DESCRIPTION
ISIN
TIDM
Issue Date
Maturity Date
Coup %
Min.
Curr
Coup Per
Price
YTM
Run Yield
A2D FUNDING II PLC 26XS1103286305A2D22014-09-112026-09-304.5100GBP6 month#N/A#N/A#N/A
A2D FUNDING PLC A2D FUND. 22XS0975865949A2D12013-10-212022-10-184.75100GBP6 month#N/A#N/A#N/A
ALPHA PLUS HOLDINGS PLC 24XS1379593566ALP22016-03-242024-03-315100GBP6 month#N/A#N/A#N/A
ALPHA PLUS HOLDINGS PLC 19XS0853358801ALP12012-12-192019-12-185.75100GBP6 month#N/A#N/A#N/A
ANGLIAN WATER SERVICES FINANCING PLC 6.875XS008955328240LV1998-08-212023-08-216.6251000GBP12 month#N/A#N/A#N/A
ANHEUSER-BUSCH INBEV NV 6.50%BE600018354984RM2009-06-232017-06-236.51000GBP12 month#N/A#N/A#N/A
AVIVA PLC 6.125%36£XS0138717441AE572001-11-142036-11-146.12510000GBP12 month#N/A#N/A#N/A
B.A.T. INTERNATIONAL FINANCE PLC B.A.T.IF6.375%XS018218836648CT2003-12-122019-12-126.3751000GBP12 month#N/A#N/A#N/A
BARCLAYS BANK PLC 5.75%XS0134886067AA182001-09-142026-09-145.751000GBP12 month#N/A#N/A#N/A
BEAZLEY IRELAND HOLDINGS PLC 5.375%XS0827693663BE012012-09-202019-09-255.375100GBP6 month#N/A#N/A#N/A
BRITISH TELECOMMUNICATIONS PLC 28XS009728309672NS1999-05-182028-12-075.751000GBP12 month#N/A#N/A#N/A
BRITISH TELECOMMUNICATIONS PLCXS005206758333GL1994-08-232020-03-268.6251000GBP12 month#N/A#N/A#N/A
BRUNTWOOD INVESTMENTS PLC 6%XS0947705215BRU12013-07-252020-07-246100GBP6 month#N/A#N/A#N/A
BURFORD CAPITAL PLC 22XS1088905093BUR12014-07-302022-08-196.5100GBP6 month#N/A#N/A#N/A
BURFORD CAPITAL PLC 24XS1391063424BUR22016-04-202024-10-266.125100GBP6 month#N/A#N/A#N/A
CLS HOLDINGS PLC 19XS0820711215CLS12012-09-122019-12-315.5100GBP6 month#N/A#N/A#N/A
DAILY MAIL & GENERAL TRUST PLC 5.75%18XS017048520480VA2003-06-262018-12-075.751000GBP12 month#N/A#N/A#N/A
EASTERN GROUP 2025XS005820910693GR1995-07-052025-03-318.51000GBP12 month#N/A#N/A#N/A
EASTERN POWER NETWORKS PLCXS018720230352GO2004-12-172024-03-085.751000GBP12 month#N/A#N/A#N/A
ENQUEST PLC 22XS0880578728ENQ12013-02-152022-02-155.5100GBP6 month#N/A#N/A#N/A
ENTERPRISE INNS PLC 2018XS016301914347VU2003-03-062018-12-066.51000GBP6 month#N/A#N/A#N/A
EROS INTERNATIONAL PLC 21XS1112834608ERO12014-10-162021-10-156.52000GBP6 month#N/A#N/A#N/A
EUROPEAN INVESTMENT BANKXS005549841359GS1995-02-142017-08-258.751000GBP12 month#N/A#N/A#N/A
FIRSTGROUP PLC 6.125XS018101360780ZX2003-12-192019-01-186.1251000GBP12 month#N/A#N/A#N/A
GE CAPITAL UK FUNDING UNLIMITED CO 5.625%XS029750777383IR2007-04-252019-04-255.6251000GBP12 month#N/A#N/A#N/A
GE CAPITAL UK FUNDING UNLIMITED CO 18XS038155997934MD2008-08-062018-08-066.751000GBP12 month#N/A#N/A#N/A
GE CAPITAL UK FUNDING UNLIMITED CO 33XS034049521692VF2008-01-172033-01-185.8751000GBP12 month#N/A#N/A#N/A
GKN HOLDINGS PLC GKN 6.75% BDS19XS010321476231OL1999-10-292019-10-286.751000GBP12 month#N/A#N/A#N/A
GLAXOSMITHKLINE CAPITAL PLC 5.25%XS0140516864AG992001-12-192033-12-195.251000GBP6 month#N/A#N/A#N/A
HAMMERSON PLC 6.875%XS010951453807OZ2000-03-312020-03-316.8751000GBP12 month#N/A#N/A#N/A
HAMMERSON PLC 6% 26XS018463989572VH2004-02-232026-02-2361000GBP12 month#N/A#N/A#N/A
HAMMERSON PLC 28XS008573271648LK1998-04-212028-04-217.251000GBP12 month#N/A#N/A#N/A
