| Goldman Sachs International, 0% 15apr2027, SEK (1829D, Structured) (SE0017483886) |
| Barclays Bank PLC, 0% 27feb2030, SEK (2192D, Structured) (SE0021183084) |
| Goldman Sachs International, 0% 13mar2030, SEK (2924D, Structured) (SE0017483951) |
| Flood Re, FRN 6apr2032, GBP |
| British Land, 5.25% 14apr2032, GBP (XS3027989667) |
| Natwest Markets plc, FRN 21mar2030, USD (USG6382RGG77) |
| HSBC, 0% 24feb2031, GBP (3, 2191D, Structured) (GB00BT33FM50) |
| Goldman Sachs International, FRN 27dec2034, EUR (Structured) (FR5272AB1039) |
| Morgan Stanley International PLC, 0% 15nov2027, EUR (1104D, Structured) (FRIP00001118) |
| Morgan Stanley International PLC, 0% 13nov2029, EUR (1833D, Structured) (FRIP00001126) |
| Morgan Stanley International PLC, 0% 31oct2030, EUR (2198D, Structured) (FRIP00000ZP6) |
| MACQUARIE AIRFINANCE HOLDINGS, 5.2% 27mar2028, USD (USG5S60PAF06) |
| Investec Bank Plc, 0% 18dec2026, EUR (2187D, Structured) (XS2241834709) |
| Barclays Bank PLC, 2006, RUB (XS0225754067) |
| ICBC Standard Bank, 8.125% 2dec2019, USD (XS0470473231) |
| RBS, 7.55% 27apr2012, RUB (Structured) (XS0514496222) |
| Barclays Bank PLC, 10.0% 20jun2016, RUB (XS0602908732) |
| HSBC, 2.875% 30apr2015, CNY (XS0773551972) |
| RBS, 2012-4, RUB |
| HSBC, 0% 22apr2014, USD (550D) (XS0845633402) |
| NatWest Group, 6.8% perp., USD (XS0159056208) |
| Santander UK, 5.5% 18jun2014, GBP (XS0434592449) |
| Santander UK, 3.375% 20oct2015, EUR (XS0550978364) |
| Amlin, 6.5% 19dec2026, GBP (XS0251382361) |
| Arqiva, 4.04% 30jun2035, GBP (XS0895821055) |
| B3 Living, 4.823% 29jan2038, GBP (XS0880407167) |
| Bank of Scotland, 4.25%23sep2014, EUR (XS0201674594) |
| Bank of Scotland, 4.5% 13jul2021, EUR (XS0260981658) |
| Bank of Scotland, 6.375% 16aug2019, GBP (XS0100515336) |
| Bank of Scotland, 2.64% 16apr2020, GBP (XS0150845880) |
| Bank of Scotland, FRN 16mar2020, EUR (XS0213499410) |
| Barclays Bank PLC, 9.50% 7aug2021, GBP (XS0068009637) |
| Barclays, 0% 6oct2014, GBP (1917D) (XS0435514186) |
| Barclays, 0% 3sep2016, USD (3655D) (XS0265376490) |
| Barclays Bank PLC, 4.45% 13jan2014, USD (XS0400958376) |
| Barclays Bank PLC, 4% 16apr2014, GBP (Structured) (XS0412142019) |
| Barclays, 0.65% 12jun2014, GBP (XS0423742708) |
| Barclays, 6.96% 3oct2014, GBP (XS0440468220) |
| Barclays, 5.85% 23may2016, GBP (XS0487650417) |
| Barclays Bank PLC, 4.125% 15mar2016, EUR (XS0605207983) |
| Barclays Bank PLC, 3% 3mar2015, USD (XS0490397782) |
| Barclays Bank PLC, 2% 19jan2018, GBP (XS0667176316) |
| Barclays Bank PLC, FRN 4jun2015, EUR (XS0513664507) |
| Barclays Bank PLC, 4% 25feb2021, EUR (Structured) (XS0568506199) |
| Barclays Bank PLC, 0% 30dec2013, GBP (2203D) (XS0323100361) |
| Barclays, 0% 24mar2014, GBP (1889D) (XS0409262242) |
| Barclays, 0% 31dec2014, GBP (2203D) (XS0392703400) |
| Barclays, 0% 28jul2015, GBP (2269D) (XS0426105341) |
| Barclays, 0% 23jun2016, GBP (2267D) (XS0498210771) |
