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USA: bonds

The U.S. government bond market is the largest in the world, and is among the most reliable and liquid ones. The range of maturities in the market is from 1 to 30 years. The medium-term segment of the market is represented by Treasury notes (Notes) with tenors not exceeding 10 years. The long segment consists of Treasury bonds (Bonds) with maturities of 20 and 30 years. There also are securities with a coupon rate indexed to inflation in the country (TIPS).

The short segment of the market consists of Treasury bills, securities maturing in one year or less. Bills are sold at a discount or at par (face value).

To finance the public debt the U.S. Treasury sells bonds to institutional and individual investors through public auctions. Treasury auctions occur regularly and have a set schedule. There are three steps to an auction: announcement of the auction, bidding, and issuance of the purchased securities.

Outstanding bond issues

Сurrency Outstanding bond issues Cumulative volume
sovereign
USD 579 14 798 612 967 800
municipal
USD 210 11 445 616 179
corporate
USD 21498 9 398 729 483 300
EUR 720 505 101 701 670
GBP 165 84 014 413 000
AUD 140 53 939 907 000
INR 94 236 488 300 000
JPY 75 1 940 121 000 000
CAD 70 41 260 075 000
BRL 65 8 689 807 000
MXN 65 127 311 380 000
CHF 64 21 280 000 000
TRY 64 11 581 250 000
RUB 53 101 385 100 000
ZAR 38 59 357 540 000
HKD 36 16 568 000 000
CNY 34 19 598 540 000
NZD 26 8 938 023 000
NOK 24 18 468 500 000
IDR 23 14 952 112 000 000
ILS 22 9 460 915 005
COP 18 1 979 350 000 000
SEK 15 9 735 000 000
UAH 11 2 641 664 870
SGD 7 2 800 000 000
ITL 6 3 725 000 000 000
RON 6 401 000 000
MYR 5 289 000 000
CLP 4 66 400 000 000
PEN 4 322 300 000
PLN 4 288 000 000
CRC 4 14 400 000 000
NGN 3 13 260 000 000
DEM 3 1 200 000 000
PHP 3 5 950 000 000
GHS 2 74 000 000
ZMW 2 417 500 000
CZK 2 950 000 000
UYU 2 1 728 000 000
SAR 2 1 180 000 000
RWF 1 15 000 000 000
NAD 1 180 000 000
LKR 1 500 000 000
ARS 1 1 230 000 000
JMD 1 10 000 000 000
DOP 1 450 000 000
all issues

News and comments

04/06/2018 Fitch Ratings affirms USA at "AAA" (LT Int. Scale (foreign curr.) credit rating); outlook stable
04/06/2018 Fitch Ratings affirms USA at "AAA" (LT Int. Scale (local curr.) credit rating); outlook stable
04/12/2017 Fitch Ratings affirms USA at "AAA" (LT Int. Scale (local curr.) credit rating); outlook stable
04/12/2017 Fitch Ratings affirms USA at "AAA" (LT Int. Scale (foreign curr.) credit rating); outlook stable
02/20/2017 Russia’s investments in US treasuries shrunk by 0.6% based on December 2016 results; Japan remains biggest UST holder – US Treasury
01/03/2017 U.S.Treasuries: Treasuries Continue Win Streak to End Volatile Year
12/30/2016 U.S. Treasuries: Treasuries Follow Through on Wednesday's Rally
12/29/2016 U.S. Treasuries: Treasuries Rally on Strong Auction and Risk Aversion
12/28/2016 U.S.Treasuries: Stuck
12/26/2016 U.S. Treasuries: Moving the Market
All news

Sovereign rating

Rating AgencyRatingRating scaleDate
Dagong Global *** International scale rating (foreign curr.) ***
Dagong Global *** International scale rating (local curr.) ***
Rating-Agentur Expert RA *** Rating scale of the creditworthiness of sovereign governments (SGC) -National currency ***
Rating-Agentur Expert RA *** Rating scale of the creditworthiness of sovereign governments (SGC) - Foreign currency ***
Rating-Agentur Expert RA *** Rating scale of the country credit environment (CCE) rating - National currency ***
Rating-Agentur Expert RA *** Rating scale of the country credit environment (CCE) rating - Foreign currency ***
Moody's Investors Service *** LT- foreign currency ***
Moody's Investors Service *** LT- local currency ***
S&P Global Ratings *** Foreign Currency LT ***
S&P Global Ratings *** Local Currency LT ***
Fitch Ratings *** LT Int. Scale (foreign curr.) ***
Fitch Ratings *** LT Int. Scale (local curr.) ***
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.
sovereign rating history

Latest bond issues

issue ISIN coupon volume end of placement maturity date
Sempra Energy, FRN 15jan2021, USD - International bonds US816851BD03 3m LIBOR USD +50bps 700 000 000  USD 09/01/2018 01/15/2021
Atlantic Stewardship Bank, 2.5% 15mar2021, USD - Domestic bonds 2.5% 1 000 000  USD 05/03/2018 03/15/2021
Federal Farm Credit Banks, FRN 1may2020, USD - Domestic bonds US3133EJMG13 1M LIBOR-0.04% 450 000 000  USD 05/01/2018 05/01/2020
Federal Farm Credit Banks, 2.5% 27apr2020, USD - Domestic bonds US3133EJME64 2.5% 225 000 000  USD 04/27/2018 04/27/2020
Federal Farm Credit Banks, FRN 27jan2020, USD - Domestic bonds US3133EJMF30 91D TBILL+0.055% 100 000 000  USD 04/27/2018 01/27/2020
Federal Farm Credit Banks, 3.9% 26apr2033, USD - Domestic bonds US3133EJMD81 3.9% 50 000 000  USD 04/26/2018 04/26/2033
Federal Farm Credit Banks, 2.72% 26apr2021, USD - Domestic bonds US3133EJMH95 2.72% 133 000 000  USD 04/26/2018 04/26/2021
Federal Farm Credit Banks, 3.87% 26apr2029, USD - Domestic bonds US3133EJMJ51 3.87% 10 000 000  USD 04/26/2018 04/26/2029
Federal Farm Credit Banks, 2.75% 25apr2022, USD - Domestic bonds US3133EJMB26 2.75% 35 000 000  USD 04/25/2018 04/25/2022
Federal Farm Credit Banks, 3% 25apr2023, USD - Domestic bonds US3133EJMC09 3% 75 000 000  USD 04/25/2018 04/25/2023
all issues

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
T-Note Futures (USA)
2 Year T-Note Futures 106.03 106.06 106.06 106.12 106.14 106.16 106.19
5 Year T-Note Futures 113.48 113.61 113.76 113.92 113.93 114.01 113.99
10 Year T-Note Futures 119.59 119.83 120.27 120.47 120.41 120.53 120.44
30 Year T-Bond Futures 143.22 143.69 145.44 145.72 145.38 145.59 145.16
show other indices

World Bond market statistics

Monthly indices

Type Mar 2018 Feb 2018 Jan 2018 Dec 2017 Nov 2017 Oct 2017 Sep 2017
Corporate bond market (USA)
Number of new issues of US corporate bonds 368 274 480 454 491 404 284
Government agencies outst., USD mln 1 192 053.82 1 220 787.42 1 211 790.45 1 215 101.60 1 194 300.13 1 183 251.41 1 175 898.48
New issues of corporate bonds, USA, USD mln 119 857.04 83 539.75 147 877.87 95 882.75 167 403.90 140 158.24 104 279.65
New issues of financial inst. bonds, USA, USD mln 26 243.88 12 628.62 61 817.20 8 299.16 17 401.51 33 386.25 28 727.96
New issues of non-financial inst. bonds, USA, USD mln 93 613.16 70 911.13 86 060.67 87 583.59 150 002.40 106 771.98 75 551.69
Government Bond Market (USA)
USA govt Bonds outst., USD bln (without Bills) 14 065.68 13 942.53 13 872.22 13 840.27 13 702.60 13 589.89 13 549.48
New US government bond issues, USD bln (without Bills) 103.27 201.61 157.86 85.06 126.47 101.00 122.95
Number of US government bond issues outs. (without Bills) 362 362 360 360 361 360 361
show other indices

Quarterly indices

Type IV 2017 III 2017 II 2017 I 2017 IV 2016 III 2016 II 2016
US Bond Market Outstanding (SIFMA)
Municipal bonds outstanding, bln. USD 3 851 3 809 3 833 3 827 3 840 3 841 3 848
Treasury bonds outstanding, bln. USD 14 469 14 188 13 998 13 954 13 908 13 648 13 418
Mortgage Related bonds outstanding, bln. USD 9 295 9 178 9 072 9 080 9 016 8 954 8 919
Corporate bonds outstanding, bln. USD 8 826 8 801 8 635 8 556 8 458 8 496 8 363
Federal Agency securities outstanding, bln. USD 1 935 1 941 1 954 1 982 1 972 1 994 2 005

New issues of Developed markets International Bonds

Monthly indices

Type Mar 2018 Feb 2018 Jan 2018 Dec 2017 Nov 2017 Oct 2017 Sep 2017
New issues of USA bonds
New issues of USA bonds (Agriculture), USD bln 0.000 0.500 0.000 0.000 0.000 0.000 0.900
Number of new USA bond issues (Agriculture) 0.000 1.000 0.000 0.000 0.000 0.000 2.000
New issues of USA bonds (Banks), USD bln 9.197 12.913 56.211 3.602 11.426 25.542 16.396
Number of new USA bond issues (Banks) 36.000 40.000 83.000 35.000 45.000 49.000 42.000
New issues of USA bonds (Ferrous metals), USD bln 0.000 0.000 0.000 0.070 0.000 0.650 0.000
Number of new USA bond issues (Ferrous metals) 0.000 0.000 0.000 1.000 0.000 2.000 0.000
New issues of USA bonds (Other sectors), USD bln 0.205 0.000 2.659 2.910 2.862 2.830 2.570
Number of new USA bond issues (Other sectors) 1.000 0.000 6.000 6.000 5.000 6.000 7.000
New issues of USA bonds (Information and High Technologies), USD bln 1.097 1.290 12.140 2.409 20.050 7.950 10.900
Number of new USA bond issues (Information and High Technologies) 3.000 3.000 8.000 5.000 16.000 9.000 13.000
New issues of USA bonds (Public utilities), USD bln 0.000 0.000 0.000 0.000 4.745 0.000 1.005
Number of new USA bond issues (Public utilities) 0.000 0.000 0.000 0.000 7.000 0.000 3.000
New issues of USA bonds (Light industry), USD bln 1.200 0.000 0.000 1.707 0.000 0.950 0.500
Number of new USA bond issues (Light industry) 2.000 0.000 0.000 2.000 0.000 2.000 1.000
New issues of USA bonds (Engineering industry), USD bln 4.300 2.950 4.550 2.217 8.320 12.452 14.515
Number of new USA bond issues (Engineering industry) 10.000 8.000 9.000 5.000 14.000 9.000 25.000
New issues of USA bonds (Healthcare), USD bln 40.750 10.322 1.000 3.566 16.374 8.800 4.907
Number of new USA bond issues (Healthcare) 11.000 13.000 2.000 9.000 22.000 11.000 8.000
New issues of USA bonds (Oil and gas), USD bln 2.600 11.475 7.129 7.944 5.450 7.404 13.073
Number of new USA bond issues (Oil and gas) 6.000 15.000 10.000 12.000 10.000 11.000 22.000
New issues of USA bonds (Food industry), USD bln 8.903 1.600 3.635 1.700 7.132 10.305 1.577
Number of new USA bond issues (Food industry) 15.000 2.000 6.000 3.000 11.000 13.000 4.000
New issues of USA bonds (Communication), USD bln 1.600 8.551 6.750 6.967 3.234 21.028 3.541
Number of new USA bond issues (Communication) 1.000 8.000 6.000 5.000 4.000 17.000 4.000
New issues of USA bonds (Media and Entertainment), USD bln 1.134 0.625 1.528 0.500 1.500 3.441 12.351
Number of new USA bond issues (Media and Entertainment) 2.000 2.000 2.000 1.000 4.000 5.000 15.000
New issues of USA bonds (Construction and development), USD bln 2.052 4.662 2.550 0.600 8.463 0.400 3.578
Number of new USA bond issues (Construction and development) 7.000 10.000 6.000 2.000 19.000 1.000 9.000
New issues of USA bonds (Trade and retail), USD bln 0.900 0.784 0.500 0.300 3.318 8.450 1.400
Number of new USA bond issues (Trade and retail) 2.000 3.000 1.000 1.000 6.000 9.000 2.000
New issues of USA bonds (Transportation), USD bln 0.700 5.325 2.175 0.427 11.356 1.110 2.800
Number of new USA bond issues (Transportation) 1.000 9.000 3.000 2.000 19.000 2.000 6.000
New issues of USA bonds (Financial institutions), USD bln 18.616 12.949 12.230 5.427 12.394 13.800 22.378
Number of new USA bond issues (Financial institutions) 47.000 37.000 43.000 20.000 40.000 37.000 53.000
New issues of USA bonds (Chemical and petrochemical industry), USD bln 0.000 1.500 1.350 3.040 2.600 5.472 2.450
Number of new USA bond issues (Chemical and petrochemical industry) 0.000 3.000 3.000 6.000 5.000 9.000 2.000
New issues of USA bonds (Non-ferrous metals), USD bln 0.000 0.000 0.000 0.000 0.000 0.000 0.000
Number of new USA bond issues (Non-ferrous metals) 0.000 0.000 0.000 0.000 0.000 0.000 0.000
New issues of USA bonds (Timber and paper&pulp industry), USD bln 0.000 0.000 0.000 2.100 0.000 0.000 0.000
Number of new USA bond issues (Timber and paper&pulp industry) 0.000 0.000 0.000 5.000 0.000 0.000 0.000
New issues of USA bonds (Ferrous metals), USD bln 0.650 0.000 0.000 0.716 0.000 0.000 0.350
Number of new USA bond issues (Ferrous metals) 1.000 0.000 0.000 2.000 0.000 0.000 1.000
New issues of USA bonds (Power), USD bln 4.850 7.950 8.880 0.900 10.225 3.900 5.875
Number of new USA bond issues (Power) 10.000 13.000 16.000 2.000 21.000 8.000 12.000
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
USA corporate international bonds, USD bln 4 569.936 4 510.222 4 520.489 4 444.033 4 411.522 4 318.803 4 241.783
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 USD (mid-swaps) 
IRS USD 3M (mid-swap) * * * * * * *
IRS USD 6M (mid-swap) * * * * * * *
IRS USD 9M (mid-swap) * * * * * * *
IRS USD 1Y (mid-swap) * * * * * * *
IRS USD 18M (mid-swap) * * * * * * *
IRS USD 2Y (mid-swap) * * * * * * *
IRS USD 3Y (mid-swap) * * * * * * *
IRS USD 4Y (mid-swap) * * * * * * *
IRS USD 5Y (mid-swap) * * * * * * *
IRS USD 6Y (mid-swap) * * * * * * *
IRS USD 7Y (mid-swap) * * * * * * *
IRS USD 8Y (mid-swap) * * * * * * *
IRS USD 9Y (mid-swap) * * * * * * *
IRS USD 10Y (mid-swap) * * * * * * *
IRS USD 12Y (mid-swap) * * * * * * *
IRS USD 15Y (mid-swap) * * * * * * *
IRS USD 20Y (mid-swap) * * * * * * *
IRS USD 25Y (mid-swap) * * * * * * *
IRS USD 30Y (mid-swap) * * * * * * *
show other indices

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Periodic indices

Type: Current value Change Last update
Central Banks Rates
FRS discount rate, % 1.50 0.25 16.03.2017

BofA Merrill Lynch

Daily indices

Type: 04/19/2018 04/18/2018 04/17/2018 04/16/2018 04/13/2018 04/12/2018 04/11/2018
BofA Merrill Lynch US and Global High Yield Indices
H0A0 US High Yield Master II Index, Spread-Govt  333 324 329 333 338 342 350
H0A0, total return 1 264.76 1 269.54 1 269.03 1 266.82 1 264.98 1 262.65 1 260.63
H0A0, %YTD USD 0.20 0.58 0.54 0.37 0.22 0.04 0.12
H0A0, effective yield 6.08 5.96 5.95 6.00 6.05 6.10 6.13
H0A0, effective duration 4.12 4.07 4.06 4.09 4.11 4.13 4.14
BofA Merrill Lynch Global EM and EM Makets Credit Indices
IC00 The BofA Merrill Lynch Global Emerging Markets Credit Index, Spread-Govt  325 325 329 330 331 332 336
IC1B The BofA Merrill Lynch BB Global Emerging Markets Credit Index, Spread-Govt  263 264 267 268 267 267 271
IC1C The BofA Merrill Lynch CCC & Lower Global Emerging Markets Credit Index, Spread-Govt  737 741 744 745 749 747 747
IC2B The BofA Merrill Lynch Single-B Global Emerging Markets Credit Index, Spread-Govt   370 368 374 375 377 379 385
ICP0 The BofA Merrill Lynch Emerging Markets Credit Plus Index, Spread-Govt  207 208 210 211 211 211 215
ICPD The BofA Merrill Lynch US Emerging Markets Credit Plus Index, Spread-Govt  259 260 264 265 263 264 269
ICPC The BofA Merrill Lynch Emerging Markets Credit Plus Constrained Index, Spread-Govt  206 207 210 210 210 211 214
ICPE The BofA Merrill Lynch Euro Emerging Markets Credit Plus Index, Spread-Govt  138 138 138 139 141 142 143
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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 - North America
US CVI value weighted  3.75 3.87 3.88 3.87 3.91 3.64 3.54
US CVI tail  136.10 137.02 141.03 138.82 139.10 136.72 134.83
US CVI equally weighted  36.65 36.35 34.73 35.06 35.92 35.54 35.08
show other indices

Macroeconomic Indicators (World economy)

Monthly indices

Type Mar 2018 Feb 2018 Jan 2018 Dec 2017 Nov 2017 Oct 2017 Sep 2017
Inflation Rate (World), % to the same period of the previous year
Inflation Rate (United States) 2.40 2.20 2.10 2.10 2.20 2.00 2.20
show other indices

Yearly indices

Type 2017 2016 2015 2014
Government Debt to GDP (World), %
Government Debt to GDP(United States) 105.40 106.10 104.17 103.00

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)
Dow Jones 24 463 24 665 24 748 24 787 24 573 24 360 24 483
S&P 500 2 670 2 693 2 709 2 706 2 678 2 656 2 664
NASDAQ Composite  7 146.13 7 238.06 7 295.24 7 281.10 7 156.29 7 106.65 7 140.25
show other indices