HELICAL PLC 20XS0942129957HB202013-06-252020-06-246100GBP6 month#N/A#N/A#N/A
HSBC BANK PLC 5.375%XS017447076435LS2003-08-222033-08-225.3751000GBP12 month#N/A#N/A#N/A
HSBC BANK PLC 6.5%XS0088317853BR061998-07-072023-07-076.51000GBP12 month#N/A#N/A#N/A
ICAP PLC 5.50%XS0805454872IC552012-07-242018-07-315.5100GBP6 month#N/A#N/A#N/A
IMPERIAL BRANDS FINANCE PLCXS018040760231ML2003-12-042018-12-046.251000GBP12 month#N/A#N/A#N/A
INTERMEDIATE CAPITAL GROUP PLCXS0716336325ICG72011-12-192018-12-217100GBP6 month#N/A#N/A#N/A
INTERMEDIATE CAPITAL GROUP PLC 20XS0818634668ICG22012-09-202020-09-196.25100GBP6 month#N/A#N/A#N/A
INTERMEDIATE CAPITAL GROUP PLC 23XS1200576699ICG32015-03-112023-03-2451000GBP6 month#N/A#N/A#N/A
INTERNATIONAL PERSONAL FINANCE PLC 20XS0919406800IPF12013-05-082020-05-086.125100GBP6 month#N/A#N/A#N/A
LADBROKES GROUP FINANCE PLC 22XS1066478014LAD22014-06-052022-09-165.125100GBP6 month#N/A#N/A#N/A
LEGAL & GENERAL FINANCE PLC 5.875%XS012146477971PP2000-12-112031-12-115.8751000GBP6 month#N/A#N/A#N/A
LEGAL & GENERAL GROUP PLC 5.875XS018901382381CE2004-03-302099-12-315.8751000GBP6 month#N/A#N/A#N/A
LLOYDS BANK PLCXS004309812794HJ1993-04-062023-04-069.6251000GBP12 month#N/A#N/A#N/A
LLOYDS BANK PLCXS054336918496QO2010-09-172040-09-176.51000GBP12 month#N/A#N/A#N/A
LLOYDS BANK PLCXS050383482161MP2010-04-202025-04-227.6251000GBP6 month#N/A#N/A#N/A
LONDON POWER NETWORKS PLC 27XS014888942084YJ2002-06-072027-06-076.1251000GBP12 month#N/A#N/A#N/A
LONDON STOCK EXCHANGE GROUP PLC 21XS0846486040LSE12012-11-052021-11-024.75100GBP6 month#N/A#N/A#N/A
NATIONAL GRID ELECTRICITY TRANSMISSION PLC 6.50%£XS013273537347QK2001-07-272028-07-276.51000GBP12 month#N/A#N/A#N/A
NATIONAL GRID ELECTRICITY TRANSMISSION PLC 5.875%XS0094073672BD561999-02-022024-02-025.8751000GBP12 month#N/A#N/A#N/A
NATIONAL GRID GAS PLC 6%XS0141704725AI682003-07-172017-06-0761000GBP12 month#N/A#N/A#N/A
NATIONAL GRID PLC 21XS0678522490NG1Q2011-09-302021-10-061.25100GBP6 month#N/A#N/A#N/A
NORTHUMBRIAN WATER FINANCE PLC 6%17XS0139335029AG412001-12-112017-10-1161000GBP12 month#N/A#N/A#N/A
PARAGON GROUP OF COMPANIES PLC 20XS0891023086PAG12013-02-252020-12-056100GBP6 month#N/A#N/A#N/A
PARAGON GROUP OF COMPANIES PLC 24XS1275325758PAG32015-08-282024-08-286100GBP6 month#N/A#N/A#N/A
PARAGON GROUP OF COMPANIES PLC 6.125%XS1018830270PAG22014-01-242022-01-306.125100GBP6 month#N/A#N/A#N/A
PLACES FOR PEOPLE CAPITAL MARKETS PLC 1%XS0731910765PFP12012-01-262022-01-311100GBP6 month#N/A#N/A#N/A
PLACES FOR PEOPLE CAPITAL MARKETS PLC 5%XS0635014177PFP52011-06-272016-12-275100GBP6 month#N/A#N/A#N/A
PREMIER OIL PLC 20XS0997703250PMO12013-12-062020-12-115100GBP6 month#N/A#N/A#N/A
PRIMARY HEALTH PROPERTIES PLC 19XS0795445823PHP12012-07-242019-07-235.375100GBP6 month#N/A#N/A#N/A
PROVIDENT FINANCIAL PLC 6% 21XS0900863084PF212013-03-272021-09-276100GBP6 month#N/A#N/A#N/A
PROVIDENT FINANCIAL PLC 7% 17XS0762418993PF172012-04-022017-10-047100GBP6 month#N/A#N/A#N/A
PROVIDENT FINANCIAL PLC 23XS120909185666WS2015-04-092023-10-095.125100GBP6 month#N/A#N/A#N/A
PROVIDENT FINANCIAL PLC 7.00%XS0496412064PFG72010-04-142020-04-1471GBP6 month#N/A#N/A#N/A
