** *.**
Aston Martin, 5.75% 15apr2022, GBP   GBP 04/15/2022 03/22/2019 **.** *.** 03/22/2019 **.**** *.**
Aston Martin, 6.5% 15apr2022, USD   USD 04/15/2022 03/22/2019 **.** *.** 03/22/2019 **.* *.**
AstraZeneca, 0.25% 12may2021, EUR   EUR 05/12/2021 03/22/2019 ***.** *.* 03/22/2019 ***.** *.**
AstraZeneca, 0.75% 12may2024, EUR   EUR 05/12/2024 03/22/2019 ***.** *.* 03/22/2019 ***.* *.**
AstraZeneca, 0.875% 24nov2021, EUR   EUR 11/24/2021 03/22/2019 ***.** *.** 03/22/2019 ***.** *.**
AstraZeneca, 1.25% 12may2028, EUR   EUR 05/12/2028 03/22/2019 ***.** *.** 03/22/2019 ***.** *.**
AstraZeneca, 1.95% 18sep2019, USD   USD 09/18/2019 03/22/2019 **.*** *.* 03/22/2019 **.*** *.**
AstraZeneca, 2.375% 12jun2022, USD   USD 06/12/2022 03/22/2019 **.** *.** 03/22/2019 **.* *.**
AstraZeneca, 2.375% 16nov2020, USD   USD 11/16/2020 03/22/2019 **.** *.** 03/22/2019 **.* *.**
AstraZeneca, 3.125% 12jun2027, USD   USD 06/12/2027 03/22/2019 **.** *.* 03/22/2019 **.** *.**
AstraZeneca, 3.375% 16nov2025, USD   USD 11/16/2025 03/22/2019 ***.** *.** 03/22/2019 ***.** *.**
AstraZeneca, 3.5% 17aug2023, USD   USD 08/17/2023 03/22/2019 ***.** *.** 03/22/2019 ***.** *.**
AstraZeneca, 4% 17jan2029, USD   USD 01/17/2029 03/22/2019 ***.*** *.* 03/22/2019 ***.** *.**
AstraZeneca, 4% 18sep2042, USD   USD 09/18/2042 03/22/2019 **.** *.** 03/22/2019 **.** *.**
AstraZeneca, 4.375% 16nov2045, USD   USD 11/16/2045 03/22/2019 ***.*** *.** 03/22/2019 ***.*** *.*
AstraZeneca, 4.375% 17aug2048, USD   USD 08/17/2048 03/22/2019 ***.*** *.** 03/22/2019 ***.** *.**
AstraZeneca, 5.75% 13nov2031, GBP   GBP 11/13/2031 03/22/2019 ***.** *.** 03/22/2019 ***.** *.**
AstraZeneca, 6.45% 15sep2037, USD   USD 09/15/2037 03/22/2019 ***.** *.* 03/22/2019 ***.** *.**
AstraZeneca, FRN 10jun2022, USD   USD 06/10/2022 03/22/2019 **.*** * 03/22/2019 ***.*** *
AstraZeneca, FRN 17aug2023, USD   USD 08/17/2023 03/22/2019 **.** * 03/22/2019 **.* *
Autolink Concessionaires M6, 8.39% 15jun2022, GBP   GBP 06/15/2022 03/22/2019 ***.**** *.** 03/22/2019 ***.**** *.*
Aviva, 0.625% 27oct2023, EUR   EUR 10/27/2023 03/22/2019 ***.** *.** 03/22/2019 ***.** *.**
Aviva, 1.875% 13nov2027, EUR   EUR 11/13/2027 03/22/2019 ***.* *.* 03/22/2019 ***.** *.**
Aviva, 3.375% 4dec2045, EUR   EUR 12/04/2045 03/22/2019 ***.** * 03/22/2019 ***.** *
Aviva, 3.875% 3jul2044, EUR   EUR 07/03/2044 03/22/2019 ***.** * 03/22/2019 ***.** *
Aviva, 4.375% 12sep2049, GBP   GBP 09/12/2049 03/22/2019 **.*** * 03/22/2019 **.*** *
Aviva, 5.125% 4jun2050, GBP   GBP 06/04/2050 03/22/2019 ***.*** * 03/22/2019 ***.*** *
Aviva, 5.902% perp., GBP   GBP 03/22/2019 ***.** * 03/22/2019 ***.*** *
Aviva, 6.125% 14nov2036, GBP   GBP 11/14/2036 03/22/2019 ***.*** * 03/22/2019 ***.*** *
Aviva, 6.125% 5jul2043, EUR   EUR 07/05/2043 03/22/2019 ***.*** * 03/22/2019 ***.** *
Aviva, 6.125% perp., GBP   GBP 03/22/2019 ***.*** * 03/22/2019 ***.*** *
Aviva, 6.625% 3jun2041, GBP   GBP 06/03/2041 03/22/2019 ***.*** * 03/22/2019 ***.*** *
Aviva, 6.875% 20may2058, GBP   GBP 05/20/2058 03/22/2019 ***.** * 03/22/2019 ***.** *
Aviva, 6.875% perp., GBP   GBP 03/22/2019 ***.** * 03/22/2019 ***.** *
Babcock International Group, 1.75% 6oct2022, EUR   EUR 10/06/2022 03/22/2019 ***.** *.** 03/22/2019 ***.** *.**
Babcock International Group, 1.875% 5oct2026, GBP   GBP 10/05/2026 03/22/2019 **.** *.** 03/22/2019 **.** *.**
BAE Systems, 4.125% 8jun2022, GBP   GBP 06/08/2022 03/22/2019 ***.** *.** 03/22/2019 ***.** *.**
Banco Santander, London Branch, 0.375% 18sep2019, EUR   EUR 09/18/2019 03/22/2019 ***.** -*.** 03/22/2019 ***.** -*.**
Banco Santander, London Branch, 10.0625% perp., GBP   GBP 03/22/2019 ***.*** * 03/22/2019 ***.*** *
Banco Santander, London Branch, 2.35% 10sep2019, USD   USD 09/10/2019 03/22/2019 **.** *.** 03/22/2019 **.*** *.**
Banco Santander, London Branch, 2.375% 16mar2020, USD   USD 03/16/2020 03/22/2019 **.** *.** 03/22/2019 **.** *.**
Banco Santander, London Branch, 3.125% 8jan2021, USD   USD 01/08/2021 03/22/2019 **.** *.** 03/22/2019 ***.** *.**
Banco Santander, London Branch, 5% 7nov2023, USD   USD 11/07/2023 03/22/2019 ***.** *.** 03/22/2019 ***.** *.**
Banco Santander, London Branch, 5.875% 14aug2031, GBP   GBP 08/14/2031 03/22/2019 ***.**** *.** 03/22/2019 ***.**** *.**
Banco Santander, London Branch, 6.5% 21oct2030, GBP   GBP 10/21/2030 03/22/2019 ***.**** *.** 03/22/2019 ***.**** *.**
Banco Santander, London Branch, 7.037% perp., GBP   GBP 03/22/2019 ***.** * 03/22/2019 ***.** *
Banco Santander, London Branch, 7.125% perp., GBP   GBP 03/22/2019 ***.*** * 03/22/2019 ***.*** *
Banco Santander, London Branch, 7.95% 26oct2029, USD   USD 10/26/2029 03/22/2019 ***.*** *.** 03/22/2019 ***.*** *.**
Banco Santander, London Branch, FRN 8jul2019, GBP   GBP 07/08/2019 03/22/2019 ***.** * 03/22/2019 ***.** *
Bank of China (London), FRN 7jun2021, USD   USD 06/07/2021 03/22/2019 **.** * 03/22/2019 ***.** *
Bank of China (London), FRN 7jun2023, USD   USD 06/07/2023 03/22/2019 **.** * 03/22/2019 ***.** *
Bank of Scotland, 2% 4mar2025, EUR   EUR 03/04/2025 03/22/2019 ***.*** * 03/22/2019 ***.** *
Bank of Scotland, 2.64% 16apr2020, GBP   GBP 04/16/2020 03/22/2019 ***.* * 03/22/2019 ***.**** *
Bank of Scotland, 3.875% 7feb2020, EUR   EUR 02/07/2020 03/22/2019 ***.* -*.* 03/22/2019 ***.** -*.**
Bank of Scotland, 4.5% 13jul2021, EUR   EUR 07/13/2021 03/22/2019 ***.*** -*.** 03/22/2019 ***.** -*.**
Bank of Scotland, 4.75% 8jun2022, EUR   EUR 06/08/2022 03/22/2019 ***.*** *.** 03/22/2019 ***.** -*.**
Bank of Scotland, 4.875% 20dec2024, GBP   GBP 12/20/2024 03/22/2019 ***.**** *.** 03/22/2019 ***.*** *.**
Bank of Scotland, 4.875% 4jun2019, EUR   EUR 06/04/2019 03/22/2019 *** -*.** 03/22/2019 ***.*** -*.**
Bank of Scotland, 6% 7feb2035, EUR   EUR 02/07/2035 03/22/2019 ***.*** * 03/22/2019 ***.*** *
Bank of Scotland, 6.375% 16aug2019, GBP   GBP 08/16/2019 03/22/2019 ***.** *.** 03/22/2019 ***.** *.**
Bank of Scotland, 7.375% perp., GBP   GBP 03/22/2019 *** * 03/22/2019 *** *
Bank of Scotland, FRN 10jan2025, EUR   EUR 01/10/2025 03/22/2019 **.*** * 03/22/2019 **.*** *
Bank of Scotland, FRN 31dec2029, EUR   EUR 12/31/2029 03/22/2019 ***.*** * 03/22/2019 ***.*** *
Bank of Scotland, FRN 8nov2019, GBP   GBP 11/08/2019 03/22/2019 **.**** * 03/22/2019 **.**** *
Bank of Scotland, FRN 8nov2019, GBP   GBP 11/08/2019 03/22/2019 **.*** * 03/22/2019 **.*** *
Bank of Scotland, FRN 8nov2022, GBP   GBP 11/08/2022 03/22/2019 **.*** * 03/22/2019 **.*** *
Barclays, 0% 18aug2021, USD (Conv.)   USD 08/18/2021 03/22/2019 **.*** *.** 03/22/2019 **.*** *.*
Barclays, 0% 21mar2023, EUR (5864D)   EUR 03/21/2023 03/22/2019 **.*** *.** 03/22/2019 **.*** *.**
Barclays, 0% 7may2045, USD (10958D)   USD 05/07/2045 03/22/2019 ***.**** *.** 03/22/2019 ***.**** *.**
Barclays, 0% 7may2045, USD (10958D)   USD 05/07/2045 03/22/2019 ***.**** *.** 03/22/2019 ***.**** *.**
Barclays, 0.5% 20sep2022, TRY   TRY 09/20/2022 03/22/2019 **.*** **.** 03/22/2019 **.*** **.**
Barclays, 0.625% 14nov2023, EUR   EUR 11/14/2023 03/22/2019 **.** * 03/22/2019 **.** *
Barclays, 1.35% 7oct2021, JPY   JPY 10/07/2021 03/22/2019 ***.*** *.** 03/22/2019 ***.*** *.**
Barclays, 1.375% 24jan2026, EUR   EUR 01/24/2026 03/22/2019 **.** * 03/22/2019 **.** *
Barclays, 1.5% 1apr2022, EUR   EUR 04/01/2022 03/22/2019 ***.** *.** 03/22/2019 ***.** *.*
Barclays, 1.5% 3sep2023, EUR   EUR 09/03/2023 03/22/2019 ***.* *.** 03/22/2019 ***.** *.**
Barclays, 1.875% 8dec2023, EUR   EUR 12/08/2023 03/22/2019 ***.** *.** 03/22/2019 *** *.**
Barclays, 10% 21may2021, GBP   GBP 05/21/2021 03/22/2019 ***.*** *.** 03/22/2019 ***.** *.**
Barclays, 10% 28jul2034, USD   USD 07/28/2034 03/22/2019 **.**** * 03/22/2019 **.**** *
Barclays, 10.179% 12jun2021, USD   USD 06/12/2021 03/22/2019 ***.*** *.** 03/22/2019 ***.*** *.**
Barclays, 14% perp., GBP   GBP 03/22/2019 ***.** * 03/22/2019 ***.*** *
Barclays, 2% 7feb2028, EUR   EUR 02/07/2028 03/22/2019 **.*** *.** 03/22/2019 **.* *.**
Barclays, 2.125% 24feb2021, EUR   EUR 02/24/2021 03/22/2019 ***.** *.** 03/22/2019 ***.** *.**
Barclays, 2.25% 10jun2024, EUR   EUR 06/10/2024 03/22/2019 ***.** *.** 03/22/2019 ***.** *.**
Barclays, 2.625% 11nov2025, EUR   EUR 11/11/2025 03/22/2019 ***.** * 03/22/2019 ***.* *
Barclays, 2.65% 11jan2021, USD   USD 01/11/2021 03/22/2019 **.** *.** 03/22/2019 **.** *.**
Barclays, 2.75% 8nov2019, USD   USD 11/08/2019 03/22/2019 **.*** *.** 03/22/2019 ***.** *.**
Barclays, 2.875% 8jun2020, USD   USD 06/08/2020 03/22/2019 **.*** *.** 03/22/2019 ***.*** *.**
Barclays, 3% 17sep2020, USD   USD 09/17/2020 03/22/2019 ***.*** * 03/22/2019 ***.*** *
Barclays, 3.125% 17jan2024, GBP   GBP 01/17/2024 03/22/2019 ***.** *.** 03/22/2019 ***.* *.**
Barclays, 3.2% 10aug2021, USD   USD 08/10/2021 03/22/2019 **.** *.** 03/22/2019 **.** *.**
Barclays, 3.25% 12feb2027, GBP   GBP 02/12/2027 03/22/2019 **.* *.** 03/22/2019 **.** *.**
Barclays, 3.25% 12jan2021, USD   USD 01/12/2021 03/22/2019 ***.** *.** 03/22/2019 ***.*** *.**
Barclays, 3.65% 16mar2025, USD   USD 03/16/2025 03/22/2019 **.*** *.** 03/22/2019 **.*** *.**
Barclays, 3.684% 10jan2023, USD   USD 01/10/2023 03/22/2019 **.*** *.** 03/22/2019 ***.** *.*
Barclays, 3.75% 15may2024, USD   USD 05/15/2024 03/22/2019 ***.** *.** 03/22/2019 ***.** *.**
Barclays, 4% 12jan2021, EUR   EUR 01/12/2021 03/22/2019 ***.** -*.** 03/22/2019 ***.*** -*.**
Barclays, 4% 29oct2020, USD   USD 10/29/2020 03/22/2019 ***.*** *.** 03/22/2019 ***.** *.**
Barclays, 4% 7oct2019, EUR   EUR 10/07/2019 03/22/2019 ***.** -*.** 03/22/2019 ***.*** -*.**
Barclays, 4.25% 12jan2023, GBP   GBP 01/12/2023 03/22/2019 ***.** * 03/22/2019 ***.** *
Barclays, 4.25% 2mar2022, EUR   EUR 03/02/2022 03/22/2019 ***.** -*.** 03/22/2019 ***.*** -*.*
Barclays, 4.337% 10jan2028, USD   USD 01/10/2028 03/22/2019 **.** *.** 03/22/2019 **.** *.**
Barclays, 4.338% 16may2024, USD   USD 05/16/2024 03/22/2019 ***.** * 03/22/2019 ***.** *
Barclays, 4.375% 11sep2024, USD   USD 09/11/2024 03/22/2019 **.** *.** 03/22/2019 ***.* *.**
Barclays, 4.375% 12jan2026, USD   USD 01/12/2026 03/22/2019 ***.** *.** 03/22/2019 ***.*** *.**
Barclays, 4.61% 15feb2023, USD   USD 02/15/2023 03/22/2019 ***.** * 03/22/2019 ***.** *
Barclays, 4.75% perp., EUR   EUR 03/22/2019 **.** * 03/22/2019 **.** *
Barclays, 4.836% 9may2028, USD   USD 05/09/2028 03/22/2019 **.** *.** 03/22/2019 ** *.**
Barclays, 4.875% 13aug2019, EUR   EUR 08/13/2019 03/22/2019 ***.*** *.** 03/22/2019 ***.** -*.**
Barclays, 4.95% 10jan2047, USD   USD 01/10/2047 03/22/2019 **.*** *.** 03/22/2019 **.** *.**
Barclays, 4.972% 16may2029, USD   USD 05/16/2029 03/22/2019 ***.** * 03/22/2019 ***.** *
Barclays, 5.125% 8jan2020, USD   USD 01/08/2020 03/22/2019 ***.*** *.** 03/22/2019 ***.*** *.**
Barclays, 5.14% 14oct2020, USD   USD 10/14/2020 03/22/2019 ***.* *.** 03/22/2019 ***.*** *.**
Barclays, 5.2% 12may2026, USD   USD 05/12/2026 03/22/2019 ***.** *.** 03/22/2019 ***.** *.*
Barclays, 5.25% 17aug2045, USD   USD 08/17/2045 03/22/2019 ***.*** *.** 03/22/2019 ***.* *.**
Barclays, 5.75% 14sep2026, GBP   GBP 09/14/2026 03/22/2019 ***.** *.** 03/22/2019 ***.*** *.**
Barclays, 5.75% 17aug2021, GBP   GBP 08/17/2021 03/22/2019 ***.*** *.** 03/22/2019 ***.** *.**
Barclays, 5.875% perp., GBP   GBP 03/22/2019 **.** * 03/22/2019 **.*** *
Barclays, 6% 14jan2021, EUR   EUR 01/14/2021 03/22/2019 ***.** *.** 03/22/2019 ***.** *.**
Barclays, 6% perp., GBP   GBP 03/22/2019 *** * 03/22/2019 ***.* *
Barclays, 6.125% perp., GBP   GBP 03/22/2019 ***.*** * 03/22/2019 ***.*** *
Barclays, 6.5% perp., EUR   EUR 03/22/2019 ***.** * 03/22/2019 ***.*** *
Barclays, 6.625% 30mar2022, EUR   EUR 03/30/2022 03/22/2019 ***.** *.** 03/22/2019 ***.*** *.**
Barclays, 6.625% perp., USD   USD 03/22/2019 **.** * 03/22/2019 **.*** *
Barclays, 7% perp., GBP   GBP 03/22/2019 ***.**** * 03/22/2019 ***.**** *
Barclays, 7.125% perp., GBP   GBP 03/22/2019 ***.** * 03/22/2019 *** *
Barclays, 7.25% perp., GBP   GBP 03/22/2019 ***.** * 03/22/2019 ***.** *
Barclays, 7.625% 21nov2022, USD   USD 11/21/2022 03/22/2019 ***.** *.** 03/22/2019 ***.** *.**
Barclays, 7.75% perp., USD   USD 03/22/2019 **.** * 03/22/2019 **.* *
Barclays, 7.875% perp., GBP   GBP 03/22/2019 ***.** * 03/22/2019 ***.** *
Barclays, 7.875% perp., USD   USD 03/22/2019 ***.** * 03/22/2019 ***.** *
Barclays, 8% perp., EUR   EUR 03/22/2019 ***.* * 03/22/2019 *** *
Barclays, 8% perp., USD   USD 03/22/2019 ***.** * 03/22/2019 ***.** *
Barclays, 9% perp., GBP   GBP 03/22/2019 *** * 03/22/2019 *** *
Barclays, 9.50% 7aug2021, GBP   GBP 08/07/2021 03/22/2019 ***.** *.* 03/22/2019 ***.** *.**
Barclays, FRN 10aug2021, USD   USD 08/10/2021 03/22/2019 ***.** * 03/22/2019 ***.** *
Barclays, FRN 10jan2023, USD   USD 01/10/2023 03/22/2019 ***.** * 03/22/2019 ***.* *
Barclays, FRN 11jan2021, USD   USD 01/11/2021 03/22/2019 **.* * 03/22/2019 ***.** *
Barclays, FRN 14sep2020, EUR   EUR 09/14/2020 03/22/2019 ***.*** * 03/22/2019 ***.*** *
Barclays, FRN 15feb2023, USD   USD 02/15/2023 03/22/2019 **.* * 03/22/2019 **.** *
Barclays, FRN 15jun2023, AUD   AUD 06/15/2023 03/22/2019 **.** * 03/22/2019 **.*** *
Barclays, FRN 15oct2019, EUR   EUR 10/15/2019 03/22/2019 **.**** * 03/22/2019 **.**** *
Barclays, FRN 15sep2020, EUR   EUR 09/15/2020 03/22/2019 ***.*** * 03/22/2019 ***.*** *
Barclays, FRN 16jun2020, USD   USD 06/16/2020 03/22/2019 ***.**** * 03/22/2019 ***.*** *
Barclays, FRN 16may2024, USD   USD 05/16/2024 03/22/2019 **.** * 03/22/2019 **.* *
Barclays, FRN 1sep2023, EUR   EUR 09/01/2023 03/22/2019 **.*** * 03/22/2019 **.*** *
Barclays, FRN 22mar2021, EUR   EUR 03/22/2021 03/22/2019 ** * 03/22/2019 ** *
Barclays, FRN 22may2021, GBP   GBP 05/22/2021 03/22/2019 ***.** * 03/22/2019 ***.** *
Barclays, FRN 23dec2023, EUR   EUR 12/23/2023 03/22/2019 **.*** * 03/22/2019 **.*** *
Barclays, FRN 24aug2025, EUR   EUR 08/24/2025 03/22/2019 **.** * 03/22/2019 **.** *
Barclays, FRN 28dec2040, EUR   EUR 12/28/2040 03/22/2019 **.** * 03/22/2019 **.** *
Barclays, FRN 29mar2019, USD   USD 03/29/2019 03/22/2019 ***.**** * 03/22/2019 ***.**** *
Barclays, FRN 29sep2026, EUR   EUR 09/29/2026 03/22/2019 **.** * 03/22/2019 **.** *
Barclays, FRN 9jan2023, GBP   GBP 01/09/2023 03/22/2019 **.** * 03/22/2019 **.** *
Barclays, FRN 9nov2023, EUR   EUR 11/09/2023 03/22/2019 **.** * 03/22/2019 **.** *
Barclays Bank PLC, 0% 15mar2038, GBP   GBP 03/15/2038 03/22/2019 **.*** *.** 03/22/2019 **.** *.**
Barclays Bank PLC, 0% 22apr2044, USD (10958D)   USD 04/22/2044 03/22/2019 ***.*** *.** 03/22/2019 ***.*** *.**
Barclays Bank PLC, 0% 23jul2021, USD (Conv.)   USD 07/23/2021 03/22/2019 **.**** *.** 03/22/2019 ***.**** -*.**
Barclays Bank PLC, 0% 27mar2027, USD   USD 03/27/2027 03/22/2019 **.*** *.** 03/22/2019 **.*** *.**
Barclays Bank PLC, 0% 28jan2038, USD (10955D)   USD 01/28/2038 03/22/2019 **.** *.** 03/22/2019 **.** *.**
Barclays Bank PLC, 0% 6oct2019, EUR   EUR 10/06/2019 03/22/2019 **.*** *.** 03/22/2019 ***.* -*.**
Barclays Bank PLC, 1.375% 8feb2021, NOK   NOK 02/08/2021 03/22/2019 **.** *.** 03/22/2019 **.** *.**
Barclays Bank PLC, 1.875% 23mar2021, EUR   EUR 03/23/2021 03/22/2019 ***.** *.** 03/22/2019 ***.** *.**
Barclays Bank PLC, 11% 28sep2020, TRY   TRY 09/28/2020 03/22/2019 **.** **.** 03/22/2019 **.** **.**
Barclays Bank PLC, 4% 02jul2029, USD   USD 07/02/2029 03/22/2019 **.*** *.** 03/22/2019 **.*** *.**
Barclays Bank PLC, 4% 25feb2021, EUR (Structured)   EUR 02/25/2021 03/22/2019 ***.*** *.** 03/22/2019 ***.*** *.**
Barclays Bank PLC, 4.1% 25aug2025, EUR   EUR 08/25/2025 03/22/2019 ***.*** *.** 03/22/2019 ***.*** *.**
Barclays Bank PLC, 5.64% 30jul2019, EUR   EUR 07/30/2019 03/22/2019 ***.*** *.** 03/22/2019 ***.*** -*
Barclays Bank PLC, 5.7% 06aug2019, EUR   EUR 08/06/2019 03/22/2019 ***.*** *.** 03/22/2019 ***.*** -*.**
Barclays Bank PLC, 5.7% 06aug2019, EUR   EUR 08/06/2019 03/22/2019 ***.*** *.** 03/22/2019 ***.*** *.**
Barclays Bank PLC, 6.278% perp., USD   USD 03/22/2019 ***.** * 03/22/2019 ***.** *
Barclays Bank PLC, 6.86% perp., USD   USD 03/22/2019 ***.** * 03/22/2019 ***.** *
Barclays Bank PLC, FRN 14aug2021, EUR   EUR 08/14/2021 03/22/2019 ***.*** * 03/22/2019 ***.*** *
Barclays Bank PLC, FRN 1mar2022, EUR   EUR 03/01/2022 03/22/2019 **.**** * 03/22/2019 **.**** *
Barclays Bank PLC, FRN 20oct2025, EUR   EUR 10/20/2025 03/22/2019 **.** * 03/22/2019 **.** *
Barclays Bank PLC, FRN 23mar2030, EUR   EUR 03/23/2030 03/22/2019 **.*** * 03/22/2019 ***.*** *
Barclays Bank PLC, FRN 25jul2019, GBP   GBP 07/25/2019 03/22/2019 ***.*** * 03/22/2019 ***.*** *
Barclays Bank PLC, FRN 27jun2023, EUR   EUR 06/27/2023 03/22/2019 ***.* * 03/22/2019 ***.* *
Barclays Bank PLC, FRN 2dec2021, EUR   EUR 12/02/2021 03/22/2019 ***.*** * 03/22/2019 ***.*** *
Barclays Bank PLC, FRN 6mar2025, EUR   EUR 03/06/2025 03/22/2019 **.** * 03/22/2019 **.** *
Barclays Bank PLC, FRN 7may2019, EUR   EUR 05/07/2019 03/22/2019 **.*** * 03/22/2019 ***.*** *
Barclays Bank PLC, FRN 7may2019, EUR   EUR 05/07/2019 03/22/2019 ***.*** * 03/22/2019 ***.*** *
Barclays Bank PLC, FRN 9apr2020, USD   USD 04/09/2020 03/22/2019 **.**** * 03/22/2019 **.**** *
BAT International Finance PLC, 1% 23may2022, EUR   EUR 05/23/2022 03/22/2019 ***.** *.** 03/22/2019 ***.** *.**
BAT International Finance PLC, 2.75% 2020, USD   USD 06/15/2020 03/22/2019 **.** *.** 03/22/2019 **.* *.**
BAT International Finance PLC, 3.5% 2022, USD   USD 06/15/2022 03/22/2019 ***.** *.** 03/22/2019 ***.** *.**
BAT International Finance PLC, 3.95% 2025, USD   USD 06/15/2025 03/22/2019 **.** *.** 03/22/2019 **.** *.**
BAT International Finance PLC, 4% 23nov2055, GBP   GBP 11/23/2055 03/22/2019 ***.** *.** 03/22/2019 ***.** *.**
BBC Pacific Quay, 5.5653% 25jul2034, GBP   GBP 07/25/2034 03/22/2019 ***.**** * 03/22/2019 ***.**** *
Beazley Group, 5.375% 25sep2019, GBP   GBP 09/25/2019 03/22/2019 ***.** *.* 03/22/2019 ***.** *.**
BG Energy Capital plc, 3.94% 2oct2019, HKD   HKD 10/02/2019 03/22/2019 ***.*** *.** 03/22/2019 ***.*** *.**
BG Energy Holdings, 1.25% 21nov2022, EUR   EUR 11/21/2022 03/22/2019 ***.** *.** 03/22/2019 ***.** *.**
BG Energy Holdings, 2.25% 21nov2029, EUR   EUR 11/21/2029 03/22/2019 ***.* *.** 03/22/2019 ***.** *.**
BG Energy Holdings, 3.625% 16jul2019, EUR   EUR 07/16/2019 03/22/2019 ***.** *.** 03/22/2019 ***.** -*.**
BG Energy Holdings, 5% 4nov2036, GBP   GBP 11/04/2036 03/22/2019 ***.** *.** 03/22/2019 ***.** *.**
BG Energy Holdings, 5.125% 1dec2025, GBP   GBP 12/01/2025 03/22/2019 ***.** *.** 03/22/2019 ***.** *.**
Bibby Offshore Holdings, 7.5% 15jun2021, GBP   GBP 06/15/2021 03/22/2019 ** ***.** 03/22/2019 ** ***.**
Birmingham Airport, 6.25% 22feb2021, GBP   GBP 02/22/2021 03/22/2019 ***.**** *.* 03/22/2019 ***.**** *.**
BL Superstores Finance, 4.482%4oct2025, GBP   GBP 10/04/2025 03/22/2019 ***.**** *.** 03/22/2019 ***.**** *.**
BL Superstores Finance, 5.27% 4oct2030, GBP   GBP 10/04/2030 03/22/2019 ***.**** * 03/22/2019 ***.**** *
BL Superstores Finance, 5.578% 4oct2025, GBP   GBP 10/04/2025 03/22/2019 ***.**** *.** 03/22/2019 ***.*** *.**
BNZ International Funding, 0.125% 17jun2021, EUR   EUR 06/17/2021 03/22/2019 ***.** -*.** 03/22/2019 ***.*** -*.**
BNZ International Funding, 0.25% 24jun2022, CHF   CHF 06/24/2022 03/22/2019 ***.** -*.** 03/22/2019 ***.** -*.**
BNZ International Funding, 0.5% 13may2023, EUR   EUR 05/13/2023 03/22/2019 ***.** *.** 03/22/2019 ***.* *.*
BNZ International Funding, 0.625% 23apr2022, EUR   EUR 04/23/2022 03/22/2019 *** *.* 03/22/2019 ***.** *.**
BNZ International Funding, 0.625% 3jul2025, EUR   EUR 07/03/2025 03/22/2019 ***.*** *.** 03/22/2019 ***.** *.**
BNZ International Funding, 2.1% 14sep2021, USD   USD 09/14/2021 03/22/2019 **.** *.** 03/22/2019 **.** *.**
BNZ International Funding, 2.4% 21feb2020, USD   USD 02/21/2020 03/22/2019 **.** *.** 03/22/2019 ***.** *.**
BNZ International Funding, 2.5% 1mar2021, HKD   HKD 03/01/2021 03/22/2019 **.*** *.** 03/22/2019 ***.*** *.**
BNZ International Funding, 2.75% 2mar2021, USD   USD 03/02/2021 03/22/2019 **.** *.** 03/22/2019 ***.*** *.**
BNZ International Funding, 2.9% 21feb2022, USD   USD 02/21/2022 03/22/2019 **.** *.** 03/22/2019 **.** *.**
BNZ International Funding, FRN 12jan2020, GBP   GBP 01/12/2020 03/22/2019 ***.*** * 03/22/2019 ***.*** *
BNZ International Funding, FRN 14sep2021, USD   USD 09/14/2021 03/22/2019 ***.*** * 03/22/2019 ***.*** *
BNZ International Funding, FRN 21feb2020, USD   USD 02/21/2020 03/22/2019 ***.*** * 03/22/2019 ***.*** *
BNZ International Funding, FRN 24oct2019, USD   USD 10/24/2019 03/22/2019 ***.*** * 03/22/2019 ***.** *
Boparan Holdings, 4.375% 15jul2021, EUR   EUR 07/15/2021 03/22/2019 **.*** **.** 03/22/2019 **.** **.**
Boparan Holdings, 5.25% 15jul2019, GBP   GBP 07/15/2019 03/22/2019 **.*** *.** 03/22/2019 **.* *.**
Boparan Holdings, 5.5% 15jul2021, GBP   GBP 07/15/2021 03/22/2019 **.** **.** 03/22/2019 **.** **.*
BP Capital Markets, 0.75% 27sep2021, CHF   CHF 09/27/2021 03/22/2019 ***.** -*.** 03/22/2019 ***.* -*.**
BP Capital Markets, 1% 28apr2023, GBP (Conv.)   GBP 04/28/2023 03/22/2019 ***.*** -*.** 03/22/2019 ***.** -*.**
BP Capital Markets, 1.109% 16feb2023, EUR   EUR 02/16/2023 03/22/2019 ***.** *.** 03/22/2019 ***.** *.**
BP Capital Markets, 1.373% 3mar2022, EUR   EUR 03/03/2022 03/22/2019 ***.** *.** 03/22/2019 ***.** -*.**
BP Capital Markets, 1.573% 16feb2027, EUR   EUR 02/16/2027 03/22/2019 ***.** *.** 03/22/2019 ***.** *.**
BP Capital Markets, 1.676% 3may2019, USD   USD 05/03/2019 03/22/2019 **.** *.** 03/22/2019 **.** *.**
BP Capital Markets, 1.953% 3mar2025, EUR   EUR 03/03/2025 03/22/2019 ***.** *.** 03/22/2019 ***.** *.**
BP Capital Markets, 2.521% 15jan2020, USD   USD 01/15/2020 03/22/2019 **.** *.** 03/22/2019 **.** *.**
BP Capital Markets, 3.062% 17mar2022, USD   USD 03/17/2022 03/22/2019 ***.* *.** 03/22/2019 ***.** *.**
