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

United Kingdom: bonds

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

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

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

Outstanding bond issues

Сurrency Outstanding bond issues Cumulative volume
sovereign
GBP 98 1 499 669 790 555
municipal
GBP 4 1 084 971 000
corporate
USD 1794 631 255 573 934
GBP 1355 416 128 785 070
EUR 841 562 369 464 490
RUB 358 128 533 913 000
AUD 43 9 723 000 000
CHF 42 7 976 650 000
HKD 34 14 554 000 000
IDR 32 20 579 760 000 000
ZAR 31 52 247 600 000
NOK 29 25 081 500 000
JPY 28 545 288 000 000
INR 19 53 156 000 000
BRL 17 3 030 933 000
CNY 15 6 219 000 000
TRY 13 4 942 700 000
CAD 10 4 545 000 000
MXN 9 10 365 650 000
ARS 8 5 550 000 000
KZT 7 97 450 000 000
RON 7 770 750 000
SEK 6 7 745 000 000
NZD 6 492 600 000
UAH 5 5 124 750 000
SGD 4 2 200 000 000
ITL 4 2 525 000 000 000
GEL 4 292 400 000
KRW 3 100 000 000 000
AMD 3 8 458 900 000
FRF 2 1 316 000 000
UYU 1 181 000 000
COP 1 15 000 000 000
CZK 1 900 000 000
ZMW 1 50 000 000
PEN 1 32 500 000
RSD 1 2 500 000 000
HUF 1 1 250 000 000
PLN 1 20 000 000
DKK 1 650 000 000

Sovereign rating

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

Latest bond issues

issue ISIN coupon volume end of placement maturity date
EBRD, 2.75% 26apr2021, USD - International bonds US29874QDK76 2.75% 1 750 000 000  USD 04/19/2018 04/26/2021
EBRD, 7.5% 11jun2020, MXN - International bonds XS1813142731 7.5% 1 000 000 000  MXN 04/19/2018 06/11/2020
Phoenix Group, 5.75% perp., GBP - International bonds XS1802140894 5.75% 500 000 000  GBP 04/19/2018
Virgin Money Holdings, 3.375% 24apr2026, GBP - International bonds XS1813150247 3.375% 350 000 000  GBP 04/19/2018 04/24/2026
EBRD, 10% 13oct2021, TRY - International bonds XS1698526263 10% 700 000 000  TRY 04/18/2018 10/13/2021
EBRD, 3.5% 25apr2023, RON - International bonds XS1812094610 3.5% 50 000 000  RON 04/18/2018 04/25/2023
EBRD, 3.5% 27apr2022, PEN - International bonds XS1812087838 3.5% 32 500 000  PEN 04/18/2018 04/27/2022
Standard Chartered Bank, FRN 24apr2020, GBP - International bonds XS1812070511 3M LIBOR GBP + 0.25% 68 000 000  GBP 04/18/2018 04/24/2020
Leeds Building Society, 3.75% 25apr2029, GBP - International bonds XS1812121876 3.75% until 25.04.2028, then 1Y GBP Swap Rate + 2.29% 200 000 000  GBP 04/18/2018 04/25/2029
EBRD, 19% 14feb2019, ARS - International bonds XS1768702141 19% 550 000 000  ARS 04/17/2018 02/14/2019

World Bond Market Indicators

Daily indices

Type: 04/20/2018 04/19/2018 04/18/2018 04/17/2018 04/16/2018 04/13/2018 04/12/2018
Treasuries
Gilt 10Y YTM 1.48 1.52 1.41 1.44 1.46 1.44 1.46
show other indices

Monthly indices

Type Mar 2018 Feb 2018 Jan 2018 Jun 2017 May 2017 Apr 2017 Mar 2017
EU Long-term interest rates
United Kingdom, %   1.45 1.57 1.33 0.98 1.03 1.00 1.13
show other indices

World Bond market statistics

Monthly indices

Type Mar 2018 Feb 2018 Jan 2018 Dec 2017 Nov 2017 Oct 2017 Sep 2017
Domestic govt Bonds markets (Western Europe)
United Kingdom govt Bonds outst., EUR bln (without Bills) 1 738.78 1 737.55 1 724.81 1 721.45 1 705.42 1 713.61 1 702.47
show other indices

Quarterly indices

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

New issues of Developed markets International Bonds

Monthly indices

Type Mar 2018 Feb 2018 Jan 2018 Dec 2017 Nov 2017 Oct 2017 Sep 2017
Developed Market International Bonds (excl. USA)
New issues of international bonds (UK), USD bln 27.597 17.177 26.069 8.976 26.720 24.343 21.856
Number of new international bond issues (UK) 108 75 80 59 92 70 96
show other indices

Developed Markets International Bonds

Monthly indices

Type Mar 2018 Feb 2018 Jan 2018 Dec 2017 Nov 2017 Oct 2017 Sep 2017
International bonds Developed Markets
United Kingdom sovereign international bonds, USD bln 0.282 0.278 0.282 0.269 0.268 0.264 0.720
United Kingdom municipal international bonds, USD bln 1.227 1.208 1.228 1.169 1.167 1.148 1.170
United Kingdom corporate international bonds, USD bln 1 618.536 1 598.529 1 615.409 1 566.932 1 568.579 1 536.221 1 549.925
show other indices

Money market

Daily indices

Type: 04/20/2018 04/19/2018 04/18/2018 04/17/2018 04/16/2018 04/13/2018 04/12/2018
IRS GBP (Annual Fixed vs 6M Libor) 
IRS GBP 1Y vs 6M Libor mid * * * * * * *
IRS GBP 2Y vs 6M Libor mid * * * * * * *
IRS GBP 3Y vs 6M Libor mid * * * * * * *
IRS GBP 4Y vs 6M Libor mid * * * * * * *
IRS GBP 5Y vs 6M Libor mid * * * * * * *
IRS GBP 6Y vs 6M Libor mid * * * * * * *
IRS GBP 7Y vs 6M Libor mid * * * * * * *
IRS GBP 8Y vs 6M Libor mid * * * * * * *
IRS GBP 9Y vs 6M Libor mid * * * * * * *
IRS GBP 10Y vs 6M Libor mid * * * * * * *
IRS GBP 30Y vs 6M Libor mid * * * * * * *
show other indices

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

Risk Management Institute

Daily indices

Type: 04/20/2018 04/19/2018 04/18/2018 04/17/2018 04/16/2018 04/13/2018 04/12/2018
RMI CVI - Europe
UK CVI value weighted  11.55 11.58 11.61 11.86 11.95 10.92 11.05
UK CVI tail  142.02 147.20 158.00 157.72 154.92 150.54 150.88
UK CVI equally weighted  43.77 42.47 43.17 43.40 43.58 42.61 43.27
show other indices

Macroeconomic Indicators (World economy)

Monthly indices

Type Feb 2018 Jan 2018 Dec 2017 Nov 2017 Oct 2017 Sep 2017 Aug 2017
Inflation Rate (World), % to the same period of the previous year
Inflation Rate (United Kingdom) 2.70 3.00 3.00 3.10 3.00 3.00 2.90
show other indices

Yearly indices

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

Stock market (World)

Daily indices

Type: 04/20/2018 04/19/2018 04/18/2018 04/17/2018 04/16/2018 04/13/2018 04/12/2018
Stock market (Developed countries)
FTSE 100  7 368 7 329 7 317 7 226 7 198 7 265 7 258
show other indices