Bonds prices

issue volume maturity date bid prices ask prices
date bid price yield date ask price yield
21st Century Fox America, 3.375% 15nov2026, USD   USD 11/15/2026 04/20/2018 **.*** *.** 04/20/2018 **.*** *.**
21st Century Fox America, 3.7% 15oct2025, USD   USD 10/15/2025 04/20/2018 **.** *.** 04/20/2018 **.*** *.**
21st Century Fox America, 3.7% 15sep2024, USD   USD 09/15/2024 04/20/2018 **.*** *.** 04/20/2018 **.** *.**
21st Century Fox America, 4.5% 15feb2021, USD   USD 02/15/2021 04/20/2018 ***.*** *.** 04/20/2018 ***.*** *.*
21st Century Fox America, 4.75% 15sep2044, USD   USD 09/15/2044 04/20/2018 ***.*** *.** 04/20/2018 ***.*** *.**
21st Century Fox America, 4.95% 15oct2045, USD   USD 10/15/2045 04/20/2018 ***.*** *.** 04/20/2018 ***.*** *.**
21st Century Fox America, 6.40% 15dec2035, USD   USD 12/15/2035 04/20/2018 ***.** *.** 04/20/2018 ***.** *.**
21st Century Fox America, 6.55% 15mar2033, USD   USD 03/15/2033 04/20/2018 ***.** *.* 04/20/2018 ***.** *.**
21st Century Oncology, 11% 1may2023   USD 05/01/2023 04/20/2018 **.*** * 04/20/2018 **.*** *
3M Company, 0.375% 15feb2022, USD   EUR 02/15/2022 04/20/2018 ***.*** *.** 04/20/2018 ***.** *.**
3M Company, 0.950% 15may2023, EUR   EUR 05/15/2023 04/20/2018 ***.*** *.** 04/20/2018 ***.** *.**
3M Company, 1.5% 2jun2031, EUR   EUR 06/02/2031 04/20/2018 ***.* *.* 04/20/2018 ***.* *.**
3M Company, 1.5% 9nov2026, EUR   EUR 11/09/2026 04/20/2018 ***.** * 04/20/2018 ***.** *.**
3M Company, 1.75% 15may2030, EUR   EUR 05/15/2030 04/20/2018 ***.** *.** 04/20/2018 ***.*** *.**
3M Company, 1.875% 15nov2021, EUR   EUR 11/15/2021 04/20/2018 ***.** *.** 04/20/2018 ***.** *.**
3M Company, FRN 15may2020, EUR   EUR 05/15/2020 04/20/2018 ***.** * 04/20/2018 ***.** *
3M Company, FRN 9nov2018, EUR   EUR 11/09/2018 04/20/2018 ***.** * 04/20/2018 ***.** *
A. Schulman, 6.875% 1jun2023   USD 06/01/2023 04/20/2018 ***.* *.** 04/20/2018 ***.* *.*
AB InBev Worldwide,   USD 01/12/2024 04/20/2018 **.** *.** 04/20/2018 **.** *.**
AB InBev Worldwide,   USD 04/15/2038 04/20/2018 **.** *.** 04/20/2018 ***.** *.*
AB InBev Worldwide,   USD 01/12/2024 04/20/2018 ***.** * 04/20/2018 ***.** *
AB InBev Worldwide, 2.2% 1aug2018, USD   USD 08/01/2018 04/20/2018 **.*** *.** 04/20/2018 ***.*** *.**
AB InBev Worldwide, 3.75% 15jan2022, USD   USD 01/15/2022 04/20/2018 ***.*** *.** 04/20/2018 ***.*** *.**
AB InBev Worldwide, 4% 13apr2028, USD   USD 04/13/2028 04/20/2018 ***.** *.** 04/20/2018 ***.** *.**
AB InBev Worldwide, 4.439% 6oct2048, USD   USD 10/06/2048 04/20/2018 **.** *.** 04/20/2018 **.*** *.**
AB InBev Worldwide, 4.6% 15apr2048, USD   USD 04/15/2048 04/20/2018 ***.** *.** 04/20/2018 ***.** *.**
AB InBev Worldwide, 4.75% 15apr2058, USD   USD 04/15/2058 04/20/2018 ***.** *.** 04/20/2018 ***.** *.**
AB InBev Worldwide, 4.95% 15jan2042, USD   USD 01/15/2042 04/20/2018 ***.*** *.** 04/20/2018 ***.** *.*
AB InBev Worldwide, 5.375% 15jan2020, USD   USD 01/15/2020 04/20/2018 ***.** *.** 04/20/2018 ***.** *.**
AB InBev Worldwide, 5.875% 15jun2035, USD   USD 06/15/2035 04/20/2018 ***.**** *.** 04/20/2018 ***.*** *.**
AB InBev Worldwide, 6.375% 15jan2040, USD   USD 01/15/2040 04/20/2018 ***.* *.** 04/20/2018 ***.** *.**
AB InBev Worldwide, 6.875% 15nov2019, USD   USD 11/15/2019 04/20/2018 ***.**** *.** 04/20/2018 ***.**** *.**
AB InBev Worldwide, 6.875% 15nov2019, USD   USD 11/15/2019 04/20/2018 ***.* *.** 04/20/2018 ***.** *.**
AB InBev Worldwide, 8.2% 15jan2039, USD   USD 01/15/2039 04/20/2018 ***.** *.** 04/20/2018 ***.** *.**
AB InBev Worldwide, FRN 1aug2018, USD   USD 08/01/2018 04/20/2018 ***.*** * 04/20/2018 ***.**** *
ABB Finance USA, 2.8% 3apr2020, USD   USD 04/03/2020 04/20/2018 **.* *.** 04/20/2018 **.*** *.**
ABB Finance USA, 3.375% 3apr2023, USD   USD 04/03/2023 04/20/2018 **.* *.** 04/20/2018 **.*** *.**
ABB Finance USA, 3.38% 3apr2028, USD   USD 04/03/2028 04/20/2018 **.** *.** 04/20/2018 ***.*** *.**
Abbott Laboratories, 2% 15mar2020, USD   USD 03/15/2020 04/20/2018 **.*** *.** 04/20/2018 **.*** *.*
Abbott Laboratories, 2.35% 22nov2019, USD   USD 11/22/2019 04/20/2018 **.** *.** 04/20/2018 **.** *.**
Abbott Laboratories, 2.55% 15mar2022, USD   USD 03/15/2022 04/20/2018 **.** *.** 04/20/2018 **.** *.**
Abbott Laboratories, 2.9% 30nov2021, USD   USD 11/30/2021 04/20/2018 **.** *.** 04/20/2018 **.*** *.**
Abbott Laboratories, 2.95% 15mar2025, USD   USD 03/15/2025 04/20/2018 **.*** *.** 04/20/2018 **.*** *.**
Abbott Laboratories, 3.4% 30nov2023, USD   USD 11/30/2023 04/20/2018 **.** *.** 04/20/2018 **.*** *.**
Abbott Laboratories, 3.75% 30nov2026, USD   USD 11/30/2026 04/20/2018 **.*** * 04/20/2018 **.*** *.**
Abbott Laboratories, 4.75% 30nov2036, USD   USD 11/30/2036 04/20/2018 ***.** *.* 04/20/2018 ***.** *.*
Abbott Laboratories, 4.9% 30nov2046, USD   USD 11/30/2046 04/20/2018 ***.** *.** 04/20/2018 ***.*** *.**
AbbVie, 0.375% 18nov2019, EUR   EUR 11/18/2019 04/20/2018 ***.** -*.** 04/20/2018 ***.** -*.**
AbbVie, 1.375% 17may2024, EUR   EUR 05/17/2024 04/20/2018 ***.** *.** 04/20/2018 ***.** *.**
AbbVie, 1.8% 14may2018, USD   USD 05/14/2018 04/20/2018 **.** *.** 04/20/2018 **.*** *.**
AbbVie, 2.125% 17nov2028, EUR   EUR 11/17/2028 04/20/2018 ***.** *.** 04/20/2018 ***.** *.**
AbbVie, 2.5% 14may2020, USD   USD 05/14/2020 04/20/2018 **.** *.** 04/20/2018 **.** *.**
AbbVie, 2.9% 6nov2022, USD   USD 11/06/2022 04/20/2018 **.**** *.** 04/20/2018 **.**** *.**
AbbVie, 2.9% 6nov2022, USD   USD 11/06/2022 04/20/2018 **.*** *.** 04/20/2018 **.*** *.**
AbbVie, 3.2% 6nov2022, USD   USD 11/06/2022 04/20/2018 **.** *.** 04/20/2018 **.** *.*
AbbVie, 3.6% 14may2025, USD   USD 05/14/2025 04/20/2018 **.** *.** 04/20/2018 **.*** *.**
AbbVie, 4.4% 6nov2042, USD   USD 11/06/2042 04/20/2018 **.*** *.** 04/20/2018 **.* *.**
AbbVie, 4.5% 14may2035, USD   USD 05/14/2035 04/20/2018 ***.** *.** 04/20/2018 ***.*** *.**
AbbVie, 4.7% 14may2045, USD   USD 05/14/2045 04/20/2018 **.*** *.** 04/20/2018 **.*** *.**
ABC Supply, 5.625% 15apr2021, USD   USD 04/15/2021 04/20/2018 ***.** *.** 04/20/2018 ***.** *.**
Acadia Healthcare, 5.125% 1jul2022, USD   USD 07/01/2022 04/20/2018 ***.** *.** 04/20/2018 ***.** *.**
Acadia Healthcare, 5.625% 15feb2023, USD   USD 02/15/2023 04/20/2018 ***.** *.** 04/20/2018 *** *.**
Acadia Healthcare, 6.5% 1mar2024, USD   USD 03/01/2024 04/20/2018 ***.** *.** 04/20/2018 ***.** *.*
ACC Operating Partnership, 3.35% 1oct2020, USD   USD 10/01/2020 04/20/2018 **.** *.* 04/20/2018 ***.*** *.**
ACE Cash Express, 12% 15dec2022, USD   USD 12/15/2022 04/20/2018 ***.** *.* 04/20/2018 ***.** *.**
Acosta, 7.75% 1oct2022, USD   USD 10/01/2022 04/20/2018 **.** **.** 04/20/2018 **.** **.**
Activision Blizzard, 2.3% 15sep2021, USD   USD 09/15/2021 04/20/2018 **.** *.* 04/20/2018 **.*** *.*
Activision Blizzard, 3.4% 15sep2026, USD   USD 09/15/2026 04/20/2018 **.*** *.* 04/20/2018 **.*** *.**
Activision Blizzard, 6.125% 15sep2023, USD   USD 09/15/2023 04/20/2018 ***.** *.** 04/20/2018 *** *.**
Adient Global Holdings, 3.5% 15aug2024, EUR   EUR 08/15/2024 04/20/2018 ***.*** *.** 04/20/2018 ***.** *.**
Advanced Disposal Services, 5.625% 15nov2024, USD   USD 11/15/2024 04/20/2018 ***.*** *.** 04/20/2018 ***.*** *.**
Advanced Micro Devices, 6.75% 1mar2019, USD   USD 03/01/2019 04/20/2018 ***.* *.** 04/20/2018 ***.** *.**
Advanced Micro Devices, 7% 1jul2024, USD   USD 07/01/2024 04/20/2018 ***.** *.** 04/20/2018 ***.** *.**
Advanced Micro Devices, 7.5% 15aug2022, USD   USD 08/15/2022 04/20/2018 ***.* *.** 04/20/2018 ***.** *.**
Adventist Health System, 3.378% 1mar2023   USD 03/01/2023 04/20/2018 **.**** *.** 04/20/2018 **.**** *.**
AEGON Funding, 5.75% 15dec2020, USD   USD 12/15/2020 04/20/2018 ***.*** *.** 04/20/2018 ***.*** *.**
AEP Transmission Company, 3.1% 1dec2026, USD   USD 12/01/2026 04/20/2018 **.*** *.** 04/20/2018 **.*** *.**
AEP Transmission Company, 4% 1dec2046, USD   USD 12/01/2046 04/20/2018 **.*** *.** 04/20/2018 **.*** *.**
AES Corp, 5.5% 15apr2025, USD   USD 04/15/2025 04/20/2018 ***.** *.** 04/20/2018 ***.** *.**
Aetna, 1.7% 7jun2018, USD   USD 06/07/2018 04/20/2018 **.** *.** 04/20/2018 **.*** *.**
Aetna, 3.875% 15aug2047, USD   USD 08/15/2047 04/20/2018 **.** *.** 04/20/2018 **.** *.**
Affiliated Managers Group, 3.5% 1aug2025, USD   USD 08/01/2025 04/20/2018 **.*** *.** 04/20/2018 **.*** *.**
Aflac, 0.932% 25jan2027, JPY   JPY 01/25/2027 04/20/2018 ***.**** *.** 04/20/2018 ***.**** *.**
Aflac, 2.4% 16mar2020, USD   USD 03/16/2020 04/20/2018 **.*** * 04/20/2018 **.** *.**
Aflac, 2.875% 15oct2026, USD   USD 10/15/2026 04/20/2018 **.*** *.* 04/20/2018 **.** *.**
Aflac, 3.25% 17mar2025, USD   USD 03/17/2025 04/20/2018 **.*** *.** 04/20/2018 **.*** *.**
Aflac, 4% 15oct2046, USD   USD 10/15/2046 04/20/2018 **.*** *.** 04/20/2018 **.*** *.**
AGFC Capital Trust I, 6% 15jan2067, USD   USD 01/15/2067 04/20/2018 **.*** * 04/20/2018 **.*** *
Agricultural Bank Of China (NY), 2% 21may2018   USD 05/21/2018 04/20/2018 **.** *.** 04/20/2018 **.** *.**
Agricultural Bank Of China (NY), 2.75% 21may2020   USD 05/21/2020 04/20/2018 **.************ *.** 04/20/2018 **.************ *.*
AIG Global Funding, 1.9% 6oct2021, USD   USD 10/06/2021 04/20/2018 **.** *.** 04/20/2018 ***.** *.**
AIG Global Funding, 2.15% 2jul2020, USD   USD 07/02/2020 04/20/2018 **.** *.* 04/20/2018 **.** *.**
AIG Global Funding, 2.7% 15dec2021, USD   USD 12/15/2021 04/20/2018 **.** *.** 04/20/2018 **.** *.**
AIG Sunamerica Global Financing X, 8.125% 28apr2023, USD   USD 04/28/2023 04/20/2018 ***.*** *.** 04/20/2018 ***.**** *.**
Air Lease Corp, 2.125% 15jan2020, USD   USD 01/15/2020 04/20/2018 **.** *.* 04/20/2018 **.*** *.**
Air Lease Corp, 2.50% 1mar2021, USD   USD 03/01/2021 04/20/2018 **.*** *.** 04/20/2018 **.** *.**
Air Lease Corp, 2.625% 1jul2022, USD   USD 07/01/2022 04/20/2018 **.** *.** 04/20/2018 **.*** *.*
Air Lease Corp, 2.625% 4sep2018, USD   USD 09/04/2018 04/20/2018 **.** *.** 04/20/2018 ***.** -*.**
Air Lease Corp, 2.750% 15jan2023, USD   USD 01/15/2023 04/20/2018 **.** *.** 04/20/2018 **.*** *.**
Air Lease Corp, 3% 15sep2023, USD   USD 09/15/2023 04/20/2018 **.** *.** 04/20/2018 **.*** *.**
Air Lease Corp, 3.25% 1mar2025, USD   USD 03/01/2025 04/20/2018 **.*** *.* 04/20/2018 **.*** *.**
Air Lease Corp, 3.625% 1apr2027, USD   USD 04/01/2027 04/20/2018 **.** *.** 04/20/2018 **.** *.*
Air Lease Corp, 3.625% 1dec2027, USD   USD 12/01/2027 04/20/2018 **.*** *.** 04/20/2018 **.*** *.**
Air Lease Corp, 3.875% 1apr2021, USD   USD 04/01/2021 04/20/2018 ***.*** *.** 04/20/2018 ***.*** *.**
Air Medical Group, 6.375% 15may2023, USD   USD 05/15/2023 04/20/2018 **.*** *.** 04/20/2018 **.*** *.**
Air Products and Chemicals, 0.375% 1jun2021, EUR   EUR 06/01/2021 04/20/2018 ***.** *.** 04/20/2018 ***.** *.**
Air Products and Chemicals, 1% 12feb2025, EUR   EUR 02/12/2025 04/20/2018 ***.* *.** 04/20/2018 ***.** *.*
Air Products and Chemicals, 2% 7aug2020, EUR   EUR 08/07/2020 04/20/2018 ***.** *.** 04/20/2018 ***.** -*.**
Alabama Power, 2.45% 30mar2022, USD   USD 03/30/2022 04/20/2018 **.*** *.** 04/20/2018 **.*** *.**
Alabama Power, 3.7% 1dec2047, USD   USD 12/01/2047 04/20/2018 **.*** *.** 04/20/2018 **.*** *.**
Alabama Power, 3.75% 1mar2045, USD   USD 03/01/2045 04/20/2018 **.** *.** 04/20/2018 **.*** *.**
Albemarle, 1.875% 8dec2021, EUR   EUR 12/08/2021 04/20/2018 ***.** *.** 04/20/2018 ***.** *.**
Albemarle, 4.15% 1dec2024, USD   USD 12/01/2024 04/20/2018 ***.** *.** 04/20/2018 ***.*** *.**
Alcatel Lucent USA, 6.45% 15mar2029, USD   USD 03/15/2029 04/20/2018 ***.** *.** 04/20/2018 ***.** *.*
Aleris International, 9.5% 1apr2021, USD   USD 04/01/2021 04/20/2018 ***.** *.** 04/20/2018 ***.** *.**
Alexandria Real Estate Equities, 3.450% 30apr2025, USD   USD 04/30/2025 04/20/2018 **.** *.** 04/20/2018 **.*** *.**
Alexandria Real Estate Equities, L.P., 3.95% 15jan2028, USD   USD 01/15/2028 04/20/2018 **.*** *.** 04/20/2018 **.*** *.*
Allegheny Energy Supply, 5.75% 15oct2019, USD   USD 10/15/2019 04/20/2018 ***.*** *.** 04/20/2018 ***.*** *.**
Allergan Inc, 3.25% 1oct2022, USD   USD 10/01/2022 04/20/2018 **.*** * 04/20/2018 **.** *.**
Allergan plc, 0.5% 1jun2021, EUR   EUR 06/01/2021 04/20/2018 **.* *.** 04/20/2018 **.** *.**
Allergan plc, 1.25% 1jun2024, EUR   EUR 06/01/2024 04/20/2018 **.** *.** 04/20/2018 **.** *.*
Allergan plc, 2.125% 1jun2029, EUR   EUR 06/01/2029 04/20/2018 **.** *.** 04/20/2018 **.** *.**
Allergan plc, 4.625% 1oct2042, USD   USD 10/01/2042 04/20/2018 **.*** *.** 04/20/2018 **.*** *.**
Allergan plc, FRN 1jun2019, EUR   EUR 06/01/2019 04/20/2018 ***.** * 04/20/2018 ***.** *
Allergan Sales, 4.875% 15feb2021, USD   USD 02/15/2021 04/20/2018 ***.**** *.** 04/20/2018 ***.*** *.**
Alliance Data Systems, 4.5% 15mar2022, EUR   EUR 03/15/2022 04/20/2018 ***.** *.** 04/20/2018 ***.** *.**
Alliance Data Systems, 5.25% 15nov2023, EUR   EUR 11/15/2023 04/20/2018 ***.** *.** 04/20/2018 ***.** *.**
Alliance One International, 9.875% 15jul2021, USD   USD 07/15/2021 04/20/2018 **.** **.** 04/20/2018 **.** **.**
Allstate Corp, 7.45% 16may2019, USD   USD 05/16/2019 04/20/2018 ***.*** *.** 04/20/2018 ***.*** *.**
Ally Financial, 3.6% 21may2018, USD   USD 05/21/2018 04/20/2018 **.** *.* 04/20/2018 ***.* *.**
Ally Financial, 4.125% 13feb2022, USD   USD 02/13/2022 04/20/2018 **.** *.* 04/20/2018 ***.** *.**
Ally Financial, 4.125% 30mar2020, USD   USD 03/30/2020 04/20/2018 ***.** *.** 04/20/2018 ***.** *.**
Ally Financial, 4.625% 30mar2025, USD   USD 03/30/2025 04/20/2018 **.** *.* 04/20/2018 ***.** *.**