BP Capital Markets, 3.119% 4may2026, USD   USD 05/04/2026 03/22/2019 **.** *.** 03/22/2019 **.** *.**
BP Capital Markets, 3.161% 17mar2021, USD   USD 03/17/2021 03/22/2019 ***.** *.** 03/22/2019 ***.** *.**
BP Capital Markets, 3.506% 17mar2025, USD   USD 03/17/2025 03/22/2019 ***.** *.** 03/22/2019 ***.** *.**
BP Capital Markets, 3.535% 4nov2024, USD   USD 11/04/2024 03/22/2019 ***.*** *.** 03/22/2019 ***.*** *.**
BP PLC, 0.83% 19sep2024, EUR   EUR 09/19/2024 03/22/2019 ***.*** *.** 03/22/2019 ***.*** *.**
BP PLC, 0.9% 3jul2024, EUR   EUR 07/03/2024 03/22/2019 ***.** *.** 03/22/2019 ***.*** *.**
BP PLC, 1% 28aug2020, CHF   CHF 08/28/2020 03/22/2019 ***.** -*.** 03/22/2019 ***.** -*.**
BP PLC, 1.077% 26jun2025, EUR   EUR 06/26/2025 03/22/2019 ***.*** *.** 03/22/2019 ***.** *.**
BP PLC, 1.117% 25jan2024, EUR   EUR 01/25/2024 03/22/2019 ***.** *.** 03/22/2019 ***.** *.*
BP PLC, 1.177% 12aug2023, GBP   GBP 08/12/2023 03/22/2019 **.** *.** 03/22/2019 **.** *.**
BP PLC, 1.526% 26sep2022, EUR   EUR 09/26/2022 03/22/2019 ***.** *.** 03/22/2019 ***.** *.**
BP PLC, 1.594% 3jul2028, EUR   EUR 07/03/2028 03/22/2019 *** *.** 03/22/2019 ***.*** *.*
BP PLC, 1.637% 26jun2029, EUR   EUR 06/26/2029 03/22/2019 ***.** *.** 03/22/2019 ***.** *.**
BP PLC, 1.75% 28feb2024, CHF   CHF 02/28/2024 03/22/2019 ***.* *.** 03/22/2019 ***.* -*.**
BP PLC, 1.768% 19sep2019, USD   USD 09/19/2019 03/22/2019 **.** *.** 03/22/2019 **.** *.*
BP PLC, 2.03% 14feb2025, GBP   GBP 02/14/2025 03/22/2019 ***.*** *.** 03/22/2019 ***.** *.**
BP PLC, 2.112% 16sep2021, USD   USD 09/16/2021 03/22/2019 **.** *.* 03/22/2019 **.** *.**
BP PLC, 2.177% 28sep2021, EUR   EUR 09/28/2021 03/22/2019 ***.** -*.** 03/22/2019 ***.* -*.**
BP PLC, 2.213% 25sep2026, EUR   EUR 09/25/2026 03/22/2019 ***.** *.** 03/22/2019 ***.** *.**
BP PLC, 2.237% 10may2019, USD   USD 05/10/2019 03/22/2019 **.** *.** 03/22/2019 **.** *.**
BP PLC, 2.274% 3jul2026, GBP   GBP 07/03/2026 03/22/2019 ***.** *.** 03/22/2019 ***.** *.*
BP PLC, 2.315% 13feb2020, USD   USD 02/13/2020 03/22/2019 **.** *.** 03/22/2019 **.** *.**
BP PLC, 2.5% 6nov2022, USD   USD 11/06/2022 03/22/2019 **.** *.** 03/22/2019 **.** *.**
BP PLC, 2.517% 17feb2021, EUR   EUR 02/17/2021 03/22/2019 ***.** -*.** 03/22/2019 ***.** -*.**
BP PLC, 2.518% 16jan2020, USD   USD 01/16/2020 03/22/2019 **.* *.** 03/22/2019 **.** *.**
BP PLC, 2.52% 19sep2022, USD   USD 09/19/2022 03/22/2019 **.** *.** 03/22/2019 **.** *.**
BP PLC, 2.75% 10may2023, USD   USD 05/10/2023 03/22/2019 **.*** *.** 03/22/2019 **.** *.**
BP PLC, 2.75% 10may2023, USD   USD 05/10/2023 03/22/2019 **.** *.** 03/22/2019 **.** *.**
BP PLC, 2.972% 27feb2026, EUR   EUR 02/27/2026 03/22/2019 ***.** *.** 03/22/2019 ***.** *.**
BP PLC, 3.017% 16jan2027, USD   USD 01/16/2027 03/22/2019 ** *.** 03/22/2019 **.** *.**
BP PLC, 3.017% 16jan2027, USD   USD 01/16/2027 03/22/2019 **.** *.** 03/22/2019 **.** *.**
BP PLC, 3.119% 4may2026, USD   USD 05/04/2026 03/22/2019 **.** *.** 03/22/2019 **.** *.**
BP PLC, 3.216% 28nov2023, USD   USD 11/28/2023 03/22/2019 ***.** *.** 03/22/2019 ***.* *.**
BP PLC, 3.216% 28nov2023, USD   USD 11/28/2023 03/22/2019 ***.*** *.** 03/22/2019 ***.*** *.**
BP PLC, 3.224% 14apr2024, USD   USD 04/14/2024 03/22/2019 ***.** *.** 03/22/2019 ***.** *.**
BP PLC, 3.224% 14apr2024, USD   USD 04/14/2024 03/22/2019 **.** *.** 03/22/2019 ***.** *.**
BP PLC, 3.245% 6may2022, USD   USD 05/06/2022 03/22/2019 ***.** *.** 03/22/2019 ***.** *.**
BP PLC, 3.245% 6may2022, USD   USD 05/06/2022 03/22/2019 ***.** *.* 03/22/2019 ***.** *.**
BP PLC, 3.279% 19sep2027, USD   USD 09/19/2027 03/22/2019 **.** *.** 03/22/2019 **.** *.**
BP PLC, 3.41% 11feb2026, USD   USD 02/11/2026 03/22/2019 ***.** *.* 03/22/2019 ***.** *.*
BP PLC, 3.561% 1nov2021, USD   USD 11/01/2021 03/22/2019 ***.** *.** 03/22/2019 ***.** *.**
BP PLC, 3.588% 14apr2027, USD   USD 04/14/2027 03/22/2019 ***.*** *.** 03/22/2019 ***.** *.**
BP PLC, 3.588% 14apr2027, USD   USD 04/14/2027 03/22/2019 ***.*** *.* 03/22/2019 ***.*** *.**
BP PLC, 3.643% 14may2023, USD   USD 05/14/2023 03/22/2019 ***.* *.** 03/22/2019 ***.** *.**
BP PLC, 3.723% 28nov2028, USD   USD 11/28/2028 03/22/2019 ***.*** *.** 03/22/2019 ***.*** *.**
BP PLC, 3.79% 6feb2024, USD   USD 02/06/2024 03/22/2019 ***.** *.** 03/22/2019 ***.** *.**
BP PLC, 3.796% 21sep2025, USD   USD 09/21/2025 03/22/2019 ***.*** *.** 03/22/2019 *** *.**
BP PLC, 3.814% 10feb2024, USD   USD 02/10/2024 03/22/2019 ***.** *.** 03/22/2019 ***.** *.**
BP PLC, 3.937% 21sep2028, USD   USD 09/21/2028 03/22/2019 ***.*** *.* 03/22/2019 ***.** *.**
BP PLC, 3.994% 26sep2023, USD   USD 09/26/2023 03/22/2019 ***.*** *.** 03/22/2019 ***.* *.*
BP PLC, 4.154% 1jun2020, EUR   EUR 06/01/2020 03/22/2019 ***.*** -*.** 03/22/2019 ***.*** -*.**
BP PLC, 4.234% 6nov2028, USD   USD 11/06/2028 03/22/2019 ***.** *.** 03/22/2019 ***.** *.**
BP PLC, 4.5% 1oct2020, USD   USD 10/01/2020 03/22/2019 ***.** *.** 03/22/2019 ***.*** *.**
BP PLC, 4.5% 1oct2020, USD   USD 10/01/2020 03/22/2019 ***.*** *.* 03/22/2019 ***.*** *.**
BP PLC, 4.742% 11mar2021, USD   USD 03/11/2021 03/22/2019 ***.*** *.** 03/22/2019 ***.*** *.**
BP PLC, FRN 10may2019, USD   USD 05/10/2019 03/22/2019 **.* * 03/22/2019 ***.** *
BP PLC, FRN 16sep2021, USD   USD 09/16/2021 03/22/2019 ***.*** * 03/22/2019 ***.*** *
BP PLC, FRN 19sep2022, USD   USD 09/19/2022 03/22/2019 ***.** * 03/22/2019 ***.** *
BP PLC, FRN 30may2019, USD   USD 05/30/2019 03/22/2019 ***.*** * 03/22/2019 ***.*** *
BPHA, 4.816%11apr2044, GBP   GBP 04/11/2044 03/22/2019 ***.*** *.** 03/22/2019 ***.*** *.**
Bracken MidCo1, 8.875% 15oct2023, GBP   GBP 10/15/2023 03/22/2019 **.*** * 03/22/2019 **.*** *
Brighthouse Group, 4% 15may2023, GBP   GBP 05/15/2023 03/22/2019 ** * 03/22/2019 ** *
BrightSphere Investment, 4.8% 27jul2026, USD   USD 07/27/2026 03/22/2019 **.*** *.** 03/22/2019 **.** *.**
British American Tobacco, 0.625% 8sep2021, CHF   CHF 09/08/2021 03/22/2019 ***.*** *.** 03/22/2019 ***.** -*.*
British American Tobacco, 0.875% 13oct2023, EUR   EUR 10/13/2023 03/22/2019 **.** *.** 03/22/2019 ***.** *.**
British American Tobacco, 1.125% 16nov2023, EUR   EUR 11/16/2023 03/22/2019 ***.** *.** 03/22/2019 ***.** *.**
British American Tobacco, 1.25% 13mar2027, EUR   EUR 03/13/2027 03/22/2019 **.** *.** 03/22/2019 **.** *.**
British American Tobacco, 1.375% 8sep2026, CHF   CHF 09/08/2026 03/22/2019 ***.** *.** 03/22/2019 ***.** *.**
British American Tobacco, 1.625% 9sep2019, USD   USD 09/09/2019 03/22/2019 **.** *.** 03/22/2019 **.** *.**
British American Tobacco, 1.75% 5jul2021, GBP   GBP 07/05/2021 03/22/2019 **.** *.** 03/22/2019 **.* *.*
British American Tobacco, 2% 13mar2045, EUR   EUR 03/13/2045 03/22/2019 **.** *.** 03/22/2019 **.** *.**
British American Tobacco, 2.125% 15aug2025, GBP   GBP 08/15/2025 03/22/2019 **.** *.** 03/22/2019 **.** *.**
British American Tobacco, 2.25% 16jan2030, EUR   EUR 01/16/2030 03/22/2019 **.** *.** 03/22/2019 **.** *.**
British American Tobacco, 2.25% 9sep2052, GBP   GBP 09/09/2052 03/22/2019 **.** *.** 03/22/2019 **.*** *.**
British American Tobacco, 2.297% 14aug2020, USD   USD 08/14/2020 03/22/2019 **.*** *.** 03/22/2019 **.** *.**
British American Tobacco, 2.297% 14aug2020, USD   USD 08/14/2020 03/22/2019 **.** *.** 03/22/2019 **.** *.*
British American Tobacco, 2.375% 19jan2023, EUR   EUR 01/19/2023 03/22/2019 ***.** *.** 03/22/2019 ***.** *.**
British American Tobacco, 2.75% 25mar2025, EUR   EUR 03/25/2025 03/22/2019 ***.** *.** 03/22/2019 ***.** *.**
British American Tobacco, 2.764% 15aug2022, USD   USD 08/15/2022 03/22/2019 **.** *.** 03/22/2019 **.** *.**
British American Tobacco, 2.764% 15aug2022, USD   USD 08/15/2022 03/22/2019 **.** *.** 03/22/2019 **.** *.**
British American Tobacco, 3.125% 6mar2029, EUR   EUR 03/06/2029 03/22/2019 ***.* *.** 03/22/2019 ***.** *.**
British American Tobacco, 3.222% 15aug2024, USD   USD 08/15/2024 03/22/2019 **.** *.** 03/22/2019 **.** *.*
British American Tobacco, 3.222% 15aug2024, USD   USD 08/15/2024 03/22/2019 **.** *.** 03/22/2019 **.** *.**
British American Tobacco, 3.557% 15aug2027, USD   USD 08/15/2027 03/22/2019 **.** *.** 03/22/2019 **.** *.**
British American Tobacco, 3.557% 15aug2027, USD   USD 08/15/2027 03/22/2019 **.** *.** 03/22/2019 **.** *.**
British American Tobacco, 3.625% 9nov2021, EUR   EUR 11/09/2021 03/22/2019 ***.** *.** 03/22/2019 ***.** *.**
British American Tobacco, 4% 4sep2026, GBP   GBP 09/04/2026 03/22/2019 ***.** *.** 03/22/2019 ***.** *.**
British American Tobacco, 4% 7jul2020, EUR   EUR 07/07/2020 03/22/2019 ***.*** *.** 03/22/2019 ***.*** *.**
British American Tobacco, 4.39% 15aug2037, USD   USD 08/15/2037 03/22/2019 **.** *.** 03/22/2019 ** *.*
British American Tobacco, 4.39% 15aug2037, USD   USD 08/15/2037 03/22/2019 **.** *.** 03/22/2019 **.** *.**
British American Tobacco, 4.54% 15aug2047, USD   USD 08/15/2047 03/22/2019 **.** *.** 03/22/2019 **.** *.**
British American Tobacco, 4.875% 24feb2021, EUR   EUR 02/24/2021 03/22/2019 ***.*** *.** 03/22/2019 ***.*** *.**
British American Tobacco, 5.75% 5jul2040, GBP   GBP 07/05/2040 03/22/2019 ***.** *.** 03/22/2019 ***.*** *.**
British American Tobacco, 6% 24nov2034, GBP   GBP 11/24/2034 03/22/2019 ***.*** *.** 03/22/2019 ***.*** *.**
British American Tobacco, 6.0% 29jun2022, GBP   GBP 06/29/2022 03/22/2019 ***.*** *.** 03/22/2019 ***.** *.**
British American Tobacco, 6.375% 12dec2019, GBP   GBP 12/12/2019 03/22/2019 ***.** *.** 03/22/2019 ***.** *.**
British American Tobacco, 7.25% 12mar2024, GBP   GBP 03/12/2024 03/22/2019 ***.*** *.** 03/22/2019 ***.** *.**
British American Tobacco, 8.125% 23jun2019, USD   USD 06/23/2019 03/22/2019 ***.*** *.* 03/22/2019 ***.*** *.*
British American Tobacco, FRN 14aug2020, USD   USD 08/14/2020 03/22/2019 **.* * 03/22/2019 **.** *
British American Tobacco, FRN 15aug2022, USD   USD 08/15/2022 03/22/2019 **.** * 03/22/2019 ***.** *
British American Tobacco, FRN 16aug2021, EUR   EUR 08/16/2021 03/22/2019 **.** * 03/22/2019 **.** *
British Land, 0% 9jun2020, GBP (1827D)   GBP 06/09/2020 03/22/2019 **.*** * 03/22/2019 **.** *.**
British Land, 5.006%24sep2035, GBP   GBP 09/24/2035 03/22/2019 *** *.** 03/22/2019 *** *.**
British Land, 5.264%24sep2035, GBP   GBP 09/24/2035 03/22/2019 *** *.** 03/22/2019 *** *.**
British Land, 5.357%31mar2028, GBP   GBP 03/31/2028 03/22/2019 *** *.** 03/22/2019 *** *.**
British Telecommunications, 0.5% 23jun2022, EUR   EUR 06/23/2022 03/22/2019 ***.** *.** 03/22/2019 ***.** *.**
British Telecommunications, 0.625% 10mar2021, EUR   EUR 03/10/2021 03/22/2019 ***.** *.** 03/22/2019 ***.** *.**
British Telecommunications, 0.875% 26sep2023, EUR   EUR 09/26/2023 03/22/2019 ***.** *.** 03/22/2019 ***.** *.**
British Telecommunications, 1% 21nov2024, EUR   EUR 11/21/2024 03/22/2019 ***.** *.** 03/22/2019 ***.** *.**
British Telecommunications, 1% 23jun2024, EUR   EUR 06/23/2024 03/22/2019 ***.** *.** 03/22/2019 ***.** *.**
British Telecommunications, 1.125% 10jun2019, EUR   EUR 06/10/2019 03/22/2019 ***.* -*.** 03/22/2019 ***.** -*.**
British Telecommunications, 1.125% 10mar2023, EUR   EUR 03/10/2023 03/22/2019 ***.** *.** 03/22/2019 ***.** *.**
British Telecommunications, 1.5% 23jun2027, EUR   EUR 06/23/2027 03/22/2019 **.** *.** 03/22/2019 ***.** *.**
British Telecommunications, 1.613% 25jun2033, GBP   GBP 06/25/2033 03/22/2019 ***.*** * 03/22/2019 ***.*** *
British Telecommunications, 1.739% 25jun2039, GBP   GBP 06/25/2039 03/22/2019 ***.*** * 03/22/2019 ***.*** *
British Telecommunications, 1.75% 10mar2026, EUR   EUR 03/10/2026 03/22/2019 ***.** *.** 03/22/2019 ***.** *.**
British Telecommunications, 1.774% 25jun2042, GBP   GBP 06/25/2042 03/22/2019 ***.*** * 03/22/2019 ***.*** *
British Telecommunications, 2.125% 26sep2028, EUR   EUR 09/26/2028 03/22/2019 ***.** *.** 03/22/2019 ***.** *.**
British Telecommunications, 3.5% 25apr2025, GBP   GBP 04/25/2025 03/22/2019 ***.** * 03/22/2019 ***.** *
British Telecommunications, 3.64% 25jun2033, GBP   GBP 06/25/2033 03/22/2019 ***.*** *.* 03/22/2019 ***.*** *.**
British Telecommunications, 3.883% 25jun2039, GBP   GBP 06/25/2039 03/22/2019 ***.** *.** 03/22/2019 ***.*** *.**
British Telecommunications, 3.924% 25jun2042, GBP   GBP 06/25/2042 03/22/2019 ***.*** *.** 03/22/2019 ***.*** *.**
British Telecommunications, 5.125% 4dec2028, USD   USD 12/04/2028 03/22/2019 ***.*** *.** 03/22/2019 ***.** *.**
British Telecommunications, 5.75% 7dec2028, GBP   GBP 12/07/2028 03/22/2019 ***.** *.** 03/22/2019 ***.** *.**
British Telecommunications, 6.375% 23jun2037, GBP   GBP 06/23/2037 03/22/2019 ***.** *.* 03/22/2019 ***.** *.**
British Telecommunications, 8.625% 15dec2030, USD   USD 12/15/2030 03/22/2019 ***.** * 03/22/2019 ***.** *
British Telecommunications, 8.625% 26mar2020, GBP   GBP 03/26/2020 03/22/2019 ***.*** *.** 03/22/2019 ***.** *.**
Broadgate Financing, 4.821% 5jul2036, GBP   GBP 07/05/2033 03/22/2019 ***.** * 03/22/2019 ***.** *
Broadgate Financing, 4.851% 5apr2031, GBP (ABS)   GBP 04/05/2031 03/22/2019 ***.* * 03/22/2019 ***.** *
Broadgate Financing, 4.949% 5apr2029, GBP   GBP 04/05/2029 03/22/2019 ***.** *.** 03/22/2019 ***.* *.**
Broadgate Financing, 4.999% 5oct2031, GBP (ABS)   GBP 10/05/2031 03/22/2019 ***.** * 03/22/2019 ***.** *
Broadgate Financing, 5.098% 5apr2033, GBP   GBP 04/05/2033 03/22/2019 ***.** * 03/22/2019 ***.** *
Bromford Housing Group, 3.125% 3may2048, GBP   GBP 05/03/2048 03/22/2019 ***.*** *.** 03/22/2019 ***.*** *.**
Bruntwood, 0,0624jul2020, GBP   GBP 07/24/2020 03/22/2019 ***.* *.* 03/22/2019 ***.** *.**
Bupa, 2% 5apr2024, GBP   GBP 04/05/2024 03/22/2019 **.** *.** 03/22/2019 ***.** *
Bupa, 3.375% 17jun2021, GBP   GBP 06/17/2021 03/22/2019 ***.** *.** 03/22/2019 ***.** *.**
Bupa, 5% 25apr2023, GBP   GBP 04/25/2023 03/22/2019 ***.** *.** 03/22/2019 ***.*** *.**
Bupa, 6.125% perp., GBP   GBP 03/22/2019 ***.*** * 03/22/2019 ***.** *
Burford Capital, 5% 1dec2026, GBP (0025)   GBP 12/01/2026 03/22/2019 **.** *.** 03/22/2019 ***.** *.**
Burford Capital, 6.125% 26oct2024, GBP   GBP 10/26/2024 03/22/2019 ***.* *.** 03/22/2019 ***.* *.**
Burford Capital, 6.5% 19aug2022, GBP   GBP 08/19/2022 03/22/2019 ***.** *.** 03/22/2019 ***.** *.**
By Chelmer Plc, FRN 31mar2043, GBP   GBP 03/31/2043 03/22/2019 ***.*** * 03/22/2019 ***.*** *
Cable & Wireless Communications, 6.875% 1aug2022, USD   USD 08/01/2022 03/22/2019 ***.** *.** 03/22/2019 ***.* *.**
Cable & Wireless Communications, 8.625% 25mar2019, GBP   GBP 03/25/2019 03/22/2019 **.* ***.** 03/22/2019 ***.** -**.**
Cabot Credit Management, 7.5% 1oct2023, GBP   GBP 10/01/2023 03/22/2019 **.*** *.** 03/22/2019 **.*** *.*
Cambridgeshire Housing Capital, 4.25% 15sep2045, GBP   GBP 09/15/2045 03/22/2019 ***.**** *.** 03/22/2019 ***.*** *.**
Canara Bank (London branch), 3.25% 10aug2022, USD   USD 08/10/2022 03/22/2019 **.** *.** 03/22/2019 **.** *.**
Canary Wharf Finance II, 5.952% 22oct2037, GBP   GBP 10/22/2037 03/22/2019 ***.**** * 03/22/2019 ***.*** *
Canary Wharf Finance II, 6.455% 22oct2033, GBP   GBP 10/22/2033 03/22/2019 ***.*** * 03/22/2019 ***.*** *
Canary Wharf Finance II, 6.8% 22apr2033, GBP   GBP 04/22/2033 03/22/2019 ***.*** *.** 03/22/2019 ***.*** *.**
Canary Wharf Finance II, FRN 22oct2037, GBP   GBP 10/22/2037 03/22/2019 **.**** * 03/22/2019 **.**** *
Canary Wharf Finance II, FRN 22oct2037, GBP (ABS)   GBP 10/22/2037 03/22/2019 **.**** * 03/22/2019 **.**** *
Capital Hospitals Issuer, 1.703% 30sep2046, GBP   GBP 09/30/2046 03/22/2019 ***.*** * 03/22/2019 ***.*** *
Carillion, 2.5% 19dec2019, GBP (Conv.)   GBP 12/19/2019 03/22/2019 *.* *****.* 03/22/2019 *.* *****.**
Carnival, 1.125% 6nov2019, EUR   EUR 11/06/2019 03/22/2019 ***.** *.** 03/22/2019 ***.** -*.**
Carnival, 1.875% 7nov2022, EUR   EUR 11/07/2022 03/22/2019 ***.*** *.** 03/22/2019 ***.** *.**
Carnival, 3.95% 15oct2020, USD   USD 10/15/2020 03/22/2019 ***.*** *.** 03/22/2019 ***.*** *.**
Carnival, 6.65% 15jan2028, USD   USD 01/15/2028 03/22/2019 ***.**** *.** 03/22/2019 ***.**** *.**
Carnival, 7.875% 1jun2027, USD   USD 06/01/2027 03/22/2019 ***.*** *.** 03/22/2019 ***.*** *.**
Centrica, 0% 5jan2032, EUR (7305D)   EUR 01/05/2032 03/22/2019 ***.*** *.** 03/22/2019 ***.*** *.**
Centrica, 3% 10apr2076, EUR   EUR 04/10/2076 03/22/2019 ***.** * 03/22/2019 ***.*** *
Centrica, 4.25% 12sep2044, GBP   GBP 09/12/2044 03/22/2019 ***.** *.** 03/22/2019 ***.** *.**
Centrica, 4.375% 13mar2029, GBP   GBP 03/13/2029 03/22/2019 ***.*** *.** 03/22/2019 ***.**** *.**
Centrica, 5.25% 10apr2075, GBP   GBP 04/10/2075 03/22/2019 ***.** * 03/22/2019 ***.** *
Centrica, 5.9% 16apr2027, USD   USD 04/16/2027 03/22/2019 ***.*** *.** 03/22/2019 ***.*** *.**
Centrica, 6.375% 10mar2022, GBP   GBP 03/10/2022 03/22/2019 ***.*** * 03/22/2019 ***.** *
Centrica, 6.4% 4sep2026, GBP   GBP 09/04/2026 03/22/2019 ***.**** *.** 03/22/2019 ***.**** *.**
Centrica, 7% 19sep2033, GBP   GBP 09/19/2033 03/22/2019 ***.** * 03/22/2019 ***.** *
Centrica, FRN 25sep2020, USD   USD 09/25/2020 03/22/2019 **.*** * 03/22/2019 **.*** *
Channel Link Enterprises Finance (CLEF), 1.761% 30jun2050, EUR   EUR 06/30/2050 03/22/2019 **.*** * 03/22/2019 ***.*** *
Channel Link Enterprises Finance (CLEF), 2.706% 30jun2050, EUR   EUR 06/30/2050 03/22/2019 ***.** *.** 03/22/2019 ***.** *.**
Channel Link Enterprises Finance (CLEF), 3.043% 30jun2050, GBP   GBP 06/30/2050 03/22/2019 ***.*** * 03/22/2019 ***.*** *
Circle Anglia Social Housing, 5.2% 2mar2044, GBP   GBP 03/02/2044 03/22/2019 ***.**** *.* 03/22/2019 ***.**** *.**
Circle Anglia Social Housing, 7.25% 12nov2038, GBP   GBP 11/12/2038 03/22/2019 ***.** *.* 03/22/2019 ***.* *.*
City Greenwich Lewisham, 9.375%11oct2020, GBP   GBP 10/11/2020 03/22/2019 ***.**** *.** 03/22/2019 ***.**** *.**
Clarion Housing Group, 4.25% 8oct2042, GBP   GBP 10/08/2042 03/22/2019 ***.** *.** 03/22/2019 ***.** *.**
Clarion Housing Group, 5.981% 17sep2038, GBP   GBP 09/17/2038 03/22/2019 ***.*** *.** 03/22/2019 ***.**** *.**
Clavis Securities, FRN 15dec2039, EUR   EUR 12/15/2039 03/22/2019 **.**** * 03/22/2019 **.**** *
Clerical Medical, 7.375% perp., GBP   GBP 03/22/2019 ***.*** * 03/22/2019 ***.*** *
Close Brothers Group, 2.75% 19oct2026, GBP   GBP 10/19/2026 03/22/2019 ***.** *.** 03/22/2019 ***.** *.**
Close Brothers Group, 2.75% 26apr2023, GBP   GBP 04/26/2023 03/22/2019 ***.** *.** 03/22/2019 ***.** *.**
Close Brothers Group, 3.875% 27jun2021, GBP   GBP 06/27/2021 03/22/2019 ***.** * 03/22/2019 ***.** *
Close Brothers Group, 4.25% 24jan2027, GBP   GBP 01/24/2027 03/22/2019 ***.* *.** 03/22/2019 ***.** *.**
CNH Industrial, 1.375% 23may2022, EUR   EUR 05/23/2022 03/22/2019 ***.** *.** 03/22/2019 ***.*** *.**
CNH Industrial, 1.75% 12sep2025, EUR   EUR 09/12/2025 03/22/2019 ***.** *.** 03/22/2019 ***.* *.**
CNH Industrial, 1.875% 19jan2026, EUR   EUR 01/19/2026 03/22/2019 ***.** *.** 03/22/2019 ***.*** *.**
CNH Industrial, 2.875% 27sep2021, EUR   EUR 09/27/2021 03/22/2019 ***.** *.** 03/22/2019 ***.*** *.**
CNH Industrial, 4.5% 15aug2023, USD   USD 08/15/2023 03/22/2019 ***.** *.** 03/22/2019 ***.** *.**
CNH Industrial, 4.875% 1apr2021, USD   USD 04/01/2021 03/22/2019 ***.** *.** 03/22/2019 ***.** *.**
Co-Operative Bank, 12% 8may2025, GBP   GBP 05/08/2025 03/22/2019 ***.*** * 03/22/2019 ***.*** *
Co-Operative Bank, 5.625% 8jul2020, GBP   GBP 07/08/2020 03/22/2019 ***.** * 03/22/2019 ***.** *
Co-Operative Bank, 6.25% 8jul2026, GBP   GBP 07/08/2026 03/22/2019 ***.** * 03/22/2019 ***.** *
Coca-Cola European Partners, 0.75% 24feb2022, EUR   EUR 02/24/2022 03/22/2019 ***.** *.** 03/22/2019 ***.** *.*
Coca-Cola European Partners, 1.125% 26may2024, EUR   EUR 05/26/2024 03/22/2019 ***.** *.** 03/22/2019 ***.** *.**
Coca-Cola European Partners, 1.5% 8nov2027, EUR   EUR 11/08/2027 03/22/2019 ***.** * 03/22/2019 ***.*** *.**
Coca-Cola European Partners, 1.75% 26may2028, EUR   EUR 05/26/2028 03/22/2019 ***.* *.** 03/22/2019 ***.** *.**
Coca-Cola European Partners, FRN 16nov2021, EUR   EUR 11/16/2021 03/22/2019 **.** * 03/22/2019 ***.** *
Community Finance Company 1 PLC, 5.017%2034, GBP   GBP 07/31/2034 03/22/2019 ***.**** *.* 03/22/2019 ***.**** *.**
Compass Group, 0.625% 3jul2024, EUR   EUR 07/03/2024 03/22/2019 ***.** *.** 03/22/2019 ***.** *.*
Compass Group, 1.875% 27jan2023, EUR   EUR 01/27/2023 03/22/2019 ***.** *.** 03/22/2019 ***.** *.**
Compass Group, 2% 3jul2029, GBP   GBP 07/03/2029 03/22/2019 ***.** *.** 03/22/2019 ***.** *.**
Compass Group, 3.85% 26jun2026, GBP   GBP 06/26/2026 03/22/2019 ***.** *.** 03/22/2019 ***.** *.**
Connect M77/GSO, 5.404% 31mar2034, GBP   GBP 03/31/2034 03/22/2019 **.**** *.** 03/22/2019 **.**** *.**
Connect Plus Issuer, 2.607% 31mar2039, GBP   GBP 03/31/2039 03/22/2019 ***.*** *.** 03/22/2019 ***.*** *.**
Coventry & Rugby Hospital, 3.246% 30jun2040, GBP   GBP 06/30/2040 03/22/2019 ***.*** * 03/22/2019 ***.*** *
Coventry Building Society, 0.5% 12jan2025, EUR   EUR 01/12/2025 03/22/2019 ***.** *.* 03/22/2019 ***.*** *.**
Coventry Building Society, 0.625% 3nov2022, EUR   EUR 11/03/2022 03/22/2019 ***.** * 03/22/2019 ***.** *
Coventry Building Society, 1.875% 24oct2023, GBP   GBP 10/24/2023 03/22/2019 **.** *.** 03/22/2019 ***.* *.**
Coventry Building Society, 2.5% 18nov2020, EUR   EUR 11/18/2020 03/22/2019 ***.** *.** 03/22/2019 ***.** *.**
Coventry Building Society, 5.875% 28sep2022, GBP   GBP 09/28/2022 03/22/2019 ***.*** *.** 03/22/2019 ***.** *.**
Coventry Building Society, 6% 16oct2019, GBP   GBP 10/16/2019 03/22/2019 ***.*** *.* 03/22/2019 ***.*** *.**
Coventry Building Society, 6.375% perp., GBP   GBP 03/22/2019 ***.** * 03/22/2019 ***.*** *
Coventry Building Society, FRN 17mar2021, GBP   GBP 03/17/2021 03/22/2019 ***.*** * 03/22/2019 ***.*** *
CPUK Finance, 3.588%28aug2025, GBP   GBP 08/28/2025 03/22/2019 ***.**** *.* 03/22/2019 ***.**** *.**
CPUK Finance, 3.69% 28aug2028, GBP   GBP 08/28/2028 03/22/2019 ***.*** *.** 03/22/2019 ***.*** *.**