| Barclays, 0% 7apr2016, GBP (2192D) (XS0499462017) |
| Barclays, 0% 25apr2017, GBP (2275D) (XS0580503778) |
| Barclays Bank PLC, 0% 22jun2018, GBP (2264D) (XS0743096314) |
| Barclays Bank PLC, 0% 19nov2018, GBP (2260D) (XS0806108741) |
| Barclays, 0% 8jul2019, EUR (3295D) (XS0521010693) |
| Barclays, 0% 13apr2029, GBP (8222D, Structured) (XS0268278768) |
| Barclays, 0% 30oct2014, EUR (1826D) (XS0454774364) |
| Barclays Bank PLC, 0% 30mar2022, USD (3659D) (XS0550256142) |
| Bluestone Securities, FRN 9jun2044, GBP (XS0300921128) |
| BP PLC, 2.177% 16feb2016, EUR (XS0747743937) |
| Broadgate Financing, 4.851% 5apr2033, GBP (ABS, A3) (XS0211897821) |
| Bupa, 10.5% 3dec2018, GBP (XS0043793149) |
| Canary Wharf Finance II, 5.952% 22oct2037, GBP (ABS, A3) (XS0130681512) |
| Centrica, 6.4% 4sep2026, GBP (XS0265184589) |
| Diageo, 2.625% 29apr2023, USD (US25243YAU38) |
| GSK PLC, 2.8% 18mar2023, USD (US377372AH03) |
| Granite Master Issuer, FRN 20dec2054, USD (2007-1, class 2M1) (US38741YDM84) |
| Granite Master Issuer, FRN 20dec2054, USD (2007-1, class 3A1) (US38741YDG17) |
| Granite Mortgages, FRN 20jan2044, USD (ABS) (US38741UAC18) |
| Granite Mortgages, FRN 20jan2044, GBP (ABS) (XS0176410859) |
| Headingley RMBS, FRN 11mar2051, GBP (ABS) (XS0605184919) |
| HSBC, 1.625% 7jul2015, USD (USG4637EFV23) |
| HSBC, 5.375% 4nov2030, GBP (XS0204377310) |
| HSBC, 0% 11apr2014, USD (1102D) (XS0615732244) |
| HSBC, 0% 30jun2014, USD (1104D) (XS0642392103) |
| HSBC, 0% 8dec2014, USD (1102D) (XS0717069313) |
| HSBC, 0% 15dec2014, USD (1103D) (XS0719373051) |
| HSBC, 0% 16nov2015, USD (1091D) (XS0855794102) |
| HSBC, 0% 30jun2016, USD (1084D) (XS0950665348) |
| HSBC, 0% 4may2015, USD (1103D) (XS0778437284) |
| HSBC, 0% 12feb2016, USD (1101D) (XS0888947669) |
| Imperial Brands, 7.75% 24jun2019, GBP (XS0435179618) |
| Imperial Brands, 9% 17feb2022, GBP (XS0413493957) |
| Intermediate Capital Group, 6.25% 19sep2020, GBP (XS0818634668) |
| Investec Bank Plc, FRN16jun2023, GBP (XS0963352025) |
| Lloyds Banking Group, 7.375% 12mar2020, EUR (XS0459090774) |
| Lloyds Banking Group, 12.75% 10aug2020, GBP (XS0459091079) |
| Lloyds Bank, 1.5% 2may2017, GBP (XS0778434000) |
| Lloyds Bank, 4.5% 15sep2014, EUR (XS0604400001) |
| Lloyds Bank, FRN 9jul2016, EUR (XS0195810717) |
| Lloyds Bank, FRN 22dec2014, EUR (XS0746094498) |
| National Grid, 4.375% 10mar2020, EUR (XS0213972614) |
| National Grid, 1.25% 6oct2021, GBP (56) (XS0678522490) |
| Nationwide Building Society, 2.875%14sep2015, EUR (XS0541455191) |
| Nationwide Building Society, 8.625% 29mar2018, GBP (XS0047364947) |
| NATS (En Route), 5.25% 31mar2026, GBP (XS0174424902) |
| Nomura Bank International, 4% 30oct2014, EUR (XS0455928555) |
| NRAM, 3.875% 16nov2020, EUR (XS0235418828) |
| Old Mutual, 7.125% 19oct2016, GBP (XS0458316550) |
| Paragon Mortgages (No.12), FRN 15nov2038, EUR (ABS, C1b) (XS0261650674) |
| Paragon Mortgages (No.9), FRN 15may2041, EUR (ABS) (XS0224730779) |