Alphabet, 1.998% 15aug2026, USD   USD 08/15/2026 04/20/2018 **.* *.** 04/20/2018 **.*** *.**
Alphabet, 3.625% 19may2021, USD   USD 05/19/2021 04/20/2018 ***.*** *.* 04/20/2018 ***.* *.**
Altria Group, 10.2% 6feb2039, USD   USD 02/06/2039 04/20/2018 ***.** *.** 04/20/2018 ***.** *.**
Altria Group, 2.625% 14jan2020, USD   USD 01/14/2020 04/20/2018 **.** *.** 04/20/2018 **.** *.**
Altria Group, 2.625% 16sep2026, USD   USD 09/16/2026 04/20/2018 **.** *.** 04/20/2018 **.*** *.**
Altria Group, 3.875% 16sep2046, USD   USD 09/16/2046 04/20/2018 **.*** *.** 04/20/2018 **.** *.**
Altria Group, 9.95% 10nov2038, USD   USD 11/10/2038 04/20/2018 ***.** *.* 04/20/2018 ***.** *.**
AMAG Pharmaceutical, 7.875% 1sep2023, USD   USD 09/01/2023 04/20/2018 ***.** *.** 04/20/2018 ***.** *.**
Amal, 3.465% 21aug2021, USD   USD 08/21/2021 04/20/2018 ***.**** *.** 04/20/2018 ***.**** *.**
Amazon.com, 1.9% 21aug2020, USD   USD 08/21/2020 04/20/2018 **.** *.** 04/20/2018 **.** *.**
Amazon.com, 2.4% 22feb2023, USD   USD 02/22/2023 04/20/2018 **.** *.** 04/20/2018 **.** *.**
Amazon.com, 2.6% 5dec2019, USD   USD 12/05/2019 04/20/2018 **.** *.** 04/20/2018 ***.** *.**
Amazon.com, 2.8% 22aug2024, USD   USD 08/22/2024 04/20/2018 **.** *.** 04/20/2018 **.** *.**
Amazon.com, 3.15% 22aug2027, USD   USD 08/22/2027 04/20/2018 **.** *.** 04/20/2018 **.* *.**
Amazon.com, 3.3% 5dec2021, USD   USD 12/05/2021 04/20/2018 ***.** *.* 04/20/2018 ***.*** *.**
Amazon.com, 3.8% 5dec2024, USD   USD 12/05/2024 04/20/2018 ***.** *.** 04/20/2018 ***.*** *.**
Amazon.com, 3.875% 22aug2037, USD   USD 08/22/2037 04/20/2018 **.** *.** 04/20/2018 **.** *.**
Amazon.com, 4.05% 22aug2047, USD   USD 08/22/2047 04/20/2018 **.** *.** 04/20/2018 **.** *.**
Amazon.com, 4.25% 22aug2057, USD   USD 08/22/2057 04/20/2018 **.* *.** 04/20/2018 **.** *.**
Amazon.com, 4.8% 5dec2034, USD   USD 12/05/2034 04/20/2018 ***.** *.** 04/20/2018 ***.*** *.**
Amazon.com, 4.95% 5dec2044, USD   USD 12/05/2044 04/20/2018 ***.** *.** 04/20/2018 ***.*** *.**
Amazon.com, 5.2% 3dec2025, USD   USD 12/03/2025 04/20/2018 ***.** *.** 04/20/2018 ***.** *.**
AMC Entertainment Holdings, 5.75% 15jun2025, USD   USD 06/15/2025 04/20/2018 **.** *.** 04/20/2018 ***.** *.**
AMC Entertainment Holdings, 5.875% 15feb2022, USD   USD 02/15/2022 04/20/2018 ***.** *.** 04/20/2018 ***.** *.**
AMC Entertainment Holdings, 6.375% 15nov2024, GBP   GBP 11/15/2024 04/20/2018 ***.*** *.** 04/20/2018 ***.*** *.**
AMC Networks, 4.75% 1aug2025, USD   USD 08/01/2025 04/20/2018 **.** *.** 04/20/2018 **.** *.**
Ameren, 6.7% 15jun2036, USD   USD 06/15/2036 04/20/2018 ***.**** *.** 04/20/2018 ***.**** *.**
Ameren Illinois, 3.7% 1dec2047, USD   USD 12/01/2047 04/20/2018 **.** *.** 04/20/2018 **.*** *.**
Ameren Illinois, 4.15% 15mar2046, USD   USD 03/15/2046 04/20/2018 ***.*** *.** 04/20/2018 ***.*** *.**
American Airlines, 6.977% 23may2021, USD   USD 05/23/2021 04/20/2018 ***.**** *.** 04/20/2018 ***.**** *.**
American Airlines Group, 4.625% 1mar2020, USD   USD 03/01/2020 04/20/2018 ***.* *.** 04/20/2018 ***.** *.**
American Airlines Group, 5.5% 1oct2019, USD   USD 10/01/2019 04/20/2018 ***.** *.** 04/20/2018 ***.** *.**
American Axle & Manufacturing, 6.25% 1apr2025, USD   USD 04/01/2025 04/20/2018 ***.** *.** 04/20/2018 ***.** *.**
American Campus Communities (ACC), 3.625% 15nov2027, USD   USD 11/15/2027 04/20/2018 **.*** *.** 04/20/2018 **.*** *.**
American Express Co, 4.05% 3dec2042, USD   USD 12/03/2042 04/20/2018 **.** *.** 04/20/2018 **.** *.**
American Express Co, 4.9% perp., USD   USD 04/20/2018 ***.** * 04/20/2018 ***.** *
American Express Co, FRN 26may2020, USD   USD 05/26/2020 04/20/2018 ***.** * 04/20/2018 ***.** *
American Express Credit Corp, 0.625% 22nov2021, EUR   EUR 11/22/2021 04/20/2018 ***.** *.** 04/20/2018 ***.** *.**
American Honda Finance, 0.17% 17jan2024, EUR   EUR 01/17/2024 04/20/2018 **.*** *.** 04/20/2018 ***.** *.**
American Honda Finance, 0.55% 17mar2023, EUR   EUR 03/17/2023 04/20/2018 **.* *.** 04/20/2018 **.** *.**
American Honda Finance, 1.3% 21mar2022, GBP (Series A)   GBP 03/21/2022 04/20/2018 **.** *.** 04/20/2018 **.** *.**
American Honda Finance, 1.375% 10nov2022, EUR   EUR 11/10/2022 04/20/2018 ***.** *.** 04/20/2018 ***.** *.**
American Honda Finance, 1.95% 20jul2020, USD   USD 07/20/2020 04/20/2018 **.** *.** 04/20/2018 **.** *
American Honda Finance, 2.15% 13mar2020, USD   USD 03/13/2020 04/20/2018 **.*** *.** 04/20/2018 **.** *.**
American Honda Finance, 2.625% 14oct2022, GBP   GBP 10/14/2022 04/20/2018 ***.** *.** 04/20/2018 ***.** *.**
American Honda Finance, 2.65% 12feb2021, USD   USD 02/12/2021 04/20/2018 **.*** *.** 04/20/2018 **.* *.**
American Honda Finance, 3.5% 15feb2028, USD   USD 02/15/2028 04/20/2018 **.** *.** 04/20/2018 **.** *.**
American Honda Finance, FRN 11mar2019, EUR   EUR 03/11/2019 04/20/2018 ***.** * 04/20/2018 ***.** *
American Honda Finance, FRN 12feb2021, USD   USD 02/12/2021 04/20/2018 **.** * 04/20/2018 **.** *
American Honda Finance, FRN 20jul2020, USD   USD 07/20/2020 04/20/2018 ***.**** * 04/20/2018 ***.**** *
American Honda Finance, FRN 22jan2019, USD   USD 01/22/2019 04/20/2018 **.** * 04/20/2018 **.** *
American Honda Motor, 1.875% 4sep2019, EUR   EUR 09/04/2019 04/20/2018 ***.** -*.** 04/20/2018 ***.** -*.**
American International Group, 1.5% 8jun2023, EUR   EUR 06/08/2023 04/20/2018 ***.* * 04/20/2018 ***.* *.**
American International Group, 1.875% 21jun2027, EUR   EUR 06/21/2027 04/20/2018 **.* *.** 04/20/2018 **.** *.**
American International Group, 4.2% 1apr2028, USD   USD 04/01/2028 04/20/2018 **.** *.** 04/20/2018 **.** *.**
American International Group, 4.5% 16jul2044, USD   USD 07/16/2044 04/20/2018 ** *.** 04/20/2018 **.*** *.**
American International Group, 4.75% 1apr2048, USD   USD 04/01/2048 04/20/2018 ***.** *.** 04/20/2018 ***.*** *.**
American International Group, 4.875% 15mar2067, EUR   EUR 03/15/2067 04/20/2018 **.** * 04/20/2018 **.** *
American International Group, 5% 18dec2018, GBP   GBP 12/18/2018 04/20/2018 ***.** *.** 04/20/2018 ***.** -*.**
American International Group, 5% 26apr2023, GBP   GBP 04/26/2023 04/20/2018 ***.** *.** 04/20/2018 ***.** *.**
American International Group, 5.75% 15mar2067, GBP   GBP 03/15/2067 04/20/2018 **.*** * 04/20/2018 **.*** *
American International Group, 5.75% 1apr2048, USD   USD 04/01/2048 04/20/2018 *** * 04/20/2018 *** *
American International Group, 6.375% 5oct2020, GBP   GBP 10/05/2020 04/20/2018 ***.** *.** 04/20/2018 ***.** *.**
American International Group, 8% 22may2038, EUR   EUR 05/22/2038 04/20/2018 ***.** * 04/20/2018 ***.** *
American International Group, 8.175% 15may2058, USD   USD 05/15/2058 04/20/2018 ***.** * 04/20/2018 ***.** *
American Midstream Partners, 8.5% 15dec2021, USD   USD 12/15/2021 04/20/2018 **.** *.** 04/20/2018 ***.** *.**
American Midstream Partners, 8.5% 15dec2021, USD   USD 12/15/2021 04/20/2018 **.** *.** 04/20/2018 ***.** *.**
American Tower, 1.375% 4apr2025, EUR   EUR 04/04/2025 04/20/2018 **.*** *.** 04/20/2018 **.** *.**
American Tower, 2.25% 15jan2022, USD   USD 01/15/2022 04/20/2018 **.* *.** 04/20/2018 **.*** *.**
American Tower, 2.8% 1jun2020, USD   USD 06/01/2020 04/20/2018 **.*** *.* 04/20/2018 **.*** *.**
American Tower, 3% 15jun2023, USD   USD 06/15/2023 04/20/2018 **.** *.** 04/20/2018 **.*** *.**
American Tower, 3.125% 15jan2027, USD   USD 01/15/2027 04/20/2018 **.** *.** 04/20/2018 **.** *.**
American Tower, 3.4% 15feb2019, USD   USD 02/15/2019 04/20/2018 ***.*** *.** 04/20/2018 ***.*** *.**
American Tower, 3.55% 15jul2027, USD   USD 07/15/2027 04/20/2018 **.*** *.** 04/20/2018 **.*** *.**
American Tower, 3.6% 15jan2028, USD   USD 01/15/2028 04/20/2018 **.** *.** 04/20/2018 **.** *.**
American Tower, 4% 1jun2025, USD   USD 06/01/2025 04/20/2018 **.** *.** 04/20/2018 **.*** *.**
American Tower, 5% 15feb2024, USD   USD 02/15/2024 04/20/2018 *** *.** 04/20/2018 ***.* *.**
American Transmission Systems, 5.25% 15jan2022, USD   USD 01/15/2022 04/20/2018 ***.*** *.** 04/20/2018 ***.*** *.**
American Water Capital, 2.950% 1sep2027, USD   USD 09/01/2027 04/20/2018 **.** *.** 04/20/2018 **.*** *.**
American Water Works, 3.750% 1sep2047, USD   USD 09/01/2047 04/20/2018 **.** *.** 04/20/2018 **.*** *.**
AmeriGas Partners, 5.625% 20may2024, USD   USD 05/20/2024 04/20/2018 ***.* *.** 04/20/2018 ***.** *.**
AmeriGas Partners, 5.75% 20may2027, USD   USD 05/20/2027 04/20/2018 **.** *.** 04/20/2018 **.** *.*
AmeriGas Partners, 5.875% 20aug2026, USD   USD 08/20/2026 04/20/2018 **.** *.** 04/20/2018 ***.** *.**
AmerisourceBergen, 3.45% 15dec2027, USD   USD 12/15/2027 04/20/2018 **.*** *.* 04/20/2018 **.*** *.**
AmerisourceBergen, 3.45% 15dec2047, USD   USD 12/15/2047 04/20/2018 **.** *.** 04/20/2018 **.** *.**
Amgen, 0.41% 8mar2023, CHF   CHF 03/08/2023 04/20/2018 ***.** *.* 04/20/2018 ***.** *.**
Amgen, 1.85% 19aug2021, USD   USD 08/19/2021 04/20/2018 **.*** *.** 04/20/2018 **.*** *.**
Amgen, 1.9% 10may2019, USD   USD 05/10/2019 04/20/2018 **.** *.** 04/20/2018 **.*** *.**
Amgen, 2.125% 13sep2019, EUR   EUR 09/13/2019 04/20/2018 ***.** -*.** 04/20/2018 ***.** -*.**
Amgen, 2.125% 1may2020, USD   USD 05/01/2020 04/20/2018 **.** *.** 04/20/2018 **.*** *
Amgen, 2.2% 11may2020, USD   USD 05/11/2020 04/20/2018 **.** *.** 04/20/2018 **.** *.**
Amgen, 2.25% 19aug2023, USD   USD 08/19/2023 04/20/2018 **.* *.** 04/20/2018 **.*** *.**
Amgen, 2.6% 19aug2026, USD   USD 08/19/2026 04/20/2018 **.** *.** 04/20/2018 **.*** *.**
Amgen, 2.65% 11may2022, USD   USD 05/11/2022 04/20/2018 **.** *.** 04/20/2018 **.*** *.**
Amgen, 2.7% 1may2022, USD   USD 05/01/2022 04/20/2018 **.*** *.* 04/20/2018 **.*** *.**
Amgen, 3.125% 1may2025, USD   USD 05/01/2025 04/20/2018 **.** *.* 04/20/2018 **.*** *.**
Amgen, 3.200% 2nov2027, USD   USD 11/02/2027 04/20/2018 **.* *.** 04/20/2018 **.*** *.**
Amgen, 4% 13sep2029, GBP   GBP 09/13/2029 04/20/2018 ***.* *.** 04/20/2018 ***.** *.**
Amgen, 4.375% 5dec2018, EUR   EUR 12/05/2018 04/20/2018 ***.** -*.** 04/20/2018 ***.*** -*.**
Amgen, 4.4% 1may2045, USD   USD 05/01/2045 04/20/2018 **.** *.** 04/20/2018 **.*** *.**
Amgen, 4.563% 15jun2048, USD   USD 06/15/2048 04/20/2018 **.** *.** 04/20/2018 ***.** *.**
Amgen, 4.563% 15jun2048, USD   USD 06/15/2048 04/20/2018 **.** *.** 04/20/2018 **.*** *.**
Amgen, 4.663% 15jun2051, USD   USD 06/15/2051 04/20/2018 **.**** *.** 04/20/2018 ***.**** *.**
Amgen, 4.663% 15jun2051, USD   USD 06/15/2051 04/20/2018 **.** *.** 04/20/2018 **.*** *.**
Amgen, 5.5% 7dec2026, GBP   GBP 12/07/2026 04/20/2018 ***.* *.** 04/20/2018 ***.** *.**
Amgen, FRN 10may2019, USD   USD 05/10/2019 04/20/2018 ***.** * 04/20/2018 ***.* *
Amgen, FRN 11may2020, USD   USD 05/11/2020 04/20/2018 ***.** * 04/20/2018 ***.** *
Amkor Technology, 6.375% 1oct2022, USD   USD 10/01/2022 04/20/2018 ***.** *.** 04/20/2018 ***.** *.**
Amsted, 5% 15mar2022, USD   USD 03/15/2022 04/20/2018 **.** *.** 04/20/2018 ***.** *.**
AmSurg, 5.625% 15jul2022, USD   USD 07/15/2022 04/20/2018 *** *.** 04/20/2018 ***.** *.**
Anadarko Petroleum, 7.5% 1may2031, USD   USD 05/01/2031 04/20/2018 ***.** *.** 04/20/2018 ***.** *.**
Analog Devices, 2.5% 5dec2021, USD   USD 12/05/2021 04/20/2018 **.*** *.* 04/20/2018 **.** *.*
Analog Devices, 2.85% 12mar2020, USD   USD 03/12/2020 04/20/2018 **.** *.** 04/20/2018 **.** *.**
Analog Devices, 2.95% 12jan2021, USD   USD 01/12/2021 04/20/2018 **.** *.** 04/20/2018 **.** *.**
Analog Devices, 3.125% 5dec2023, USD   USD 12/05/2023 04/20/2018 **.** *.** 04/20/2018 **.*** *.**
Analog Devices, 3.5% 5dec2026, USD   USD 12/05/2026 04/20/2018 **.** *.** 04/20/2018 **.*** *.**
Analog Devices, 4.5% 5dec2036, USD   USD 12/05/2036 04/20/2018 **.** *.** 04/20/2018 ***.** *.**
Andeavor, 3.8% 1apr2028, USD   USD 04/01/2028 04/20/2018 **.** *.** 04/20/2018 **.*** *.**
Andeavor, 4.5% 1apr2048, USD   USD 04/01/2048 04/20/2018 **.** *.** 04/20/2018 **.*** *.**
Andeavor, 4.75% 15dec2023, USD   USD 12/15/2023 04/20/2018 ***.*** *.* 04/20/2018 ***.*** *.**
Andeavor Logistics, 3.5% 1dec2022, USD   USD 12/01/2022 04/20/2018 **.** * 04/20/2018 **.** *.**
Andeavor Logistics, 5.2% 1dec2047, USD   USD 12/01/2047 04/20/2018 **.** *.** 04/20/2018 **.** *.**
Andeavor Logistics, 6.25% 15oct2022 USD   USD 10/15/2022 04/20/2018 ***.*** *.** 04/20/2018 ***.*** *.**
Anheuser-Busch, 2.625% 17jan2023, USD   USD 01/17/2023 04/20/2018 **.** *.** 04/20/2018 **.*** *.**
Anheuser-Busch InBev Finance, FRN 1feb2019, USD   USD 02/01/2019 04/20/2018 ***.**** * 04/20/2018 ***.*** *
Anthem Inc, 2.5% 21nov2020, USD   USD 11/21/2020 04/20/2018 **.*** *.** 04/20/2018 **.*** *.**
Anthem Inc, 2.95% 1dec2022, USD   USD 12/01/2022 04/20/2018 **.*** *.** 04/20/2018 **.** *.**
Anthem Inc, 3.35% 1dec2024, USD   USD 12/01/2024 04/20/2018 **.*** *.** 04/20/2018 **.** *
Anthem Inc, 3.65% 1dec2027, USD   USD 12/01/2027 04/20/2018 **.*** *.** 04/20/2018 **.** *.**
Anthem Inc, 3.7% 15aug2021, USD   USD 08/15/2021 04/20/2018 ***.** *.** 04/20/2018 ***.** *.*
Anthem Inc, 4.101% 1mar2028, USD   USD 03/01/2028 04/20/2018 **.* *.** 04/20/2018 **.** *.**
Anthem Inc, 4.35% 15aug2020, USD   USD 08/15/2020 04/20/2018 ***.*** *.** 04/20/2018 ***.*** *.**
Anthem Inc, 4.375% 1dec2047, USD   USD 12/01/2047 04/20/2018 **.*** *.** 04/20/2018 **.*** *.**
Anthem Inc, 4.571% 1mar2048, USD   USD 03/01/2048 04/20/2018 **.** *.** 04/20/2018 **.*** *.**
Anthem Inc, 4.65% 15aug2044, USD   USD 08/15/2044 04/20/2018 **.*** *.** 04/20/2018 **.*** *.**