CPUK Finance, 4.25% 28feb2047, GBP   GBP 02/28/2047 03/22/2019 **.** *.** 03/22/2019 ***.** *.**
CPUK Finance, 7.239% 28feb2024, GBP   GBP 02/28/2024 03/22/2019 ***.**** *.* 03/22/2019 ***.**** *.**
Credit Agricole London, 0.2% 30oct2023, CHF   CHF 10/30/2023 03/22/2019 ***.** *.** 03/22/2019 ***.** *.**
Credit Agricole London, 0.3% 18apr2024, CHF   CHF 04/18/2024 03/22/2019 ***.** *.** 03/22/2019 ***.* *.**
Credit Agricole London, 0.375% 27jan2020, CHF   CHF 01/27/2020 03/22/2019 ***.** -*.** 03/22/2019 ***.** -*.**
Credit Agricole London, 0.45% 14mar2022, CHF   CHF 03/14/2022 03/22/2019 ***.** *.* 03/22/2019 ***.** *.**
Credit Agricole London, 0.55% 14dec2026, CHF   CHF 12/14/2026 03/22/2019 ***.* *.** 03/22/2019 ***.** *.**
Credit Agricole London, 0.55% 1sep2022, CHF   CHF 09/01/2022 03/22/2019 ***.* -* 03/22/2019 ***.* -*.**
Credit Agricole London, 0.625% 12jul2024, CHF   CHF 07/12/2024 03/22/2019 ***.** *.** 03/22/2019 ***.** *.**
Credit Agricole London, 0.75% 1dec2022, EUR   EUR 12/01/2022 03/22/2019 ***.** *.** 03/22/2019 ***.** *.**
Credit Agricole London, 0.875% 19jan2022, EUR   EUR 01/19/2022 03/22/2019 ***.** *.** 03/22/2019 ***.** *.**
Credit Agricole London, 1% 16sep2024, EUR   EUR 09/16/2024 03/22/2019 ***.** *.* 03/22/2019 ***.** *.**
Credit Agricole London, 1% 27jan2025, CHF   CHF 01/27/2025 03/22/2019 ***.** *.* 03/22/2019 ***.** *.**
Credit Agricole London, 1% 8oct2021, CHF   CHF 10/08/2021 03/22/2019 ***.* -*.** 03/22/2019 ***.* -*.**
Credit Agricole London, 1.25% 14apr2026, EUR   EUR 04/14/2026 03/22/2019 ***.** *.** 03/22/2019 ***.*** *.**
Credit Agricole London, 1.25% 17jul2020, CHF   CHF 07/17/2020 03/22/2019 ***.** -*.** 03/22/2019 ***.** -*.**
Credit Agricole London, 1.375% 13mar2025, EUR   EUR 03/13/2025 03/22/2019 ***.** *.** 03/22/2019 ***.** *.**
Credit Agricole London, 1.875% 20dec2026, EUR   EUR 12/20/2026 03/22/2019 ***.** *.** 03/22/2019 ***.** *.**
Credit Agricole London, 2.125% 29sep2025, CHF   CHF 09/29/2025 03/22/2019 ***.* *.** 03/22/2019 ***.* *.**
Credit Agricole London, 2.125% 30oct2024, CHF   CHF 10/30/2024 03/22/2019 ***.** *.** 03/22/2019 ***.* *.**
Credit Agricole London, 2.375% 27nov2020, EUR   EUR 11/27/2020 03/22/2019 ***.** -*.** 03/22/2019 ***.* -*.**
Credit Agricole London, 2.5% 15apr2019, USD   USD 04/15/2019 03/22/2019 **.*** *.** 03/22/2019 ***.*** *.**
Credit Agricole London, 2.75% 10jun2020, USD   USD 06/10/2020 03/22/2019 **.** *.** 03/22/2019 **.** *.**
Credit Agricole London, 3.125% 17jul2023, EUR   EUR 07/17/2023 03/22/2019 ***.** *.** 03/22/2019 ***.** *.**
Credit Agricole London, 3.125% 5feb2026, EUR   EUR 02/05/2026 03/22/2019 ***.** *.** 03/22/2019 ***.** *.**
Credit Agricole London, 3.25% 4oct2024, USD   USD 10/04/2024 03/22/2019 **.** *.** 03/22/2019 **.** *.**
Credit Agricole London, 3.375% 10jan2022, USD   USD 01/10/2022 03/22/2019 ***.** *.* 03/22/2019 ***.** *.**
Credit Agricole London, 3.75% 24apr2023, USD   USD 04/24/2023 03/22/2019 ***.* *.** 03/22/2019 ***.*** *.**
Credit Agricole London, 3.875% 15apr2024, USD   USD 04/15/2024 03/22/2019 ***.** *.* 03/22/2019 ***.** *.**
Credit Agricole London, 4.125% 10jan2027, USD   USD 01/10/2027 03/22/2019 ***.** *.** 03/22/2019 ***.** *.*
Credit Agricole London, 4.4% 6jul2027, AUD   AUD 07/06/2027 03/22/2019 ***.** *.** 03/22/2019 ***.** *.**
Credit Agricole London, 5.125% 18apr2023, EUR   EUR 04/18/2023 03/22/2019 ***.*** *.** 03/22/2019 ***.** *.**
Credit Agricole London, 5.5% 17dec2021, GBP   GBP 12/17/2021 03/22/2019 ***.*** *.** 03/22/2019 ***.*** *.**
Credit Agricole London, FRN 10jan2022, USD   USD 01/10/2022 03/22/2019 ***.*** * 03/22/2019 ***.*** *
Credit Agricole London, FRN 10jun2020, USD   USD 06/10/2020 03/22/2019 ***.** * 03/22/2019 ***.** *
Credit Agricole London, FRN 15apr2019, USD   USD 04/15/2019 03/22/2019 ***.**** * 03/22/2019 ***.**** *
Credit Agricole London, FRN 1jul2021, USD   USD 07/01/2021 03/22/2019 ***.*** * 03/22/2019 ***.** *
Credit Agricole London, FRN 20apr2022, EUR   EUR 04/20/2022 03/22/2019 ***.** * 03/22/2019 ***.** *
Credit Agricole London, FRN 24apr2023, USD   USD 04/24/2023 03/22/2019 **.* * 03/22/2019 ***.*** *
Credit Agricole London, FRN 6mar2023, EUR   EUR 03/06/2023 03/22/2019 **.** * 03/22/2019 **.** *
Credit Suisse AG (London) Branch, 0% 18mar2045, USD (10958D)   USD 03/18/2045 03/22/2019 ***.*** *.** 03/22/2019 ***.*** *.**
Credit Suisse AG (London) Branch, 0% 1mar2022, CZK (1096D)   CZK 03/01/2022 03/22/2019 **.** *.** 03/22/2019 *
Credit Suisse AG (London) Branch, 0% 27sep2023, CZK (1826D)   CZK 09/27/2023 03/22/2019 **.** * 03/22/2019 *
Credit Suisse AG (London) Branch, 0% 30nov2020, CZK (731D)   CZK 11/30/2020 03/22/2019 ***.** * 03/22/2019 *
Credit Suisse AG (London) Branch, 0% 4feb2045, AUD (10958D)   AUD 02/04/2045 03/22/2019 ***.**** *.* 03/22/2019 ***.**** *.**
Credit Suisse AG (London) Branch, 0.55% 15apr2024, CHF   CHF 04/15/2024 03/22/2019 ***.** *.** 03/22/2019 ***.** *.**
Credit Suisse AG (London) Branch, 1% 24sep2021, CHF   CHF 09/24/2021 03/22/2019 ***.** -*.** 03/22/2019 ***.** -*.**
Credit Suisse AG (London) Branch, 1% 7jun2023, EUR   EUR 06/07/2023 03/22/2019 ***.** *.** 03/22/2019 ***.* *.**
Credit Suisse AG (London) Branch, 1.125% 15sep2020, EUR   EUR 09/15/2020 03/22/2019 ***.** -*.** 03/22/2019 ***.** -*.**
Credit Suisse AG (London) Branch, 1.375% 29nov2019, EUR   EUR 11/29/2019 03/22/2019 ***.* -*.** 03/22/2019 ***.** -*.**
Credit Suisse AG (London) Branch, 1.375% 31jan2022, EUR   EUR 01/31/2022 03/22/2019 ***.* *.** 03/22/2019 ***.** -*
Credit Suisse AG (London) Branch, 1.5% 10apr2026, EUR   EUR 04/10/2026 03/22/2019 ***.** *.** 03/22/2019 ***.** *.**
Credit Suisse AG (London) Branch, 1.8% 10mar2022, USD   USD 03/10/2022 03/22/2019 **.** *.** 03/22/2019 **.** *.*
Credit Suisse AG (London) Branch, 1.8% 30dec2022, USD   USD 12/30/2022 03/22/2019 **.** *.** 03/22/2019 **.* *.**
Credit Suisse AG (London) Branch, 2% 12jan2022, USD   USD 01/12/2022 03/22/2019 **.** *.** 03/22/2019 **.** *.**
Credit Suisse AG (London) Branch, 2% 22oct2021, EUR   EUR 10/22/2021 03/22/2019 **.** * 03/22/2019 *
Credit Suisse AG (London) Branch, 2% 24sep2021, EUR   EUR 09/24/2021 03/22/2019 ***.* * 03/22/2019 ***.* *
Credit Suisse AG (London) Branch, 2% 31oct2024, USD   USD 10/31/2024 03/22/2019 **.** *.** 03/22/2019 ** *.*
Credit Suisse AG (London) Branch, 2.05% 5mar2022, USD   USD 03/05/2022 03/22/2019 **.* * 03/22/2019 ** *
Credit Suisse AG (London) Branch, 2.5% 3dec2020, USD   USD 12/03/2020 03/22/2019 **.** * 03/22/2019 **.** *
Credit Suisse AG (London) Branch, 2.66% 27feb2035, HKD   HKD 02/27/2035 03/22/2019 **.**** *.** 03/22/2019 **.**** *.**
Credit Suisse AG (London) Branch, 2.7% 22aug2022, USD   USD 08/22/2022 03/22/2019 **.** * 03/22/2019 **.** *
Credit Suisse AG (London) Branch, 3.4% 20dec2023, CZK   CZK 12/20/2023 03/22/2019 **.** * 03/22/2019 *
Credit Suisse AG (London) Branch, 3.4% 30jan2024, CZK   CZK 01/30/2024 03/22/2019 **.** * 03/22/2019 *
Credit Suisse AG (London) Branch, 3.5% 26nov2025, EUR   EUR 11/26/2025 03/22/2019 **.** *.** 03/22/2019 **.** *.**
Credit Suisse AG (London) Branch, 4.7% 1jul2046, AUD   AUD 07/01/2046 03/22/2019 ***.*** *.** 03/22/2019 ***.*** *.**
Credit Suisse AG (London) Branch, 4.75% 5aug2019, EUR   EUR 08/05/2019 03/22/2019 ***.*** -*.** 03/22/2019 ***.** -*.**
Credit Suisse AG (London) Branch, 5.153% 21jan2046, AUD   AUD 01/21/2046 03/22/2019 ***.*** *.** 03/22/2019 ***.*** *.**
Credit Suisse AG (London) Branch, FRN 16oct2019, EUR   EUR 10/16/2019 03/22/2019 ***.** * 03/22/2019 ***.** *
Credit Suisse AG (London) Branch, FRN 29may2019, SEK   SEK 05/29/2019 03/22/2019 ***.** * 03/22/2019 ***.** *
CYBG, 8% perp., GBP   GBP 03/22/2019 **.*** * 03/22/2019 **.*** *
Daily Mail & General Trust, 10% 9apr2021, GBP   GBP 04/09/2021 03/22/2019 ***.** *.** 03/22/2019 *** *.**
Daily Mail & General Trust, 6.375% 21jun2027, GBP   GBP 06/21/2027 03/22/2019 ***.* *.** 03/22/2019 ***.** *.**
Debenhams, 5.25% 15jul2021, GBP   GBP 07/15/2021 03/22/2019 **.** **.* 03/22/2019 **.** **.**
Delphi Technologies, 5% 1oct2025, USD   USD 10/01/2025 03/22/2019 **.*** *.** 03/22/2019 **.*** *.**
Derby Healthcare, 5.564% 30jun2041, GBP   GBP 06/30/2041 03/22/2019 ***.**** *.** 03/22/2019 ***.**** *.**
Derwent London, 1.125% 24jul2019, GBP (Conv.)   GBP 07/24/2019 03/22/2019 ***.*** -*.** 03/22/2019 ***.*** -**.**
Deutsche Bank AG (London Branch), 0% 15may2043, MXN (10957D)   MXN 05/15/2043 03/22/2019 *.* **.** 03/22/2019 **.** *.**
Deutsche Bank AG (London Branch), 0% 22apr2026, EUR (3711D)   EUR 04/22/2026 03/22/2019 **.** *.** 03/22/2019 **.* *.**
Deutsche Bank AG (London Branch), 0% 22apr2026, USD (3710D)   USD 04/22/2026 03/22/2019 **.* *.** 03/22/2019 **.** *.**
Deutsche Bank AG (London Branch), 0% 23nov2021, USD (1103D)   USD 11/23/2021 03/22/2019 ***.** * 03/22/2019 ***.** *
Deutsche Bank AG (London Branch), 0% 30oct2025, BRL (3654D)   BRL 10/30/2025 03/22/2019 **.** *.* 03/22/2019 **.** *.**
Deutsche Bank AG (London Branch), 0% 5nov2020, USD (1863D)   USD 11/05/2020 03/22/2019 **.** * 03/22/2019 ** *
Deutsche Bank AG (London Branch), 0% 5oct2021, USD (1103D)   USD 10/05/2021 03/22/2019 **.** * 03/22/2019 **.** *
Deutsche Bank AG (London Branch), 0% 7apr2021, USD (1826D)   USD 04/07/2021 03/22/2019 **.** *.** 03/22/2019 **.** *.**
Deutsche Bank AG (London Branch), 0% 7nov2022, USD (2191D)   USD 11/07/2022 03/22/2019 **.** *.** 03/22/2019 **.** *.**
Deutsche Bank AG (London Branch), 1.625% 24feb2020, NOK   NOK 02/24/2020 03/22/2019 **.** *.** 03/22/2019 **.** *.**
Deutsche Bank AG (London Branch), 2% 13jul2022, USD   USD 07/13/2022 03/22/2019 **.** *.** 03/22/2019 **.* *.**
Deutsche Bank AG (London Branch), 2% 18nov2025, EUR   EUR 11/18/2025 03/22/2019 **.** *.** 03/22/2019 **.** *.**
Deutsche Bank AG (London Branch), 2% 24apr2023, USD   USD 04/24/2023 03/22/2019 **.** * 03/22/2019 ** *
Deutsche Bank AG (London Branch), 2% 3jul2027, EUR   EUR 07/03/2027 03/22/2019 **.* * 03/22/2019 **.** *
Deutsche Bank AG (London Branch), 2.25% 20sep2020, EUR   EUR 09/20/2020 03/22/2019 **.** * 03/22/2019 **.** *
Deutsche Bank AG (London Branch), 2.25% 25feb2021, USD   USD 02/25/2021 03/22/2019 **.** *.** 03/22/2019 ** *.**
Deutsche Bank AG (London Branch), 2.25% 28jun2020, EUR   EUR 06/28/2020 03/22/2019 **.** * 03/22/2019 **.** *
Deutsche Bank AG (London Branch), 2.25% 5jun2019, NOK   NOK 06/05/2019 03/22/2019 **.** *.** 03/22/2019 ***.* *.**
Deutsche Bank AG (London Branch), 2.4% 20sep2020, EUR   EUR 09/20/2020 03/22/2019 ***.* *.* 03/22/2019 ***.* *.**
Deutsche Bank AG (London Branch), 2.5% 20sep2022, NOK   NOK 09/20/2022 03/22/2019 **.*** *.** 03/22/2019 **.*** *.**
Deutsche Bank AG (London Branch), 2.8% 15apr2025, USD   USD 04/15/2025 03/22/2019 **.** * 03/22/2019 **.** *
Deutsche Bank AG (London Branch), 3% 15jul2025, USD (Structured)   USD 07/15/2025 03/22/2019 **.** * 03/22/2019 **.** *
Deutsche Bank AG (London Branch), 3% 8jul2025, USD   USD 07/08/2025 03/22/2019 **.** * 03/22/2019 **.** *
Deutsche Bank AG (London Branch), 3.08% 27jul2030, EUR   EUR 07/27/2030 03/22/2019 **.* * 03/22/2019 **.* *
Deutsche Bank AG (London Branch), 3.2% 30jun2020, USD   USD 06/30/2020 03/22/2019 **.** * 03/22/2019 **.* *
Deutsche Bank AG (London Branch), 3.7% 30may2024, USD   USD 05/30/2024 03/22/2019 **.*** *.** 03/22/2019 **.*** *.*
Deutsche Bank AG (London Branch), 3.75% 5sep2021, EUR   EUR 05/09/2021 03/22/2019 ***.** * 03/22/2019 ***.* *
Deutsche Bank AG (London Branch), 4.625% 25mar2020, NZD   NZD 03/25/2020 03/22/2019 ***.** *.** 03/22/2019 ***.** *.**
Deutsche Bank AG (London Branch), 4.75% 3jul2027, USD   USD 07/03/2027 03/22/2019 **.* * 03/22/2019 **.** *
Deutsche Bank AG (London Branch), 5% 28jul2025, USD   USD 07/28/2025 03/22/2019 **.** * 03/22/2019 **.** *
Deutsche Bank AG (London Branch), 6.05% 27jun2019, ZAR   ZAR 06/27/2019 03/22/2019 **.** **.** 03/22/2019 **.** *.**
Deutsche Bank AG (London Branch), 6.6% 15feb2025, USD   USD 02/15/2025 03/22/2019 **.** * 03/22/2019 **.** *
Deutsche Bank AG (London Branch), 7.875% 17apr2019, IDR   IDR 04/17/2019 03/22/2019 ***.** *.** 03/22/2019 ***.*** *.**
Deutsche Bank AG (London Branch), 8% 5mar2026, ZAR   ZAR 03/05/2026 03/22/2019 **.*** **.** 03/22/2019 **.*** **.**
Deutsche Bank AG (London Branch), FRN 10feb2021, USD   USD 02/10/2021 03/22/2019 ***.*** * 03/22/2019 ***.*** *
Deutsche Bank AG (London Branch), FRN 11may2020, USD   USD 05/11/2020 03/22/2019 ***.** * 03/22/2019 ***.** *
Deutsche Bank AG (London Branch), FRN 17mar2021, USD   USD 03/17/2021 03/22/2019 *** * 03/22/2019 ***.*** *
Deutsche Bank AG (London Branch), FRN 1feb2033, EUR   EUR 02/01/2033 03/22/2019 **.** * 03/22/2019 **.*** *
Deutsche Bank AG (London Branch), FRN 1mar2028, EUR   EUR 03/01/2028 03/22/2019 **.** * 03/22/2019 **.** *
Deutsche Bank AG (London Branch), FRN 20oct2022, USD   USD 10/20/2022 03/22/2019 **.** * 03/22/2019 **.** *
Deutsche Bank AG (London Branch), FRN 20sep2020, EUR   EUR 09/20/2020 03/22/2019 ***.** * 03/22/2019 ***.** *
Deutsche Bank AG (London Branch), FRN 23may2023, USD   USD 05/23/2023 03/22/2019 **.**** * 03/22/2019 **.**** *
Deutsche Bank AG (London Branch), FRN 30apr2028, EUR   EUR 04/30/2028 03/22/2019 **.** * 03/22/2019 **.** *
Deutsche Bank AG (London Branch), FRN 31may2028, EUR   EUR 05/31/2028 03/22/2019 **.** * 03/22/2019 **.** *
Deutsche Bank AG (London Branch), FRN 8nov2020, EUR   EUR 11/08/2020 03/22/2019 ***.** * 03/22/2019 *** *
Deutsche Bank AG (London Branch), FRN 8nov2020, EUR   EUR 11/08/2020 03/22/2019 **.* * 03/22/2019 ** *
Deutsche Bank AG (London Branch), FRN 9mar2026, EUR   EUR 03/09/2026 03/22/2019 **.** * 03/22/2019 **.** *
Diageo, 0% 17nov2020, EUR (1096D)   EUR 11/17/2020 03/22/2019 ***.** -*.** 03/22/2019 ***.** -*.**
Diageo, 0.25% 22oct2021, EUR   EUR 10/22/2021 03/22/2019 ***.** *.** 03/22/2019 ***.** -*.**
Diageo, 0.5% 19jun2024, EUR   EUR 06/19/2024 03/22/2019 ***.** *.* 03/22/2019 ***.* *.**
Diageo, 1% 22apr2025, EUR   EUR 04/22/2025 03/22/2019 ***.** *.* 03/22/2019 ***.* *.**
Diageo, 1.125% 20may2019, EUR   EUR 05/20/2019 03/22/2019 ***.** *.** 03/22/2019 ***.** *.**
Diageo, 1.5% 22oct2027, EUR   EUR 10/22/2027 03/22/2019 ***.** *.** 03/22/2019 ***.** *.**
Diageo, 1.75% 23sep2024, EUR   EUR 09/23/2024 03/22/2019 ***.** *.** 03/22/2019 ***.** *.*
Diageo, 2.375% 20may2026, EUR   EUR 05/20/2026 03/22/2019 ***.** *.** 03/22/2019 ***.** *.**
Diageo, 2.625% 29apr2023, USD   USD 04/29/2023 03/22/2019 *** *.** 03/22/2019 ***.** *.**
Diageo, 2.875% 11may2022, USD   USD 05/11/2022 03/22/2019 ***.*** *.** 03/22/2019 ***.** *.**
Diageo, 3% 18may2020, USD   USD 05/18/2020 03/22/2019 ***.** *.* 03/22/2019 ***.*** *.**
Diageo, 3.5% 18sep2023, USD   USD 09/18/2023 03/22/2019 ***.*** *.** 03/22/2019 ***.*** *.**
Diageo, 3.875% 18may2028, USD   USD 05/18/2028 03/22/2019 ***.*** *.** 03/22/2019 ***.*** *.**
Diageo, 3.875% 29apr2043, USD   USD 04/29/2043 03/22/2019 ***.*** *.** 03/22/2019 ***.*** *.**
Diageo, 4.25% 11may2042, USD   USD 05/11/2042 03/22/2019 ***.** *.** 03/22/2019 ***.** *.**
Diageo, 4.828% 15jul2020, USD   USD 07/15/2020 03/22/2019 ***.*** *.** 03/22/2019 ***.*** *.**
Diageo, 5.875% 30sep2036, USD   USD 09/30/2036 03/22/2019 ***.** *.** 03/22/2019 ***.*** *.**
Diageo, 7.45% 15apr2035, USD   USD 04/15/2035 03/22/2019 ***.*** *.* 03/22/2019 ***.*** *.**
Diageo, 8.00% 15sep2022, USD   USD 09/15/2022 03/22/2019 ***.**** *.** 03/22/2019 ***.**** *.**
Diageo, FRN 18may2020, USD   USD 05/18/2020 03/22/2019 ***.** * 03/22/2019 ***.** *
Direct Line Insurance Group, 4.75% perp., GBP   GBP 03/22/2019 **.*** * 03/22/2019 **.*** *
Direct Line Insurance Group, 9.25% 27apr2042, GBP   GBP 04/27/2042 03/22/2019 ***.*** * 03/22/2019 ***.*** *
Drax Group plc, 6.625% 1nov2025, USD   USD 11/01/2025 03/22/2019 ***.** *.** 03/22/2019 ***.** *.**
DS Smith, 1.375% 26jul2024, EUR   EUR 07/26/2024 03/22/2019 ***.** *.** 03/22/2019 ***.* *.**
DS Smith, 2.25% 16sep2022, EUR   EUR 09/16/2022 03/22/2019 ***.** *.** 03/22/2019 ***.** *.**
DS Smith, 2.875% 26jul2029, GBP   GBP 07/26/2029 03/22/2019 **.** * 03/22/2019 **.** *.**
Dwr Cymru, 2.5% 31mar2036, GBP   GBP 03/31/2036 03/22/2019 ***.** *.** 03/22/2019 ***.** *.**
Dwr Cymru, 6.015% 31mar2028, GBP   GBP 03/31/2028 03/22/2019 ***.** * 03/22/2019 ***.** *
Dwr Cymru, 6.907% 31mar2021, GBP (ABS)   GBP 03/31/2021 03/22/2019 ***.** * 03/22/2019 ***.** *
Dwr Cymru, FRN 31mar2026, GBP (ABS)   GBP 03/31/2026 03/22/2019 *** * 03/22/2019 *** *
Dwr Cymru, FRN 31mar2030, GBP (ABS)   GBP 03/31/2030 03/22/2019 ***.*** * 03/22/2019 ***.*** *
East Finance, 5.486% 15jun2042, GBP   GBP 06/15/2042 03/22/2019 ***.** *.** 03/22/2019 ***.** *.**
Eastern Power Networks, 0.032% 7oct2025, GBP   GBP 10/07/2025 03/22/2019 ***.*** -*.* 03/22/2019 ***.*** -*.**
Eastern Power Networks, 4.75% 30sep2021, GBP   GBP 09/30/2021 03/22/2019 ***.*** *.** 03/22/2019 ***.*** *.**
Eastern Power Networks, 5.5% 5jun2026, GBP   GBP 06/05/2026 03/22/2019 ***.** *.** 03/22/2019 ***.** *.**
Eastern Power Networks, 5.75% 8mar2024, GBP   GBP 03/08/2024 03/22/2019 *** *.** 03/22/2019 ***.* *.**
Eastern Power Networks, 6.25% 12nov2036, GBP   GBP 11/12/2036 03/22/2019 *** * 03/22/2019 *** *
Eastern Power Networks, 8.5% 31mar2025, GBP   GBP 03/31/2025 03/22/2019 ***.** *.** 03/22/2019 ***.*** *.**
EasyJet, 1.125% 18oct2023, EUR   EUR 10/18/2023 03/22/2019 ***.** *.** 03/22/2019 ***.** *.**
EasyJet, 1.75% 9feb2023, EUR   EUR 02/09/2023 03/22/2019 ***.* *.** 03/22/2019 ***.* *.**
EBRD, 0% 10feb2028, AUD (10957D)   AUD 02/10/2028 03/22/2019 **.*** *.** 03/22/2019 **.** *.**
EBRD, 0% 10jan2024, EUR (1826D)   EUR 01/10/2024 03/22/2019 ***.** -*.** 03/22/2019 ***.*** -*.**
EBRD, 0% 10may2019, KZT (547D)   KZT 05/10/2019 03/22/2019 **.** *.** 03/22/2019 **.** *.*
EBRD, 0% 10sep2021, USD (7305D)   USD 09/10/2021 03/22/2019 **.*** *.** 03/22/2019 **.*** *.**
EBRD, 0% 13jun2023, BRL (2862D)   BRL 06/13/2023 03/22/2019 **.** *.** 03/22/2019 **.* *.**
EBRD, 0% 17jun2027, ZAR (10957D)   ZAR 06/17/2027 03/22/2019 **.* *.** 03/22/2019 **.*** *.**
EBRD, 0% 19jun2019, ARS (365D)   ARS 06/19/2019 03/22/2019 **.** **.** 03/22/2019 **.** **.**
EBRD, 0% 22jan2026, RUR (3653D)   RUB 01/22/2026 03/22/2019 **.** *.** 03/22/2019 **.** *.**
EBRD, 0% 25mar2025, TRY (2373D)   TRY 03/25/2025 03/22/2019 **.* **.** 03/22/2019 **.** **.**
EBRD, 0% 25may2040, USD (10958D)   USD 05/25/2040 03/22/2019 ***.*** *.** 03/22/2019 ***.*** *.**
EBRD, 0% 27jan2020, ARS (367D)   ARS 01/27/2020 03/22/2019 **.** **.** 03/22/2019 **.** **.**
EBRD, 0% 29dec2028, ZAR (11316D)   ZAR 12/29/2028 03/22/2019 **.** *.** 03/22/2019 **.** *.**
EBRD, 0% 29nov2046, USD (10957D)   USD 11/29/2046 03/22/2019 ***.*** *.* 03/22/2019 ***.*** *.*
EBRD, 0% 2aug2021, TRY (1461D)   TRY 08/02/2021 03/22/2019 **.** **.** 03/22/2019 **.** **.**
EBRD, 0% 30dec2027, ZAR (11026D)   ZAR 12/30/2027 03/22/2019 **.* *.* 03/22/2019 **.** *.**
EBRD, 0% 31dec2020, ZAR (8308D)   ZAR 12/31/2020 03/22/2019 **.** *.** 03/22/2019 **.*** *.**
EBRD, 0% 31dec2029, ZAR (11627D)   ZAR 12/31/2029 03/22/2019 **.** *.** 03/22/2019 **.* *.**
EBRD, 0% 4feb2048, ITL (18262D)   ITL 02/04/2048 03/22/2019 ** *.** 03/22/2019 **.* *.**
EBRD, 0% 6mar2023, TRY (3652D)   TRY 03/06/2023 03/22/2019 **.** **.** 03/22/2019 **.* **.**
EBRD, 0% 7apr2027, ZAR (10957D)   ZAR 04/07/2027 03/22/2019 **.** *.** 03/22/2019 **.* *.**
EBRD, 0.5% 1sep2023, AUD   AUD 09/01/2023 03/22/2019 **.** *.** 03/22/2019 **.** *.**
EBRD, 0.5% 21dec2023, AUD   AUD 12/21/2023 03/22/2019 **.* *.** 03/22/2019 **.** *.**
EBRD, 0.5% 21nov2023, AUD   AUD 11/21/2023 03/22/2019 **.** *.** 03/22/2019 **.** *.**
EBRD, 0.5% 22jun2020, BRL   BRL 06/22/2020 03/22/2019 **.** *.** 03/22/2019 **.** *.**
EBRD, 0.5% 28jan2020, BRL   BRL 01/28/2020 03/22/2019 **.** *.** 03/22/2019 **.** *.**
EBRD, 0.875% 22jul2019, USD   USD 07/22/2019 03/22/2019 **.** *.** 03/22/2019 **.*** *.**
EBRD, 1.125% 24aug2020, USD   USD 08/24/2020 03/22/2019 **.*** *.** 03/22/2019 **.** *.**
EBRD, 1.25% 15dec2022, GBP   GBP 12/15/2022 03/22/2019 ***.** *.** 03/22/2019 ***.* *
EBRD, 1.375% 15sep2021, USD   USD 09/15/2021 03/22/2019 **.** *.** 03/22/2019 **.** *.**
EBRD, 1.45% 3mar2025, USD   USD 03/03/2025 03/22/2019 **.** *.** 03/22/2019 **.** *.**
EBRD, 1.5% 16mar2020, USD   USD 03/16/2020 03/22/2019 **.** *.** 03/22/2019 **.** *.**
EBRD, 1.5% 2nov2021, USD   USD 11/02/2021 03/22/2019 **.** *.** 03/22/2019 **.** *.**
EBRD, 1.625% 5may2020, USD   USD 05/05/2020 03/22/2019 **.** *.** 03/22/2019 **.** *.**
EBRD, 1.75% 14jun2019, USD   USD 06/14/2019 03/22/2019 **.*** *.** 03/22/2019 **.*** *.**
EBRD, 1.75% 26nov2019, USD   USD 11/26/2019 03/22/2019 **.** *.** 03/22/2019 **.** *.**
EBRD, 1.875% 15jul2021, USD   USD 07/15/2021 03/22/2019 **.** *.** 03/22/2019 **.** *.**
EBRD, 1.875% 23feb2022, USD   USD 02/23/2022 03/22/2019 **.** *.** 03/22/2019 **.** *.**
EBRD, 10% 13oct2021, TRY   TRY 10/13/2021 03/22/2019 **.** **.** 03/22/2019 **.*** **.**
EBRD, 11% 5feb2024, EUR   EUR 02/05/2024 03/22/2019 ***.*** * 03/22/2019 ***.** *
EBRD, 12% 12mar2024, EUR   EUR 03/12/2024 03/22/2019 ***.*** *.** 03/22/2019 ***.*** *.**
EBRD, 12% 5mar2024, EUR   EUR 03/05/2024 03/22/2019 ***.* -*.** 03/22/2019 ***.** -*.**
EBRD, 17% 5mar2020, ARS   ARS 03/05/2020 03/22/2019 **.** **.* 03/22/2019 **.** **.**
EBRD, 2% 1feb2021, USD   USD 02/01/2021 03/22/2019 **.** *.** 03/22/2019 **.*** *.*
EBRD, 2.125% 7mar2022, USD   USD 03/07/2022 03/22/2019 **.** *.** 03/22/2019 **.** *.**
EBRD, 2.73% 26sep2046, USD   USD 09/26/2046 03/22/2019 **.*** *.** 03/22/2019 **.*** *.**
EBRD, 2.746% 17jul2024, GBP   GBP 07/17/2024 03/22/2019 ***.** * 03/22/2019 ***.** *
EBRD, 2.75% 26apr2021, USD   USD 04/26/2021 03/22/2019 ***.** *.** 03/22/2019 ***.* *.**