Bonds prices

issue volume maturity date bid prices ask prices
date bid price yield date ask price yield
United Kingdom, 2.036% 22jul2019, GBP   GBP 07/22/2019 04/20/2018 ***.** *.** 04/20/2018 ***.** *.**
Aberdeen, 0.1% 28feb2054, GBP   GBP 02/28/2054 04/20/2018 ***.**** * 04/20/2018 ***.**** *
Manchester, 4.25% 4jul2053, GBP   GBP 07/04/2053 04/20/2018 ***.**** *.** 04/20/2018 ***.**** *.**
3i Group, 5.75% 3dec2032, GBP   GBP 12/03/2032 04/20/2018 ***.** *.** 04/20/2018 ***.** *.**
A2Dominion, 4.5% 30sep2026, GBP   GBP 09/30/2026 04/20/2018 ***.* *.** 04/20/2018 ***.* *.**
A2Dominion, 4.75% 18oct2022, GBP   GBP 10/18/2022 04/20/2018 ***.* *.** 04/20/2018 ***.** *.**
AA Bond Co, 2.875% 31jan2022, GBP   GBP 01/31/2022 04/20/2018 **.*** *.** 04/20/2018 **.*** *.**
AA Plc, 4.2487% 31jul2043, GBP   GBP 07/31/2043 04/20/2018 ***.** *.** 04/20/2018 ***.** *.**
AA Plc, 5.5% 31jul2022, GBP (ABS)   GBP 07/31/2022 04/20/2018 **.** *.** 04/20/2018 **.* *.**
Abbey National Treasury Services, 0.25% 21apr2022, EUR (ABS)   EUR 04/21/2022 04/20/2018 ***.** *.** 04/20/2018 ***.** *.**
Abbey National Treasury Services, 0.25% 9aug2021, EUR   EUR 08/09/2021 04/20/2018 ***.*** *.** 04/20/2018 ***.*** *.**
Abbey National Treasury Services, 0.875% 13jan2020, EUR   EUR 01/13/2020 04/20/2018 ***.** -*.** 04/20/2018 ***.** -*.**
Abbey National Treasury Services, 0.875% 25nov2020, EUR   EUR 11/25/2020 04/20/2018 ***.** *.** 04/20/2018 ***.** *.**
Abbey National Treasury Services, 1.125% 10mar2025, EUR   EUR 03/10/2025 04/20/2018 ***.** *.* 04/20/2018 ***.** *.**
Abbey National Treasury Services, 1.125% 14jan2022, EUR   EUR 01/14/2022 04/20/2018 ***.** *.** 04/20/2018 ***.** *.**
Abbey National Treasury Services, 1.25% 18sep2024, EUR   EUR 09/18/2024 04/20/2018 ***.*** *.* 04/20/2018 ***.*** *.**
Abbey National Treasury Services, 1.52% 27aug2025, EUR   EUR 08/27/2025 04/20/2018 ***.**** *.** 04/20/2018 ***.**** *.*
Abbey National Treasury Services, 1.625% 26nov2020, EUR   EUR 11/26/2020 04/20/2018 ***.*** -*.** 04/20/2018 ***.*** -*.**
Abbey National Treasury Services, 1.75% 19nov2018, GBP   GBP 11/19/2018 04/20/2018 ***.*** *.** 04/20/2018 ***.*** *.**
Abbey National Treasury Services, 1.875% 17feb2020, GBP   GBP 02/17/2020 04/20/2018 ***.**** *.** 04/20/2018 ***.**** *.**
Abbey National Treasury Services, 2% 14jan2019, EUR   EUR 01/14/2019 04/20/2018 ***.** -*.** 04/20/2018 ***.** -*.**
Abbey National Treasury Services, 2.625% 16jul2020, EUR   EUR 07/16/2020 04/20/2018 ***.** *.** 04/20/2018 ***.** *.**
Abbey National Treasury Services, 3.77% 13sep2020, EUR   EUR 09/13/2020 04/20/2018 ***.**** *.** 04/20/2018 ***.**** *.*
Abbey National Treasury Services, 4.25% 12apr2021, EUR (ABS)   EUR 04/12/2021 04/20/2018 ***.*** *.** 04/20/2018 ***.** -*.**
Abbey National Treasury Services, 5.125% 14apr2021, GBP (ABS)   GBP 04/14/2021 04/20/2018 ***.** *.** 04/20/2018 ***.* *.**
Abbey National Treasury Services, 5.25% 16feb2029, GBP (ABS)   GBP 02/16/2029 04/20/2018 ***.* *.** 04/20/2018 ***.** *.**
Abbey National Treasury Services, 5.75% 2mar2026, GBP (ABS)   GBP 03/02/2026 04/20/2018 ***.* *.** 04/20/2018 ***.** *.**
Abbey National Treasury Services, 8.963% perp., USD   USD 04/20/2018 ***.** * 04/20/2018 ***.** *
Abbey National Treasury Services, FRN 13aug2019, EUR   EUR 08/13/2019 04/20/2018 ***.**** * 04/20/2018 ***.**** *
Abbey National Treasury Services, FRN 1mar2019, EUR   EUR 03/01/2019 04/20/2018 ***.**** * 04/20/2018 ***.**** *
Abbey National Treasury Services, FRN 20jun2018, EUR   EUR 06/20/2018 04/20/2018 ***.*** * 04/20/2018 ***.*** *
Abbey National Treasury Services, FRN 22may2019, EUR   EUR 05/22/2019 04/20/2018 ***.** * 04/20/2018 ***.** *
Abbey National Treasury Services, FRN 23mar2027, GBP   GBP 03/23/2027 04/20/2018 ***.**** * 04/20/2018 ***.**** *
Abbey National Treasury Services, FRN 26jun2018, GBP   GBP 06/26/2018 04/20/2018 ***.*** * 04/20/2018 ***.** *
Abbey National Treasury Services, FRN 29may2018, GBP (ABS)   GBP 05/29/2018 04/20/2018 **.** * 04/20/2018 ***.** *
Abbey National Treasury Services, FRN 30sep2020, EUR   EUR 09/30/2020 04/20/2018 ***.**** * 04/20/2018 ***.**** *
Admiral Group, 5.5% 25jul2024, GBP   GBP 07/25/2024 04/20/2018 ***.** *.** 04/20/2018 ***.** *.**
Affinity Water, 3.278% 22aug2042, GBP   GBP 08/22/2042 04/20/2018 ***.**** * 04/20/2018 ***.**** *.*
Affinity Water, 3.625% 30sep2022, GBP   GBP 09/30/2022 04/20/2018 ***.**** *.** 04/20/2018 ***.**** *.**
Affinity Water, 4.5% 31mar2036, GBP   GBP 03/31/2036 04/20/2018 ***.*** *.** 04/20/2018 ***.**** *.**
Affinity Water, 5.875% 13jul2026, GBP   GBP 07/13/2026 04/20/2018 ***.** *.** 04/20/2018 ***.** *.*
Affinity Water Programme Finance Ltd, FRN 01jun2045, GBP   GBP 06/01/2045 04/20/2018 ***.*** * 04/20/2018 ***.*** *
Affordable Housing Finance, 3.8% 20may2042, GBP   GBP 05/20/2042 04/20/2018 ***.** *.** 04/20/2018 ***.** *.**
Algeco Scotsman Global, 10% 15aug2023, USD   USD 08/15/2023 04/20/2018 **.** **.** 04/20/2018 **.** **.**
Algeco Scotsman Global, 6.5% 15feb2023, EUR   EUR 02/15/2023 04/20/2018 ***.** *.** 04/20/2018 ***.** *.**
Algeco Scotsman Global, 8% 15feb2023, USD   USD 02/15/2023 04/20/2018 **.** *.** 04/20/2018 ***.** *.**
Algeco Scotsman Global, FRN 15feb2023, EUR   EUR 02/15/2023 04/20/2018 ***.*** * 04/20/2018 ***.*** *
Alpha Plus Holdings, 5% 31mar2024, GBP   GBP 03/31/2024 04/20/2018 *** *.** 04/20/2018 ***.* *.**
Alpha Plus Holdings, 5.75% 18dec2019, GBP (ABS)   GBP 12/18/2019 04/20/2018 ***.* *.** 04/20/2018 ***.* *.**
AmicusHorizon Limited, 5.25% 13mar2043, GBP (ABS)   GBP 03/13/2043 04/20/2018 ***.**** *.** 04/20/2018 ***.*** *.**
AnaCap Financial Europe, FRN 1aug2024, EUR   EUR 08/01/2024 04/20/2018 **.** * 04/20/2018 **.*** *
Angel Trains, 6.25% 27jul2020, GBP   GBP 07/27/2020 04/20/2018 ***.** * 04/20/2018 ***.** *.**
Angel Trains, 6.5% 5apr2031, GBP   GBP 04/05/2031 04/20/2018 ***.** *.** 04/20/2018 ***.** *.**
Anglian Water, 2.262% 1aug2045, GBP   GBP 08/01/2045 04/20/2018 ***.*** * 04/20/2018 ***.*** *
Anglian Water, 2.925% 12dec2037, JPY   JPY 12/12/2037 04/20/2018 ***.*** *.** 04/20/2018 ***.*** *.**
Anglian Water, 3.07% 30jul2032, GBP   GBP 07/30/2032 04/20/2018 ***.*** * 04/20/2018 ***.**** *
Anglian Water, 4% 8mar2026, GBP   GBP 03/08/2026 04/20/2018 **.* *.** 04/20/2018 **.** *.**
Anglian Water, 4.5% 22feb2026, GBP   GBP 02/22/2026 04/20/2018 ***.** *.** 04/20/2018 ***.** *.**
Anglian Water, 4.5% 5oct2027, GBP   GBP 10/05/2027 04/20/2018 ***.** *.** 04/20/2018 ***.** *.**
Anglian Water, 5% 30apr2023, GBP (ABS)   GBP 04/30/2023 04/20/2018 ***.** *.** 04/20/2018 ***.** *.**
Anglian Water, 5.837% 30jul2022, GBP   GBP 07/30/2022 04/20/2018 ***.* *.* 04/20/2018 ***.* *.**
Anglian Water, 6.293% 30jul2030, GBP   GBP 07/30/2030 04/20/2018 ***.** *.* 04/20/2018 ***.** *.**
Anglian Water, 6.375% 15jan2029, GBP   GBP 01/15/2029 04/20/2018 ***.** *.** 04/20/2018 ***.** *.**
Anglian Water, 6.875% 16jan2034, GBP   GBP 01/16/2034 04/20/2018 ***.*** *.** 04/20/2018 ***.**** *.**
Anglian Water, 6.875% 21aug2023, GBP   GBP 08/21/2023 04/20/2018 ***.** *.** 04/20/2018 ***.** *.**
Anglian Water, FRN 26jan2057, GBP   GBP 01/26/2057 04/20/2018 **.*** * 04/20/2018 **.*** *
Anglian Water, FRN 28jan2046, GBP   GBP 01/28/2046 04/20/2018 ***.*** * 04/20/2018 ***.*** *
Anglian Water, FRN 28jul2020, GBP   GBP 07/28/2020 04/20/2018 ***.**** * 04/20/2018 ***.**** *
Anglo American Capital Plc, 1.028% 14dec2018, JPY   JPY 12/14/2018 04/20/2018 ***.*** *.** 04/20/2018 ***.*** *.**
Anglo American Capital Plc, 4.45% 27sep2020, USD   USD 09/27/2020 04/20/2018 ***.** *.** 04/20/2018 ***.* *.**
Annes Gate Property, 5.661% 30jun2031, GBP (ABS)   GBP 06/30/2031 04/20/2018 ***.**** *.** 04/20/2018 ***.**** *.**
Annes Gate Property, FRN 31mar2030, GBP (ABS)   GBP 03/31/2030 04/20/2018 ***.**** * 04/20/2018 ***.**** *
Annington, 1.65% 12jul2024, EUR   EUR 07/12/2024 04/20/2018 ***.*** *.** 04/20/2018 ***.** *.**
Annington, 2.646% 12jul2025, GBP   GBP 07/12/2025 04/20/2018 **.** *.** 04/20/2018 **.** *.**
Annington, 3.184% 12jul2029, GBP   GBP 07/12/2029 04/20/2018 **.** *.** 04/20/2018 **.** *.*
Annington, 3.685% 12jul2034, GBP   GBP 07/12/2034 04/20/2018 ***.** *.** 04/20/2018 ***.** *.**
Annington, 3.935% 12jul2047, GBP   GBP 07/12/2047 04/20/2018 ***.** *.** 04/20/2018 ***.** *.**
ANZ New Zealand (Int’l), London Branch, 0.25% 22sep2025, CHF   CHF 09/22/2025 04/20/2018 **.* *.** 04/20/2018 **.* *.**
ANZ New Zealand (Int’l), London Branch, 0.25% 25oct2023, CHF   CHF 10/25/2023 04/20/2018 **.** *.** 04/20/2018 ***.* *.**
ANZ New Zealand (Int’l), London Branch, 0.4% 1mar2022, EUR   EUR 03/01/2022 04/20/2018 **.** *.** 04/20/2018 **.** *.**
ANZ New Zealand (Int’l), London Branch, 1.125% 20mar2025, EUR   EUR 03/20/2025 04/20/2018 ***.** *.** 04/20/2018 ***.** *.**
ANZ New Zealand (Int’l), London Branch, 1.5% 2oct2018, EUR (ABS)   EUR 10/02/2018 04/20/2018 ***.** -*.** 04/20/2018 ***.*** -*.**
ANZ New Zealand (Int’l), London Branch, 2.2% 17jul2020, USD   USD 07/17/2020 04/20/2018 **.** *.** 04/20/2018 **.** *.**
ANZ New Zealand (Int’l), London Branch, 2.25% 1feb2019, USD   USD 02/01/2019 04/20/2018 **.** *.** 04/20/2018 ***.** *.*
ANZ New Zealand (Int’l), London Branch, 2.75% 3feb2021, USD   USD 02/03/2021 04/20/2018 **.** *.** 04/20/2018 **.** *.**
ANZ New Zealand (Int’l), London Branch, 2.85% 6aug2020, USD   USD 08/06/2020 04/20/2018 **.** *.** 04/20/2018 **.** *.**
ANZ New Zealand (Int’l), London Branch, 3.45% 17jul2027, USD   USD 07/17/2027 04/20/2018 **.** *.** 04/20/2018 **.** *.**
ANZ New Zealand (Int’l), London Branch, FRN 25jan2022, USD   USD 01/25/2022 04/20/2018 ***.**** * 04/20/2018 ***.**** *
Aptiv, 1.5% 10mar2025, EUR   EUR 03/10/2025 04/20/2018 ***.** *.* 04/20/2018 ***.** *.**
Aptiv, 1.6% 15sep2028, EUR   EUR 09/15/2028 04/20/2018 **.*** *.** 04/20/2018 **.** *.**
Aptiv, 3.15% 19nov2020, USD   USD 11/19/2020 04/20/2018 **.*** *.** 04/20/2018 **.** *.**
Aptiv, 4.4% 1oct2046, USD   USD 10/01/2046 04/20/2018 **.*** *.** 04/20/2018 **.*** *.**
Arqiva, 4.04% 30jun2035, GBP   GBP 06/30/2035 04/20/2018 ***.**** *.** 04/20/2018 ***.**** *.**
Arqiva, 4.882% 31dec2032, GBP   GBP 12/31/2032 04/20/2018 ***.** *.** 04/20/2018 ***.* *.**
Arqiva, 5.34% 30dec2037, GBP   GBP 12/30/2037 04/20/2018 ***.**** *.** 04/20/2018 ***.**** *.**
Arqiva, 9.5% 31mar2020, GBP (ABS)   GBP 03/31/2020 04/20/2018 ***.** *.* 04/20/2018 ***.** *.**
Arrow Global, 5.125% 15sep2024, GBP   GBP 09/15/2024 04/20/2018 **.** *.** 04/20/2018 ***.* *.**
Arrow Global, FRN 1apr2025, EUR   EUR 04/01/2025 04/20/2018 **.** * 04/20/2018 **.** *
Arrow Global, FRN 1mar2026, EUR   EUR 03/01/2026 04/20/2018 **.*** * 04/20/2018 ***.*** *
Arsenal Football Club, 5.1418% 1sep2029, GBP (ABS)   GBP 09/01/2029 04/20/2018 ***.**** *.** 04/20/2018 ***.**** *.**
Artesian Finance II, 6% 30sep2033, GBP (ABS)   GBP 09/30/2033 04/20/2018 ***.**** *.** 04/20/2018 ***.**** *.**
Artesian Finance III, FRN 30sep2045, GBP   GBP 09/30/2045 04/20/2018 ***.*** * 04/20/2018 ***.** *
ASB Finance, 0% 20dec2019, EUR (1072D)   EUR 12/20/2019 04/20/2018 ***.**** -*.** 04/20/2018 ***.**** -*.**
ASB Finance, 0.25% 14apr2021, EUR   EUR 04/14/2021 04/20/2018 ***.*** *.** 04/20/2018 ***.* *.**
ASB Finance, 1.5% 1nov2018, EUR   EUR 11/01/2018 04/20/2018 ***.** -*.** 04/20/2018 ***.** -*.**
Ashtead Capital Inc, 4.125% 15aug2025, USD   USD 08/15/2025 04/20/2018 **.** *.** 04/20/2018 **.** *.**
Ashtead Capital Inc, 4.375% 15aug2017, USD   USD 08/15/2027 04/20/2018 **.** *.** 04/20/2018 **.** *.**
Aspire Defence Finance, 4.674% 31mar2040, GBP (ABS)   GBP 03/31/2040 04/20/2018 ***.** *.** 04/20/2018 ***.** *.**
Aspire Defence Finance, 4.674% 31mar2040, GBP (ABS)   GBP 03/31/2040 04/20/2018 ***.** *.** 04/20/2018 ***.** *.**
Associated British Ports (ABP), 6.25% 2026, GBP   GBP 12/14/2026 04/20/2018 ***.**** *.** 04/20/2018 ***.**** *.**
Aster Treasury, 4.5% 18dec2043, GBP   GBP 12/18/2043 04/20/2018 ***.** *.** 04/20/2018 ***.** *.**
Aston Martin, 5.75% 15apr2022, GBP   GBP 04/15/2022 04/20/2018 *** *.** 04/20/2018 ***.**** *.**
Aston Martin, 6.5% 15apr2022, USD   USD 04/15/2022 04/20/2018 ***.** *.** 04/20/2018 ***.** *.**
AstraZeneca, 0.25% 12may2021, EUR   EUR 05/12/2021 04/20/2018 ***.** *.** 04/20/2018 ***.** *.**
AstraZeneca, 0.75% 12may2024, EUR   EUR 05/12/2024 04/20/2018 **.** *.** 04/20/2018 **.** *.**
AstraZeneca, 0.875% 24nov2021, EUR   EUR 11/24/2021 04/20/2018 ***.** *.* 04/20/2018 ***.** *.**
AstraZeneca, 1.25% 12may2028, EUR   EUR 05/12/2028 04/20/2018 **.** *.** 04/20/2018 **.** *.**
AstraZeneca, 1.75% 16nov2018, USD   USD 11/16/2018 04/20/2018 **.*** *.** 04/20/2018 **.*** *.**
AstraZeneca, 1.95% 18sep2019, USD   USD 09/18/2019 04/20/2018 **.** *.** 04/20/2018 **.*** *.**
AstraZeneca, 2.375% 12jun2022, USD   USD 06/12/2022 04/20/2018 **.** *.** 04/20/2018 **.** *.**
AstraZeneca, 2.375% 16nov2020, USD   USD 11/16/2020 04/20/2018 **.*** *.** 04/20/2018 **.*** *
AstraZeneca, 3.125% 12jun2027, USD   USD 06/12/2027 04/20/2018 **.** *.** 04/20/2018 **.*** *.**
AstraZeneca, 3.375% 16nov2025, USD   USD 11/16/2025 04/20/2018 **.* *.** 04/20/2018 **.** *.*
AstraZeneca, 4% 18sep2042, USD   USD 09/18/2042 04/20/2018 **.*** *.** 04/20/2018 **.*** *.**
AstraZeneca, 4.375% 16nov2045, USD   USD 11/16/2045 04/20/2018 **.** *.** 04/20/2018 ***.*** *.**
AstraZeneca, 5.75% 13nov2031, GBP   GBP 11/13/2031 04/20/2018 ***.** *.** 04/20/2018 ***.** *.**
AstraZeneca, 6.45% 15sep2037, USD   USD 09/15/2037 04/20/2018 ***.** *.** 04/20/2018 ***.** *.**
AstraZeneca, FRN 10jun2022, USD   USD 06/10/2022 04/20/2018 **.** * 04/20/2018 ***.** *
Autolink Concessionaires M6, 8.39% 15jun2022, GBP (ABS)   GBP 06/15/2022 04/20/2018 ***.**** *.** 04/20/2018 ***.**** *.**
Aviva, 0.625% 27oct2023, EUR   EUR 10/27/2023 04/20/2018 **.** *.** 04/20/2018 **.** *.**
Aviva, 3.375% 4dec2045, EUR   EUR 12/04/2045 04/20/2018 ***.** * 04/20/2018 ***.** *
Aviva, 3.875% 3jul2044, EUR   EUR 07/03/2044 04/20/2018 ***.** * 04/20/2018 ***.** *
Aviva, 4.375% 12sep2049, GBP   GBP 09/12/2049 04/20/2018 ***.* * 04/20/2018 ***.** *
Aviva, 5.125% 4jun2050, GBP   GBP 06/04/2050 04/20/2018 ***.** * 04/20/2018 ***.** *
Aviva, 5.902% perp., GBP   GBP 04/20/2018 ***.** * 04/20/2018 ***.* *
Aviva, 6.125% 14nov2036, GBP   GBP 11/14/2036 04/20/2018 ***.** * 04/20/2018 ***.* *
Aviva, 6.125% 5jul2043, EUR   EUR 07/05/2043 04/20/2018 ***.** * 04/20/2018 ***.** *
Aviva, 6.125% perp., GBP   GBP 04/20/2018 ***.** * 04/20/2018 ***.** *
Aviva, 6.625% 3jun2041, GBP   GBP 06/03/2041 04/20/2018 ***.** * 04/20/2018 ***.** *
Aviva, 6.875% 20may2058, GBP   GBP 05/20/2058 04/20/2018 ***.** * 04/20/2018 ***.** *
Aviva, 6.875% 22may2038, EUR   EUR 05/22/2038 04/20/2018 ***.** * 04/20/2018 ***.** *
Aviva, 6.875% perp., GBP   GBP 04/20/2018 ***.** * 04/20/2018 ***.** *
Babcock International Group, 1.75% 6oct2022, EUR   EUR 10/06/2022 04/20/2018 ***.*** *.** 04/20/2018 ***.** *.**
Babcock International Group, 1.875% 5oct2026, GBP   GBP 10/05/2026 04/20/2018 **.** *.** 04/20/2018 **.** *.**
BAE Systems, 4.125% 8jun2022, GBP   GBP 06/08/2022 04/20/2018 ***.** *.** 04/20/2018 ***.** *.**
Balfour Beatty, 1.875% 3dec2018, GBP (Conv.)   GBP 12/03/2018 04/20/2018 **.* *.** 04/20/2018 ***.** -*.**
Banco Santander, London Branch, 0.375% 18sep2019, EUR   EUR 09/18/2019 04/20/2018 ***.** -*.** 04/20/2018 ***.** -*.**
Banco Santander, London Branch, 10.0625% perp., GBP   GBP 04/20/2018 ***.*** * 04/20/2018 ***.*** *
Banco Santander, London Branch, 2% 24aug2018, USD   USD 08/24/2018 04/20/2018 **.*** *.* 04/20/2018 ***.*** *.**
Banco Santander, London Branch, 2.35% 10sep2019, USD   USD 09/10/2019 04/20/2018 **.** *.** 04/20/2018 **.** *.**
Banco Santander, London Branch, 2.375% 16mar2020, USD   USD 03/16/2020 04/20/2018 **.** *.** 04/20/2018 **.** *.*
Banco Santander, London Branch, 2.5% 14mar2019, USD   USD 03/14/2019 04/20/2018 **.** *.** 04/20/2018 **.** *.**
Banco Santander, London Branch, 3.05% 23aug2018, USD   USD 08/23/2018 04/20/2018 ***.** *.** 04/20/2018 ***.*** *.**
Banco Santander, London Branch, 3.125% 8jan2021, USD   USD 01/08/2021 04/20/2018 **.** *.** 04/20/2018 **.*** *.**
Banco Santander, London Branch, 4% 13mar2024, USD   USD 03/13/2024 04/20/2018 ***.** *.** 04/20/2018 ***.** *.**
Banco Santander, London Branch, 5% 7nov2023, USD   USD 11/07/2023 04/20/2018 ***.** *.** 04/20/2018 ***.** *.**
Banco Santander, London Branch, 5.875% 14aug2031, GBP   GBP 08/14/2031 04/20/2018 ***.*** *.** 04/20/2018 ***.**** *.**
Banco Santander, London Branch, 6.5% 21oct2030, GBP   GBP 10/21/2030 04/20/2018 ***.**** *.** 04/20/2018 ***.**** *.**
Banco Santander, London Branch, 7.95% 26oct2029, USD   USD 10/26/2029 04/20/2018 ***.** *.** 04/20/2018 ***.** *.**
Banco Santander, London Branch, FRN 14mar2019, USD   USD 03/14/2019 04/20/2018 ***.**** * 04/20/2018 ***.**** *
Banco Santander, London Branch, FRN 24aug2018, USD   USD 08/24/2018 04/20/2018 ***.** * 04/20/2018 ***.** *
Banco Santander, London Branch, FRN 30oct2023, GBP   GBP 10/30/2023 04/20/2018 ***.** * 04/20/2018 ***.** *
Banco Santander, London Branch, FRN 8jul2019, GBP   GBP 07/08/2019 04/20/2018 ***.** * 04/20/2018 ***.** *
Bank of England, 1.25% 14mar2019, USD   USD 03/14/2019 04/20/2018 **.** *.* 04/20/2018 **.** *.**
Bank of England, 1.75% 6mar2020, USD   USD 03/06/2020 04/20/2018 **.** *.** 04/20/2018 **.** *.**
Bank of England, 2.5% 5mar2021, USD   USD 03/05/2021 04/20/2018 **.** *.** 04/20/2018 **.** *.*
Bank of Scotland, 2.64% 16apr2020, GBP   GBP 04/16/2020 04/20/2018 ***.*** * 04/20/2018 ***.*** *
Bank of Scotland, 3.875% 7feb2020, EUR (ABS)   EUR 02/07/2020 04/20/2018 ***.** -*.** 04/20/2018 ***.*** -*.**
Bank of Scotland, 4.5% 13jul2021, EUR (ABS)   EUR 07/13/2021 04/20/2018 ***.** *.** 04/20/2018 ***.*** *.**
Bank of Scotland, 4.75% 8jun2022, EUR (ABS)   EUR 06/08/2022 04/20/2018 ***.*** *.** 04/20/2018 ***.** *.**
Bank of Scotland, 4.875% 20dec2024, GBP (ABS)   GBP 12/20/2024 04/20/2018 ***.**** *.** 04/20/2018 ***.*** *.**
Bank of Scotland, 4.875% 4jun2019, EUR   EUR 06/04/2019 04/20/2018 ***.*** -*.** 04/20/2018 ***.** -*.**
Bank of Scotland, 6% 7feb2035, EUR   EUR 02/07/2035 04/20/2018 ***.** * 04/20/2018 ***.** *
Bank of Scotland, 6.375% 16aug2019, GBP   GBP 08/16/2019 04/20/2018 ***.** *.** 04/20/2018 ***.* *.**
Bank of Scotland, 7.375% perp., GBP   GBP 04/20/2018 **.** * 04/20/2018 ***.*** *
Bank of Scotland, FRN 10jan2025, EUR   EUR 01/10/2025 04/20/2018 **.**** * 04/20/2018 **.**** *
Bank of Scotland, FRN 20sep2024, EUR   EUR 09/20/2024 04/20/2018 **.**** * 04/20/2018 **.**** *
Bank of Scotland, FRN 31dec2029, EUR   EUR 12/31/2029 04/20/2018 ***.**** * 04/20/2018 ***.**** *
Bank of Scotland, FRN 8nov2019, GBP   GBP 11/08/2019 04/20/2018 **.*** * 04/20/2018 **.*** *
Bank of Scotland, FRN 8nov2019, GBP   GBP 11/08/2019 04/20/2018 **.**** * 04/20/2018 **.**** *
Barclays, 0% 18aug2021, USD (Conv.)   USD 08/18/2021 04/20/2018 **.**** *.** 04/20/2018 **.**** *.**
Barclays, 0% 21mar2023, EUR (5864D)   EUR 03/21/2023 04/20/2018 **.**** *.** 04/20/2018 **.**** *.**
Barclays, 0% 7may2045, USD (10958D)   USD 05/07/2045 04/20/2018 ***.**** *.** 04/20/2018 ***.**** *.**
Barclays, 0% 7may2045, USD (10958D)   USD 05/07/2045 04/20/2018 ***.**** *.** 04/20/2018 ***.**** *.**
Barclays, 0.625% 14nov2023, EUR   EUR 11/14/2023 04/20/2018 **.*** *.** 04/20/2018 **.** *.**
Barclays, 1.35% 7oct2021, JPY   JPY 10/07/2021 04/20/2018 ***.**** *.* 04/20/2018 ***.**** *.*
Barclays, 1.375% 24jan2026, EUR   EUR 01/24/2026 04/20/2018 **.** *.** 04/20/2018 **.* *.**
Barclays, 1.5% 1apr2022, EUR   EUR 04/01/2022 04/20/2018 ***.** *.** 04/20/2018 ***.** *.**
Barclays, 1.875% 8dec2023, EUR   EUR 12/08/2023 04/20/2018 ***.** *.** 04/20/2018 ***.* *.**
Barclays, 10% 21may2021, GBP   GBP 05/21/2021 04/20/2018 ***.** *.** 04/20/2018 ***.** *.**
Barclays, 10.179% 12jun2021, USD   USD 06/12/2021 04/20/2018 ***.** *.* 04/20/2018 ***.*** *.**
Barclays, 14% perp., GBP   GBP 04/20/2018 ***.** * 04/20/2018 ***.** *
Barclays, 2% 7feb2028, EUR   EUR 02/07/2028 04/20/2018 **.** *.** 04/20/2018 **.** *.**
Barclays, 2.125% 24feb2021, EUR   EUR 02/24/2021 04/20/2018 ***.** *.** 04/20/2018 ***.** *.**
Barclays, 2.25% 10jun2024, EUR   EUR 06/10/2024 04/20/2018 ***.** *.** 04/20/2018 ***.** *.**
Barclays, 2.5% 20feb2019, USD   USD 02/20/2019 04/20/2018 **.** *.** 04/20/2018 ***.** *.**
Barclays, 2.625% 11nov2025, EUR   EUR 11/11/2025 04/20/2018 ***.** * 04/20/2018 ***.** *
Barclays, 2.65% 11jan2021, USD   USD 01/11/2021 04/20/2018 **.** *.** 04/20/2018 **.** *.**
Barclays, 2.75% 8nov2019, USD   USD 11/08/2019 04/20/2018 ***.** *.** 04/20/2018 ***.** *.**
Barclays, 2.875% 8jun2020, USD   USD 06/08/2020 04/20/2018 **.** *.** 04/20/2018 **.** *.*
Barclays, 3% 17sep2020, USD   USD 09/17/2020 04/20/2018 ***.*** * 04/20/2018 ***.*** *
Barclays, 3.125% 17jan2024, GBP   GBP 01/17/2024 04/20/2018 ***.** *.** 04/20/2018 ***.* *.**
Barclays, 3.2% 10aug2021, USD   USD 08/10/2021 04/20/2018 **.** *.** 04/20/2018 **.** *.**
Barclays, 3.25% 12feb2027, GBP   GBP 02/12/2027 04/20/2018 **.*** *.** 04/20/2018 **.** *.**
Barclays, 3.25% 12jan2021, USD   USD 01/12/2021 04/20/2018 **.*** *.** 04/20/2018 **.** *.**
Barclays, 3.65% 16mar2025, USD   USD 03/16/2025 04/20/2018 **.** *.** 04/20/2018 **.*** *.**
Barclays, 3.684% 10jan2023, USD   USD 01/10/2023 04/20/2018 **.** * 04/20/2018 **.*** *
Barclays, 3.75% 15may2024, USD   USD 05/15/2024 04/20/2018 **.** *.** 04/20/2018 *** *.**
Barclays, 4% 12jan2021, EUR (ABS)   EUR 01/12/2021 04/20/2018 ***.** -*.** 04/20/2018 ***.*** -*.**
Barclays, 4% 29oct2020, USD   USD 10/29/2020 04/20/2018 ***.**** *.** 04/20/2018 ***.**** *.**
Barclays, 4% 7oct2019, EUR (ABS)   EUR 10/07/2019 04/20/2018 ***.** -*.* 04/20/2018 ***.** -*.**
Barclays, 4.25% 12jan2022, GBP (ABS)   GBP 01/12/2022 04/20/2018 ***.** *.** 04/20/2018 ***.** *.**
Barclays, 4.25% 2mar2022, EUR (ABS)   EUR 03/02/2022 04/20/2018 ***.** *.** 04/20/2018 ***.* *.**
Barclays, 4.337% 10jan2028, USD   USD 01/10/2028 04/20/2018 **.** *.** 04/20/2018 **.** *.**
Barclays, 4.375% 11sep2024, USD   USD 09/11/2024 04/20/2018 **.** *.** 04/20/2018 ** *.*
Barclays, 4.375% 12jan2026, USD   USD 01/12/2026 04/20/2018 **.*** *.** 04/20/2018 **.*** *.**
Barclays, 4.75% perp., EUR   EUR 04/20/2018 ***.** * 04/20/2018 ***.** *
Barclays, 4.836% 9may2028, USD   USD 05/09/2028 04/20/2018 **.** *.** 04/20/2018 **.** *.**
Barclays, 4.875% 13aug2019, EUR   EUR 08/13/2019 04/20/2018 ***.** -*.** 04/20/2018 ***.** -*.**
Barclays, 4.95% 10jan2047, USD   USD 01/10/2047 04/20/2018 ***.* *.** 04/20/2018 ***.** *.**
Barclays, 5.125% 8jan2020, USD   USD 01/08/2020 04/20/2018 ***.** *.** 04/20/2018 ***.* *.**
Barclays, 5.14% 14oct2020, USD   USD 10/14/2020 04/20/2018 ***.** *.** 04/20/2018 ***.** *.**
Barclays, 5.2% 12may2026, USD   USD 05/12/2026 04/20/2018 ***.** *.** 04/20/2018 ***.** *.*
Barclays, 5.25% 17aug2045, USD   USD 08/17/2045 04/20/2018 ***.** *.** 04/20/2018 ***.** *.**
Barclays, 5.75% 14sep2026, GBP   GBP 09/14/2026 04/20/2018 ***.** *.** 04/20/2018 ***.** *.**
Barclays, 5.75% 17aug2021, GBP   GBP 08/17/2021 04/20/2018 ***.** *.** 04/20/2018 ***.** *.**
Barclays, 5.875% perp., GBP   GBP 04/20/2018 ***.** * 04/20/2018 ***.** *
Barclays, 6% 14jan2021, EUR   EUR 01/14/2021 04/20/2018 ***.** *.** 04/20/2018 ***.** *.**
Barclays, 6% perp., GBP   GBP 04/20/2018 ***.** * 04/20/2018 ***.** *
Barclays, 6.369% perp., GBP   GBP 04/20/2018 ***.** * 04/20/2018 ***.** *
Barclays, 6.5% perp., EUR   EUR 04/20/2018 ***.** * 04/20/2018 ***.** *
Barclays, 6.625% 30mar2022, EUR   EUR 03/30/2022 04/20/2018 ***.** *.** 04/20/2018 ***.*** *.**
Barclays, 6.625% perp., USD   USD 04/20/2018 ***.** * 04/20/2018 ***.** *
Barclays, 6.75% 22may2019, USD   USD 05/22/2019 04/20/2018 ***.*** *.** 04/20/2018 ***.*** *.**
Barclays, 6.86% perp., USD   USD 04/20/2018 ***.** * 04/20/2018 ***.** *
Barclays, 7% perp., GBP   GBP 04/20/2018 ***.** * 04/20/2018 ***.*** *
Barclays, 7.25% perp., GBP   GBP 04/20/2018 ***.** * 04/20/2018 ***.** *
Barclays, 7.625% 21nov2022, USD   USD 11/21/2022 04/20/2018 ***.** *.** 04/20/2018 ***.* *.**
Barclays, 7.875% perp., GBP   GBP 04/20/2018 ***.** * 04/20/2018 ***.** *
Barclays, 7.875% perp., USD   USD 04/20/2018 ***.** * 04/20/2018 ***.** *
Barclays, 8% perp., EUR   EUR 04/20/2018 ***.** * 04/20/2018 ***.*** *
Barclays, 8.125% perp., USD   USD 04/20/2018 **.**** * 04/20/2018 **.**** *
Barclays, 8.25% perp., USD (Conv.)   USD 04/20/2018 ***.*** * 04/20/2018 ***.*** *
Barclays, 9.50% 7aug2021, GBP   GBP 08/07/2021 04/20/2018 ***.** *.** 04/20/2018 ***.** *.**
Barclays, FRN 10aug2021, USD   USD 08/10/2021 04/20/2018 ***.** * 04/20/2018 ***.** *
Barclays, FRN 10jan2023, USD   USD 01/10/2023 04/20/2018 ***.** * 04/20/2018 ***.** *
Barclays, FRN 11jan2021, USD   USD 01/11/2021 04/20/2018 ***.** * 04/20/2018 ***.** *
Barclays, FRN 15oct2019, EUR   EUR 10/15/2019 04/20/2018 **.**** * 04/20/2018 **.**** *
Barclays, FRN 16jun2020, USD   USD 06/16/2020 04/20/2018 ***.**** * 04/20/2018 ***.**** *
Barclays, FRN 1sep2023, EUR   EUR 09/01/2023 04/20/2018 **.**** * 04/20/2018 **.**** *
Barclays, FRN 22mar2021, EUR   EUR 03/22/2021 04/20/2018 **.* * 04/20/2018 **.* *
Barclays, FRN 22may2020, GBP   GBP 05/22/2020 04/20/2018 ***.** * 04/20/2018 ***.** *
Barclays, FRN 28dec2040, EUR   EUR 12/28/2040 04/20/2018 **.*** * 04/20/2018 **.*** *
Barclays, FRN 29mar2019, USD   USD 03/29/2019 04/20/2018 ***.**** * 04/20/2018 ***.**** *
Barclays, FRN 9jan2023, GBP   GBP 01/09/2023 04/20/2018 **.** * 04/20/2018 **.** *
Barclays Bank PLC, 0% 15mar2038, GBP   GBP 03/15/2038 04/20/2018 **.**** *.* 04/20/2018 **.**** *.**
Barclays Bank PLC, 0% 22apr2044, USD (10958D)   USD 04/22/2044 04/20/2018 ***.**** *.** 04/20/2018 ***.**** *.**
Barclays Bank PLC, 0% 27mar2027, USD   USD 03/27/2027 04/20/2018 **.**** *.** 04/20/2018 **.**** *.**
Barclays Bank PLC, 0% 6oct2019, EUR   EUR 10/06/2019 04/20/2018 **.*** *.** 04/20/2018 **.*** *.**
Barclays Bank PLC, 1.375% 8feb2021, NOK   NOK 02/08/2021 04/20/2018 ** *.** 04/20/2018 **.** *.**
Barclays Bank PLC, 1.875% 23mar2021, EUR   EUR 03/23/2021 04/20/2018 ***.** *.** 04/20/2018 ***.** *.**
Barclays Bank PLC, 11% 28sep2020, TRY   TRY 09/28/2020 04/20/2018 **.** **.** 04/20/2018 **.** **.**
Barclays Bank PLC, 4% 02jul2029, USD   USD 07/02/2029 04/20/2018 **.**** *.** 04/20/2018 **.**** *.*
Barclays Bank PLC, 4% 25feb2021, EUR (Structured)   EUR 02/25/2021 04/20/2018 ***.**** *.** 04/20/2018 ***.**** *.**
Barclays Bank PLC, 4.1% 25aug2025, EUR   EUR 08/25/2025 04/20/2018 ***.**** *.** 04/20/2018 ***.**** *.**
Barclays Bank PLC, 5.64% 30jul2019, EUR   EUR 07/30/2019 04/20/2018 ***.**** *.** 04/20/2018 ***.**** -*.**