ANZ, New York, 2.3% 1jun2021, USD   USD 06/01/2021 04/20/2018 **.** *.* 04/20/2018 **.** *.**
ANZ, New York, FRN 23sep2019, USD   USD 09/23/2019 04/20/2018 ***.** * 04/20/2018 ***.** *
Aon Corp, 2.80% 15mar2021, USD   USD 03/15/2021 04/20/2018 **.*** *.* 04/20/2018 **.*** *.**
Aon Corp, 2.875% 14may2026, EUR   EUR 05/14/2026 04/20/2018 ***.*** *.** 04/20/2018 ***.** *.**
Aon Corp, 3.5% 14jun2024, USD   USD 06/14/2024 04/20/2018 **.*** *.** 04/20/2018 **.** *.**
Aon Corp, 3.875% 15dec2025, USD   USD 12/15/2025 04/20/2018 **.*** *.** 04/20/2018 **.*** *.**
Aon Corp, 4% 27nov2023, USD   USD 11/27/2023 04/20/2018 ***.** *.** 04/20/2018 ***.*** *.**
Aon Corp, 4.45% 24may2043, USD   USD 05/24/2043 04/20/2018 **.*** *.** 04/20/2018 **.*** *.**
Aon Corp, 4.6% 14jun2044, USD   USD 06/14/2044 04/20/2018 **.*** *.** 04/20/2018 ***.*** *.**
Aon Corp, 4.75% 15may2045, USD   USD 05/15/2045 04/20/2018 ***.** *.* 04/20/2018 ***.*** *.**
Aon Corp, 5% 30sep2020, USD   USD 09/30/2020 04/20/2018 ***.*** *.** 04/20/2018 ***.** *.**
Apex Tool Group, 9% 15feb2023, USD   USD 02/15/2023 04/20/2018 **.** *.** 04/20/2018 ***.** *.**
Apollo Management Holdings, 5% 15mar2048, USD   USD 03/15/2048 04/20/2018 ***.** *.** 04/20/2018 ***.** *
Apple, 0.35% 10jun2020, JPY   JPY 06/10/2020 04/20/2018 ***.** *.** 04/20/2018 ***.** -*.**
Apple, 0.375% 25nov2024, CHF   CHF 11/25/2024 04/20/2018 ***.** *.** 04/20/2018 ***.** *.**
Apple, 0.75% 25feb2030, CHF   CHF 02/25/2030 04/20/2018 ***.** *.** 04/20/2018 ***.** *.**
Apple, 0.875% 24may2025, EUR   EUR 05/24/2025 04/20/2018 ***.** *.** 04/20/2018 ***.** *.**
Apple, 1% 10nov2022, EUR   EUR 11/10/2022 04/20/2018 ***.** *.** 04/20/2018 ***.** *.**
Apple, 1% 3may2018, USD   USD 05/03/2018 04/20/2018 **.** *.** 04/20/2018 **.** *.**
Apple, 1.1% 2aug2019, USD   USD 08/02/2019 04/20/2018 **.** *.** 04/20/2018 **.*** *.**
Apple, 1.375% 17jan2024, EUR   EUR 01/17/2024 04/20/2018 ***.** *.** 04/20/2018 ***.** *.**
Apple, 1.375% 24may2029, EUR   EUR 05/24/2029 04/20/2018 **.** *.** 04/20/2018 ***.** *.**
Apple, 1.5% 12sep2019, USD   USD 09/12/2019 04/20/2018 **.** *.** 04/20/2018 **.** *.**
Apple, 1.55% 4aug2021, USD   USD 08/04/2021 04/20/2018 **.** *.** 04/20/2018 **.*** *.**
Apple, 1.55% 7feb2020, USD   USD 02/07/2020 04/20/2018 **.** *.** 04/20/2018 **.** *.**
Apple, 1.55% 8feb2019, USD   USD 02/08/2019 04/20/2018 **.** *.** 04/20/2018 **.** *.**
Apple, 1.625% 10nov2026, EUR   EUR 11/10/2026 04/20/2018 ***.*** *.** 04/20/2018 ***.** *.**
Apple, 1.8% 11may2020, USD   USD 05/11/2020 04/20/2018 **.*** *.** 04/20/2018 **.** *.**
Apple, 1.8% 13nov2019, USD   USD 11/13/2019 04/20/2018 **.** *.** 04/20/2018 **.** *.**
Apple, 1.9% 7feb2020, USD   USD 02/07/2020 04/20/2018 **.** *.** 04/20/2018 **.** *.**
Apple, 2% 13nov2020, USD   USD 11/13/2020 04/20/2018 **.** *.** 04/20/2018 **.** *.**
Apple, 2% 17sep2027, EUR   EUR 09/17/2027 04/20/2018 ***.** *.** 04/20/2018 ***.** *.**
Apple, 2% 6may2020, USD   USD 05/06/2020 04/20/2018 **.** *.** 04/20/2018 **.** *.**
Apple, 2.100% 12sep2022, USD   USD 09/12/2022 04/20/2018 **.** *.** 04/20/2018 **.*** *.**
Apple, 2.15% 9feb2022, USD   USD 02/09/2022 04/20/2018 **.** *.** 04/20/2018 **.*** *.**
Apple, 2.3% 11may2022, USD   USD 05/11/2022 04/20/2018 **.** *.** 04/20/2018 **.*** *.**
Apple, 2.4% 13jan2023, USD   USD 01/13/2023 04/20/2018 **.** *.** 04/20/2018 **.*** *.*
Apple, 2.4% 3may2023, USD   USD 05/03/2023 04/20/2018 **.* *.** 04/20/2018 **.*** *.**
Apple, 2.45% 4aug2026, USD   USD 08/04/2026 04/20/2018 **.** *.** 04/20/2018 **.*** *.**
Apple, 2.5% 9feb2022, USD   USD 02/09/2022 04/20/2018 **.** *.** 04/20/2018 **.** *.**
Apple, 2.5% 9feb2025, USD   USD 02/09/2025 04/20/2018 **.** *.** 04/20/2018 **.*** *.**
Apple, 2.513% 19aug2024, USD   CAD 08/19/2024 04/20/2018 **.** *.** 04/20/2018 **.** *.**
Apple, 2.7% 13may2022, USD   USD 05/13/2022 04/20/2018 **.** *.* 04/20/2018 **.** *.**
Apple, 2.75% 13jan2025, USD   USD 01/13/2025 04/20/2018 **.** *.** 04/20/2018 **.*** *.**
Apple, 2.85% 11may2024, USD   USD 05/11/2024 04/20/2018 **.** *.** 04/20/2018 **.** *.*
Apple, 2.85% 28aug2019, AUD   AUD 08/28/2019 04/20/2018 ***.** *.** 04/20/2018 ***.** *.*
Apple, 2.900% 12sep2027, USD   USD 09/12/2027 04/20/2018 **.** *.** 04/20/2018 **.*** *.**
Apple, 3% 13nov2027, USD   USD 11/13/2027 04/20/2018 **.** *.** 04/20/2018 **.*** *.**
Apple, 3% 20jun2027, USD   USD 06/20/2027 04/20/2018 **.** *.* 04/20/2018 **.*** *.**
Apple, 3% 9feb2024, USD   USD 02/09/2024 04/20/2018 **.** *.** 04/20/2018 **.** *.**
Apple, 3.05% 31jul2029, GBP   GBP 07/31/2029 04/20/2018 ***.* *.** 04/20/2018 ***.** *.**
Apple, 3.2% 11may2027, USD   USD 05/11/2027 04/20/2018 **.** *.* 04/20/2018 **.*** *.*
Apple, 3.2% 13may2025, USD   USD 05/13/2025 04/20/2018 **.** *.** 04/20/2018 **.*** *.**
Apple, 3.25% 23feb2026, USD   USD 02/23/2026 04/20/2018 **.** *.** 04/20/2018 **.*** *.**
Apple, 3.35% 9feb2027, USD   USD 02/09/2027 04/20/2018 **.** *.** 04/20/2018 **.*** *.**
Apple, 3.45% 9feb2045, USD   USD 02/09/2045 04/20/2018 **.** *.** 04/20/2018 **.*** *.**
Apple, 3.60% 31jul2042, GBP   GBP 07/31/2042 04/20/2018 ***.** *.** 04/20/2018 ***.** *.**
Apple, 3.7% 28aug2022, AUD   AUD 08/28/2022 04/20/2018 ***.** *.** 04/20/2018 ***.** *.**
Apple, 3.75% 13nov2047, USD   USD 11/13/2047 04/20/2018 **.*** *.** 04/20/2018 **.** *.**
Apple, 3.750% 12sep2047, USD   USD 09/12/2047 04/20/2018 **.** *.** 04/20/2018 **.*** *.**
Apple, 3.85% 4aug2046, USD   USD 08/04/2046 04/20/2018 **.** *.** 04/20/2018 **.*** *.**
Apple, 4.15% 22jun2046, USD   USD 06/22/2046 04/20/2018 ***.** *.** 04/20/2018 ***.* *.**
Apple, 4.25% 9feb2047, USD   USD 02/09/2047 04/20/2018 ***.** *.** 04/20/2018 ***.*** *.**
Apple, 4.375% 13may2045, USD   USD 05/13/2045 04/20/2018 ***.** *.** 04/20/2018 ***.*** *.**
Apple, FRN 11may2020, USD   USD 05/11/2020 04/20/2018 **.** * 04/20/2018 **.** *
Apple, FRN 11may2022, USD   USD 05/11/2022 04/20/2018 ***.** * 04/20/2018 ***.**** *
Apple, FRN 2aug2019, USD   USD 08/02/2019 04/20/2018 ***.** * 04/20/2018 ***.** *
Apple, FRN 6may2020, USD   USD 05/06/2020 04/20/2018 **.** * 04/20/2018 ***.** *
Apple, FRN 7feb2020, USD   USD 02/07/2020 04/20/2018 ***.* * 04/20/2018 ***.** *
Apple, FRN 7feb2020, USD   USD 02/07/2020 04/20/2018 ***.** * 04/20/2018 ***.** *
Apple, FRN 8feb2019, USD   USD 02/08/2019 04/20/2018 ***.** * 04/20/2018 ***.** *
Apple, FRN 9feb2022, USD   USD 02/09/2022 04/20/2018 ***.** * 04/20/2018 ***.** *
Applied Materials, 3.3% 1apr2027, USD   USD 04/01/2027 04/20/2018 **.** *.** 04/20/2018 **.*** *.**
Applied Materials, 4.35% 1apr2047, USD   USD 04/01/2047 04/20/2018 ***.** *.** 04/20/2018 ***.*** *.**
Approach Resources, 7% 15jun2021, USD   USD 06/15/2021 04/20/2018 **.* *.** 04/20/2018 **.* *.*
Aquila Inc., 8.27% 15nov2021   USD 11/15/2021 04/20/2018 ***.*** *.** 04/20/2018 ***.** *.**
Aramark, 3.125% 1apr2025, EUR   EUR 04/01/2025 04/20/2018 ***.** *.** 04/20/2018 ***.*** *.**
Archer Daniels Midland, 1.75% 23jun2023, EUR   EUR 06/23/2023 04/20/2018 ***.** *.** 04/20/2018 ***.** *.**
Archer Daniels Midland, 2.5% 11aug2026, USD   USD 08/11/2026 04/20/2018 **.** *.* 04/20/2018 **.** *.**
Archer Daniels Midland, 3.750% 15sep2047, USD   USD 09/15/2047 04/20/2018 **.** *.** 04/20/2018 **.*** *.*
Archer Daniels Midland, FRN 24jun2019, EUR   EUR 06/24/2019 04/20/2018 ***.** * 04/20/2018 ***.** *
Arconic, 5.125% 1oct2024, USD   USD 10/01/2024 04/20/2018 ***.** *.** 04/20/2018 ***.** *.**
Arconic, 5.4% 15apr2021, USD   USD 04/15/2021 04/20/2018 ***.** *.** 04/20/2018 ***.** *.**
Arconic, 5.87% 23feb2022, USD   USD 02/23/2022 04/20/2018 ***.** *.** 04/20/2018 ***.* *.**
Ardagh Holdings USA, 2.75% 15mar2024, EUR   EUR 03/15/2024 04/20/2018 ***.** *.** 04/20/2018 ***.*** *.*
Ardagh Holdings USA, 4.125% 15may2023, EUR   EUR 05/15/2023 04/20/2018 ***.*** *.** 04/20/2018 ***.*** *.**
Ardagh Holdings USA, 6.75% 15may2024, EUR   EUR 05/15/2024 04/20/2018 ***.*** *.** 04/20/2018 ***.** *.**
Ares Capital, 3.875% 15jan2020, USD   USD 01/15/2020 04/20/2018 ***.*** *.** 04/20/2018 ***.*** *.**
Arizona Public Service, 3.15% 15may2025, USD   USD 05/15/2025 04/20/2018 **.** *.** 04/20/2018 **.*** *.**
Arrow Electronics, 3.25% 8sep2024, USD   USD 09/08/2024 04/20/2018 **.*** *.** 04/20/2018 **.*** *.**
Arrow Electronics, 3.875% 12jan2028, USD   USD 01/12/2028 04/20/2018 **.** *.** 04/20/2018 **.*** *.**
Arrow Electronics, 7.5% 15jan2027, USD   USD 01/15/2027 04/20/2018 ***.*** *.** 04/20/2018 ***.*** *.**
Artesyn Escrow, 9.75% 15oct2020, USD   USD 10/15/2020 04/20/2018 **.*** **.** 04/20/2018 **.*** **.**
Ashton Woods, 6.75% 1aug2025, USD   USD 08/01/2025 04/20/2018 **.*** *.** 04/20/2018 **.*** *.**
Assurant,   USD 03/27/2028 04/20/2018 ***.** *.** 04/20/2018 ***.** *.**
Assurant,   USD 09/27/2023 04/20/2018 **.** *.** 04/20/2018 **.** *.**
Assured Guaranty Municipal Holdings, 6.4% 15dec2066, USD   USD 12/15/2066 04/20/2018 **.**** * 04/20/2018 ***.**** *
AssuredPartners, 7% 15aug2025, USD   USD 08/15/2025 04/20/2018 **.** *.** 04/20/2018 **.** *.**
AT&T Inc, 1.05% 4sep2023, EUR   EUR 09/04/2023 04/20/2018 ***.** *.** 04/20/2018 ***.** *.**
AT&T Inc, 1.05% 5sep2023, EUR   EUR 09/05/2023 04/20/2018 ***.** *.** 04/20/2018 ***.** *.**
AT&T Inc, 1.3% 5sep2023, EUR   EUR 09/05/2023 04/20/2018 ***.** *.** 04/20/2018 ***.* *.**
AT&T Inc, 1.45% 1jun2022, EUR   EUR 06/01/2022 04/20/2018 ***.** *.** 04/20/2018 ***.** *.**
AT&T Inc, 1.8% 4sep2026, EUR   EUR 09/04/2026 04/20/2018 ***.** *.** 04/20/2018 ***.** *.*
AT&T Inc, 1.8% 5sep2026, EUR   EUR 09/05/2026 04/20/2018 ***.** *.** 04/20/2018 ***.* *.**
AT&T Inc, 1.875% 4dec2020, EUR   EUR 12/04/2020 04/20/2018 ***.** *.** 04/20/2018 ***.** *.**
AT&T Inc, 2.3% 11mar2019, USD   USD 03/11/2019 04/20/2018 **.** *.** 04/20/2018 **.* *.**
AT&T Inc, 2.35% 4sep2029, EUR   EUR 09/04/2029 04/20/2018 ***.* *.* 04/20/2018 ***.** *.**
AT&T Inc, 2.35% 5sep2029, EUR   EUR 09/05/2029 04/20/2018 ***.** *.** 04/20/2018 ***.** *.**
AT&T Inc, 2.4% 15mar2024, EUR   EUR 03/15/2024 04/20/2018 ***.** *.** 04/20/2018 ***.** *.**
AT&T Inc, 2.45% 15mar2035, EUR   EUR 03/15/2035 04/20/2018 **.*** *.* 04/20/2018 **.** *.**
AT&T Inc, 2.45% 30jun2020, USD   USD 06/30/2020 04/20/2018 **.** *.** 04/20/2018 **.** *.**
AT&T Inc, 2.5% 15mar2023, EUR   EUR 03/15/2023 04/20/2018 ***.** *.** 04/20/2018 ***.** *.**
AT&T Inc, 2.6% 17dec2029, EUR   EUR 12/17/2029 04/20/2018 ***.** *.** 04/20/2018 ***.** *.**
AT&T Inc, 2.625% 1dec2022, USD   USD 12/01/2022 04/20/2018 **.** *.** 04/20/2018 **.** *.**
AT&T Inc, 2.65% 17dec2021, EUR   EUR 12/17/2021 04/20/2018 ***.** *.** 04/20/2018 ***.** *.**
AT&T Inc, 2.850% 14feb2023, USD   USD 02/14/2023 04/20/2018 **.* *.** 04/20/2018 ***.** *.**
AT&T Inc, 3% 30jun2022, USD   USD 06/30/2022 04/20/2018 **.** *.* 04/20/2018 **.** *.**
AT&T Inc, 3.15% 4sep2036, EUR   EUR 09/04/2036 04/20/2018 ***.** * 04/20/2018 ***.** *.**
AT&T Inc, 3.2% 1mar2022, USD   USD 03/01/2022 04/20/2018 **.** *.** 04/20/2018 **.*** *.**
AT&T Inc, 3.375% 15mar2034, EUR   EUR 03/15/2034 04/20/2018 ***.** *.** 04/20/2018 ***.** *.**
AT&T Inc, 3.4% 15may2025, USD   USD 05/15/2025 04/20/2018 **.** *.** 04/20/2018 **.*** *.**
AT&T Inc, 3.400% 14aug2024, USD   USD 08/14/2024 04/20/2018 ***.** *.* 04/20/2018 ***.** *.**
AT&T Inc, 3.5% 17dec2025, EUR   EUR 12/17/2025 04/20/2018 ***.** *.** 04/20/2018 ***.** *.**
AT&T Inc, 3.55% 14sep2037, GBP   GBP 09/14/2037 04/20/2018 ***.** *.** 04/20/2018 ***.** *.**
AT&T Inc, 3.55% 17dec2032, EUR   EUR 12/17/2032 04/20/2018 ***.** *.** 04/20/2018 ***.** *.**
AT&T Inc, 3.8% 15mar2022, USD   USD 03/15/2022 04/20/2018 ***.** *.* 04/20/2018 ***.*** *.**
AT&T Inc, 3.8% 1mar2024, USD   USD 03/01/2024 04/20/2018 **.** *.** 04/20/2018 **.*** *.**
AT&T Inc, 3.875% 15aug2021, USD   USD 08/15/2021 04/20/2018 ***.** *.** 04/20/2018 ***.** *.**
AT&T Inc, 3.900% 14aug2027, USD   USD 08/14/2027 04/20/2018 ***.** *.** 04/20/2018 ***.*** *.**
AT&T Inc, 4.125% 17feb2026, USD   USD 02/17/2026 04/20/2018 **.** *.** 04/20/2018 **.*** *.*
AT&T Inc, 4.25% 1jun2043, GBP   GBP 06/01/2043 04/20/2018 ***.** *.** 04/20/2018 ***.** *.**
AT&T Inc, 4.25% 1mar2027, USD   USD 03/01/2027 04/20/2018 ***.** *.** 04/20/2018 ***.*** *.**
AT&T Inc, 4.3% 15dec2042, USD   USD 12/15/2042 04/20/2018 **.** *.** 04/20/2018 **.** *.**
AT&T Inc, 4.35% 15jun2045, USD   USD 06/15/2045 04/20/2018 **.*** *.** 04/20/2018 **.*** *.**
AT&T Inc, 4.375% 14sep2029, GBP   GBP 09/14/2029 04/20/2018 ***.** *.* 04/20/2018 ***.** *.**
AT&T Inc, 4.5% 15may2035, USD   USD 05/15/2035 04/20/2018 **.** *.** 04/20/2018 **.*** *.**
AT&T Inc, 4.5% 9mar2048, USD   USD 03/09/2048 04/20/2018 **.**** *.** 04/20/2018 **.**** *.**
AT&T Inc, 4.5% 9mar2048, USD   USD 03/09/2048 04/20/2018 **.** *.** 04/20/2018 **.*** *.**
AT&T Inc, 4.55% 9mar2049, USD   USD 03/09/2049 04/20/2018 **.** *.** 04/20/2018 **.*** *.**
AT&T Inc, 4.55% 9mar2049, USD   USD 03/09/2049 04/20/2018 **.**** *.** 04/20/2018 **.**** *.**
AT&T Inc, 4.6% 12feb2045, USD   USD 02/12/2045 04/20/2018 **.************ *.** 04/20/2018 **.************ *.*
AT&T Inc, 4.7% 10nov2044, USD   USD 11/10/2044 04/20/2018 **.* *.** 04/20/2018 **.** *.**
AT&T Inc, 4.75% 15may2046, USD   USD 05/15/2046 04/20/2018 **.** *.** 04/20/2018 **.*** *.**
AT&T Inc, 4.8% 15jun2044, USD   USD 06/15/2044 04/20/2018 **.** *.* 04/20/2018 **.*** *.**
AT&T Inc, 4.875% 1jun2044, GBP   GBP 06/01/2044 04/20/2018 ***.** *.** 04/20/2018 ***.** *.**
AT&T Inc, 4.900% 14aug2037, USD   USD 08/14/2037 04/20/2018 ***.*** *.** 04/20/2018 ***.*** *.**