EBRD, 2.75% 7mar2023, USD   USD 03/07/2023 03/22/2019 ***.** *.** 03/22/2019 ***.** *.**
EBRD, 20% 16oct2019, TRY   TRY 10/16/2019 03/22/2019 **.** **.** 03/22/2019 **.** **.*
EBRD, 21% 4oct2023, TRY   TRY 10/04/2023 03/22/2019 ***.** **.** 03/22/2019 ***.** **.**
EBRD, 23% 24mar2022, TRY   TRY 03/24/2022 03/22/2019 ***.** ** 03/22/2019 ***.** **.**
EBRD, 24% 10sep2021, TRY   TRY 09/10/2021 03/22/2019 ***.** **.** 03/22/2019 ***.* **.**
EBRD, 24% 5oct2022, TRY   TRY 10/05/2022 03/22/2019 ***.** **.** 03/22/2019 ***.** **.**
EBRD, 27.5% 11sep2020, TRY   TRY 09/11/2020 03/22/2019 ***.** **.** 03/22/2019 ***.** **.**
EBRD, 27.5% 18sep2020, TRY   TRY 09/18/2020 03/22/2019 ***.** **.** 03/22/2019 ***.** **.**
EBRD, 27.5% 2oct2019, TRY   TRY 10/02/2019 03/22/2019 ***.*** **.* 03/22/2019 ***.** **.**
EBRD, 28.5% 10jul2019, TRY   TRY 07/10/2019 03/22/2019 **.*** **.* 03/22/2019 ***.*** **.**
EBRD, 30% 15jan2020, TRY   TRY 01/15/2020 03/22/2019 ***.** **.** 03/22/2019 ***.** **.**
EBRD, 30% 25jan2021, ARS   ARS 01/25/2021 03/22/2019 ** **.** 03/22/2019 **.* **.*
EBRD, 30% 4nov2019, ARS   ARS 11/04/2019 03/22/2019 **.** **.** 03/22/2019 **.** **.**
EBRD, 31% 1mar2021, ARS   ARS 03/01/2021 03/22/2019 **.** **.** 03/22/2019 **.** **.**
EBRD, 31% 25nov2020, ARS   ARS 11/25/2020 03/22/2019 **.** **.** 03/22/2019 **.** **.**
EBRD, 35% 7aug2019, ARS   ARS 08/07/2019 03/22/2019 **.** **.** 03/22/2019 **.** **.**
EBRD, 37.5% 17dec2019, ARS   ARS 12/17/2019 03/22/2019 **.** **.** 03/22/2019 **.** **.**
EBRD, 4% 30apr2019, BRL   BRL 04/30/2019 03/22/2019 **.** *.** 03/22/2019 ***.** -**.**
EBRD, 4.5% 14aug2020, PHP   PHP 08/14/2020 03/22/2019 **.** *.** 03/22/2019 **.** *.**
EBRD, 5% 14jun2021, INR   INR 06/14/2021 03/22/2019 **.** *.* 03/22/2019 **.** *
EBRD, 5% 22jul2025, EUR   EUR 07/22/2025 03/22/2019 ***.* * 03/22/2019 ***.* *
EBRD, 5.125% 7jun2032, GBP   GBP 06/07/2032 03/22/2019 ***.** *.* 03/22/2019 ***.** *.**
EBRD, 5.6% 30jan2025, IDR   IDR 01/30/2025 03/22/2019 **.** *.** 03/22/2019 **.** *.**
EBRD, 5.625% 7dec2028, GBP   GBP 12/07/2028 03/22/2019 ***.** *.* 03/22/2019 ***.** *.**
EBRD, 6% 24jul2023, RUR   RUB 07/24/2023 03/22/2019 **.* *.** 03/22/2019 **.** *.**
EBRD, 6% 4may2020, INR   INR 05/04/2020 03/22/2019 **.*** *.** 03/22/2019 **.*** *.*
EBRD, 6% 7feb2023, INR   INR 02/07/2023 03/22/2019 **.** *.** 03/22/2019 **.*** *.**
EBRD, 6.125% 30mar2020, INR   INR 03/30/2020 03/22/2019 **.** *.** 03/22/2019 **.** *.**
EBRD, 6.25% 25jul2022, IDR   IDR 07/25/2022 03/22/2019 **.* *.** 03/22/2019 **.** *.*
EBRD, 6.38% 27mar2019, IDR   IDR 03/27/2019 03/22/2019 **.** ***.** 03/22/2019 **.*** ***.**
EBRD, 6.88% 24apr2019, IDR   IDR 04/24/2019 03/22/2019 **.** **.* 03/22/2019 ***.* -**.**
EBRD, 6.91% 28may2019, IDR   IDR 05/28/2019 03/22/2019 **.** **.** 03/22/2019 ***.** *.**
EBRD, 7% 31dec2020, ZAR   ZAR 12/31/2020 03/22/2019 **.*** *.** 03/22/2019 ***.*** *.*
EBRD, 7.25% 21may2020, RUB   RUB 05/21/2020 03/22/2019 **.*** *.* 03/22/2019 ***.** *.**
EBRD, 7.375% 15apr2019, IDR   IDR 04/15/2019 03/22/2019 ***.* -*.** 03/22/2019 ***.** -*.**
EBRD, 7.5% 11jun2020, MXN   MXN 06/11/2020 03/22/2019 **.*** *.** 03/22/2019 **.** *.**
EBRD, 7.5% 15dec2021, BRL   BRL 12/15/2021 03/22/2019 ***.** *.* 03/22/2019 ***.** *.**
EBRD, 7.5% 16dec2019, BRL   BRL 12/16/2019 03/22/2019 ***.* *.** 03/22/2019 ***.** *.**
EBRD, 7.5% 29nov2019, RUR   RUB 11/29/2019 03/22/2019 **.* *.** 03/22/2019 **.** *.**
EBRD, 7.95% 22dec2021, AMD   AMD 12/22/2021 03/22/2019 **.*** *.** 03/22/2019 ***.*** *.**
EBRD, 8.25% 4aug2022, AMD   AMD 08/04/2022 03/22/2019 ***.*** *.** 03/22/2019 ***.*** *.**
EBRD, 8.3% 2oct2020, IDR   IDR 10/02/2020 03/22/2019 ***.** *.** 03/22/2019 ***.** *.**
EBRD, 9.25% 2dec2020, IDR   IDR 12/02/2020 03/22/2019 ***.*** *.** 03/22/2019 ***.** *.**
EBRD, FRN 10jan2020, USD   USD 01/10/2020 03/22/2019 ***.* * 03/22/2019 ***.* *
EBRD, FRN 11may2022, USD   USD 05/11/2022 03/22/2019 *** * 03/22/2019 ***.** *
EBRD, FRN 19apr2025, EUR   EUR 04/19/2025 03/22/2019 **.*** * 03/22/2019 **.*** *
EBRD, FRN 19nov2020, USD   USD 11/19/2020 03/22/2019 ***.** * 03/22/2019 ***.*** *
EBRD, FRN 23mar2020, USD   USD 03/23/2020 03/22/2019 ***.** * 03/22/2019 ***.** *
EBRD, FRN 31jul2023, GBP   GBP 07/31/2023 03/22/2019 **.*** * 03/22/2019 **.*** *
EE Limited, 4.375% 28mar2019, GBP   GBP 03/28/2019 03/22/2019 ***.*** *.** 03/22/2019 ***.*** *.**
Ei Group, 5.659% 30jun2027, GBP   GBP 06/30/2027 03/22/2019 ***.** * 03/22/2019 ***.* *
Ei Group, 6% 6oct2023, GBP   GBP 10/06/2023 03/22/2019 ***.*** *.** 03/22/2019 ***.*** *.*
Ei Group, 6.375% 15feb2022, GBP   GBP 02/15/2022 03/22/2019 *** *.* 03/22/2019 ***.** *
Ei Group, 6.375% 26sep2031, GBP   GBP 09/26/2031 03/22/2019 ***.** *.** 03/22/2019 ***.** *.**
Ei Group, 6.464% 30mar2032, GBP   GBP 03/30/2032 03/22/2019 **.** * 03/22/2019 **.** *
Ei Group, 6.875%15feb2021, GBP   GBP 02/15/2021 03/22/2019 ***.* *.* 03/22/2019 ***.* *.**
Ei Group, 6.875%9may2025, GBP   GBP 05/09/2025 03/22/2019 ***.**** *.** 03/22/2019 ***.**** *.**
Ei Group, 7.395% 30mar2024, GBP   GBP 03/28/2024 03/22/2019 ***.** * 03/22/2019 ***.** *
Electricity North West, 8.875% 25mar2026, GBP   GBP 03/25/2026 03/22/2019 ***.** *.** 03/22/2019 ***.** *.**
Elli Investments, 8.75% 15jun2019, GBP   GBP 06/15/2019 03/22/2019 **.** **.** 03/22/2019 **.** **.**
Endeavour SCH, FRN 28mar2031, GBP   GBP 03/28/2031 03/22/2019 ***.** * 03/22/2019 ***.** *
EnQuest, 5.5% 15apr2022, GBP   GBP 04/15/2022 03/22/2019 **.** **.** 03/22/2019 **.** **.**
Equity Release Funding, 5.05% 26apr2033, GBP (ABS)   GBP 04/26/2033 03/22/2019 ***.**** * 03/22/2019 ***.**** *
Equity Release Funding, 5.7% 26feb2031, GBP (ABS)   GBP 02/26/2031 03/22/2019 ***.**** * 03/22/2019 ***.**** *
Equity Release Funding, 5.88% 26may2032, GBP (ABS)   GBP 05/26/2032 03/22/2019 ***.**** * 03/22/2019 ***.**** *
Esure Group, 6.75% 19dec2024, GBP   GBP 12/19/2024 03/22/2019 **.**** *.** 03/22/2019 **.**** *.**
Eversholt Funding, 3.529% 7aug2042, GBP   GBP 08/07/2042 03/22/2019 **.*** *.** 03/22/2019 ***.*** *.**
Eversholt Funding, 5.831% 2dec2020, GBP   GBP 12/02/2020 03/22/2019 ***.**** *.** 03/22/2019 ***.**** *.**
Eversholt Funding, 6.359% 2dec2025, GBP   GBP 12/02/2025 03/22/2019 ***.**** *.** 03/22/2019 ***.*** *.**
Eversholt Funding, 6.697% 22feb2035, GBP   GBP 02/22/2035 03/22/2019 ***.** *.* 03/22/2019 ***.** *.*
Exchequer Partnership, 5.396% 13jul2036, GBP   GBP 07/13/2036 03/22/2019 ***.**** *.** 03/22/2019 ***.**** *.*
FCE Bank, 0.65% 5apr2021, JPY   JPY 04/05/2021 03/22/2019 **.*** *.** 03/22/2019 **.*** *.**
FCE Bank, 0.869% 13sep2021, EUR   EUR 09/13/2021 03/22/2019 **.** *.** 03/22/2019 **.** *.**
FCE Bank, 1.114% 13may2020, EUR   EUR 05/13/2020 03/22/2019 ***.** *.** 03/22/2019 ***.** *.**
FCE Bank, 1.134% 10feb2022, EUR   EUR 02/10/2022 03/22/2019 **.** *.** 03/22/2019 **.** *.**
FCE Bank, 1.528% 9nov2020, EUR   EUR 11/09/2020 03/22/2019 ***.** *.** 03/22/2019 ***.** *.**
FCE Bank, 1.615% 11may2023, EUR   EUR 05/11/2023 03/22/2019 **.** *.** 03/22/2019 **.** *.**
FCE Bank, 1.66% 11feb2021, EUR   EUR 02/11/2021 03/22/2019 ***.** *.* 03/22/2019 ***.** *.**
FCE Bank, 1.875% 18apr2019, EUR   EUR 04/18/2019 03/22/2019 ***.* *.** 03/22/2019 ***.** -*.**
FCE Bank, 1.875% 24jun2021, EUR   EUR 06/24/2021 03/22/2019 ***.** *.** 03/22/2019 ***.** *.**
FCE Bank, 2.727% 3jun2022, GBP   GBP 06/03/2022 03/22/2019 **.** *.** 03/22/2019 **.** *.**
FCE Bank, 2.759% 13nov2019, GBP   GBP 11/13/2019 03/22/2019 ***.* *.** 03/22/2019 ***.* *.**
FCE Bank, 3.25% 19nov2020, GBP   GBP 11/19/2020 03/22/2019 ***.** *.** 03/22/2019 ***.** *.*
FCE Bank, FRN 17sep2019, EUR   EUR 09/17/2019 03/22/2019 ***.** * 03/22/2019 ***.** *
FCE Bank, FRN 18dec2020, EUR   EUR 12/18/2020 03/22/2019 **.*** * 03/22/2019 **.* *
FCE Bank, FRN 26aug2020, EUR   EUR 08/26/2020 03/22/2019 **.** * 03/22/2019 **.** *
First Flexible, FRN 15sep2033, GBP (ABS)   GBP 09/15/2033 03/22/2019 **.**** * 03/22/2019 **.**** *
First Flexible, FRN 15sep2033, GBP (ABS)   GBP 09/15/2033 03/22/2019 **.**** * 03/22/2019 **.**** *
First Flexible, FRN 15sep2033, GBP (ABS)   GBP 09/15/2033 03/22/2019 **.**** * 03/22/2019 **.**** *
First Flexible, FRN 1dec2035, GBP   GBP 12/01/2035 03/22/2019 **.**** * 03/22/2019 **.**** *
First Hydro, 0,0931jul2021, GBP   GBP 07/31/2021 03/22/2019 ***.*** *.** 03/22/2019 ***.*** *.**
Firstgroup, 6.875% 18sep2024, GBP   GBP 09/18/2024 03/22/2019 ***.*** * 03/22/2019 ***.*** *
Firstgroup, 8.75% 8apr2021, GBP   GBP 04/08/2021 03/22/2019 ***.** *.** 03/22/2019 ***.*** *.**
Friends Life Group, 12% 21may2021, GBP   GBP 05/21/2021 03/22/2019 ***.*** *.** 03/22/2019 ***.*** *.**
Friends Life Group, 8.25% 21apr2022, GBP   GBP 04/21/2022 03/22/2019 ***.** *.** 03/22/2019 ***.* *.**
FUTURES TREASURY, 3.375% 8feb2044, GBP   GBP 02/08/2044 03/22/2019 ***.*** *.** 03/22/2019 ***.** *.**
G4S, 1.5% 2jun2024, EUR   EUR 06/02/2024 03/22/2019 **.** *.** 03/22/2019 **.** *.**
G4S, 1.5% 9jan2023, EUR   EUR 01/09/2023 03/22/2019 ***.** *.** 03/22/2019 ***.** *.**
G4S, 1.875% 24may2025, EUR   EUR 05/24/2025 03/22/2019 ***.** *.** 03/22/2019 ***.** *.**
G4S, 7.75% 13may2019, GBP   GBP 05/13/2019 03/22/2019 **.*** * 03/22/2019 ***.** *
Galaxy Bidco Ltd, 6.375% 15nov2020, GBP   GBP 11/15/2020 03/22/2019 **.*** *.** 03/22/2019 **.*** *.**
Galaxy Bidco Ltd, FRN 15nov2020, GBP   GBP 11/15/2020 03/22/2019 **.*** * 03/22/2019 ***.*** *
Gatwick Airport, 2.625% 7oct2048, GBP   GBP 10/07/2048 03/22/2019 **.** *.** 03/22/2019 **.** *.**
Gatwick Airport, 3.25% 26feb2050, GBP   GBP 02/26/2050 03/22/2019 ***.*** *.** 03/22/2019 ***.*** *.**
Gatwick Airport, 4.625% 27mar2036, GBP   GBP 03/27/2036 03/22/2019 ***.** *.** 03/22/2019 ***.** *.**
Gatwick Airport, 5.25% 23jan2026, GBP   GBP 01/23/2026 03/22/2019 ***.**** *.* 03/22/2019 ***.**** *.**
Gatwick Airport, 6.125% 2mar2028, GBP   GBP 03/02/2028 03/22/2019 ***.** *.** 03/22/2019 ***.** *.*
Gatwick Airport, 6.5% 2mar2043, GBP   GBP 03/02/2043 03/22/2019 ***.** *.** 03/22/2019 ***.** *.**
GenFinance, 6.064% 21dec2039, GBP   GBP 12/21/2039 03/22/2019 ***.**** *.** 03/22/2019 ***.**** *.**
German Listed Bonds, 4.75% 17apr2022, EUR   EUR 04/17/2022 03/22/2019 ***.* *.* 03/22/2019 ***.* *.**
German Listed Bonds, 6.5% 17apr2022, EUR   EUR 04/17/2022 03/22/2019 ***.* *.** 03/22/2019 ***.* *.**
German Listed Bonds, 8.5% 13sep2021, USD   USD 09/13/2021 03/22/2019 ***.** *.** 03/22/2019 ***.** *.**
GKN Holdings, 3.375% 12may2032, GBP   GBP 05/12/2032 03/22/2019 **.** *.** 03/22/2019 **.*** *.**
GKN Holdings, 5.375% 19sep2022, GBP   GBP 09/19/2022 03/22/2019 ***.** *.** 03/22/2019 ***.** *.**
GKN Holdings, 6.75% 28oct2019, GBP   GBP 10/28/2019 03/22/2019 ***.** *.** 03/22/2019 ***.** *
GlaxoSmithKline Capital, 2.875% 1jun2022, USD   USD 06/01/2022 03/22/2019 ***.** *.** 03/22/2019 ***.** *.*
GlaxoSmithKline Capital, 3% 1jun2024, USD   USD 06/01/2024 03/22/2019 ***.*** *.** 03/22/2019 ***.*** *.**
GlaxoSmithKline Capital, 3.375% 1jun2029, USD   USD 06/01/2029 03/22/2019 ***.*** *.** 03/22/2019 ***.** *.**
Glaxosmithkline plc, 0% 12sep2020, EUR (1096D)   EUR 09/12/2020 03/22/2019 ***.** -*.** 03/22/2019 ***.** -*.**
Glaxosmithkline plc, 0.625% 2dec2019, EUR   EUR 12/02/2019 03/22/2019 ***.** -*.** 03/22/2019 ***.** -*.**
Glaxosmithkline plc, 1% 12sep2026, EUR   EUR 09/12/2026 03/22/2019 ***.** *.** 03/22/2019 ***.** *.**
Glaxosmithkline plc, 1.25% 21may2026, EUR   EUR 05/21/2026 03/22/2019 ***.** *.** 03/22/2019 ***.** *.**
Glaxosmithkline plc, 1.375% 12sep2029, EUR   EUR 09/12/2029 03/22/2019 ***.** *.** 03/22/2019 ***.* *.**
Glaxosmithkline plc, 1.375% 2dec2024, EUR   EUR 12/02/2024 03/22/2019 ***.** *.** 03/22/2019 ***.* *.**
Glaxosmithkline plc, 1.75% 21may2030, EUR   EUR 05/21/2030 03/22/2019 ***.** *.* 03/22/2019 ***.** *.**
Glaxosmithkline plc, 2.8% 18mar2023, USD   USD 03/18/2023 03/22/2019 ***.*** *.** 03/22/2019 ***.** *.**
Glaxosmithkline plc, 2.85% 8may2022, USD   USD 05/08/2022 03/22/2019 ***.** *.** 03/22/2019 ***.** *.**
Glaxosmithkline plc, 3.125% 14may2021, USD   USD 05/14/2021 03/22/2019 ***.** *.** 03/22/2019 ***.** *.**
Glaxosmithkline plc, 3.375% 15may2023, USD   USD 05/15/2023 03/22/2019 ***.** *.** 03/22/2019 ***.** *.**
Glaxosmithkline plc, 3.375% 20dec2027, GBP   GBP 12/20/2027 03/22/2019 ***.** *.** 03/22/2019 ***.** *.**
Glaxosmithkline plc, 3.625% 15may2025, USD   USD 05/15/2025 03/22/2019 ***.** *.** 03/22/2019 ***.** *.**
Glaxosmithkline plc, 3.875% 15may2028, USD   USD 05/15/2028 03/22/2019 ***.** *.** 03/22/2019 ***.** *.**
Glaxosmithkline plc, 4% 16jun2025, EUR   EUR 06/16/2025 03/22/2019 ***.** *.** 03/22/2019 ***.** *.**
Glaxosmithkline plc, 4.2% 18mar2043, USD   USD 03/18/2043 03/22/2019 ***.** *.** 03/22/2019 ***.** *.**
Glaxosmithkline plc, 4.25% 18dec2045, GBP   GBP 12/18/2045 03/22/2019 ***.** *.** 03/22/2019 ***.** *.**
Glaxosmithkline plc, 5.25% 10apr2042, GBP   GBP 04/10/2042 03/22/2019 ***.** *.** 03/22/2019 ***.** *.**
Glaxosmithkline plc, 5.25% 19dec2033, GBP   GBP 12/19/2033 03/22/2019 ***.** *.** 03/22/2019 ***.** *.*
Glaxosmithkline plc, 5.375% 15apr2034, USD   USD 04/15/2034 03/22/2019 ***.*** *.** 03/22/2019 ***.*** *.*
Glaxosmithkline plc, 6.375% 15may2038, USD   USD 05/15/2038 03/22/2019 ***.*** *.** 03/22/2019 ***.** *.**
Glaxosmithkline plc, 6.375% 9mar2039, GBP   GBP 03/09/2039 03/22/2019 ***.** *.** 03/22/2019 ***.** *.**
Glaxosmithkline plc, FRN 14may2021, USD   USD 05/14/2021 03/22/2019 *** * 03/22/2019 ***.** *
Glaxosmithkline plc, FRN 21may2020, EUR   EUR 05/21/2020 03/22/2019 ***.** * 03/22/2019 ***.** *
Global Switch Holdings, 1.5% 31jan2024, EUR   EUR 01/31/2024 03/22/2019 ***.* *.** 03/22/2019 ***.** *.**
Global Switch Holdings, 2.25% 31may2027, EUR   EUR 05/31/2027 03/22/2019 ***.** *.** 03/22/2019 ***.** *.**
Global Switch Holdings, 4.375% 13dec2022, GBP   GBP 12/13/2022 03/22/2019 ***.** *.** 03/22/2019 ***.**** *.**
Golar LNG ltd, 2.75% 15feb2022, USD (Conv.)   USD 02/15/2022 03/22/2019 **.**** *.** 03/22/2019 **.**** *.**
Goldman Sachs International, 0% 3oct2036, MXN (7305D)   MXN 10/03/2036 03/22/2019 **.*** **.** 03/22/2019 **.*** *.**
Goldman Sachs International, 1.75% 29may2024, EUR   EUR 05/29/2024 03/22/2019 **.** *.** 03/22/2019 ***.** *.**
Goldman Sachs International, 2% 6dec2020, EUR (Structured)   EUR 06/12/2020 03/22/2019 **.** * 03/22/2019 *
Goldman Sachs International, 2% 8apr2025, EUR   EUR 04/08/2025 03/22/2019 ***.* *.** 03/22/2019 ***.* *.**
Goldman Sachs International, 2.5% 31mar2020, EUR   EUR 03/31/2020 03/22/2019 **.** * 03/22/2019 *** *
Goldman Sachs International, 2.6% 4sep2021, USD   USD 09/04/2021 03/22/2019 **.* *.* 03/22/2019 ***.* *.**
Goldman Sachs International, 3% 19may2020, CNY   CNY 05/19/2020 03/22/2019 ***.*** *.** 03/22/2019 ***.*** *.**
Goldman Sachs International, 3.5% 8feb2025, USD   USD 02/08/2025 03/22/2019 **.* * 03/22/2019 **.* *
Goldman Sachs International, 3.75% 29oct2021, EUR   EUR 10/29/2021 03/22/2019 ***.** * 03/22/2019 ***.** *
Goldman Sachs International, 6.25% 17mar2020, MXN   MXN 03/17/2020 03/22/2019 **.*** **.** 03/22/2019 **.*** *.**
Goldman Sachs International, FRN 14dec2020, EUR   EUR 12/14/2020 03/22/2019 ***.* * 03/22/2019 ***.* *
Goldman Sachs International, FRN 25feb2020, EUR   EUR 02/25/2020 03/22/2019 **.** * 03/22/2019 ***.** *
Goldman Sachs International, FRN 31may2019, EUR   EUR 05/31/2019 03/22/2019 **.* * 03/22/2019 ***.* *
Goodyear Dunlop Tires Europe, 3.75% 15dec2023, EUR   EUR 12/15/2023 03/22/2019 ***.*** *.** 03/22/2019 ***.** *.**
Grainger, 3.375% 24apr2028, GBP   GBP 04/24/2028 03/22/2019 ***.*** *.** 03/22/2019 ***.*** *.**
Great Hall Mortgages, FRN 18jun2038, EUR (ABS)   EUR 06/18/2038 03/22/2019 **.**** * 03/22/2019 **.**** *
Great Hall Mortgages, FRN 18jun2038, GBP (ABS)   GBP 06/18/2038 03/22/2019 **.**** * 03/22/2019 **.**** *
Great Hall Mortgages, FRN 18mar2039, GBP (ABS)   GBP 03/18/2039 03/22/2019 **.**** * 03/22/2019 **.**** *
Great Places Housing Group, 4.75% 22oct2042, GBP   GBP 10/22/2042 03/22/2019 ***.** *.** 03/22/2019 ***.** *.**
Greater Gabbard OFTO, 4.137% 2032, GBP   GBP 11/29/2032 03/22/2019 ***.**** *.** 03/22/2019 ***.**** *.**
Greene King, 3.593% 15mar2035, GBP   GBP 03/15/2035 03/22/2019 ***.*** *.** 03/22/2019 ***.** *.**
Greene King Finance, 4.0643% 15mar2035, GBP   GBP 03/15/2035 03/22/2019 ***.** *.** 03/22/2019 ***.** *.**
Greene King Finance, 5.106% 15mar2034, GBP   GBP 03/15/2034 03/22/2019 ***.*** *.** 03/22/2019 ***.*** *.**
Greene King Finance, 5.318% 15sep2031, GBP   GBP 09/15/2031 03/22/2019 ***.**** *.* 03/22/2019 ***.**** *.**
Greene King Finance, 5.702% 15dec2034, GBP   GBP 12/15/2034 03/22/2019 **.**** * 03/22/2019 **.**** *
Greenko Group, 4.875% 16aug2023, USD   USD 08/16/2023 03/22/2019 **.** *.** 03/22/2019 **.** *.**
Greensands, 8.5%15apr2019, GBP   GBP 04/15/2019 03/22/2019 ***.* *.** 03/22/2019 ***.** -*.**
Guardian Royal Exchange, 6.625% 21aug2023, GBP   GBP 08/21/2023 03/22/2019 ***.*** * 03/22/2019 ***.*** *.**
Gwynt y Mor OFTO, 2.778% 17feb2034, GBP   GBP 02/17/2034 03/22/2019 ***.**** *.** 03/22/2019 ***.*** *.**
H.J. Heinz Finance, 6.25% 18feb2030, GBP   GBP 02/18/2030 03/22/2019 ***.** *.** 03/22/2019 ***.* *.**
Halifax, 9.375% 15may2021, GBP   GBP 05/15/2021 03/22/2019 ***.** *.** 03/22/2019 ***.*** *.**
Hammerson, 1.75% 15mar2023, EUR   EUR 03/15/2023 03/22/2019 ***.** *.** 03/22/2019 ***.** *.**
Hammerson, 2% 1jul2022, EUR   EUR 07/01/2022 03/22/2019 ***.** *.** 03/22/2019 ***.** *.**
Hammerson, 3.5% 27oct2025, GBP   GBP 10/27/2025 03/22/2019 ***.** *.** 03/22/2019 ***.*** *.**
Hammerson, 6% 23feb2026, GBP   GBP 02/23/2026 03/22/2019 ***.** *.* 03/22/2019 ***.*** *.**
Hammerson, 7.25% 21apr2028, GBP   GBP 04/21/2028 03/22/2019 ***.* *.** 03/22/2019 ***.** *.**
Hastings Group Holdings Limited, 3% 24may2025, GBP   GBP 05/24/2025 03/22/2019 **.*** *.** 03/22/2019 **.*** *.**
Haven Funding, 7% 30nov2032, GBP   GBP 11/30/2032 03/22/2019 ***.*** * 03/22/2019 ***.**** *
Haven Funding, 8.125% 30sep2037, GBP   GBP 09/30/2037 03/22/2019 ***.*** * 03/22/2019 ***.**** *
HBOS, 4.5% 18mar2030, EUR   EUR 03/18/2030 03/22/2019 ***.** * 03/22/2019 *** *
HBOS, 5.374% 30jun2021, EUR   EUR 06/30/2021 03/22/2019 ***.** *.** 03/22/2019 ***.** *.**
HBOS, 6% 1nov2033, USD   USD 11/01/2033 03/22/2019 ***.** *.** 03/22/2019 ***.** *.**
HBOS, 6.85% perp., USD   USD 03/22/2019 ***.** * 03/22/2019 ***.** *
Heathrow Airport Holdings, 0.5% 17may2024, CHF   CHF 05/17/2024 03/22/2019 ***.* *.** 03/22/2019 ***.** *.**
Heathrow Airport Holdings, 1.5%11feb2030, EUR   EUR 02/11/2032 03/22/2019 ***.** * 03/22/2019 ***.** *
Heathrow Airport Holdings, 1.875% 12jul2034, EUR   EUR 07/12/2034 03/22/2019 ***.** * 03/22/2019 ***.* *
Heathrow Airport Holdings, 1.875% 23may2024, EUR   EUR 05/23/2024 03/22/2019 ***.** * 03/22/2019 ***.** *
Heathrow Airport Holdings, 3.875% 1mar2027, GBP   GBP 03/01/2027 03/22/2019 **.** *.** 03/22/2019 **.* *.**
Heathrow Airport Holdings, 4.221% 6aug2026, GBP   GBP 08/06/2026 03/22/2019 ***.*** *.** 03/22/2019 ***.*** *.**
Heathrow Airport Holdings, 4.625% 31oct2048, GBP   GBP 10/31/2048 03/22/2019 ***.** * 03/22/2019 ***.** *.**
Heathrow Airport Holdings, 4.875% 15jul2023, USD   USD 07/15/2023 03/22/2019 ***.*** * 03/22/2019 ***.*** *
Heathrow Airport Holdings, 5.225% 15feb2023, GBP   GBP 02/15/2023 03/22/2019 ***.** *.** 03/22/2019 ***.** *.**
Heathrow Airport Holdings, 5.75% 3mar2025, GBP   GBP 03/03/2025 03/22/2019 ***.**** *.** 03/22/2019 ***.**** *.**
Heathrow Airport Holdings, 5.875% 13may2043, GBP   GBP 05/13/2043 03/22/2019 ***.** *.** 03/22/2019 ***.** *.**
Heathrow Airport Holdings, 6% 20mar2020, GBP   GBP 03/20/2020 03/22/2019 ***.*** *.** 03/22/2019 ***.*** *.**
Heathrow Airport Holdings, 6.45% 10dec2033, GBP   GBP 12/10/2031 03/22/2019 *** *.** 03/22/2019 *** *.**
Heathrow Airport Holdings, 6.75% 3dec2026, GBP   GBP 12/03/2026 03/22/2019 ***.* *.* 03/22/2019 ***.** *
Heathrow Airport Holdings, 7.075% 4aug2030, GBP   GBP 08/04/2030 03/22/2019 ***.** * 03/22/2019 ***.* *
Heathrow Airport Holdings, 7.125% 14feb2024, GBP   GBP 02/14/2024 03/22/2019 ***.** *.** 03/22/2019 ***.** *.**
Heathrow Airport Holdings, 9.2% 29mar2021, GBP   GBP 03/29/2021 03/22/2019 ***.**** *.** 03/22/2019 ***.*** *.**
Heathrow Finance, 4.75% 1mar2024, GBP   GBP 03/01/2024 03/22/2019 *** *.** 03/22/2019 ***.*** *.**
Heathrow SP, 2.75% 9aug2051, GBP   GBP 08/09/2051 03/22/2019 **.** * 03/22/2019 **.** *
Heylo Housing Secured Bond, FRN 30sep2028, GBP   GBP 09/30/2028 03/22/2019 ***.** * 03/22/2019 ***.** *
High Speed Rail Finance, 4.375% 1nov2038, GBP   GBP 11/01/2038 03/22/2019 ***.*** *.* 03/22/2019 ***.*** *.**
Highland Acquisitions, FRN 15sep2020, GBP   GBP 09/15/2020 03/22/2019 *.* * 03/22/2019 *.* *
Hiscox Ltd, 6.125% 24nov2045, GBP   GBP 11/24/2045 03/22/2019 ***.*** * 03/22/2019 ***.*** *
Hospital Co Dartford, FRN 31oct2031, GBP   GBP 10/31/2031 03/22/2019 ***.*** * 03/22/2019 ***.*** *
Housing & Care 21, 3.288% 8nov2049, GBP   GBP 11/08/2049 03/22/2019 ***.** *.** 03/22/2019 ***.** *.**
Housing Association Funding, 8.25% 7jun2027, GBP (ABS)   GBP 06/07/2027 03/22/2019 ***.**** * 03/22/2019 ***.**** *
HSBC, 0% 13may2043, USD (11322D)   USD 05/13/2043 03/22/2019 ***.*** *.** 03/22/2019 ***.*** *.**
HSBC, 0% 23apr2043, USD (10957D)   USD 04/23/2043 03/22/2019 **.*** *.** 03/22/2019 **.*** *.**
HSBC, 0% 23jan2044, USD (10957D)   USD 01/23/2044 03/22/2019 ***.*** *.** 03/22/2019 ***.*** *.**
HSBC, 0% 25jan2026, AUD (7320D)   AUD 01/25/2026 03/22/2019 **.**** *.** 03/22/2019 **.**** *.**
HSBC, 0% 30jan2032, USD (7318D)   USD 01/30/2032 03/22/2019 **.**** *.** 03/22/2019 **.**** *.**
HSBC, 0.345% 27jun2019, JPY   JPY 06/27/2019 03/22/2019 ***.*** *.* 03/22/2019 ***.*** *.**
HSBC, 1.48% 15oct2020, JPY   JPY 10/15/2020 03/22/2019 ***.** -* 03/22/2019 ***.*** -*.*