Barclays Bank PLC, 5.7% 06aug2019, EUR   EUR 08/06/2019 04/20/2018 ***.**** *.** 04/20/2018 ***.**** -*.**
Barclays Bank PLC, 5.7% 06aug2019, EUR   EUR 08/06/2019 04/20/2018 ***.**** *.** 04/20/2018 ***.**** -*.**
Barclays Bank PLC, 6.278% perp., USD   USD 04/20/2018 ***.*** * 04/20/2018 ***.* *
Barclays Bank PLC, FRN 11jun2018, EUR   EUR 06/11/2018 04/20/2018 ***.** * 04/20/2018 ***.*** *
Barclays Bank PLC, FRN 19jun2018, EUR   EUR 06/19/2018 04/20/2018 ***.*** * 04/20/2018 ***.*** *
Barclays Bank PLC, FRN 1mar2022, EUR   EUR 03/01/2022 04/20/2018 **.**** * 04/20/2018 **.*** *
Barclays Bank PLC, FRN 23mar2030, EUR   EUR 03/23/2030 04/20/2018 **.**** * 04/20/2018 ***.**** *
Barclays Bank PLC, FRN 25jul2019, GBP   GBP 07/25/2019 04/20/2018 ***.**** * 04/20/2018 ***.**** *
Barclays Bank PLC, FRN 25jun2018, EUR   EUR 06/25/2018 04/20/2018 ***.*** * 04/20/2018 ***.*** *
Barclays Bank PLC, FRN 27jun2018, EUR   EUR 06/27/2018 04/20/2018 ***.*** * 04/20/2018 ***.*** *
Barclays Bank PLC, FRN 27jun2023, EUR   EUR 06/27/2023 04/20/2018 ***.*** * 04/20/2018 ***.*** *
Barclays Bank PLC, FRN 2dec2021, EUR   EUR 12/02/2021 04/20/2018 ***.**** * 04/20/2018 ***.**** *
Barclays Bank PLC, FRN 7may2019, EUR   EUR 05/07/2019 04/20/2018 ***.**** * 04/20/2018 ***.**** *
Barclays Bank PLC, FRN 7may2019, EUR   EUR 05/07/2019 04/20/2018 ***.*** * 04/20/2018 ***.*** *
BAT International Finance PLC, 1% 23may2022, EUR   EUR 05/23/2022 04/20/2018 ***.** *.** 04/20/2018 ***.** *.**
BAT International Finance PLC, 1.85% 2018, USD   USD 06/15/2018 04/20/2018 **.* *.** 04/20/2018 **.** *.**
BAT International Finance PLC, 2.75% 2020, USD   USD 06/15/2020 04/20/2018 **.** *.** 04/20/2018 ***.** *.**
BAT International Finance PLC, 3.5% 2022, USD   USD 06/15/2022 04/20/2018 **.** *.** 04/20/2018 **.** *.**
BAT International Finance PLC, 3.95% 2025, USD   USD 06/15/2025 04/20/2018 **.** *.* 04/20/2018 **.** *.**
BAT International Finance PLC, 4% 23nov2055, GBP   GBP 11/23/2055 04/20/2018 ***.** *.** 04/20/2018 ***.** *.**
BAT International Finance PLC, FRN 2018, USD   USD 06/15/2018 04/20/2018 ***.** * 04/20/2018 ***.** *
BBC Pacific Quay, 5.5653% 25jul2034, GBP   GBP 07/25/2034 04/20/2018 ***.**** *.** 04/20/2018 ***.**** *.**
Beazley Group, 5.375% 25sep2019, GBP   GBP 09/25/2019 04/20/2018 ***.* *.* 04/20/2018 *** *.**
BG Energy Capital plc, 3.94% 2oct2019, HKD   HKD 10/02/2019 04/20/2018 ***.**** *.** 04/20/2018 ***.**** *.**
BG Energy Holdings, 1.25% 21nov2022, EUR   EUR 11/21/2022 04/20/2018 ***.** *.** 04/20/2018 ***.** *.**
BG Energy Holdings, 2.25% 21nov2029, EUR   EUR 11/21/2029 04/20/2018 ***.** *.** 04/20/2018 ***.** *.**
BG Energy Holdings, 3% 16nov2018, EUR   EUR 11/16/2018 04/20/2018 ***.** -*.** 04/20/2018 ***.** -*.**
BG Energy Holdings, 3.625% 16jul2019, EUR   EUR 07/16/2019 04/20/2018 ***.** -*.** 04/20/2018 ***.** -*.**
BG Energy Holdings, 5% 4nov2036, GBP   GBP 11/04/2036 04/20/2018 ***.** *.** 04/20/2018 ***.** *.**
BG Energy Holdings, 5.125% 1dec2025, GBP   GBP 12/01/2025 04/20/2018 ***.** *.** 04/20/2018 ***.** *.**
Bibby Offshore Holdings, 7.5% 15jun2021, GBP   GBP 06/15/2021 04/20/2018 ** ***.* 04/20/2018 ** ***.**
Birmingham Airport, 6.25% 22feb2021, GBP   GBP 02/22/2021 04/20/2018 ***.*** * 04/20/2018 ***.**** *.**
Bishopsgate, 5.105% 28sep2037, GBP   GBP 09/28/2037 04/20/2018 ***.**** *.** 04/20/2018 ***.**** *.**
BL Superstores Finance, 4.482% 4oct2025, GBP (ABS)   GBP 10/04/2025 04/20/2018 ***.**** *.** 04/20/2018 ***.**** *.**
BL Superstores Finance, 5.27% 4oct2030, GBP   GBP 10/04/2030 04/20/2018 ***.**** * 04/20/2018 ***.**** *
BL Superstores Finance, 5.578% 4oct2025, GBP   GBP 10/04/2025 04/20/2018 ***.**** *.** 04/20/2018 ***.**** *.**
BNZ International Funding, 0.125% 17jun2021, EUR   EUR 06/17/2021 04/20/2018 ***.** *.** 04/20/2018 ***.** *.**
BNZ International Funding, 0.5% 13may2023, EUR   EUR 05/13/2023 04/20/2018 **.** *.** 04/20/2018 **.* *.**
BNZ International Funding, 2.5% 1mar2021, HKD   HKD 03/01/2021 04/20/2018 **.**** *.* 04/20/2018 **.**** *.**
BNZ International Funding, 2.75% 2mar2021, USD   USD 03/02/2021 04/20/2018 **.** *.** 04/20/2018 ***.** *.**
BNZ International Funding, 2.9% 21feb2022, USD   USD 02/21/2022 04/20/2018 **.* *.** 04/20/2018 **.* *.**
BNZ International Funding, FRN 12jan2020, GBP   GBP 01/12/2020 04/20/2018 ***.**** * 04/20/2018 ***.**** *
BNZ International Funding, FRN 14sep2021, USD   USD 09/14/2021 04/20/2018 ***.**** * 04/20/2018 ***.**** *
BNZ International Funding, FRN 21feb2020, USD   USD 02/21/2020 04/20/2018 ***.**** * 04/20/2018 ***.**** *
Boparan Holdings, 4.375% 15jul2021, EUR   EUR 07/15/2021 04/20/2018 **.*** *.** 04/20/2018 **.** *.**
Boparan Holdings, 5.25% 15jul2019, GBP   GBP 07/15/2019 04/20/2018 **.** *.** 04/20/2018 **.** *.**
Boparan Holdings, 5.5% 15jul2021, GBP   GBP 07/15/2021 04/20/2018 **.* *.** 04/20/2018 **.** *.**
BP Capital Markets, 0.75% 27sep2021, CHF   CHF 09/27/2021 04/20/2018 ***.* *.** 04/20/2018 ***.** -*.**
BP Capital Markets, 1% 28apr2023, GBP (Conv.)   GBP 04/28/2023 04/20/2018 ***.** -*.* 04/20/2018 ***.** -*.**
BP Capital Markets, 1.109% 16feb2023, EUR   EUR 02/16/2023 04/20/2018 ***.** *.** 04/20/2018 ***.** *.**
BP Capital Markets, 1.373% 3mar2022, EUR   EUR 03/03/2022 04/20/2018 ***.** *.** 04/20/2018 ***.** *.**
BP Capital Markets, 1.573% 16feb2027, EUR   EUR 02/16/2027 04/20/2018 ***.** *.** 04/20/2018 ***.* *.**
BP Capital Markets, 1.676% 3may2019, USD   USD 05/03/2019 04/20/2018 **.** *.** 04/20/2018 **.** *.**
BP Capital Markets, 1.953% 3mar2025, EUR   EUR 03/03/2025 04/20/2018 ***.** *.** 04/20/2018 ***.** *
BP Capital Markets, 2.521% 15jan2020, USD   USD 01/15/2020 04/20/2018 **.** *.** 04/20/2018 **.* *.**
BP Capital Markets, 3.062% 17mar2022, USD   USD 03/17/2022 04/20/2018 **.** *.** 04/20/2018 **.** *.**
BP Capital Markets, 3.119% 4may2026, USD   USD 05/04/2026 04/20/2018 **.** *.** 04/20/2018 **.* *.**
BP Capital Markets, 3.161% 17mar2021, USD   USD 03/17/2021 04/20/2018 **.* *.** 04/20/2018 **.** *.**
BP Capital Markets, 3.506% 17mar2025, USD   USD 03/17/2025 04/20/2018 **.** *.** 04/20/2018 **.*** *.**
BP Capital Markets, 3.535% 4nov2024, USD   USD 11/04/2024 04/20/2018 **.** *.** 04/20/2018 **.*** *.**
BP Group (plc), 0.83% 19sep2024, EUR   EUR 09/19/2024 04/20/2018 **.*** *.** 04/20/2018 **.** *.**
BP Group (plc), 1% 28aug2020, CHF   CHF 08/28/2020 04/20/2018 ***.** -*.** 04/20/2018 ***.** -*.**
BP Group (plc), 1.077% 26jun2025, EUR   EUR 06/26/2025 04/20/2018 ***.** *.** 04/20/2018 ***.* *.**
BP Group (plc), 1.117% 25jan2024, EUR   EUR 01/25/2024 04/20/2018 ***.** *.** 04/20/2018 ***.** *.**
BP Group (plc), 1.177% 12aug2023, GBP   GBP 08/12/2023 04/20/2018 **.** *.** 04/20/2018 **.** *.**
BP Group (plc), 1.375% 10may2018, USD   USD 05/10/2018 04/20/2018 ***.** *.** 04/20/2018 ***.** *.**
BP Group (plc), 1.526% 26sep2022, EUR   EUR 09/26/2022 04/20/2018 ***.* *.** 04/20/2018 ***.** *.**
BP Group (plc), 1.637% 26jun2029, EUR   EUR 06/26/2029 04/20/2018 ***.*** *.** 04/20/2018 ***.** *.*
BP Group (plc), 1.75% 28feb2024, CHF   CHF 02/28/2024 04/20/2018 ***.* *.** 04/20/2018 ***.** *.**
BP Group (plc), 1.768% 19sep2019, USD   USD 09/19/2019 04/20/2018 **.** *.** 04/20/2018 **.** *.**
BP Group (plc), 2.03% 14feb2025, GBP   GBP 02/14/2025 04/20/2018 **.** *.** 04/20/2018 **.** *.*
BP Group (plc), 2.112% 16sep2021, USD   USD 09/16/2021 04/20/2018 **.** *.** 04/20/2018 **.*** *.**
BP Group (plc), 2.177% 28sep2021, EUR   EUR 09/28/2021 04/20/2018 ***.** *.** 04/20/2018 ***.** *.**
BP Group (plc), 2.213% 25sep2026, EUR   EUR 09/25/2026 04/20/2018 ***.** *.** 04/20/2018 ***.* *.**
BP Group (plc), 2.237% 10may2019, USD   USD 05/10/2019 04/20/2018 **.** *.** 04/20/2018 **.** *.**
BP Group (plc), 2.241% 26sep2018, USD   USD 09/26/2018 04/20/2018 **.* *.** 04/20/2018 **.** *.**
BP Group (plc), 2.315% 13feb2020, USD   USD 02/13/2020 04/20/2018 **.** *.** 04/20/2018 **.** *.*
BP Group (plc), 2.5% 6nov2022, USD   USD 11/06/2022 04/20/2018 **.** *.** 04/20/2018 **.** *.**
BP Group (plc), 2.517% 17feb2021, EUR   EUR 02/17/2021 04/20/2018 ***.** *.** 04/20/2018 ***.** *.**
BP Group (plc), 2.518% 16jan2020, USD   USD 01/16/2020 04/20/2018 **.** *.** 04/20/2018 **.** *.**
BP Group (plc), 2.52% 19sep2022, USD   USD 09/19/2022 04/20/2018 **.** *.** 04/20/2018 **.** *.**
BP Group (plc), 2.75% 10may2023, USD   USD 05/10/2023 04/20/2018 **.** *.** 04/20/2018 **.** *.**
BP Group (plc), 2.972% 27feb2026, EUR   EUR 02/27/2026 04/20/2018 ***.*** *.** 04/20/2018 ***.** *.**
BP Group (plc), 2.994% 18feb2019, EUR   EUR 02/18/2019 04/20/2018 ***.** -*.** 04/20/2018 ***.** -*.**
BP Group (plc), 3.017% 16jan2027, USD   USD 01/16/2027 04/20/2018 **.** *.** 04/20/2018 **.*** *.**
BP Group (plc), 3.216% 28nov2023, USD   USD 11/28/2023 04/20/2018 **.** *.** 04/20/2018 **.*** *.**
BP Group (plc), 3.224% 14apr2024, USD   USD 04/14/2024 04/20/2018 **.** *.* 04/20/2018 **.*** *.**
BP Group (plc), 3.245% 6may2022, USD   USD 05/06/2022 04/20/2018 **.** *.** 04/20/2018 **.*** *.**
BP Group (plc), 3.279% 19sep2027, USD   USD 09/19/2027 04/20/2018 **.** *.** 04/20/2018 **.*** *.**
BP Group (plc), 3.561% 1nov2021, USD   USD 11/01/2021 04/20/2018 ***.*** *.** 04/20/2018 ***.** *.**
BP Group (plc), 3.588% 14apr2027, USD   USD 04/14/2027 04/20/2018 **.** *.** 04/20/2018 **.*** *.**
BP Group (plc), 3.65% 28feb2019, CNY   CNY 02/28/2019 04/20/2018 **.** *.** 04/20/2018 **.** *.**
BP Group (plc), 3.723% 28nov2028, USD   USD 11/28/2028 04/20/2018 **.** *.* 04/20/2018 **.*** *.**
BP Group (plc), 3.814% 10feb2024, USD   USD 02/10/2024 04/20/2018 ***.** *.** 04/20/2018 ***.*** *.**
BP Group (plc), 3.95% 8oct2018, CNY   CNY 10/08/2018 04/20/2018 *** *.** 04/20/2018 ***.** *.**
BP Group (plc), 3.994% 26sep2023, USD   USD 09/26/2023 04/20/2018 ***.** *.** 04/20/2018 ***.*** *.**
BP Group (plc), 4.154% 1jun2020, EUR   EUR 06/01/2020 04/20/2018 ***.** *.** 04/20/2018 ***.*** -*.**
BP Group (plc), 4.325% 10dec2018, GBP   GBP 12/10/2018 04/20/2018 ***.** *.** 04/20/2018 ***.** *.**
BP Group (plc), 4.5% 1oct2020, USD   USD 10/01/2020 04/20/2018 ***.** *.** 04/20/2018 ***.*** *
BP Group (plc), 4.742% 11mar2021, USD   USD 03/11/2021 04/20/2018 ***.** *.** 04/20/2018 ***.*** *.**
BP Group (plc), 4.75% 10mar2019, USD   USD 03/10/2019 04/20/2018 ***.** *.** 04/20/2018 ***.** *.**
BP Group (plc), FRN 10may2018, USD   USD 05/10/2018 04/20/2018 **.**** * 04/20/2018 **.**** *
BP Group (plc), FRN 10may2019, USD   USD 05/10/2019 04/20/2018 **.** * 04/20/2018 ***.** *
BP Group (plc), FRN 14aug2018, USD   USD 08/14/2018 04/20/2018 **.** * 04/20/2018 **.** *
BP Group (plc), FRN 16sep2021, USD   USD 09/16/2021 04/20/2018 ***.** * 04/20/2018 ***.** *
BP Group (plc), FRN 19sep2022, USD   USD 09/19/2022 04/20/2018 ***.** * 04/20/2018 ***.** *
BPHA, 4.816% 11apr2044, GBP (ABS)   GBP 04/11/2044 04/20/2018 ***.*** *.** 04/20/2018 ***.*** *.**
British American Tobacco, 0.375% 13mar2019, EUR   EUR 03/13/2019 04/20/2018 ***.** *.** 04/20/2018 ***.** -*
British American Tobacco, 0.625% 8sep2021, CHF   CHF 09/08/2021 04/20/2018 ***.* *.** 04/20/2018 ***.* *.**
British American Tobacco, 0.875% 13oct2023, EUR   EUR 10/13/2023 04/20/2018 **.** *.** 04/20/2018 **.** *.**
British American Tobacco, 1.125% 16nov2023, EUR   EUR 11/16/2023 04/20/2018 ***.** *.* 04/20/2018 ***.** *.**
British American Tobacco, 1.25% 13mar2027, EUR   EUR 03/13/2027 04/20/2018 **.** *.** 04/20/2018 **.** *.**
British American Tobacco, 1.375% 8sep2026, CHF   CHF 09/08/2026 04/20/2018 ***.* *.** 04/20/2018 ***.** *.**
British American Tobacco, 1.625% 9sep2019, USD   USD 09/09/2019 04/20/2018 **.** *.** 04/20/2018 **.** *.**
British American Tobacco, 1.75% 5jul2021, GBP   GBP 07/05/2021 04/20/2018 ***.** *.** 04/20/2018 ***.** *.**
British American Tobacco, 2% 13mar2045, EUR   EUR 03/13/2045 04/20/2018 **.** *.** 04/20/2018 **.* *.**
British American Tobacco, 2.125% 15aug2025, GBP   GBP 08/15/2025 04/20/2018 **.** *.** 04/20/2018 **.** *.**
British American Tobacco, 2.25% 16jan2030, EUR   EUR 01/16/2030 04/20/2018 ***.** *.* 04/20/2018 ***.** *.**
British American Tobacco, 2.25% 9sep2052, GBP   GBP 09/09/2052 04/20/2018 **.** *.** 04/20/2018 **.** *.**
British American Tobacco, 2.297% 14aug2020, USD   USD 08/14/2020 04/20/2018 ** *.** 04/20/2018 **.** *.**
British American Tobacco, 2.375% 19jan2023, EUR   EUR 01/19/2023 04/20/2018 ***.** *.** 04/20/2018 ***.** *.**
British American Tobacco, 2.75% 25mar2025, EUR   EUR 03/25/2025 04/20/2018 ***.** *.** 04/20/2018 ***.** *.**
British American Tobacco, 2.764% 15aug2022, USD   USD 08/15/2022 04/20/2018 **.** *.** 04/20/2018 **.** *.**
British American Tobacco, 3.125% 6mar2029, EUR   EUR 03/06/2029 04/20/2018 ***.** *.** 04/20/2018 ***.** *.**
British American Tobacco, 3.222% 15aug2024, USD   USD 08/15/2024 04/20/2018 **.** *.** 04/20/2018 **.** *.**
British American Tobacco, 3.557% 15aug2027, USD   USD 08/15/2027 04/20/2018 **.** *.** 04/20/2018 **.** *.**
British American Tobacco, 3.625% 9nov2021, EUR   EUR 11/09/2021 04/20/2018 ***.** *.** 04/20/2018 *** *.*
British American Tobacco, 4% 4sep2026, GBP   GBP 09/04/2026 04/20/2018 ***.** *.** 04/20/2018 ***.** *.**
British American Tobacco, 4% 7jul2020, EUR   EUR 07/07/2020 04/20/2018 ***.** *.** 04/20/2018 ***.** *.**
British American Tobacco, 4.39% 15aug2037, USD   USD 08/15/2037 04/20/2018 **.** *.** 04/20/2018 **.* *.**
British American Tobacco, 4.54% 15aug2047, USD   USD 08/15/2047 04/20/2018 **.** *.** 04/20/2018 **.** *.*
British American Tobacco, 4.875% 24feb2021, EUR   EUR 02/24/2021 04/20/2018 ***.** *.* 04/20/2018 ***.*** *.*
British American Tobacco, 5.75% 5jul2040, GBP   GBP 07/05/2040 04/20/2018 ***.*** *.** 04/20/2018 ***.* *.*
British American Tobacco, 6% 24nov2034, GBP   GBP 11/24/2034 04/20/2018 ***.** *.** 04/20/2018 ***.** *.**
British American Tobacco, 6.0% 29jun2022, GBP   GBP 06/29/2022 04/20/2018 ***.* *.** 04/20/2018 ***.** *.**
British American Tobacco, 6.375% 12dec2019, GBP   GBP 12/12/2019 04/20/2018 ***.** *.** 04/20/2018 ***.** *.**
British American Tobacco, 7.25% 12mar2024, GBP (ABS)   GBP 03/12/2024 04/20/2018 ***.** *.** 04/20/2018 ***.** *.**
British American Tobacco, FRN 14aug2020, USD   USD 08/14/2020 04/20/2018 ***.** * 04/20/2018 ***.* *
British American Tobacco, FRN 15aug2022, USD   USD 08/15/2022 04/20/2018 ***.** * 04/20/2018 ***.** *
British American Tobacco, FRN 16aug2021, EUR   EUR 08/16/2021 04/20/2018 ***.* * 04/20/2018 ***.** *
British Land, 0% 9jun2020, GBP (1827D)   GBP 06/09/2020 04/20/2018 **.* *.** 04/20/2018 **.** *.**
British Telecommunications, 0.5% 23jun2022, EUR   EUR 06/23/2022 04/20/2018 **.** *.** 04/20/2018 **.* *.**
British Telecommunications, 0.625% 10mar2021, EUR   EUR 03/10/2021 04/20/2018 ***.*** *.** 04/20/2018 ***.** *.**
British Telecommunications, 1% 21nov2024, EUR   EUR 11/21/2024 04/20/2018 **.** *.** 04/20/2018 **.** *.**
British Telecommunications, 1% 23jun2024, EUR   EUR 06/23/2024 04/20/2018 **.** *.** 04/20/2018 **.** *.**
British Telecommunications, 1.125% 10jun2019, EUR   EUR 06/10/2019 04/20/2018 ***.* -*.* 04/20/2018 ***.** -*.**
British Telecommunications, 1.125% 10mar2023, EUR   EUR 03/10/2023 04/20/2018 ***.* *.** 04/20/2018 ***.* *.**
British Telecommunications, 1.5% 23jun2027, EUR   EUR 06/23/2027 04/20/2018 **.*** *.** 04/20/2018 **.** *.**
British Telecommunications, 1.75% 10mar2026, EUR   EUR 03/10/2026 04/20/2018 ***.** *.** 04/20/2018 ***.** *.**
British Telecommunications, 2.35% 14feb2019, USD   USD 02/14/2019 04/20/2018 **.*** *.** 04/20/2018 **.*** *.**
British Telecommunications, 3.5% 25apr2025, GBP   GBP 04/25/2025 04/20/2018 ***.** * 04/20/2018 ***.** *
British Telecommunications, 5.75% 7dec2028, GBP   GBP 12/07/2028 04/20/2018 ***.** *.** 04/20/2018 ***.** *.**
British Telecommunications, 6.375% 23jun2037, GBP   GBP 06/23/2037 04/20/2018 ***.** *.** 04/20/2018 ***.** *.*
British Telecommunications, 8.625% 15dec2030, USD   USD 12/15/2030 04/20/2018 ***.* * 04/20/2018 ***.** *
British Telecommunications, 8.625% 26mar2020, GBP   GBP 03/26/2020 04/20/2018 ***.* *.** 04/20/2018 ***.** *.**
Broadgate Financing, 4.821% 5jul2036, GBP   GBP 07/05/2033 04/20/2018 ***.** *.** 04/20/2018 ***.** *.**
Broadgate Financing, 4.851% 5apr2031, GBP (ABS)   GBP 04/05/2031 04/20/2018 ***.** *.** 04/20/2018 ***.** *.**
Broadgate Financing, 4.949% 5apr2029, GBP   GBP 04/05/2029 04/20/2018 ***.** *.** 04/20/2018 ***.* *.**
Broadgate Financing, 4.999% 5oct2031, GBP (ABS)   GBP 10/05/2031 04/20/2018 ***.** *.** 04/20/2018 ***.** *.**
Broadgate Financing, 5.098% 5apr2033, GBP   GBP 04/05/2033 04/20/2018 ***.** *.** 04/20/2018 ***.** *.**
Broadgate Financing, FRN 5jan2022, GBP   GBP 01/05/2022 04/20/2018 **.**** * 04/20/2018 **.**** *
Broadgate Financing, FRN 5jan2032, GBP (ABS)   GBP 01/05/2032 04/20/2018 **.**** * 04/20/2018 **.**** *
Broadgate Financing, FRN 5oct2025, GBP (ABS)   GBP 10/05/2025 04/20/2018 ***.**** * 04/20/2018 ***.**** *
Bruntwood, 6% 24jul2020, GBP (ABS)   GBP 07/24/2020 04/20/2018 ***.* *.** 04/20/2018 ***.** *.**
Bupa, 2% 5apr2024, GBP   GBP 04/05/2024 04/20/2018 **.** *.** 04/20/2018 **.** *.**
Bupa, 3.375% 17jun2021, GBP   GBP 06/17/2021 04/20/2018 ***.** *.** 04/20/2018 ***.** *.**
Bupa, 5% 25apr2023, GBP   GBP 04/25/2023 04/20/2018 ***.** *.** 04/20/2018 *** *.**
Bupa, 6.125% perp., GBP   GBP 04/20/2018 ***.** * 04/20/2018 ***.** *
Burford Capital, 5% 1dec2026, GBP (0025)   GBP 12/01/2026 04/20/2018 ***.* *.** 04/20/2018 ***.* *.*
Burford Capital, 6.125% 26oct2024, GBP   GBP 10/26/2024 04/20/2018 ***.** *.** 04/20/2018 ***.* *.**
Burford Capital, 6.5% 19aug2022, GBP   GBP 08/19/2022 04/20/2018 ***.** *.** 04/20/2018 ***.** *.**
By Chelmer Plc, FRN 31mar2043, GBP   GBP 03/31/2043 04/20/2018 ***.** * 04/20/2018 ***.*** *
Cable & Wireless Communications, 6.875% 1aug2022, USD   USD 08/01/2022 04/20/2018 ***.* *.** 04/20/2018 ***.* *.**
Cable & Wireless Communications, 8.625% 25mar2019, GBP   GBP 03/25/2019 04/20/2018 ***.** *.** 04/20/2018 ***.** *.**
Cabot Credit Management, 7.5% 1oct2023, GBP   GBP 10/01/2023 04/20/2018 ***.** *.** 04/20/2018 ***.** *.**
Cambridgeshire Housing Capital, 4.25% 15sep2045, GBP   GBP 09/15/2045 04/20/2018 ***.*** *.** 04/20/2018 ***.** *.**
Canara Bank (London branch), 3.25% 10aug2022, USD   USD 08/10/2022 04/20/2018 **.** *.** 04/20/2018 **.** *.**
Canary Wharf Finance II, 5.952% 22jan2035, GBP (ABS)   GBP 01/22/2035 04/20/2018 ***.**** *.** 04/20/2018 ***.**** *.**
Canary Wharf Finance II, 6.455% 22apr2030, GBP (ABS)   GBP 04/22/2030 04/20/2018 ***.**** *.** 04/20/2018 ***.**** *.**
Canary Wharf Finance II, 6.8% 22apr2033, GBP   GBP 04/22/2033 04/20/2018 ***.**** *.** 04/20/2018 ***.**** *.*
Canary Wharf Finance II, FRN 22oct2037, GBP   GBP 10/22/2037 04/20/2018 **.**** * 04/20/2018 **.**** *
Canary Wharf Finance II, FRN 22oct2037, GBP (ABS)   GBP 10/22/2037 04/20/2018 **.**** * 04/20/2018 **.**** *
Capital Hospitals Issuer, 1.703% 30sep2046, GBP   GBP 09/30/2046 04/20/2018 ***.*** * 04/20/2018 ***.*** *
Care UK Health Social Care Investments, FRN 15jan2020, GBP   GBP 01/15/2020 04/20/2018 **.** * 04/20/2018 ***.** *
Care UK Health Social Care Investments, FRN 15jul2019, GBP   GBP 07/15/2019 04/20/2018 **.* * 04/20/2018 ***.** *
Carnival, 1.125% 6nov2019, EUR   EUR 11/06/2019 04/20/2018 ***.** * 04/20/2018 ***.** -*.**
Carnival, 1.875% 7nov2022, EUR   EUR 11/07/2022 04/20/2018 ***.** *.** 04/20/2018 ***.** *.**
Carnival, 3.95% 15oct2020, USD   USD 10/15/2020 04/20/2018 ***.*** *.* 04/20/2018 ***.*** *.**
Carnival, 6.65% 15jan2028, USD   USD 01/15/2028 04/20/2018 ***.*** *.* 04/20/2018 ***.*** *.**
Carnival, 7.875% 1jun2027, USD   USD 06/01/2027 04/20/2018 ***.*** *.** 04/20/2018 ***.**** *.**
Catalyst Healthcare, 2.411% 30sep2040, GBP   GBP 09/30/2040 04/20/2018 ***.*** * 04/20/2018 ***.*** *
Centrica, 0% 5jan2032, EUR (7305D)   EUR 01/05/2032 04/20/2018 ***.*** *.** 04/20/2018 ***.*** *.**
Centrica, 3% 10apr2076, EUR   EUR 04/10/2076 04/20/2018 ***.** * 04/20/2018 ***.*** *
Centrica, 3.2133% 1feb2019, EUR   EUR 02/01/2019 04/20/2018 ***.**** *.** 04/20/2018 ***.**** *.**
Centrica, 4.25% 12sep2044, GBP   GBP 09/12/2044 04/20/2018 ***.** *.** 04/20/2018 ***.* *.**
Centrica, 4.375% 13mar2029, GBP   GBP 03/13/2029 04/20/2018 ***.* *.** 04/20/2018 ***.**** *.**
Centrica, 5.25% 10apr2075, GBP   GBP 04/10/2075 04/20/2018 ***.** * 04/20/2018 ***.** *
Centrica, 6.375% 10mar2022, GBP   GBP 03/10/2022 04/20/2018 ***.** * 04/20/2018 ***.** *
Centrica, 6.4% 4sep2026, GBP   GBP 09/04/2026 04/20/2018 ***.*** *.** 04/20/2018 ***.*** *.**
Centrica, 7% 19sep2018, GBP   GBP 09/19/2018 04/20/2018 ***.* * 04/20/2018 ***.** *
Centrica, 7% 19sep2033, GBP   GBP 09/19/2033 04/20/2018 ***.** * 04/20/2018 ***.** *
Centrica, FRN 25sep2020, USD   USD 09/25/2020 04/20/2018 **.**** * 04/20/2018 **.**** *
CEVA Group, 12.75% 31mar2020, USD   USD 03/31/2020 04/20/2018 **.*** **.** 04/20/2018 **.*** **.**
CEVA Group, 7% 1mar2021, USD   USD 03/01/2021 04/20/2018 ***.**** *.** 04/20/2018 ***.**** *.**
Circle Anglia Social Housing, 5.2% 2mar2044, GBP   GBP 03/02/2044 04/20/2018 ***.**** *.** 04/20/2018 ***.**** *.**
Circle Anglia Social Housing, 7.25% 12nov2038, GBP (ABS)   GBP 11/12/2038 04/20/2018 ***.** *.** 04/20/2018 ***.** *.**
City Greenwich Lewisham, 9.375% 11oct2020, GBP (ABS)   GBP 10/11/2020 04/20/2018 ***.**** *.** 04/20/2018 ***.**** *.**
Clarion Housing Group, 4.25% 8oct2042, GBP   GBP 10/08/2042 04/20/2018 ***.** *.** 04/20/2018 ***.** *.**
Clarion Housing Group, 5.981% 17sep2038, GBP   GBP 09/17/2038 04/20/2018 ***.**** *.** 04/20/2018 ***.**** *.**
Clavis Securities, FRN 15dec2039, EUR   EUR 12/15/2039 04/20/2018 **.**** * 04/20/2018 **.**** *
Clerical Medical, 7.375% perp., GBP   GBP 04/20/2018 ***.*** * 04/20/2018 ***.*** *
Close Brothers Group, 2.75% 19oct2026, GBP   GBP 10/19/2026 04/20/2018 **.** *.** 04/20/2018 ***.** *.**
Close Brothers Group, 3.875% 27jun2021, GBP   GBP 06/27/2021 04/20/2018 ***.** *.** 04/20/2018 ***.** *.**
Close Brothers Group, 4.25% 24jan2027, GBP   GBP 01/24/2027 04/20/2018 ***.** *.** 04/20/2018 ***.** *.**
CLS Holdings, 5.5% 31dec2019, GBP   GBP 12/31/2019 04/20/2018 ***.** *.** 04/20/2018 ***.* *.**
CNH Industrial, 1.375% 23may2022, EUR   EUR 05/23/2022 04/20/2018 ***.*** *.** 04/20/2018 ***.*** *.**
CNH Industrial, 1.75% 12sep2025, EUR   EUR 09/12/2025 04/20/2018 ***.** *.** 04/20/2018 ***.*** *.**
CNH Industrial, 2.75% 18mar2019, EUR   EUR 03/18/2019 04/20/2018 ***.** *.* 04/20/2018 ***.** *.**
CNH Industrial, 2.875% 27sep2021, EUR   EUR 09/27/2021 04/20/2018 ***.** *.** 04/20/2018 ***.** *.**
CNH Industrial, 4.5% 15aug2023, USD   USD 08/15/2023 04/20/2018 ***.** *.* 04/20/2018 ***.* *.**
CNH Industrial, 4.875% 1apr2021, USD   USD 04/01/2021 04/20/2018 ***.** *.* 04/20/2018 ***.** *.**
Co-Operative Bank, 12% 8may2025, GBP   GBP 05/08/2025 04/20/2018 ***.* * 04/20/2018 ***.* *
Co-Operative Bank, 5.625% 8jul2020, GBP   GBP 07/08/2020 04/20/2018 ***.* * 04/20/2018 ***.* *
Co-Operative Bank, 6.25% 8jul2026, GBP   GBP 07/08/2026 04/20/2018 ***.** * 04/20/2018 ***.** *
Coca-Cola European Partners, 0.75% 24feb2022, EUR   EUR 02/24/2022 04/20/2018 ***.** *.** 04/20/2018 ***.** *.*
Coca-Cola European Partners, 1.125% 26may2024, EUR   EUR 05/26/2024 04/20/2018 ***.** *.** 04/20/2018 ***.** *.*
Coca-Cola European Partners, 1.75% 26may2028, EUR   EUR 05/26/2028 04/20/2018 ***.** *.** 04/20/2018 ***.** *.**
Coca-Cola European Partners, FRN 16nov2021, EUR   EUR 11/16/2021 04/20/2018 ***.** * 04/20/2018 ***.** *
Cognita, 7.75% 15aug2021, GBP   GBP 08/15/2021 04/20/2018 ***.** *.** 04/20/2018 ***.** *.**
Community Finance Company 1 PLC, 5.017% 2034, GBP (ABS)   GBP 07/31/2034 04/20/2018 ***.**** *.** 04/20/2018 ***.**** *.**
Compass Group, 0.625% 3jul2024, EUR   EUR 07/03/2024 04/20/2018 **.*** *.** 04/20/2018 **.** *.**
Compass Group, 1.875% 27jan2023, EUR   EUR 01/27/2023 04/20/2018 ***.** *.** 04/20/2018 ***.** *.**
Compass Group, 2% 3jul2029, GBP   GBP 07/03/2029 04/20/2018 **.** *.** 04/20/2018 **.* *.**
Compass Group, 3.125% 13feb2019, EUR   EUR 02/13/2019 04/20/2018 ***.** -*.** 04/20/2018 ***.*** -*.**
Compass Group, 3.85% 26jun2026, GBP   GBP 06/26/2026 04/20/2018 ***.** *.** 04/20/2018 ***.** *.*
Connect M77/GSO, 5.404% 31mar2034, GBP   GBP 03/31/2034 04/20/2018 **.**** *.** 04/20/2018 **.**** *.*
Coventry & Rugby Hospital, 3.246% 30jun2040, GBP   GBP 06/30/2040 04/20/2018 ***.** * 04/20/2018 ***.*** *
Coventry Building Society, 0.5% 12jan2024, EUR   EUR 01/12/2024 04/20/2018 **.*** *.** 04/20/2018 **.** *.**
Coventry Building Society, 0.625% 3nov2021, EUR   EUR 11/03/2021 04/20/2018 ***.*** *.** 04/20/2018 ***.** *.**
Coventry Building Society, 1.875% 24oct2023, GBP   GBP 10/24/2023 04/20/2018 **.** *.** 04/20/2018 **.** *.**
Coventry Building Society, 2.5% 18nov2020, EUR   EUR 11/18/2020 04/20/2018 ***.** *.** 04/20/2018 ***.** *.**
Coventry Building Society, 5.875% 28sep2022, GBP   GBP 09/28/2022 04/20/2018 ***.** *.** 04/20/2018 ***.** *.**
Coventry Building Society, 6% 16oct2019, GBP   GBP 10/16/2019 04/20/2018 ***.* *.** 04/20/2018 ***.* *.**
Coventry Building Society, 6.375% perp., GBP   GBP 04/20/2018 ***.** * 04/20/2018 ***.* *
Coventry Building Society, FRN 17mar2020, GBP (ABS)   GBP 03/17/2020 04/20/2018 ***.* * 04/20/2018 ***.** *
CPUK Finance, 2.666% 28feb2020, GBP (ABS)   GBP 02/28/2020 04/20/2018 ***.**** *.** 04/20/2018 ***.**** *.**
CPUK Finance, 3.588% 28aug2025, GBP (ABS)   GBP 08/28/2025 04/20/2018 ***.**** *.** 04/20/2018 ***.**** *.**
CPUK Finance, 4.25% 28feb2047, GBP   GBP 02/28/2047 04/20/2018 ***.* *.** 04/20/2018 ***.** *.**
CPUK Finance, 7.239% 28feb2024, GBP   GBP 02/28/2024 04/20/2018 ***.**** *.** 04/20/2018 ***.**** *.*
Credit Agricole London, 0.2% 30oct2023, CHF   CHF 10/30/2023 04/20/2018 **.** *.** 04/20/2018 **.* *.**
Credit Agricole London, 0.375% 27jan2020, CHF   CHF 01/27/2020 04/20/2018 ***.** -*.** 04/20/2018 ***.** -*.**
Credit Agricole London, 0.45% 14mar2022, CHF   CHF 03/14/2022 04/20/2018 ***.** *.** 04/20/2018 ***.* *.**
Credit Agricole London, 0.55% 14dec2026, CHF   CHF 12/14/2026 04/20/2018 **.** *.** 04/20/2018 **.* *.**
Credit Agricole London, 0.55% 1sep2022, CHF   CHF 09/01/2022 04/20/2018 ***.** *.** 04/20/2018 ***.* *.**
Credit Agricole London, 0.625% 12jul2024, CHF   CHF 07/12/2024 04/20/2018 **.** *.* 04/20/2018 **.** *.**
Credit Agricole London, 0.75% 1dec2022, EUR   EUR 12/01/2022 04/20/2018 ***.** *.** 04/20/2018 *** *.**
Credit Agricole London, 0.875% 19jan2022, EUR   EUR 01/19/2022 04/20/2018 ***.** *.** 04/20/2018 ***.** *.**
Credit Agricole London, 1% 16sep2024, EUR   EUR 09/16/2024 04/20/2018 ***.** *.* 04/20/2018 ***.** *.**
Credit Agricole London, 1% 27jan2025, CHF   CHF 01/27/2025 04/20/2018 ***.** *.** 04/20/2018 ***.** *.**