AT&T Inc, 5.15% 15mar2042, USD   USD 03/15/2042 04/20/2018 ***.** *.* 04/20/2018 ***.*** *.**
AT&T Inc, 5.150% 14feb2050, USD   USD 02/14/2050 04/20/2018 **.** *.** 04/20/2018 ***.** *.**
AT&T Inc, 5.2% 15mar2020, USD   USD 03/15/2020 04/20/2018 ***.*** *.** 04/20/2018 ***.*** *.**
AT&T Inc, 5.25% 1mar2037, USD   USD 03/01/2037 04/20/2018 ***.** *.** 04/20/2018 ***.*** *
AT&T Inc, 5.300% 14aug2058, USD   USD 08/14/2058 04/20/2018 ***.** *.** 04/20/2018 ***.** *.**
AT&T Inc, 5.35% 1sep2040, USD   USD 09/01/2040 04/20/2018 ***.** *.** 04/20/2018 ***.*** *.**
AT&T Inc, 5.45% 1mar2047, USD   USD 03/01/2047 04/20/2018 ***.** *.** 04/20/2018 ***.*** *.**
AT&T Inc, 5.5% 15mar2027, GBP   GBP 03/15/2027 04/20/2018 ***.** *.** 04/20/2018 ***.** *.*
AT&T Inc, 5.55% 15aug2041, USD   USD 08/15/2041 04/20/2018 ***.** *.** 04/20/2018 ***.*** *.**
AT&T Inc, 5.7% 1mar2057, USD   USD 03/01/2057 04/20/2018 ***.*** *.** 04/20/2018 ***.** *.*
AT&T Inc, 5.875% 1oct2019, USD   USD 10/01/2019 04/20/2018 ***.*** * 04/20/2018 ***.*** *.**
AT&T Inc, 6.15% 15sep2034, USD   USD 09/15/2034 04/20/2018 ***.*** *.** 04/20/2018 ***.** *.*
AT&T Inc, 6.3% 15jan2038, USD   USD 01/15/2038 04/20/2018 ***.*** *.** 04/20/2018 ***.*** *.**
AT&T Inc, 6.35% 15mar2040, USD   USD 03/15/2040 04/20/2018 ***.*** *.* 04/20/2018 ***.*** *.**
AT&T Inc, 6.375% 1mar2041, USD   USD 03/01/2041 04/20/2018 ***.*** *.** 04/20/2018 ***.*** *.**
AT&T Inc, 6.4% 15may2038, USD   USD 05/15/2038 04/20/2018 ***.** *.** 04/20/2018 ***.** *.**
AT&T Inc, 6.55% 15feb2039, USD   USD 02/15/2039 04/20/2018 ***.** *.** 04/20/2018 ***.*** *.*
AT&T Inc, 7% 30apr2040, GBP   GBP 04/30/2040 04/20/2018 ***.** *.** 04/20/2018 ***.*********** *.**
AT&T Inc, 7.125% 15dec2031, USD   USD 12/15/2031 04/20/2018 ***.** *.** 04/20/2018 ***.** *.**
AT&T Inc, 8% 15nov2031, USD   USD 11/15/2031 04/20/2018 ***.* *.** 04/20/2018 ***.** *.**
AT&T Inc, FRN 14feb2023, USD   USD 02/14/2023 04/20/2018 ***.** * 04/20/2018 ***.** *
AT&T Inc, FRN 15jan2020, USD   USD 01/15/2020 04/20/2018 ***.**** * 04/20/2018 ***.**** *
AT&T Inc, FRN 30jun2020, USD   USD 06/30/2020 04/20/2018 ***.** * 04/20/2018 ***.** *
AT&T Inc, FRN 4jun2019, EUR   EUR 06/04/2019 04/20/2018 ***.** * 04/20/2018 ***.** *
AT&T Inc, FRN 4sep2023, EUR   EUR 09/04/2023 04/20/2018 ***.** * 04/20/2018 ***.*** *
Athene Global Funding, 2.75% 20apr2020, USD   USD 04/20/2020 04/20/2018 **.**** *.** 04/20/2018 **.**** *.**
Athene Global Funding, FRN 1jul2022, USD   USD 07/01/2022 04/20/2018 ***.**** * 04/20/2018 ***.**** *
Atmos Energy, 3% 15jun2027, USD   USD 06/15/2027 04/20/2018 **.*** *.** 04/20/2018 **.*** *.**
Atmos Energy, 4.125% 15oct2044, USD   USD 10/15/2044 04/20/2018 **.** *.** 04/20/2018 ***.*** *.**
Atrium Corporation, 7.75% 1may2019, USD   USD 05/01/2019 04/20/2018 ***.**** *.** 04/20/2018 ***.**** *.**
Australia and New Zealand Banking Group (New York branch), 2.25% 9nov2020, USD   USD 11/09/2020 04/20/2018 **.** *.** 04/20/2018 **.*** *.**
Autodesk, 3.125% 15jun2020, USD   USD 06/15/2020 04/20/2018 **.*** *.* 04/20/2018 ***.*** *.**
Autodesk, 3.5% 15jun2027, USD   USD 06/15/2027 04/20/2018 **.*** *.** 04/20/2018 **.*** *.**
Autodesk, 4.375% 15jun2025, USD   USD 06/15/2025 04/20/2018 ***.** *.** 04/20/2018 ***.*** *.**
Automatic Data Processing, 2.25% 15sep2020, USD   USD 09/15/2020 04/20/2018 **.*** *.** 04/20/2018 **.*** *.**
Automatic Data Processing, 3.375% 15sep2025, USD   USD 09/15/2025 04/20/2018 **.** *.** 04/20/2018 **.*** *.**
AutoNation, 3.500% 15nov2024, USD   USD 11/15/2024 04/20/2018 **.** *.** 04/20/2018 **.** *.**
AutoNation, 3.800% 15nov2027, USD   USD 11/15/2027 04/20/2018 **.*** *.** 04/20/2018 **.*** *.*
AutoZone, 2.5% 15apr2021, USD   USD 04/15/2021 04/20/2018 **.*** *.** 04/20/2018 **.** *.**
AutoZone, 3.25% 15apr2025, USD   USD 04/15/2025 04/20/2018 **.** *.** 04/20/2018 **.** *.**
AutoZone, 3.75% 1jun2027, USD   USD 06/01/2027 04/20/2018 **.** *.** 04/20/2018 **.*** *.**
AV Homes, 6.625% 15may2022, USD   USD 05/15/2022 04/20/2018 ***.*** *.** 04/20/2018 ***.*** *.**
AvalonBay Communities, 3.45% 1jun2025, USD   USD 06/01/2025 04/20/2018 **.** *.* 04/20/2018 **.*** *.**
Avangrid, 3.15% 1dec2024, USD   USD 12/01/2024 04/20/2018 **.** *.** 04/20/2018 **.*** *.**
Avantor, 4.75% 1oct2024, EUR   EUR 10/01/2024 04/20/2018 ***.** *.** 04/20/2018 ***.** *.**
Avantor, 9% 1oct2025, USD   USD 10/01/2025 04/20/2018 ***.** *.** 04/20/2018 ***.** *.**
Avaya, 10.5% 1mar2021, USD   USD 03/01/2021 04/20/2018 *.** ***.** 04/20/2018 * ***.**
Avaya, 7% 1apr2019, USD   USD 04/01/2019 04/20/2018 **.************ **.** 04/20/2018 **.************ **.**
Avery Dennison, 1.25% 3mar2025, EUR   EUR 03/03/2025 04/20/2018 **.*** *.** 04/20/2018 **.** *.**
Aviation Capital Group, 3.5% 1nov2027, USD   USD 11/01/2027 04/20/2018 **.** *.** 04/20/2018 **.** *.**
Avis Budget Car, 4.125% 15nov2024, EUR   EUR 11/15/2024 04/20/2018 ***.** *.** 04/20/2018 ***.** *.**
Avis Budget Car, 4.5% 15may2025, EUR   EUR 05/15/2025 04/20/2018 ***.** *.** 04/20/2018 ***.** *.**
Avis Budget Car, 5.125% 1jun2022, USD   USD 06/01/2022 04/20/2018 *** *.** 04/20/2018 ***.** *
Avis Budget Car, 5.25% 15mar2025, USD   USD 03/15/2025 04/20/2018 **.** *.* 04/20/2018 **.** *.**
Avis Budget Car, 5.5% 1apr2023, USD   USD 04/01/2023 04/20/2018 **.** *.** 04/20/2018 ***.** *.**
Avis Budget Car, 5.5% 1apr2023, USD   USD 04/01/2023 04/20/2018 **.*** *.** 04/20/2018 ***.*** *.**
Avnet, 3.75% 1dec2021, USD   USD 12/01/2021 04/20/2018 **.**** *.** 04/20/2018 **.**** *.**
Avon International Operations, 7.875% 15aug2022, USD   USD 08/15/2022 04/20/2018 ***.** *.** 04/20/2018 ***.** *.**
Avon Products, 4.6% 15mar2020, USD   USD 03/15/2020 04/20/2018 *** * 04/20/2018 ***.** *
Avon Products, 6.95% 15mar2043, USD   USD 03/15/2043 04/20/2018 **.* **.** 04/20/2018 **.** **.**
Axalta Coating Systems, 4.25% 15aug2024, EUR   EUR 08/15/2024 04/20/2018 ***.* *.** 04/20/2018 ***.** *.**
Axalta Coating Systems, 4.875% 15aug2024, USD   USD 08/15/2024 04/20/2018 **.** *.** 04/20/2018 ***.** *.**
AXIS Capital Holdings, 4.000% 6dec2027, USD   USD 12/06/2027 04/20/2018 **.** *.** 04/20/2018 **.** *.**
Bacardi, 2.75% 15jul2026, USD   USD 07/15/2026 04/20/2018 **.** *.** 04/20/2018 **.** *.**
Bacardi, 2.75% 3jul2023, EUR   EUR 07/03/2023 04/20/2018 *** *.** 04/20/2018 ***.** *.**
BAE Systems Holdings, 2.85% 15dec2020, USD   USD 12/15/2020 04/20/2018 **.** *.** 04/20/2018 **.** *.**
BAE Systems Holdings, 3.8% 7oct2024, USD   USD 10/07/2024 04/20/2018 **.** *.** 04/20/2018 ***.** *.**
BAE Systems Holdings, 4.75% 7oct2044, USD   USD 10/07/2044 04/20/2018 ***.** *.** 04/20/2018 ***.** *.**
Baker Hughes, 2.773% 15dec2022, USD   USD 12/15/2022 04/20/2018 **.** *.** 04/20/2018 **.** *.**
Baker Hughes, 3.337% 15dec2027, USD   USD 12/15/2027 04/20/2018 **.* *.** 04/20/2018 **.** *.**
Baker Hughes, 4.08% 15dec2047, USD   USD 12/15/2047 04/20/2018 **.* *.** 04/20/2018 ***.* *.**
Baker Hughes, a GE company, 3.2% 15aug2021, USD   USD 08/15/2021 04/20/2018 **.*** *.** 04/20/2018 ***.*** *.**
Ball, 4.875% 15mar2026, USD   USD 03/15/2026 04/20/2018 ***.** *.** 04/20/2018 ***.** *.**
Ball, 5.25% 1jul2025, USD   USD 07/01/2025 04/20/2018 ***.** *.** 04/20/2018 ***.** *.**
Bank of America, 0% 31may2021, EUR   EUR 05/31/2021 04/20/2018 ***.**** -*.** 04/20/2018 ***.**** -*.**
Bank of America, 1.375% 26mar2025, EUR   EUR 03/26/2025 04/20/2018 ***.** *.** 04/20/2018 ***.** *.**
Bank of America, 2.365% 21jul2021, USD   USD 07/21/2021 04/20/2018 **.** * 04/20/2018 **.** *
Bank of America, 2.816% 21jul2023, USD   USD 07/21/2023 04/20/2018 **.** * 04/20/2018 **.** *
Bank of America, 3.593% 21jul2028, USD   USD 07/21/2028 04/20/2018 **.** * 04/20/2018 **.** *
Bank of America, 4.625% 14sep2018, EUR   EUR 09/14/2018 04/20/2018 ***.** *.** 04/20/2018 ***.** -*.**
Bank of America, 5.5% 22nov2021, GBP   GBP 11/22/2021 04/20/2018 ***.** *.** 04/20/2018 ***.** *.**
Bank of America, 7.75% 30apr2018, GBP   GBP 04/30/2018 04/20/2018 ***.** *.** 04/20/2018 ***.** *.**
Bank of America, 8.125% 2jun2028, GBP   GBP 06/02/2028 04/20/2018 ***.**** *.** 04/20/2018 ***.**** *.**
Bank of America, FRN 14sep2018, EUR   EUR 09/14/2018 04/20/2018 ***.** * 04/20/2018 ***.** *
Bank of America, FRN 21jul2021, USD   USD 07/21/2021 04/20/2018 ***.* * 04/20/2018 ***.** *
Bank of America, FRN 5feb2026, USD   USD 02/05/2026 04/20/2018 **.* * 04/20/2018 **.** *
Bank of America Corp., 0.39% 19may2021, JPY   JPY 05/19/2021 04/20/2018 **.**** *.** 04/20/2018 **.**** *.**
Bank of America Corp., 0.736% 7feb2022, EUR   EUR 02/07/2022 04/20/2018 ***.** * 04/20/2018 ***.** *
Bank of America Corp., 0.75% 26jul2023, EUR   EUR 07/26/2023 04/20/2018 **.** *.** 04/20/2018 **.** *.*
Bank of America Corp., 1.375% 10sep2021, EUR   EUR 09/10/2021 04/20/2018 ***.** *.** 04/20/2018 ***.** *.**
Bank of America Corp., 1.379% 7feb2025, EUR   EUR 02/07/2025 04/20/2018 ***.** * 04/20/2018 ***.** *
Bank of America Corp., 1.625% 14sep2022, EUR   EUR 09/14/2022 04/20/2018 ***.** *.** 04/20/2018 ***.* *.**
Bank of America Corp., 1.776% 4may2027, EUR   EUR 05/04/2027 04/20/2018 ***.*** * 04/20/2018 ***.** *
Bank of America Corp., 1.875% 10jan2019, EUR   EUR 01/10/2019 04/20/2018 ***.** -*.** 04/20/2018 ***.** -*.**
Bank of America Corp., 2.25% 21apr2020, USD   USD 04/21/2020 04/20/2018 **.*** *.** 04/20/2018 **.** *.**
Bank of America Corp., 2.3% 25jul2025, GBP   GBP 07/25/2025 04/20/2018 **.* *.** 04/20/2018 **.** *.**
Bank of America Corp., 2.375% 19jun2024, EUR   EUR 06/19/2024 04/20/2018 ***.** *.* 04/20/2018 ***.* *.*
Bank of America Corp., 2.5% 27jul2020, EUR   EUR 07/27/2020 04/20/2018 ***.** *.** 04/20/2018 ***.** *.**
Bank of America Corp., 2.6% 15jan2019, USD   USD 01/15/2019 04/20/2018 **.** *.** 04/20/2018 *** *.**
Bank of America Corp., 2.65% 1apr2019, USD   USD 04/01/2019 04/20/2018 **.** *.** 04/20/2018 ***.** *.**
Bank of America Corp., 2.881% 24apr2023, USD   USD 04/24/2023 04/20/2018 **.** * 04/20/2018 **.** *
Bank of America Corp., 3.3% 5aug2021, AUD   AUD 08/05/2021 04/20/2018 ***.** *.** 04/20/2018 ***.** *.*
Bank of America Corp., 3.705% 24apr2028, USD   USD 04/24/2028 04/20/2018 **.** * 04/20/2018 **.** *
Bank of America Corp., 4% 22jan2025, USD   USD 01/22/2025 04/20/2018 **.*** *.** 04/20/2018 **.*** *.**
Bank of America Corp., 4.244% 24apr2038, USD   USD 04/24/2038 04/20/2018 **.* * 04/20/2018 **.** *
Bank of America Corp., 4.25% 10dec2026, GBP   GBP 12/10/2026 04/20/2018 ***.** *.** 04/20/2018 ***.** *.**
Bank of America Corp., 4.75% 15sep2019, USD   USD 09/15/2019 04/20/2018 ***.*** *.** 04/20/2018 ***.** *.**
Bank of America Corp., 4.75% 15sep2020, USD   USD 09/15/2020 04/20/2018 ***.*** *.* 04/20/2018 ***.**** *.**
Bank of America Corp., 4.75% 6may2019, EUR   EUR 05/06/2019 04/20/2018 ***.*** * 04/20/2018 ***.*** *
Bank of America Corp., 5% 15aug2020, USD   USD 08/15/2020 04/20/2018 ***.*** *.** 04/20/2018 ***.*** *.*
Bank of America Corp., 5.25% 31jan2026, EUR   EUR 01/31/2026 04/20/2018 ***.** *.** 04/20/2018 ***.* *.**
Bank of America Corp., 5.5% 4dec2019, GBP   GBP 12/04/2019 04/20/2018 ***.* *.** 04/20/2018 ***.** *.*
Bank of America Corp., 5.55% 15jun2020, USD   USD 06/15/2020 04/20/2018 ***.**** *.** 04/20/2018 ***.*** *.**
Bank of America Corp., 6.1% perp., USD   USD 04/20/2018 ***.** * 04/20/2018 ***.** *
Bank of America Corp., 6.125% 15sep2021, GBP   GBP 09/15/2021 04/20/2018 ***.** *.** 04/20/2018 ***.** *.**
Bank of America Corp., 6.25% 11sep2018, EUR   EUR 09/11/2018 04/20/2018 ***.*** *.** 04/20/2018 ***.*** *.**
Bank of America Corp., 6.25% perp., USD   USD 04/20/2018 ***.* * 04/20/2018 ***.* *
Bank of America Corp., 6.4% 15aug2019, USD   USD 08/15/2019 04/20/2018 ***.*** *.* 04/20/2018 ***.**** *.**
Bank of America Corp., 7% 31jul2028, GBP   GBP 07/31/2028 04/20/2018 ***.** *.** 04/20/2018 ***.*** *.**
Bank of America Corp., 8.49% 13sep2027, MXN   MXN 09/13/2027 04/20/2018 **.** *.** 04/20/2018 **.** *.**
Bank of America Corp., FRN 14sep2020, EUR   EUR 09/14/2020 04/20/2018 ***.** * 04/20/2018 ***.*** *
Bank of America Corp., FRN 15jan2019, USD   USD 01/15/2019 04/20/2018 **.** * 04/20/2018 ***.** *
Bank of America Corp., FRN 15jan2023, EUR   EUR 01/15/2023 04/20/2018 ***.**** * 04/20/2018 ***.**** *
Bank of America Corp., FRN 19jun2019, EUR   EUR 06/19/2019 04/20/2018 ***.** * 04/20/2018 ***.** *
Bank of America Corp., FRN 1feb2027, USD   USD 02/01/2027 04/20/2018 **.*** * 04/20/2018 **.**** *
Bank of America Corp., FRN 1mar2022, EUR   EUR 03/01/2022 04/20/2018 ***.** * 04/20/2018 ***.*** *
Bank of America Corp., FRN 21sep2021, EUR   EUR 09/21/2021 04/20/2018 **.** * 04/20/2018 *** *
Bank of America Corp., FRN 24apr2023, USD   USD 04/24/2023 04/20/2018 *** * 04/20/2018 ***.** *
Bank of America Corp., FRN 26jul2019, EUR   EUR 07/26/2019 04/20/2018 ***.** * 04/20/2018 ***.** *
Bank of America Corp., FRN 28sep2020, EUR   EUR 09/28/2020 04/20/2018 ***.**** * 04/20/2018 ***.**** *
Bank of America Corp., FRN 29may2018, EUR   EUR 05/29/2018 04/20/2018 ***.*** * 04/20/2018 ***.**** *
Bank of America Corp., FRN 3may2022, EUR   EUR 05/03/2022 04/20/2018 ***.**** * 04/20/2018 ***.**** *
Bank of America Corp., FRN 4mar2038, EUR   EUR 03/04/2038 04/20/2018 **.**** * 04/20/2018 **.**** *
Bank of America Corp., FRN 4may2023, EUR   EUR 05/04/2023 04/20/2018 ***.** * 04/20/2018 ***.*** *
Bank of America Corp., FRN 5aug2021, AUD   AUD 08/05/2021 04/20/2018 ***.** * 04/20/2018 ***.* *