HSBC, 10.176% perp., USD   USD 03/22/2019 ***.** * 03/22/2019 ***.** *
HSBC, 2.4% 28sep2024, USD   USD 09/28/2024 03/22/2019 **.** * 03/22/2019 **.* *
HSBC, 3% 30jun2025, EUR   EUR 06/30/2025 03/22/2019 ***.** *.** 03/22/2019 ***.** *.**
HSBC, 3.4% 8mar2021, USD   USD 03/08/2021 03/22/2019 ***.** *.** 03/22/2019 ***.** *.**
HSBC, 3.820% 16apr2038, USD   USD 04/16/2038 03/22/2019 **.*** *.** 03/22/2019 **.*** *.**
HSBC, 4% 15jan2021, EUR   EUR 01/15/2021 03/22/2019 ***.*** -*.** 03/22/2019 ***.*** -*.**
HSBC, 4% 30mar2022, USD   USD 03/30/2022 03/22/2019 ***.** *.** 03/22/2019 ***.** *.**
HSBC, 4.125% 12aug2020, USD   USD 08/12/2020 03/22/2019 ***.*** *.* 03/22/2019 ***.*** *.**
HSBC, 4.25% 14mar2024, USD   USD 03/14/2024 03/22/2019 ***.*** *.** 03/22/2019 ***.*** *.**
HSBC, 4.3% 8mar2026, USD   USD 03/08/2026 03/22/2019 ***.** *.* 03/22/2019 ***.** *.**
HSBC, 4.75% 24mar2046, GBP   GBP 03/24/2046 03/22/2019 ***.* *.** 03/22/2019 ***.* *.**
HSBC, 4.875% 14jan2022, USD   USD 01/14/2022 03/22/2019 ***.** *.** 03/22/2019 ***.** *.*
HSBC, 5.1% 5apr2021, USD   USD 04/05/2021 03/22/2019 ***.*** * 03/22/2019 ***.*** *.**
HSBC, 5.25% 14mar2044, USD   USD 03/14/2044 03/22/2019 ***.** *.** 03/22/2019 ***.*** *.**
HSBC, 5.25% perp., EUR   EUR 03/22/2019 ***.** * 03/22/2019 ***.** *
HSBC, 5.375% 22aug2033, GBP   GBP 08/22/2033 03/22/2019 ***.*** *.** 03/22/2019 ***.** *.**
HSBC, 5.375% 4nov2030, GBP   GBP 11/04/2030 03/22/2019 ***.*** * 03/22/2019 ***.*** *
HSBC, 5.625% perp., USD   USD 03/22/2019 **.** * 03/22/2019 ***.** *
HSBC, 5.75% 20dec2027, GBP   GBP 12/20/2027 03/22/2019 *** *.** 03/22/2019 ***.** *.**
HSBC, 5.844% 30nov2048, GBP   GBP 11/30/2048 03/22/2019 ***.**** * 03/22/2019 ***.**** *
HSBC, 5.844% perp., GBP   GBP 03/22/2019 ***.** * 03/22/2019 ***.** *
HSBC, 5.862% perp., GBP   GBP 03/22/2019 ***.** * 03/22/2019 ***.** *
HSBC, 6% 10jun2019, EUR   EUR 06/10/2019 03/22/2019 ***.** *.** 03/22/2019 ***.** *.**
HSBC, 6% 29mar2040, GBP   GBP 03/29/2040 03/22/2019 *** *.** 03/22/2019 ***.** *.**
HSBC, 6.1% 14jan2042, USD   USD 01/14/2042 03/22/2019 ***.*** *.** 03/22/2019 ***.** *.*
HSBC, 6.25% 30jan2041, GBP   GBP 01/30/2041 03/22/2019 ***.** *.** 03/22/2019 ***.** *.*
HSBC, 6.375% perp., USD   USD 03/22/2019 **.** * 03/22/2019 ***.*** *
HSBC, 6.5% 15sep2037, USD   USD 09/15/2037 03/22/2019 ***.** *.** 03/22/2019 ***.** *.**
HSBC, 6.5% 20may2024, GBP   GBP 05/20/2024 03/22/2019 ***.** *.* 03/22/2019 ***.** *.**
HSBC, 6.5% 2may2036, USD   USD 05/02/2036 03/22/2019 ***.** *.** 03/22/2019 ***.** *.**
HSBC, 6.5% 7jul2023, GBP   GBP 07/07/2023 03/22/2019 ***.*** *.** 03/22/2019 ***.** *.**
HSBC, 6.75% 11sep2028, GBP   GBP 09/11/2028 03/22/2019 ***.** *.** 03/22/2019 ***.** *.**
HSBC, 6.8% 1jun2038, USD   USD 06/01/2038 03/22/2019 ***.** *.** 03/22/2019 ***.** *.**
HSBC, 7% 7apr2038, GBP   GBP 04/07/2038 03/22/2019 ***.* *.** 03/22/2019 ***.** *.**
HSBC, 7.35% 27nov2032, USD   USD 11/27/2032 03/22/2019 ***.*** *.** 03/22/2019 ***.*** *.**
HSBC, 7.625% 17may2032, USD   USD 05/17/2032 03/22/2019 ***.*** *.** 03/22/2019 ***.*** *.**
HSBC, FRN 10apr2021, USD   USD 04/10/2021 03/22/2019 ***.*** * 03/22/2019 ***.*** *
HSBC, FRN 11feb2021, USD   USD 02/11/2021 03/22/2019 ***.*** * 03/22/2019 ***.**** *
HSBC, FRN 15jan2024, USD   USD 01/15/2024 03/22/2019 **.*** * 03/22/2019 ***.*** *
HSBC, FRN 1mar2022, EUR   EUR 03/01/2022 03/22/2019 **.*** * 03/22/2019 ***.*** *
HSBC, FRN 1sep2021, GBP   GBP 09/01/2021 03/22/2019 ***.** * 03/22/2019 ***.*** *
HSBC, FRN 20jun2021, USD   USD 06/20/2021 03/22/2019 ***.*** * 03/22/2019 ***.*** *
HSBC, FRN 23dec2020, EUR   EUR 12/23/2020 03/22/2019 ***.*** * 03/22/2019 ***.*** *
HSBC, FRN 3feb2025, EUR   EUR 02/03/2025 03/22/2019 **.** * 03/22/2019 **.** *
HSBC, FRN 8mar2021, USD   USD 03/08/2021 03/22/2019 ***.** * 03/22/2019 ***.** *
HSBC, FRN 8sep2022, GBP   GBP 09/08/2022 03/22/2019 ***.*** * 03/22/2019 ***.*** *
HSBC, FRN 9mar2020, EUR   EUR 03/09/2020 03/22/2019 ***.** * 03/22/2019 ***.** *
HSBC, FRN 9mar2020, GBP   GBP 03/09/2020 03/22/2019 **.*** * 03/22/2019 **.*** *
HSBC, FRN 9sep2025, SGD   SGD 09/09/2025 03/22/2019 **.*** * 03/22/2019 **.*** *
HSBC, FRN perp., USD   USD 03/22/2019 **.** * 03/22/2019 **.** *
HSBC, FRN perp., USD   USD 03/22/2019 **.** * 03/22/2019 **.** *
HSBC Holdings plc, 0.875% 6sep2024, EUR   EUR 09/06/2024 03/22/2019 ***.** *.** 03/22/2019 ***.** *.**
HSBC Holdings plc, 1.5% 15mar2022, EUR   EUR 03/15/2022 03/22/2019 ***.** *.** 03/22/2019 ***.** *.**
HSBC Holdings plc, 2.175% 27jun2023, GBP   GBP 06/27/2023 03/22/2019 **.** * 03/22/2019 ***.** *
HSBC Holdings plc, 2.256% 13nov2026, GBP   GBP 11/13/2026 03/22/2019 **.** * 03/22/2019 **.*** *
HSBC Holdings plc, 2.5% 15mar2027, EUR   EUR 03/15/2027 03/22/2019 ***.* *.** 03/22/2019 ***.* *.**
HSBC Holdings plc, 2.625% 16aug2028, GBP   GBP 08/16/2028 03/22/2019 **.** *.** 03/22/2019 **.** *.**
HSBC Holdings plc, 2.65% 5jan2022, USD   USD 01/05/2022 03/22/2019 **.** *.** 03/22/2019 **.** *.**
HSBC Holdings plc, 2.95% 25may2021, USD   USD 05/25/2021 03/22/2019 ***.** *.** 03/22/2019 ***.** *.**
HSBC Holdings plc, 3.033% 22nov2023, USD   USD 11/22/2023 03/22/2019 **.** * 03/22/2019 **.* *
HSBC Holdings plc, 3.125% 7jun2028, EUR   EUR 06/07/2028 03/22/2019 ***.** *.** 03/22/2019 ***.** *.**
HSBC Holdings plc, 3.262% 13mar2023, USD   USD 03/13/2023 03/22/2019 **.** * 03/22/2019 ***.** *
HSBC Holdings plc, 3.35% 16feb2024, AUD   AUD 02/16/2024 03/22/2019 ***.** *.** 03/22/2019 ***.*** *.**
HSBC Holdings plc, 3.6% 25may2023, USD   USD 05/25/2023 03/22/2019 ***.*** *.** 03/22/2019 ***.** *.*
HSBC Holdings plc, 3.9% 25may2026, USD   USD 05/25/2026 03/22/2019 ***.** *.** 03/22/2019 ***.** *.*
HSBC Holdings plc, 3.95% 18may2024, USD   USD 05/18/2024 03/22/2019 ***.** * 03/22/2019 ***.** *
HSBC Holdings plc, 4% 8sep2036, USD   USD 09/08/2036 03/22/2019 ***.**** *.** 03/22/2019 ***.**** *.**
HSBC Holdings plc, 4.041% 13mar2028, USD   USD 03/13/2028 03/22/2019 **.** * 03/22/2019 ***.* *
HSBC Holdings plc, 4.25% 2025, USD   USD 08/18/2025 03/22/2019 ***.** *.** 03/22/2019 ***.** *.**
HSBC Holdings plc, 4.292% 12sep2026, USD   USD 09/12/2026 03/22/2019 ***.*** * 03/22/2019 ***.*** *
HSBC Holdings plc, 4.375% 23nov2026, USD   USD 11/23/2026 03/22/2019 ***.*** *.** 03/22/2019 ***.** *.**
HSBC Holdings plc, 4.583% 19jun2029, USD   USD 06/19/2029 03/22/2019 ***.** * 03/22/2019 ***.** *
HSBC Holdings plc, 4.7% perp., SGD   SGD 03/22/2019 ***.* * 03/22/2019 ***.** *
HSBC Holdings plc, 4.75% perp., EUR   EUR 03/22/2019 **.** * 03/22/2019 **.** *
HSBC Holdings plc, 5% perp., SGD   SGD 03/22/2019 ***.** * 03/22/2019 ***.** *
HSBC Holdings plc, 6% perp., EUR   EUR 03/22/2019 ***.** * 03/22/2019 ***.** *
HSBC Holdings plc, 6% perp., USD   USD 03/22/2019 **.*** * 03/22/2019 **.* *
HSBC Holdings plc, 6.25% perp., USD   USD 03/22/2019 **.* * 03/22/2019 **.*** *
HSBC Holdings plc, 6.375% perp., USD   USD 03/22/2019 ***.** * 03/22/2019 ***.** *
HSBC Holdings plc, 6.5% perp., USD   USD 03/22/2019 **.** * 03/22/2019 **.*** *
HSBC Holdings plc, 6.875% perp., USD   USD 03/22/2019 ***.** * 03/22/2019 ***.** *
HSBC Holdings plc, FRN 11sep2021, USD   USD 09/11/2021 03/22/2019 **.*** * 03/22/2019 ***.*** *
HSBC Holdings plc, FRN 12sep2026, USD   USD 09/12/2026 03/22/2019 **.** * 03/22/2019 ***.* *
HSBC Holdings plc, FRN 16feb2024, AUD   AUD 02/16/2024 03/22/2019 **.*** * 03/22/2019 **.*** *
HSBC Holdings plc, FRN 18may2021, USD   USD 05/18/2021 03/22/2019 **.** * 03/22/2019 ***.** *
HSBC Holdings plc, FRN 18may2024, USD   USD 05/18/2024 03/22/2019 **.** * 03/22/2019 ***.** *
HSBC Holdings plc, FRN 25may2021, USD   USD 05/25/2021 03/22/2019 ***.** * 03/22/2019 ***.** *
HSBC Holdings plc, FRN 27sep2022, EUR   EUR 09/27/2022 03/22/2019 ***.** * 03/22/2019 ***.** *
HSBC Holdings plc, FRN 4dec2021, EUR   EUR 12/04/2021 03/22/2019 ***.*** * 03/22/2019 ***.** *
HSBC Holdings plc, FRN 4dec2024, EUR   EUR 12/04/2024 03/22/2019 ***.*** * 03/22/2019 ***.** *
HSBC Holdings plc, FRN 5jan2022, USD   USD 01/05/2022 03/22/2019 ***.** * 03/22/2019 ***.** *
HSBC Holdings plc, FRN 5oct2023, EUR   EUR 10/05/2023 03/22/2019 **.** * 03/22/2019 **.** *
Hyde Housing Association, 5.125% 23jul2040, GBP   GBP 07/23/2040 03/22/2019 ***.**** *.** 03/22/2019 ***.*** *.**
ICAP, 5.25% 26jan2024, GBP   GBP 01/26/2024 03/22/2019 ***.** *.** 03/22/2019 ***.* *.*
ICBC (London Branch), FRN 14dec2020, USD   USD 12/14/2020 03/22/2019 **.*** * 03/22/2019 ***.*** *
ICBC (London Branch), FRN 14dec2022, USD   USD 12/14/2022 03/22/2019 ***.** * 03/22/2019 ***.** *
ICBC (London Branch), FRN 14jun2021, EUR   EUR 06/14/2021 03/22/2019 **.** * 03/22/2019 **.** *
ICBC (London Branch), FRN 14jun2021, USD   USD 06/14/2021 03/22/2019 **.** * 03/22/2019 **.** *
ICBC (London Branch), FRN 14jun2023, USD   USD 06/14/2023 03/22/2019 **.** * 03/22/2019 ***.** *
ICBC (London Branch), FRN 29nov2019, USD   USD 11/29/2019 03/22/2019 ***.*** * 03/22/2019 ***.*** *
Iceland Bondco, 6.75% 15jul2024, GBP   GBP 07/15/2024 03/22/2019 **.* *.* 03/22/2019 **.* *.**
Iceland VLNCo, 4.625% 15mar2025, GBP   GBP 03/15/2025 03/22/2019 **.*** *.* 03/22/2019 **.*** *.**
Imperial Brands, 0.5% 27jul2021, EUR   EUR 07/27/2021 03/22/2019 ***.** *.** 03/22/2019 ***.** *.**
Imperial Brands, 1.125% 14aug2023, EUR   EUR 08/14/2023 03/22/2019 ***.*** * 03/22/2019 ***.*** *
Imperial Brands, 1.375% 27jan2025, EUR   EUR 01/27/2025 03/22/2019 **.** *.** 03/22/2019 **.** *.**
Imperial Brands, 2.125% 12feb2027, EUR   EUR 02/12/2027 03/22/2019 **.*** * 03/22/2019 ***.** *
Imperial Brands, 2.25% 26feb2021, EUR   EUR 02/26/2021 03/22/2019 ***.** *.** 03/22/2019 ***.** *.**
Imperial Brands, 2.95% 21jul2020, USD   USD 07/21/2020 03/22/2019 **.** *.** 03/22/2019 ***.** *.**
Imperial Brands, 3.375% 26feb2026, EUR   EUR 02/26/2026 03/22/2019 ***.** *.** 03/22/2019 ***.** *.**
Imperial Brands, 3.5% 11feb2023, USD   USD 02/11/2023 03/22/2019 **.* * 03/22/2019 ***.*** *
Imperial Brands, 3.75% 21jul2022, USD   USD 07/21/2022 03/22/2019 ***.*** *.** 03/22/2019 ***.** *.**
Imperial Brands, 4.25% 21jul2025, USD   USD 07/21/2025 03/22/2019 ***.*** *.** 03/22/2019 ***.** *.**
Imperial Brands, 4.875% 7jun2032, GBP   GBP 06/07/2032 03/22/2019 ***.** *.** 03/22/2019 ***.** *.**
Imperial Brands, 5% 2dec2019, EUR   EUR 12/02/2019 03/22/2019 ***.*** * 03/22/2019 ***.*** *
Imperial Brands, 5.5% 28sep2026, GBP   GBP 09/28/2026 03/22/2019 ***.*** * 03/22/2019 ***.** *
Imperial Brands, 7.75% 24jun2019, GBP   GBP 06/24/2019 03/22/2019 ***.** *.** 03/22/2019 ***.** *.**
Imperial Brands, 8.125% 15mar2024, GBP   GBP 03/15/2024 03/22/2019 ***.*** * 03/22/2019 ***.* *
Imperial Brands, 9% 17feb2022, GBP   GBP 02/17/2022 03/22/2019 ***.** *.** 03/22/2019 ***.** *.**
INCOMMUNITIES TREASURY, 3.25% 21mar2049, GBP   GBP 03/21/2049 03/22/2019 ***.*** *.** 03/22/2019 ***.*** *.**
Ineos Holdings, 2.125% 15nov2025, EUR   EUR 11/15/2025 03/22/2019 **.*** *.** 03/22/2019 **.** *.**
Informa, 1.5% 5jul2023, EUR   EUR 07/05/2023 03/22/2019 ***.*** * 03/22/2019 ***.** *
Inmarsat, 3.875% 9sep2023, USD (Conv.)   USD 09/09/2023 03/22/2019 ***.** -*.** 03/22/2019 ***.*** -*.**
Inmarsat, 6.5% 1oct2024, USD   USD 10/01/2024 03/22/2019 ***.** *.** 03/22/2019 ***.** *.**
Integrated Accom Service, 6.48% 31mar2029, GBP   GBP 03/31/2029 03/22/2019 ***.** *.** 03/22/2019 ***.** *.**
Intercontinental Hotels, 2.125% 15may2027, EUR   EUR 05/15/2027 03/22/2019 ***.** *.** 03/22/2019 ***.** *.**
Intercontinental Hotels, 2.125% 24aug2026, GBP   GBP 08/24/2026 03/22/2019 **.** *.** 03/22/2019 **.** *.**
Intercontinental Hotels, 3.75% 14aug2025, GBP   GBP 08/14/2025 03/22/2019 ***.*** *.** 03/22/2019 ***.** *.**
Intercontinental Hotels, 3.875% 28nov2022, GBP   GBP 11/28/2022 03/22/2019 ***.*** *.** 03/22/2019 ***.*** *.**
Intermediate Capital Group, 5% 24mar2023, GBP   GBP 03/24/2023 03/22/2019 ***.** *.** 03/22/2019 ***.** *.**
Intermediate Capital Group, 6.25% 19sep2020, GBP   GBP 09/19/2020 03/22/2019 ***.* *.** 03/22/2019 ***.** *.**
International Finance Facility for Immunisation, 0.5% 24jun2024, ZAR   ZAR 06/24/2024 03/22/2019 **.* *.** 03/22/2019 **.*** *.**
International Finance Facility for Immunisation, FRN 16nov2020, USD   USD 11/16/2020 03/22/2019 ***.*** * 03/22/2019 ***.*** *
International Finance Facility for Immunisation, FRN 1nov2019, USD   USD 11/01/2019 03/22/2019 ***.** * 03/22/2019 ***.** *
International Personal Finance Plc, 5.75% 7apr2021, EUR   EUR 04/07/2021 03/22/2019 **.*** *.** 03/22/2019 **.** *.**
International Personal Finance Plc, 6.125% 8may2020, GBP   GBP 05/08/2020 03/22/2019 **.** *.** 03/22/2019 ***.** *.**
International Power, 11.75% 19apr2027, EUR   EUR 04/19/2027 03/22/2019 *.** ******.** 03/22/2019 *.** ****.**
International Power, 4.524% 19apr2027, EUR   EUR 04/19/2027 03/22/2019 **.* *.** 03/22/2019 *** *.**
Intu (SGS) Finance PLC, 3.875% 17mar2023, GBP   GBP 03/17/2023 03/22/2019 **.*** *.** 03/22/2019 ***.*** *.**
Intu Properties, 2.875% 1nov2022, GBP (Conv.)   GBP 11/01/2022 03/22/2019 **.* *.** 03/22/2019 **.** *.**
Intu Properties, 4.125% 6dec2023, GBP   GBP 12/06/2023 03/22/2019 ***.** *.** 03/22/2019 ***.** *.**
Intu Properties, 4.25% 17sep2030, GBP   GBP 09/17/2030 03/22/2019 **.**** *.** 03/22/2019 **.**** *.**
Intu Properties, 4.625% 17mar2028, GBP   GBP 03/17/2028 03/22/2019 ***.*** *.** 03/22/2019 ***.*** *.**
Investec Bank Plc, 0% 7feb2024, SEK (1826D)   SEK 02/07/2024 03/22/2019 **.** * 03/22/2019 **.** *
Investec Bank Plc, 4.2% 10dec2025, GBP   GBP 12/10/2025 03/22/2019 **.** * 03/22/2019 ***.** *
Investec Bank Plc, 4.5% 5may2022, GBP   GBP 05/05/2022 03/22/2019 *** *.** 03/22/2019 ***.*** *.**
Investec Bank Plc, 5.125% 4jun2050, GBP   GBP 06/04/2050 03/22/2019 **.** * 03/22/2019 **.** *
Investec Bank Plc, 5.25% 18dec2025, GBP   GBP 12/18/2025 03/22/2019 ***.** *.** 03/22/2019 ***.** *.**
Investec Bank Plc, 9.625% 17feb2022, GBP   GBP 02/17/2022 03/22/2019 ***.** *.** 03/22/2019 ***.** *.**
Investec Bank Plc, FRN16jun2023, GBP   GBP 06/16/2023 03/22/2019 ***.** * 03/22/2019 ***.** *
Investec Bank Plc, FRN16jun2023, GBP   GBP 06/16/2023 03/22/2019 ***.* * 03/22/2019 ***.** *
ISIS Equity, 6.25% 10sep2031, GBP   GBP 09/10/2031 03/22/2019 ***.**** *.** 03/22/2019 ***.**** *.**
ITV, 2% 1dec2023, EUR   EUR 12/01/2023 03/22/2019 ***.** *.** 03/22/2019 ***.* *.**
ITV, 2.125% 21sep2022, EUR   EUR 09/21/2022 03/22/2019 ***.** *.* 03/22/2019 ***.** *.**
J Sainsbury, 1.25% 21nov2019, GBP (Conv.)   GBP 11/21/2019 03/22/2019 ***.** *.** 03/22/2019 ***.*** *.**
J Sainsbury, 2.875% perp., GBP (Conv.)   GBP 03/22/2019 ***.*** * 03/22/2019 ***.*** *
J Sainsbury, 6.5% perp., GBP   GBP 03/22/2019 ***.*** * 03/22/2019 ***.** *
Jaguar Land Rover, 2.2% 15jan2024, EUR   EUR 01/15/2024 03/22/2019 **.** *.** 03/22/2019 **.* *.**
Jaguar Land Rover, 2.75% 24jan2021, GBP   GBP 01/24/2021 03/22/2019 **.*** *.** 03/22/2019 **.*** *.**
Jaguar Land Rover, 3.5% 15mar2020, USD   USD 03/15/2020 03/22/2019 **.** *.** 03/22/2019 **.** *.*
Jaguar Land Rover, 3.875% 1mar2023, GBP   GBP 03/01/2023 03/22/2019 **.*** *.** 03/22/2019 **.* *.**
Jaguar Land Rover, 4.25% 15nov2019, USD   USD 11/15/2019 03/22/2019 **.** *.** 03/22/2019 **.** *.**
Jaguar Land Rover, 4.5% 15jan2026, EUR   EUR 01/15/2026 03/22/2019 **.*** *.** 03/22/2019 **.** *.**
Jaguar Land Rover, 4.5% 1oct2027, USD   USD 10/01/2027 03/22/2019 **.** *.** 03/22/2019 **.** *.**
Jaguar Land Rover, 5% 15feb2022, GBP   GBP 02/15/2022 03/22/2019 **.* *.** 03/22/2019 **.** *.**
Jaguar Land Rover, 5.625% 1feb2023, USD   USD 02/01/2023 03/22/2019 **.** *.** 03/22/2019 **.*** *.**
Jerrold Holdings, 6.25% 15sep2021, GBP   GBP 09/15/2021 03/22/2019 ***.*** *.** 03/22/2019 ***.*** *.**
Jewel UK Bondco, 8.5% 15apr2023, GBP   GBP 04/15/2023 03/22/2019 ***.*** *.** 03/22/2019 ***.** *.**
JKX Oil & Gas, 8% 19feb2018, USD (Conv.)   USD 02/19/2020 03/22/2019 **.** **.** 03/22/2019 **.** **.*
John Lewis, 4.25% 18dec2034, GBP   GBP 12/18/2034 03/22/2019 **.** *.** 03/22/2019 **.** *.**
John Lewis, 6.125% 21jan2025, GBP   GBP 01/21/2025 03/22/2019 ***.*** *.** 03/22/2019 ***.** *.**
John Lewis, 8.375% 8apr2019, GBP   GBP 04/08/2019 03/22/2019 ***.*** *.** 03/22/2019 ***.*** *.**
Johnston Press, 8.625% 1jun2019, GBP   GBP 06/01/2019 03/22/2019 **.*** ****.** 03/22/2019 **.*** ****.**
JPMorgan Claverhouse Investment Trust, 7% 30mar2020, GBP   GBP 03/30/2020 03/22/2019 ***.*** *.** 03/22/2019 ***.*** *.**
Just Group, 3.5% 7feb2025, GBP   GBP 02/07/2025 03/22/2019 **.*** *.** 03/22/2019 **.*** *.*
Kelda Group, 5.75% 17feb2020, GBP   GBP 02/17/2020 03/22/2019 ***.** *.** 03/22/2019 ***.** *.**
Keystone Investment Trust, 6.5% 27apr2023, GBP   GBP 04/27/2023 03/22/2019 *** *.** 03/22/2019 *** *.**
Ladbrokes, 5.125% 16sep2022, GBP   GBP 09/16/2022 03/22/2019 ***.** *.** 03/22/2019 ***.* *.**
Ladbrokes, 5.125% 8sep2023, GBP   GBP 09/08/2023 03/22/2019 ***.* *.** 03/22/2019 ***.* *.**
Land Securities, 5.125% 7feb2036, GBP   GBP 02/07/2036 03/22/2019 ***.**** * 03/22/2019 ***.**** *
Land Securities, FRN29sep2025, GBP   GBP 09/29/2025 03/22/2019 ***.*** * 03/22/2019 ***.*** *
Land Securities, FRN31mar2022, GBP   GBP 03/31/2022 03/22/2019 ***.** * 03/22/2019 ***.** *
Leeds Building Society, 0.125% 21apr2021, EUR   EUR 04/21/2021 03/22/2019 ***.*** * 03/22/2019 ***.** *
Leeds Building Society, 0.5% 3jul2024, EUR   EUR 07/03/2024 03/22/2019 ***.*** *.** 03/22/2019 ***.*** *.**
Leeds Building Society, 1.375% 5may2022, EUR   EUR 05/05/2022 03/22/2019 ***.** *.** 03/22/2019 ***.*** *.**
Leeds Building Society, 2.625% 1apr2021, EUR   EUR 04/01/2021 03/22/2019 ***.** *.* 03/22/2019 ***.* *.**
Leeds Building Society, 4.875% 16nov2021, GBP   GBP 11/16/2021 03/22/2019 ***.**** * 03/22/2019 ***.*** *
Legal & General Group, 5.25% 21mar2047, USD   USD 03/21/2047 03/22/2019 **.** * 03/22/2019 **.** *
Legal & General Group, 5.375% 27oct2045, GBP   GBP 10/27/2045 03/22/2019 ***.** * 03/22/2019 ***.** *
Legal & General Group, 5.5% 27jun2064, GBP   GBP 06/27/2064 03/22/2019 ***.** *.* 03/22/2019 ***.** *.**
Legal & General Group, 5.875% 11dec2031, GBP   GBP 12/11/2031 03/22/2019 ***.** *.** 03/22/2019 ***.** *.**
Legal & General Group, 5.875% 5apr2033, GBP   GBP 04/05/2033 03/22/2019 ***.** *.* 03/22/2019 ***.** *.**
Legal & General Group, 5.875% perp., GBP   GBP 03/22/2019 **.** * 03/22/2019 ***.** *
Legal & General Group, FRN 23jul2041, GBP   GBP 07/23/2041 03/22/2019 ***.*** * 03/22/2019 ***.*** *
LendInvest, 5.25% 10aug2022, GBP   GBP 08/10/2022 03/22/2019 **.* *.** 03/22/2019 **.* *.**
LendInvest, 5.375% 6oct2023, GBP   GBP 10/06/2023 03/22/2019 **.** *.** 03/22/2019 **.* *.*
Liberty Global, 3.625% 15jun2029, EUR   EUR 06/15/2029 03/22/2019 ***.*** *.* 03/22/2019 ***.*** *.**
Liberty Global, 7.125% 15may2024, EUR   EUR 05/15/2024 03/22/2019 ***.** *.** 03/22/2019 ***.** *.**
Liberty Living, 2.625% 28nov2024, GBP   GBP 11/28/2024 03/22/2019 **.** *.** 03/22/2019 ***.*** *.**
Liberty Living, 3.375% 28nov2029, GBP   GBP 11/28/2029 03/22/2019 ***.*** *.* 03/22/2019 ***.*** *.**
Libra (Longhurst Group) Treasury, 5.125% 2aug2038, GBP   GBP 08/02/2038 03/22/2019 ***.** *.** 03/22/2019 ***.** *.**
Liverpool Victoria Friendly Society, 6.5% 22may2043, GBP   GBP 05/22/2043 03/22/2019 ***.**** * 03/22/2019 ***.**** *
Lloyds Bank, 0% 21oct2044, USD (10958D)   USD 10/21/2044 03/22/2019 ***.**** *.* 03/22/2019 ***.**** *.**
Lloyds Bank, 0% 21oct2045, USD (10958D)   USD 10/21/2045 03/22/2019 ***.*** *.** 03/22/2019 ***.*** *.**
Lloyds Bank, 0% 27aug2045, USD (10958D)   USD 08/27/2045 03/22/2019 ***.*** *.** 03/22/2019 ***.*** *.**
Lloyds Bank, 0% 30jan2045, USD (10958D)   USD 01/30/2045 03/22/2019 ***.* *.** 03/22/2019 ***.*** *.*
Lloyds Bank, 0% 3oct2044, USD (10980D)   USD 10/03/2044 03/22/2019 ***.**** *.** 03/22/2019 ***.**** *.*
Lloyds Bank, 0.25% 25mar2024, EUR   EUR 03/25/2024 03/22/2019 **.*** *.** 03/22/2019 ***.*** *.**
Lloyds Bank, 0.375% 18jan2021, EUR   EUR 01/18/2021 03/22/2019 *** -*.** 03/22/2019 ***.*** -*.**
Lloyds Bank, 0.5% 11apr2024, EUR   EUR 04/11/2024 03/22/2019 ***.*** * 03/22/2019 ***.** *
Lloyds Bank, 0.5% 22jul2021, EUR   EUR 07/22/2021 03/22/2019 ***.** * 03/22/2019 ***.** *
Lloyds Bank, 0.625% 14sep2023, EUR   EUR 09/14/2023 03/22/2019 ***.*** * 03/22/2019 ***.** *
Lloyds Bank, 0.625% 20apr2020, EUR   EUR 04/20/2020 03/22/2019 ***.** *.** 03/22/2019 ***.** -*.**
Lloyds Bank, 0.625% 26mar2026, EUR   EUR 03/26/2026 03/22/2019 ***.*** * 03/22/2019 ***.** *
Lloyds Bank, 1.217% 22jan2025, EUR   EUR 01/22/2025 03/22/2019 **.*** *.** 03/22/2019 **.*** *.**
Lloyds Bank, 1.25% 13jan2025, EUR   EUR 01/13/2025 03/22/2019 ***.** *.* 03/22/2019 ***.** *.**
Lloyds Bank, 1.326% 23apr2030, EUR   EUR 04/23/2030 03/22/2019 ***.*** *.** 03/22/2019 ***.*** *.**
Lloyds Bank, 1.375% 16apr2021, EUR   EUR 04/16/2021 03/22/2019 ***.*** -*.** 03/22/2019 ***.* -*.**
Lloyds Bank, 1.375% 8sep2022, EUR   EUR 09/08/2022 03/22/2019 ***.** *.** 03/22/2019 ***.** *.**
Lloyds Bank, 1.7% 8jun2030, EUR   EUR 06/08/2030 03/22/2019 ***.*** *.** 03/22/2019 ***.*** *.**
Lloyds Bank, 1.75% 31mar2023, GBP   GBP 03/31/2023 03/22/2019 ***.** * 03/22/2019 ***.** *
Lloyds Bank, 12% perp., USD   USD 03/22/2019 ***.* * 03/22/2019 ***.** *
Lloyds Bank, 13% perp., GBP   GBP 03/22/2019 ***.*** * 03/22/2019 ***.*** *
Lloyds Bank, 2.255% 9feb2036, EUR   EUR 02/09/2036 03/22/2019 ***.*** *.** 03/22/2019 ***.*** *.**
Lloyds Bank, 2.35% 5sep2019, USD   USD 09/05/2019 03/22/2019 **.** *.** 03/22/2019 **.** *.**
Lloyds Bank, 2.4% 17mar2020, USD   USD 03/17/2020 03/22/2019 **.** *.** 03/22/2019 ***.** *.*
Lloyds Bank, 2.5% 1jun2022, GBP   GBP 06/01/2022 03/22/2019 ***.** *.** 03/22/2019 ***.** *.**
Lloyds Bank, 2.7% 17aug2020, USD   USD 08/17/2020 03/22/2019 **.** *.** 03/22/2019 **.*** *.**