Credit Agricole London, 1% 8oct2021, CHF   CHF 10/08/2021 04/20/2018 ***.** *.** 04/20/2018 ***.* *.**
Credit Agricole London, 1.25% 14apr2026, EUR   EUR 04/14/2026 04/20/2018 ***.** *.* 04/20/2018 ***.** *.*
Credit Agricole London, 1.25% 17jul2020, CHF   CHF 07/17/2020 04/20/2018 ***.* -*.** 04/20/2018 ***.** -*.*
Credit Agricole London, 1.375% 13mar2025, EUR   EUR 03/13/2025 04/20/2018 ***.** *.* 04/20/2018 ***.** *.**
Credit Agricole London, 1.875% 20dec2026, EUR   EUR 12/20/2026 04/20/2018 ***.* *.** 04/20/2018 ***.** *.**
Credit Agricole London, 2.125% 29sep2025, CHF   CHF 09/29/2025 04/20/2018 ***.** *.** 04/20/2018 ***.* *.**
Credit Agricole London, 2.125% 30oct2024, CHF   CHF 10/30/2024 04/20/2018 ***.** *.** 04/20/2018 ***.* *.*
Credit Agricole London, 2.375% 27nov2020, EUR   EUR 11/27/2020 04/20/2018 ***.** *.** 04/20/2018 ***.** *.**
Credit Agricole London, 2.5% 15apr2019, USD   USD 04/15/2019 04/20/2018 **.** *.** 04/20/2018 **.** *.**
Credit Agricole London, 2.75% 10jun2020, USD   USD 06/10/2020 04/20/2018 **.** *.** 04/20/2018 **.** *.**
Credit Agricole London, 3.125% 17jul2023, EUR   EUR 07/17/2023 04/20/2018 ***.** *.** 04/20/2018 ***.** *.**
Credit Agricole London, 3.125% 5feb2026, EUR   EUR 02/05/2026 04/20/2018 ***.** *.** 04/20/2018 ***.** *.**
Credit Agricole London, 3.25% 4oct2024, USD   USD 10/04/2024 04/20/2018 **.** *.** 04/20/2018 **.** *.**
Credit Agricole London, 3.375% 10jan2022, USD   USD 01/10/2022 04/20/2018 **.** *.** 04/20/2018 **.** *.**
Credit Agricole London, 3.875% 13feb2019, EUR   EUR 02/13/2019 04/20/2018 ***.** -*.** 04/20/2018 ***.** -*.**
Credit Agricole London, 3.875% 15apr2024, USD   USD 04/15/2024 04/20/2018 ***.** *.** 04/20/2018 ***.* *.**
Credit Agricole London, 4.125% 10jan2027, USD   USD 01/10/2027 04/20/2018 **.** *.** 04/20/2018 **.** *.*
Credit Agricole London, 4.4% 6jul2027, AUD   AUD 07/06/2027 04/20/2018 **.** *.** 04/20/2018 **.** *.**
Credit Agricole London, 5.125% 18apr2023, EUR   EUR 04/18/2023 04/20/2018 ***.** *.** 04/20/2018 ***.** *.**
Credit Agricole London, 5.5% 17dec2021, GBP   GBP 12/17/2021 04/20/2018 ***.** *.** 04/20/2018 ***.** *.**
Credit Agricole London, FRN 10jan2022, USD   USD 01/10/2022 04/20/2018 ***.**** * 04/20/2018 ***.**** *
Credit Agricole London, FRN 10jun2020, USD   USD 06/10/2020 04/20/2018 ***.** * 04/20/2018 ***.** *
Credit Agricole London, FRN 15apr2019, USD   USD 04/15/2019 04/20/2018 ***.**** * 04/20/2018 ***.**** *
Credit Agricole London, FRN 1jul2021, USD   USD 07/01/2021 04/20/2018 ***.**** * 04/20/2018 ***.**** *
Credit Agricole London, FRN 20apr2022, EUR   EUR 04/20/2022 04/20/2018 ***.** * 04/20/2018 ***.** *
Credit Agricole London, FRN 6mar2023, EUR   EUR 03/06/2023 04/20/2018 ***.** * 04/20/2018 ***.** *
Credit Suisse AG (London) Branch, 0% 18mar2045, USD (10958D)   USD 03/18/2045 04/20/2018 ***.** *.** 04/20/2018 ***.*** *.**
Credit Suisse AG (London) Branch, 0% 4feb2045, AUD (10958D)   AUD 02/04/2045 04/20/2018 ***.**** *.** 04/20/2018 ***.**** *.**
Credit Suisse AG (London) Branch, 0.55% 15apr2024, CHF   CHF 04/15/2024 04/20/2018 *** *.** 04/20/2018 ***.** *.**
Credit Suisse AG (London) Branch, 0.625% 20nov2018, EUR   EUR 11/20/2018 04/20/2018 ***.** -*.** 04/20/2018 ***.** -*.**
Credit Suisse AG (London) Branch, 1% 24sep2021, CHF   CHF 09/24/2021 04/20/2018 ***.* *.** 04/20/2018 ***.** *.**
Credit Suisse AG (London) Branch, 1% 7jun2023, EUR   EUR 06/07/2023 04/20/2018 ***.** *.** 04/20/2018 ***.** *.**
Credit Suisse AG (London) Branch, 1.125% 15sep2020, EUR   EUR 09/15/2020 04/20/2018 ***.** *.* 04/20/2018 ***.** *.**
Credit Suisse AG (London) Branch, 1.375% 29nov2019, EUR   EUR 11/29/2019 04/20/2018 ***.** -*.** 04/20/2018 ***.** -*.*
Credit Suisse AG (London) Branch, 1.375% 31jan2022, EUR   EUR 01/31/2022 04/20/2018 ***.** *.** 04/20/2018 ***.** *.**
Credit Suisse AG (London) Branch, 1.8% 10mar2022, USD   USD 03/10/2022 04/20/2018 **.** *.** 04/20/2018 **.** *.**
Credit Suisse AG (London) Branch, 1.8% 30dec2022, USD   USD 12/30/2022 04/20/2018 **.** *.* 04/20/2018 **.** *.**
Credit Suisse AG (London) Branch, 2% 12jan2022, USD   USD 01/12/2022 04/20/2018 **.** *.* 04/20/2018 **.** *.**
Credit Suisse AG (London) Branch, 2% 22oct2021, EUR   EUR 10/22/2021 04/20/2018 ***.* * 04/20/2018 ***.** *
Credit Suisse AG (London) Branch, 2% 24sep2021, EUR   EUR 09/24/2021 04/20/2018 ***.** * 04/20/2018 ***.** *
Credit Suisse AG (London) Branch, 2% 31oct2024, USD   USD 10/31/2024 04/20/2018 **.* *.** 04/20/2018 **.** *.**
Credit Suisse AG (London) Branch, 2.05% 5mar2022, USD   USD 03/05/2022 04/20/2018 **.** * 04/20/2018 **.** *
Credit Suisse AG (London) Branch, 2.2% 9aug2018, EUR   EUR 08/09/2018 04/20/2018 ***.** *.** 04/20/2018 ***.** -*.*
Credit Suisse AG (London) Branch, 2.5% 3dec2020, USD   USD 12/03/2020 04/20/2018 **.* * 04/20/2018 **.** *
Credit Suisse AG (London) Branch, 2.7% 22aug2022, USD   USD 08/22/2022 04/20/2018 **.** * 04/20/2018 **.** *
Credit Suisse AG (London) Branch, 3.5% 26nov2025, EUR   EUR 11/26/2025 04/20/2018 **.** *.** 04/20/2018 **.** *.**
Credit Suisse AG (London) Branch, 4.7% 1jul2046, AUD   AUD 07/01/2046 04/20/2018 ***.**** *.* 04/20/2018 ***.**** *.*
Credit Suisse AG (London) Branch, 4.75% 5aug2019, EUR   EUR 08/05/2019 04/20/2018 ***.** -*.** 04/20/2018 ***.* -*.**
Credit Suisse AG (London) Branch, 5.153% 21jan2046, AUD   AUD 01/21/2046 04/20/2018 **.**** *.** 04/20/2018 **.**** *.**
Credit Suisse AG (London) Branch, FRN 16may2018, EUR   EUR 05/16/2018 04/20/2018 ***.*** * 04/20/2018 ***.*** *
Credit Suisse AG (London) Branch, FRN 16oct2019, EUR   EUR 10/16/2019 04/20/2018 ***.** * 04/20/2018 ***.** *
Credit Suisse AG (London) Branch, FRN 18jun2018, EUR   EUR 06/18/2018 04/20/2018 ***.** * 04/20/2018 ***.** *
Credit Suisse AG (London) Branch, FRN 29may2019, SEK   SEK 05/29/2019 04/20/2018 ***.** * 04/20/2018 ***.** *
CYBG, 8% perp., GBP   GBP 04/20/2018 ***.**** * 04/20/2018 ***.**** *
Daily Mail & General Trust, 5.75% 7dec2018, GBP   GBP 12/07/2018 04/20/2018 ***.** *.** 04/20/2018 ***.** *.**
Debenhams, 5.25% 15jul2021, GBP   GBP 07/15/2021 04/20/2018 **.** *.** 04/20/2018 **.** *.**
Derby Healthcare, 5.564% 30jun2041, GBP (ABS)   GBP 06/30/2041 04/20/2018 ***.*** *.** 04/20/2018 ***.**** *.*
Derwent London, 1.125% 24jul2019, GBP (Conv.)   GBP 07/24/2019 04/20/2018 ***.** -*.** 04/20/2018 ***.** -*.**
Deutsche Bank AG (London Branch), 0% 12jan2019, EUR (3652D)   EUR 01/12/2019 04/20/2018 **.** *.** 04/20/2018 ***.** -*.**
Deutsche Bank AG (London Branch), 0% 15may2043, MXN (10957D)   MXN 05/15/2043 04/20/2018 * **.** 04/20/2018 *.** *.**
Deutsche Bank AG (London Branch), 0% 21aug2032, ZAR (7305D)   ZAR 08/21/2032 04/20/2018 **.** **.** 04/20/2018 **.** **.**
Deutsche Bank AG (London Branch), 0% 22apr2026, EUR (3711D)   EUR 04/22/2026 04/20/2018 **.** *.** 04/20/2018 **.** *.**
Deutsche Bank AG (London Branch), 0% 22apr2026, USD (3710D)   USD 04/22/2026 04/20/2018 **.* *.** 04/20/2018 **.* *.**
Deutsche Bank AG (London Branch), 0% 30oct2025, BRL (3654D)   BRL 10/30/2025 04/20/2018 **.** *.** 04/20/2018 **.** *.**
Deutsche Bank AG (London Branch), 0% 4feb2019, EUR (3652D)   EUR 02/04/2019 04/20/2018 **.** *.* 04/20/2018 *** -*.**
Deutsche Bank AG (London Branch), 0% 5nov2020, USD (1863D)   USD 11/05/2020 04/20/2018 **.** * 04/20/2018 **.** *
Deutsche Bank AG (London Branch), 0% 7apr2021, USD (1826D)   USD 04/07/2021 04/20/2018 **.** *.** 04/20/2018 **.** *.**
Deutsche Bank AG (London Branch), 0% 7nov2022, USD (2191D)   USD 11/07/2022 04/20/2018 ** *.** 04/20/2018 **.** *.**
Deutsche Bank AG (London Branch), 1.35% 25jul2019, USD   USD 07/25/2019 04/20/2018 ** *.** 04/20/2018 **.** *.**
Deutsche Bank AG (London Branch), 1.625% 24feb2020, NOK   NOK 02/24/2020 04/20/2018 ***.** *.* 04/20/2018 ***.** -*.**
Deutsche Bank AG (London Branch), 13% 1mar2019, EUR (413)   EUR 03/01/2019 04/20/2018 ***.** *.** 04/20/2018 ***.** -*.**
Deutsche Bank AG (London Branch), 2% 13jul2022, USD   USD 07/13/2022 04/20/2018 **.** *.** 04/20/2018 **.** *.**
Deutsche Bank AG (London Branch), 2% 18nov2025, EUR   EUR 11/18/2025 04/20/2018 **.** *.** 04/20/2018 **.** *.**
Deutsche Bank AG (London Branch), 2% 24apr2023, USD   USD 04/24/2023 04/20/2018 **.** * 04/20/2018 **.** *
Deutsche Bank AG (London Branch), 2.15% 27sep2019, CAD   CAD 09/27/2019 04/20/2018 **.** *.** 04/20/2018 ***.** *.**
Deutsche Bank AG (London Branch), 2.25% 20sep2020, EUR   EUR 09/20/2020 04/20/2018 **.** * 04/20/2018 **.** *
Deutsche Bank AG (London Branch), 2.25% 25feb2021, USD   USD 02/25/2021 04/20/2018 **.* *.** 04/20/2018 **.** *
Deutsche Bank AG (London Branch), 2.25% 5jun2019, NOK   NOK 06/05/2019 04/20/2018 **.** *.** 04/20/2018 ***.* *.*
Deutsche Bank AG (London Branch), 2.5% 13feb2019, USD   USD 02/13/2019 04/20/2018 **.** *.* 04/20/2018 **.** *.**
Deutsche Bank AG (London Branch), 2.5% 20sep2022, NOK   NOK 09/20/2022 04/20/2018 ***.** *.** 04/20/2018 ***.** *.*
Deutsche Bank AG (London Branch), 2.8% 15apr2025, USD   USD 04/15/2025 04/20/2018 **.** * 04/20/2018 **.** *
Deutsche Bank AG (London Branch), 3% 15jul2025, USD (Structured)   USD 07/15/2025 04/20/2018 **.** * 04/20/2018 ** *
Deutsche Bank AG (London Branch), 3% 8jul2025, USD   USD 07/08/2025 04/20/2018 **.** * 04/20/2018 **.** *
Deutsche Bank AG (London Branch), 3.5% 12jan2019, EUR (304)   EUR 01/12/2019 04/20/2018 **.** * 04/20/2018 ***.** *
Deutsche Bank AG (London Branch), 3.5% 25jul2019, AUD   AUD 07/25/2019 04/20/2018 **.** *.* 04/20/2018 ***.** *.**
Deutsche Bank AG (London Branch), 3.7% 30may2024, USD   USD 05/30/2024 04/20/2018 **.** *.** 04/20/2018 **.*** *.**
Deutsche Bank AG (London Branch), 3.75% 5sep2021, EUR   EUR 05/09/2021 04/20/2018 ***.** * 04/20/2018 ***.** *
Deutsche Bank AG (London Branch), 4.625% 25mar2020, NZD   NZD 03/25/2020 04/20/2018 ***.** *.** 04/20/2018 ***.** *.**
Deutsche Bank AG (London Branch), 6.02% 1aug2018, IDR   IDR 08/01/2018 04/20/2018 **.*** *.** 04/20/2018 **.*** *.**
Deutsche Bank AG (London Branch), 6.05% 27jun2019, ZAR   ZAR 06/27/2019 04/20/2018 **.** *.** 04/20/2018 **.** *.**
Deutsche Bank AG (London Branch), 6.6% 15feb2025, USD   USD 02/15/2025 04/20/2018 **.** * 04/20/2018 **.** *
Deutsche Bank AG (London Branch), 7.875% 17apr2019, IDR   IDR 04/17/2019 04/20/2018 ***.**** *.** 04/20/2018 ***.**** *.**
Deutsche Bank AG (London Branch), 8% 5mar2026, ZAR   ZAR 03/05/2026 04/20/2018 **.**** **.** 04/20/2018 **.**** **.*
Deutsche Bank AG (London Branch), FRN 1feb2033, EUR   EUR 02/01/2033 04/20/2018 **.**** * 04/20/2018 **.**** *
Deutsche Bank AG (London Branch), FRN 1mar2019, IDR   IDR 03/01/2019 04/20/2018 **.** * 04/20/2018 **.** *
Deutsche Bank AG (London Branch), FRN 20oct2022, USD   USD 10/20/2022 04/20/2018 **.** * 04/20/2018 **.** *
Deutsche Bank AG (London Branch), FRN 23may2023, USD   USD 05/23/2023 04/20/2018 **.**** * 04/20/2018 **.**** *
Deutsche Bank AG (London Branch), FRN 8nov2020, EUR   EUR 11/08/2020 04/20/2018 **.** * 04/20/2018 ***.* *
Deutsche Bank AG (London Branch), FRN 9mar2026, EUR   EUR 03/09/2026 04/20/2018 **.** * 04/20/2018 **.* *
Diageo, 0% 17nov2020, EUR (1096D)   EUR 11/17/2020 04/20/2018 **.** *.** 04/20/2018 **.** *.**
Diageo, 0.5% 19jun2024, EUR   EUR 06/19/2024 04/20/2018 **.** *.** 04/20/2018 **.** *.**
Diageo, 1.125% 20may2019, EUR   EUR 05/20/2019 04/20/2018 ***.** -*.** 04/20/2018 ***.** -*.**
Diageo, 1.125% 29apr2018, USD   USD 04/29/2018 04/20/2018 **.** *.** 04/20/2018 **.** *.**
Diageo, 1.75% 23sep2024, EUR   EUR 09/23/2024 04/20/2018 ***.** *.** 04/20/2018 ***.** *.**
Diageo, 2.375% 20may2026, EUR   EUR 05/20/2026 04/20/2018 ***.** *.** 04/20/2018 ***.** *.**
Diageo, 2.625% 29apr2023, USD   USD 04/29/2023 04/20/2018 **.** *.** 04/20/2018 **.*** *.**
Diageo, 2.875% 11may2022, USD   USD 05/11/2022 04/20/2018 **.** *.** 04/20/2018 **.*** *.**
Diageo, 3.875% 29apr2043, USD   USD 04/29/2043 04/20/2018 **.*** *.** 04/20/2018 **.*** *.**
Diageo, 4.25% 11may2042, USD   USD 05/11/2042 04/20/2018 ***.** *.* 04/20/2018 ***.*** *.**
Diageo, 4.828% 15jul2020, USD   USD 07/15/2020 04/20/2018 ***.*** *.* 04/20/2018 ***.*** *.**
Diageo, 4.85% 15may2018, USD   USD 05/15/2018 04/20/2018 **.*** *.** 04/20/2018 ***.*** *.**
Diageo, 5.875% 30sep2036, USD   USD 09/30/2036 04/20/2018 ***.*** *.** 04/20/2018 ***.*** *.**
Diageo, 7.45% 15apr2035, USD   USD 04/15/2035 04/20/2018 ***.*** *.** 04/20/2018 ***.*** *.**
Diageo, 8.00% 15sep2022, USD   USD 09/15/2022 04/20/2018 ***.**** *.** 04/20/2018 ***.*** *.*
Direct Line Insurance Group, 9.25% 27apr2042, GBP   GBP 04/27/2042 04/20/2018 ***.** * 04/20/2018 ***.** *
Drax Group plc, 6.625% 1nov2025, USD   USD 11/01/2025 04/20/2018 ***.** *.** 04/20/2018 ***.** *.**
DS Smith, 1.375% 26jul2024, EUR   EUR 07/26/2024 04/20/2018 **.** *.** 04/20/2018 **.** *.**
DS Smith, 2.25% 16sep2022, EUR   EUR 09/16/2022 04/20/2018 ***.*** *.** 04/20/2018 ***.** *.**
DS Smith, 2.875% 26jul2029, GBP   GBP 07/26/2029 04/20/2018 **.* *.** 04/20/2018 **.** *.**
Dwr Cymru, 2.5% 31mar2036, GBP   GBP 03/31/2036 04/20/2018 **.* *.** 04/20/2018 **.* *.**
Dwr Cymru, 6.015% 31mar2028, GBP   GBP 03/31/2028 04/20/2018 ***.* *.** 04/20/2018 ***.** *.**
Dwr Cymru, 6.907% 31mar2021, GBP (ABS)   GBP 03/31/2021 04/20/2018 ***.** *.** 04/20/2018 ***.** *.**
Dwr Cymru, FRN 31mar2026, GBP (ABS)   GBP 03/31/2026 04/20/2018 ***.** * 04/20/2018 ***.** *
Dwr Cymru, FRN 31mar2030, GBP (ABS)   GBP 03/31/2030 04/20/2018 ***.** * 04/20/2018 ***.** *
East Finance, 5.486% 15jun2042, GBP   GBP 06/15/2042 04/20/2018 ***.** *.** 04/20/2018 ***.** *.**
Eastern Power Networks, 0.032% 7oct2025, GBP   GBP 10/07/2025 04/20/2018 ***.**** -*.** 04/20/2018 ***.**** -*.**
Eastern Power Networks, 4.75% 30sep2021, GBP   GBP 09/30/2021 04/20/2018 ***.* *.** 04/20/2018 ***.** *.**
Eastern Power Networks, 5.5% 5jun2026, GBP   GBP 06/05/2026 04/20/2018 ***.** *.** 04/20/2018 ***.** *.**
Eastern Power Networks, 5.75% 8mar2024, GBP   GBP 03/08/2024 04/20/2018 ***.** *.** 04/20/2018 ***.** *.**
Eastern Power Networks, 6.25% 12nov2036, GBP   GBP 11/12/2036 04/20/2018 ***.** * 04/20/2018 ***.** *
Eastern Power Networks, 8.5% 31mar2025, GBP   GBP 03/31/2025 04/20/2018 ***.** *.** 04/20/2018 ***.** *.*
EasyJet, 1.125% 18oct2023, EUR   EUR 10/18/2023 04/20/2018 ***.** *.** 04/20/2018 ***.** *.**
EasyJet, 1.75% 9feb2023, EUR   EUR 02/09/2023 04/20/2018 ***.** *.* 04/20/2018 ***.** *.**
EBRD, 0% 10feb2028, AUD (10957D)   AUD 02/10/2028 04/20/2018 **.*** *.** 04/20/2018 **.** *.*
EBRD, 0% 10sep2021, USD (7305D)   USD 09/10/2021 04/20/2018 **.**** *.** 04/20/2018 **.**** *.**
EBRD, 0% 13jun2023, BRL (2862D)   BRL 06/13/2023 04/20/2018 **.** *.** 04/20/2018 **.** *.**
EBRD, 0% 17jun2027, ZAR (10957D)   ZAR 06/17/2027 04/20/2018 **.* *.** 04/20/2018 **.*** *.**
EBRD, 0% 1feb2019, ARS (549D)   ARS 02/01/2019 04/20/2018 **.** **.** 04/20/2018 **.** **.**
EBRD, 0% 22jan2026, RUR (3653D)   RUB 01/22/2026 04/20/2018 **.* *.** 04/20/2018 **.** *.**
EBRD, 0% 25jan2019, ARS (730D)   ARS 01/25/2019 04/20/2018 **.** **.** 04/20/2018 **.** **.**
EBRD, 0% 25may2040, USD (10958D)   USD 05/25/2040 04/20/2018 ***.**** *.** 04/20/2018 ***.**** *.**
EBRD, 0% 2aug2021, TRY (1461D)   TRY 08/02/2021 04/20/2018 **.** **.** 04/20/2018 **.** **.**
EBRD, 0% 30dec2027, ZAR (11026D)   ZAR 12/30/2027 04/20/2018 **.** *.** 04/20/2018 **.** *.**
EBRD, 0% 31dec2018, ZAR (7665D)   ZAR 12/31/2018 04/20/2018 **.** *.** 04/20/2018 **.** *
EBRD, 0% 31dec2020, ZAR (8308D)   ZAR 12/31/2020 04/20/2018 **.** *.** 04/20/2018 **.** *.**
EBRD, 0% 31dec2029, ZAR (11627D)   ZAR 12/31/2029 04/20/2018 **.** *.** 04/20/2018 **.** *.**
EBRD, 0% 4feb2048, ITL (18262D)   ITL 02/04/2048 04/20/2018 **.* *.** 04/20/2018 **.** *.**
EBRD, 0% 6mar2023, TRY (3652D)   TRY 03/06/2023 04/20/2018 **.** **.** 04/20/2018 **.** *.**
EBRD, 0% 7apr2027, ZAR (10957D)   ZAR 04/07/2027 04/20/2018 **.** *.** 04/20/2018 **.*** *.**
EBRD, 0.5% 1sep2023, AUD   AUD 09/01/2023 04/20/2018 **.** *.** 04/20/2018 **.** *.**
EBRD, 0.5% 20dec2018, AUD   AUD 12/20/2018 04/20/2018 **.** **.** 04/20/2018 ***.** -*.**
EBRD, 0.5% 21dec2023, AUD   AUD 12/21/2023 04/20/2018 **.** *.** 04/20/2018 **.* *.**
EBRD, 0.5% 21nov2023, AUD   AUD 11/21/2023 04/20/2018 **.** *.** 04/20/2018 **.** *.**
EBRD, 0.5% 22jun2020, BRL   BRL 06/22/2020 04/20/2018 **.** *.** 04/20/2018 ** *.**
EBRD, 0.5% 28jan2020, BRL   BRL 01/28/2020 04/20/2018 **.*** *.** 04/20/2018 **.** *.**
EBRD, 0.875% 22jul2019, USD   USD 07/22/2019 04/20/2018 ** *.** 04/20/2018 **.** *.**
EBRD, 1% 15jun2018, USD   USD 06/15/2018 04/20/2018 **.** *.** 04/20/2018 **.** *.**
EBRD, 1% 17sep2018, USD   USD 09/17/2018 04/20/2018 **.** *.* 04/20/2018 **.** *.**
EBRD, 1.125% 24aug2020, USD   USD 08/24/2020 04/20/2018 **.* *.** 04/20/2018 **.** *.**
EBRD, 1.375% 15sep2021, USD   USD 09/15/2021 04/20/2018 **.** *.** 04/20/2018 **.** *.**
EBRD, 1.45% 3mar2025, USD   USD 03/03/2025 04/20/2018 **.** *.** 04/20/2018 **.* *.**
EBRD, 1.5% 16mar2020, USD   USD 03/16/2020 04/20/2018 **.** *.** 04/20/2018 **.** *.**
EBRD, 1.5% 2nov2021, USD   USD 11/02/2021 04/20/2018 **.** *.** 04/20/2018 **.** *.**
EBRD, 1.625% 15nov2018, USD   USD 11/15/2018 04/20/2018 **.** *.** 04/20/2018 **.** *.**
EBRD, 1.625% 5may2020, USD   USD 05/05/2020 04/20/2018 **.** *.** 04/20/2018 **.** *.**
EBRD, 1.75% 14jun2019, USD   USD 06/14/2019 04/20/2018 **.* *.** 04/20/2018 **.** *.**
EBRD, 1.75% 26nov2019, USD   USD 11/26/2019 04/20/2018 **.** *.** 04/20/2018 **.** *.*
EBRD, 1.875% 15jul2021, USD   USD 07/15/2021 04/20/2018 **.* *.** 04/20/2018 **.** *.**
EBRD, 1.875% 17dec2018, GBP   GBP 12/17/2018 04/20/2018 ***.** *.** 04/20/2018 ***.* *.*
EBRD, 1.875% 23feb2022, USD   USD 02/23/2022 04/20/2018 **.** *.** 04/20/2018 **.** *.**
EBRD, 10% 13oct2021, TRY   TRY 10/13/2021 04/20/2018 **.** **.** 04/20/2018 **.** **.**
EBRD, 10% 16nov2018, IDR   IDR 11/16/2018 04/20/2018 ***.** *.** 04/20/2018 ***.** *.**
EBRD, 10% 4dec2018, ITL   ITL 12/04/2018 04/20/2018 ***.** * 04/20/2018 ***.** *
EBRD, 10% 5nov2018, ITL (Structured)   ITL 11/05/2018 04/20/2018 **.** * 04/20/2018 *** *
EBRD, 10% 9nov2018, USD   USD 11/09/2018 04/20/2018 ***.** *.* 04/20/2018 ***.** *.**
EBRD, 11% 28sep2018, TRY   TRY 09/28/2018 04/20/2018 **.** **.* 04/20/2018 **.** **.**
EBRD, 11% 5feb2024, EUR   EUR 02/05/2024 04/20/2018 ***.** * 04/20/2018 ***.*** *
EBRD, 11.25% 5feb2019, RON   RON 02/05/2019 04/20/2018 ***.**** *.* 04/20/2018 ***.**** *.**
EBRD, 12% 12mar2024, EUR   EUR 03/12/2024 04/20/2018 ***.**** *.** 04/20/2018 ***.**** *.**
EBRD, 12% 19feb2019, EUR   EUR 02/19/2019 04/20/2018 ***.**** * 04/20/2018 ***.**** *
EBRD, 12% 5mar2024, EUR   EUR 03/05/2024 04/20/2018 ***.* -*.** 04/20/2018 *** -*.**
EBRD, 17% 5mar2020, ARS   ARS 03/05/2020 04/20/2018 **.** **.** 04/20/2018 **.** **.**
EBRD, 19% 14feb2019, ARS   ARS 02/14/2019 04/20/2018 **.** **.** 04/20/2018 **.* **.**
EBRD, 2% 1feb2021, USD   USD 02/01/2021 04/20/2018 **.** *.** 04/20/2018 **.** *.**
EBRD, 2.125% 7mar2022, USD   USD 03/07/2022 04/20/2018 **.** *.** 04/20/2018 **.** *.**
EBRD, 2.73% 26sep2046, USD   USD 09/26/2046 04/20/2018 **.**** *.* 04/20/2018 **.**** *.**
EBRD, 2.746% 17jul2024, GBP   GBP 07/17/2024 04/20/2018 ***.*** * 04/20/2018 ***.*** *
EBRD, 2.75% 7mar2023, USD   USD 03/07/2023 04/20/2018 **.** *.** 04/20/2018 **.** *.**
EBRD, 20% 24oct2018, ARS   ARS 10/24/2018 04/20/2018 **.* **.** 04/20/2018 **.** **.**
EBRD, 3.18% 20jun2018, AUD   AUD 06/20/2018 04/20/2018 ***.*** *.** 04/20/2018 ***.*** *.**
EBRD, 4% 30apr2019, BRL   BRL 04/30/2019 04/20/2018 **.** *.** 04/20/2018 ***.** *.**
EBRD, 4.032% 25sep2018, NZD   NZD 09/25/2018 04/20/2018 ***.*** * 04/20/2018 ***.*** *.*
EBRD, 4.16% 14jun2018, IDR   IDR 06/14/2018 04/20/2018 **.** *.* 04/20/2018 **.** *.**
EBRD, 4.5% 18dec2018, MXN   MXN 12/18/2018 04/20/2018 **.* *.** 04/20/2018 **.** *.**
EBRD, 5% 14jun2021, INR   INR 06/14/2021 04/20/2018 **.* *.* 04/20/2018 **.** *
EBRD, 5% 22jul2025, EUR   EUR 07/22/2025 04/20/2018 ***.** * 04/20/2018 ***.** *
EBRD, 5.06% 15feb2019, INR   INR 02/15/2019 04/20/2018 **.**** *.** 04/20/2018 **.**** *.**
EBRD, 5.125% 7jun2032, GBP   GBP 06/07/2032 04/20/2018 ***.** *.** 04/20/2018 ***.** *.**
EBRD, 5.25% 6dec2018, TRY   TRY 12/06/2018 04/20/2018 **.** **.** 04/20/2018 **.** **.**
EBRD, 5.6% 30jan2025, IDR   IDR 01/30/2025 04/20/2018 **.** *.** 04/20/2018 **.** *.**
EBRD, 5.625% 7dec2028, GBP   GBP 12/07/2028 04/20/2018 ***.** *.** 04/20/2018 ***.** *.**
EBRD, 6% 24jul2023, RUR   RUB 07/24/2023 04/20/2018 **.** *.** 04/20/2018 ***.** *.**
EBRD, 6% 4may2020, INR   INR 05/04/2020 04/20/2018 **.** *.** 04/20/2018 **.** *.**
EBRD, 6% 7feb2023, INR   INR 02/07/2023 04/20/2018 **.** *.** 04/20/2018 **.** *.**
EBRD, 6.125% 30mar2020, INR   INR 03/30/2020 04/20/2018 **.** *.** 04/20/2018 **.** *.*
EBRD, 6.25% 25jul2022, IDR   IDR 07/25/2022 04/20/2018 ***.** *.** 04/20/2018 ***.** *.**
EBRD, 6.38% 27mar2019, IDR   IDR 03/27/2019 04/20/2018 **.**** *.** 04/20/2018 **.**** *.**
EBRD, 6.75% 13jul2018, RUB   RUB 07/13/2018 04/20/2018 ***.** *.* 04/20/2018 ***.** *.**
EBRD, 6.91% 28may2019, IDR   IDR 05/28/2019 04/20/2018 **.** *.** 04/20/2018 ***.** *.**
EBRD, 7.375% 15apr2019, IDR   IDR 04/15/2019 04/20/2018 ***.** *.** 04/20/2018 ***.** *.**
EBRD, 7.5% 16dec2019, BRL   BRL 12/16/2019 04/20/2018 ***.** *.* 04/20/2018 ***.** *.**
EBRD, 7.5% 29nov2019, RUR   RUB 11/29/2019 04/20/2018 ***.** *.** 04/20/2018 ***.** *.**
EBRD, 7.95% 22dec2021, AMD   AMD 12/22/2021 04/20/2018 **.**** *.** 04/20/2018 **.**** *.**
EBRD, 8% 11oct2018, TRY   TRY 10/11/2018 04/20/2018 **.** **.** 04/20/2018 **.** **.**
EBRD, 8% 26apr2018, RUR   RUB 04/26/2018 04/20/2018 *** *.** 04/20/2018 ***.** *.**
EBRD, 9.25% 2dec2020, IDR   IDR 12/02/2020 04/20/2018 ***.** *.* 04/20/2018 ***.** *.**
EBRD, FRN 10jan2020, USD   USD 01/10/2020 04/20/2018 ***.** * 04/20/2018 ***.** *
EBRD, FRN 19apr2010, EUR   EUR 04/19/2025 04/20/2018 **.**** * 04/20/2018 **.**** *
EBRD, FRN 19nov2020, USD   USD 11/19/2020 04/20/2018 **.** * 04/20/2018 **.** *
EBRD, FRN 23mar2020, USD   USD 03/23/2020 04/20/2018 **.** * 04/20/2018 **.** *
EE Limited, 3.25% 3aug2018, EUR   EUR 08/03/2018 04/20/2018 ***.** *.** 04/20/2018 ***.** -*.**
EE Limited, 4.375% 28mar2019, GBP   GBP 03/28/2019 04/20/2018 ***.** *.** 04/20/2018 ***.** *.**
Ei Group, 5.659% 30jun2027, GBP   GBP 06/30/2027 04/20/2018 ***.** *.** 04/20/2018 *** *.**
Ei Group, 6% 6oct2023, GBP   GBP 10/06/2023 04/20/2018 ***.** *.** 04/20/2018 ***.** *.**
Ei Group, 6.375% 15feb2022, GBP   GBP 02/15/2022 04/20/2018 ***.** *.** 04/20/2018 ***.* *.**
Ei Group, 6.375% 26sep2031, GBP (ABS)   GBP 09/26/2031 04/20/2018 ***.** *.** 04/20/2018 ***.** *.*
Ei Group, 6.464% 30mar2032, GBP   GBP 03/30/2032 04/20/2018 **.** *.** 04/20/2018 ** *.**
Ei Group, 6.5% 6dec2018, GBP (ABS)   GBP 12/06/2018 04/20/2018 ***.* *.** 04/20/2018 ***.** *.**
Ei Group, 6.875% 9may2025, GBP (ABS)   GBP 05/09/2025 04/20/2018 ***.**** *.** 04/20/2018 ***.**** *.**
Ei Group, 7.395% 30mar2024, GBP   GBP 03/28/2024 04/20/2018 ***.** *.** 04/20/2018 ***.** *.**
Electricity North West, 8.875% 25mar2026, GBP   GBP 03/25/2026 04/20/2018 ***.** *.** 04/20/2018 ***.** *.**
Elli Investments, 8.75% 15jun2019, GBP   GBP 06/15/2019 04/20/2018 **.* **.** 04/20/2018 **.** **.**
EnQuest, 5.5% 15apr2022, GBP   GBP 04/15/2022 04/20/2018 **.** * 04/20/2018 **.** *
Enterprise Oil, 7% 1may2018, USD   USD 05/01/2018 04/20/2018 ***.**** *.** 04/20/2018 ***.*** *.**
Equity Release Funding, 5.05% 26apr2033, GBP (ABS)   GBP 04/26/2033 04/20/2018 ***.**** *.** 04/20/2018 ***.**** *.**
Equity Release Funding, 5.7% 26feb2031, GBP (ABS)   GBP 02/26/2031 04/20/2018 ***.**** *.** 04/20/2018 ***.**** *.**
Equity Release Funding, 5.88% 26may2032, GBP (ABS)   GBP 05/26/2032 04/20/2018 ***.**** *.** 04/20/2018 ***.**** *.**
Esure Group, 6.75% 19dec2024, GBP   GBP 12/19/2024 04/20/2018 ***.*** *.** 04/20/2018 ***.*** *.**
Europcar International, 2.375% 15nov2022, EUR   EUR 11/15/2022 04/20/2018 ***.*** *.** 04/20/2018 ***.** *.**
Eversholt Funding, 3.529% 7aug2042, GBP   GBP 08/07/2042 04/20/2018 **.** *.** 04/20/2018 **.** *.**
Eversholt Funding, 5.831% 2dec2020, GBP   GBP 12/02/2020 04/20/2018 ***.**** *.** 04/20/2018 ***.**** *.**
Eversholt Funding, 6.359% 2dec2025, GBP   GBP 12/02/2025 04/20/2018 ***.*** *.** 04/20/2018 ***.**** *.**
Eversholt Funding, 6.697% 22feb2035, GBP   GBP 02/22/2035 04/20/2018 ***.** *.** 04/20/2018 ***.** *.**
Exchequer Partnership, 5.396% 13jul2036, GBP (ABS)   GBP 07/13/2036 04/20/2018 ***.**** *.** 04/20/2018 ***.**** *.**
Fairfax, 7.75% 15jul2037, USD   USD 07/15/2037 04/20/2018 ***.*** *.* 04/20/2018 ***.*** *.**
FCE Bank, 0.65% 5apr2021, JPY   JPY 04/05/2021 04/20/2018 ***.**** *.** 04/20/2018 ***.**** *.**
FCE Bank, 0.869% 13sep2021, EUR   EUR 09/13/2021 04/20/2018 ***.** *.** 04/20/2018 ***.** *.**
FCE Bank, 1.114% 13may2020, EUR   EUR 05/13/2020 04/20/2018 ***.* *.** 04/20/2018 ***.** *.**
FCE Bank, 1.134% 10feb2022, EUR   EUR 02/10/2022 04/20/2018 ***.** *.** 04/20/2018 ***.** *.**
FCE Bank, 1.528% 9nov2020, EUR   EUR 11/09/2020 04/20/2018 ***.** *.** 04/20/2018 ***.** *.**
FCE Bank, 1.615% 11may2023, EUR   EUR 05/11/2023 04/20/2018 ***.*** *.** 04/20/2018 ***.** *.**
FCE Bank, 1.66% 11feb2021, EUR   EUR 02/11/2021 04/20/2018 ***.** *.** 04/20/2018 ***.** *.**
FCE Bank, 1.75% 21may2018, EUR   EUR 05/21/2018 04/20/2018 ***.** -*.** 04/20/2018 ***.** -*.**
FCE Bank, 1.875% 18apr2019, EUR   EUR 04/18/2019 04/20/2018 ***.** -*.** 04/20/2018 *** -*.**
FCE Bank, 1.875% 24jun2021, EUR   EUR 06/24/2021 04/20/2018 ***.** *.** 04/20/2018 ***.** *.**
FCE Bank, 2.625% 20nov2018, GBP   GBP 11/20/2018 04/20/2018 ***.* *.** 04/20/2018 ***.* *.**
FCE Bank, 2.727% 3jun2022, GBP   GBP 06/03/2022 04/20/2018 ***.** *.** 04/20/2018 ***.** *.**
FCE Bank, 2.759% 13nov2019, GBP   GBP 11/13/2019 04/20/2018 ***.* *.** 04/20/2018 ***.* *.**
FCE Bank, 3.25% 19nov2020, GBP   GBP 11/19/2020 04/20/2018 ***.** *.** 04/20/2018 ***.** *.**
FCE Bank, FRN 11aug2018, EUR   EUR 08/11/2018 04/20/2018 ***.** * 04/20/2018 ***.** *
FCE Bank, FRN 17sep2019, EUR   EUR 09/17/2019 04/20/2018 ***.** * 04/20/2018 ***.** *
FCE Bank, FRN 18dec2020, EUR   EUR 12/18/2020 04/20/2018 ***.**** * 04/20/2018 ***.**** *
FCE Bank, FRN 26aug2020, EUR   EUR 08/26/2020 04/20/2018 ***.** * 04/20/2018 ***.** *
First Flexible, FRN 15sep2033, GBP (ABS)   GBP 09/15/2033 04/20/2018 **.**** * 04/20/2018 **.**** *
First Flexible, FRN 15sep2033, GBP (ABS)   GBP 09/15/2033 04/20/2018 **.**** * 04/20/2018 **.**** *
First Flexible, FRN 15sep2033, GBP (ABS)   GBP 09/15/2033 04/20/2018 **.**** * 04/20/2018 **.**** *
First Flexible, FRN 1dec2035, GBP (ABS)   GBP 12/01/2035 04/20/2018 **.*** * 04/20/2018 **.*** *