Bank of America Corp., FRN 5mar2020, AUD   AUD 03/05/2020 04/20/2018 ***.** * 04/20/2018 ***.** *
Bank of America Corp., FRN 6apr2022, EUR (Structured)   EUR 04/06/2022 04/20/2018 ***.*** * 04/20/2018 ***.*** *
Bank of America Corp., FRN 7feb2022, EUR   EUR 02/07/2022 04/20/2018 ***.** * 04/20/2018 ***.** *
Bank of China (New York), 3.6% 12jul2018, CNY   CNY 07/12/2018 04/20/2018 **.************ *.** 04/20/2018 **.** *.**
Barrick Gold (USA), 6.375% 1mar2033, USD   USD 03/01/2033 04/20/2018 ***.*** *.** 04/20/2018 ***.*** *.**
Barrick Gold (USA), 6.45% 15oct2035, USD   USD 10/15/2035 04/20/2018 ***.*** *.** 04/20/2018 ***.*** *.**
Barrick North America Finance, 4.4% 30may2021, USD   USD 05/30/2021 04/20/2018 ***.*** *.** 04/20/2018 ***.*** *.**
Basin Electric Power, 4.75% 26apr2047, USD   USD 04/26/2047 04/20/2018 ***.** *.** 04/20/2018 ***.** *.**
Baxalta Inc, 2% 2018, USD   USD 06/22/2018 04/20/2018 **.** *.** 04/20/2018 ***.** *.*
Baxalta Inc, 2.875% 23jun2020, USD   USD 06/23/2020 04/20/2018 **.*** *.** 04/20/2018 **.** *.**
Baxalta Inc, 3.6% 2022, USD   USD 06/23/2022 04/20/2018 **.**** *.** 04/20/2018 **.**** *.**
Baxalta Inc, 3.6% 23jun2022, USD   USD 06/23/2022 04/20/2018 **.*** *.* 04/20/2018 **.*** *.**
Baxalta Inc, 4% 2025, USD   USD 06/23/2025 04/20/2018 **.** *.** 04/20/2018 ***.** *.**
Baxalta Inc, 4% 23jun2025, USD   USD 06/23/2025 04/20/2018 **.** *.* 04/20/2018 **.*** *.**
Baxalta Inc, 5.25% 23jun2045, USD   USD 06/23/2045 04/20/2018 ***.*** *.** 04/20/2018 ***.*** *.**
Baxalta Inc, FRN 22jun2018, USD   USD 06/22/2018 04/20/2018 ***.**** * 04/20/2018 ***.**** *
Baxter International, 1.3% 30may2025, EUR   EUR 05/30/2025 04/20/2018 ***.*** *.* 04/20/2018 ***.** *.**
Baxter International, 1.7% 15aug2021, USD   USD 08/15/2021 04/20/2018 **.*** *.** 04/20/2018 **.** *.**
Baxter International, 2.6% 15aug2026, USD   USD 08/15/2026 04/20/2018 **.** *.** 04/20/2018 **.*** *
Baxter International, 3.5% 15aug2046, USD   USD 08/15/2046 04/20/2018 **.* *.** 04/20/2018 **.*** *.*
Bayer US Finance, 2.375% 8oct2019, USD   USD 10/08/2019 04/20/2018 **.** *.** 04/20/2018 **.** *.**
Bayer US Finance, 3% 8oct2021, USD   USD 10/08/2021 04/20/2018 **.** *.** 04/20/2018 **.** *.**
Bayer US Finance, 3.375% 8oct2024, USD   USD 10/08/2024 04/20/2018 **.** *.** 04/20/2018 **.** *.**
BB&T, 5.375% 15aug2022, USD   USD 08/15/2022 04/20/2018 ***.**** *.** 04/20/2018 ***.**** *.*
Beacon Escrow, 4.875% 1nov2025, USD   USD 11/01/2025 04/20/2018 **.** *.** 04/20/2018 **.** *.**
Becton Dickinson, 0.368% 6jun2019, EUR   EUR 06/06/2019 04/20/2018 ***.** *.** 04/20/2018 ***.** *
Becton Dickinson, 1% 15dec2022, EUR   EUR 12/15/2022 04/20/2018 ***.*** *.** 04/20/2018 ***.** *.**
Becton Dickinson, 1.9% 15dec2026, EUR   EUR 12/15/2026 04/20/2018 **.** *.** 04/20/2018 **.** *.**
Belden, 2.875% 15sep2025, EUR   EUR 09/15/2025 04/20/2018 **.*** *.** 04/20/2018 **.*** *.*
Belden, 3.375% 15jul2027, EUR   EUR 07/15/2027 04/20/2018 **.** *.** 04/20/2018 **.** *.*
Belden, 3.875% 15mar2028, EUR   EUR 03/15/2028 04/20/2018 **.** *.** 04/20/2018 **.** *.**
Belden, 4.125% 15oct2026, EUR   EUR 10/15/2026 04/20/2018 ***.*** *.** 04/20/2018 ***.*** *.**
Bemis, 3.1% 15sep2026, USD   USD 09/15/2026 04/20/2018 **.* *.** 04/20/2018 **.** *.**
Berkshire Hathaway, 0.25% 17jan2021, EUR   EUR 01/17/2021 04/20/2018 ***.** *.** 04/20/2018 ***.** *.**
Berkshire Hathaway, 0.5% 13mar2020, EUR   EUR 03/13/2020 04/20/2018 ***.** -*.** 04/20/2018 ***.*** -*.**
Berkshire Hathaway, 0.625% 17jan2023, EUR   EUR 01/17/2023 04/20/2018 ***.** *.** 04/20/2018 ***.* *.*
Berkshire Hathaway, 0.75% 16mar2023, EUR   EUR 03/16/2023 04/20/2018 ***.** *.* 04/20/2018 ***.** *.**
Berkshire Hathaway, 0.75% 16mar2027, EUR   EUR 03/16/2027 04/20/2018 **.** *.** 04/20/2018 **.*** *.**
Berkshire Hathaway, 1.15% 15aug2018, USD   USD 08/15/2018 04/20/2018 **.*** *.** 04/20/2018 **.** *.**
Berkshire Hathaway, 1.3% 15mar2024, EUR   EUR 03/15/2024 04/20/2018 ***.** *.** 04/20/2018 ***.** *.**
Berkshire Hathaway, 1.625% 16mar2035, EUR   EUR 03/16/2035 04/20/2018 **.** *.** 04/20/2018 **.*** *.**
Berkshire Hathaway, 2.15% 15mar2028, EUR   EUR 03/15/2028 04/20/2018 ***.*** *.** 04/20/2018 ***.* *.**
Berkshire Hathaway, 2.2% 15mar2021, USD   USD 03/15/2021 04/20/2018 **.*** *.** 04/20/2018 **.*** *.**
Berkshire Hathaway, 2.75% 15mar2023, USD   USD 03/15/2023 04/20/2018 **.** *.** 04/20/2018 **.*** *.**
Berkshire Hathaway, 3.125% 15mar2026, USD   USD 03/15/2026 04/20/2018 **.** *.** 04/20/2018 **.*** *.**
Berkshire Hathaway, 4.5% 1feb2045, USD   USD 02/01/2045 04/20/2018 ***.*** *.* 04/20/2018 ***.*** *.**
Berkshire Hathaway Energy, 2.375% 15jan2021, USD   USD 01/15/2021 04/20/2018 **.** *.** 04/20/2018 **.** *.**
Berkshire Hathaway Energy, 2.4% 1feb2020, USD   USD 02/01/2020 04/20/2018 **.**** *.** 04/20/2018 **.**** *.**
Berkshire Hathaway Energy, 2.8% 15jan2023, USD   USD 01/15/2023 04/20/2018 **.* *.* 04/20/2018 *** *.**
Berkshire Hathaway Energy, 3.25% 15apr2028, USD   USD 04/15/2028 04/20/2018 **.** *.** 04/20/2018 **.** *.*
Berkshire Hathaway Energy, 3.5% 1feb2025, USD   USD 02/01/2025 04/20/2018 **.*** *.** 04/20/2018 **.*** *.**
Berkshire Hathaway Energy, 3.8% 15jul2048, USD   USD 07/15/2048 04/20/2018 **.** *.** 04/20/2018 **.** *.**
Berkshire Hathaway Fin, 1.3% 15aug2019, USD   USD 08/15/2019 04/20/2018 **.*** *.** 04/20/2018 **.*** *.**
Berkshire Hathaway Fin, 1.7% 15mar2019, USD   USD 03/15/2019 04/20/2018 **.*** *.** 04/20/2018 **.** *.*
Berkshire Hathaway Fin, 2% 15aug2018, USD   USD 08/15/2018 04/20/2018 **.** *.** 04/20/2018 *** *.**
Berkshire Hathaway Fin, 4.4% 15may2042, USD   USD 05/15/2042 04/20/2018 ***.*** *.* 04/20/2018 ***.** *.**
Berkshire Hathaway Fin, 5.4% 15may2018, USD   USD 05/15/2018 04/20/2018 ***.*** *.** 04/20/2018 ***.*** *.**
Berkshire Hathaway Fin, FRN 10jan2020, USD   USD 01/10/2020 04/20/2018 ***.** * 04/20/2018 ***.** *
Berkshire Hathaway Fin, FRN 11jan2019, USD   USD 01/11/2019 04/20/2018 ***.** * 04/20/2018 ***.** *
Berkshire Hathaway Fin, FRN 15aug2019, USD   USD 08/15/2019 04/20/2018 ***.** * 04/20/2018 ***.** *
Berkshire Hathaway Fin, FRN 15mar2019, USD   USD 03/15/2019 04/20/2018 ***.** * 04/20/2018 ***.** *
Berry Global, 4.5% 15feb2026, USD   USD 02/15/2026 04/20/2018 **.** *.** 04/20/2018 **.** *.**
Berry Global, 5.125% 15jul2023, USD   USD 07/15/2023 04/20/2018 **.** *.** 04/20/2018 ***.** *.**
Berry Petroleum, 7% 15feb2026, USD   USD 02/15/2026 04/20/2018 ***.** *.** 04/20/2018 ***.** *.**
Beverages & More, 11.5% 15jun2022, USD   USD 06/15/2022 04/20/2018 **.*** **.** 04/20/2018 **.*** **.**
BGC Partners, 5.125% 27may2021, USD   USD 05/27/2021 04/20/2018 ***.*** *.** 04/20/2018 ***.*** *.**
BGC Partners, 5.125% 27may2021, USD   USD 05/27/2021 04/20/2018 ***.*********** *.** 04/20/2018 ***.*********** *.**
BGC Partners, 5.375% 9dec2019, USD   USD 12/09/2019 04/20/2018 ***.** *.** 04/20/2018 ***.*** *.*
BGE, 2.4% 15aug2026, USD   USD 08/15/2026 04/20/2018 **.** *.** 04/20/2018 **.*** *.**
BGE, 3.5% 15aug2046, USD   USD 08/15/2046 04/20/2018 **.*** *.** 04/20/2018 **.*** *.*
BGE, 3.750% 15aug2047, USD   USD 08/15/2047 04/20/2018 **.** *.** 04/20/2018 **.*** *.*
Biogen Idec, 2.9% 15sep2020, USD   USD 09/15/2020 04/20/2018 **.** *.** 04/20/2018 **.** *.**
Biogen Idec, 3.625% 15sep2022, USD   USD 09/15/2022 04/20/2018 ***.*** *.* 04/20/2018 ***.*** *.**
Biogen Idec, 4.05% 15sep2025, USD   USD 09/15/2025 04/20/2018 ***.** *.* 04/20/2018 ***.** *.*
Biogen Idec, 5.2% 15sep2045, USD   USD 09/15/2045 04/20/2018 ***.*** *.** 04/20/2018 ***.** *.**
Black Hills, 3.15% 15jan2027, USD   USD 01/15/2027 04/20/2018 **.** *.** 04/20/2018 **.*** *.**
Black Hills, 4.2% 15sep2046, USD   USD 09/15/2046 04/20/2018 **.*** *.* 04/20/2018 **.*** *.*
Blackboard, 7.75% 15nov2019, USD   USD 11/15/2019 04/20/2018 **.** **.** 04/20/2018 **.************ **.**
BlackRock, 1.25% 6may2025, EUR   EUR 05/06/2025 04/20/2018 ***.*** *.** 04/20/2018 ***.*** *.**
Blackstone Group, 4.75% 15feb2023, USD   USD 02/15/2023 04/20/2018 ***.** *.** 04/20/2018 ***.** *.**
Blackstone Group, 5% 15jun2044, USD   USD 06/15/2044 04/20/2018 ***.** *.** 04/20/2018 ***.** *.**
Blackstone Holdings Finance, 1% 5oct2026, EUR   EUR 10/05/2026 04/20/2018 **.*** *.** 04/20/2018 **.** *.**
Blackstone Holdings Finance, 2% 19may2025, EUR   EUR 05/19/2025 04/20/2018 ***.*** *.** 04/20/2018 ***.** *.**
Blackstone Holdings Finance, 3.15% 2oct2027, USD   USD 10/02/2027 04/20/2018 **.** *.** 04/20/2018 **.** *.**
Blackstone Holdings Finance, 4% 2oct2047, USD   USD 10/02/2047 04/20/2018 **.** *.** 04/20/2018 **.** *.**
Blackstone Holdings Finance, 4.45% 15jul2045, USD   USD 07/15/2045 04/20/2018 **.* *.** 04/20/2018 ***.** *.**
Block Financial, 5.25% 1oct2025, USD   USD 10/01/2025 04/20/2018 ***.** *.** 04/20/2018 ***.** *.*
Blue Cross and Blue Shield, 3.79% 1may2025   USD 05/01/2025 04/20/2018 **.**** *.** 04/20/2018 **.**** *.**
Blue Cube Spinco, 9.75% 15oct2023, USD   USD 10/15/2023 04/20/2018 ***.** *.** 04/20/2018 ***.** *.*
BMW US Capital,   USD 04/12/2023 04/20/2018 **.** *.** 04/20/2018 **.** *.**
BMW US Capital,   USD 04/12/2021 04/20/2018 **.** *.** 04/20/2018 **.* *.**
BMW US Capital,   USD 04/12/2028 04/20/2018 **.* *.* 04/20/2018 **.** *.**
BMW US Capital, 1.125% 18sep2021, EUR   EUR 09/18/2021 04/20/2018 ***.*** *.** 04/20/2018 ***.*** *.**
BMW US Capital, 1.5% 11apr2019, USD   USD 04/11/2019 04/20/2018 **.** *.** 04/20/2018 **.** *.**
BMW US Capital, 2% 11apr2021, USD   USD 04/11/2021 04/20/2018 **.** *.** 04/20/2018 **.** *.**
BMW US Capital, 2.25% 15sep2023, USD   USD 09/15/2023 04/20/2018 **.** *.** 04/20/2018 **.* *.**
BMW US Capital, 2.75% 2dec2019, AUD   AUD 12/02/2019 04/20/2018 ***.** *.** 04/20/2018 ***.** *.**
BMW US Capital, 2.8% 11apr2026, USD   USD 04/11/2026 04/20/2018 **.** *.** 04/20/2018 **.** *.**
BMW US Capital, FRN 18mar2019, EUR   EUR 03/18/2019 04/20/2018 ***.*** * 04/20/2018 ***.*** *
BNSF, 3% 1apr2025, USD   USD 04/01/2025 04/20/2018 **.* *.** 04/20/2018 **.** *.*
BNSF, 3.25% 15jun2027, USD   USD 06/15/2027 04/20/2018 **.* *.** 04/20/2018 **.** *.**
BNSF, 4.125% 15jun2047, USD   USD 06/15/2047 04/20/2018 ***.** *.** 04/20/2018 ***.*** *.**
BNSF, 4.15% 1apr2045, USD   USD 04/01/2045 04/20/2018 ***.** *.** 04/20/2018 ***.*** *.**
BNSF, 6.55% 1jan2020, USD   USD 01/01/2020 04/20/2018 ***.**** *.** 04/20/2018 ***.**** *.**
BNY Mellon, 4.62% perp., USD   USD 04/20/2018 **.** * 04/20/2018 **.** *
BNY Mellon, 4.95% perp., USD   USD 04/20/2018 ***.*** * 04/20/2018 ***.*** *
Boardwalk Pipeline Partners, 4.45% 15jul2027, USD   USD 07/15/2027 04/20/2018 **.** *.** 04/20/2018 **.** *.**
Boardwalk Pipeline Partners, 5.2% 01jun2018, USD   USD 06/01/2018 04/20/2018 ***.*** *.** 04/20/2018 ***.** *.**
Boeing, 1.875% 15jun2023, USD   USD 06/15/2023 04/20/2018 **.** *.** 04/20/2018 **.* *.**
Boeing, 2.125% 1mar2022, USD   USD 03/01/2022 04/20/2018 **.** *.** 04/20/2018 **.* *.**
Boeing, 2.25% 15jun2026, USD   USD 06/15/2026 04/20/2018 **.*** *.** 04/20/2018 **.*** *.*
Boeing, 2.8% 1mar2023, USD   USD 03/01/2023 04/20/2018 **.** *.** 04/20/2018 **.*** *.**
Boeing, 2.8% 1mar2027, USD   USD 03/01/2027 04/20/2018 **.** *.** 04/20/2018 **.*** *.**
Boeing, 3.25% 1mar2028, USD   USD 03/01/2028 04/20/2018 **.*** *.** 04/20/2018 **.*** *.**
Boeing, 3.375% 15jun2046, USD   USD 06/15/2046 04/20/2018 **.** *.** 04/20/2018 **.*** *.**
Boeing, 3.55% 1mar2038, USD   USD 03/01/2038 04/20/2018 **.** *.** 04/20/2018 **.*** *.**
Boeing, 3.625% 1mar2048, USD   USD 03/01/2048 04/20/2018 **.*** *.** 04/20/2018 **.*** *
Boeing, 3.65% 1mar2047, USD   USD 03/01/2047 04/20/2018 **.*** *.** 04/20/2018 **.*** *.**
Booking Holdings, 0.8% 10mar2022, EUR   EUR 03/10/2022 04/20/2018 ***.** *.** 04/20/2018 ***.** *.**
Booking Holdings, 0.9% 15sep2021, USD (Conv.)   USD 09/15/2021 04/20/2018 ***.**** -*.** 04/20/2018 ***.**** -*.*
Booking Holdings, 1.8% 3mar2027, EUR   EUR 03/03/2027 04/20/2018 ***.** *.** 04/20/2018 ***.** *.**
Booking Holdings, 2.15% 25nov2022, EUR   EUR 11/25/2022 04/20/2018 ***.** *.* 04/20/2018 ***.** *.**
Booking Holdings, 2.375% 23sep2024, EUR   EUR 09/23/2024 04/20/2018 ***.** *.** 04/20/2018 ***.* *.**
Booking Holdings, 2.75% 15mar2023, USD   USD 03/15/2023 04/20/2018 **.** *.* 04/20/2018 **.*** *.**
Booking Holdings, 3.55% 15mar2028, USD   USD 03/15/2028 04/20/2018 **.* *.** 04/20/2018 **.*** *.**
Booking Holdings, 3.65% 15mar2025, USD   USD 03/15/2025 04/20/2018 **.*** *.** 04/20/2018 **.*** *.**
BorgWarner, 1.80% 7nov2022, EUR   EUR 11/07/2022 04/20/2018 ***.** *.** 04/20/2018 ***.** *.**
BorgWarner, 3.375% 15mar2025, USD   USD 03/15/2025 04/20/2018 **.* *.** 04/20/2018 **.** *.**
BorgWarner, 4.375% 15mar2045, USD   USD 03/15/2045 04/20/2018 **.** *.** 04/20/2018 **.*** *.*
Boston Gas, 3.15% 1aug2027, USD   USD 08/01/2027 04/20/2018 **.** *.** 04/20/2018 **.** *.**
Boston Properties Inc, 2.750% 1oct2026, USD   USD 10/01/2026 04/20/2018 **.** *.** 04/20/2018 **.*** *.**
Boston Properties Inc, 3.2% 15jan2025, USD   USD 01/15/2025 04/20/2018 **.** *.** 04/20/2018 **.*** *.**
Boston Scientific, 2.85% 15may2020, USD   USD 05/15/2020 04/20/2018 **.*** *.** 04/20/2018 **.** *.**
Boston Scientific, 3.375% 15may2022, USD   USD 05/15/2022 04/20/2018 **.** *.** 04/20/2018 **.*** *.*
Boston Scientific, 3.85% 15may2025, USD   USD 05/15/2025 04/20/2018 **.*** *.** 04/20/2018 **.** *.**
Boston Scientific, 4% 1mar2028, USD   USD 03/01/2028 04/20/2018 **.** *.** 04/20/2018 **.** *.**