Lloyds Bank, 3.3% 7may2021, USD   USD 05/07/2021 03/22/2019 ***.*** *.* 03/22/2019 ***.*** *.**
Lloyds Bank, 3.375% 15nov2021, USD   USD 11/15/2021 03/22/2019 ***.** *.** 03/22/2019 ***.** *.**
Lloyds Bank, 3.5% 14may2025, USD   USD 05/14/2025 03/22/2019 **.** *.** 03/22/2019 **.*** *.**
Lloyds Bank, 3.65% 20mar2023, AUD   AUD 03/20/2023 03/22/2019 ***.** *.* 03/22/2019 ***.*** *.**
Lloyds Bank, 4% 29sep2020, EUR   EUR 09/29/2020 03/22/2019 ***.** -*.** 03/22/2019 ***.** -*.**
Lloyds Bank, 4.62% 17jan2024, CNY   CNY 01/17/2024 03/22/2019 **.*** *.** 03/22/2019 **.*** *.**
Lloyds Bank, 4.875% 13jan2023, EUR   EUR 01/13/2023 03/22/2019 ***.*** *.** 03/22/2019 ***.* *.**
Lloyds Bank, 4.875% 30mar2027, GBP   GBP 03/30/2027 03/22/2019 ***.** *.** 03/22/2019 ***.** *.**
Lloyds Bank, 5.125% 7mar2025, GBP   GBP 03/07/2025 03/22/2019 ***.*** *.** 03/22/2019 ***.*** *.**
Lloyds Bank, 5.375% 3sep2019, EUR   EUR 09/03/2019 03/22/2019 ***.** *.** 03/22/2019 ***.** -*
Lloyds Bank, 5.75% 9jul2025, GBP   GBP 07/09/2025 03/22/2019 ***.** * 03/22/2019 ***.*** *
Lloyds Bank, 5.8% 13jan2020, USD   USD 01/13/2020 03/22/2019 ***.*** *.** 03/22/2019 ***.*** *.**
Lloyds Bank, 6% 8feb2030, GBP   GBP 02/08/2030 03/22/2019 ***.* * 03/22/2019 ***.** *
Lloyds Bank, 6.375% 21jan2021, USD   USD 01/21/2021 03/22/2019 ***.*** *.** 03/22/2019 ***.** *.**
Lloyds Bank, 6.5% 14sep2020, USD   USD 09/14/2020 03/22/2019 ***.** *.* 03/22/2019 ***.*** *.**
Lloyds Bank, 6.5% 17sep2040, GBP   GBP 09/17/2040 03/22/2019 ***.** *.* 03/22/2019 ***.** *.**
Lloyds Bank, 6.5% 24mar2020, EUR   EUR 03/24/2020 03/22/2019 ***.** *.** 03/22/2019 ***.** *.**
Lloyds Bank, 7.375% 1jun2020, GBP   GBP 06/01/2020 03/22/2019 ***.*** *.** 03/22/2019 ***.*** *.**
Lloyds Bank, 7.5% 15apr2024, GBP   GBP 04/15/2024 03/22/2019 ***.*** *.** 03/22/2019 ***.*** *.**
Lloyds Bank, 7.625% 22apr2025, GBP   GBP 04/22/2025 03/22/2019 ***.** *.** 03/22/2019 ***.** *.**
Lloyds Bank, 9.05% 3feb2020, RON   RON 02/03/2020 03/22/2019 ***.**** *.** 03/22/2019 ***.**** *.**
Lloyds Bank, 9.625% 6apr2023, GBP   GBP 04/06/2023 03/22/2019 ***.** *.** 03/22/2019 ***.*** *.**
Lloyds Bank, FRN 10sep2019, EUR   EUR 09/10/2019 03/22/2019 ***.*** * 03/22/2019 ***.** *
Lloyds Bank, FRN 11jul2023, CAD   CAD 07/11/2023 03/22/2019 **.*** * 03/22/2019 **.*** *
Lloyds Bank, FRN 13sep2022, GBP   GBP 09/13/2022 03/22/2019 **.** * 03/22/2019 ***.** *
Lloyds Bank, FRN 14jan2022, GBP   GBP 01/14/2022 03/22/2019 ***.** * 03/22/2019 ***.** *
Lloyds Bank, FRN 16jan2021, GBP   GBP 01/16/2021 03/22/2019 ***.*** * 03/22/2019 ***.*** *
Lloyds Bank, FRN 17jul2024, EUR   EUR 07/17/2024 03/22/2019 ***.** * 03/22/2019 ***.** *
Lloyds Bank, FRN 18jul2020, GBP   GBP 07/18/2020 03/22/2019 ***.*** * 03/22/2019 ***.*** *
Lloyds Bank, FRN 22aug2019, GBP   GBP 08/22/2019 03/22/2019 **.**** * 03/22/2019 **.**** *
Lloyds Bank, FRN 27mar2024, GBP   GBP 03/27/2024 03/22/2019 **.** * 03/22/2019 **.** *
Lloyds Bank, FRN 2oct2024, EUR   EUR 10/02/2024 03/22/2019 ***.* * 03/22/2019 ***.* *
Lloyds Bank, FRN 4dec2020, EUR   EUR 12/04/2020 03/22/2019 **.*** * 03/22/2019 ***.*** *
Lloyds Bank, FRN 4feb2020, EUR   EUR 02/04/2020 03/22/2019 ***.**** * 03/22/2019 ***.**** *
Lloyds Bank, FRN 7may2021, USD   USD 05/07/2021 03/22/2019 **.*** * 03/22/2019 ***.*** *
Lloyds Banking Group, 0.625% 15jan2024, EUR   EUR 01/15/2024 03/22/2019 **.** * 03/22/2019 **.** *
Lloyds Banking Group, 0.75% 9nov2021, EUR   EUR 11/09/2021 03/22/2019 ***.** *.** 03/22/2019 ***.** *.*
Lloyds Banking Group, 1% 19nov2021, EUR   EUR 11/19/2021 03/22/2019 ***.** *.** 03/22/2019 ***.** *.**
Lloyds Banking Group, 1% 4mar2025, CHF   CHF 03/04/2025 03/22/2019 *** *.** 03/22/2019 ***.** *.**
Lloyds Banking Group, 1% 9nov2023, EUR   EUR 11/09/2023 03/22/2019 **.** *.** 03/22/2019 ***.** *.**
Lloyds Banking Group, 1.5% 12sep2027, EUR   EUR 09/12/2027 03/22/2019 **.** *.** 03/22/2019 ***.* *.**
Lloyds Banking Group, 1.75% 7sep2028, EUR   EUR 09/07/2028 03/22/2019 **.** * 03/22/2019 **.** *
Lloyds Banking Group, 2.25% 16oct2024, GBP   GBP 10/16/2024 03/22/2019 **.** *.** 03/22/2019 **.** *.**
Lloyds Banking Group, 3% 11jan2022, USD   USD 01/11/2022 03/22/2019 **.** *.** 03/22/2019 **.** *.**
Lloyds Banking Group, 3.1% 6jul2021, USD   USD 07/06/2021 03/22/2019 **.* *.** 03/22/2019 **.** *.**
Lloyds Banking Group, 3.574% 7nov2028, USD   USD 11/07/2028 03/22/2019 **.*** * 03/22/2019 **.** *
Lloyds Banking Group, 3.75% 11jan2027, USD   USD 01/11/2027 03/22/2019 **.** *.** 03/22/2019 **.** *.**
Lloyds Banking Group, 3.9% 12mar2024, USD   USD 03/12/2024 03/22/2019 ***.** *.** 03/22/2019 ***.*** *.**
Lloyds Banking Group, 4.05% 16aug2023, USD   USD 08/16/2023 03/22/2019 ***.*** *.** 03/22/2019 ***.*** *.**
Lloyds Banking Group, 4.25% 22nov2027, AUD   AUD 11/22/2027 03/22/2019 ***.** *.** 03/22/2019 ***.** *.*
Lloyds Banking Group, 4.344% 9jan2048, USD   USD 01/09/2048 03/22/2019 **.** *.** 03/22/2019 **.** *.**
Lloyds Banking Group, 4.375% 22mar2028, USD   USD 03/22/2028 03/22/2019 ***.*** *.** 03/22/2019 ***.** *.*
Lloyds Banking Group, 4.45% 8may2025, USD   USD 05/08/2025 03/22/2019 ***.*** *.** 03/22/2019 ***.*** *.**
Lloyds Banking Group, 4.5% 4nov2024, USD   USD 11/04/2024 03/22/2019 ***.*** *.* 03/22/2019 ***.** *.**
Lloyds Banking Group, 4.55% 16aug2028, USD   USD 08/16/2028 03/22/2019 ***.** *.** 03/22/2019 ***.** *.**
Lloyds Banking Group, 4.582% 10dec2025, USD   USD 12/10/2025 03/22/2019 ***.** *.** 03/22/2019 ***.** *.**
Lloyds Banking Group, 4.582% 10dec2025, USD   USD 12/10/2025 03/22/2019 ***.*** *.** 03/22/2019 ***.** *.**
Lloyds Banking Group, 4.65% 24mar2026, USD   USD 03/24/2026 03/22/2019 ***.** *.** 03/22/2019 ***.*** *.**
Lloyds Banking Group, 5.3% 1dec2045, USD   USD 12/01/2045 03/22/2019 ***.*** *.** 03/22/2019 ***.*** *.**
Lloyds Banking Group, 6% perp., GBP   GBP 03/22/2019 ** * 03/22/2019 ** *
Lloyds Banking Group, 6.367% perp., GBP   GBP 03/22/2019 ** * 03/22/2019 *** *
Lloyds Banking Group, 6.375% perp., EUR   EUR 03/22/2019 ***.** * 03/22/2019 ***.** *
Lloyds Banking Group, 6.413% perp., USD   USD 03/22/2019 ***.** * 03/22/2019 ***.** *
Lloyds Banking Group, 6.657% perp., USD   USD 03/22/2019 ***.* * 03/22/2019 ***.* *
Lloyds Banking Group, 7% perp., GBP   GBP 03/22/2019 ***.** * 03/22/2019 ***.*** *
Lloyds Banking Group, 7.5% perp., USD   USD 03/22/2019 ***.** * 03/22/2019 ***.** *
Lloyds Banking Group, 7.5% perp., USD   USD 03/22/2019 ***.*** * 03/22/2019 ***.*** *
Lloyds Banking Group, FRN 21jun2021, USD   USD 06/21/2021 03/22/2019 **.** * 03/22/2019 **.** *
Lloyds Banking Group, FRN 21jun2024, EUR   EUR 06/21/2024 03/22/2019 **.** * 03/22/2019 **.** *
Lloyds Banking Group, FRN perp., GBP   GBP 03/22/2019 ***.** * 03/22/2019 ***.** *
Lloyds Banking Group, FRN perp., GBP   GBP 03/22/2019 ***.* * 03/22/2019 ***.** *
London And Quadrant Housing Trust, 2.625% 28feb2028, GBP   GBP 02/28/2028 03/22/2019 ***.*** *.** 03/22/2019 ***.*** *.*
London And Quadrant Housing Trust, 2.625% 5may2026, GBP   GBP 05/05/2026 03/22/2019 ***.** *.** 03/22/2019 ***.** *.**
London And Quadrant Housing Trust, 3.125% 28feb2053, GBP   GBP 02/28/2053 03/22/2019 ***.*** *.** 03/22/2019 ***.*** *.**
London And Quadrant Housing Trust, 4.625% 5dec2033, GBP   GBP 12/05/2033 03/22/2019 ***.**** *.** 03/22/2019 ***.**** *.**
London And Quadrant Housing Trust, 5.5% 27jan2040, GBP   GBP 01/27/2040 03/22/2019 ***.* *.** 03/22/2019 ***.** *.**
London Merchant Securities, 6.5% 16mar2026, GBP   GBP 03/16/2026 03/22/2019 ***.*** *.** 03/22/2019 ***.*** *.**
London Mining, 8% 30apr2019, USD (Conv.)   USD 04/30/2019 03/22/2019 * *.************E+** 03/22/2019 * *.*************E+**
London Power Networks, 2.625% 1mar2029, GBP   GBP 03/01/2029 03/22/2019 ***.*** *.** 03/22/2019 ***.** *.**
London Power Networks, 3.125% 7jun2032, GBP   GBP 06/07/2032 03/22/2019 ***.*** * 03/22/2019 ***.*** *
London Power Networks, 5.125% 31mar2023, GBP   GBP 03/31/2023 03/22/2019 ***.**** *.** 03/22/2019 ***.**** *.**
London Power Networks, 6.125% 7jun2027, GBP   GBP 06/07/2027 03/22/2019 ***.** *.** 03/22/2019 ***.** *.**
London Stock Exchange, 0.875% 19sep2024, EUR   EUR 09/19/2024 03/22/2019 ***.** *.** 03/22/2019 ***.** *.**
London Stock Exchange, 1.75% 19sep2029, EUR   EUR 09/19/2029 03/22/2019 ***.** *.** 03/22/2019 ***.** *.**
London Stock Exchange, 1.75% 6dec2027, EUR   EUR 12/06/2027 03/22/2019 ***.** *.** 03/22/2019 ***.*** *.*
London Stock Exchange, 4.75% 2nov2021, GBP   GBP 11/02/2021 03/22/2019 ***.** *.** 03/22/2019 ***.** *.**
London Stock Exchange, 9.125% 18oct2019, GBP   GBP 10/18/2019 03/22/2019 ***.** *.** 03/22/2019 ***.** -*.**
Longstone Finance PLC, 4.791% 19apr2030, GBP (ABS)   GBP 04/19/2030 03/22/2019 ***.**** * 03/22/2019 ***.**** *
Longstone Finance PLC, 4.896% 19apr2031, GBP   GBP 04/19/2031 03/22/2019 ***.**** * 03/22/2019 ***.**** *
Man Group, 5.875% 16sep2024, USD   USD 09/16/2024 03/22/2019 **.*** * 03/22/2019 ***.*** *
Manchester Airport, 4.125% 2apr2024, GBP   GBP 04/02/2024 03/22/2019 ***.*** *.** 03/22/2019 ***.*** *.**
Manchester Airport, 4.75% 31mar2034, GBP   GBP 03/31/2034 03/22/2019 ***.** *.** 03/22/2019 ***.** *.**
Marks&Spencer, 3% 8dec2023, GBP   GBP 12/08/2023 03/22/2019 ***.** *.* 03/22/2019 ***.** *.**
Marks&Spencer, 4.75% 12jun2025, GBP   GBP 06/12/2025 03/22/2019 *** *.** 03/22/2019 ***.** *.**
Marks&Spencer, 6.125% 2dec2019, GBP   GBP 12/02/2019 03/22/2019 ***.** * 03/22/2019 ***.** *
Marks&Spencer, 6.125% 6dec2021, GBP   GBP 12/06/2021 03/22/2019 ***.* *.** 03/22/2019 ***.* *.**
Marstons Issuer, 5.1576% 15oct2027, GBP   GBP 10/15/2027 03/22/2019 **.**** * 03/22/2019 **.**** *
Marstons Issuer, 5.1774% 15jul2032, GBP   GBP 07/15/2032 03/22/2019 ***.**** * 03/22/2019 ***.**** *
Marstons Issuer, 5.641% 15jul2035, GBP   GBP 07/15/2035 03/22/2019 **.* * 03/22/2019 **.* *
Marstons Issuer, FRN 15jul2020, GBP   GBP 07/15/2020 03/22/2019 **.**** * 03/22/2019 ***.**** *
Meadowhall Finance, 4.986%12jul2037, GBP   GBP 01/12/2032 03/22/2019 ***.**** *.** 03/22/2019 ***.**** *.**
Meadowhall Finance, 4.988%12jul2037, GBP   GBP 01/12/2032 03/22/2019 ***.**** *.** 03/22/2019 ***.**** *.**
Merchants Trust, 5.875% 20dec2029, GBP   GBP 12/20/2029 03/22/2019 ***.**** *.** 03/22/2019 ***.**** *.**
Merlin Entertainments, 2.75% 15mar2022, EUR   EUR 03/15/2022 03/22/2019 ***.*** *.** 03/22/2019 ***.* *.**
Merlin Entertainments, 5.75% 15jun2026, USD   USD 06/15/2026 03/22/2019 ***.*** *.** 03/22/2019 ***.*** *.**
Merseylink (Issuer), 3.842% 31mar2043, GBP   GBP 03/31/2043 03/22/2019 ***.**** *.** 03/22/2019 ***.**** *.**
Miller Homes, FRN 15oct2023, GBP   GBP 10/15/2023 03/22/2019 **.*** * 03/22/2019 **.*** *
Mitchells & Butlers, 5.574% 15dec2030, GBP   GBP 12/15/2030 03/22/2019 ***.**** * 03/22/2019 ***.**** *
Mitchells & Butlers, 6.013% 15dec2028, GBP   GBP 12/15/2028 03/22/2019 ***.**** *.** 03/22/2019 ***.**** *.**
Mitchells & Butlers, 6.469% 15sep2030, GBP   GBP 09/15/2030 03/22/2019 ***.**** * 03/22/2019 ***.**** *
Mizuho International, 0.02% 19mar2021, EUR   EUR 03/19/2021 03/22/2019 **.*** *.** 03/22/2019 ***.*** -*.**
Mizuho International, FRN 15jun2020, EUR   EUR 06/15/2020 03/22/2019 ***.** * 03/22/2019 ***.*** *
Mizuho International, FRN 7aug2020, EUR   EUR 08/07/2020 03/22/2019 ***.*** * 03/22/2019 ***.*** *
Mizzen Bondco, 7% 1may2021, GBP   GBP 05/01/2021 03/22/2019 **.* *.** 03/22/2019 **.* *.**
Moat Homes Finance, 5% 23sep2041, GBP   GBP 09/23/2041 03/22/2019 ***.**** * 03/22/2019 ***.**** *.*
Morgan Stanley International PLC, 2% 26feb2024, EUR   EUR 02/26/2024 03/22/2019 ***.** * 03/22/2019 *
MORHOMES PLC, 3.4% 19feb2038, GBP   GBP 02/19/2038 03/22/2019 ***.** *.** 03/22/2019 ***.** *.**
Morrison Supermarkets, 2.25% 19jun2020, EUR   EUR 06/19/2020 03/22/2019 ***.** *.* 03/22/2019 ***.** *.**
Morrison Supermarkets, 3.5% 27jul2026, GBP   GBP 07/27/2026 03/22/2019 ***.* *.* 03/22/2019 ***.** *.*
Morrison Supermarkets, 4.625% 8dec2023, GBP   GBP 12/08/2023 03/22/2019 ***.** *.** 03/22/2019 ***.*** *.**
Morrison Supermarkets, 4.75% 4jul2029, GBP   GBP 07/04/2029 03/22/2019 ***.** *.** 03/22/2019 ***.** *.**
Motability Operations, 0.875% 14mar2025, EUR   EUR 03/14/2025 03/22/2019 ***.** *.** 03/22/2019 ***.* *.**
Motability Operations, 1.625% 9jun2023, EUR   EUR 06/09/2023 03/22/2019 ***.** *.** 03/22/2019 ***.* *.**
Motability Operations, 2.375% 14mar2032, GBP   GBP 03/14/2032 03/22/2019 ***.* *.** 03/22/2019 ***.** *.**
Motability Operations, 3.625% 10mar2036, USD   GBP 03/10/2036 03/22/2019 ***.** *.** 03/22/2019 ***.** *.**
Motability Operations, 3.75% 16jul2026, GBP   GBP 07/16/2026 03/22/2019 ***.** *.** 03/22/2019 ***.** *.**
Motability Operations, 4.375% 8feb2027, GBP   GBP 02/08/2027 03/22/2019 ***.** *.** 03/22/2019 ***.** *.**
Motability Operations, 5.375% 28jun2022, GBP   GBP 06/28/2022 03/22/2019 ***.** *.** 03/22/2019 ***.** *.**
Motability Operations, 5.625% 29nov2030, GBP   GBP 11/29/2030 03/22/2019 ***.** *.** 03/22/2019 ***.** *.**
Motability Operations, 6.625% 10dec2019, GBP   GBP 12/10/2019 03/22/2019 ***.*** *.** 03/22/2019 ***.*** *.**
Myriad Capital, 4.75% 20dec2043, GBP   GBP 12/20/2043 03/22/2019 ***.**** *.** 03/22/2019 ***.**** *.**
National Express Group, 6.625% 17jun2020, GBP   GBP 06/17/2020 03/22/2019 ***.** *.** 03/22/2019 ***.** *.**
National Express Group, FRN 15may2020, EUR   EUR 05/15/2020 03/22/2019 ***.*** * 03/22/2019 ***.*** *
National Grid, 1.25% 6oct2021, GBP (56)   GBP 10/06/2021 03/22/2019 ***.** * 03/22/2019 ***.** *
National Grid, 4% 20aug2019, AUD   AUD 08/20/2019 03/22/2019 ***.*** *.** 03/22/2019 ***.*** *.**
National Grid, 4.25% 18jun2076, EUR   EUR 06/18/2076 03/22/2019 ***.** * 03/22/2019 ***.** *
National Grid, 4.375% 10mar2020, EUR   EUR 03/10/2020 03/22/2019 ***.*** *.** 03/22/2019 ***.*** -*.**
National Grid, 5.625% 18jun2073, GBP   GBP 06/18/2073 03/22/2019 ***.** * 03/22/2019 ***.** *
National Grid, 7.125% 8feb2044, GBP   GBP 02/08/2044 03/22/2019 ***.**** *.* 03/22/2019 ***.**** *.**
National Grid Electricity Transmission, 2.75% 6feb2035, GBP   GBP 02/06/2035 03/22/2019 ***.* *.* 03/22/2019 ***.** *.**
National Grid Electricity Transmission, 4% 8jun2027, GBP   GBP 06/08/2027 03/22/2019 ***.** *.** 03/22/2019 ***.** *.*
National Grid Electricity Transmission, 5.875% 2feb2024, GBP   GBP 02/02/2024 03/22/2019 ***.*** *.** 03/22/2019 ***.** *.**
National Grid Electricity Transmission, 6.5% 27jul2028, GBP   GBP 07/27/2028 03/22/2019 ***.*** *.* 03/22/2019 ***.** *.**
National Grid Electricity Transmission, FRN 27jul2020, GBP   GBP 07/27/2020 03/22/2019 ***.*** * 03/22/2019 ***.*** *
National Grid Electricity Transmission, FRN 27jul2030, GBP   GBP 07/27/2030 03/22/2019 ***.*** * 03/22/2019 ***.*** *
National Grid Gas, 0% 4nov2021, USD (10958D)   USD 11/04/2021 03/22/2019 **.** *.** 03/22/2019 **.** *.**
National Grid Gas, 0.625% 22sep2024, EUR   EUR 09/22/2024 03/22/2019 **.*** *.** 03/22/2019 **.** *.**
National Grid Gas, 1.125% 22sep2021, USD   GBP 09/22/2021 03/22/2019 **.*** *.** 03/22/2019 **.*** *.**
National Grid Gas, 2.125% 22sep2028, GBP   GBP 09/22/2028 03/22/2019 **.*** *.** 03/22/2019 **.*** *.**
National Grid Gas, 2.625% 22sep2038, GBP   GBP 09/22/2038 03/22/2019 **.** *.** 03/22/2019 **.** *.**
National Grid Gas, 2.75% 22sep2046, GBP   GBP 09/22/2046 03/22/2019 **.** *.** 03/22/2019 **.* *.*
National Grid Gas, 4.1875% 14dec2022, GBP   GBP 12/14/2022 03/22/2019 ***.** * 03/22/2019 ***.** *
National Grid Gas, 6% 13may2038, GBP   GBP 05/13/2038 03/22/2019 ***.*** *.** 03/22/2019 ***.** *.**
National Grid Gas, 6.375% 3mar2020, GBP   GBP 03/03/2020 03/22/2019 ***.** *.** 03/22/2019 ***.*** *.**
National Grid Gas, 7% 16dec2024, GBP   GBP 12/16/2024 03/22/2019 ***.** *.** 03/22/2019 ***.** *.**
National Grid Gas, 8.75% 27jun2025, GBP   GBP 06/27/2025 03/22/2019 ***.*** *.** 03/22/2019 ***.*** *.**
National Westminster Bank, 11.5% perp., GBP   GBP 03/22/2019 *** * 03/22/2019 ***.* *
National Westminster Bank, 6.5% 7sep2021, GBP   GBP 09/07/2021 03/22/2019 ***.** *.** 03/22/2019 ***.*** *
National Westminster Bank, 6.625% perp., EUR   EUR 03/22/2019 **.* * 03/22/2019 **.** *
National Westminster Bank, FRN 22mar2023, GBP   GBP 03/22/2023 03/22/2019 ***.** * 03/22/2019 ***.** *
National Westminster Bank, FRN perp., EUR (Structured)   EUR 03/22/2019 **.* * 03/22/2019 **.* *
Nationwide Building Society, 0.125% 25jan2022, EUR   EUR 01/25/2022 03/22/2019 ***.*** * 03/22/2019 ***.** *
Nationwide Building Society, 0.375% 30jul2021, EUR   EUR 07/30/2021 03/22/2019 ***.** * 03/22/2019 ***.** *
Nationwide Building Society, 0.5% 23feb2025, EUR (2017-01)   EUR 02/23/2025 03/22/2019 ***.*** * 03/22/2019 ***.* *
Nationwide Building Society, 0.5% 29oct2019, EUR   EUR 10/29/2019 03/22/2019 ***.** -*.** 03/22/2019 ***.** -*.**
Nationwide Building Society, 0.625% 19apr2023, EUR   EUR 04/19/2023 03/22/2019 ***.** *.** 03/22/2019 ***.** *.**
Nationwide Building Society, 0.625% 25mar2028, EUR   EUR 03/25/2028 03/22/2019 ***.** * 03/22/2019 ***.** *
Nationwide Building Society, 0.75% 25jun2020, EUR   EUR 06/25/2020 03/22/2019 ***.** * 03/22/2019 ***.*** *
Nationwide Building Society, 0.75% 26oct2023, EUR   EUR 10/26/2023 03/22/2019 ***.*** * 03/22/2019 ***.** *
Nationwide Building Society, 0.75% 29oct2022, EUR   EUR 10/29/2022 03/22/2019 ***.** * 03/22/2019 ***.** *
Nationwide Building Society, 1.125% 31may2028, EUR   EUR 05/31/2028 03/22/2019 ***.** *.* 03/22/2019 ***.*** *.**
Nationwide Building Society, 1.125% 3jun2022, EUR   EUR 06/03/2022 03/22/2019 ***.** *.** 03/22/2019 ***.** *.**
Nationwide Building Society, 1.195% 17mar2032, EUR   EUR 03/17/2032 03/22/2019 ***.*** * 03/22/2019 ***.*** *
Nationwide Building Society, 1.25% 3mar2025, EUR   EUR 03/03/2025 03/22/2019 ***.** *.** 03/22/2019 ***.** *.**
Nationwide Building Society, 1.331% 11mar2036, EUR   EUR 03/11/2036 03/22/2019 ***.*** *.** 03/22/2019 ***.*** *.**
Nationwide Building Society, 1.351% 5jun2035, EUR   EUR 06/05/2035 03/22/2019 ***.** * 03/22/2019 ***.** *
Nationwide Building Society, 1.375% 29jun2032, EUR   EUR 06/29/2032 03/22/2019 ***.** *.** 03/22/2019 ***.** *.**
Nationwide Building Society, 1.39% 24mar2037, EUR   EUR 03/24/2037 03/22/2019 ***.*** * 03/22/2019 ***.*** *
Nationwide Building Society, 1.425% 16mar2039, EUR   EUR 03/16/2039 03/22/2019 ***.** * 03/22/2019 ***.*** *
Nationwide Building Society, 1.5% 8mar2026, EUR   EUR 03/08/2026 03/22/2019 **.** * 03/22/2019 ***.** *
Nationwide Building Society, 1.618% 28jan2042, EUR   EUR 01/28/2042 03/22/2019 ***.* * 03/22/2019 ***.*** *
Nationwide Building Society, 1.62% 14dec2033, EUR   EUR 12/14/2033 03/22/2019 ***.*** * 03/22/2019 ***.*** *
Nationwide Building Society, 1.625% 3apr2019, EUR   EUR 04/03/2019 03/22/2019 ***.** *.* 03/22/2019 ***.** -*.*
Nationwide Building Society, 1.7025% 17jul2032, EUR   EUR 07/17/2032 03/22/2019 ***.*** * 03/22/2019 ***.*** *
Nationwide Building Society, 2% 25jul2029, EUR   EUR 07/25/2029 03/22/2019 **.** * 03/22/2019 **.** *
Nationwide Building Society, 2.074% 15jan2031, EUR   EUR 01/15/2031 03/22/2019 ***.*** *.** 03/22/2019 ***.*** *.**
Nationwide Building Society, 2.101% 4nov2030, EUR   EUR 11/04/2030 03/22/2019 ***.*** *.** 03/22/2019 ***.*** *.**
Nationwide Building Society, 2.25% 25jun2030, EUR   EUR 06/25/2030 03/22/2019 ***.*** * 03/22/2019 ***.*** *
Nationwide Building Society, 2.25% 29apr2022, GBP   GBP 04/29/2022 03/22/2019 ***.** *.** 03/22/2019 ***.** *.**
Nationwide Building Society, 2.35% 21jan2020, USD   USD 01/21/2020 03/22/2019 **.*** *.** 03/22/2019 **.*** *.**
Nationwide Building Society, 2.45% 27jul2021, USD   USD 07/27/2021 03/22/2019 **.** *.** 03/22/2019 **.** *.**
Nationwide Building Society, 3% 6may2026, GBP   GBP 05/06/2026 03/22/2019 ***.** *.** 03/22/2019 ***.** *.**
Nationwide Building Society, 3.01% 29apr2027, HKD   HKD 04/29/2027 03/22/2019 **.**** *.** 03/22/2019 **.**** *.**
Nationwide Building Society, 3.25% 20jan2028, GBP   GBP 01/20/2028 03/22/2019 ***.** *.** 03/22/2019 ***.** *.**
Nationwide Building Society, 3.65% 12jun2024, NOK   NOK 06/12/2024 03/22/2019 ***.**** *.** 03/22/2019 ***.*** *.**
Nationwide Building Society, 3.9% 21jul2025, USD   USD 07/21/2025 03/22/2019 ***.** *.** 03/22/2019 ***.** *.**
Nationwide Building Society, 4% 14sep2026, USD   USD 09/14/2026 03/22/2019 **.** *.** 03/22/2019 **.** *.**
Nationwide Building Society, 4.125% 18oct2032, USD   USD 10/18/2032 03/22/2019 **.** * 03/22/2019 **.** *
Nationwide Building Society, 4.375% 28feb2022, EUR   EUR 02/28/2022 03/22/2019 ***.*** -*.** 03/22/2019 ***.** -*.*
Nationwide Building Society, 4.625% 8feb2021, EUR   EUR 02/08/2021 03/22/2019 ***.*** -*.** 03/22/2019 ***.*** -*.*
Nationwide Building Society, 5.625% 28jan2026, GBP   GBP 01/28/2026 03/22/2019 ***.*** *.* 03/22/2019 ***.** *.**
Nationwide Building Society, 5.625% 9sep2019, GBP   GBP 09/09/2019 03/22/2019 ***.** *.** 03/22/2019 ***.* *.**
Nationwide Building Society, 6.75% 22jul2020, EUR   EUR 07/22/2020 03/22/2019 ***.** *.** 03/22/2019 ***.** *.**
Nationwide Building Society, 6.875% perp., GBP   GBP 03/22/2019 ***.** * 03/22/2019 ***.** *
Nationwide Building Society, FRN 12apr2023, GBP   GBP 04/12/2023 03/22/2019 **.** * 03/22/2019 **.** *
Nationwide Building Society, FRN 19feb2021, GBP   GBP 02/19/2021 03/22/2019 ***.*** * 03/22/2019 ***.*** *
Nationwide Building Society, FRN 25apr2020, GBP   GBP 04/25/2020 03/22/2019 **.*** * 03/22/2019 ***.*** *
Nationwide Building Society, FRN 6jun2019, EUR   EUR 06/06/2019 03/22/2019 ***.*** * 03/22/2019 ***.*** *
NATS (En Route), 5.25% 31mar2026, GBP   GBP 03/31/2026 03/22/2019 ***.**** *.** 03/22/2019 ***.**** *.**
Natwest Markets plc, 0.625% 2mar2022, EUR   EUR 03/02/2022 03/22/2019 **.** *.** 03/22/2019 **.** *.**