First Flexible, FRN 1jun2034, GBP (ABS)   GBP 06/01/2034 04/20/2018 **.**** * 04/20/2018 ***.**** *
First Flexible, FRN 1jun2034, GBP (ABS)   GBP 06/01/2034 04/20/2018 ***.**** * 04/20/2018 ***.**** *
First Hydro, 9% 31jul2021, GBP (ABS)   GBP 07/31/2021 04/20/2018 ***.*** *.** 04/20/2018 ***.*** *.**
Firstgroup, 6.125% 18jan2019, GBP   GBP 01/18/2019 04/20/2018 ***.** *.** 04/20/2018 ***.* *.**
Firstgroup, 6.875% 18sep2024, GBP   GBP 09/18/2024 04/20/2018 ***.* * 04/20/2018 ***.** *
Firstgroup, 8.75% 8apr2021, GBP   GBP 04/08/2021 04/20/2018 ***.** *.* 04/20/2018 ***.** *.**
Friends Life Group, 12% 21may2021, GBP   GBP 05/21/2021 04/20/2018 ***.** *.** 04/20/2018 ***.** *.**
Friends Life Group, 7.875% perp., USD   USD 04/20/2018 ***.** * 04/20/2018 ***.** *
Friends Life Group, 8.25% 21apr2022, GBP   GBP 04/21/2022 04/20/2018 ***.** *.** 04/20/2018 ***.** *.**
G4S, 1.5% 2jun2024, EUR   EUR 06/02/2024 04/20/2018 ***.*** *.** 04/20/2018 ***.** *.**
G4S, 1.5% 9jan2023, EUR   EUR 01/09/2023 04/20/2018 ***.*** *.** 04/20/2018 ***.** *.**
G4S, 2.625% 6dec2018, EUR   EUR 12/06/2018 04/20/2018 ***.** * 04/20/2018 ***.** *
G4S, 7.75% 13may2019, GBP   GBP 05/13/2019 04/20/2018 ***.** * 04/20/2018 ***.* *
Galaxy Bidco Ltd, 6.38% 15nov2020, GBP   GBP 11/15/2020 04/20/2018 **.*** *.** 04/20/2018 ***.*** *.**
Gatwick Airport, 2.625% 7oct2048, GBP   GBP 10/07/2048 04/20/2018 **.** *.** 04/20/2018 **.** *.**
Gatwick Airport, 3.25% 26feb2050, GBP   GBP 02/26/2050 04/20/2018 **.** *.** 04/20/2018 **.** *.**
Gatwick Airport, 4.625% 27mar2036, GBP   GBP 03/27/2036 04/20/2018 ***.** *.** 04/20/2018 ***.** *.**
Gatwick Airport, 5.25% 23jan2026, GBP   GBP 01/23/2026 04/20/2018 *** *.** 04/20/2018 ***.**** *
Gatwick Airport, 6.125% 2mar2028, GBP   GBP 03/02/2028 04/20/2018 ***.** *.** 04/20/2018 ***.** *.**
Gatwick Airport, 6.5% 2mar2043, GBP   GBP 03/02/2043 04/20/2018 ***.** *.** 04/20/2018 ***.** *.**
GenFinance, 6.064% 21dec2039, GBP   GBP 12/21/2039 04/20/2018 ***.**** *.** 04/20/2018 ***.**** *.**
GESB, 8.35% 15nov2018, GBP   GBP 11/15/2018 04/20/2018 ***.**** *.** 04/20/2018 ***.**** *.**
GKN Holdings, 3.375% 12may2032, GBP   GBP 05/12/2032 04/20/2018 ***.** *.* 04/20/2018 ***.**** *.**
GKN Holdings, 5.375% 19sep2022, GBP   GBP 09/19/2022 04/20/2018 ***.** *.** 04/20/2018 ***.** *.*
GKN Holdings, 6.75% 28oct2019, GBP   GBP 10/28/2019 04/20/2018 ***.** *.** 04/20/2018 ***.** *.**
Glaxosmithkline plc, 0% 12sep2020, EUR (1096D)   EUR 09/12/2020 04/20/2018 **.** *.** 04/20/2018 **.** *.**
Glaxosmithkline plc, 0.625% 2dec2019, EUR   EUR 12/02/2019 04/20/2018 ***.** -*.** 04/20/2018 ***.** -*.**
Glaxosmithkline plc, 1% 12sep2026, EUR   EUR 09/12/2026 04/20/2018 **.** *.** 04/20/2018 **.*** *.**
Glaxosmithkline plc, 1.375% 12sep2029, EUR   EUR 09/12/2029 04/20/2018 **.*** *.** 04/20/2018 **.** *.**
Glaxosmithkline plc, 1.375% 2dec2024, EUR   EUR 12/02/2024 04/20/2018 ***.** *.* 04/20/2018 ***.* *.**
Glaxosmithkline plc, 2.8% 18mar2023, USD   USD 03/18/2023 04/20/2018 **.** *.** 04/20/2018 **.*** *.**
Glaxosmithkline plc, 2.85% 8may2022, USD   USD 05/08/2022 04/20/2018 **.** *.** 04/20/2018 **.** *.**
Glaxosmithkline plc, 3.375% 20dec2027, GBP   GBP 12/20/2027 04/20/2018 ***.** *.** 04/20/2018 ***.** *.**
Glaxosmithkline plc, 4% 16jun2025, EUR   EUR 06/16/2025 04/20/2018 ***.** *.** 04/20/2018 ***.** *.**
Glaxosmithkline plc, 4.2% 18mar2043, USD   USD 03/18/2043 04/20/2018 ***.*** *.** 04/20/2018 ***.*** *.**
Glaxosmithkline plc, 4.25% 18dec2045, GBP   GBP 12/18/2045 04/20/2018 ***.** *.* 04/20/2018 ***.** *.**
Glaxosmithkline plc, 5.25% 10apr2042, GBP   GBP 04/10/2042 04/20/2018 ***.** *.** 04/20/2018 ***.** *
Glaxosmithkline plc, 5.25% 19dec2033, GBP   GBP 12/19/2033 04/20/2018 ***.* *.** 04/20/2018 ***.** *.**
Glaxosmithkline plc, 5.375% 15apr2034, USD   USD 04/15/2034 04/20/2018 ***.*** *.** 04/20/2018 ***.*** *.*
Glaxosmithkline plc, 5.65% 15may2018, USD   USD 05/15/2018 04/20/2018 ***.** *.** 04/20/2018 ***.*** *.**
Glaxosmithkline plc, 6.375% 15may2038, USD   USD 05/15/2038 04/20/2018 ***.** *.** 04/20/2018 ***.** *.*
Glaxosmithkline plc, 6.375% 9mar2039, GBP   GBP 03/09/2039 04/20/2018 ***.** *.** 04/20/2018 ***.** *.**
Global Switch Holdings, 1.5% 31jan2024, EUR   EUR 01/31/2024 04/20/2018 ***.** *.** 04/20/2018 ***.** *.**
Global Switch Holdings, 2.25% 31may2027, EUR   EUR 05/31/2027 04/20/2018 ***.* *.** 04/20/2018 ***.** *.**
Global Switch Holdings, 4.375% 13dec2022, GBP   GBP 12/13/2022 04/20/2018 ***.**** *.** 04/20/2018 ***.**** *.**
Goldman Sachs International, 0% 3oct2036, MXN (7305D)   MXN 10/03/2036 04/20/2018 **.** *.* 04/20/2018 **.** *.*
Goldman Sachs International, 1.75% 29may2024, EUR   EUR 05/29/2024 04/20/2018 ***.** *.** 04/20/2018 ***.** *.**
Goldman Sachs International, 2% 8apr2025, EUR   EUR 04/08/2025 04/20/2018 ***.* *.** 04/20/2018 ***.** *.**
Goldman Sachs International, 2.5% 31mar2020, EUR   EUR 03/31/2020 04/20/2018 ***.** * 04/20/2018 ***.** *
Goldman Sachs International, 3% 19may2020, CNY   CNY 05/19/2020 04/20/2018 **.*** *.** 04/20/2018 **.*** *.**
Goldman Sachs International, 3.5% 8feb2025, USD   USD 02/08/2025 04/20/2018 **.* * 04/20/2018 **.* *
Goldman Sachs International, 3.75% 29oct2021, EUR   EUR 10/29/2021 04/20/2018 **.** * 04/20/2018 **.** *
Goldman Sachs International, 4% 8oct2018, CNY   CNY 10/08/2018 04/20/2018 **.*** *.** 04/20/2018 **.*** *.**
Goldman Sachs International, 6.25% 17mar2020, MXN   MXN 03/17/2020 04/20/2018 **.* *.** 04/20/2018 **.* *.**
Goldman Sachs International, FRN 14dec2020, EUR   EUR 12/14/2020 04/20/2018 ***.* * 04/20/2018 ***.* *
Goldman Sachs International, FRN 17aug2018, EUR   EUR 08/17/2018 04/20/2018 ***.** * 04/20/2018 ***.** *
Goldman Sachs International, FRN 19sep2018, EUR   EUR 09/19/2018 04/20/2018 ***.* * 04/20/2018 ***.* *
Goldman Sachs International, FRN 21dec2018, EUR   EUR 12/21/2018 04/20/2018 **.** * 04/20/2018 ***.** *
Goldman Sachs International, FRN 25feb2020, EUR   EUR 02/25/2020 04/20/2018 ***.** * 04/20/2018 ***.** *
Goldman Sachs International, FRN 31may2019, EUR   EUR 05/31/2019 04/20/2018 ***.** * 04/20/2018 ***.** *
Goodyear Dunlop Tires Europe, 3.75% 15dec2023, EUR   EUR 12/15/2023 04/20/2018 ***.** *.** 04/20/2018 ***.** *
Grainer PLC, 5% 16dec2020, GBP   GBP 12/16/2020 04/20/2018 ***.** *.** 04/20/2018 ***.** *.**
Great Hall Mortgages, FRN 18jun2038, EUR (ABS)   EUR 06/18/2038 04/20/2018 **.**** * 04/20/2018 **.**** *
Great Hall Mortgages, FRN 18jun2038, GBP (ABS)   GBP 06/18/2038 04/20/2018 **.**** * 04/20/2018 **.**** *
Great Hall Mortgages, FRN 18mar2039, GBP (ABS)   GBP 03/18/2039 04/20/2018 **.**** * 04/20/2018 **.**** *
Great Places Housing Group, 4.75% 22oct2042, GBP (ABS)   GBP 10/22/2042 04/20/2018 ***.** *.** 04/20/2018 ***.** *.**
Greater Gabbard OFTO, 4.137% 2032, GBP (ABS)   GBP 11/29/2032 04/20/2018 ***.**** *.** 04/20/2018 ***.**** *.**
Greene King Finance, 4.0643% 15mar2035, GBP   GBP 03/15/2035 04/20/2018 ***.** *.** 04/20/2018 ***.** *.**
Greene King Finance, 5.106% 15mar2034, GBP   GBP 03/15/2034 04/20/2018 ***.**** *.** 04/20/2018 ***.**** *.**
Greene King Finance, 5.318% 15sep2031, GBP   GBP 09/15/2031 04/20/2018 ***.**** *.** 04/20/2018 ***.**** *.**
Greene King Finance, 5.702% 15dec2034, GBP   GBP 12/15/2034 04/20/2018 **.**** * 04/20/2018 **.**** *
Greenko Group, 4.875% 16aug2023, USD   USD 08/16/2023 04/20/2018 **.* *.** 04/20/2018 **.* *.**
Greensands, 8.5% 15apr2019, GBP (ABS)   GBP 04/15/2019 04/20/2018 ***.** *.** 04/20/2018 ***.** *.*
Guardian Royal Exchange, 6.625% 21aug2023, GBP   GBP 08/21/2023 04/20/2018 ***.** *.** 04/20/2018 ***.** *.**
Gwynt y Mor OFTO, 2.778% 17feb2034, GBP   GBP 02/17/2034 04/20/2018 ***.**** *.** 04/20/2018 ***.**** *.**
H.J. Heinz Finance, 6.25% 18feb2030, GBP   GBP 02/18/2030 04/20/2018 ***.** *.** 04/20/2018 ***.** *.**
Halifax, 9.375% 15may2021, GBP   GBP 05/15/2021 04/20/2018 ***.** *.** 04/20/2018 ***.** *.**
Hammerson, 1.75% 15mar2023, EUR   EUR 03/15/2023 04/20/2018 ***.** *.** 04/20/2018 ***.** *.**
Hammerson, 2% 1jul2022, EUR   EUR 07/01/2022 04/20/2018 ***.** *.** 04/20/2018 ***.** *.*
Hammerson, 2.75% 26sep2019, EUR   EUR 09/26/2019 04/20/2018 ***.** *.** 04/20/2018 ***.** -*.**
Hammerson, 3.5% 27oct2025, GBP   GBP 10/27/2025 04/20/2018 ***.** *.** 04/20/2018 ***.** *.**
Hammerson, 6% 23feb2026, GBP   GBP 02/23/2026 04/20/2018 ***.** * 04/20/2018 ***.* *.**
Hammerson, 7.25% 21apr2028, GBP   GBP 04/21/2028 04/20/2018 ***.** *.** 04/20/2018 ***.** *.**
Haven Funding, 7% 30nov2032, GBP   GBP 11/30/2032 04/20/2018 ***.**** *.** 04/20/2018 ***.**** *.**
Haven Funding, 8.125% 30sep2037, GBP   GBP 09/30/2037 04/20/2018 ***.**** *.** 04/20/2018 ***.*** *.**
HBOS, 4.5% 18mar2030, EUR   EUR 03/18/2030 04/20/2018 ***.** * 04/20/2018 ***.** *
HBOS, 5.374% 30jun2021, EUR   EUR 06/30/2021 04/20/2018 ***.** *.* 04/20/2018 ***.** *.*
HBOS, 6% 1nov2033, USD   USD 11/01/2033 04/20/2018 ***.** *.** 04/20/2018 ***.** *.**
HBOS, 6.461% perp., GBP   GBP 04/20/2018 ***.** * 04/20/2018 ***.** *
HBOS, 6.75% 21may2018, USD   USD 05/21/2018 04/20/2018 ***.* *.** 04/20/2018 ***.** *.**
HBOS, 6.85% perp., USD   USD 04/20/2018 ***.*** * 04/20/2018 ***.** *
Heathrow Airport Holdings, 0.5% 17may2024, CHF   CHF 05/17/2024 04/20/2018 ***.** *.** 04/20/2018 ***.* *.**
Heathrow Airport Holdings, 1.5% 11feb2030, EUR (ABS)   EUR 02/11/2030 04/20/2018 **.*** *.** 04/20/2018 **.** *.**
Heathrow Airport Holdings, 1.875% 12jul2034, EUR   EUR 07/12/2034 04/20/2018 **.** * 04/20/2018 **.* *
Heathrow Airport Holdings, 1.875% 23may2022, EUR   EUR 05/23/2022 04/20/2018 ***.** *.** 04/20/2018 ***.** *.**
Heathrow Airport Holdings, 3.875% 1mar2027, GBP   GBP 03/01/2027 04/20/2018 **.* *.** 04/20/2018 **.** *.**
Heathrow Airport Holdings, 4.221% 6aug2026, GBP   GBP 08/06/2026 04/20/2018 ***.**** *.** 04/20/2018 ***.**** *.**
Heathrow Airport Holdings, 4.625% 31oct2046, GBP   GBP 10/31/2046 04/20/2018 ***.** *.** 04/20/2018 ***.* *.**
Heathrow Airport Holdings, 4.875% 15jul2021, USD   USD 07/15/2021 04/20/2018 ***.**** *.** 04/20/2018 ***.**** *.**
Heathrow Airport Holdings, 5.225% 15feb2023, GBP   GBP 02/15/2023 04/20/2018 ***.** *.** 04/20/2018 ***.* *.**
Heathrow Airport Holdings, 5.375% 2sep2019, GBP   GBP 09/01/2019 04/20/2018 ***.*********** *.** 04/20/2018 ***.*********** *.**
Heathrow Airport Holdings, 5.75% 3mar2025, GBP   GBP 03/03/2025 04/20/2018 ***.**** *.** 04/20/2018 ***.**** *.**
Heathrow Airport Holdings, 5.875% 13may2041, GBP   GBP 05/13/2041 04/20/2018 ***.** *.** 04/20/2018 ***.** *.**
Heathrow Airport Holdings, 6% 20mar2020, GBP   GBP 03/20/2020 04/20/2018 ***.** *.* 04/20/2018 ***.** *.**
Heathrow Airport Holdings, 6.25% 10sep2018, GBP   GBP 09/10/2018 04/20/2018 ***.*********** *.* 04/20/2018 ***.********** *.**
Heathrow Airport Holdings, 6.45% 10dec2033, GBP   GBP 12/10/2031 04/20/2018 ***.** *.** 04/20/2018 ***.** *.**
Heathrow Airport Holdings, 6.75% 3dec2026, GBP   GBP 12/03/2026 04/20/2018 ***.** *.** 04/20/2018 ***.** *.**
Heathrow Airport Holdings, 7.075% 4aug2028, GBP   GBP 08/04/2028 04/20/2018 ***.** *.** 04/20/2018 ***.** *.*
Heathrow Airport Holdings, 7.125% 14feb2024, GBP   GBP 02/14/2024 04/20/2018 ***.** *.** 04/20/2018 ***.** *.**
Heathrow Airport Holdings, 9.2% 29mar2021, GBP   GBP 03/29/2021 04/20/2018 ***.**** *.** 04/20/2018 ***.**** *.**
Heathrow SP, 2.75% 9aug2049, GBP   GBP 08/09/2049 04/20/2018 **.** *.** 04/20/2018 **.** *.**
High Speed Rail Finance, 4.375% 1nov2038, GBP   GBP 11/01/2038 04/20/2018 ***.**** *.** 04/20/2018 ***.**** *.**
Highland Acquisitions, FRN 15sep2020, GBP (ABS)   GBP 09/15/2020 04/20/2018 **.*** * 04/20/2018 **.*** *
Hiscox, 6.125% 24nov2045, GBP   GBP 11/24/2045 04/20/2018 ***.** * 04/20/2018 ***.** *
Housing & Care 21, 3.288% 8nov2049, GBP   GBP 11/08/2049 04/20/2018 **.** *.** 04/20/2018 ***.** *.**
Housing Association Funding, 8.25% 7jun2027, GBP (ABS)   GBP 06/07/2027 04/20/2018 ***.**** *.** 04/20/2018 ***.**** *.**
HSBC, 0% 13may2043, USD (11322D)   USD 05/13/2043 04/20/2018 ***.**** -*.** 04/20/2018 ***.**** -*.**
HSBC, 0% 23apr2043, USD (10957D)   USD 04/23/2043 04/20/2018 **.**** *.** 04/20/2018 **.**** *.**
HSBC, 0% 23jan2044, USD (10957D)   USD 01/23/2044 04/20/2018 ***.** -*.** 04/20/2018 ***.*** -*.**
HSBC, 0% 25jan2026, AUD (7320D)   AUD 01/25/2026 04/20/2018 **.**** *.** 04/20/2018 **.**** *.**
HSBC, 0% 30jan2032, USD (7318D)   USD 01/30/2032 04/20/2018 **.**** *.** 04/20/2018 **.**** *.**
HSBC, 1.48% 15oct2020, JPY   JPY 10/15/2020 04/20/2018 ***.**** *.** 04/20/2018 ***.**** *.**
HSBC, 1.5% 15may2018, USD   USD 05/15/2018 04/20/2018 **.** *.** 04/20/2018 **.** *.**
HSBC, 1.5% 5jul2018, EUR   EUR 07/05/2018 04/20/2018 ***.*** -*.** 04/20/2018 ***.*** -*.**
HSBC, 10.176% perp., USD   USD 04/20/2018 ***.** * 04/20/2018 ***.** *
HSBC, 3% 30jun2025, EUR   EUR 06/30/2025 04/20/2018 ***.** *.** 04/20/2018 ***.** *.**
HSBC, 3.375% 10jan2024, EUR   EUR 01/10/2024 04/20/2018 ***.** *.** 04/20/2018 ***.** *.**
HSBC, 3.4% 8mar2021, USD   USD 03/08/2021 04/20/2018 ***.** *.** 04/20/2018 ***.** *.**
HSBC, 3.820% 16apr2038, USD   USD 04/16/2038 04/20/2018 **.**** *.** 04/20/2018 **.**** *.**
HSBC, 3.875% 24oct2018, EUR   EUR 10/24/2018 04/20/2018 ***.** -*.** 04/20/2018 ***.** -*.*
HSBC, 4% 15jan2021, EUR   EUR 01/15/2021 04/20/2018 ***.** *.** 04/20/2018 ***.** *.**
HSBC, 4% 30mar2022, USD   USD 03/30/2022 04/20/2018 ***.** *.** 04/20/2018 ***.*** *.**
HSBC, 4.25% 14mar2024, USD   USD 03/14/2024 04/20/2018 **.*** *.* 04/20/2018 ***.*** *.**
HSBC, 4.3% 8mar2026, USD   USD 03/08/2026 04/20/2018 ***.** *.** 04/20/2018 ***.*** *.**
HSBC, 4.75% 24mar2046, GBP   GBP 03/24/2046 04/20/2018 ***.** *.** 04/20/2018 ***.** *.**
HSBC, 4.875% 14jan2022, USD   USD 01/14/2022 04/20/2018 ***.* *.** 04/20/2018 ***.*** *.*
HSBC, 5.1% 5apr2021, USD   USD 04/05/2021 04/20/2018 ***.*** *.* 04/20/2018 ***.*** *.**
HSBC, 5.25% 14mar2044, USD   USD 03/14/2044 04/20/2018 ***.** *.** 04/20/2018 ***.** *.*
HSBC, 5.25% perp., EUR   EUR 04/20/2018 ***.* * 04/20/2018 ***.** *
HSBC, 5.375% 22aug2033, GBP   GBP 08/22/2033 04/20/2018 ***.** *.** 04/20/2018 ***.** *.**
HSBC, 5.375% 4nov2030, GBP   GBP 11/04/2030 04/20/2018 ***.** * 04/20/2018 ***.** *
HSBC, 5.625% perp., USD   USD 04/20/2018 ***.** * 04/20/2018 ***.* *
HSBC, 5.75% 20dec2027, GBP   GBP 12/20/2027 04/20/2018 ***.** *.** 04/20/2018 ***.** *.**
HSBC, 5.844% 30nov2048, GBP   GBP 11/30/2048 04/20/2018 ***.**** * 04/20/2018 ***.**** *
HSBC, 5.844% perp., GBP   GBP 04/20/2018 ***.* * 04/20/2018 ***.** *
HSBC, 5.862% perp., GBP   GBP 04/20/2018 ***.** * 04/20/2018 ***.** *
HSBC, 6% 10jun2019, EUR   EUR 06/10/2019 04/20/2018 ***.** *.** 04/20/2018 ***.** *.**
HSBC, 6% 29mar2040, GBP   GBP 03/29/2040 04/20/2018 ***.** *.** 04/20/2018 ***.** *.**
HSBC, 6.1% 14jan2042, USD   USD 01/14/2042 04/20/2018 ***.** *.** 04/20/2018 ***.** *.**
HSBC, 6.25% 19aug2019, GBP   GBP 08/19/2019 04/20/2018 ***.** *.** 04/20/2018 ***.** *.**
HSBC, 6.25% 30jan2041, GBP   GBP 01/30/2041 04/20/2018 ***.** *.** 04/20/2018 ***.** *.**
HSBC, 6.375% perp., USD   USD 04/20/2018 ***.** * 04/20/2018 ***.* *
HSBC, 6.5% 15sep2037, USD   USD 09/15/2037 04/20/2018 ***.** *.** 04/20/2018 ***.*** *.**
HSBC, 6.5% 20may2024, GBP   GBP 05/20/2024 04/20/2018 ***.** *.** 04/20/2018 ***.** *.**
HSBC, 6.5% 2may2036, USD   USD 05/02/2036 04/20/2018 ***.* *.** 04/20/2018 ***.*** *.**
HSBC, 6.5% 7jul2023, GBP   GBP 07/07/2023 04/20/2018 ***.** *.** 04/20/2018 ***.** *.**
HSBC, 6.75% 11sep2028, GBP   GBP 09/11/2028 04/20/2018 ***.** *.** 04/20/2018 ***.** *.**
HSBC, 6.8% 1jun2038, USD   USD 06/01/2038 04/20/2018 ***.* *.** 04/20/2018 ***.*** *.**
HSBC, 7% 7apr2038, GBP   GBP 04/07/2038 04/20/2018 ***.** *.** 04/20/2018 ***.** *.**
HSBC, 7.35% 27nov2032, USD   USD 11/27/2032 04/20/2018 ***.*** *.** 04/20/2018 ***.** *.**
HSBC, 7.625% 17may2032, USD   USD 05/17/2032 04/20/2018 ***.*** *.** 04/20/2018 ***.*** *.**
HSBC, FRN 11feb2021, USD   USD 02/11/2021 04/20/2018 ***.**** * 04/20/2018 ***.**** *
HSBC, FRN 15may2018, USD   USD 05/15/2018 04/20/2018 ***.**** * 04/20/2018 ***.**** *
HSBC, FRN 21dec2018, EUR   EUR 12/21/2018 04/20/2018 ***.** * 04/20/2018 ***.** *
HSBC, FRN 23dec2020, EUR   EUR 12/23/2020 04/20/2018 ***.**** * 04/20/2018 ***.**** *
HSBC, FRN 8mar2021, USD   USD 03/08/2021 04/20/2018 ***.** * 04/20/2018 ***.** *
HSBC, FRN 9mar2020, EUR   EUR 03/09/2020 04/20/2018 ***.** * 04/20/2018 ***.** *
HSBC, FRN 9sep2025, SGD   SGD 09/09/2025 04/20/2018 ***.**** * 04/20/2018 ***.**** *
HSBC, FRN perp., USD   USD 04/20/2018 **.** * 04/20/2018 **.* *
HSBC, FRN perp., USD   USD 04/20/2018 **.** * 04/20/2018 **.** *
HSBC Holdings plc, 0.875% 6sep2024, EUR   EUR 09/06/2024 04/20/2018 **.** *.** 04/20/2018 **.** *.**
HSBC Holdings plc, 1.5% 15mar2022, EUR   EUR 03/15/2022 04/20/2018 ***.** *.** 04/20/2018 ***.** *.**
HSBC Holdings plc, 2.256% 13nov2026, GBP   GBP 11/13/2026 04/20/2018 **.** * 04/20/2018 **.** *
HSBC Holdings plc, 2.5% 15mar2027, EUR   EUR 03/15/2027 04/20/2018 ***.** *.** 04/20/2018 ***.** *.**
HSBC Holdings plc, 2.625% 16aug2028, GBP   GBP 08/16/2028 04/20/2018 **.** *.* 04/20/2018 **.** *.**
HSBC Holdings plc, 2.65% 5jan2022, USD   USD 01/05/2022 04/20/2018 **.*** *.** 04/20/2018 **.*** *.**
HSBC Holdings plc, 2.95% 25may2021, USD   USD 05/25/2021 04/20/2018 **.** *.** 04/20/2018 **.** *.**
HSBC Holdings plc, 3.033% 22nov2023, USD   USD 11/22/2023 04/20/2018 **.** * 04/20/2018 **.** *
HSBC Holdings plc, 3.125% 7jun2028, EUR   EUR 06/07/2028 04/20/2018 ***.** * 04/20/2018 ***.** *.**
HSBC Holdings plc, 3.262% 13mar2023, USD   USD 03/13/2023 04/20/2018 **.** * 04/20/2018 **.** *
HSBC Holdings plc, 3.35% 16feb2024, AUD   AUD 02/16/2024 04/20/2018 **.** *.** 04/20/2018 **.** *.*
HSBC Holdings plc, 3.6% 25may2023, USD   USD 05/25/2023 04/20/2018 **.** *.** 04/20/2018 **.*** *.**
HSBC Holdings plc, 3.9% 25may2026, USD   USD 05/25/2026 04/20/2018 **.** *.** 04/20/2018 **.** *.**
HSBC Holdings plc, 4.041% 13mar2028, USD   USD 03/13/2028 04/20/2018 **.** * 04/20/2018 **.** *
HSBC Holdings plc, 4.25% 2025, USD   USD 08/18/2025 04/20/2018 **.** *.* 04/20/2018 **.** *.**
HSBC Holdings plc, 4.375% 23nov2026, USD   USD 11/23/2026 04/20/2018 **.* *.** 04/20/2018 **.*** *.**
HSBC Holdings plc, 4.7% perp., SGD   SGD 04/20/2018 ***.** * 04/20/2018 ***.*** *
HSBC Holdings plc, 4.75% perp., EUR   EUR 04/20/2018 ***.** * 04/20/2018 ***.** *
HSBC Holdings plc, 6% perp., EUR   EUR 04/20/2018 *** * 04/20/2018 ***.** *
HSBC Holdings plc, 6% perp., USD   USD 04/20/2018 ***.** * 04/20/2018 ***.* *
HSBC Holdings plc, 6.25% perp., USD   USD 04/20/2018 ***.** * 04/20/2018 ***.** *
HSBC Holdings plc, 6.375% perp., USD   USD 04/20/2018 ***.** * 04/20/2018 ***.** *
HSBC Holdings plc, 6.5% perp., USD   USD 04/20/2018 ***.** * 04/20/2018 ***.** *
HSBC Holdings plc, 6.875% perp., USD   USD 04/20/2018 ***.** * 04/20/2018 ***.* *
HSBC Holdings plc, FRN 25may2021, USD   USD 05/25/2021 04/20/2018 ***.** * 04/20/2018 ***.* *
HSBC Holdings plc, FRN 27sep2022, EUR   EUR 09/27/2022 04/20/2018 ***.** * 04/20/2018 ***.** *
HSBC Holdings plc, FRN 5jan2022, USD   USD 01/05/2022 04/20/2018 ***.** * 04/20/2018 ***.** *
HSBC Holdings plc, FRN 5oct2023, EUR   EUR 10/05/2023 04/20/2018 ***.** * 04/20/2018 ***.** *
HSS Hire, 6.75% 1aug2019, GBP   GBP 08/01/2019 04/20/2018 ** *.** 04/20/2018 ** *.**
Hyde Housing Association, 5.125% 23jul2040, GBP   GBP 07/23/2040 04/20/2018 ***.*** *.** 04/20/2018 ***.**** *.**
ICAP, 3.125% 6mar2019, EUR   EUR 03/06/2019 04/20/2018 ***.** *.** 04/20/2018 ***.** *.**
ICAP, 5.25% 26jan2024, GBP   GBP 01/26/2024 04/20/2018 ***.** *.** 04/20/2018 ***.** *.**
ICAP, FRN 31jul2018, GBP   GBP 07/31/2018 04/20/2018 *** *.** 04/20/2018 *** *.**
ICBC (London Branch), FRN 14dec2022, USD   USD 12/14/2022 04/20/2018 ***.* * 04/20/2018 ***.* *
ICBC Standard Bank, FRN 29nov2019, USD   USD 11/29/2019 04/20/2018 ***.**** * 04/20/2018 ***.**** *
Iceland Bondco, 6.75% 15jul2024, GBP   GBP 07/15/2024 04/20/2018 ***.** *.** 04/20/2018 ***.** *.**
Iceland VLNCo, 4.625% 15mar2025, GBP   GBP 03/15/2025 04/20/2018 **.* *.** 04/20/2018 **.** *.*
IHS Markit, 4% 1mar2026, USD   USD 03/01/2026 04/20/2018 **.** *.** 04/20/2018 **.** *.**
Imperial Brands, 0.5% 27jul2021, EUR   EUR 07/27/2021 04/20/2018 ***.** *.** 04/20/2018 ***.** *.**
Imperial Brands, 1.375% 27jan2025, EUR   EUR 01/27/2025 04/20/2018 **.*** *.* 04/20/2018 ***.** *.**
Imperial Brands, 2.05% 20jul2018, USD   USD 07/20/2018 04/20/2018 **.** *.** 04/20/2018 ***.** *.**
Imperial Brands, 2.25% 26feb2021, EUR   EUR 02/26/2021 04/20/2018 ***.** *.** 04/20/2018 ***.** *.**
Imperial Brands, 2.95% 21jul2020, USD   USD 07/21/2020 04/20/2018 **.** *.* 04/20/2018 ***.** *.**
Imperial Brands, 3.375% 26feb2026, EUR   EUR 02/26/2026 04/20/2018 ***.*** *.** 04/20/2018 ***.** *.**
Imperial Brands, 3.5% 11feb2023, USD   USD 02/11/2023 04/20/2018 **.** * 04/20/2018 **.** *
Imperial Brands, 3.75% 21jul2022, USD   USD 07/21/2022 04/20/2018 **.** *.** 04/20/2018 ***.** *.**
Imperial Brands, 4.25% 21jul2025, USD   USD 07/21/2025 04/20/2018 **.** *.** 04/20/2018 ***.** *.**
Imperial Brands, 4.5% 5jul2018, EUR   EUR 07/05/2018 04/20/2018 ***.** * 04/20/2018 ***.*** *
Imperial Brands, 4.875% 7jun2032, GBP   GBP 06/07/2032 04/20/2018 ***.** *.** 04/20/2018 ***.** *.**
Imperial Brands, 5% 2dec2019, EUR   EUR 12/02/2019 04/20/2018 ***.** * 04/20/2018 ***.*** *
Imperial Brands, 5.5% 28sep2026, GBP   GBP 09/28/2026 04/20/2018 ***.** * 04/20/2018 ***.** *
Imperial Brands, 6.25% 4dec2018, GBP   GBP 12/04/2018 04/20/2018 ***.** * 04/20/2018 ***.** *
Imperial Brands, 7.75% 24jun2019, GBP   GBP 06/24/2019 04/20/2018 ***.** *.* 04/20/2018 ***.* *.**
Imperial Brands, 8.125% 15mar2024, GBP   GBP 03/15/2024 04/20/2018 ***.** * 04/20/2018 ***.** *
Imperial Brands, 9% 17feb2022, GBP   GBP 02/17/2022 04/20/2018 ***.** *.* 04/20/2018 ***.** *.**
Ineos Holdings, 2.125% 15nov2025, EUR   EUR 11/15/2025 04/20/2018 **.** *.** 04/20/2018 **.** *.*
Inmarsat, 3.875% 9sep2023, USD (Conv.)   USD 09/09/2023 04/20/2018 ***.** *.** 04/20/2018 ***.** *.**
Integrated Accom Service, 6.48% 31mar2029, GBP (ABS)   GBP 03/31/2029 04/20/2018 ***.** *.** 04/20/2018 ***.** *.**
Intercontinental Hotels, 2.125% 24aug2026, GBP   GBP 08/24/2026 04/20/2018 **.** *.** 04/20/2018 **.** *.**
Intercontinental Hotels, 3.75% 14aug2025, GBP   GBP 08/14/2025 04/20/2018 ***.** *.** 04/20/2018 ***.** *.**
Intercontinental Hotels, 3.875% 28nov2022, GBP   GBP 11/28/2022 04/20/2018 ***.** *.** 04/20/2018 ***.** *.**
Intermediate Capital Group, 5% 24mar2023, GBP   GBP 03/24/2023 04/20/2018 ***.** *.* 04/20/2018 ***.* *.**
Intermediate Capital Group, 6.25% 19sep2020, GBP   GBP 09/19/2020 04/20/2018 *** *.** 04/20/2018 *** *.*
Intermediate Capital Group, 7% 21dec2018, GBP   GBP 12/21/2018 04/20/2018 ***.** *.* 04/20/2018 ***.** *.**
International Finance Facility for Immunisation, 0.5% 24jun2024, ZAR   ZAR 06/24/2024 04/20/2018 **.** *.** 04/20/2018 **.** *.**
International Finance Facility for Immunisation, FRN 1nov2019, USD   USD 11/01/2019 04/20/2018 ***.** * 04/20/2018 ***.* *
International Finance Facility for Immunisation, FRN 29sep2018, USD   USD 09/29/2018 04/20/2018 **.*** * 04/20/2018 **.*** *
International Personal Finance Plc, 4.25% 23may2018, EUR   EUR 05/23/2018 04/20/2018 **.*** **.** 04/20/2018 ***.*** -**.*
International Personal Finance Plc, 5.75% 7apr2021, EUR   EUR 04/07/2021 04/20/2018 **.** *.** 04/20/2018 **.** *.**
International Personal Finance Plc, 6.125% 8may2020, GBP   GBP 05/08/2020 04/20/2018 **.** *.* 04/20/2018 ***.** *.**
International Power, 11.75% 19apr2027, EUR   EUR 04/19/2027 04/20/2018 *.*** ****.** 04/20/2018 *.*** ****.**
Intu (SGS) Finance PLC, 3.875% 17mar2023, GBP   GBP 03/17/2023 04/20/2018 ***.**** *.** 04/20/2018 ***.**** *.**
Intu Properties, 2.5% 4oct2018, GBP (Conv.)   GBP 10/04/2018 04/20/2018 **.** *.** 04/20/2018 **.** *.**
Intu Properties, 2.875% 1nov2022, GBP (Conv.)   GBP 11/01/2022 04/20/2018 **.** *.** 04/20/2018 **.** *.**
Intu Properties, 4.125% 6dec2023, GBP   GBP 12/06/2023 04/20/2018 ***.** *.** 04/20/2018 ***.** *.**
Intu Properties, 4.25% 17sep2030, GBP   GBP 09/17/2030 04/20/2018 ***.**** *.** 04/20/2018 ***.**** *.**
Intu Properties, 4.625% 17mar2028, GBP   GBP 03/17/2028 04/20/2018 ***.**** *.** 04/20/2018 ***.**** *.**
Investec Bank Plc, 4.5% 5may2022, GBP   GBP 05/05/2022 04/20/2018 ***.** *.** 04/20/2018 ***.** *.**
Investec Bank Plc, 9.625% 17feb2022, GBP   GBP 02/17/2022 04/20/2018 ***.** *.** 04/20/2018 ***.** *.**
ISIS Equity, 6.25% 10sep2031, GBP   GBP 09/10/2031 04/20/2018 ***.**** *.** 04/20/2018 ***.**** *.**
Ithaca Energy, 8.125% 1jul2019, USD   USD 07/01/2019 04/20/2018 ***.**** *.** 04/20/2018 ***.**** *.*
ITV, 2% 1dec2023, EUR   EUR 12/01/2023 04/20/2018 ***.** *.** 04/20/2018 ***.** *.**
ITV, 2.125% 21sep2022, EUR   EUR 09/21/2022 04/20/2018 ***.** *.** 04/20/2018 ***.** *.**
J Sainsbury, 1.25% 21nov2019, GBP (Conv.)   GBP 11/21/2019 04/20/2018 **.** *.** 04/20/2018 ***.** -*.**
J Sainsbury, 2.875% perp., GBP (Conv.)   GBP 04/20/2018 ***.**** * 04/20/2018 ***.**** *
J Sainsbury, 6.5% perp., GBP   GBP 04/20/2018 ***.** * 04/20/2018 ***.** *
Jaguar Land Rover, 2.2% 15jan2024, EUR   EUR 01/15/2024 04/20/2018 **.** *.** 04/20/2018 **.** *.**
Jaguar Land Rover, 2.75% 24jan2021, GBP   GBP 01/24/2021 04/20/2018 ***.** *.** 04/20/2018 ***.** *.*
Jaguar Land Rover, 3.5% 15mar2020, USD   USD 03/15/2020 04/20/2018 **.** *.** 04/20/2018 ***.** *.**
Jaguar Land Rover, 3.875% 1mar2023, GBP   GBP 03/01/2023 04/20/2018 ***.** *.** 04/20/2018 ***.** *.**
Jaguar Land Rover, 4.125% 15dec2018, USD   USD 12/15/2018 04/20/2018 ***.** *.** 04/20/2018 ***.* *.**
Jaguar Land Rover, 4.25% 15nov2019, USD   USD 11/15/2019 04/20/2018 ***.** *.** 04/20/2018 ***.** *.**
Jaguar Land Rover, 4.5% 1oct2027, USD   USD 10/01/2027 04/20/2018 **.** *.* 04/20/2018 **.* *.**
Jaguar Land Rover, 5% 15feb2022, GBP   GBP 02/15/2022 04/20/2018 ***.** *.** 04/20/2018 ***.* *.*
Jaguar Land Rover, 5.625% 1feb2023, USD   USD 02/01/2023 04/20/2018 ***.** *.** 04/20/2018 ***.** *.**
Jerrold Holdings, 10.5% 15nov2021, GBP   GBP 11/15/2021 04/20/2018 ***.*** * 04/20/2018 ***.*** *
Jerrold Holdings, 6.25% 15sep2021, GBP   GBP 09/15/2021 04/20/2018 ***.*** *.* 04/20/2018 ***.*** *.**
JKX Oil & Gas, 8% 19feb2018, USD (Conv.)   USD 02/19/2020 04/20/2018 **.**** **.** 04/20/2018 **.**** **.**
John Lewis, 4.25% 18dec2034, GBP   GBP 12/18/2034 04/20/2018 ***.** *.** 04/20/2018 ***.** *.**
John Lewis, 6.125% 21jan2025, GBP   GBP 01/21/2025 04/20/2018 ***.** *.** 04/20/2018 ***.** *.**
John Lewis, 8.375% 8apr2019, GBP   GBP 04/08/2019 04/20/2018 ***.** *.** 04/20/2018 ***.** *.**