PRUDENTIAL PLC 6 7/8% 2023XS0083544212BC411998-01-202023-01-206.8751000GBP12 month#N/A#N/A#N/A
RETAIL CHARITY BONDS PLC 21XS1066485902MCAP2014-07-152021-07-294.375100GBP6 month#N/A#N/A#N/A
RETAIL CHARITY BONDS PLC 25XS1200788369HTOP2015-04-202025-04-304.4100GBP6 month#N/A#N/A#N/A
RETAIL CHARITY BONDS PLC 26XS1386668591CAF12016-04-042026-04-125100GBP6 month#N/A#N/A#N/A
ROYAL BANK OF SCOTLAND PLC 20GB00B3N3WC23RB512010-02-012020-02-015.1100GBP12 month#N/A#N/A#N/A
SAFEWAY PLC 6.00%XS0140144204AG932001-12-182017-01-1061000GBP12 month#N/A#N/A#N/A
SAFEWAY PLC 6.125%XS009300473692NE1998-12-172018-12-176.1251000GBP12 month#N/A#N/A#N/A
SCOTTISH POWER UK PLCXS0073359548BL231997-02-202017-02-208.3751000GBP12 month#N/A#N/A#N/A
SEGRO PLC 5.50%XS022132369332BL2005-06-212018-06-205.51000GBP12 month#N/A#N/A#N/A
SEGRO PLC 6% 19XS017934627456GP2003-11-192019-09-3061000GBP6 month#N/A#N/A#N/A
SEGRO PLC 5.75XS022132415452VE2005-06-202035-06-205.751000GBP12 month#N/A#N/A#N/A
SEGRO PLC 6.75XS0107099466BO462000-02-232024-02-236.751000GBP6 month#N/A#N/A#N/A
SEVERN TRENT PLC 22XS0796078193SVTL2012-07-112022-07-111.3100GBP6 month#N/A#N/A#N/A
SEVERN TRENT UTILITIES FINANCE PLCXS009447580283NL1999-02-262024-02-266.1251000GBP12 month#N/A#N/A#N/A
SEVERN TRENT UTILITIES FINANCE PLCXS009777725341NW1999-06-072029-06-076.251000GBP12 month#N/A#N/A#N/A
SSE PLC 5.875%XS0095371638BC181999-03-222022-09-225.8751000GBP12 month#N/A#N/A#N/A
ST.MODWEN PROPERTIES PLC 19XS0841076465SMP12012-11-082019-11-076.25100GBP6 month#N/A#N/A#N/A
STANDARD CHARTERED BANK 5.375XS022243420052VC2005-06-172099-12-315.3751000GBP12 month#N/A#N/A#N/A
TESCO PERSONAL FINANCE PLC 1%XS0710391532TS1L2011-12-122019-12-161100GBP6 month#N/A#N/A#N/A
TESCO PERSONAL FINANCE PLC 5%XS0780063235TSC52012-05-212020-11-215100GBP6 month#N/A#N/A#N/A
TESCO PERSONAL FINANCE PLC 5.2%XS0591029409TS522011-02-212018-08-245.2100GBP6 month#N/A#N/A#N/A
TESCO PLC 5.50% 19XS015901306831CL2002-12-132019-12-135.51000GBP12 month#N/A#N/A#N/A
TESCO PLC 6% 29XS010524458540OS1999-12-142029-12-1461000GBP12 month#N/A#N/A#N/A
TULLETT PREBON PLC 5.25%XS0859261520TPR12012-12-112019-06-115.25100GBP6 month#N/A#N/A#N/A
UNILEVER PLC 4.750%XS043442392651TJ2009-06-172017-06-164.752000GBP12 month#N/A#N/A#N/A
UNITE GROUP PLC 20XS0856594642UTG12012-12-122020-06-126.125100GBP6 month#N/A#N/A#N/A
UNITED UTILITIES WATER LIMITED 5.625%XS015972823647UV2002-12-202027-12-205.6251000GBP12 month#N/A#N/A#N/A
UNITED UTILITIES WATER LIMITED 5.375%XS016805467339OI2003-05-142018-05-145.3751000GBP12 month#N/A#N/A#N/A
VODAFONE GROUP PLC 5.90%XS0158715713VO322002-11-262032-11-265.91000GBP12 month#N/A#N/A#N/A
VODAFONE GROUP PLC 25XS0181816652VO252003-12-042025-12-045.6251000GBP12 month#N/A#N/A#N/A
WASPS FINANCE PLC 22XS1221940510WAS12015-05-072022-05-136.5100GBP6 month#N/A#N/A#N/A
WESSEX WATER SERVICES FINANCE PLC 5.375%XS021427578564XX2005-03-102028-03-105.3751000GBP12 month#N/A#N/A#N/A
WESSEX WATER SERVICES FINANCE PLC 5.75XS017848984468OP2003-10-152033-10-145.751000GBP12 month#N/A#N/A#N/A
WORKSPACE GROUP PLC 6%XS0832324981WKP12012-10-102019-10-096100GBP6 month#N/A#N/A#N/A