Natwest Markets plc, 1.125% 14jun2023, EUR   EUR 06/14/2023 03/22/2019 **.** *.** 03/22/2019 **.** *.**
Natwest Markets plc, 1.75% 2mar2026, EUR   EUR 03/02/2026 03/22/2019 **.** * 03/22/2019 ***.** *
Natwest Markets plc, FRN 27sep2021, EUR   EUR 09/27/2021 03/22/2019 **.** * 03/22/2019 **.** *
Natwest Markets plc, FRN 2mar2020, EUR   EUR 03/02/2020 03/22/2019 **.** * 03/22/2019 **.** *
Nemean Bondco, FRN 1feb2023, GBP   GBP 02/01/2023 03/22/2019 **.*** * 03/22/2019 **.*** *
Neptune Energy Group Holdings, 6.625% 15may2025, USD   USD 05/15/2025 03/22/2019 **.** *.* 03/22/2019 **.** *.**
Network Rail Infrastructure Finance, 1.375% 22nov2037, GBP   GBP 11/22/2037 03/22/2019 ***.*** * 03/22/2019 ***.*** *
Network Rail Infrastructure Finance, 1.75% 22nov2027, GBP   GBP 11/22/2027 03/22/2019 ***.* * 03/22/2019 ***.*** *
Network Rail Infrastructure Finance, 3% 7sep2023, GBP   GBP 09/07/2023 03/22/2019 ***.** *.** 03/22/2019 ***.** *
Network Rail Infrastructure Finance, 4.375% 9dec2030, GBP (ABS)   GBP 12/09/2030 03/22/2019 ***.* * 03/22/2019 ***.** *
Network Rail Infrastructure Finance, 4.625% 21jul2020, GBP   GBP 07/21/2020 03/22/2019 ***.*** *.** 03/22/2019 ***.*** *.*
Network Rail Infrastructure Finance, 4.75% 22jan2024, GBP   GBP 01/22/2024 03/22/2019 ***.*** *.** 03/22/2019 ***.** *.**
Network Rail Infrastructure Finance, 4.75% 29nov2035, GBP   GBP 11/29/2035 03/22/2019 ***.** *.** 03/22/2019 ***.** *.**
New look finance, 6.5% 1jul2022, GBP   GBP 07/01/2022 03/22/2019 ** **.* 03/22/2019 **.* **.**
New look finance, 8% 1jul2023, GBP   GBP 07/01/2023 03/22/2019 *.* ***.** 03/22/2019 *.** ***.**
New look finance, FRN 1jul2022, EUR   EUR 07/01/2022 03/22/2019 **.*** * 03/22/2019 **.*** *
Next, 3.625% 18may2028, GBP   GBP 05/18/2028 03/22/2019 ***.* *.** 03/22/2019 ***.** *.*
Next, 4.375% 2oct2026, GBP   GBP 10/02/2026 03/22/2019 ***.** *.** 03/22/2019 ***.** *.**
Next, 5.375% 26oct2021, GBP   GBP 10/26/2021 03/22/2019 ***.** *.** 03/22/2019 ***.*** *.**
NMG Finco, 5% 1aug2022, GBP   GBP 08/01/2022 03/22/2019 **.** *.** 03/22/2019 **.** *.**
NMG Finco, 5.75% 1aug2022, USD   USD 08/01/2022 03/22/2019 **.** *.** 03/22/2019 **.** *.**
Nomad Foods, 3.25% 15may2024, EUR   EUR 05/15/2024 03/22/2019 ***.*** *.* 03/22/2019 ***.** *.**
North West Electricity Networks, 6.125% 21jul2021, GBP   GBP 07/21/2021 03/22/2019 ***.*** *.** 03/22/2019 ***.*** *.*
Northern Electric, 8.875% 16oct2020, GBP   GBP 10/16/2020 03/22/2019 ***.**** *.** 03/22/2019 ***.*** *.**
Northern Gas Networks, 4.875% 15nov2035, GBP   GBP 11/15/2035 03/22/2019 ***.*** *.** 03/22/2019 ***.**** *.**
Northern Gas Networks, 4.875% 30jun2027, GBP   GBP 06/30/2027 03/22/2019 ***.**** *.** 03/22/2019 ***.**** *
Northern Gas Networks, 5.625% 23mar2040, GBP   GBP 03/23/2040 03/22/2019 ***.** *.** 03/22/2019 ***.** *.**
Northern Gas Networks, 5.875% 8jul2019, GBP   GBP 07/08/2019 03/22/2019 ***.*** *.** 03/22/2019 ***.*** *.**
Northern Ireland Electricity Networks, 2.5% 27oct2025, GBP   GBP 10/27/2025 03/22/2019 ***.*** *.** 03/22/2019 ***.*** *.**
Northern Ireland Electricity Networks, 6.375% 2jun2026, GBP   GBP 06/02/2026 03/22/2019 ***.** *.** 03/22/2019 ***.** *.**
Northern Powergrid (Yorkshire), 2.5% 1apr2025, GBP   GBP 04/01/2025 03/22/2019 ***.*** *.** 03/22/2019 ***.*** *.**
Northern Powergrid (Yorkshire), 5.125% 4may2035, GBP   GBP 05/04/2035 03/22/2019 ***.**** *.** 03/22/2019 ***.**** *.*
Northern Powergrid (Yorkshire), 7.25% 15dec2022, GBP   GBP 12/15/2022 03/22/2019 ***.**** *.** 03/22/2019 ***.**** *.**
Northumbrian Water, 1.625% 11oct2026, GBP   GBP 10/11/2026 03/22/2019 **.** *.** 03/22/2019 **.** *.**
Northumbrian Water, 2.375% 5oct2027, GBP   GBP 10/05/2027 03/22/2019 ***.** *.** 03/22/2019 ***.** *.**
Northumbrian Water, 5.125% 23jan2042, GBP   GBP 01/23/2042 03/22/2019 ***.** *.** 03/22/2019 ***.* *.**
Northumbrian Water, 5.625% 29apr2033, GBP   GBP 04/29/2033 03/22/2019 ***.** *.** 03/22/2019 ***.** *.**
Northumbrian Water, 6.875% 6feb2023, GBP   GBP 02/06/2023 03/22/2019 ***.** *.* 03/22/2019 ***.* *.*
Notting Hill Housing Trust, 3.75% 20dec2032, GBP   GBP 12/20/2032 03/22/2019 ***.**** *.** 03/22/2019 ***.**** *.**
Notting Hill Housing Trust, 5.25% 7jul2042, GBP   GBP 07/07/2042 03/22/2019 ***.*** *.** 03/22/2019 ***.**** *.**
nVent Electric, 4.55% 15apr2028, USD   USD 04/15/2028 03/22/2019 ***.** * 03/22/2019 ***.** *
Ocado Group, 4% 15jun2024, GBP   GBP 06/15/2024 03/22/2019 ***.** *.** 03/22/2019 ***.** *.**
Octagon Healthcare Funding, 5.333% 31dec2035, GBP   GBP 12/31/2035 03/22/2019 ***.*** *.** 03/22/2019 ***.**** *.**
Orbit Group, 3.375% 14jun2048, GBP   GBP 06/14/2048 03/22/2019 ***.** *.** 03/22/2019 ***.** *.**
Orbit Group, 3.5% 24mar2045, GBP   GBP 03/24/2045 03/22/2019 *** *.** 03/22/2019 ***.** *.**
OTE PLC, 2.375% 18jul2022, EUR   EUR 07/18/2022 03/22/2019 ***.** *.** 03/22/2019 ***.** *.**
Paragon Group, 3.625% 21jan2047, GBP   GBP 01/21/2047 03/22/2019 ***.** *.* 03/22/2019 ***.** *.**
Paragon Group, 6% 28aug2024, GBP   GBP 08/28/2024 03/22/2019 ***.* *.** 03/22/2019 ***.* *.**
Paragon Group, 6% 5dec2020, GBP   GBP 12/05/2020 03/22/2019 ***.* *.** 03/22/2019 ***.** *.**
Paragon Group, 6.125% 30jan2022, GBP   GBP 01/30/2022 03/22/2019 ***.** *.** 03/22/2019 ***.* *.**
Paragon Group, 7.25% 9sep2026, GBP   GBP 09/09/2026 03/22/2019 ***.*** * 03/22/2019 ***.*** *
Paragon Mortgages, FRN 15jan2039, EUR (ABS)   EUR 01/15/2039 03/22/2019 **.**** * 03/22/2019 **.**** *
Paragon Mortgages, FRN 15jan2039, EUR (ABS)   EUR 01/15/2039 03/22/2019 **.**** * 03/22/2019 **.**** *
Paragon Mortgages, FRN 15jan2039, EUR (ABS)   EUR 01/15/2039 03/22/2019 **.**** * 03/22/2019 **.**** *
Paragon Mortgages, FRN 15jan2039, GBP (ABS)   GBP 01/15/2039 03/22/2019 **.**** * 03/22/2019 **.**** *
Paragon Mortgages, FRN 15jan2039, USD (ABS)   USD 01/15/2039 03/22/2019 **.**** * 03/22/2019 **.**** *
Paragon Mortgages, FRN 15jun2041, EUR (ABS)   EUR 06/15/2041 03/22/2019 **.**** * 03/22/2019 **.**** *
Paragon Mortgages, FRN 15may2041, EUR (ABS)   EUR 05/15/2041 03/22/2019 **.**** * 03/22/2019 **.**** *
Paragon Mortgages, FRN 15may2041, EUR (ABS)   EUR 05/15/2041 03/22/2019 **.**** * 03/22/2019 **.**** *
Paragon Mortgages, FRN 15may2041, GBP (ABS)   GBP 05/15/2041 03/22/2019 **.**** * 03/22/2019 **.**** *
Paragon Mortgages, FRN 15may2041, GBP (ABS)   GBP 05/15/2041 03/22/2019 **.**** * 03/22/2019 **.**** *
Paragon Mortgages, FRN 15nov2038, EUR (ABS)   EUR 11/15/2038 03/22/2019 **.*** * 03/22/2019 **.*** *
Paragon Mortgages, FRN 15nov2038, GBP (ABS)   GBP 11/15/2038 03/22/2019 **.**** * 03/22/2019 **.**** *
Paragon Mortgages, FRN 15nov2038, USD (ABS)   USD 11/15/2038 03/22/2019 **.*** * 03/22/2019 **.*** *
Paragon Mortgages, FRN 15oct2041, EUR (ABS)   EUR 10/15/2041 03/22/2019 **.**** * 03/22/2019 **.**** *
Paragon Mortgages, FRN 15oct2041, EUR (ABS)   EUR 10/15/2041 03/22/2019 **.**** * 03/22/2019 **.**** *
Paragon Mortgages, FRN 15oct2041, EUR (ABS)   EUR 10/15/2041 03/22/2019 **.**** * 03/22/2019 **.**** *
Paragon Mortgages, FRN 15oct2041, GBP (ABS)   GBP 10/15/2041 03/22/2019 **.**** * 03/22/2019 **.**** *
Paragon Mortgages, FRN 15sep2039, EUR (ABS)   EUR 09/15/2039 03/22/2019 **.**** * 03/22/2019 **.**** *
Paragon Mortgages, FRN 15sep2039, GBP (ABS)   GBP 09/15/2039 03/22/2019 **.**** * 03/22/2019 **.**** *
Paragon Mortgages, FRN 15sep2039, GBP (ABS)   GBP 09/15/2039 03/22/2019 **.**** * 03/22/2019 **.**** *
Paragon Mortgages, FRN 15sep2039, USD (ABS)   USD 09/15/2039 03/22/2019 **.**** * 03/22/2019 **.**** *
PD Ports, 7.127% 15mar2024, GBP   GBP 03/15/2024 03/22/2019 ***.**** *.** 03/22/2019 ***.**** *.**
Peabody Capital Plc, 3.25% 14sep2048, GBP   GBP 09/14/2048 03/22/2019 ***.*** *.** 03/22/2019 ***.*** *.**
Peabody Capital Plc, 4.625% 12dec2053, GBP   GBP 12/12/2053 03/22/2019 ***.** *.** 03/22/2019 ***.*** *.**
Peabody Capital Plc, 5.25% 17mar2043, GBP   GBP 03/17/2043 03/22/2019 ***.** *.** 03/22/2019 ***.** *.**
Pearson, 1.375% 6may2025, EUR   EUR 05/06/2025 03/22/2019 ***.** *.** 03/22/2019 ***.** *.**
Pearson, 1.875% 19may2021, EUR   EUR 05/19/2021 03/22/2019 ***.** *.** 03/22/2019 ***.** *.**
Pearson, 3.25% 8may2023, USD   USD 05/08/2023 03/22/2019 **.**** *.** 03/22/2019 **.**** *.**
Pennon Group, 2.875% perp., GBP   GBP 03/22/2019 **.* * 03/22/2019 ***.* *
Pension Insurance Corporation, 5.625% 20sep2030, GBP   GBP 09/20/2030 03/22/2019 **.*** *.** 03/22/2019 **.*** *.**
Pension Insurance Corporation, 6.5% 3jul2024, GBP   GBP 07/03/2024 03/22/2019 ***.*** *.** 03/22/2019 ***.** *.**
Perform Group, 8.5% 15nov2020, GBP   GBP 11/15/2020 03/22/2019 ***.* *.** 03/22/2019 ***.* *.**
PGH Capital, 4.125% 20jul2022, GBP   GBP 07/20/2022 03/22/2019 ***.** *.** 03/22/2019 ***.** *.**
Phoenix Group, 3.125% 27may2020, EUR   EUR 05/27/2020 03/22/2019 ***.*** *.** 03/22/2019 ***.** *.**
Phoenix Group, 4.375% 24jan2029, EUR   EUR 01/24/2029 03/22/2019 **.*** *.** 03/22/2019 **.** *.**
Phoenix Group, 5.375% 6jul2027, USD   USD 07/06/2027 03/22/2019 ***.*** *.** 03/22/2019 ***.** *.**
Phoenix Group, 6.625% 18dec2025, GBP   GBP 12/18/2025 03/22/2019 ***.** *.** 03/22/2019 ***.** *.*
Phoenix Group, 7.25% perp., GBP   GBP 03/22/2019 ***.*** * 03/22/2019 ***.**** *
Pinnacle Bidco, 6.375% 15feb2025, GBP   GBP 02/15/2025 03/22/2019 ***.** *.** 03/22/2019 ***.* *.**
Places for People, 1% 31jan2022, GBP   GBP 01/31/2022 03/22/2019 ***.** * 03/22/2019 ***.* *
Places for People, 4.25% 15dec2023, GBP   GBP 12/15/2023 03/22/2019 ***.* *.** 03/22/2019 ***.* *.**
Places for People, 5.09% 31jul2043, GBP   GBP 07/31/2043 03/22/2019 ***.**** *.** 03/22/2019 ***.**** *.**
Places for People, 5.875% 23may2031, GBP   GBP 05/23/2031 03/22/2019 ***.**** *.* 03/22/2019 ***.**** *.**
Places for People, 6.625% 30sep2038, GBP   GBP 09/30/2038 03/22/2019 ***.**** *.** 03/22/2019 ***.**** *.*
Playtech, 0.5% 19nov2019, EUR (Conv.)   EUR 11/19/2019 03/22/2019 **.*** *.** 03/22/2019 **.*** *.*
Playtech, 3.75% 12oct2023, EUR   EUR 10/12/2023 03/22/2019 ***.*** *.** 03/22/2019 ***.** *.**
Playtech, 4.25% 7mar2026, EUR   EUR 03/07/2026 03/22/2019 ***.** *.** 03/22/2019 ***.* *.**
Porterbrook, 4.625% 4apr2029, GBP   GBP 04/04/2029 03/22/2019 ***.** *.** 03/22/2019 ***.** *.**
Porterbrook, 5.5% 20apr2019, GBP   GBP 04/20/2019 03/22/2019 **.* **.** 03/22/2019 ***.** -**.**
Porterbrook, 6.5% 20oct2020, GBP   GBP 10/20/2020 03/22/2019 ***.*** *.** 03/22/2019 ***.*** *.**
Porterbrook, 7.125% 20oct2026, GBP   GBP 10/20/2026 03/22/2019 ***.** *.** 03/22/2019 ***.** *.**
PPL WEM Holdings, 5.375% 1may2021, USD   USD 05/01/2021 03/22/2019 ***.*** *.** 03/22/2019 ***.*** *.*
Premier Foods, FRN 15jul2022, GBP   GBP 07/15/2022 03/22/2019 **.*** * 03/22/2019 ***.*** *
Premier Foods Investments, 6.25% 15oct2023, GBP   GBP 10/15/2023 03/22/2019 ***.** *.** 03/22/2019 ***.** *.**
Premier Oil, 5% 31may2021, GBP   GBP 05/31/2021 03/22/2019 **.* *.** 03/22/2019 *** *.*
Premier Transmission, 5.202% 31mar2030, GBP   GBP 03/31/2030 03/22/2019 ***.*** *.** 03/22/2019 ***.**** *.**
Premiertel, 6.175%8may2032, GBP   GBP 05/08/2032 03/22/2019 ***.**** *.** 03/22/2019 ***.**** *.**
Primary Health Properties, 5.375% 23jul2019, GBP   GBP 07/23/2019 03/22/2019 ***.* *.** 03/22/2019 ***.* *.**
Provident Financial, 5.125% 9oct2023, GBP   GBP 10/09/2023 03/22/2019 **.** *.** 03/22/2019 **.** *.**
Provident Financial, 6% 27sep2021, GBP   GBP 09/27/2021 03/22/2019 ***.* *.** 03/22/2019 ***.** *.**
Provident Financial, 7% 14apr2020, GBP   GBP 04/14/2020 03/22/2019 ***.** *.** 03/22/2019 ***.** *.**
Provident Financial, 7% 4jun2023, GBP   GBP 06/04/2023 03/22/2019 ***.*** * 03/22/2019 ***.*** *
Provident Financial, 8% 23oct2019, GBP   GBP 10/23/2019 03/22/2019 ***.** *.** 03/22/2019 ***.** -*.**
Prudential, 11.375% 29may2039, GBP   GBP 05/29/2039 03/22/2019 ***.** * 03/22/2019 ***.* *
Prudential, 4.375% perp., USD   USD 03/22/2019 **.*** * 03/22/2019 **.* *
Prudential, 4.875% perp., USD   USD 03/22/2019 **.** * 03/22/2019 **.** *
Prudential, 5% 20jul2055, GBP   GBP 07/20/2055 03/22/2019 ***.** * 03/22/2019 ***.** *
Prudential, 5.25% perp., USD   USD 03/22/2019 **.*** * 03/22/2019 **.*** *
Prudential, 5.25% perp., USD   USD 03/22/2019 **.** * 03/22/2019 **.** *
Prudential, 5.625% 20oct2051, GBP   GBP 10/20/2051 03/22/2019 ***.** * 03/22/2019 ***.*** *
Prudential, 5.7% 19dec2063, GBP   GBP 12/19/2063 03/22/2019 ***.** * 03/22/2019 ***.*** *
Prudential, 5.875% 11may2029, GBP   GBP 05/11/2029 03/22/2019 ***.** *.* 03/22/2019 ***.** *.**
Prudential, 6.125% 19dec2031, GBP   GBP 12/19/2031 03/22/2019 ***.** *.** 03/22/2019 ***.*** *.**
Prudential, 6.25% 20oct2068, GBP   GBP 10/20/2068 03/22/2019 ***.** * 03/22/2019 ***.*** *
Prudential, 6.5% 20oct2048, USD   USD 10/20/2048 03/22/2019 ***.** * 03/22/2019 ***.** *
Prudential, 6.875% 20jan2023, GBP   GBP 01/20/2023 03/22/2019 ***.*** *.** 03/22/2019 ***.*** *.**
Punch Taverns Finance, 4.767% 30mar2024, GBP   GBP 03/30/2024 03/22/2019 ***.**** *.** 03/22/2019 ***.**** *.**
Punch Taverns Finance, 5.943% 30sep2022, GBP   GBP 09/30/2022 03/22/2019 ***.**** *.** 03/22/2019 ***.*** *.**
Punch Taverns Finance, 7.369% 30sep2021, GBP   GBP 09/30/2021 03/22/2019 ***.**** *.** 03/22/2019 ***.*** *.**
Quadgas Finance PLC, 3.375% 17sep2029, GBP   GBP 09/17/2029 03/22/2019 ***.*** *.** 03/22/2019 ***.*** *.**
Quadrant Housing Finance, 4.94% 10feb2033, GBP   GBP 02/10/2033 03/22/2019 ***.**** *.** 03/22/2019 ***.**** *.**
RAC Bond, 4.565% 6may2046, GBP   GBP 05/06/2046 03/22/2019 **.*** *.** 03/22/2019 ***.*** *.**
RAC Bond, 4.87% 6may2046, GBP   GBP 05/06/2046 03/22/2019 **.*** *.** 03/22/2019 **.*** *.**
RAC Bond, 5% 6nov2022, GBP   GBP 11/06/2022 03/22/2019 **.** *.** 03/22/2019 **.** *.**
Radian Capital, 4.622% 12may2044, GBP   GBP 05/12/2044 03/22/2019 ***.**** *.** 03/22/2019 ***.**** *.**
RBS, 0% 10apr2042, USD (10957D)   USD 04/10/2042 03/22/2019 ***.** -*.** 03/22/2019 ***.*** -*.**
RBS, 0% 5apr2042, USD (10957D)   USD 04/05/2042 03/22/2019 ***.** -*.** 03/22/2019 ***.*** -*.**
RBS, 0.5% 15may2025, EUR   EUR 05/15/2025 03/22/2019 ***.** * 03/22/2019 ***.*** *
RBS, 1.625% 25jun2019, EUR   EUR 06/25/2019 03/22/2019 ***.** *.** 03/22/2019 ***.** -*.**
RBS, 10.5% 3nov2019, RON   RON 11/03/2019 03/22/2019 ***.**** *.** 03/22/2019 ***.**** *.**
RBS, 10.875% 30apr2019, GBP   GBP 04/30/2019 03/22/2019 ***.*** *.** 03/22/2019 ***.*** *.**
RBS, 2% 8mar2023, EUR   EUR 03/08/2023 03/22/2019 ***.** * 03/22/2019 ***.** *
RBS, 2.5% 22mar2023, EUR   EUR 03/22/2023 03/22/2019 ***.** *.** 03/22/2019 ***.** *.**
RBS, 3.498% 15may2023, USD   USD 05/15/2023 03/22/2019 **.** * 03/22/2019 **.* *
RBS, 3.625% 25mar2024, EUR   EUR 03/25/2024 03/22/2019 ***.** * 03/22/2019 ***.** *
RBS, 3.875% 19oct2020, EUR   EUR 10/19/2020 03/22/2019 ***.** -*.** 03/22/2019 ***.*** -*.*
RBS, 4.519% 25jun2024, USD   USD 06/25/2024 03/22/2019 ***.** * 03/22/2019 ***.** *
RBS, 4.8% 5apr2026, USD   USD 04/05/2026 03/22/2019 ***.*** *.** 03/22/2019 ***.** *.**
RBS, 5.125% 13jan2025, GBP   GBP 01/13/2025 03/22/2019 ***.** * 03/22/2019 ***.** *
RBS, 5.125% 28may2024, USD   USD 05/28/2024 03/22/2019 ***.** *.* 03/22/2019 ***.** *.**
RBS, 5.375% 30sep2019, EUR   EUR 09/30/2019 03/22/2019 ***.** *.** 03/22/2019 ***.** *.**
RBS, 5.5% 23mar2020, EUR   EUR 03/23/2020 03/22/2019 ***.** *.** 03/22/2019 ***.** *.**
RBS, 5.5% perp., GBP   GBP 03/22/2019 ***.*** * 03/22/2019 ***.*** *
RBS, 5.625% 24aug2020, USD   USD 08/24/2020 03/22/2019 ***.*** *.** 03/22/2019 ***.*** *.**
RBS, 5.625% perp., GBP   GBP 03/22/2019 **.*** * 03/22/2019 ***.** *
RBS, 6% 19dec2023, USD   USD 12/19/2023 03/22/2019 ***.** *.** 03/22/2019 ***.** *.**
RBS, 6.1% 10jun2023, USD   USD 06/10/2023 03/22/2019 ***.** *.** 03/22/2019 ***.** *.**
RBS, 6.125% 11jan2021, USD   USD 01/11/2021 03/22/2019 ***.*** *.** 03/22/2019 ***.*** *.**
RBS, 6.2% perp., GBP   GBP 03/22/2019 ***.** * 03/22/2019 ***.*** *
RBS, 6.375% 7dec2028, GBP   GBP 12/07/2028 03/22/2019 ***.** *.** 03/22/2019 ***.** *.**
RBS, 6.4% 21oct2019, USD   USD 10/21/2019 03/22/2019 ***.** *.** 03/22/2019 ***.** *.**
RBS, 6.875% 17may2025, GBP   GBP 05/17/2025 03/22/2019 ***.*** *.** 03/22/2019 ***.** *.**
RBS, 7.375% perp., GBP   GBP 03/22/2019 **.* * 03/22/2019 **.* *
RBS, 7.5% 29apr2024, GBP   GBP 04/29/2024 03/22/2019 ***.** *.** 03/22/2019 ***.** *.**
RBS, 7.5% perp., USD   USD 03/22/2019 ***.** * 03/22/2019 ***.** *
RBS, 7.64% perp., USD   USD 03/22/2019 **.* * 03/22/2019 **.** *
RBS, 7.648% perp., USD   USD 03/22/2019 ***.* * 03/22/2019 *** *
RBS, 9.3% 29jan2020, RON   RON 01/29/2020 03/22/2019 ***.*** *.** 03/22/2019 ***.*** *.**
RBS, FRN 14jun2022, EUR   EUR 06/14/2022 03/22/2019 **.*** * 03/22/2019 **.*** *
RBS, FRN 15may2021, GBP   GBP 05/15/2021 03/22/2019 ***.** * 03/22/2019 ***.*** *
RBS, FRN 15may2023, USD   USD 05/15/2023 03/22/2019 **.** * 03/22/2019 ***.** *
RBS, FRN 17mar2023, EUR   EUR 03/17/2023 03/22/2019 ***.*** * 03/22/2019 ***.*** *
RBS, FRN 25jun2024, USD   USD 06/25/2024 03/22/2019 **.** * 03/22/2019 **.** *
RBS, FRN 29mar2021, EUR   EUR 03/29/2021 03/22/2019 ***.*** * 03/22/2019 ***.*** *
RBS, FRN 8jun2020, EUR   EUR 06/08/2020 03/22/2019 **.** * 03/22/2019 **.** *
RBS Group PLC, 3.875% 12sep2023, USD   USD 09/12/2023 03/22/2019 **.** *.** 03/22/2019 **.** *.**
RBS Group PLC, 4.892% 18may2029, USD   USD 05/18/2029 03/22/2019 ***.** * 03/22/2019 ***.** *
RBS Group PLC, 5.076% 27jan2030, USD   USD 01/27/2030 03/22/2019 ***.* * 03/22/2019 ***.* *
RBS Group PLC, 6.125% 15dec2022, USD   USD 12/15/2022 03/22/2019 ***.* *.** 03/22/2019 ***.*** *.*
RBS Group PLC, 6.425% perp., USD   USD 03/22/2019 ***.** * 03/22/2019 ***.** *
RBS Group PLC, 8% perp., USD   USD 03/22/2019 ***.** * 03/22/2019 ***.** *
RBS Group PLC, 8.625% perp., USD   USD 03/22/2019 ***.** * 03/22/2019 ***.** *
Reckitt Benckiser Group, 3% 26jun2027, USD   USD 06/26/2027 03/22/2019 **.** *.** 03/22/2019 **.** *.**
Reckitt Benckiser Group, FRN 24jun2022, USD   USD 06/24/2022 03/22/2019 **.*** * 03/22/2019 **.** *
Regional REIT, 4.5% 6aug2024, GBP   GBP 08/06/2024 03/22/2019 ***.** *.** 03/22/2019 ***.* *.**
RELX Plc, 0.375% 22mar2021, EUR   EUR 03/22/2021 03/22/2019 ***.** *.** 03/22/2019 ***.** -*.**
RELX Plc, 1% 22mar2024, EUR   EUR 03/22/2024 03/22/2019 ***.** *.** 03/22/2019 ***.** *.**
RELX Plc, 1.5% 13may2027, EUR   EUR 05/13/2027 03/22/2019 ***.** *.** 03/22/2019 ***.** *.**
RELX Plc, 2.5% 24sep2020, EUR   EUR 09/24/2020 03/22/2019 ***.** *.** 03/22/2019 ***.** -*.**
Rentokil Initial, 0.95% 22nov2024, EUR   EUR 11/22/2024 03/22/2019 ***.** * 03/22/2019 ***.** *
Rentokil Initial, 3.25% 7oct2021, EUR   EUR 10/07/2021 03/22/2019 ***.** *.* 03/22/2019 ***.** *.**
Rentokil Initial, 3.375% 24sep2019, EUR   EUR 09/24/2019 03/22/2019 ***.** *.** 03/22/2019 ***.** -*.*
Retail Charity Bonds, 3.9% 23nov2027, GBP   GBP 11/23/2027 03/22/2019 ***.** *.** 03/22/2019 ***.* *.**
Retail Charity Bonds, 4% 31oct2027, GBP   GBP 10/31/2027 03/22/2019 **.* *.** 03/22/2019 ***.** *.**
Retail Charity Bonds, 4.25% 30mar2026, GBP   GBP 03/30/2026 03/22/2019 ***.* *.** 03/22/2019 ***.** *.**
Retail Charity Bonds, 4.25% 6jul2026, GBP   GBP 07/06/2026 03/22/2019 ***.** *.** 03/22/2019 ***.** *.**
Retail Charity Bonds, 4.375% 29jul2023, GBP   GBP 07/29/2021 03/22/2019 ***.** *.** 03/22/2019 ***.** *.**
Retail Charity Bonds, 4.4%30apr2025, GBP   GBP 04/30/2025 03/22/2019 ***.** *.** 03/22/2019 ***.** *.**
Retail Charity Bonds, 4.5% 20jun2026, GBP   GBP 06/20/2026 03/22/2019 **.* *.** 03/22/2019 ***.* *.**
Retail Charity Bonds, 5% 12apr2026, GBP   GBP 04/12/2026 03/22/2019 ***.** *.** 03/22/2019 ***.** *.*
Rio Tinto, 2% 11may2020, EUR   EUR 05/11/2020 03/22/2019 ***.** -*.** 03/22/2019 ***.*** -*.**
Rio Tinto, 2.875% 11dec2024, EUR   EUR 12/11/2024 03/22/2019 ***.** *.** 03/22/2019 ***.** *.**
Rio Tinto, 3.75% 15jun2025, USD   USD 06/15/2025 03/22/2019 ***.** *.** 03/22/2019 ***.** *.**
Rio Tinto, 4% 11dec2029, GBP   GBP 12/11/2029 03/22/2019 ***.** *.** 03/22/2019 ***.** *.**
Rio Tinto, 4.125% 21aug2042, USD   USD 08/21/2042 03/22/2019 ***.** *.** 03/22/2019 ***.*** *.**
Rio Tinto, 5.2% 2nov2040, USD   USD 11/02/2040 03/22/2019 ***.*** *.** 03/22/2019 ***.** *.**
Rio Tinto, 7.125% 15jul2028, USD   USD 07/15/2028 03/22/2019 ***.*** *.** 03/22/2019 ***.*** *.**
Riverside Group, 3.875% 5dec2044, GBP   GBP 12/05/2044 03/22/2019 ***.** *.** 03/22/2019 ***.** *.**
RMPA Services, 5.337% 30sep2038, GBP   GBP 09/30/2038 03/22/2019 ***.**** *.* 03/22/2019 ***.**** *.**
Road Management Services, 2.8332% 31mar2035, GBP   GBP 03/31/2035 03/22/2019 ***.*** * 03/22/2019 ***.*** *
Road Management Services, 9.18% 10jun2021, GBP   GBP 06/10/2021 03/22/2019 ***.**** *.* 03/22/2019 ***.**** *.**
Rolls-Royce, 0.875% 9may2024, EUR   EUR 05/09/2024 03/22/2019 ***.** *.** 03/22/2019 ***.*** *.**
Rolls-Royce, 1.625% 9may2028, EUR   EUR 05/09/2028 03/22/2019 ***.** *.** 03/22/2019 ***.** *.**
Rolls-Royce Holdings, 2.125% 18jun2021, EUR   EUR 06/18/2021 03/22/2019 ***.** -*.** 03/22/2019 ***.** -*.**
Rolls-Royce Holdings, 3.375% 18jun2026, GBP   GBP 06/18/2026 03/22/2019 ***.** *.** 03/22/2019 ***.** *.**
Rolls-Royce Holdings, 3.625% 14oct2025, USD   USD 10/14/2025 03/22/2019 **.*** *.** 03/22/2019 **.*** *.**
Rolls-Royce Holdings, 6.75% 30apr2019, GBP   GBP 04/30/2019 03/22/2019 ***.*** *.** 03/22/2019 ***.*** *.*
Rothschild, 9% perp., GBP   GBP 03/22/2019 ***.** * 03/22/2019 ***.** *
Rothschild, FRN perp., EUR   EUR 03/22/2019 **.** * 03/22/2019 ** *
Royal Bank Canada (London), FRN 10jul2020, GBP   GBP 07/10/2020 03/22/2019 ***.** * 03/22/2019 ***.*** *
Royal Bank Canada (London), FRN 12feb2026, EUR   EUR 02/12/2026 03/22/2019 ***.* * 03/22/2019 ***.* *
Royal Dutch Shell, 0.375% 15feb2025, EUR   EUR 02/15/2025 03/22/2019 ***.** *.** 03/22/2019 ***.** *.*