Johnston Press, 8.625% 1jun2019, GBP   GBP 06/01/2019 04/20/2018 **.** **.** 04/20/2018 **.** **.**
JPMorgan American Investment Trust, 6.875% 8jun2018, GBP   GBP 06/08/2018 04/20/2018 ***.*** *.** 04/20/2018 ***.*** *.**
Just Group, 3.5% 7feb2025, GBP   GBP 02/07/2025 04/20/2018 **.** *.** 04/20/2018 **.** *.**
Kelda Group, 5.75% 17feb2020, GBP   GBP 02/17/2020 04/20/2018 *** *.** 04/20/2018 ***.* *.**
Kenrick, FRN 18apr2049, GBP (ABS)   GBP 04/18/2049 04/20/2018 ***.**** * 04/20/2018 ***.**** *
Keystone Bidco, 9.5% 15oct2019, GBP   GBP 10/15/2019 04/20/2018 ***.** *.** 04/20/2018 ***.** *.*
Ladbrokes, 5.125% 16sep2022, GBP   GBP 09/16/2022 04/20/2018 ***.* *.** 04/20/2018 ***.** *.**
Land Securities, 5.125% 7feb2036, GBP   GBP 02/07/2036 04/20/2018 ***.**** * 04/20/2018 ***.**** *
Land Securities, FRN 29sep2025, GBP (ABS)   GBP 09/29/2025 04/20/2018 ***.** * 04/20/2018 ***.** *
Leeds Building Society, 0.125% 21apr2020, EUR   EUR 04/21/2020 04/20/2018 ***.** -*.** 04/20/2018 ***.*** -*.**
Leeds Building Society, 0.5% 3jul2024, EUR   EUR 07/03/2024 04/20/2018 **.** *.** 04/20/2018 **.*** *.**
Leeds Building Society, 1.375% 5may2022, EUR   EUR 05/05/2022 04/20/2018 ***.** *.** 04/20/2018 ***.** *.**
Leeds Building Society, 2.625% 1apr2021, EUR   EUR 04/01/2021 04/20/2018 ***.** *.** 04/20/2018 ***.* *.**
Leeds Building Society, 4.25% 17dec2018, GBP   GBP 12/17/2018 04/20/2018 ***.**** *.** 04/20/2018 ***.**** *.**
Leeds Building Society, 4.875% 16nov2020, GBP   GBP 11/16/2020 04/20/2018 ***.**** *.** 04/20/2018 ***.**** *.**
Legal & General Group, 5.25% 21mar2047, USD   USD 03/21/2047 04/20/2018 ***.** * 04/20/2018 ***.** *
Legal & General Group, 5.375% 27oct2045, GBP   GBP 10/27/2045 04/20/2018 ***.** * 04/20/2018 ***.** *
Legal & General Group, 5.5% 27jun2064, GBP   GBP 06/27/2064 04/20/2018 ***.** *.** 04/20/2018 ***.** *.**
Legal & General Group, 5.875% 11dec2031, GBP   GBP 12/11/2031 04/20/2018 ***.** *.** 04/20/2018 ***.** *.**
Legal & General Group, 5.875% 5apr2033, GBP   GBP 04/05/2033 04/20/2018 *** *.** 04/20/2018 ***.** *.**
Legal & General Group, 5.875% perp., GBP   GBP 04/20/2018 ***.** * 04/20/2018 ***.** *
Legal & General Group, FRN 23jul2041, GBP   GBP 07/23/2041 04/20/2018 ***.** * 04/20/2018 ***.** *
LendInvest, 5.25% 10aug2022, GBP   GBP 08/10/2022 04/20/2018 ***.** *.** 04/20/2018 *** *.**
LendInvest, 5.375% 6oct2023, GBP   GBP 10/06/2023 04/20/2018 ***.** *.** 04/20/2018 ***.** *.**
Liberty Global, 3.625% 15jun2029, EUR   EUR 06/15/2029 04/20/2018 **.** *.** 04/20/2018 **.*** *.**
Liberty Global, 7.125% 15may2024, EUR   EUR 05/15/2024 04/20/2018 ***.** *.** 04/20/2018 ***.** *.**
Liberty Living, 2.625% 28nov2024, GBP   GBP 11/28/2024 04/20/2018 **.** *.** 04/20/2018 **.** *.**
Liberty Living, 3.375% 28nov2029, GBP   GBP 11/28/2029 04/20/2018 ***.** *.** 04/20/2018 ***.** *.**
Libra (Longhurst Group) Treasury, 5.125% 2aug2038, GBP   GBP 08/02/2038 04/20/2018 ***.** *.** 04/20/2018 ***.** *.**
Liverpool Victoria Friendly Society, 6.5% 22may2043, GBP   GBP 05/22/2043 04/20/2018 ***.**** * 04/20/2018 ***.** *
Lloyds Bank, 0% 21oct2044, USD (10958D)   USD 10/21/2044 04/20/2018 ***.**** *.** 04/20/2018 ***.**** *.**
Lloyds Bank, 0% 21oct2045, USD (10958D)   USD 10/21/2045 04/20/2018 ***.*** *.** 04/20/2018 ***.*** *.**
Lloyds Bank, 0% 27aug2045, USD (10958D)   USD 08/27/2045 04/20/2018 ***.*** *.** 04/20/2018 ***.*** *.**
Lloyds Bank, 0% 2apr2045, USD (10958D)   USD 04/02/2045 04/20/2018 ***.**** *.** 04/20/2018 ***.*** *.**
Lloyds Bank, 0% 30jan2045, USD (10958D)   USD 01/30/2045 04/20/2018 ***.*** *.** 04/20/2018 ***.*** *.*
Lloyds Bank, 0% 3oct2044, USD (10980D)   USD 10/03/2044 04/20/2018 ***.**** *.** 04/20/2018 ***.**** *.**
Lloyds Bank, 0.375% 18jan2021, EUR   EUR 01/18/2021 04/20/2018 ***.** -*.** 04/20/2018 ***.** -*.**
Lloyds Bank, 0.5% 11apr2023, EUR   EUR 04/11/2023 04/20/2018 ***.*** *.** 04/20/2018 ***.** *.**
Lloyds Bank, 0.5% 22jul2020, EUR (ABS)   EUR 07/22/2020 04/20/2018 ***.*** -*.** 04/20/2018 ***.*** -*.**
Lloyds Bank, 0.625% 14sep2022, EUR   EUR 09/14/2022 04/20/2018 ***.** *.** 04/20/2018 ***.** *.**
Lloyds Bank, 0.625% 20apr2020, EUR   EUR 04/20/2020 04/20/2018 ***.** -*.** 04/20/2018 ***.** -*.**
Lloyds Bank, 0.625% 26mar2025, EUR   EUR 03/26/2025 04/20/2018 **.*** *.** 04/20/2018 **.*** *.**
Lloyds Bank, 1.217% 22jan2025, EUR   EUR 01/22/2025 04/20/2018 **.*** *.** 04/20/2018 ***.*** *.**
Lloyds Bank, 1.25% 13jan2025, EUR   EUR 01/13/2025 04/20/2018 ***.** *.** 04/20/2018 ***.** *.**
Lloyds Bank, 1.326% 23apr2030, EUR   EUR 04/23/2030 04/20/2018 **.**** *.** 04/20/2018 **.**** *.*
Lloyds Bank, 1.375% 16apr2021, EUR   EUR 04/16/2021 04/20/2018 ***.*** *.** 04/20/2018 ***.*** -*.**
Lloyds Bank, 1.375% 8sep2022, EUR   EUR 09/08/2022 04/20/2018 ***.** *.** 04/20/2018 ***.** *.*
Lloyds Bank, 1.7% 8jun2030, EUR   EUR 06/08/2030 04/20/2018 **.**** *.** 04/20/2018 ***.**** *.*
Lloyds Bank, 1.75% 14may2018, USD   USD 05/14/2018 04/20/2018 **.** *.** 04/20/2018 *** *.**
Lloyds Bank, 1.75% 31mar2022, GBP (ABS)   GBP 03/31/2022 04/20/2018 **.** *.** 04/20/2018 ***.** *.**
Lloyds Bank, 1.875% 10oct2018, EUR   EUR 10/10/2018 04/20/2018 *** -*.** 04/20/2018 ***.** -*.**
Lloyds Bank, 10.375% 12feb2024, EUR   EUR 02/12/2024 04/20/2018 ***.** * 04/20/2018 ***.** *
Lloyds Bank, 12% perp., USD   USD 04/20/2018 ***.** * 04/20/2018 ***.* *
Lloyds Bank, 13% perp., EUR   EUR 04/20/2018 ***.* * 04/20/2018 *** *
Lloyds Bank, 13% perp., GBP   GBP 04/20/2018 ***.** * 04/20/2018 ***.** *
Lloyds Bank, 2% 17aug2018, USD   USD 08/17/2018 04/20/2018 **.*** *.** 04/20/2018 **.*** *.**
Lloyds Bank, 2.05% 22jan2019, USD   USD 01/22/2019 04/20/2018 **.** *.** 04/20/2018 **.** *.**
Lloyds Bank, 2.255% 9feb2036, EUR   EUR 02/09/2036 04/20/2018 ***.**** *.** 04/20/2018 ***.**** *.**
Lloyds Bank, 2.3% 27nov2018, USD   USD 11/27/2018 04/20/2018 **.** *.** 04/20/2018 **.** *.**
Lloyds Bank, 2.35% 5sep2019, USD   USD 09/05/2019 04/20/2018 **.** *.** 04/20/2018 **.** *
Lloyds Bank, 2.4% 17mar2020, USD   USD 03/17/2020 04/20/2018 **.** *.** 04/20/2018 **.** *.**
Lloyds Bank, 2.5% 1jun2022, GBP   GBP 06/01/2022 04/20/2018 ***.** *.** 04/20/2018 ***.** *.**
Lloyds Bank, 2.7% 17aug2020, USD   USD 08/17/2020 04/20/2018 **.*** *.** 04/20/2018 **.** *.**
Lloyds Bank, 2.75% 9dec2018, GBP   GBP 12/09/2018 04/20/2018 ***.** *.** 04/20/2018 ***.* *.**
Lloyds Bank, 3.5% 14may2025, USD   USD 05/14/2025 04/20/2018 **.** *.** 04/20/2018 **.** *.**
Lloyds Bank, 3.65% 20mar2023, AUD   AUD 03/20/2023 04/20/2018 **.** *.* 04/20/2018 ***.** *.**
Lloyds Bank, 4% 25jun2018, EUR   EUR 06/25/2018 04/20/2018 ***.** -*.** 04/20/2018 ***.** -*.**
Lloyds Bank, 4% 29sep2020, EUR   EUR 09/29/2020 04/20/2018 ***.** -*.** 04/20/2018 ***.** -*.**
Lloyds Bank, 4.125% 5jun2018, NZD   NZD 06/05/2018 04/20/2018 ***.** *.** 04/20/2018 ***.* *.**
Lloyds Bank, 4.875% 13jan2023, EUR   EUR 01/13/2023 04/20/2018 ***.*** *.** 04/20/2018 ***.** *.**
Lloyds Bank, 4.875% 30mar2027, GBP   GBP 03/30/2027 04/20/2018 ***.** *.** 04/20/2018 ***.** *.**
Lloyds Bank, 5.00% 28jul2026, USD   USD 07/28/2026 04/20/2018 ***.**** *.** 04/20/2018 ***.**** *.**
Lloyds Bank, 5.125% 7mar2025, GBP   GBP 03/07/2025 04/20/2018 ***.*** *.* 04/20/2018 ***.** *.**
Lloyds Bank, 5.375% 3sep2019, EUR   EUR 09/03/2019 04/20/2018 ***.** -*.** 04/20/2018 ***.* -*.**
Lloyds Bank, 5.75% 9jul2025, GBP   GBP 07/09/2025 04/20/2018 ***.** * 04/20/2018 ***.** *
Lloyds Bank, 5.8% 13jan2020, USD   USD 01/13/2020 04/20/2018 ***.** *.** 04/20/2018 ***.** *.**
Lloyds Bank, 6% 8feb2029, GBP   GBP 02/08/2029 04/20/2018 ***.** *.** 04/20/2018 ***.** *.**
Lloyds Bank, 6.375% 21jan2021, USD   USD 01/21/2021 04/20/2018 ***.** *.** 04/20/2018 ***.*** *.**
Lloyds Bank, 6.5% 14sep2020, USD   USD 09/14/2020 04/20/2018 ***.*** *.** 04/20/2018 ***.** *.**
Lloyds Bank, 6.5% 17sep2040, GBP   GBP 09/17/2040 04/20/2018 ***.** *.** 04/20/2018 ***.** *.**
Lloyds Bank, 6.5% 24mar2020, EUR   EUR 03/24/2020 04/20/2018 ***.** *.** 04/20/2018 ***.** *.**
Lloyds Bank, 6.75% 24oct2018, GBP   GBP 10/24/2018 04/20/2018 ***.** *.* 04/20/2018 ***.* *.**
Lloyds Bank, 7.375% 1jun2020, GBP   GBP 06/01/2020 04/20/2018 ***.**** *.** 04/20/2018 ***.**** *.**
Lloyds Bank, 7.5% 15apr2024, GBP   GBP 04/15/2024 04/20/2018 ***.** *.* 04/20/2018 ***.** *.**
Lloyds Bank, 7.5% perp., USD   USD 04/20/2018 ***.** * 04/20/2018 ***.* *
Lloyds Bank, 7.625% 22apr2025, GBP   GBP 04/22/2025 04/20/2018 ***.* *.** 04/20/2018 ***.** *.*
Lloyds Bank, 9.05% 3feb2020, RON   RON 02/03/2020 04/20/2018 ***.**** *.** 04/20/2018 ***.**** *.**
Lloyds Bank, 9.625% 6apr2023, GBP   GBP 04/06/2023 04/20/2018 ***.** *.** 04/20/2018 ***.** *.**
Lloyds Bank, FRN 10sep2019, EUR   EUR 09/10/2019 04/20/2018 ***.** * 04/20/2018 ***.** *
Lloyds Bank, FRN 14jan2019, GBP   GBP 01/14/2019 04/20/2018 **.** * 04/20/2018 ***.** *
Lloyds Bank, FRN 14may2018, USD   USD 05/14/2018 04/20/2018 **.** * 04/20/2018 **.** *
Lloyds Bank, FRN 16jan2020, GBP   GBP 01/16/2020 04/20/2018 ***.** * 04/20/2018 ***.** *
Lloyds Bank, FRN 17aug2018, USD   USD 08/17/2018 04/20/2018 ***.**** * 04/20/2018 ***.**** *
Lloyds Bank, FRN 18jul2019, GBP   GBP 07/18/2019 04/20/2018 ***.*** * 04/20/2018 ***.*** *
Lloyds Bank, FRN 22aug2019, GBP   GBP 08/22/2019 04/20/2018 **.**** * 04/20/2018 **.*** *
Lloyds Bank, FRN 22jan2019, USD   USD 01/22/2019 04/20/2018 ***.**** * 04/20/2018 ***.**** *
Lloyds Bank, FRN 27mar2023, GBP   GBP 03/27/2023 04/20/2018 **.** * 04/20/2018 **.** *
Lloyds Bank, FRN 4feb2020, EUR   EUR 02/04/2020 04/20/2018 ***.*** * 04/20/2018 ***.*** *
Lloyds Bank, FRN 9oct2018, EUR   EUR 10/09/2018 04/20/2018 ***.** * 04/20/2018 ***.** *
Lloyds Banking Group, 0.625% 15jan2024, EUR   EUR 01/15/2024 04/20/2018 **.** * 04/20/2018 **.** *
Lloyds Banking Group, 0.75% 9nov2021, EUR   EUR 11/09/2021 04/20/2018 ***.** *.** 04/20/2018 ***.** *.**
Lloyds Banking Group, 1% 19nov2021, EUR   EUR 11/19/2021 04/20/2018 ***.** *.** 04/20/2018 ***.** *.**
Lloyds Banking Group, 1% 9nov2023, EUR   EUR 11/09/2023 04/20/2018 **.** *.** 04/20/2018 **.** *.**
Lloyds Banking Group, 1.5% 12sep2027, EUR   EUR 09/12/2027 04/20/2018 **.** *.** 04/20/2018 **.** *.**
Lloyds Banking Group, 1.75% 7sep2028, EUR   EUR 09/07/2028 04/20/2018 **.** * 04/20/2018 **.** *
Lloyds Banking Group, 2.25% 16oct2024, GBP   GBP 10/16/2024 04/20/2018 **.** *.** 04/20/2018 **.** *.**
Lloyds Banking Group, 3% 11jan2022, USD   USD 01/11/2022 04/20/2018 **.*** *.* 04/20/2018 **.*** *.**
Lloyds Banking Group, 3.1% 6jul2021, USD   USD 07/06/2021 04/20/2018 **.** *.** 04/20/2018 **.** *.**
Lloyds Banking Group, 3.75% 11jan2027, USD   USD 01/11/2027 04/20/2018 **.** *.** 04/20/2018 **.*** *.*
Lloyds Banking Group, 4.25% 22nov2027, AUD   AUD 11/22/2027 04/20/2018 **.* *.** 04/20/2018 **.** *.**
Lloyds Banking Group, 4.344% 9jan2048, USD   USD 01/09/2048 04/20/2018 **.** *.** 04/20/2018 **.*** *.**
Lloyds Banking Group, 4.375% 22mar2028, USD   USD 03/22/2028 04/20/2018 **.* *.** 04/20/2018 **.** *.**
Lloyds Banking Group, 4.5% 4nov2024, USD   USD 11/04/2024 04/20/2018 **.** *.** 04/20/2018 ***.*** *.**
Lloyds Banking Group, 4.582% 10dec2025, USD   USD 12/10/2025 04/20/2018 **.* *.** 04/20/2018 ***.** *.**
Lloyds Banking Group, 4.582% 10dec2025, USD   USD 12/10/2025 04/20/2018 **.*** *.** 04/20/2018 **.*** *.**
Lloyds Banking Group, 4.65% 24mar2026, USD   USD 03/24/2026 04/20/2018 **.* *.** 04/20/2018 **.** *.**
Lloyds Banking Group, 5.3% 1dec2045, USD   USD 12/01/2045 04/20/2018 ***.** *.** 04/20/2018 ***.** *.**
Lloyds Banking Group, 5.3% 1dec2045, USD   USD 12/01/2045 04/20/2018 ***.**** *.** 04/20/2018 ***.**** *.**
Lloyds Banking Group, 6% perp., GBP   GBP 04/20/2018 ***.* * 04/20/2018 ***.* *
Lloyds Banking Group, 6.375% perp., EUR   EUR 04/20/2018 ***.** * 04/20/2018 ***.** *
Lloyds Banking Group, 6.413% perp., USD   USD 04/20/2018 ***.*** * 04/20/2018 ***.*** *
Lloyds Banking Group, 6.657% perp., USD   USD 04/20/2018 ***.*** * 04/20/2018 ***.*** *
Lloyds Banking Group, 7% perp., GBP   GBP 04/20/2018 ***.** * 04/20/2018 ***.** *
Lloyds Banking Group, FRN 21jun2024, EUR   EUR 06/21/2024 04/20/2018 ***.** * 04/20/2018 ***.** *
Lloyds Banking Group, FRN perp., GBP   GBP 04/20/2018 ***.** * 04/20/2018 ***.** *
Lloyds Banking Group, FRN perp., GBP   GBP 04/20/2018 ***.** * 04/20/2018 ***.** *
London And Quadrant Housing Trust, 2.625% 28feb2028, GBP   GBP 02/28/2028 04/20/2018 **.** *.** 04/20/2018 **.** *.**
London And Quadrant Housing Trust, 2.625% 5may2026, GBP   GBP 05/05/2026 04/20/2018 **.** *.** 04/20/2018 ***.** *.*
London And Quadrant Housing Trust, 3.125% 28feb2053, GBP   GBP 02/28/2053 04/20/2018 **.** *.** 04/20/2018 ***.** *.**
London And Quadrant Housing Trust, 4.625% 5dec2033, GBP (ABS)   GBP 12/05/2033 04/20/2018 ***.**** *.** 04/20/2018 ***.**** *.**
London And Quadrant Housing Trust, 5.5% 27jan2040, GBP (ABS)   GBP 01/27/2040 04/20/2018 ***.** *.** 04/20/2018 ***.** *.**
London Merchant Securities, 6.5% 16mar2026, GBP   GBP 03/16/2026 04/20/2018 ***.*** *.** 04/20/2018 ***.*** *.**
London Mining, 8% 30apr2019, USD (Conv.)   USD 04/30/2019 04/20/2018 *.*** ****.** 04/20/2018 *.*** ****.**
London Power Networks, 3.125% 7jun2032, GBP   GBP 06/07/2032 04/20/2018 ***.*** * 04/20/2018 ***.*** *
London Power Networks, 5.125% 31mar2023, GBP   GBP 03/31/2023 04/20/2018 ***.**** *.** 04/20/2018 ***.**** *.**
London Power Networks, 6.125% 7jun2027, GBP   GBP 06/07/2027 04/20/2018 ***.** *.** 04/20/2018 ***.** *.**
London Stock Exchange, 0.875% 19sep2024, EUR   EUR 09/19/2024 04/20/2018 **.** *.** 04/20/2018 **.** *.**
London Stock Exchange, 1.75% 19sep2029, EUR   EUR 09/19/2029 04/20/2018 ***.*** *.** 04/20/2018 ***.** *.**
London Stock Exchange, 4.75% 2nov2021, GBP   GBP 11/02/2021 04/20/2018 ***.** *.** 04/20/2018 ***.** *.**
London Stock Exchange, 9.125% 18oct2019, GBP   GBP 10/18/2019 04/20/2018 ***.** *.** 04/20/2018 ***.** *.**
Longstone Finance PLC, 4.791% 19apr2030, GBP (ABS)   GBP 04/19/2030 04/20/2018 ***.**** *.* 04/20/2018 ***.**** *.**
Longstone Finance PLC, 4.896% 19apr2031, GBP   GBP 04/19/2031 04/20/2018 ***.**** *.** 04/20/2018 ***.**** *.**
Man Group, 5.875% 16sep2024, USD   USD 09/16/2024 04/20/2018 ***.* * 04/20/2018 *** *
Manchester Airport, 4.125% 2apr2024, GBP   GBP 04/02/2024 04/20/2018 ***.** *.** 04/20/2018 ***.** *.**
Manchester Airport, 4.75% 31mar2034, GBP   GBP 03/31/2034 04/20/2018 ***.** *.** 04/20/2018 ***.** *.**
Marks&Spencer, 3% 8dec2023, GBP   GBP 12/08/2023 04/20/2018 ***.** *.** 04/20/2018 ***.** *.**
Marks&Spencer, 4.75% 12jun2025, GBP   GBP 06/12/2025 04/20/2018 ***.** *.** 04/20/2018 ***.** *.**
Marks&Spencer, 6.125% 2dec2019, GBP   GBP 12/02/2019 04/20/2018 ***.** * 04/20/2018 ***.** *
Marks&Spencer, 6.125% 6dec2021, GBP   GBP 12/06/2021 04/20/2018 ***.** *.** 04/20/2018 *** *.**
Marstons Issuer, 5.1576% 15oct2027, GBP   GBP 10/15/2027 04/20/2018 **.**** * 04/20/2018 ***.**** *
Marstons Issuer, 5.1774% 15jul2032, GBP   GBP 07/15/2032 04/20/2018 ***.**** * 04/20/2018 ***.**** *
Marstons Issuer, 5.641% 15jul2035, GBP   GBP 07/15/2035 04/20/2018 **.**** * 04/20/2018 **.**** *
Marstons Issuer, FRN 15jul2020, GBP   GBP 07/15/2020 04/20/2018 **.* * 04/20/2018 ***.* *
Meadowhall Finance, 4.986% 12jul2037, GBP (ABS)   GBP 01/12/2032 04/20/2018 ***.**** *.** 04/20/2018 ***.*** *.**
Meadowhall Finance, 4.988% 12jul2037, GBP (ABS)   GBP 01/12/2032 04/20/2018 ***.**** *.* 04/20/2018 ***.**** *.**
MEIF Renewable Energy UK, 6.75% 1feb2020, GBP   GBP 02/01/2020 04/20/2018 *** *.** 04/20/2018 *** *.**
Merchants Trust, 5.875% 20dec2029, GBP   GBP 12/20/2029 04/20/2018 ***.**** *.** 04/20/2018 ***.**** *.**
Merlin Entertainments, 2.75% 15mar2022, EUR   EUR 03/15/2022 04/20/2018 ***.** *.** 04/20/2018 ***.** *.**
Merseylink (Issuer), 3.842% 31mar2043, GBP   GBP 03/31/2043 04/20/2018 ***.**** *.** 04/20/2018 ***.*** *.**
Mitchells & Butlers, 5.574% 15dec2030, GBP   GBP 12/15/2030 04/20/2018 ***.**** *.** 04/20/2018 ***.**** *.**
Mitchells & Butlers, 6.013% 15dec2028, GBP   GBP 12/15/2028 04/20/2018 ***.**** *.** 04/20/2018 ***.**** *.**
Mitchells & Butlers, 6.469% 15sep2030, GBP   GBP 09/15/2030 04/20/2018 ***.**** *.** 04/20/2018 ***.**** *.**
Mitchells & Butlers, FRN 15jun2036, GBP   GBP 06/15/2036 04/20/2018 **.* * 04/20/2018 **.* *
Mizuho International, FRN 22aug2018, EUR   EUR 08/22/2018 04/20/2018 ***.*** * 04/20/2018 ***.*** *
Mizzen Bondco, 7% 1may2021, GBP   GBP 05/01/2021 04/20/2018 ***.* *.** 04/20/2018 ***.* *.**
Moat Homes Finance, 5% 23sep2041, GBP (ABS)   GBP 09/23/2041 04/20/2018 ***.**** *.** 04/20/2018 ***.**** *.**
Mondi, 1.5% 15apr2024, EUR   EUR 04/15/2024 04/20/2018 ***.** *.** 04/20/2018 ***.** *.**
Mondi, 3.375% 28sep2020, EUR   EUR 09/28/2020 04/20/2018 ***.** *.** 04/20/2018 *** *.**
Morgan Stanley International PLC, 2% 26feb2024, EUR   EUR 02/26/2024 04/20/2018 **.** * 04/20/2018 *
Morrison Supermarkets, 2.25% 19jun2020, EUR   EUR 06/19/2020 04/20/2018 ***.** *.** 04/20/2018 ***.** *.**
Morrison Supermarkets, 3.5% 27jul2026, GBP   GBP 07/27/2026 04/20/2018 ***.** *.** 04/20/2018 ***.** *.*
Morrison Supermarkets, 4.625% 8dec2023, GBP   GBP 12/08/2023 04/20/2018 ***.** *.** 04/20/2018 ***.** *.**
Morrison Supermarkets, 4.75% 4jul2029, GBP   GBP 07/04/2029 04/20/2018 ***.** *.** 04/20/2018 ***.** *.**
Motability Operations, 0.875% 14mar2025, EUR   EUR 03/14/2025 04/20/2018 **.*** *.** 04/20/2018 **.* *.**
Motability Operations, 1.625% 9jun2023, EUR   EUR 06/09/2023 04/20/2018 ***.** *.** 04/20/2018 ***.** *.**
Motability Operations, 2.375% 14mar2032, GBP   GBP 03/14/2032 04/20/2018 **.** *.** 04/20/2018 **.** *.**
Motability Operations, 3.25% 30nov2018, EUR   EUR 11/30/2018 04/20/2018 ***.* -*.** 04/20/2018 ***.** -*.**
Motability Operations, 3.625% 10mar2036, USD   GBP 03/10/2036 04/20/2018 ***.** *.** 04/20/2018 ***.** *.**
Motability Operations, 3.75% 16jul2026, GBP   GBP 07/16/2026 04/20/2018 ***.** *.* 04/20/2018 ***.** *.**
Motability Operations, 4.375% 8feb2027, GBP   GBP 02/08/2027 04/20/2018 ***.** *.* 04/20/2018 ***.** *.**
Motability Operations, 5.375% 28jun2022, GBP   GBP 06/28/2022 04/20/2018 ***.** *.* 04/20/2018 ***.** *.**
Motability Operations, 5.625% 29nov2030, GBP   GBP 11/29/2030 04/20/2018 ***.** *.** 04/20/2018 ***.** *.**
Motability Operations, 6.625% 10dec2019, GBP   GBP 12/10/2019 04/20/2018 ***.** *.** 04/20/2018 ***.** *.**
Moy Park, 6.25% 29may2021, GBP   GBP 05/29/2021 04/20/2018 *** *.** 04/20/2018 *** *.**
Myriad Capital, 4.75% 20dec2043, GBP   GBP 12/20/2043 04/20/2018 ***.*** *.* 04/20/2018 ***.*** *.*
National Express Group, 6.625% 17jun2020, GBP   GBP 06/17/2020 04/20/2018 ***.** *.** 04/20/2018 ***.** -*.**
National Express Group, FRN 15may2020, EUR   EUR 05/15/2020 04/20/2018 ***.** * 04/20/2018 ***.** *
National Grid, 1.25% 6oct2021, GBP (56)   GBP 10/06/2021 04/20/2018 *** * 04/20/2018 ***.* *
National Grid, 1.875% 6aug2018, GBP   GBP 08/06/2018 04/20/2018 **.** *.** 04/20/2018 ***.** -*.**
National Grid, 4% 20aug2019, AUD   AUD 08/20/2019 04/20/2018 ***.** *.* 04/20/2018 ***.* *.**
National Grid, 4.25% 18jun2076, EUR   EUR 06/18/2076 04/20/2018 ***.** * 04/20/2018 ***.** *
National Grid, 4.375% 10mar2020, EUR   EUR 03/10/2020 04/20/2018 ***.** *.** 04/20/2018 ***.** -*.**
National Grid, 5% 2jul2018, EUR   EUR 07/02/2018 04/20/2018 *** * 04/20/2018 ***.** -*.**
National Grid, 5.625% 18jun2073, GBP   GBP 06/18/2073 04/20/2018 ***.** * 04/20/2018 ***.** *
National Grid, 7.125% 8feb2044, GBP   GBP 02/08/2044 04/20/2018 ***.**** *.** 04/20/2018 ***.**** *.**
National Grid Electricity Transmission, 2.983% 8jul2018, GBP   GBP 07/08/2018 04/20/2018 ***.* * 04/20/2018 *** *
National Grid Electricity Transmission, 4% 8jun2027, GBP   GBP 06/08/2027 04/20/2018 ***.** *.** 04/20/2018 ***.** *.**
National Grid Electricity Transmission, 5.875% 2feb2024, GBP   GBP 02/02/2024 04/20/2018 ***.** *.** 04/20/2018 ***.** *.**
National Grid Electricity Transmission, 6.5% 27jul2028, GBP   GBP 07/27/2028 04/20/2018 ***.* *.** 04/20/2018 ***.** *.**
National Grid Electricity Transmission, 7.375% 13jan2031, GBP   GBP 01/13/2031 04/20/2018 ***.** *.* 04/20/2018 ***.** *.**
National Grid Electricity Transmission, FRN 27jul2020, GBP   GBP 07/27/2020 04/20/2018 ***.*** * 04/20/2018 ***.*** *
National Grid Electricity Transmission, FRN 27jul2030, GBP   GBP 07/27/2030 04/20/2018 ***.*** * 04/20/2018 ***.*** *
National Grid Gas, 0% 4nov2021, USD (10958D)   USD 11/04/2021 04/20/2018 **.** *.** 04/20/2018 **.** *.**
National Grid Gas, 0.625% 22sep2024, EUR   EUR 09/22/2024 04/20/2018 **.** *.** 04/20/2018 **.** *.**
National Grid Gas, 1.125% 22sep2021, USD   GBP 09/22/2021 04/20/2018 **.** *.** 04/20/2018 **.** *.**
National Grid Gas, 2.125% 22sep2028, GBP   GBP 09/22/2028 04/20/2018 **.** *.** 04/20/2018 **.** *.**
National Grid Gas, 2.625% 22sep2038, GBP   GBP 09/22/2038 04/20/2018 **.** *.** 04/20/2018 **.** *.**
National Grid Gas, 2.75% 22sep2046, GBP   GBP 09/22/2046 04/20/2018 **.** *.** 04/20/2018 **.** *.**
National Grid Gas, 4.1875% 14dec2022, GBP   GBP 12/14/2022 04/20/2018 ***.** * 04/20/2018 ***.* *
National Grid Gas, 6.375% 3mar2020, GBP   GBP 03/03/2020 04/20/2018 ***.** *.** 04/20/2018 ***.** *.**
National Grid Gas, 7% 16dec2024, GBP   GBP 12/16/2024 04/20/2018 ***.** *.** 04/20/2018 ***.** *.**
National Grid Gas, 8.75% 27jun2025, GBP   GBP 06/27/2025 04/20/2018 *** *.** 04/20/2018 *** *.**
National Westminster Bank, 6.5% 7sep2021, GBP   GBP 09/07/2021 04/20/2018 ***.** *.** 04/20/2018 ***.* *.**
National Westminster Bank, 6.625% perp., EUR   EUR 04/20/2018 **.* * 04/20/2018 ***.** *
National Westminster Bank, FRN perp., EUR (Structured)   EUR 04/20/2018 **.**** * 04/20/2018 ***.**** *
Nationwide Building Society, 0.125% 25jan2021, EUR   EUR 01/25/2021 04/20/2018 ***.* -*.** 04/20/2018 ***.*** -*.**
Nationwide Building Society, 0.375% 30jul2020, EUR (ABS)   EUR 07/30/2020 04/20/2018 ***.*** -*.** 04/20/2018 ***.*** -*.**
Nationwide Building Society, 0.5% 23feb2024, EUR   EUR 02/23/2024 04/20/2018 **.*** *.** 04/20/2018 **.** *.**
Nationwide Building Society, 0.5% 29oct2019, EUR   EUR 10/29/2019 04/20/2018 ***.** -*.** 04/20/2018 ***.** -*.**
Nationwide Building Society, 0.625% 19apr2023, EUR   EUR 04/19/2023 04/20/2018 **.* *.** 04/20/2018 **.** *.**
Nationwide Building Society, 0.625% 25mar2027, EUR (ABS)   EUR 03/25/2027 04/20/2018 **.*** *.** 04/20/2018 **.** *.**
Nationwide Building Society, 0.75% 25jun2019, EUR   EUR 06/25/2019 04/20/2018 ***.*** -*.* 04/20/2018 ***.*** -*.**
Nationwide Building Society, 0.75% 26oct2022, EUR   EUR 10/26/2022 04/20/2018 ***.*** *.** 04/20/2018 ***.** *.**
Nationwide Building Society, 0.75% 29oct2021, EUR (ABS)   EUR 10/29/2021 04/20/2018 ***.** *.** 04/20/2018 ***.** *.**
Nationwide Building Society, 1.125% 3jun2022, EUR   EUR 06/03/2022 04/20/2018 ***.*** *.** 04/20/2018 ***.** *.**
Nationwide Building Society, 1.195% 17mar2031, EUR   EUR 03/17/2031 04/20/2018 **.**** *.** 04/20/2018 **.**** *.**
Nationwide Building Society, 1.25% 3mar2025, EUR   EUR 03/03/2025 04/20/2018 ***.** *.** 04/20/2018 ***.** *.**
Nationwide Building Society, 1.331% 11mar2036, EUR   EUR 03/11/2036 04/20/2018 **.**** *.** 04/20/2018 **.**** *.**
Nationwide Building Society, 1.351% 5jun2034, EUR (ABS)   EUR 06/05/2034 04/20/2018 **.** *.** 04/20/2018 **.** *.**
Nationwide Building Society, 1.375% 29jun2032, EUR   EUR 06/29/2032 04/20/2018 **.* *.* 04/20/2018 **.*** *.**
Nationwide Building Society, 1.39% 24mar2036, EUR   EUR 03/24/2036 04/20/2018 **.**** *.** 04/20/2018 **.**** *.**
Nationwide Building Society, 1.425% 16mar2038, EUR   EUR 03/16/2038 04/20/2018 **.**** *.** 04/20/2018 **.**** *.**
Nationwide Building Society, 1.5% 8mar2026, EUR   EUR 03/08/2026 04/20/2018 ***.** * 04/20/2018 ***.** *
Nationwide Building Society, 1.618% 28jan2041, EUR   EUR 01/28/2041 04/20/2018 **.**** *.* 04/20/2018 **.**** *.**
Nationwide Building Society, 1.62% 14dec2032, EUR   EUR 12/14/2032 04/20/2018 ***.**** *.** 04/20/2018 ***.**** *.**
Nationwide Building Society, 1.625% 3apr2019, EUR   EUR 04/03/2019 04/20/2018 ***.** -*.** 04/20/2018 ***.** -*.**
Nationwide Building Society, 1.7025% 17jul2031, EUR (ABS)   EUR 07/17/2031 04/20/2018 ***.**** *.** 04/20/2018 ***.**** *.**
Nationwide Building Society, 2% 25jul2029, EUR   EUR 07/25/2029 04/20/2018 ***.** *.** 04/20/2018 ***.** *.**
Nationwide Building Society, 2.074% 15jan2031, EUR   EUR 01/15/2031 04/20/2018 ***.**** *.** 04/20/2018 ***.**** *.**
Nationwide Building Society, 2.101% 4nov2030, EUR   EUR 11/04/2030 04/20/2018 ***.**** *.** 04/20/2018 ***.**** *.**
Nationwide Building Society, 2.25% 25jun2029, EUR   EUR 06/25/2029 04/20/2018 ***.*** *.** 04/20/2018 ***.*** *.**
Nationwide Building Society, 2.25% 29apr2022, GBP   GBP 04/29/2022 04/20/2018 ***.** *.** 04/20/2018 ***.** *.**
Nationwide Building Society, 2.35% 21jan2020, USD   USD 01/21/2020 04/20/2018 **.** *.** 04/20/2018 **.** *.**
Nationwide Building Society, 2.45% 27jul2021, USD   USD 07/27/2021 04/20/2018 **.** *.** 04/20/2018 **.** *.*
Nationwide Building Society, 3% 6may2026, GBP   GBP 05/06/2026 04/20/2018 ***.** *.** 04/20/2018 ***.** *.**
Nationwide Building Society, 3.01% 29apr2027, HKD   HKD 04/29/2027 04/20/2018 **.**** *.** 04/20/2018 **.**** *.**
Nationwide Building Society, 3.25% 20jan2028, GBP   GBP 01/20/2028 04/20/2018 ***.** *.** 04/20/2018 ***.** *.**
Nationwide Building Society, 3.65% 12jun2024, NOK   NOK 06/12/2024 04/20/2018 ***.**** *.** 04/20/2018 ***.**** *.**
Nationwide Building Society, 3.9% 21jul2025, USD   USD 07/21/2025 04/20/2018 ***.** *.** 04/20/2018 ***.** *.**
Nationwide Building Society, 4% 14sep2026, USD   USD 09/14/2026 04/20/2018 **.** *.** 04/20/2018 **.** *.**
Nationwide Building Society, 4.125% 18oct2032, USD   USD 10/18/2032 04/20/2018 **.** * 04/20/2018 **.** *
Nationwide Building Society, 4.375% 28feb2022, EUR (ABS)   EUR 02/28/2022 04/20/2018 ***.*** *.** 04/20/2018 ***.* *.**
Nationwide Building Society, 4.625% 8feb2021, EUR (ABS)   EUR 02/08/2021 04/20/2018 ***.** -*.** 04/20/2018 ***.*** -*.**
Nationwide Building Society, 5.625% 28jan2026, GBP (ABS)   GBP 01/28/2026 04/20/2018 ***.* *.** 04/20/2018 ***.** *.**
Nationwide Building Society, 5.625% 9sep2019, GBP   GBP 09/09/2019 04/20/2018 ***.** *.** 04/20/2018 ***.** *.**
Nationwide Building Society, 6.25% 25feb2020, USD   USD 02/25/2020 04/20/2018 ***.** *.** 04/20/2018 ***.* *.**
Nationwide Building Society, 6.75% 22jul2020, EUR   EUR 07/22/2020 04/20/2018 ***.** *.** 04/20/2018 ***.* *.**
Nationwide Building Society, 6.875% perp., GBP   GBP 04/20/2018 ***.** * 04/20/2018 ***.** *
Nationwide Building Society, FRN 12apr2023, GBP   GBP 04/12/2023 04/20/2018 *** * 04/20/2018 ***.** *