Boxer Parent Company, 8.125% 15jul2021, USD   USD 07/15/2021 04/20/2018 **.** *.** 04/20/2018 ***.** *.**
Boyd Gaming, 6.375% 1apr2026, USD   USD 04/01/2026 04/20/2018 ***.*** *.** 04/20/2018 ***.*** *.**
Boyne USA,   USD 05/01/2025 04/20/2018 ***.* *.** 04/20/2018 ***.** *.**
BP Capital Markets America, 4.2% 15jun2018, USD   USD 06/15/2018 04/20/2018 ***.*** *.** 04/20/2018 ***.*** *.*
Branch Banking and Trust, 3.8% 30oct2026, USD   USD 10/30/2026 04/20/2018 **.*** *.** 04/20/2018 **.*** *.**
Brighthouse Financial, 3.7% 22jun2027, USD   USD 06/22/2027 04/20/2018 **.** * 04/20/2018 **.** *.**
Brighthouse Financial, 4.7% 22jun2047, USD   USD 06/22/2047 04/20/2018 **.** *.** 04/20/2018 **.** *.**
Bristol Myers Squibb, 1% 15may2025, EUR   EUR 05/15/2025 04/20/2018 ***.*** *.* 04/20/2018 ***.** *.**
Bristol Myers Squibb, 1.6% 27feb2019, USD   USD 02/27/2019 04/20/2018 **.** *.** 04/20/2018 **.* *.**
Bristol Myers Squibb, 1.75% 15may2035, EUR   EUR 05/15/2035 04/20/2018 ***.** *.** 04/20/2018 ***.* *.**
Bristol Myers Squibb, 3.25% 1nov2023, USD   USD 11/01/2023 04/20/2018 **.** *.** 04/20/2018 **.*** *.**
Bristol Myers Squibb, 3.25% 27feb2027, USD   USD 02/27/2027 04/20/2018 **.*** *.** 04/20/2018 **.*** *.**
Bristow Group, 8.75% 1mar2023, USD   USD 03/01/2023 04/20/2018 ***.* *.* 04/20/2018 ***.* *.**
British Transco Finance Inc, 6.625% 1jun2018   USD 06/01/2018 04/20/2018 ***.*** *.** 04/20/2018 ***.*** *.**
Brixmor OP, 3.25% 15sep2023, USD   USD 09/15/2023 04/20/2018 **.*** *.** 04/20/2018 **.*** *.*
Brixmor OP, 3.65% 15jun2024, USD   USD 06/15/2024 04/20/2018 **.*** *.** 04/20/2018 **.*** *.**
Brixmor OP, 3.9% 15mar2027, USD   USD 03/15/2027 04/20/2018 **.*** *.** 04/20/2018 **.*** *.**
Broadcom, 2.2% 15jan2021, USD   USD 01/15/2021 04/20/2018 **.*** *.** 04/20/2018 **.* *.*
Broadcom, 2.2% 15jan2021, USD   USD 01/15/2021 04/20/2018 **.** *.** 04/20/2018 **.** *.**
Broadcom, 2.375% 15jan2020, USD   USD 01/15/2020 04/20/2018 **.*** *.** 04/20/2018 **.*** *.**
Broadcom, 2.5% 15aug2022, USD   USD 08/15/2022 04/20/2018 **.************ *.** 04/20/2018 **.************ *.**
Broadcom, 2.65% 15jan2023, USD   USD 01/15/2023 04/20/2018 **.*** *.** 04/20/2018 **.*** *.**
Broadcom, 3% 15jan2022, USD   USD 01/15/2022 04/20/2018 **.*** *.* 04/20/2018 **.*** *.**
Broadcom, 3% 15jan2022, USD   USD 01/15/2022 04/20/2018 **.** *.** 04/20/2018 **.** *.**
Broadcom, 3.5% 15jan2028, USD   USD 01/15/2028 04/20/2018 ** *.** 04/20/2018 ** *.**
Broadcom, 3.5% 15jan2028, USD   USD 01/15/2028 04/20/2018 **.** *.** 04/20/2018 **.*** *.**
Broadcom, 3.625% 15jan2024, USD   USD 01/15/2024 04/20/2018 **.** *.** 04/20/2018 **.** *.**
Broadcom, 3.875% 15jan2027, USD   USD 01/15/2027 04/20/2018 **.** *.* 04/20/2018 **.** *.**
Brown-Forman, 1.2% 7jul2026, EUR   EUR 07/07/2026 04/20/2018 **.** *.** 04/20/2018 **.** *.**
Brown-Forman, 2.6% 7jul2028, GBP   GBP 07/07/2028 04/20/2018 ***.** *.** 04/20/2018 ***.** *.**
Brundage-Bone, 10.375% 1sep2021, USD   USD 09/01/2021 04/20/2018 ***.*** *.** 04/20/2018 ***.*** *.**
Buckeye Partners, 3.95% 1dec2026, USD   USD 12/01/2026 04/20/2018 **.** *.** 04/20/2018 **.*** *.**
Buckeye Partners, 4.125% 1dec2027, USD   USD 12/01/2027 04/20/2018 **.** *.** 04/20/2018 **.** *.**
Buena Vista Gaming AUTH, 13% 1apr2023, USD   USD 04/01/2023 04/20/2018 **.** **.** 04/20/2018 **.** **.**
Bunge Limited Finance, 3% 25sep2022, USD   USD 09/25/2022 04/20/2018 **.** *.** 04/20/2018 **.*** *.*
Bunge Limited Finance, 3.25% 15aug2026, USD   USD 08/15/2026 04/20/2018 **.*** *.** 04/20/2018 **.*** *.**
Bunge Limited Finance, 3.75% 25sep2027, USD   USD 09/25/2027 04/20/2018 **.** *.** 04/20/2018 **.*** *.**
Bunge Ltd, 1.85% 16jun2023, EUR   EUR 06/16/2023 04/20/2018 ***.** *.** 04/20/2018 ***.** *.**
Burford Capital Finance, 6.125% 12aug2025, USD   USD 08/12/2025 04/20/2018 ***.** *.** 04/20/2018 ***.* *.**
Burger King, 4.625% 15jan2022, USD   USD 01/15/2022 04/20/2018 ***.** *.** 04/20/2018 ***.** *.**
BWAY, 7.25% 15apr2025, USD   USD 04/15/2025 04/20/2018 ***.** *.** 04/20/2018 ***.** *.**
CA Technologies, 3.6% 1aug2020, USD   USD 08/01/2020 04/20/2018 ***.** *.** 04/20/2018 ***.** *.**
CA Technologies, 5.375% 1dec2019, USD   USD 12/01/2019 04/20/2018 ***.** *.** 04/20/2018 ***.*** *.**
CA, Inc., 3.6% 15aug2022, USD   USD 08/15/2022 04/20/2018 ***.** *.* 04/20/2018 ***.*** *.**
CA, Inc., 4.7% 15mar2027, USD   USD 03/15/2027 04/20/2018 ***.* *.** 04/20/2018 ***.** *.**
Cable One Inc., 5.75% 15jun2022   USD 06/15/2022 04/20/2018 ***.** *.** 04/20/2018 ***.* *.**
Cabot, 3.4% 15sep2026, USD   USD 09/15/2026 04/20/2018 **.*** *.** 04/20/2018 **.*** *.*
Caesars Entertainment Operating, 10% 15dec2018, USD   USD 12/15/2018 04/20/2018 **.* **.** 04/20/2018 **.** **.**
California Resources, 5.5% 15sep2021, USD   USD 09/15/2021 04/20/2018 **.** **.** 04/20/2018 **.** **.**
California Resources, 6% 15nov2024, USD   USD 11/15/2024 04/20/2018 **.** **.** 04/20/2018 **.** **.**
California Resources, 6% 15nov2024, USD   USD 11/15/2024 04/20/2018 **.** **.** 04/20/2018 **.** **.**
California Resources, 8% 15dec2022, USD   USD 12/15/2022 04/20/2018 **.** **.** 04/20/2018 **.** **.**
Calpine, 5.25% 1jun2026, USD   USD 06/01/2026 04/20/2018 **.** *.** 04/20/2018 **.** *.**
Calpine, 5.5% 1feb2024, USD   USD 02/01/2024 04/20/2018 **.** *.** 04/20/2018 **.** *.**
Calumet, 7.75% 15apr2023, USD   USD 04/15/2023 04/20/2018 **.*** *.** 04/20/2018 **.*** *.**
Cameron International, 5.125% 15dec2043, USD   USD 12/15/2043 04/20/2018 ***.** *.** 04/20/2018 ***.** *.**
Cameron International, 6.375% 15jul2018, USD   USD 07/15/2018 04/20/2018 ***.*** *.** 04/20/2018 ***.*** *.**
Campbell Soup, 3.3% 15mar2021, USD   USD 03/15/2021 04/20/2018 ***.** *.** 04/20/2018 ***.*** *.**
Campbell Soup, 3.3% 19mar2025, USD   USD 03/19/2025 04/20/2018 **.*** *.** 04/20/2018 **.*** *.**
Campbell Soup, 3.65% 15mar2023, USD   USD 03/15/2023 04/20/2018 **.** *.** 04/20/2018 **.*** *.**
Campbell Soup, 3.95% 15mar2025, USD   USD 03/15/2025 04/20/2018 **.* *.** 04/20/2018 **.*** *.**
Campbell Soup, 4.15% 15mar2028, USD   USD 03/15/2028 04/20/2018 **.** *.** 04/20/2018 **.*** *.**
Campbell Soup, 4.8% 15mar2048, USD   USD 03/15/2048 04/20/2018 **.** * 04/20/2018 **.*** *
Campbell Soup, FRN 15mar2021, USD   USD 03/15/2021 04/20/2018 ***.** * 04/20/2018 ***.* *
Campbell Soup, FRN 16mar2020, USD   USD 03/16/2020 04/20/2018 ***.** * 04/20/2018 ***.** *
Capital One Bank (USA), 2.3% 5jun2019, USD   USD 06/05/2019 04/20/2018 **.** *.** 04/20/2018 ***.** -*.**
Capital One Financial Corporation, 2.400% 30oct2020, USD   USD 10/30/2020 04/20/2018 **.** *.** 04/20/2018 **.** *.**
Capital One Financial Corporation, 2.5% 12may2020, USD   USD 05/12/2020 04/20/2018 **.*** *.** 04/20/2018 **.**** *.**
Capital One Financial Corporation, 2.95% 23jul2021, USD   USD 07/23/2021 04/20/2018 **.*** *.* 04/20/2018 **.*** *.**
Capital One Financial Corporation, 3.05% 9mar2022, USD   USD 03/09/2022 04/20/2018 **.*** *.** 04/20/2018 **.** *.**
Capital One Financial Corporation, 3.2% 30jan2023, USD   USD 01/30/2023 04/20/2018 **.** *.** 04/20/2018 **.*** *.**
Capital One Financial Corporation, 3.2% 5feb2025, USD   USD 02/05/2025 04/20/2018 **.*** *.** 04/20/2018 **.*** *.**
Capital One Financial Corporation, 3.300% 30oct2024, USD   USD 10/30/2024 04/20/2018 **.*** *.** 04/20/2018 **.*** *.**
Capital One Financial Corporation, 3.75% 28jul2026, USD   USD 07/28/2026 04/20/2018 **.** *.** 04/20/2018 **.** *.**
Capital One Financial Corporation, 3.75% 9mar2027, USD   USD 03/09/2027 04/20/2018 **.** *.** 04/20/2018 **.*** *.**
Capital One Financial Corporation, 3.8% 31jan2028, USD   USD 01/31/2028 04/20/2018 **.** *.** 04/20/2018 **.*** *.**
Capital One Financial Corporation, FRN 12may2020, USD   USD 05/12/2020 04/20/2018 ***.**** * 04/20/2018 ***.**** *
Capital One Financial Corporation, FRN 9mar2022, USD   USD 03/09/2022 04/20/2018 **.** * 04/20/2018 ***.** *
Capital One, N.A., 2.25% 13sep2021, USD   USD 09/13/2021 04/20/2018 **.*** *.** 04/20/2018 **.** *.**
Cardinal Health, 1.948% 14jun2019, USD   USD 06/14/2019 04/20/2018 **.** *.** 04/20/2018 **.*** *.**
Cardinal Health, 1.95% 15jun2018, USD   USD 06/15/2018 04/20/2018 **.*** *.** 04/20/2018 ***.*** *.**
Cardinal Health, 2.616% 15jun2022, USD   USD 06/15/2022 04/20/2018 **.** *.** 04/20/2018 **.*** *.**
Cardinal Health, 3.079% 15jun2024, USD   USD 06/15/2024 04/20/2018 **.*** *.** 04/20/2018 **.*** *.**
Cardinal Health, 3.41% 15jun2027, USD   USD 06/15/2027 04/20/2018 **.** *.** 04/20/2018 **.*** *.**
Cardinal Health, 3.75% 15sep2025, USD   USD 09/15/2025 04/20/2018 **.*** *.** 04/20/2018 **.*** *.**
Cardinal Health, 4.368% 15jun2047, USD   USD 06/15/2047 04/20/2018 **.** *.** 04/20/2018 **.*** *.**
Cardinal Health, 4.9% 15sep2045, USD   USD 09/15/2045 04/20/2018 ***.** *.** 04/20/2018 ***.*** *.**
Cardinal Health, FRN 15jun2022, USD   USD 06/15/2022 04/20/2018 **.** * 04/20/2018 ***.** *
Cargill Inc, 1.875% 4sep2019, EUR   EUR 09/04/2019 04/20/2018 ***.** -*.** 04/20/2018 ***.** -*.*
Cargill Inc, 2.5% 15feb2023, EUR   EUR 02/15/2023 04/20/2018 ***.*** *.** 04/20/2018 ***.** *.**
Cargill Inc, 3.25% 1mar2023, USD   USD 03/01/2023 04/20/2018 **.** *.** 04/20/2018 **.** *.*
Cargill Inc, 5.375% 2mar2037, GBP   GBP 03/02/2037 04/20/2018 ***.**** *.** 04/20/2018 ***.*** *.**
Carlisle, 3.500% 1dec2024, USD   USD 12/01/2024 04/20/2018 **.** *.** 04/20/2018 **.** *.**
Carlisle, 3.750% 1dec2027, USD   USD 12/01/2027 04/20/2018 **.* *.** 04/20/2018 **.*** *.**
Carlson Travel, 6.75% 15dec2023, USD   USD 12/15/2023 04/20/2018 **.*** *.** 04/20/2018 **.*** *.**
Carlson Travel, 9.5% 15dec2024, USD   USD 12/15/2024 04/20/2018 **.*** **.** 04/20/2018 **.*** **.**
Carlson Travel, FRN 15jun2023, EUR   EUR 06/15/2023 04/20/2018 **.** * 04/20/2018 **.** *
Carmike Cinemas, 6% 15jun2023, USD   USD 06/15/2023 04/20/2018 ***.** *.** 04/20/2018 ***.** *.**
Carnival Corp, 1.625% 22feb2021, EUR   EUR 02/22/2021 04/20/2018 ***.** *.* 04/20/2018 ***.** *.**
Carnival Corp, 7.2% 1oct2023, USD   USD 10/01/2023 04/20/2018 ***.*** *.** 04/20/2018 ***.*** *.**
Carolina Beverage Group, 10.625% 1aug2018, USD   USD 08/01/2018 04/20/2018 ***.**** *.** 04/20/2018 ***.**** *.**
Carpenter, 4.45% 1mar2023, USD   USD 03/01/2023 04/20/2018 **.** *.** 04/20/2018 ***.* *.**
Carrington Holding Company, 3.5% 15jan2021, USD   USD 01/15/2021 04/20/2018 ***.**** * 04/20/2018 ***.*** *
Catalent Pharma Solutions, 4.75% 15dec2024, EUR   EUR 12/15/2024 04/20/2018 ***.** *.** 04/20/2018 ***.** *.**
Caterpillar, 1.931% 1oct2021, USD   USD 10/01/2021 04/20/2018 **.**** *.** 04/20/2018 **.**** *.**
Caterpillar, 3.4% 15may2024, USD   USD 05/15/2024 04/20/2018 **.** *.* 04/20/2018 **.** *.**
Caterpillar, 3.55% 23jun2018, CNY   CNY 06/23/2018 04/20/2018 **.************ *.** 04/20/2018 **.** *.**
Caterpillar, 4.75% 15may2064, USD   USD 05/15/2064 04/20/2018 ***.* *.** 04/20/2018 ***.*** *.**
Caterpillar Financial Services, 1.35% 18may2019, USD   USD 05/18/2019 04/20/2018 **.** *.** 04/20/2018 **.** *.**
Caterpillar Financial Services, 1.85% 4sep2020, USD   USD 09/04/2020 04/20/2018 **.** *.** 04/20/2018 **.** *.**
Caterpillar Financial Services, 1.931% 1oct2021, USD   USD 10/01/2021 04/20/2018 **.*** *.** 04/20/2018 **.*** *.**
Caterpillar Financial Services, 2% 5mar2020, USD   USD 03/05/2020 04/20/2018 **.*** *.** 04/20/2018 **.*** *.**
Caterpillar Financial Services, FRN 4sep2020, USD   USD 09/04/2020 04/20/2018 ***.** * 04/20/2018 ***.* *
CB Escrow, FRN 15oct2025, USD   USD 10/15/2025 04/20/2018 **.** *.** 04/20/2018 **.** *.**
CBL, 5.25% 1dec2023, USD   USD 12/01/2023 04/20/2018 **.** *.** 04/20/2018 **.** *.**
CBL & Associates Limited Partnership, 5.95% 15dec2026, USD   USD 12/15/2026 04/20/2018 **.*** *.** 04/20/2018 **.*** *.*
CBOE Global Markets, 1.950% 28jun2019, USD   USD 06/28/2019 04/20/2018 **.*** *.** 04/20/2018 **.** *.**
CBOE Global Markets, 3.65% 12jan2027, USD   USD 01/12/2027 04/20/2018 **.*** *.** 04/20/2018 **.** *.*
CBRE Group, 4.875% 1mar2026, USD   USD 03/01/2026 04/20/2018 ***.** *.** 04/20/2018 ***.*** *.*
CBRE Group, 5.25% 15mar2025, USD   USD 03/15/2025 04/20/2018 ***.*** *.** 04/20/2018 ***.*** *.**
CBS, 2.5% 15feb2023, USD   USD 02/15/2023 04/20/2018 **.** *.** 04/20/2018 **.*** *.**
CBS, 2.9% 1jun2023, USD   USD 06/01/2023 04/20/2018 **.** *.** 04/20/2018 **.** *.**
CBS, 3.5% 15jan2025, USD   USD 01/15/2025 04/20/2018 **.** *.** 04/20/2018 **.** *.**
CBS, 3.7% 1jun2028, USD   USD 06/01/2028 04/20/2018 ** *.** 04/20/2018 ***.* *.**
CBS, 4% 15jan2025, USD   USD 01/15/2026 04/20/2018 **.* *.* 04/20/2018 **.** *.**
CBS, 4.6% 15jan2045, USD   USD 01/15/2045 04/20/2018 **.*** *.** 04/20/2018 **.** *.**
CCO Holdings, 4% 1mar2023, USD   USD 03/01/2023 04/20/2018 **.** *.** 04/20/2018 **.** *.**
CCO Holdings, 5% 1feb2028, USD   USD 02/01/2028 04/20/2018 **.** *.** 04/20/2018 **.** *.**
CCO Holdings, 5% 1feb2028, USD   USD 02/01/2028 04/20/2018 **.** *.** 04/20/2018 **.** *.**
CCO Holdings, 5.375% 1may2047, USD   USD 05/01/2047 04/20/2018 **.** *.** 04/20/2018 **.** *.**
CD&R Waterworks Merger, 6.125% 15aug2025, USD   USD 08/15/2025 04/20/2018 **.** *.** 04/20/2018 **.** *.**
CDK Global Inc., 3.3% 2019, USD   USD 10/15/2019 04/20/2018 ***.**** *.** 04/20/2018 ***.**** *.**
Celanese, 1.125% 26sep2023, EUR   EUR 09/26/2023 04/20/2018 **.*** *.** 04/20/2018 ***.** *.*
Celanese, 1.25% 11feb2025, EUR   EUR 02/11/2025 04/20/2018 **.* *.* 04/20/2018 **.* *.**