Royal Dutch Shell, 0.75% 15aug2028, EUR   EUR 08/15/2028 03/22/2019 ***.** *.** 03/22/2019 ***.** *.**
Royal Dutch Shell, 1% 6apr2022, EUR   EUR 04/06/2022 03/22/2019 ***.** -*.** 03/22/2019 ***.** -*.**
Royal Dutch Shell, 1.375% 12sep2019, USD   USD 09/12/2019 03/22/2019 **.*** *.** 03/22/2019 **.*** *.**
Royal Dutch Shell, 1.625% 20jan2027, EUR   EUR 01/20/2027 03/22/2019 ***.** *.** 03/22/2019 ***.** *.**
Royal Dutch Shell, 1.625% 24mar2021, EUR   EUR 03/24/2021 03/22/2019 ***.** -*.** 03/22/2019 ***.** -*.**
Royal Dutch Shell, 1.75% 12sep2021, USD   USD 09/12/2021 03/22/2019 **.** *.** 03/22/2019 **.** *.**
Royal Dutch Shell, 2% 20dec2019, GBP   GBP 12/20/2019 03/22/2019 ***.* *.** 03/22/2019 ***.* *.**
Royal Dutch Shell, 2.125% 11may2020, USD   USD 05/11/2020 03/22/2019 **.** *.** 03/22/2019 **.*** *.**
Royal Dutch Shell, 2.25% 10nov2020, USD   USD 11/10/2020 03/22/2019 **.*** *.** 03/22/2019 **.** *.**
Royal Dutch Shell, 2.25% 6jan2023, USD   USD 01/06/2023 03/22/2019 **.** *.** 03/22/2019 **.*** *.**
Royal Dutch Shell, 2.375% 21aug2022, USD   USD 08/21/2022 03/22/2019 **.** *.* 03/22/2019 **.** *.**
Royal Dutch Shell, 2.5% 12sep2026, USD   USD 09/12/2026 03/22/2019 **.*** *.** 03/22/2019 **.*** *.**
Royal Dutch Shell, 2.5% 24mar2026, EUR   EUR 03/24/2026 03/22/2019 ***.** *.** 03/22/2019 ***.** *.**
Royal Dutch Shell, 3.25% 11may2025, USD   USD 05/11/2025 03/22/2019 ***.** *.** 03/22/2019 ***.*** *.**
Royal Dutch Shell, 3.4% 12aug2023, USD   USD 08/12/2023 03/22/2019 ***.** *.** 03/22/2019 ***.** *.**
Royal Dutch Shell, 3.625% 21aug2042, USD   USD 08/21/2042 03/22/2019 **.*** *.** 03/22/2019 **.*** *.**
Royal Dutch Shell, 3.75% 12sep2046, USD   USD 09/12/2046 03/22/2019 **.** *.** 03/22/2019 **.** *.**
Royal Dutch Shell, 4.125% 11may2035, USD   USD 05/11/2035 03/22/2019 ***.** *.** 03/22/2019 ***.*** *.**
Royal Dutch Shell, 4.3% 22sep2019, USD   USD 09/22/2019 03/22/2019 ***.** *.** 03/22/2019 ***.*** *.**
Royal Dutch Shell, 4.375% 11may2045, USD   USD 05/11/2045 03/22/2019 ***.** *.* 03/22/2019 ***.** *.**
Royal Dutch Shell, 4.375% 25mar2020, USD   USD 03/25/2020 03/22/2019 ***.** *.** 03/22/2019 ***.* *.**
Royal Dutch Shell, 4.55% 12aug2043, USD   USD 08/12/2043 03/22/2019 ***.** *.** 03/22/2019 ***.** *.**
Royal Dutch Shell, 5.5% 25mar2040, USD   USD 03/25/2040 03/22/2019 ***.*** *.** 03/22/2019 ***.* *.**
Royal Dutch Shell, 6.375% 15dec2038, USD   USD 12/15/2038 03/22/2019 ***.*** *.** 03/22/2019 ***.** *.**
Royal Dutch Shell, FRN 11may2020, USD   USD 05/11/2020 03/22/2019 ***.** * 03/22/2019 ***.** *
Royal Dutch Shell, FRN 12sep2019, USD   USD 09/12/2019 03/22/2019 ***.*** * 03/22/2019 ***.*** *
Royal London Mutual Insurance Society, 6.125% 13nov2028, GBP   GBP 11/13/2028 03/22/2019 ***.** *.* 03/22/2019 ***.** *.*
Royal London Mutual Insurance Society, 6.125% 30nov2043, GBP   GBP 11/30/2043 03/22/2019 ***.* *.** 03/22/2019 ***.*** *.**
Royal Mail, 2.375% 29jul2024, EUR   EUR 07/29/2024 03/22/2019 ***.** *.** 03/22/2019 ***.*** *.**
RSA Insurance Group, 5.125% 10oct2045, GBP   GBP 10/10/2045 03/22/2019 ***.** * 03/22/2019 ***.* *
RSA Insurance Group, 8.95% 15oct2029, USD   USD 10/15/2029 03/22/2019 ***.**** *.* 03/22/2019 ***.**** *.**
RSA Insurance Group, 9.375% 20may2039, GBP   GBP 05/20/2039 03/22/2019 ***.** * 03/22/2019 ***.** *
RSA Insurance Group, FRN perp., DKK   DKK 03/22/2019 ***.*** * 03/22/2019 ***.*** *
RSA Insurance Group, FRN perp., SEK   SEK 03/22/2019 ***.*** * 03/22/2019 ***.*** *
Saga, 3.375% 12may2024, GBP   GBP 05/12/2024 03/22/2019 **.*** *.** 03/22/2019 **.*** *.**
Sainsbury's Bank, 6% 23nov2027, GBP   GBP 11/23/2027 03/22/2019 **.** *.* 03/22/2019 ***.** *.**
Sanctuary Capital, 5% 26apr2047, GBP   GBP 04/26/2047 03/22/2019 ***.** *.** 03/22/2019 ***.** *
Sanctuary Capital, 6.697% 23mar2039, GBP   GBP 03/23/2039 03/22/2019 ***.*** *.** 03/22/2019 ***.**** *.**
Santander UK, 0.375% 20sep2024, EUR   EUR 09/20/2024 03/22/2019 ***.** * 03/22/2019 ***.*** *
Santander UK, 1.625% 10may2021, GBP   GBP 05/10/2021 03/22/2019 ***.*** *.** 03/22/2019 ***.*** *.**
Santander UK, 2.5% 5jan2021, USD   USD 01/05/2021 03/22/2019 **.*** *.** 03/22/2019 **.*** *.*
Santander UK, 2.92% 8may2026, GBP   GBP 05/08/2026 03/22/2019 ***.** * 03/22/2019 ***.** *
Santander UK, 3.4% 1jun2021, USD   USD 06/01/2021 03/22/2019 ***.** *.** 03/22/2019 ***.** *.**
Santander UK, 3.75% 15nov2021, USD   USD 11/15/2021 03/22/2019 ***.** *.** 03/22/2019 ***.** *.**
Santander UK, 4% 13mar2024, USD   USD 03/13/2024 03/22/2019 ***.*** *.** 03/22/2019 ***.** *.**
Santander UK, FRN 12feb2025, GBP   GBP 02/12/2025 03/22/2019 ***.** * 03/22/2019 ***.* *
Santander UK, FRN 13apr2021, GBP   GBP 04/13/2021 03/22/2019 **.** * 03/22/2019 **.** *
Santander UK, FRN 1jun2021, USD   USD 06/01/2021 03/22/2019 ***.* * 03/22/2019 ***.** *
Santander UK Group Holdings, 0.5% 10jan2026, EUR   EUR 01/10/2026 03/22/2019 ***.*** * 03/22/2019 ***.*** *
Santander UK Group Holdings, 0.787% 10dec2020, JPY   JPY 12/10/2020 03/22/2019 ***.** *.** 03/22/2019 ***.*** *.**
Santander UK Group Holdings, 1.125% 8sep2023, EUR   EUR 09/08/2023 03/22/2019 **.** *.** 03/22/2019 **.** *.**
Santander UK Group Holdings, 2.125% 3nov2020, USD   USD 11/03/2020 03/22/2019 **.*** *.** 03/22/2019 **.* *.**
Santander UK Group Holdings, 2.875% 16oct2020, USD   USD 10/16/2020 03/22/2019 **.** *.* 03/22/2019 **.** *.**
Santander UK Group Holdings, 2.875% 5aug2021, USD   USD 08/05/2021 03/22/2019 **.** *.** 03/22/2019 **.** *.**
Santander UK Group Holdings, 3.571% 10jan2023, USD   USD 01/10/2023 03/22/2019 **.*** *.** 03/22/2019 **.** *.**
Santander UK Group Holdings, 3.625% 14jan2026, GBP   GBP 01/14/2026 03/22/2019 ***.** *.** 03/22/2019 ***.** *.**
Santander UK Group Holdings, 3.875% 15oct2029, GBP   GBP 10/15/2029 03/22/2019 ***.* *.** 03/22/2019 ***.** *.*
Santander UK Group Holdings, 4.75% 15sep2025, USD   USD 09/15/2025 03/22/2019 **.** *.** 03/22/2019 **.** *.**
Santander UK Group Holdings, 4.796% 15nov2024, USD   USD 11/15/2024 03/22/2019 ***.*** * 03/22/2019 ***.*** *
Santander UK Group Holdings, FRN 18may2023, EUR   EUR 05/18/2023 03/22/2019 **.** * 03/22/2019 **.*** *
Santander UK Group Holdings, FRN 27mar2024, EUR   EUR 03/27/2024 03/22/2019 **.** * 03/22/2019 **.** *
Santander UK Group Holdings, FRN 3nov2020, USD   USD 11/03/2020 03/22/2019 **.**** * 03/22/2019 **.**** *
Santander UK Group Holdings, FRN 5may2021, GBP   GBP 05/05/2021 03/22/2019 ***.** * 03/22/2019 ***.** *
Saxon Weald Capital, 5.375% 6jun2042, GBP   GBP 06/06/2042 03/22/2019 ***.**** *.** 03/22/2019 ***.**** *.**
SB Holdco, FRN 13jul2022, EUR   EUR 07/13/2022 03/22/2019 **.** * 03/22/2019 **.** *
Scotland Gas Networks, 3.25% 8mar2027, GBP   GBP 03/08/2027 03/22/2019 ***.** *.** 03/22/2019 ***.** *.**
Scotland Gas Networks, 4.875% 21dec2034, GBP   GBP 12/21/2034 03/22/2019 ***.** *.** 03/22/2019 ***.** *.**
Scottish & Southern Energy (SSE), 1.75% 8sep2023, EUR   EUR 09/08/2023 03/22/2019 ***.** *.** 03/22/2019 ***.** *.**
Scottish & Southern Energy (SSE), 2% 17jun2020, EUR   EUR 06/17/2020 03/22/2019 ***.** *.** 03/22/2019 ***.** -*.**
Scottish & Southern Energy (SSE), 2.375% 10feb2022, EUR   EUR 02/10/2022 03/22/2019 ***.** *.** 03/22/2019 ***.** *.*
Scottish & Southern Energy (SSE), 2.375% perp., EUR   EUR 03/22/2019 ***.** * 03/22/2019 ***.*** *
Scottish & Southern Energy (SSE), 3.875% perp., GBP   GBP 03/22/2019 ***.*** * 03/22/2019 ***.*** *
Scottish & Southern Energy (SSE), 4.25% 14sep2021, GBP   GBP 09/14/2021 03/22/2019 ***.** *.** 03/22/2019 ***.** *.**
Scottish & Southern Energy (SSE), 5.875% 22sep2022, GBP   GBP 09/22/2022 03/22/2019 ***.** *.** 03/22/2019 ***.** *.*
Scottish & Southern Energy (SSE), 6.25% 27aug2038, GBP   GBP 08/27/2038 03/22/2019 ***.** *.** 03/22/2019 ***.** *.**
Scottish & Southern Energy (SSE), 8.375% 20nov2028, GBP   GBP 11/20/2028 03/22/2019 ***.** *.** 03/22/2019 ***.** *.**
Scottish Investment Trust (SIT), 5.75% 17apr2030, GBP   GBP 04/17/2030 03/22/2019 ***.*** *.** 03/22/2019 ***.**** *.**
Scottish Power, 6.75% 29may2023, GBP   GBP 05/29/2023 03/22/2019 ***.** *.** 03/22/2019 ***.** *.**
Scottish Power, FRN 13oct2024, GBP   GBP 10/13/2024 03/22/2019 ***.*** * 03/22/2019 ***.*** *
Segro, 1.5% 20nov2025, EUR   EUR 11/20/2025 03/22/2019 **.** *.** 03/22/2019 **.** *.**
Segro, 5.75% 20jun2035, GBP   GBP 06/20/2035 03/22/2019 ***.** *.** 03/22/2019 ***.** *.**
Segro, 6.75% 23feb2024, GBP   GBP 02/23/2024 03/22/2019 *** *.** 03/22/2019 *** *.**
Segro, 6.75% 23nov2021, GBP   GBP 11/23/2021 03/22/2019 ***.*** *.** 03/22/2019 ***.** *.**
Segro, 7% 14mar2022, GBP   GBP 03/14/2022 03/22/2019 ***.** *.** 03/22/2019 ***.** *.**
Severn Trent, 1.3% 11jul2022, GBP   GBP 07/11/2022 03/22/2019 ***.* * 03/22/2019 ***.** *
Severn Trent, 2.75% 5dec2031, GBP   GBP 12/05/2031 03/22/2019 ***.** *.** 03/22/2019 ***.** *.**
Severn Trent, 3.625% 16jan2026, GBP   GBP 01/16/2026 03/22/2019 ***.* *.** 03/22/2019 ***.** *.**
Severn Trent, 4.875% 24jan2042, GBP   GBP 01/24/2042 03/22/2019 ***.** *.** 03/22/2019 ***.** *.*
Severn Trent, 6.125% 26feb2024, GBP   GBP 02/26/2024 03/22/2019 ***.** *.** 03/22/2019 ***.** *.**
Severn Trent, 6.25% 7jun2029, GBP   GBP 06/07/2029 03/22/2019 ***.** *.** 03/22/2019 ***.** *.**
Severn Trent, FRN 30may2028, GBP   GBP 05/30/2028 03/22/2019 ***.*** * 03/22/2019 ***.*** *
Shanks Group, 3.65% 2022, USD   EUR 06/16/2022 03/22/2019 ***.*** *.** 03/22/2019 ***.*** *.**
Shanks Group, 4.23% 2019, EUR   EUR 07/30/2019 03/22/2019 **.** *.** 03/22/2019 ***.** *.**
Shawbrook Group, 7.875% perp., GBP   GBP 03/22/2019 **.*** * 03/22/2019 **.*** *
Shawbrook Group, 8.5% 28oct2025, GBP   GBP 10/28/2025 03/22/2019 ***.*** * 03/22/2019 ***.*** *
Shop Direct, 7.75% 15nov2022, GBP   GBP 11/15/2022 03/22/2019 **.*** **.** 03/22/2019 **.*** **.**
Signet Jewelers, 4.7% 15jun2024, USD   USD 06/15/2024 03/22/2019 **.** *.** 03/22/2019 **.** *.**
Silverstone Master Issuer, FRN 21jan2070, GBP   GBP 01/21/2070 03/22/2019 ***.**** * 03/22/2019 ***.**** *
Sirius Minerals, 8.5% 28nov2023, USD (Conv.)   USD 11/28/2023 03/22/2019 ***.** *.** 03/22/2019 ***.** *.**
Skipton Building Society, 0.5% 2oct2023, EUR   EUR 10/02/2023 03/22/2019 ***.*** *.** 03/22/2019 ***.*** *.**
Skipton Building Society, 1.75% 30jun2022, GBP   GBP 06/30/2022 03/22/2019 **.** *.** 03/22/2019 **.** *.**
Skipton Building Society, FRN 2may2023, GBP   GBP 05/02/2023 03/22/2019 **.** * 03/22/2019 **.** *
Sky plc, 1.5% 15sep2021, EUR   EUR 09/15/2021 03/22/2019 ***.** *.** 03/22/2019 ***.** *.**
Sky plc, 1.875% 24nov2023, EUR   EUR 11/24/2023 03/22/2019 ***.** *.** 03/22/2019 ***.** *.**
Sky plc, 2.25% 17nov2025, EUR   EUR 11/17/2025 03/22/2019 ***.** *.** 03/22/2019 ***.** *.**
Sky plc, 2.5% 15sep2026, EUR   EUR 09/15/2026 03/22/2019 ***.** *.** 03/22/2019 ***.** *.**
Sky plc, 2.625% 16sep2019, USD   USD 09/16/2019 03/22/2019 **.*** *.** 03/22/2019 ***.*** -*.**
Sky plc, 2.75% 27nov2029, EUR   EUR 11/27/2029 03/22/2019 ***.** *.** 03/22/2019 ***.** *.**
Sky plc, 2.875% 24nov2020, GBP   GBP 11/24/2020 03/22/2019 ***.** *.** 03/22/2019 ***.** *.**
Sky plc, 3.125% 26nov2022, USD   USD 11/26/2022 03/22/2019 ***.** *.** 03/22/2019 ***.*** *.**
Sky plc, 4% 26nov2029, GBP   GBP 11/26/2029 03/22/2019 ***.** *.** 03/22/2019 ***.** *.**
Sky plc, 6% 21may2027, GBP   GBP 05/21/2027 03/22/2019 ***.* * 03/22/2019 ***.** *.**
Sky plc, FRN 1apr2020, EUR   EUR 04/01/2020 03/22/2019 ***.** * 03/22/2019 ***.** *
Smiths Group, 1.25% 28apr2023, EUR   EUR 04/28/2023 03/22/2019 ***.** *.** 03/22/2019 ***.** *.**
Smiths Group, 2% 23feb2027, EUR   EUR 02/23/2027 03/22/2019 ***.** *.** 03/22/2019 *** *.**
Society of Lloyds, 4.75% 30oct2024, GBP   GBP 10/30/2024 03/22/2019 ***.** *.** 03/22/2019 ***.*** *.**
Society of Lloyds, 4.875% 7feb2047, GBP   GBP 02/07/2047 03/22/2019 ***.** * 03/22/2019 ***.** *
Sound Energy, 0,0521jun2021, EUR   EUR 06/21/2021 03/22/2019 **.* *.** 03/22/2019 ***.* *.**
South East Water, 5.5834% 29mar2029, GBP   GBP 03/29/2029 03/22/2019 *** *.** 03/22/2019 ***.** *.**
South East Water, 5.6577% 2019, GBP (ABS)   GBP 09/30/2019 03/22/2019 ***.*** * 03/22/2019 ***.**** *
South Eastern Power Networks, 5.625% 30sep2030, GBP   GBP 09/30/2030 03/22/2019 ***.** *.** 03/22/2019 ***.** *.**
South Eastern Power Networks, 6.375% 12nov2031, GBP   GBP 11/12/2031 03/22/2019 ***.*** *.** 03/22/2019 ***.*** *.*
Southern Electric Power Distribution, 4.625% 20feb2037, GBP   GBP 02/20/2037 03/22/2019 ***.** *.** 03/22/2019 ***.** *.**
Southern Electric Power Distribution, 5.5% 7jun2032, GBP   GBP 06/07/2032 03/22/2019 ***.** *.** 03/22/2019 ***.** *.**
Southern Gas Networks, 2.5% 3feb2025, GBP   GBP 02/03/2025 03/22/2019 ***.** *.** 03/22/2019 ***.* *.**
Southern Gas Networks, 4.875% 21dec2020, GBP   GBP 12/21/2020 03/22/2019 ***.*** *.** 03/22/2019 ***.*** *.**
Southern Gas Networks, 4.875% 21mar2029, GBP   GBP 03/21/2029 03/22/2019 ***.** *.* 03/22/2019 ***.** *.**
Southern Gas Networks, 4.875% 5oct2023, GBP   GBP 10/05/2023 03/22/2019 ***.* *.** 03/22/2019 ***.*** *.**
Southern Gas Networks, 6.375% 15may2040, GBP   GBP 05/15/2040 03/22/2019 ***.** *.** 03/22/2019 ***.** *.**
SOUTHERN HOUSING GROUP, 3.5% 19oct2047, GBP   GBP 10/19/2047 03/22/2019 ***.*** *.** 03/22/2019 ***.*** *.**
Southern Water Services, 3.706% 31mar2034, GBP   GBP 03/31/2034 03/22/2019 ***.*** * 03/22/2019 ***.*** *
Southern Water Services, 4.5% 31mar2052, GBP   GBP 03/31/2052 03/22/2019 ***.** *.** 03/22/2019 ***.** *.**
Southern Water Services, 5% 31mar2021, GBP   GBP 03/31/2021 03/22/2019 ***.**** *.** 03/22/2019 ***.**** *.**
Southern Water Services, 5.125% 30sep2056, GBP   GBP 09/30/2056 03/22/2019 ***.** *.** 03/22/2019 ***.* *.**
Southern Water Services, 6.125% 31mar2019, GBP   GBP 03/31/2019 03/22/2019 **.** ***.** 03/22/2019 ***.* *
Southern Water Services, 6.192% 31mar2029, GBP (ABS)   GBP 03/31/2029 03/22/2019 ***.**** * 03/22/2019 ***.**** *
Southern Water Services, 6.64% 31mar2026, GBP   GBP 03/31/2026 03/22/2019 ***.**** *.** 03/22/2019 ***.**** *.**
Sovereign Housing Capital, 4.768% 1jun2043, GBP   GBP 06/01/2043 03/22/2019 ***.** *.** 03/22/2019 ***.** *.**
Sovereign Housing Capital, 5.705% 10sep2039, GBP   GBP 09/10/2039 03/22/2019 ***.*** *.* 03/22/2019 ***.**** *.**
SP Manweb, 4.875% 20sep2027, GBP   GBP 09/20/2027 03/22/2019 ***.** *.** 03/22/2019 ***.** *.*
Spirit Issuer, 5.472% 28dec2028, GBP   GBP 12/28/2028 03/22/2019 ***.**** *.** 03/22/2019 ***.**** *.**
Spirit Pub Company, 6.582% 28dec2027, GBP   GBP 12/28/2027 03/22/2019 **.**** * 03/22/2019 ***.**** *
SSE plc, 0.875% 6sep2025, EUR   EUR 09/06/2025 03/22/2019 **.* *.** 03/22/2019 **.* *.**
SSE plc, 1.375% 4sep2027, EUR   EUR 09/04/2027 03/22/2019 ***.** *.** 03/22/2019 ***.** *.*
SSE plc, 3.625% 16sep2077, GBP   GBP 09/16/2077 03/22/2019 **.** * 03/22/2019 **.*** *
SSE plc, 4.75% 16sep2077, USD   USD 09/16/2077 03/22/2019 **.* * 03/22/2019 **.** *
St James's Oncology Financing, 0.01% 31mar2037, GBP   GBP 03/31/2037 03/22/2019 ***.** * 03/22/2019 ***.** *
Stagecoach Group, 4% 29sep2025, GBP   GBP 09/29/2025 03/22/2019 ***.*** *.* 03/22/2019 ***.*** *.**
Standard Chartered Bank, 0% 3aug2046, USD (10957D)   USD 08/03/2046 03/22/2019 ***.*** *.** 03/22/2019 ***.*** *.**
Standard Chartered Bank, 0.7% 13jun2025, JPY   JPY 06/13/2025 03/22/2019 ***.*** *.** 03/22/2019 ***.*** *.**
Standard Chartered Bank, 0.75% 3oct2023, EUR   EUR 10/03/2023 03/22/2019 **.** * 03/22/2019 **.** *
Standard Chartered Bank, 1.625% 3oct2027, EUR   EUR 10/03/2027 03/22/2019 ***.** * 03/22/2019 ***.*** *
Standard Chartered Bank, 2.1% 19aug2019, USD   USD 08/19/2019 03/22/2019 **.** *.** 03/22/2019 **.*** *.**
Standard Chartered Bank, 2.4% 8sep2019, USD   USD 09/08/2019 03/22/2019 **.** *.** 03/22/2019 ***.** -*.**
Standard Chartered Bank, 3.05% 15jan2021, USD   USD 01/15/2021 03/22/2019 **.** *.** 03/22/2019 **.**** *.**
Standard Chartered Bank, 4.3% 19feb2027, USD   USD 02/19/2027 03/22/2019 ***.**** *.** 03/22/2019 ***.** *.**
Standard Chartered Bank, 4.52% 15apr2019, CNY   CNY 04/15/2019 03/22/2019 **.*** *.** 03/22/2019 ***.*** -*.**
Standard Chartered Bank, 4.56% 15apr2019, CNY   CNY 04/15/2019 03/22/2019 ***.*** *.* 03/22/2019 ***.*** -*.**
Standard Chartered Bank, 5.2% 26jan2024, USD   USD 01/26/2024 03/22/2019 ***.*** *.** 03/22/2019 ***.*** *.**
Standard Chartered Bank, 5.7% 26mar2044, USD   USD 03/26/2044 03/22/2019 ***.**** *.** 03/22/2019 ***.** *.**
Standard Chartered Bank, 7.5% perp., USD   USD 03/22/2019 ***.** * 03/22/2019 ***.* *
Standard Chartered Bank, 7.75% perp., GBP   GBP 03/22/2019 ***.** * 03/22/2019 ***.** *
Standard Chartered Bank, 7.75% perp., USD   USD 03/22/2019 ***.*** * 03/22/2019 ***.*** *
Standard Chartered Bank, 8% 30may2031, USD   USD 05/30/2031 03/22/2019 ***.**** *.** 03/22/2019 ***.*** *.**
Standard Chartered Bank, FRN 19aug2019, USD   USD 08/19/2019 03/22/2019 ***.*** * 03/22/2019 ***.*** *
Standard Chartered Bank, FRN 23aug2019, EUR   EUR 08/23/2019 03/22/2019 ***.*** * 03/22/2019 ***.*** *
Standard Chartered Bank, FRN 24apr2020, EUR   EUR 04/24/2020 03/22/2019 ***.** * 03/22/2019 ***.* *
Standard Chartered Bank, FRN 24apr2020, GBP   GBP 04/24/2020 03/22/2019 **.*** * 03/22/2019 ***.*** *
Standard Chartered Plc, 1.625% 13jun2021, EUR   EUR 06/13/2021 03/22/2019 ***.** *.** 03/22/2019 ***.** *.**
Standard Chartered Plc, 2.25% 17apr2020, USD   USD 04/17/2020 03/22/2019 **.** *.** 03/22/2019 **.** *.**
Standard Chartered Plc, 3.125% 19nov2024, EUR   EUR 11/19/2024 03/22/2019 ***.** *.** 03/22/2019 ***.** *.**
Standard Chartered Plc, 3.2% 17apr2025, USD   USD 04/17/2025 03/22/2019 **.* *.** 03/22/2019 **.** *.**
Standard Chartered Plc, 3.625% 23nov2022, EUR   EUR 11/23/2022 03/22/2019 ***.** *.** 03/22/2019 ***.** *.**
Standard Chartered Plc, 3.95% 11jan2023, USD   USD 01/11/2023 03/22/2019 ***.** *.** 03/22/2019 ***.**** *.**
Standard Chartered Plc, 4% 21oct2025, EUR   EUR 10/21/2025 03/22/2019 ***.** * 03/22/2019 ***.** *
Standard Chartered Plc, 4.05% 12apr2026, USD   USD 04/12/2026 03/22/2019 ***.** *.** 03/22/2019 ***.** *.**
Standard Chartered Plc, 4.375% 18jan2038, GBP   GBP 01/18/2038 03/22/2019 ***.** *.** 03/22/2019 ***.** *.*
Standard Chartered Plc, 4.4% 23jan2026, SGD   SGD 01/23/2026 03/22/2019 ***.**** * 03/22/2019 ***.**** *
Standard Chartered Plc, 5.125% 6jun2034, GBP   GBP 06/06/2034 03/22/2019 ***.*** *.** 03/22/2019 ***.** *.**
Standard Chartered Plc, 5.3% 9jan2043, USD   USD 01/09/2043 03/22/2019 ***.*** *.** 03/22/2019 ***.*** *.**
Standard Chartered Plc, 5.375% perp., GBP   GBP 03/22/2019 ***.** * 03/22/2019 ***.*** *
Standard Chartered Plc, 5.7% 25jan2022, USD   USD 01/25/2022 03/22/2019 ***.*** *.** 03/22/2019 ***.** *.**
Standard Chartered Plc, 6.409% perp., USD   USD 03/22/2019 ** * 03/22/2019 **.** *
Standard Chartered Plc, 6.5% perp., USD   USD 03/22/2019 ***.** * 03/22/2019 ***.*** *
Standard Chartered Plc, 7.014% perp., USD   USD 03/22/2019 ***.** * 03/22/2019 ***.** *
Standard Chartered Plc, FRN perp., USD   USD 03/22/2019 **.** * 03/22/2019 **.** *
Standard Chartered Plc, FRN perp., USD   USD 03/22/2019 **.**** * 03/22/2019 **.**** *
Standard Life Aberdeen, 5.5% 4dec2042, GBP   GBP 12/04/2042 03/22/2019 ***.*** * 03/22/2019 ***.** *
State Bank of India (London), 4.375% 24jan2024, USD   USD 01/24/2024 03/22/2019 ***.** *.** 03/22/2019 ***.** *.**
State Bank of India (London), FRN 20jan2020, USD   USD 01/20/2020 03/22/2019 **.*** * 03/22/2019 ***.*** *
State Bank of India (London), FRN 6apr2020, USD   USD 04/06/2020 03/22/2019 ***.** * 03/22/2019 ***.** *
Stirling Water Seafield Finance, 5.822% 26sep2026, GBP   GBP 09/26/2026 03/22/2019 ***.*** *.** 03/22/2019 ***.**** *.**
Student Finance, 2.6663% 30sep2024, GBP   GBP 09/30/2024 03/22/2019 **.*** * 03/22/2019 **.*** *.**
Sustainable Communities for Leeds , 5.069% 30sep2032, GBP   GBP 09/30/2032 03/22/2019 ***.*** *.** 03/22/2019 ***.*** *.**
Sutton and East Surrey Water, 2.874% 31may2031, GBP   GBP 05/31/2031 03/22/2019 ***.**** * 03/22/2019 ***.**** *
SW Funding, 5.5% 16jun2023, GBP   GBP 06/16/2023 03/22/2019 ***.** *.** 03/22/2019 ***.** *.**
SW Funding, 7% 16jun2043, GBP   GBP 06/16/2043 03/22/2019 ***.* *.** 03/22/2019 ***.** *.**
Swan Housing Group, 3.625%5mar2048, GBP   GBP 03/05/2048 03/22/2019 ***.**** *.** 03/22/2019 ***.**** *.**
TA Mfg, 3.625% 15apr2023, EUR   EUR 04/15/2023 03/22/2019 ***.** *.** 03/22/2019 ***.** *.**
TalkTalk Telecom Group, 5.375% 15jan2022, GBP   GBP 01/15/2022 03/22/2019 ***.** *.** 03/22/2019 ***.** *.**
Tate&Lyle, 6.75% 25nov2019, GBP   GBP 11/25/2019 03/22/2019 ***.** *.** 03/22/2019 ***.*** *.**
TechnipFMC, 4% 15jun2027, EUR   EUR 06/15/2027 03/22/2019 ***.** *.** 03/22/2019 ***.*** *.**
Telereal, 4.01% 10dec2033, GBP (ABS)   GBP 12/10/2033 03/22/2019 ***.** * 03/22/2019 ***.** *
Telereal, 4.09% 10dec2033, GBP   GBP 12/10/2033 03/22/2019 ***.*** *.** 03/22/2019 ***.**** *.**
Telereal, 4.9741% 10dec2033, GBP   GBP 09/10/2027 03/22/2019 ***.**** * 03/22/2019 ***.**** *
Telereal, 5.3887% 10dec2033, GBP (ABS)   GBP 12/10/2033 03/22/2019 ***.** * 03/22/2019 ***.** *
Telereal, 5.4252% 10dec2033, GBP (ABS)   GBP 12/10/2033 03/22/2019 ***.** * 03/22/2019 ***.** *
Telereal, 5.5534% 10dec2033, GBP (ABS)   GBP 12/10/2033 03/22/2019 ***.** * 03/22/2019 ***.** *
Telereal, 5.5653% 10dec2031, GBP   GBP 12/10/2031 03/22/2019 ***.**** *.** 03/22/2019 ***.**** *.**
Telereal, 5.9478% 10dec2033, GBP (ABS)   GBP 12/10/2033 03/22/2019 ***.** * 03/22/2019 ***.** *
Telereal, 6.1645% 10dec2031, GBP   GBP 12/10/2031 03/22/2019 ***.**** *.** 03/22/2019 ***.**** *.**
Temple Bar Investment Trust, 5.5%8mar2021, GBP   GBP 03/08/2021 03/22/2019 ***.*** *.** 03/22/2019 ***.*** *.**
Tesco, 1% 16dec2019, GBP   GBP 12/16/2019 03/22/2019 ***.* * 03/22/2019 ***.* *