Nationwide Building Society, FRN 19feb2021, GBP   GBP 02/19/2021 04/20/2018 ***.**** * 04/20/2018 ***.**** *
Nationwide Building Society, FRN 25apr2019, GBP   GBP 04/25/2019 04/20/2018 **.** * 04/20/2018 ***.** *
Nationwide Building Society, FRN 27apr2018, GBP (ABS)   GBP 04/27/2018 04/20/2018 ***.** * 04/20/2018 ***.** *
Nationwide Building Society, FRN 2nov2018, EUR   EUR 11/02/2018 04/20/2018 ***.** * 04/20/2018 ***.** *
NATS (En Route), 5.25% 31mar2026, GBP (ABS)   GBP 03/31/2026 04/20/2018 ***.**** *.** 04/20/2018 ***.**** *.*
Nemean Bondco, FRN 1feb2023, GBP   GBP 02/01/2023 04/20/2018 **.**** * 04/20/2018 **.**** *
Network Rail Infrastructure Finance, 0.875% 15may2018, USD   USD 05/15/2018 04/20/2018 **.** *.** 04/20/2018 **.** *.*
Network Rail Infrastructure Finance, 1.375% 22nov2037, GBP   GBP 11/22/2037 04/20/2018 ***.** * 04/20/2018 ***.** *
Network Rail Infrastructure Finance, 1.75% 22nov2027, GBP   GBP 11/22/2027 04/20/2018 ***.** * 04/20/2018 ***.** *
Network Rail Infrastructure Finance, 1.75% 24jan2019, USD   USD 01/24/2019 04/20/2018 **.** *.** 04/20/2018 **.** *.**
Network Rail Infrastructure Finance, 3% 7sep2023, GBP   GBP 09/07/2023 04/20/2018 ***.** *.** 04/20/2018 ***.** *.**
Network Rail Infrastructure Finance, 4.375% 9dec2030, GBP (ABS)   GBP 12/09/2030 04/20/2018 ***.** *.** 04/20/2018 ***.** *.**
Network Rail Infrastructure Finance, 4.625% 21jul2020, GBP   GBP 07/21/2020 04/20/2018 ***.** *.* 04/20/2018 ***.** *.**
Network Rail Infrastructure Finance, 4.75% 22jan2024, GBP   GBP 01/22/2024 04/20/2018 ***.** *.** 04/20/2018 ***.** *.**
Network Rail Infrastructure Finance, 4.75% 29nov2035, GBP   GBP 11/29/2035 04/20/2018 ***.** *.** 04/20/2018 ***.** *.**
New look finance, 6.5% 1jul2022, GBP (ABS)   GBP 07/01/2022 04/20/2018 **.*** **.** 04/20/2018 **.** **.**
New look finance, 8% 1jul2023, GBP   GBP 07/01/2023 04/20/2018 **.* **.** 04/20/2018 **.**** **.**
New look finance, FRN 1jul2022, EUR (ABS)   EUR 07/01/2022 04/20/2018 **.** * 04/20/2018 **.** *
Next, 3.625% 18may2028, GBP   GBP 05/18/2028 04/20/2018 **.* *.** 04/20/2018 ***.** *.**
Next, 4.375% 2oct2026, GBP   GBP 10/02/2026 04/20/2018 ***.* *.** 04/20/2018 ***.** *.**
Next, 5.375% 26oct2021, GBP   GBP 10/26/2021 04/20/2018 ***.** *.** 04/20/2018 ***.** *.**
NMG Finco, 5% 1aug2022, GBP   GBP 08/01/2022 04/20/2018 **.** *.** 04/20/2018 ***.** *.**
NMG Finco, 5.75% 1aug2022, USD   USD 08/01/2022 04/20/2018 ***.** *.* 04/20/2018 ***.** *.**
Nomad Foods, 3.25% 15may2024, EUR   EUR 05/15/2024 04/20/2018 ***.** *.** 04/20/2018 ***.** *.**
North West Electricity Networks, 6.125% 21jul2021, GBP   GBP 07/21/2021 04/20/2018 ***.** *.** 04/20/2018 ***.** *.**
Northern Electric, 5.125% 4may2035, GBP   GBP 05/04/2035 04/20/2018 ***.** *.** 04/20/2018 ***.** *.**
Northern Electric, 8.875% 16oct2020, GBP   GBP 10/16/2020 04/20/2018 ***.**** *.** 04/20/2018 ***.*** *.**
Northern Gas Networks, 4.875% 15nov2035, GBP   GBP 11/15/2035 04/20/2018 ***.**** * 04/20/2018 ***.**** *.**
Northern Gas Networks, 4.875% 30jun2027, GBP   GBP 06/30/2027 04/20/2018 ***.** *.* 04/20/2018 ***.**** *.*
Northern Gas Networks, 5.625% 23mar2040, GBP   GBP 03/23/2040 04/20/2018 ***.** *.* 04/20/2018 ***.** *.**
Northern Gas Networks, 5.875% 8jul2019, GBP   GBP 07/08/2019 04/20/2018 ***.** *.* 04/20/2018 ***.* *.**
Northern Ireland Electricity Networks, 6.375% 2jun2026, GBP   GBP 06/02/2026 04/20/2018 ***.** *.** 04/20/2018 ***.** *.**
Northern Ireland Electricity Networks, 6.875% 18sep2018, GBP   GBP 09/18/2018 04/20/2018 ***.** *.** 04/20/2018 ***.**** *.**
Northern Powergrid (Yorkshire), 2.5% 1apr2025, GBP   GBP 04/01/2025 04/20/2018 ***.**** *.** 04/20/2018 ***.**** *.**
Northern Powergrid (Yorkshire), 5.125% 4may2035, GBP   GBP 05/04/2035 04/20/2018 ***.**** *.** 04/20/2018 ***.**** *.**
Northern Powergrid (Yorkshire), 7.25% 15dec2022, GBP   GBP 12/15/2022 04/20/2018 ***.**** *.** 04/20/2018 ***.*** *.**
Northumbrian Water, 1.625% 11oct2026, GBP   GBP 10/11/2026 04/20/2018 **.** *.** 04/20/2018 **.** *.**
Northumbrian Water, 2.375% 5oct2027, GBP   GBP 10/05/2027 04/20/2018 **.** *.** 04/20/2018 **.** *.*
Northumbrian Water, 5.125% 23jan2042, GBP   GBP 01/23/2042 04/20/2018 ***.** *.** 04/20/2018 ***.** *.**
Northumbrian Water, 5.625% 29apr2033, GBP   GBP 04/29/2033 04/20/2018 ***.* *.** 04/20/2018 ***.** *.**
Northumbrian Water, 6.875% 6feb2023, GBP   GBP 02/06/2023 04/20/2018 ***.** *.** 04/20/2018 ***.** *.**
Notting Hill Housing Trust, 3.75% 20dec2032, GBP (ABS)   GBP 12/20/2032 04/20/2018 ***.*** *.** 04/20/2018 ***.*** *.**
Notting Hill Housing Trust, 4.375% 20feb2054, GBP   GBP 02/20/2054 04/20/2018 ***.**** *.** 04/20/2018 ***.*** *.**
Notting Hill Housing Trust, 5.25% 7jul2042, GBP (ABS)   GBP 07/07/2042 04/20/2018 ***.**** *.** 04/20/2018 ***.**** *.**
Ocado Group, 4% 15jun2024, GBP   GBP 06/15/2024 04/20/2018 **.** *.** 04/20/2018 **.** *.**
Octagon Healthcare Funding, 5.333% 31dec2035, GBP   GBP 12/31/2035 04/20/2018 ***.**** *.** 04/20/2018 ***.**** *.**
Old Mutual, 7.875% 3nov2025, GBP   GBP 11/03/2025 04/20/2018 *** *.** 04/20/2018 ***.** *.**
Old Mutual, 8% 3jun2021, GBP   GBP 06/03/2021 04/20/2018 ***.** *.** 04/20/2018 ***.* *.**
Orbit Group, 3.5% 24mar2045, GBP   GBP 03/24/2045 04/20/2018 ***.* *.** 04/20/2018 ***.** *.**
Paragon Group, 3.625% 21jan2047, GBP   GBP 01/21/2047 04/20/2018 ***.** *.** 04/20/2018 ***.** *.**
Paragon Group, 6% 28aug2024, GBP   GBP 08/28/2024 04/20/2018 ***.** *.** 04/20/2018 ***.** *.*
Paragon Group, 6% 5dec2020, GBP   GBP 12/05/2020 04/20/2018 ***.* *.** 04/20/2018 ***.* *.**
Paragon Group, 6.125% 30jan2022, GBP   GBP 01/30/2022 04/20/2018 *** *.** 04/20/2018 ***.** *.**
Paragon Group, 7.25% 9sep2026, GBP   GBP 09/09/2026 04/20/2018 ***.** * 04/20/2018 ***.** *
Paragon Mortgages, FRN 15jan2039, EUR (ABS)   EUR 01/15/2039 04/20/2018 **.**** * 04/20/2018 **.**** *
Paragon Mortgages, FRN 15jan2039, EUR (ABS)   EUR 01/15/2039 04/20/2018 **.**** * 04/20/2018 **.**** *
Paragon Mortgages, FRN 15jan2039, EUR (ABS)   EUR 01/15/2039 04/20/2018 **.**** * 04/20/2018 **.**** *
Paragon Mortgages, FRN 15jan2039, GBP (ABS)   GBP 01/15/2039 04/20/2018 **.**** * 04/20/2018 **.**** *
Paragon Mortgages, FRN 15jan2039, USD (ABS)   USD 01/15/2039 04/20/2018 **.**** * 04/20/2018 **.**** *
Paragon Mortgages, FRN 15jun2041, EUR (ABS)   EUR 06/15/2041 04/20/2018 **.**** * 04/20/2018 **.**** *
Paragon Mortgages, FRN 15may2041, EUR (ABS)   EUR 05/15/2041 04/20/2018 **.**** * 04/20/2018 **.**** *
Paragon Mortgages, FRN 15may2041, EUR (ABS)   EUR 05/15/2041 04/20/2018 **.*** * 04/20/2018 **.*** *
Paragon Mortgages, FRN 15may2041, GBP (ABS)   GBP 05/15/2041 04/20/2018 **.**** * 04/20/2018 **.**** *
Paragon Mortgages, FRN 15may2041, GBP (ABS)   GBP 05/15/2041 04/20/2018 **.**** * 04/20/2018 **.**** *
Paragon Mortgages, FRN 15nov2038, EUR (ABS)   EUR 11/15/2038 04/20/2018 **.**** * 04/20/2018 **.**** *
Paragon Mortgages, FRN 15nov2038, GBP (ABS)   GBP 11/15/2038 04/20/2018 **.**** * 04/20/2018 **.**** *
Paragon Mortgages, FRN 15nov2038, USD (ABS)   USD 11/15/2038 04/20/2018 **.**** * 04/20/2018 **.**** *
Paragon Mortgages, FRN 15oct2041, EUR (ABS)   EUR 10/15/2041 04/20/2018 **.**** * 04/20/2018 **.**** *
Paragon Mortgages, FRN 15oct2041, EUR (ABS)   EUR 10/15/2041 04/20/2018 **.**** * 04/20/2018 **.**** *
Paragon Mortgages, FRN 15oct2041, EUR (ABS)   EUR 10/15/2041 04/20/2018 **.**** * 04/20/2018 **.**** *
Paragon Mortgages, FRN 15oct2041, GBP (ABS)   GBP 10/15/2041 04/20/2018 **.**** * 04/20/2018 **.**** *
Paragon Mortgages, FRN 15sep2039, EUR (ABS)   EUR 09/15/2039 04/20/2018 **.*** * 04/20/2018 **.*** *
Paragon Mortgages, FRN 15sep2039, GBP (ABS)   GBP 09/15/2039 04/20/2018 **.**** * 04/20/2018 **.**** *
Paragon Mortgages, FRN 15sep2039, GBP (ABS)   GBP 09/15/2039 04/20/2018 **.**** * 04/20/2018 **.**** *
Paragon Mortgages, FRN 15sep2039, USD (ABS)   USD 09/15/2039 04/20/2018 **.**** * 04/20/2018 **.**** *
Paragon Secured Finance, FRN 15nov2035, GBP (ABS)   GBP 11/15/2035 04/20/2018 **.**** * 04/20/2018 ***.**** *
Paragon Secured Finance, FRN 15nov2035, GBP (ABS)   GBP 11/15/2035 04/20/2018 **.**** * 04/20/2018 **.**** *
PD Ports, 7.127% 15mar2024, GBP   GBP 03/15/2024 04/20/2018 ***.**** *.** 04/20/2018 ***.**** *.**
Peabody Capital Plc, 4.625% 12dec2053, GBP   GBP 12/12/2053 04/20/2018 ***.*** *.** 04/20/2018 ***.**** *.**
Peabody Capital Plc, 5.25% 17mar2043, GBP (ABS)   GBP 03/17/2043 04/20/2018 ***.** *.** 04/20/2018 ***.** *.**
Pearson, 1.375% 6may2025, EUR   EUR 05/06/2025 04/20/2018 **.** *.** 04/20/2018 ***.** *.**
Pearson, 1.875% 19may2021, EUR   EUR 05/19/2021 04/20/2018 ***.** *.** 04/20/2018 ***.** *.**
Pearson, 3.25% 8may2023, USD   USD 05/08/2023 04/20/2018 **.**** *.** 04/20/2018 **.**** *.**
Pennon Group, 2.875% perp., GBP   GBP 04/20/2018 ***.* * 04/20/2018 ***.* *
Pension Insurance Corporation, 6.5% 3jul2024, GBP   GBP 07/03/2024 04/20/2018 ***.** *.** 04/20/2018 ***.** *.**
PGH Capital, 4.125% 20jul2022, GBP   GBP 07/20/2022 04/20/2018 ***.** *.** 04/20/2018 ***.* *.**
Phoenix Group, 3.125% 27may2020, EUR   EUR 05/27/2020 04/20/2018 ***.** *.** 04/20/2018 ***.*** *.*
Phoenix Group, 6.625% 18dec2025, GBP   GBP 12/18/2025 04/20/2018 ***.** *.** 04/20/2018 ***.* *.**
Phoenix Group, 7.25% perp., GBP   GBP 04/20/2018 ***.*** * 04/20/2018 ***.**** *
Pinnacle Bidco, 6.375% 15feb2025, GBP   GBP 02/15/2025 04/20/2018 ***.** *.** 04/20/2018 ***.** *.*
Places for People, 1% 31jan2022, GBP   GBP 01/31/2022 04/20/2018 ***.* * 04/20/2018 ***.* *
Places for People, 4.25% 15dec2023, GBP   GBP 12/15/2023 04/20/2018 ***.** *.** 04/20/2018 ***.* *.**
Places for People, 5.09% 31jul2043, GBP   GBP 07/31/2043 04/20/2018 ***.*** *.** 04/20/2018 ***.**** *.**
Places for People, 5.875% 23may2031, GBP   GBP 05/23/2031 04/20/2018 ***.**** *.** 04/20/2018 ***.**** *.**
Places for People, 6.625% 30sep2038, GBP   GBP 09/30/2038 04/20/2018 ***.**** *.** 04/20/2018 ***.**** *.*
Playtech, 0.5% 19nov2019, EUR (Conv.)   EUR 11/19/2019 04/20/2018 ***.** -*.** 04/20/2018 ***.** -*.**
Porterbrook, 4.625% 4apr2029, GBP   GBP 04/04/2029 04/20/2018 ***.** *.** 04/20/2018 ***.** *.**
Porterbrook, 5.5% 20apr2019, GBP   GBP 04/20/2019 04/20/2018 **.** *.* 04/20/2018 ***.** -*.**
Porterbrook, 6.5% 20oct2020, GBP   GBP 10/20/2020 04/20/2018 ***.** * 04/20/2018 ***.** *.**
Porterbrook, 7.125% 20oct2026, GBP   GBP 10/20/2026 04/20/2018 ***.** *.** 04/20/2018 ***.** *.**
PPL WEM Holdings, 5.38% 1may2021 USD   USD 05/01/2021 04/20/2018 ***.**** *.** 04/20/2018 ***.**** *.**
Premier Foods Investments, 6.5% 15mar2021, GBP   GBP 03/15/2021 04/20/2018 *** *.** 04/20/2018 ***.*** *.**
Premier Oil, 2.5% 31may2022, USD (Conv.)   USD 05/31/2022 04/20/2018 ***.** -*.** 04/20/2018 ***.** -*.**
Premier Oil, 5% 31may2021, GBP   GBP 05/31/2021 04/20/2018 **.* *.** 04/20/2018 ***.* *.**
Premier Transmission, 5.202% 31mar2030, GBP (ABS)   GBP 03/31/2030 04/20/2018 ***.**** *.** 04/20/2018 ***.**** *.**
Premiertel, 6.175% 8may2032, GBP (ABS)   GBP 05/08/2032 04/20/2018 ***.**** *.** 04/20/2018 ***.**** *
Primary Health Properties, 5.375% 23jul2019, GBP   GBP 07/23/2019 04/20/2018 ***.** *.** 04/20/2018 ***.** *.*
Provident Financial, 5.125% 9oct2023, GBP   GBP 10/09/2023 04/20/2018 **.** *.** 04/20/2018 **.** *.**
Provident Financial, 6% 27sep2021, GBP   GBP 09/27/2021 04/20/2018 **.** *.** 04/20/2018 ***.** *.**
Provident Financial, 7% 14apr2020, GBP   GBP 04/14/2020 04/20/2018 *** *.** 04/20/2018 ***.* *.**
Prudential, 1.75% 27nov2018, GBP   GBP 11/27/2018 04/20/2018 ***.** *.** 04/20/2018 ***.** *.**
Prudential, 11.375% 29may2039, GBP   GBP 05/29/2039 04/20/2018 ***.* * 04/20/2018 ***.** *
Prudential, 4.375% perp., USD   USD 04/20/2018 **.* * 04/20/2018 **.*** *
Prudential, 4.875% perp., USD   USD 04/20/2018 **.** * 04/20/2018 **.** *
Prudential, 5% 20jul2055, GBP   GBP 07/20/2055 04/20/2018 ***.** * 04/20/2018 ***.* *
Prudential, 5.25% perp., USD   USD 04/20/2018 **.** * 04/20/2018 **.* *
Prudential, 5.25% perp., USD   USD 04/20/2018 **.** * 04/20/2018 **.** *
Prudential, 5.7% 19dec2063, GBP   GBP 12/19/2063 04/20/2018 ***.** * 04/20/2018 ***.** *
Prudential, 5.875% 11may2029, GBP   GBP 05/11/2029 04/20/2018 ***.** *.** 04/20/2018 ***.** *.**
Prudential, 6.125% 19dec2031, GBP   GBP 12/19/2031 04/20/2018 *** *.** 04/20/2018 ***.** *.**
Prudential, 6.875% 20jan2023, GBP   GBP 01/20/2023 04/20/2018 ***.** *.** 04/20/2018 ***.** *.**
Prudential, 7.75% perp., USD   USD 04/20/2018 ***.** * 04/20/2018 ***.*** *
Punch Taverns Finance, 4.767% 30mar2024, GBP   GBP 03/30/2024 04/20/2018 ***.**** *.** 04/20/2018 ***.**** *.**
Punch Taverns Finance, 5.943% 30sep2022, GBP   GBP 09/30/2022 04/20/2018 ***.*** *.** 04/20/2018 ***.*** *.**
Punch Taverns Finance, 7.369% 30sep2021, GBP   GBP 09/30/2021 04/20/2018 ***.*** *.** 04/20/2018 ***.*** *.*
Quadrant Housing Finance, 4.94% 10feb2033, GBP (ABS)   GBP 02/10/2033 04/20/2018 ***.*** *.** 04/20/2018 ***.**** *.**
RAC Bond, 4.565% 6may2023, GBP   GBP 05/06/2023 04/20/2018 ***.** *.* 04/20/2018 ***.** *.**
RAC Bond, 4.87% 6may2026, GBP   GBP 05/06/2026 04/20/2018 ***.** *.** 04/20/2018 ***.** *.**
Radian Capital, 4.622% 12may2044, GBP   GBP 05/12/2044 04/20/2018 ***.**** *.** 04/20/2018 ***.**** *.**
RBS, 0% 10apr2042, USD (10957D)   USD 04/10/2042 04/20/2018 ***.**** -*.** 04/20/2018 ***.**** -*.**
RBS, 0% 5apr2042, USD (10957D)   USD 04/05/2042 04/20/2018 ***.**** -*.** 04/20/2018 ***.**** -*.**
RBS, 0.5% 15may2024, EUR   EUR 05/15/2024 04/20/2018 **.*** *.** 04/20/2018 **.**** *.**
RBS, 1.625% 25jun2019, EUR   EUR 06/25/2019 04/20/2018 ***.** *.** 04/20/2018 ***.** -*
RBS, 10.5% 3nov2019, RON   RON 11/03/2019 04/20/2018 ***.**** *.* 04/20/2018 ***.**** *.**
RBS, 10.875% 30apr2019, GBP   GBP 04/30/2019 04/20/2018 ***.* *.** 04/20/2018 ***.** *.**
RBS, 2% 8mar2023, EUR   EUR 03/08/2023 04/20/2018 ***.** * 04/20/2018 ***.** *
RBS, 2.5% 22mar2023, EUR   EUR 03/22/2023 04/20/2018 ***.** *.** 04/20/2018 ***.** *.**
RBS, 3.498% 15may2023, USD   USD 05/15/2023 04/20/2018 **.* * 04/20/2018 **.** *
RBS, 3.625% 25mar2024, EUR   EUR 03/25/2024 04/20/2018 ***.* * 04/20/2018 ***.*** *
RBS, 3.875% 19oct2020, EUR (ABS)   EUR 10/19/2020 04/20/2018 ***.*** -*.** 04/20/2018 ***.*** -*.**
RBS, 4.65% 4jun2018, USD   USD 06/04/2018 04/20/2018 ***.** *.** 04/20/2018 ***.*** *.**
RBS, 4.7% 3jul2018, USD   USD 07/03/2018 04/20/2018 ***.*** *.* 04/20/2018 ***.** *.**
RBS, 4.8% 5apr2026, USD   USD 04/05/2026 04/20/2018 ***.*** *.* 04/20/2018 ***.*** *.**
RBS, 5.125% 13jan2024, GBP (ABS)   GBP 01/13/2024 04/20/2018 ***.** *.** 04/20/2018 ***.** *.**
RBS, 5.125% 28may2024, USD   USD 05/28/2024 04/20/2018 ***.** *.** 04/20/2018 ***.** *.**
RBS, 5.375% 30sep2019, EUR   EUR 09/30/2019 04/20/2018 ***.** *.** 04/20/2018 ***.** *.**
RBS, 5.5% 23mar2020, EUR   EUR 03/23/2020 04/20/2018 ***.** *.** 04/20/2018 ***.** *.*
RBS, 5.5% perp., EUR   EUR 04/20/2018 ***.** * 04/20/2018 ***.** *
RBS, 5.5% perp., GBP (Conv.)   GBP 04/20/2018 ***.** * 04/20/2018 ***.** *
RBS, 5.625% 24aug2020, USD   USD 08/24/2020 04/20/2018 ***.** *.** 04/20/2018 ***.*** *.**
RBS, 5.625% perp., GBP   GBP 04/20/2018 ***.*** * 04/20/2018 ***.*** *
RBS, 5.625% perp., GBP   GBP 04/20/2018 ***.** * 04/20/2018 ***.** *
RBS, 6% 19dec2023, USD   USD 12/19/2023 04/20/2018 ***.** *.** 04/20/2018 ***.** *.**
RBS, 6.1% 10jun2023, USD   USD 06/10/2023 04/20/2018 ***.** *.** 04/20/2018 ***.** *.**
RBS, 6.125% 11jan2021, USD   USD 01/11/2021 04/20/2018 ***.** *.** 04/20/2018 ***.** *.**
RBS, 6.2% perp., GBP   GBP 04/20/2018 ***.** * 04/20/2018 ***.** *
RBS, 6.375% 7dec2028, GBP   GBP 12/07/2028 04/20/2018 ***.**** *.** 04/20/2018 ***.*** *.**
RBS, 6.4% 21oct2019, USD   USD 10/21/2019 04/20/2018 ***.** *.** 04/20/2018 ***.*** *.*
RBS, 6.625% 17sep2018, GBP   GBP 09/17/2018 04/20/2018 ***.** *.** 04/20/2018 ***.** -*.**
RBS, 6.875% 17may2025, GBP   GBP 05/17/2025 04/20/2018 ***.** *.** 04/20/2018 ***.** *.**
RBS, 7.092% perp., EUR   EUR 04/20/2018 **.** * 04/20/2018 **.** *
RBS, 7.375% perp., GBP   GBP 04/20/2018 **.* * 04/20/2018 **.** *
RBS, 7.5% 29apr2024, GBP   GBP 04/29/2024 04/20/2018 ***.** *.** 04/20/2018 ***.** *.**
RBS, 7.5% perp., USD   USD 04/20/2018 ***.** * 04/20/2018 ***.** *
RBS, 7.64% perp., USD   USD 04/20/2018 ***.** * 04/20/2018 ***.** *
RBS, 7.648% perp., USD   USD 04/20/2018 ***.** * 04/20/2018 ***.** *
RBS, 9.3% 29jan2020, RON   RON 01/29/2020 04/20/2018 ***.**** *.** 04/20/2018 ***.**** *.**
RBS, 9.5% perp., GBP   GBP 04/20/2018 ***.*** * 04/20/2018 ***.** *
RBS, FRN 15may2020, GBP   GBP 05/15/2020 04/20/2018 ***.**** * 04/20/2018 ***.** *
RBS, FRN 15may2023, USD   USD 05/15/2023 04/20/2018 ***.** * 04/20/2018 ***.** *
RBS, FRN 18feb2019, NOK   NOK 02/18/2019 04/20/2018 ***.*** * 04/20/2018 ***.*** *
RBS, FRN 29mar2021, EUR   EUR 03/29/2021 04/20/2018 ***.**** * 04/20/2018 ***.**** *
RBS, FRN 30mar2024, EUR   EUR 03/30/2024 04/20/2018 ***.**** * 04/20/2018 ***.**** *
RBS, FRN 8jun2020, EUR   EUR 06/08/2020 04/20/2018 ***.** * 04/20/2018 ***.* *
RBS Group PLC, 0.625% 2mar2022, EUR   EUR 03/02/2022 04/20/2018 **.** *.** 04/20/2018 **.** *.**
RBS Group PLC, 1.75% 2mar2026, EUR   EUR 03/02/2026 04/20/2018 ***.** * 04/20/2018 ***.** *
RBS Group PLC, 3.875% 12sep2023, USD   USD 09/12/2023 04/20/2018 **.** *.* 04/20/2018 **.** *.**
RBS Group PLC, 6.125% 15dec2022, USD   USD 12/15/2022 04/20/2018 ***.** *.* 04/20/2018 ***.** *.**
RBS Group PLC, 8% perp., USD   USD 04/20/2018 ***.** * 04/20/2018 ***.** *
RBS Group PLC, 8.625% perp., USD   USD 04/20/2018 ***.** * 04/20/2018 ***.** *
RBS Group PLC, FRN 2mar2020, EUR   EUR 03/02/2020 04/20/2018 ***.** * 04/20/2018 ***.** *
Reckitt Benckiser Group, 2.395% 24jun2022, USD   USD 06/24/2022 04/20/2018 **.** *.* 04/20/2018 **.** *.**
Reckitt Benckiser Group, 2.75% 26jun2024, USD   USD 06/26/2024 04/20/2018 **.** *.** 04/20/2018 **.* *.**
Reckitt Benckiser Group, 3% 26jun2027, USD   USD 06/26/2027 04/20/2018 **.* *.** 04/20/2018 **.** *.*
Reckitt Benckiser Group, FRN 24jun2022, USD   USD 06/24/2022 04/20/2018 **.**** * 04/20/2018 **.**** *
RELX (Investments), 2.75% 1aug2019, GBP   GBP 08/01/2019 04/20/2018 ***.* *.** 04/20/2018 ***.** *.**
RELX Plc, 0.375% 22mar2021, EUR   EUR 03/22/2021 04/20/2018 ***.*** *.** 04/20/2018 ***.** *.**
RELX Plc, 1% 22mar2024, EUR   EUR 03/22/2024 04/20/2018 ***.*** *.** 04/20/2018 ***.** *.**
RELX Plc, 1.5% 13may2027, EUR   EUR 05/13/2027 04/20/2018 **.*** *.** 04/20/2018 **.*** *.**
RELX Plc, 2.5% 24sep2020, EUR (ABS)   EUR 09/24/2020 04/20/2018 ***.** *.** 04/20/2018 ***.** *.**
Rentokil Initial, 0.95% 22nov2024, EUR   EUR 11/22/2024 04/20/2018 **.* * 04/20/2018 **.** *
Rentokil Initial, 3.25% 7oct2021, EUR   EUR 10/07/2021 04/20/2018 ***.** *.** 04/20/2018 ***.** *.**
Rentokil Initial, 3.375% 24sep2019, EUR   EUR 09/24/2019 04/20/2018 ***.** -*.** 04/20/2018 ***.** -*.**
Retail Charity Bonds, 3.9% 23nov2027, GBP   GBP 11/23/2027 04/20/2018 ***.* *.* 04/20/2018 ***.** *.**
Retail Charity Bonds, 4% 31oct2027, GBP   GBP 10/31/2027 04/20/2018 **.** *.** 04/20/2018 ***.** *.**
Retail Charity Bonds, 4.25% 30mar2026, GBP   GBP 03/30/2026 04/20/2018 **.** *.** 04/20/2018 ***.** *.**
Retail Charity Bonds, 4.25% 6jul2026, GBP   GBP 07/06/2026 04/20/2018 ***.* *.** 04/20/2018 ***.* *.*
Retail Charity Bonds, 4.375% 29jul2023, GBP   GBP 07/29/2021 04/20/2018 ***.** *.** 04/20/2018 ***.** *.**
Retail Charity Bonds, 4.4% 30apr2025, GBP (ABS)   GBP 04/30/2025 04/20/2018 ***.* *.** 04/20/2018 ***.* *.**
Retail Charity Bonds, 5% 12apr2026, GBP   GBP 04/12/2026 04/20/2018 ***.** *.** 04/20/2018 ***.** *.**
Rio Tinto, 2% 11may2020, EUR   EUR 05/11/2020 04/20/2018 ***.** -*.** 04/20/2018 ***.** -*.**
Rio Tinto, 2.875% 11dec2024, EUR   EUR 12/11/2024 04/20/2018 ***.** *.** 04/20/2018 ***.** *.*
Rio Tinto, 3.75% 15jun2025, USD   USD 06/15/2025 04/20/2018 ***.** *.** 04/20/2018 ***.*** *.**
Rio Tinto, 4% 11dec2029, GBP   GBP 12/11/2029 04/20/2018 ***.* *.** 04/20/2018 ***.** *.**
Rio Tinto, 4.125% 21aug2042, USD   USD 08/21/2042 04/20/2018 **.** *.* 04/20/2018 ***.** *.**
Rio Tinto, 5.2% 2nov2040, USD   USD 11/02/2040 04/20/2018 ***.** *.** 04/20/2018 ***.*** *.**
Rio Tinto, 7.125% 15jul2028, USD   USD 07/15/2028 04/20/2018 ***.** *.** 04/20/2018 ***.*** *.*
Riverside Group, 3.875% 5dec2044, GBP (ABS)   GBP 12/05/2044 04/20/2018 ***.** *.** 04/20/2018 ***.** *.**
RMPA Services, 5.337% 30sep2038, GBP   GBP 09/30/2038 04/20/2018 ***.*** *.** 04/20/2018 ***.*** *.**
Road Management Services, 2.8332% 31mar2035, GBP   GBP 03/31/2035 04/20/2018 ***.*** * 04/20/2018 ***.*** *
Road Management Services, 9.18% 10jun2021, GBP   GBP 06/10/2021 04/20/2018 ***.**** *.** 04/20/2018 ***.**** *.**
Rolls-Royce Holdings, 2.125% 18jun2021, EUR   EUR 06/18/2021 04/20/2018 ***.** *.** 04/20/2018 ***.** *.**
Rolls-Royce Holdings, 3.375% 18jun2026, GBP   GBP 06/18/2026 04/20/2018 ***.** *.** 04/20/2018 ***.** *.**
Rolls-Royce Holdings, 3.625% 14oct2025, USD   USD 10/14/2025 04/20/2018 **.** *.** 04/20/2018 ***.** *.**
Rolls-Royce Holdings, 6.75% 30apr2019, GBP   GBP 04/30/2019 04/20/2018 ***.** *.* 04/20/2018 ***.* *.**
Rothschild, 9% perp., GBP   GBP 04/20/2018 *** * 04/20/2018 ***.** *
Rothschild, FRN perp., EUR   EUR 04/20/2018 **.** * 04/20/2018 **.** *
Royal Dutch Shell, 0.375% 15feb2025, EUR   EUR 02/15/2025 04/20/2018 **.*** *.** 04/20/2018 **.** *.**
Royal Dutch Shell, 0.75% 15aug2028, EUR   EUR 08/15/2028 04/20/2018 **.** *.** 04/20/2018 **.** *.**
Royal Dutch Shell, 1% 6apr2022, EUR   EUR 04/06/2022 04/20/2018 ***.** *.* 04/20/2018 ***.** *.**
Royal Dutch Shell, 1.375% 12sep2019, USD   USD 09/12/2019 04/20/2018 **.** *.** 04/20/2018 **.** *.**
Royal Dutch Shell, 1.625% 10nov2018, USD   USD 11/10/2018 04/20/2018 **.*** *.** 04/20/2018 **.** *.**
Royal Dutch Shell, 1.625% 20jan2027, EUR   EUR 01/20/2027 04/20/2018 ***.*** *.** 04/20/2018 ***.** *.**
Royal Dutch Shell, 1.625% 24mar2021, EUR   EUR 03/24/2021 04/20/2018 ***.** *.** 04/20/2018 ***.** *.**
Royal Dutch Shell, 1.75% 12sep2021, USD   USD 09/12/2021 04/20/2018 **.** *.* 04/20/2018 **.*** *.**
Royal Dutch Shell, 1.9% 10aug2018, USD   USD 08/10/2018 04/20/2018 **.** *.** 04/20/2018 **.** *.**
Royal Dutch Shell, 2% 15nov2018, USD   USD 11/15/2018 04/20/2018 **.** *.** 04/20/2018 **.** *.**
Royal Dutch Shell, 2% 20dec2019, GBP   GBP 12/20/2019 04/20/2018 ***.** *.** 04/20/2018 ***.** *.**
Royal Dutch Shell, 2.125% 11may2020, USD   USD 05/11/2020 04/20/2018 **.** *.** 04/20/2018 **.** *.*
Royal Dutch Shell, 2.25% 10nov2020, USD   USD 11/10/2020 04/20/2018 **.* *.** 04/20/2018 **.*** *.**
Royal Dutch Shell, 2.25% 6jan2023, USD   USD 01/06/2023 04/20/2018 **.* *.** 04/20/2018 **.*** *.**
Royal Dutch Shell, 2.375% 21aug2022, USD   USD 08/21/2022 04/20/2018 **.* *.* 04/20/2018 **.** *.**
Royal Dutch Shell, 2.5% 12sep2026, USD   USD 09/12/2026 04/20/2018 **.** *.** 04/20/2018 **.** *.*
Royal Dutch Shell, 2.5% 24mar2026, EUR   EUR 03/24/2026 04/20/2018 ***.** *.** 04/20/2018 ***.** *.**
Royal Dutch Shell, 3.25% 11may2025, USD   USD 05/11/2025 04/20/2018 **.** *.** 04/20/2018 **.** *.**
Royal Dutch Shell, 3.4% 12aug2023, USD   USD 08/12/2023 04/20/2018 ***.** *.** 04/20/2018 ***.*** *.**
Royal Dutch Shell, 3.625% 21aug2042, USD   USD 08/21/2042 04/20/2018 **.* *.** 04/20/2018 **.*** *.**
Royal Dutch Shell, 3.75% 12sep2046, USD   USD 09/12/2046 04/20/2018 **.** *.** 04/20/2018 **.*** *.**
Royal Dutch Shell, 4.125% 11may2035, USD   USD 05/11/2035 04/20/2018 ***.* *.** 04/20/2018 ***.** *.**
Royal Dutch Shell, 4.3% 22sep2019, USD   USD 09/22/2019 04/20/2018 ***.*** *.** 04/20/2018 ***.*** *.**
Royal Dutch Shell, 4.375% 11may2045, USD   USD 05/11/2045 04/20/2018 ***.** *.** 04/20/2018 ***.*** *.**
Royal Dutch Shell, 4.375% 14may2018, EUR   EUR 05/14/2018 04/20/2018 ***.** *.** 04/20/2018 ***.** *.**
Royal Dutch Shell, 4.375% 25mar2020, USD   USD 03/25/2020 04/20/2018 ***.** *.** 04/20/2018 ***.** *.**
Royal Dutch Shell, 4.55% 12aug2043, USD   USD 08/12/2043 04/20/2018 ***.** *.** 04/20/2018 ***.*** *.**
Royal Dutch Shell, 5.5% 25mar2040, USD   USD 03/25/2040 04/20/2018 ***.** *.** 04/20/2018 ***.*** *.**
Royal Dutch Shell, 6.375% 15dec2038, USD   USD 12/15/2038 04/20/2018 ***.** *.** 04/20/2018 ***.** *.**
Royal Dutch Shell, FRN 10nov2018, USD   USD 11/10/2018 04/20/2018 ***.* * 04/20/2018 ***.* *
Royal Dutch Shell, FRN 11may2020, USD   USD 05/11/2020 04/20/2018 ***.** * 04/20/2018 ***.* *
Royal Dutch Shell, FRN 12sep2019, USD   USD 09/12/2019 04/20/2018 ***.** * 04/20/2018 ***.** *
Royal London Mutual Insurance Society, 6.125% 13nov2028, GBP   GBP 11/13/2028 04/20/2018 ***.** *.** 04/20/2018 ***.** *.*
Royal London Mutual Insurance Society, 6.125% 30nov2043, GBP   GBP 11/30/2043 04/20/2018 ***.** *.** 04/20/2018 ***.** *.**
Royal Mail, 2.375% 29jul2024, EUR   EUR 07/29/2024 04/20/2018 ***.** *.** 04/20/2018 ***.** *.**
RSA Insurance Group, 5.125% 10oct2045, GBP   GBP 10/10/2045 04/20/2018 ***.** * 04/20/2018 ***.** *
RSA Insurance Group, 8.95% 15oct2029, USD   USD 10/15/2029 04/20/2018 ***.**** *.** 04/20/2018 ***.**** *.*
RSA Insurance Group, 9.375% 20may2039, GBP   GBP 05/20/2039 04/20/2018 ***.** * 04/20/2018 ***.** *
RSA Insurance Group, FRN perp., DKK   DKK 04/20/2018 ***.**** * 04/20/2018 ***.**** *
RSA Insurance Group, FRN perp., SEK   SEK 04/20/2018 ***.**** * 04/20/2018 ***.**** *
Sabmiller, 3.75% 15jan2022, USD   USD 01/15/2022 04/20/2018 **.** *.** 04/20/2018 ***.** *.**
Safeway Ltd, 6.125% 17dec2018, GBP   GBP 12/17/2018 04/20/2018 ***.** *.** 04/20/2018 ***.** *.**
Saga, 3.375% 12may2024, GBP   GBP 05/12/2024 04/20/2018 **.*** *.* 04/20/2018 **.*** *.*
Sainsbury's Bank, 6% 23nov2027, GBP   GBP 11/23/2027 04/20/2018 ***.** *.** 04/20/2018 ***.** *.**
Sanctuary Capital, 6.697% 23mar2039, GBP   GBP 03/23/2039 04/20/2018 ***.**** *.** 04/20/2018 ***.**** *.**
Santander UK, 2.5% 5jan2021, USD   USD 01/05/2021 04/20/2018 **.** *.** 04/20/2018 **.** *.**
Santander UK, FRN 13apr2021, GBP   GBP 04/13/2021 04/20/2018 **.** * 04/20/2018 ***.** *
Santander UK Group Holdings, 0.5% 10jan2025, EUR   EUR 01/10/2025 04/20/2018 **.*** *.** 04/20/2018 **.*** *.**
Santander UK Group Holdings, 0.787% 10dec2020, JPY   JPY 12/10/2020 04/20/2018 ***.**** *.** 04/20/2018 ***.**** *.**
Santander UK Group Holdings, 1.125% 8sep2023, EUR   EUR 09/08/2023 04/20/2018 ***.** *.** 04/20/2018 ***.** *.**
Santander UK Group Holdings, 2.125% 3nov2020, USD   USD 11/03/2020 04/20/2018 **.** *.** 04/20/2018 **.** *.**
Santander UK Group Holdings, 2.875% 16oct2020, USD   USD 10/16/2020 04/20/2018 **.** *.** 04/20/2018 **.** *.*
Santander UK Group Holdings, 2.875% 5aug2021, USD   USD 08/05/2021 04/20/2018 **.** *.** 04/20/2018 **.** *.**
Santander UK Group Holdings, 3.571% 10jan2023, USD   USD 01/10/2023 04/20/2018 **.*** *.** 04/20/2018 **.*** *.**
Santander UK Group Holdings, 3.625% 14jan2026, GBP   GBP 01/14/2026 04/20/2018 ***.** *.** 04/20/2018 ***.** *.*
Santander UK Group Holdings, 3.875% 15oct2029, GBP   GBP 10/15/2029 04/20/2018 ***.** *.** 04/20/2018 ***.** *.**
Santander UK Group Holdings, 4.75% 15sep2025, USD   USD 09/15/2025 04/20/2018 ***.** *.** 04/20/2018 ***.** *.**
Santander UK Group Holdings, 7.375% perp., GBP   GBP 04/20/2018 ***.** * 04/20/2018 ***.* *
Santander UK Group Holdings, FRN 18may2023, EUR   EUR 05/18/2023 04/20/2018 ***.** * 04/20/2018 ***.** *
Santander UK Group Holdings, FRN 27mar2024, EUR   EUR 03/27/2024 04/20/2018 ***.** * 04/20/2018 ***.** *
Santander UK Group Holdings, FRN 5may2020, GBP   GBP 05/05/2020 04/20/2018 ***.** * 04/20/2018 ***.** *
Saxon Weald Capital, 5.375% 6jun2042, GBP   GBP 06/06/2042 04/20/2018 ***.*** *.** 04/20/2018 ***.** *.**
Scotland Gas Networks, 3.25% 8mar2027, GBP   GBP 03/08/2027 04/20/2018 ***.** *.** 04/20/2018 ***.** *.**
Scotland Gas Networks, 4.875% 21dec2034, GBP   GBP 12/21/2034 04/20/2018 ***.** *.** 04/20/2018 ***.** *.**
Scottish & Southern Energy (SSE), 1.75% 8sep2023, EUR   EUR 09/08/2023 04/20/2018 ***.** *.** 04/20/2018 ***.*** *.**
Scottish & Southern Energy (SSE), 2% 17jun2020, EUR   EUR 06/17/2020 04/20/2018 ***.* *.* 04/20/2018 ***.** *.**
Scottish & Southern Energy (SSE), 2.375% 10feb2022, EUR   EUR 02/10/2022 04/20/2018 ***.** *.** 04/20/2018 ***.** *.**
Scottish & Southern Energy (SSE), 2.375% perp., EUR   EUR 04/20/2018 ***.** * 04/20/2018 ***.** *
Scottish & Southern Energy (SSE), 3.875% perp., GBP   GBP 04/20/2018 ***.** * 04/20/2018 ***.** *
Scottish & Southern Energy (SSE), 4.25% 14sep2021, GBP   GBP 09/14/2021 04/20/2018 ***.** *.** 04/20/2018 ***.** *.**
Scottish & Southern Energy (SSE), 5% 1oct2018, GBP   GBP 10/01/2018 04/20/2018 **.** **.** 04/20/2018 ***.** -*.**
Scottish & Southern Energy (SSE), 5.875% 22sep2022, GBP   GBP 09/22/2022 04/20/2018 ***.** *.** 04/20/2018 ***.* *.**
Scottish & Southern Energy (SSE), 6.25% 27aug2038, GBP   GBP 08/27/2038 04/20/2018 ***.** *.** 04/20/2018 ***.** *.**
Scottish & Southern Energy (SSE), 8.375% 20nov2028, GBP   GBP 11/20/2028 04/20/2018 ***.** *.** 04/20/2018 ***.** *.**
Scottish Amicable Finance, 8.5% perp., GBP   GBP 04/20/2018 ***.*** * 04/20/2018 ***.*** *
Scottish Investment Trust (SIT), 5.75% 17apr2030, GBP   GBP 04/17/2030 04/20/2018 ***.**** *.** 04/20/2018 ***.**** *.**
Scottish Power, 6.75% 29may2023, GBP   GBP 05/29/2023 04/20/2018 ***.* *.** 04/20/2018 ***.** *.**
Scottish Power, FRN 13oct2024, GBP   GBP 10/13/2024 04/20/2018 ***.*** * 04/20/2018 ***.*** *
SeaDrill, 6.125% 15sep2020, USD   USD 09/15/2020 04/20/2018 **.* ***.** 04/20/2018 **.** ***.**
Segro, 1.5% 20nov2025, EUR   EUR 11/20/2025 04/20/2018 **.** *.** 04/20/2018 **.** *.**
Segro, 5.75% 20jun2035, GBP   GBP 06/20/2035 04/20/2018 ***.** *.** 04/20/2018 ***.** *.**
Segro, 6% 30sep2019, GBP   GBP 09/30/2019 04/20/2018 ***.** *.** 04/20/2018 ***.** *.**
Segro, 6.75% 23feb2024, GBP   GBP 02/23/2024 04/20/2018 ***.* *.** 04/20/2018 ***.** *.**
Segro, 6.75% 23nov2021, GBP   GBP 11/23/2021 04/20/2018 ***.** *.** 04/20/2018 ***.** *.**
Segro, 7% 14mar2022, GBP   GBP 03/14/2022 04/20/2018 ***.** *.** 04/20/2018 ***.** *.**
Severn Trent, 1.3% 11jul2022, GBP   GBP 07/11/2022 04/20/2018 ***.** * 04/20/2018 ***.** *
Severn Trent, 2.75% 5dec2031, GBP   GBP 12/05/2031 04/20/2018 **.** *.** 04/20/2018 **.** *.**
Severn Trent, 3.625% 16jan2026, GBP   GBP 01/16/2026 04/20/2018 ***.** *.** 04/20/2018 ***.** *.**
Severn Trent, 4.875% 24jan2042, GBP   GBP 01/24/2042 04/20/2018 ***.** *.** 04/20/2018 ***.** *.**
Severn Trent, 6.125% 26feb2024, GBP   GBP 02/26/2024 04/20/2018 ***.* *.** 04/20/2018 ***.* *.**
Severn Trent, 6.25% 7jun2029, GBP   GBP 06/07/2029 04/20/2018 ***.** *.** 04/20/2018 ***.** *.**
Severn Trent, FRN 30may2028, GBP   GBP 05/30/2028 04/20/2018 ***.**** * 04/20/2018 ***.**** *
Shanks Group, 3.65% 2022, USD   EUR 06/16/2022 04/20/2018 ***.* *.** 04/20/2018 ***.* *.**
Shawbrook Group, 8.5% 28oct2025, GBP   GBP 10/28/2025 04/20/2018 ***.** *.** 04/20/2018 ***.*** *.**
Signet Jewelers, 4.7% 15jun2024, USD   USD 06/15/2024 04/20/2018 **.**** *.** 04/20/2018 **.**** *.**
Silverstone Master Issuer, FRN 21jan2070, GBP   GBP 01/21/2070 04/20/2018 ***.**** * 04/20/2018 ***.*** *
Skipton Building Society, 1.75% 30jun2022, GBP   GBP 06/30/2022 04/20/2018 **.* *.** 04/20/2018 **.** *.**
Sky plc, 1.5% 15sep2021, EUR   EUR 09/15/2021 04/20/2018 ***.** *.** 04/20/2018 ***.** *.**
Sky plc, 1.875% 24nov2023, EUR   EUR 11/24/2023 04/20/2018 ***.*** *.** 04/20/2018 ***.** *.**
Sky plc, 2.25% 17nov2025, EUR   EUR 11/17/2025 04/20/2018 ***.** *.* 04/20/2018 ***.** *.**
Sky plc, 2.5% 15sep2026, EUR   EUR 09/15/2026 04/20/2018 ***.*** *.** 04/20/2018 ***.** *.**
Sky plc, 2.625% 16sep2019, USD   USD 09/16/2019 04/20/2018 **.** *.** 04/20/2018 **.** *.*
Sky plc, 2.75% 27nov2029, EUR   EUR 11/27/2029 04/20/2018 ***.** *.** 04/20/2018 ***.* *.**
Sky plc, 2.875% 24nov2020, GBP   GBP 11/24/2020 04/20/2018 ***.** *.** 04/20/2018 ***.** *.*
Sky plc, 3.125% 26nov2022, USD   USD 11/26/2022 04/20/2018 **.** *.** 04/20/2018 **.** *.*
Sky plc, 3.75% 16sep2024, USD   USD 09/16/2024 04/20/2018 ***.* *.** 04/20/2018 ***.** *.**
Sky plc, 4% 26nov2029, GBP   GBP 11/26/2029 04/20/2018 ***.** *.** 04/20/2018 ***.** *.**
Sky plc, 6% 21may2027, GBP   GBP 05/21/2027 04/20/2018 ***.** *.** 04/20/2018 ***.** *.**
Sky plc, FRN 1apr2020, EUR   EUR 04/01/2020 04/20/2018 ***.*** * 04/20/2018 ***.** *
Smiths Group, 1.25% 28apr2023, EUR   EUR 04/28/2023 04/20/2018 ***.** *.** 04/20/2018 ***.** *.**
Smiths Group, 2% 23feb2027, EUR   EUR 02/23/2027 04/20/2018 ***.*** *.** 04/20/2018 ***.** *.**
Society of Lloyds, 4.75% 30oct2024, GBP   GBP 10/30/2024 04/20/2018 ***.** *.** 04/20/2018 ***.** *.**
Society of Lloyds, 4.875% 7feb2047, GBP   GBP 02/07/2047 04/20/2018 ***.** * 04/20/2018 ***.** *
Sound Energy, 5% 21jun2021, EUR (ABS)   EUR 06/21/2021 04/20/2018 **.* *.** 04/20/2018 ***.* *.**
South East Water, 5.6577% 2019, GBP (ABS)   GBP 09/30/2019 04/20/2018 ***.** *.** 04/20/2018 ***.*** *.**
South Eastern Power Networks, 5.625% 30sep2030, GBP   GBP 09/30/2030 04/20/2018 ***.*** *.** 04/20/2018 ***.**** *.**
South Eastern Power Networks, 6.375% 12nov2031, GBP   GBP 11/12/2031 04/20/2018 ***.** *.** 04/20/2018 ***.** *.**
Southern Electric Power Distribution, 4.625% 20feb2037, GBP   GBP 02/20/2037 04/20/2018 ***.** *.** 04/20/2018 ***.* *.**
Southern Electric Power Distribution, 5.5% 7jun2032, GBP   GBP 06/07/2032 04/20/2018 ***.** *.** 04/20/2018 ***.** *.**
Southern Gas Networks, 2.5% 3feb2025, GBP   GBP 02/03/2025 04/20/2018 ***.** *.* 04/20/2018 ***.** *.**
Southern Gas Networks, 4.875% 21dec2020, GBP   GBP 12/21/2020 04/20/2018 ***.** *.** 04/20/2018 ***.** *.**
Southern Gas Networks, 4.875% 21mar2029, GBP   GBP 03/21/2029 04/20/2018 ***.** *.** 04/20/2018 ***.** *.**
Southern Gas Networks, 4.875% 5oct2023, GBP   GBP 10/05/2023 04/20/2018 ***.** *.** 04/20/2018 ***.** *.**
Southern Gas Networks, 5.125% 2nov2018, GBP   GBP 11/02/2018 04/20/2018 *** *.** 04/20/2018 ***.** *.**
Southern Gas Networks, 6.375% 15may2040, GBP   GBP 05/15/2040 04/20/2018 ***.** *.** 04/20/2018 *** *.**
Southern Water Services, 3.706% 31mar2034, GBP   GBP 03/31/2034 04/20/2018 ***.**** * 04/20/2018 ***.**** *
Southern Water Services, 4.5% 31mar2038, GBP   GBP 03/31/2038 04/20/2018 ***.** * 04/20/2018 ***.* *
Southern Water Services, 4.5% 31mar2052, GBP   GBP 03/31/2052 04/20/2018 ***.** *.** 04/20/2018 ***.** *.**
Southern Water Services, 5% 31mar2021, GBP   GBP 03/31/2021 04/20/2018 ***.**** *.** 04/20/2018 ***.**** *.**
Southern Water Services, 5.125% 30sep2056, GBP   GBP 09/30/2056 04/20/2018 ***.** *.** 04/20/2018 ***.** *.*
Southern Water Services, 6.125% 31mar2019, GBP   GBP 03/31/2019 04/20/2018 **.** *.** 04/20/2018 ***.** -*.**
Southern Water Services, 6.192% 31mar2029, GBP (ABS)   GBP 03/31/2029 04/20/2018 ***.**** *.** 04/20/2018 ***.**** *.**
Southern Water Services, 6.64% 31mar2026, GBP   GBP 03/31/2026 04/20/2018 ***.**** *.* 04/20/2018 ***.**** *.**
Sovereign Housing Capital, 4.768% 1jun2043, GBP (ABS)   GBP 06/01/2043 04/20/2018 ***.** *.** 04/20/2018 ***.** *.**
Sovereign Housing Capital, 5.705% 10sep2039, GBP (ABS)   GBP 09/10/2039 04/20/2018 ***.**** *.** 04/20/2018 ***.**** *.**
SP Manweb, 4.875% 20sep2027, GBP   GBP 09/20/2027 04/20/2018 ***.** *.** 04/20/2018 ***.** *.**
Spirit Issuer, 5.472% 28dec2028, GBP   GBP 12/28/2028 04/20/2018 ***.**** *.** 04/20/2018 ***.**** *.**
Spirit Pub Company, 6.582% 28dec2027, GBP   GBP 12/28/2027 04/20/2018 ***.**** *.** 04/20/2018 ***.**** *.**
SSE plc, 0.875% 6sep2025, EUR   EUR 09/06/2025 04/20/2018 **.** *.** 04/20/2018 **.*** *.**
SSE plc, 3.625% 16sep2077, GBP   GBP 09/16/2077 04/20/2018 ***.** * 04/20/2018 ***.** *
SSE plc, 4.75% 16sep2077, USD   USD 09/16/2077 04/20/2018 ***.** * 04/20/2018 ***.** *
St. Modwen Properties, 2.875% 6mar2019, GBP (Conv.)   GBP 03/06/2019 04/20/2018 ***.* *.** 04/20/2018 ***.* *.**
St. Modwen Properties, 6.25% 7nov2019, GBP   GBP 11/07/2019 04/20/2018 ***.* *.** 04/20/2018 ***.* *.**
Stagecoach Group, 4% 29sep2025, GBP   GBP 09/29/2025 04/20/2018 ***.** *.** 04/20/2018 ***.** *.**
Standard Chartered Bank, 0% 3aug2046, USD (10957D)   USD 08/03/2046 04/20/2018 ***.**** *.** 04/20/2018 ***.**** *.**
Standard Chartered Bank, 0.75% 3oct2023, EUR   EUR 10/03/2023 04/20/2018 **.* * 04/20/2018 **.** *
Standard Chartered Bank, 1.625% 20nov2018, EUR   EUR 11/20/2018 04/20/2018 ***.** -*.** 04/20/2018 ***.* -*.**
Standard Chartered Bank, 1.625% 3oct2027, EUR   EUR 10/03/2027 04/20/2018 **.** * 04/20/2018 **.* *
Standard Chartered Bank, 2.1% 19aug2019, USD   USD 08/19/2019 04/20/2018 **.** *.** 04/20/2018 **.** *.*
Standard Chartered Bank, 2.4% 8sep2019, USD   USD 09/08/2019 04/20/2018 **.** *.** 04/20/2018 **.** *.**
Standard Chartered Bank, 3.05% 15jan2021, USD   USD 01/15/2021 04/20/2018 **.** *.** 04/20/2018 **.** *.**
Standard Chartered Bank, 4.1% 23may2018, CNY   CNY 05/23/2018 04/20/2018 **.*** *.** 04/20/2018 **.*** *.**
Standard Chartered Bank, 4.25% 9may2018, CNY   CNY 05/09/2018 04/20/2018 **.*** *.** 04/20/2018 **.*** *.**
Standard Chartered Bank, 4.3% 19feb2027, USD   USD 02/19/2027 04/20/2018 **.* *.** 04/20/2018 **.** *.**
Standard Chartered Bank, 4.52% 15apr2019, CNY   CNY 04/15/2019 04/20/2018 **.*** *.* 04/20/2018 ***.** *.**
Standard Chartered Bank, 4.56% 15apr2019, CNY   CNY 04/15/2019 04/20/2018 ***.**** *.** 04/20/2018 ***.**** *.**
Standard Chartered Bank, 5.2% 26jan2024, USD   USD 01/26/2024 04/20/2018 ***.** *.** 04/20/2018 ***.* *.**
Standard Chartered Bank, 5.7% 26mar2044, USD   USD 03/26/2044 04/20/2018 ***.*********** *.** 04/20/2018 ***.*********** *.**
Standard Chartered Bank, 7.5% perp., USD   USD 04/20/2018 ***.** * 04/20/2018 ***.** *
Standard Chartered Bank, 7.75% perp., GBP   GBP 04/20/2018 ***.* * 04/20/2018 ***.* *
Standard Chartered Bank, 7.75% perp., USD   USD 04/20/2018 ***.*** * 04/20/2018 ***.*** *
Standard Chartered Bank, 8% 30may2031, USD   USD 05/30/2031 04/20/2018 ***.**** *.** 04/20/2018 ***.**** *.**
Standard Chartered Bank, FRN 19aug2019, USD   USD 08/19/2019 04/20/2018 ***.** * 04/20/2018 ***.** *
Standard Chartered Plc, 1.625% 13jun2021, EUR   EUR 06/13/2021 04/20/2018 ***.*** *.** 04/20/2018 ***.** *.**
Standard Chartered Plc, 2.25% 17apr2020, USD   USD 04/17/2020 04/20/2018 **.** *.* 04/20/2018 **.** *.**
Standard Chartered Plc, 3.125% 19nov2024, EUR   EUR 11/19/2024 04/20/2018 ***.* *.* 04/20/2018 ***.** *.**
Standard Chartered Plc, 3.2% 17apr2025, USD   USD 04/17/2025 04/20/2018 ** *.** 04/20/2018 **.** *.*
Standard Chartered Plc, 3.625% 23nov2022, EUR   EUR 11/23/2022 04/20/2018 ***.** *.** 04/20/2018 ***.** *.**
Standard Chartered Plc, 3.95% 11jan2023, USD   USD 01/11/2023 04/20/2018 **.** *.** 04/20/2018 **.** *.**
Standard Chartered Plc, 4% 21oct2025, EUR   EUR 10/21/2025 04/20/2018 ***.** * 04/20/2018 ***.** *
Standard Chartered Plc, 4.05% 12apr2026, USD   USD 04/12/2026 04/20/2018 **.** *.** 04/20/2018 **.** *.**
Standard Chartered Plc, 4.125% 18jan2019, EUR   EUR 01/18/2019 04/20/2018 ***.** -*.** 04/20/2018 ***.*** -*.**
Standard Chartered Plc, 4.375% 18jan2038, GBP   GBP 01/18/2038 04/20/2018 ***.** *.** 04/20/2018 ***.* *.**
Standard Chartered Plc, 4.4% 23jan2026, SGD   SGD 01/23/2026 04/20/2018 ***.**** * 04/20/2018 ***.**** *
Standard Chartered Plc, 5.125% 6jun2034, GBP   GBP 06/06/2034 04/20/2018 ***.* *.** 04/20/2018 ***.** *.**
Standard Chartered Plc, 5.3% 9jan2043, USD   USD 01/09/2043 04/20/2018 ***.*** *.** 04/20/2018 ***.*** *.**
Standard Chartered Plc, 5.375% perp., GBP   GBP 04/20/2018 ***.** * 04/20/2018 ***.** *
Standard Chartered Plc, 5.7% 25jan2022, USD   USD 01/25/2022 04/20/2018 ***.*********** *.** 04/20/2018 ***.** *.**
Standard Chartered Plc, 6.409% perp., USD   USD 04/20/2018 **.** * 04/20/2018 **.** *
Standard Chartered Plc, 6.5% perp., USD   USD 04/20/2018 ***.** * 04/20/2018 ***.* *
Standard Chartered Plc, 7.014% perp., USD   USD 04/20/2018 ***.** * 04/20/2018 ***.** *
Standard Chartered Plc, FRN perp., USD   USD 04/20/2018 **.**** * 04/20/2018 **.*** *
Standard Chartered Plc, FRN perp., USD   USD 04/20/2018 **.* * 04/20/2018 **.* *
Standard Life Aberdeen, 4.25% 30jun2048, USD   USD 06/30/2048 04/20/2018 **.** * 04/20/2018 **.** *
Standard Life Aberdeen, 5.5% 4dec2042, GBP   GBP 12/04/2042 04/20/2018 ***.** * 04/20/2018 ***.** *
Standard Life Aberdeen, 6.546% perp., GBP   GBP 04/20/2018 ***.** * 04/20/2018 *** *
Standard Life Aberdeen, 6.75% perp., GBP   GBP 04/20/2018 ***.** * 04/20/2018 ***.** *
State Bank of India (London), FRN 6apr2020, USD   USD 04/06/2020 04/20/2018 ***.* * 04/20/2018 ***.** *
Stirling Water Seafield Finance, 5.822% 26sep2026, GBP (ABS)   GBP 09/26/2026 04/20/2018 ***.**** *.** 04/20/2018 ***.**** *.**
Sunborn London, FRN 27sep2021, EUR   EUR 09/27/2021 04/20/2018 ***.**** * 04/20/2018 ***.**** *
Sustainable Communities for Leeds , 5.069% 30sep2032, GBP   GBP 09/30/2032 04/20/2018 ***.**** *.** 04/20/2018 ***.**** *.**
Sutton and East Surrey Water, 2.874% 31may2031, GBP (ABS)   GBP 05/31/2031 04/20/2018 ***.**** * 04/20/2018 ***.**** *
SW Funding, 5.5% 16jun2023, GBP   GBP 06/16/2023 04/20/2018 ***.** *.** 04/20/2018 ***.* *.**
SW Funding, 7% 16jun2043, GBP   GBP 06/16/2043 04/20/2018 ***.** *.** 04/20/2018 ***.** *.**
Swan Housing Group, 3.625% 5mar2048, GBP (ABS)   GBP 03/05/2048 04/20/2018 ***.**** *.** 04/20/2018 ***.**** *.**
TA Manufacturing, 3.625% 15apr2023, EUR   EUR 04/15/2023 04/20/2018 ***.** *.* 04/20/2018 ***.* *.**
TalkTalk Telecom Group, 5.375% 15jan2022, GBP   GBP 01/15/2022 04/20/2018 ***.** *.* 04/20/2018 ***.** *.**
Tate&Lyle, 6.75% 25nov2019, GBP   GBP 11/25/2019 04/20/2018 ***.** *.** 04/20/2018 ***.** *.**
Telereal, 4.01% 10dec2033, GBP (ABS)   GBP 12/10/2031 04/20/2018 ***.** *.* 04/20/2018 ***.** *.**
Telereal, 4.09% 10dec2033, GBP   GBP 12/10/2033 04/20/2018 ***.*** *.** 04/20/2018 ***.*** *.**
Telereal, 4.9741% 10dec2033, GBP   GBP 09/10/2027 04/20/2018 ***.**** *.** 04/20/2018 ***.**** *.**
Telereal, 5.3887% 10dec2031, GBP (ABS)   GBP 12/10/2031 04/20/2018 ***.** *.* 04/20/2018 ***.** *.**
Telereal, 5.4252% 10dec2031, GBP (ABS)   GBP 12/10/2031 04/20/2018 ***.** *.** 04/20/2018 ***.** *.**
Telereal, 5.5534% 10dec2031, GBP (ABS)   GBP 12/10/2031 04/20/2018 *** *.** 04/20/2018 ***.** *.**
Telereal, 5.5653% 10dec2031, GBP   GBP 12/10/2031 04/20/2018 ***.*** *.** 04/20/2018 ***.**** *.**
Telereal, 5.9478% 10dec2031, GBP (ABS)   GBP 12/10/2031 04/20/2018 ***.** *.* 04/20/2018 ***.** *.**
Telereal, 6.1645% 10dec2031, GBP   GBP 12/10/2031 04/20/2018 ***.**** *.** 04/20/2018 ***.**** *.**
Temple Bar Investment Trust, 5.5% 8mar2021, GBP (ABS)   GBP 03/08/2021 04/20/2018 ***.**** *.** 04/20/2018 ***.**** *.**
Tesco, 1% 16dec2019, GBP   GBP 12/16/2019 04/20/2018 ***.* * 04/20/2018 ***.* *
Tesco, 1.375% 1jul2019, EUR   EUR 07/01/2019 04/20/2018 ***.** *.** 04/20/2018 ***.** *.**
Tesco, 2.125% 12nov2020, EUR   EUR 11/12/2020 04/20/2018 ***.*** *.** 04/20/2018 ***.** *.**
Tesco, 2.5% 1jul2024, EUR   EUR 07/01/2024 04/20/2018 ***.*** *.** 04/20/2018 ***.** *.**
Tesco, 3.322% 5nov2025, GBP   GBP 11/05/2025 04/20/2018 ***.** * 04/20/2018 ***.** *
Tesco, 3.375% 2nov2018, EUR   EUR 11/02/2018 04/20/2018 ***.** * 04/20/2018 ***.** -*.**
Tesco, 4.875% 24mar2042, GBP   GBP 03/24/2042 04/20/2018 ***.** *.** 04/20/2018 ***.** *.**
Tesco, 5% 21nov2020, GBP   GBP 11/21/2020 04/20/2018 ***.** *.* 04/20/2018 ***.** *.*
Tesco, 5% 24mar2023, GBP   GBP 03/24/2023 04/20/2018 ***.** *.** 04/20/2018 ***.** *.**
Tesco, 5.125% 10apr2047, EUR   EUR 04/10/2047 04/20/2018 ***.* *.** 04/20/2018 ***.* *.**
Tesco, 5.2% 24aug2018, GBP   GBP 08/24/2018 04/20/2018 ***.* *.** 04/20/2018 ***.** *.**
Tesco, 5.2% 5mar2057, GBP   GBP 03/05/2057 04/20/2018 ***.* *.** 04/20/2018 ***.** *
Tesco, 5.4111% 13jul2044, GBP   GBP 07/13/2044 04/20/2018 ***.** *.** 04/20/2018 ***.** *.**
Tesco, 5.5% 13dec2019, GBP   GBP 12/13/2019 04/20/2018 ***.** *.** 04/20/2018 ***.** *.**
Tesco, 5.5% 13jan2033, GBP   GBP 01/13/2033 04/20/2018 ***.* *.** 04/20/2018 ***.** *.**
Tesco, 5.5457% 19feb2029, GBP   GBP 02/19/2029 04/20/2018 ***.**** *.* 04/20/2018 ***.**** *.**
Tesco, 5.661% 13oct2041, GBP (ABS)   GBP 10/13/2041 04/20/2018 ***.** *.** 04/20/2018 ***.** *.**
Tesco, 5.744% 13apr2040, GBP (ABS)   GBP 04/13/2040 04/20/2018 ***.** *.** 04/20/2018 ***.** *.**
Tesco, 5.8006% 13oct2040, GBP (ABS)   GBP 10/13/2040 04/20/2018 ***.** *.** 04/20/2018 ***.**** *.**
Tesco, 6% 14dec2029, GBP   GBP 12/14/2029 04/20/2018 ***.** *.** 04/20/2018 ***.** *.*
Tesco, 6.125% 24feb2022, GBP   GBP 02/24/2022 04/20/2018 ***.** *.** 04/20/2018 ***.** *.**
Tesco, 6.15% 15nov2037, USD   USD 11/15/2037 04/20/2018 ***.** *.** 04/20/2018 ***.** *.**
Thames Water, 3.5% 25feb2028, GBP   GBP 02/25/2028 04/20/2018 ***.* *.* 04/20/2018 ***.** *.**
Thames Water, 4% 19jun2025, GBP   GBP 06/19/2025 04/20/2018 ***.** *.** 04/20/2018 ***.** *.**
Thames Water, 4.375% 3jul2034, GBP   GBP 07/03/2034 04/20/2018 ***.** *.** 04/20/2018 ***.** *.**
Thames Water, 5.125% 28sep2037, GBP   GBP 09/28/2037 04/20/2018 ***.** *.** 04/20/2018 ***.** *.**
Thames Water, 5.5% 11feb2041, GBP   GBP 02/11/2041 04/20/2018 ***.** *.** 04/20/2018 ***.* *.**
Thames Water, 5.75% 13sep2030, GBP   GBP 09/13/2030 04/20/2018 ***.** * 04/20/2018 ***.** *
Thames Water, 5.875% 15jul2022, GBP (ABS)   GBP 07/15/2022 04/20/2018 ***.** *.* 04/20/2018 ***.* *.**
Thames Water, 6.5% 9feb2032, GBP   GBP 02/09/2032 04/20/2018 ***.** *.** 04/20/2018 ***.** *.*
Thames Water, 6.75% 16nov2028, GBP   GBP 11/16/2028 04/20/2018 ***.** *.** 04/20/2018 ***.** *.**
Thames Water, 7.75% 1apr2019, GBP (ABS)   GBP 04/01/2019 04/20/2018 ***.** *.** 04/20/2018 ***.** *.**
Thames Water Utilities, 1.875% 24jan2024, GBP   GBP 01/24/2024 04/20/2018 **.* *.** 04/20/2018 **.** *.*
Thames Water Utilities, 2.375% 3may2023, GBP   GBP 05/03/2023 04/20/2018 **.** *.** 04/20/2018 **.** *.**
Thames Water Utilities, 2.625% 24jan2032, GBP   GBP 01/24/2032 04/20/2018 **.* *.** 04/20/2018 **.** *.**
Thames Water Utilities, 2.875% 3may2027, GBP   GBP 05/03/2027 04/20/2018 **.** *.** 04/20/2018 **.** *.**
The Great Rolling Stock Company, 6.875% 27jul2035, GBP   GBP 07/27/2035 04/20/2018 ***.**** *.** 04/20/2018 ***.**** *.**
THFC, 5.125% 21dec2037, GBP (ABS)   GBP 12/21/2035 04/20/2018 ***.**** *.** 04/20/2018 ***.**** *.**
THFC, 6.35% 8jul2041, GBP (ABS)   GBP 07/08/2039 04/20/2018 ***.**** *.** 04/20/2018 ***.**** *.**
Thomas Cook Group, 3.875% 15jul2023, EUR   EUR 07/15/2023 04/20/2018 ***.** *.** 04/20/2018 ***.** *.**
Thomas Cook Group, 6.25% 15jun2022, EUR   EUR 06/15/2022 04/20/2018 ***.** *.** 04/20/2018 ***.** *.*
Thomson Reuters, 3.85% 29sep2024, USD   USD 09/29/2024 04/20/2018 **.** *.** 04/20/2018 **.*** *.**
Thomson Reuters, 3.95% 30sep2021, USD   USD 09/30/2021 04/20/2018 ***.** *.** 04/20/2018 ***.** *.**
Thomson Reuters, 4.3% 23nov2023, USD   USD 11/23/2023 04/20/2018 ***.** *.** 04/20/2018 ***.** *.**
Thomson Reuters, 4.5% 23may2043, USD   USD 05/23/2043 04/20/2018 **.** *.** 04/20/2018 **.** *.**
Thomson Reuters, 4.7% 15oct2019, USD   USD 10/15/2019 04/20/2018 ***.*** *.** 04/20/2018 ***.*** *.**
Thomson Reuters, 5.65% 23nov2043, USD   USD 11/23/2043 04/20/2018 ***.** *.** 04/20/2018 ***.** *.**
Together Housing Finance, 4.5% 17dec2042, GBP (ABS)   GBP 12/17/2042 04/20/2018 ***.*** *.** 04/20/2018 ***.**** *.**
Trafford Centre, 4.75% 28apr2024, GBP   GBP 04/28/2024 04/20/2018 ***.*** *.** 04/20/2018 ***.** *.**
Trafford Centre, 6.5% 28jul2033, GBP   GBP 07/28/2033 04/20/2018 ***.** *.** 04/20/2018 ***.** *.**
Trafford Centre, 7.03% 28jan2029, GBP   GBP 01/28/2029 04/20/2018 ***.**** *.* 04/20/2018 ***.**** *.**
Trafford Centre, 8.28% 28oct2022, GBP   GBP 10/28/2022 04/20/2018 ***.*** *.** 04/20/2018 ***.**** *.**
Trafford Centre, FRN 28apr2035, GBP   GBP 04/28/2035 04/20/2018 **.*** * 04/20/2018 **.**** *
Transport for London, 2.125% 24apr2025, GBP   GBP 04/24/2025 04/20/2018 ***.** *.** 04/20/2018 ***.** *.**
Transport for London, 2.25% 9aug2022, GBP   GBP 08/09/2022 04/20/2018 ***.** *.** 04/20/2018 ***.* *.*
Transport for London, 2.474% 30apr2030, GBP   GBP 04/30/2030 04/20/2018 ***.**** *.* 04/20/2018 ***.**** *.*
Transport for London, 3.625% 15may2045, GBP   GBP 05/15/2045 04/20/2018 ***.* *.** 04/20/2018 ***.** *.**
Transport for London, 3.875% 23jul2042, GBP   GBP 07/23/2042 04/20/2018 ***.* *.** 04/20/2018 ***.** *.**
Transport for London, 4% 12sep2033, GBP   GBP 09/12/2033 04/20/2018 ***.* *.** 04/20/2018 ***.** *.**
Transport for London, 4% 7apr2064, GBP   GBP 04/07/2064 04/20/2018 ***.**** *.** 04/20/2018 ***.**** *.**
Travelex, 8% 15may2022, EUR   EUR 05/15/2022 04/20/2018 **.** *.** 04/20/2018 ***.** *.**
Travelodge Hotels, 8.5% 15may2023, GBP   GBP 05/15/2023 04/20/2018 ***.** *.** 04/20/2018 ***.** *.**
Travis Perkins, 4.375% 15sep2021, GBP   GBP 09/15/2021 04/20/2018 ***.*** *.** 04/20/2018 ***.*** *.**
Travis Perkins, 4.5% 7sep2023, GBP   GBP 09/07/2023 04/20/2018 ***.** *.** 04/20/2018 ***.** *.**
Trinity Acquisition, 2.125% 26may2022, EUR   EUR 05/26/2022 04/20/2018 ***.* *.** 04/20/2018 ***.** *.**
Trinity Acquisition, 3.5% 15sep2021, USD   USD 09/15/2021 04/20/2018 **.*** *.** 04/20/2018 **.*** *.*
Trinity Acquisition, 4.4% 15mar2026, USD   USD 03/15/2026 04/20/2018 **.*** *.** 04/20/2018 ***.*** *.**
Trinity Acquisition, 6.125% 15aug2043, USD   USD 08/15/2043 04/20/2018 ***.** *.** 04/20/2018 ***.*** *.**
TSB Banking Group, FRN 7dec2022, GBP   GBP 12/07/2022 04/20/2018 *** * 04/20/2018 ***.** *
TSL Education, 6.75% 15jul2020, GBP   GBP 07/15/2020 04/20/2018 **.** **.** 04/20/2018 **.** **.**
TSL Education, FRN 15jul2020, GBP   GBP 07/15/2020 04/20/2018 **.** * 04/20/2018 **.** *
Tullett Prebon plc, 5.25% 11jun2019, GBP   GBP 06/11/2019 04/20/2018 ***.** *.** 04/20/2018 ***.* *.**
Tullow Oil, 6.25% 15apr2022, USD   USD 04/15/2022 04/20/2018 ***.** *.** 04/20/2018 ***.** *.**
Turnstone Midco 2 Limited, 6.25% 15aug2022, GBP   GBP 08/15/2022 04/20/2018 **.**** *.* 04/20/2018 **.**** *.**
Turnstone Midco 2 Limited, FRN 15aug2022, GBP   GBP 08/15/2022 04/20/2018 **.**** * 04/20/2018 **.**** *
Twinkle Pizza, 6.625% 1aug2021, GBP   GBP 08/01/2021 04/20/2018 **.** *.** 04/20/2018 **.** *.**
Twinkle Pizza, 8.625% 1aug2022, GBP   GBP 08/01/2022 04/20/2018 **.* **.** 04/20/2018 **.**** **.**
UBM, 5.75% 3nov2020, USD   USD 11/03/2020 04/20/2018 ***.**** *.* 04/20/2018 ***.**** *.**
UBS AG, London Branch, 0% 12may2045, USD (10958D)   USD 05/12/2045 04/20/2018 ***.*** *.** 04/20/2018 ***.*** *.**
UBS AG, London Branch, 0.125% 5nov2021, EUR   EUR 11/05/2021 04/20/2018 **.*** *.** 04/20/2018 **.** *.**
UBS AG, London Branch, 0.25% 10jan2022, EUR   EUR 01/10/2022 04/20/2018 **.*** *.** 04/20/2018 **.** *.**
UBS AG, London Branch, 0.5% 15may2018, EUR   EUR 05/15/2018 04/20/2018 ***.** -*.** 04/20/2018 ***.** -*.**
UBS AG, London Branch, 0.625% 23jan2023, EUR   EUR 01/23/2023 04/20/2018 **.** *.* 04/20/2018 **.** *.**
UBS AG, London Branch, 1.125% 30jun2020, EUR   EUR 06/30/2020 04/20/2018 ***.** *.** 04/20/2018 ***.** -*
UBS AG, London Branch, 1.25% 10dec2020, GBP   GBP 12/10/2020 04/20/2018 **.** *.** 04/20/2018 **.** *.**
UBS AG, London Branch, 1.25% 3sep2021, EUR   EUR 09/03/2021 04/20/2018 ***.** *.* 04/20/2018 ***.** *.**
UBS AG, London Branch, 2.2% 8jun2020, USD   USD 06/08/2020 04/20/2018 **.** *.** 04/20/2018 **.* *.**
UBS AG, London Branch, 3.5% 15sep2020, EUR   EUR 09/15/2020 04/20/2018 ***.** *.** 04/20/2018 ***.** *.**
UBS AG, London Branch, 3.875% 2dec2019, EUR (ABS)   EUR 12/02/2019 04/20/2018 ***.** -*.** 04/20/2018 ***.*** -*.**
UBS AG, London Branch, 4% 8apr2022, EUR (ABS)   EUR 04/08/2022 04/20/2018 ***.*** *.** 04/20/2018 ***.** *.**
UBS AG, London Branch, FRN 10jan2020, EUR   EUR 01/10/2020 04/20/2018 ***.** * 04/20/2018 ***.** *
UBS AG, London Branch, FRN 14aug2019, USD   USD 08/14/2019 04/20/2018 **.** * 04/20/2018 ***.** *
UBS AG, London Branch, FRN 23apr2021, EUR   EUR 04/23/2021 04/20/2018 ***.** * 04/20/2018 ***.** *
UBS AG, London Branch, FRN 5sep2019, EUR   EUR 09/05/2019 04/20/2018 ***.** * 04/20/2018 ***.** *
UBS AG, London Branch, FRN 8jun2020, USD   USD 06/08/2020 04/20/2018 ***.** * 04/20/2018 ***.** *
UK Department of Transport, 1.9618% 1dec2025, GBP   GBP 12/01/2025 04/20/2018 ***.**** * 04/20/2018 ***.*** *
UK Department of Transport, 4.5% 7dec2028, GBP (ABS)   GBP 12/07/2028 04/20/2018 ***.** *.** 04/20/2018 ***.** *.**
UK Department of Transport, 4.5% 7dec2038, GBP   GBP 12/07/2038 04/20/2018 ***.** *.** 04/20/2018 ***.** *.**
UK Department of Transport, 5.1% 7mar2051, GBP (ABS)   GBP 03/07/2051 04/20/2018 ***.** *.** 04/20/2018 ***.** *.**
UK Department of Transport, 5.234% 2may2035, GBP (ABS)   GBP 05/02/2035 04/20/2018 ***.** *.* 04/20/2018 ***.** *.**
Unifund, 5.32% 7dec2047, GBP (ABS)   GBP 12/07/2047 04/20/2018 ***.**** *.** 04/20/2018 ***.**** *.**
Unilever, 1.375% 15sep2024, GBP   GBP 09/15/2024 04/20/2018 **.** *.* 04/20/2018 **.** *.**
Unilever, 1.8% 5may2020, USD   USD 05/05/2020 04/20/2018 **.*** *.** 04/20/2018 **.*** *.**
Unilever, 1.875% 15sep2029, GBP   GBP 09/15/2029 04/20/2018 **.** *.** 04/20/2018 **.** *.**
Unilever, 2% 19dec2018, GBP   GBP 12/19/2018 04/20/2018 ***.** *.** 04/20/2018 ***.** *.**
Unilever, 2.2% 5may2022, USD   USD 05/05/2022 04/20/2018 **.** *.** 04/20/2018 **.** *.**
Unilever, 2.6% 5may2024, USD   USD 05/05/2024 04/20/2018 **.** *.** 04/20/2018 **.** *.*
Unilever, 2.9% 5may2027, USD   USD 05/05/2027 04/20/2018 **.* *.** 04/20/2018 **.** *.**