Celanese, 3.25% 15oct2019, EUR   EUR 10/15/2019 04/20/2018 ***.** * 04/20/2018 ***.** -*.**
Celgene, 2.75% 15feb2023, USD   USD 02/15/2023 04/20/2018 **.* *.** 04/20/2018 **.*** *.**
Celgene, 2.875% 15aug2020, USD   USD 08/15/2020 04/20/2018 **.*** *.** 04/20/2018 **.** *.*
Celgene, 2.875% 19feb2021, USD   USD 02/19/2021 04/20/2018 **.** *.** 04/20/2018 **.** *.**
Celgene, 3.25% 20feb2023, USD   USD 02/20/2023 04/20/2018 **.** *.** 04/20/2018 **.*** *.**
Celgene, 3.45% 15nov2027, USD   USD 11/15/2027 04/20/2018 **.** *.** 04/20/2018 **.*** *.**
Celgene, 3.55% 15aug2022, USD   USD 08/15/2022 04/20/2018 **.*** *.** 04/20/2018 **.*** *.**
Celgene, 3.875% 15aug2025, USD   USD 08/15/2025 04/20/2018 **.* *.** 04/20/2018 **.** *.**
Celgene, 3.9% 20feb2028, USD   USD 02/20/2028 04/20/2018 **.** *.** 04/20/2018 **.*** *.*
Celgene, 4.35% 15nov2047, USD   USD 11/15/2047 04/20/2018 **.** *.** 04/20/2018 **.* *.**
Celgene, 4.55% 20feb2048, USD   USD 02/20/2048 04/20/2018 **.** *.** 04/20/2018 **.*** *.**
Celgene, 5% 15aug2045, USD   USD 08/15/2045 04/20/2018 ***.** *.** 04/20/2018 ***.*** *.**
Centene, 5.625% 15feb2021, USD   USD 02/15/2021 04/20/2018 ***.** *.* 04/20/2018 ***.** *.**
Centennial Group, 5.375% 15jan2026, USD   USD 01/15/2026 04/20/2018 ***.** *.** 04/20/2018 ***.* *.**
Central Garden & Pet, 5.125% 1feb2028, USD   USD 02/01/2028 04/20/2018 **.** *.** 04/20/2018 **.** *.*
Century Communities, 5.875% 15jul2025, USD   USD 07/15/2025 04/20/2018 **.** *.** 04/20/2018 **.** *.**
CenturyLink, 5.625% 1apr2025, USD   USD 04/01/2025 04/20/2018 **.* *.** 04/20/2018 **.** *.**
CenturyLink, 5.8% 15mar2022, USD   USD 03/15/2022 04/20/2018 ***.** *.** 04/20/2018 ***.** *.**
CenturyLink, 7.5% 1apr2024, USD   USD 04/01/2024 04/20/2018 ***.** *.* 04/20/2018 ***.** *.**
CenturyLink, 7.65% 15mar2042, USD   USD 03/15/2042 04/20/2018 **.** *.** 04/20/2018 **.** *.**
Charles River Laboratories International,   USD 04/01/2026 04/20/2018 ***.** *.** 04/20/2018 ***.** *.**
Charles Schwab, 2.65% 25jan2023, USD   USD 01/25/2023 04/20/2018 **.** *.** 04/20/2018 **.*** *.**
Charles Schwab, 3% 10mar2025, USD   USD 03/10/2025 04/20/2018 **.*** *.** 04/20/2018 **.*** *.*
Charles Schwab, 3.2% 25jan2028, USD   USD 01/25/2028 04/20/2018 **.** *.** 04/20/2018 **.*** *.**
Charles Schwab, 3.2% 2mar2027, USD   USD 03/02/2027 04/20/2018 **.** *.** 04/20/2018 **.* *.**
Charles Schwab, 3.225% 1sep2022, USD   USD 09/01/2022 04/20/2018 **.*** *.** 04/20/2018 **.*** *.**
Charles Schwab, 4.625% perp., USD   USD 04/20/2018 *** * 04/20/2018 ***.** *
Charles Schwab, 5% perp., USD   USD 04/20/2018 **.** * 04/20/2018 **.** *
Charter Communications Operating, 3.579% 23jul2020, USD   USD 07/23/2020 04/20/2018 ***.*** *.** 04/20/2018 ***.**** *.**
Charter Communications Operating, 3.75% 15feb2028, USD   USD 02/15/2028 04/20/2018 **.** *.** 04/20/2018 **.** *.**
Charter Communications Operating, 4.908% 23jul2025, USD   USD 07/23/2025 04/20/2018 ***.** *.** 04/20/2018 ***.** *.**
Charter Communications Operating, 4.908% 23jul2025, USD   USD 07/23/2025 04/20/2018 ***.**** *.** 04/20/2018 ***.**** *.**
Charter Communications Operating, 6.384% 23oct2035, USD   USD 10/23/2035 04/20/2018 ***.** *.** 04/20/2018 ***.* *.*
Charter Communications Operating, 6.484% 23oct2045, USD   USD 10/23/2045 04/20/2018 ***.**** *.** 04/20/2018 ***.**** *.**
Charter Communications Operating, 6.484% 23oct2045, USD   USD 10/23/2045 04/20/2018 ***.* *.** 04/20/2018 ***.** *.**
Chemours, 5.375% 15may2027, USD   USD 05/15/2027 04/20/2018 ***.** *.** 04/20/2018 ***.** *.**
Chemours, 6.125% 15may2023, EUR   EUR 05/15/2023 04/20/2018 ***.*** *.** 04/20/2018 ***.** *.**
Chemours, 6.125% 2023, EUR   EUR 05/15/2023 04/20/2018 **.** *.** 04/20/2018 **.** *.**
Chemours, 6.625% 15may2023   USD 05/15/2023 04/20/2018 ***.*** *.** 04/20/2018 ***.*** *.**
Cheniere Corpus Christi Holdings, 7% 30jun2024, USD   USD 06/30/2024 04/20/2018 ***.** *.** 04/20/2018 *** *.**
Cheniere Energy, 5.25% 1oct2025, USD   USD 10/01/2025 04/20/2018 **.** *.** 04/20/2018 ***.** *.*
Chesapeake Energy, 6.875% 15nov2020, USD   USD 11/15/2020 04/20/2018 ***.** *.** 04/20/2018 ***.** *.**
Chesapeake Energy, 8% 15dec2022, USD   USD 12/15/2022 04/20/2018 ***.* *.** 04/20/2018 ***.** *.**
Chesapeake Energy, 8% 15jan2025, USD   USD 01/15/2025 04/20/2018 **.** *.** 04/20/2018 ***.** *.**
Chesapeake Energy, 8% 15jun2027, USD   USD 06/15/2027 04/20/2018 **.** *.** 04/20/2018 **.* *.**
Chevron, 1.686% 28feb2019, USD   USD 02/28/2019 04/20/2018 **.** *.** 04/20/2018 **.** *.**
Chevron, 1.961% 3mar2020, USD   USD 03/03/2020 04/20/2018 **.** *.** 04/20/2018 **.** *.**
Chevron, 1.991% 3mar2020, USD   USD 03/03/2020 04/20/2018 **.*** *.** 04/20/2018 **.*** *.**
Chevron, 2.355% 5dec2022, USD   USD 12/05/2022 04/20/2018 **.*** *.** 04/20/2018 **.** *.**
Chevron, 2.411% 3mar2022, USD   USD 03/03/2022 04/20/2018 **.** *.** 04/20/2018 **.*** *.**
Chevron, 2.45% 1may2020, USD   USD 05/01/2020 04/20/2018 **.** *.** 04/20/2018 **.** *.**
Chevron, 2.498% 3mar2022, USD   USD 03/03/2022 04/20/2018 **.** *.** 04/20/2018 **.*** *.**
Chevron, 2.895% 3mar2024, USD   USD 03/03/2024 04/20/2018 **.* *.* 04/20/2018 **.*** *.**
Chevron, FRN 15nov2019, USD   USD 11/15/2019 04/20/2018 ***.**** * 04/20/2018 ***.**** *
Chevron, FRN 16may2018, USD   USD 05/16/2018 04/20/2018 ***.** * 04/20/2018 ***.** *
Chevron, FRN 1may2020, USD   USD 05/01/2020 04/20/2018 ***.** * 04/20/2018 ***.** *
Chevron, FRN 28feb2019, USD   USD 02/28/2019 04/20/2018 **.** * 04/20/2018 **.** *
Chevron, FRN 3mar2020, USD   USD 03/03/2020 04/20/2018 ***.** * 04/20/2018 ***.** *
Chevron, FRN 3mar2022, USD   USD 03/03/2022 04/20/2018 ***.** * 04/20/2018 ***.** *
Chevron, FRN 3mar2022, USD   USD 03/03/2022 04/20/2018 **.** * 04/20/2018 ***.** *
Chevron Phillips Chemical, 3.4% 1dec2026, USD   USD 12/01/2026 04/20/2018 **.** *.** 04/20/2018 **.** *.**
China Merchants Bank (NY), 2.375% 14may2018   USD 05/14/2018 04/20/2018 **.** *.** 04/20/2018 ***.* *.**
Chinos Intermediate Holdings, 8.50% 1may2019, USD   USD 05/01/2019 04/20/2018 **.*** **.** 04/20/2018 **.*** **.**
Chubb INA Holdings, 1.55% 15mar2028, EUR   EUR 03/15/2028 04/20/2018 **.** *.** 04/20/2018 ***.** *.**
Chubb INA Holdings, 2.5% 15mar2038, EUR   EUR 03/15/2038 04/20/2018 ***.*** *.** 04/20/2018 ***.** *.**
Chubb INA Holdings, 3.15% 15mar2025, USD   USD 03/15/2025 04/20/2018 **.*** *.* 04/20/2018 **.*** *.**
Chukchansi, 9.75% 30may2020, USD   USD 05/30/2020 04/20/2018 ** **.** 04/20/2018 ** **.**
Church & Dwight, 2.450% 1aug2022, USD   USD 08/01/2022 04/20/2018 **.*** *.** 04/20/2018 **.*** *.**
Church & Dwight, 3.15% 1aug2027, USD   USD 08/01/2027 04/20/2018 **.** *.** 04/20/2018 **.*** *.**
Church & Dwight, 3.950% 1aug2047, USD   USD 08/01/2047 04/20/2018 ** *.** 04/20/2018 **.** *.**
Church & Dwight, FRN 25jan2019, USD   USD 01/25/2019 04/20/2018 **.** * 04/20/2018 ***.** *
Churchill Downs, 4.75% 15jan2028, USD   USD 01/15/2028 04/20/2018 **.** *.** 04/20/2018 **.** *.**
Cigna, 3.05% 15oct2027, USD   USD 10/15/2027 04/20/2018 **.*** *.** 04/20/2018 **.** *.**
Cigna, 3.25% 15apr2025, USD   USD 04/15/2025 04/20/2018 **.* *.** 04/20/2018 **.*** *.**
Cigna, 3.875% 15oct2047, USD   USD 10/15/2047 04/20/2018 **.** *.** 04/20/2018 **.*** *.**
Cimarex Energy, 3.9% 15may2027, USD   USD 05/15/2027 04/20/2018 **.** *.* 04/20/2018 **.*** *.*
Cisco Systems, 1.4% 20sep2019, USD   USD 09/20/2019 04/20/2018 **.** *.** 04/20/2018 **.** *.**
Cisco Systems, 1.65% 15jun2018, USD   USD 06/15/2018 04/20/2018 **.** *.** 04/20/2018 **.** *.**
Cisco Systems, 1.85% 20sep2021, USD   USD 09/20/2021 04/20/2018 **.** *.** 04/20/2018 **.** *.**
Cisco Systems, 2.2% 20sep2023, USD   USD 09/20/2023 04/20/2018 **.** *.** 04/20/2018 **.** *.**
Cisco Systems, 2.45% 15jun2020, USD   USD 06/15/2020 04/20/2018 **.** *.** 04/20/2018 **.*** *.*
Cisco Systems, 2.5% 20sep2026, USD   USD 09/20/2026 04/20/2018 **.** *.** 04/20/2018 **.*** *.**
Cisco Systems, 3% 15jun2022, USD   USD 06/15/2022 04/20/2018 **.** *.** 04/20/2018 **.*** *.**
Cisco Systems, 3.5% 15jun2025, USD   USD 06/15/2025 04/20/2018 ***.** *.** 04/20/2018 ***.** *.**
Cisco Systems, FRN 15jun2018, USD   USD 06/15/2018 04/20/2018 *** * 04/20/2018 ***.** *
Cisco Systems, FRN 1mar2019, USD   USD 03/01/2019 04/20/2018 ***.** * 04/20/2018 ***.* *
Cisco Systems, FRN 20sep2019, USD   USD 09/20/2019 04/20/2018 ***.** * 04/20/2018 ***.** *
CIT Group, 4.125% 9mar2021, USD   USD 03/09/2021 04/20/2018 ***.** *.** 04/20/2018 ***.** *.**
CIT Group, 5% 1aug2023, USD   USD 08/01/2023 04/20/2018 ***.** *.** 04/20/2018 ***.** *.**
CIT Group, 5.25% 7mar2025, USD   USD 03/07/2025 04/20/2018 ***.** *.** 04/20/2018 ***.** *.*
CIT Group, 6.125% 9mar2028, USD   USD 03/09/2028 04/20/2018 ***.** *.* 04/20/2018 ***.** *.**
Citgo Holding, 10.75% 15feb2020, USD   USD 02/15/2020 04/20/2018 ***.** *.** 04/20/2018 ***.*********** *.**
Citibank N.A., FRN 12jun2020, USD   USD 06/12/2020 04/20/2018 ***.**** * 04/20/2018 ***.**** *
Citigroup, 0% 26oct2027, TRY (3652D)   TRY 10/26/2027 04/20/2018 **.** **.* 04/20/2018 **.** **.**
Citigroup, 0% 27sep2046, USD (10957D)   USD 09/27/2046 04/20/2018 **.** *.** 04/20/2018 **.*** *.**
Citigroup, 0% 28jun2047, AUD (10957D)   AUD 06/28/2047 04/20/2018 ***.**** *.** 04/20/2018 ***.**** *.**
Citigroup, 0.457% 18feb2021, JPY   JPY 02/18/2021 04/20/2018 ***.** *.** 04/20/2018 ***.** *.**
Citigroup, 0.5% 22nov2024, CHF   CHF 11/22/2024 04/20/2018 **.* *.** 04/20/2018 **.* *.**
Citigroup, 0.75% 26oct2023, EUR   EUR 10/26/2023 04/20/2018 **.** *.** 04/20/2018 **.** *.**
Citigroup, 1.5% 26oct2028, EUR   EUR 10/26/2028 04/20/2018 **.** *.* 04/20/2018 **.** *.**
Citigroup, 1.625% 21mar2028, EUR   EUR 03/21/2028 04/20/2018 **.** *.** 04/20/2018 **.** *.*
Citigroup, 1.7% 27apr2018, USD   USD 04/27/2018 04/20/2018 **.** *.** 04/20/2018 **.** *.**
Citigroup, 1.75% 27oct2021, EUR   EUR 10/27/2021 04/20/2018 ***.** *.** 04/20/2018 ***.** *.**
Citigroup, 1.75% 28jan2025, EUR   EUR 01/28/2025 04/20/2018 ***.** *.** 04/20/2018 ***.** *.**
Citigroup, 11.3% 28sep2020, BRL   BRL 09/28/2020 04/20/2018 ***.* *.** 04/20/2018 ***.** *.**
Citigroup, 11.5% 25oct2018, COP   COP 10/25/2018 04/20/2018 ***.*** * 04/20/2018 ***.**** *
Citigroup, 2.125% 10sep2026, EUR   EUR 09/10/2026 04/20/2018 ***.** *.** 04/20/2018 ***.** *.**
Citigroup, 2.35% 2aug2021, USD   USD 08/02/2021 04/20/2018 **.** *.** 04/20/2018 **.*** *.**
Citigroup, 2.375% 22may2024, EUR   EUR 05/22/2024 04/20/2018 ***.** *.** 04/20/2018 ***.*** *.**
Citigroup, 2.4% 18feb2020, USD   USD 02/18/2020 04/20/2018 **.** *.** 04/20/2018 **.** *
Citigroup, 2.5% 29jul2019, USD   USD 07/29/2019 04/20/2018 **.** *.** 04/20/2018 **.*** *.**
Citigroup, 2.7% 27oct2022, USD   USD 10/27/2022 04/20/2018 **.*** *.** 04/20/2018 **.** *.**
Citigroup, 2.75% 25apr2022, USD   USD 04/25/2022 04/20/2018 **.** *.** 04/20/2018 **.*** *.*
Citigroup, 2.876% 24jul2023, USD   USD 07/24/2023 04/20/2018 **.*** * 04/20/2018 **.** *
Citigroup, 3% 25jun2018, NOK   NOK 06/25/2018 04/20/2018 ***.** *.** 04/20/2018 ***.** *.**
Citigroup, 3.142% 24jan2023, USD   USD 01/24/2023 04/20/2018 **.** * 04/20/2018 **.** *
Citigroup, 3.3% 27apr2025, USD   USD 04/27/2025 04/20/2018 **.** *.** 04/20/2018 **.*** *.**
Citigroup, 3.39% 18nov2021, CAD   CAD 11/18/2021 04/20/2018 ***.** * 04/20/2018 ***.** *.**
Citigroup, 3.4% 21dec2018, EUR   EUR 12/21/2018 04/20/2018 ***.** *.** 04/20/2018 ***.** -*.**
Citigroup, 3.5% 19aug2024, NOK   NOK 08/19/2024 04/20/2018 ***.** *.** 04/20/2018 ***.** *.**
Citigroup, 3.52% 27oct2028, USD   USD 10/27/2028 04/20/2018 **.** * 04/20/2018 **.** *
Citigroup, 3.668% 24jul2028, USD   USD 07/24/2028 04/20/2018 **.** * 04/20/2018 **.** *
Citigroup, 3.75% 27oct2023, AUD   AUD 10/27/2023 04/20/2018 ***.** *.** 04/20/2018 ***.** *.**
Citigroup, 3.75% 4may2021, AUD   AUD 05/04/2021 04/20/2018 ***.** *.** 04/20/2018 ***.** *.**
Citigroup, 3.875% 26mar2025, USD   USD 03/26/2025 04/20/2018 **.** *.** 04/20/2018 **.*** *.**
Citigroup, 3.878% 24jan2039, USD   USD 01/24/2039 04/20/2018 **.** *.** 04/20/2018 **.** *.**
Citigroup, 4.09% 9jun2025, CAD   CAD 06/09/2025 04/20/2018 ***.** *.** 04/20/2018 ***.** *.**
Citigroup, 4.125% 25jul2028, USD   USD 07/25/2028 04/20/2018 **.** *.** 04/20/2018 **.*** *.**
Citigroup, 4.25% 25feb2030, EUR   EUR 02/25/2030 04/20/2018 ***.* * 04/20/2018 ***.** *
Citigroup, 4.27% 20aug2020, CNY   CNY 08/20/2020 04/20/2018 ***.**** *.** 04/20/2018 ***.**** *.**
Citigroup, 4.281% 24apr2048, USD   USD 04/24/2048 04/20/2018 **.** *.** 04/20/2018 **.** *.**
Citigroup, 4.3% 20nov2026, USD   USD 11/20/2026 04/20/2018 **.*** *.** 04/20/2018 **.** *.**
Citigroup, 4.375% 2nov2018, EUR   EUR 11/02/2018 04/20/2018 ***.* -*.** 04/20/2018 ***.** -*.**
Citigroup, 4.5% 3mar2031, GBP   GBP 03/03/2031 04/20/2018 ***.** *.** 04/20/2018 ***.** *.**
Citigroup, 4.95% 7nov2043, USD   USD 11/07/2043 04/20/2018 ***.** *.** 04/20/2018 ***.** *.**
Citigroup, 5% 2aug2019, EUR   EUR 08/02/2019 04/20/2018 ***.** -*.** 04/20/2018 ***.** -*.**
Citigroup, 5.125% 12dec2018, GBP   GBP 12/12/2018 04/20/2018 ***.** *.** 04/20/2018 ***.** *.**
Citigroup, 5.13% 12nov2019, NZD   NZD 11/12/2019 04/20/2018 ***.** *.** 04/20/2018 ***.** *.**
Citigroup, 5.15% 21may2026, GBP   GBP 05/21/2026 04/20/2018 ***.** *.** 04/20/2018 ***.** *.**
Citigroup, 5.16% 24may2027, CAD   CAD 05/24/2027 04/20/2018 ***.** * 04/20/2018 ***.** *
Citigroup, 5.3% 6may2044, USD   USD 05/06/2044 04/20/2018 ***.* *.** 04/20/2018 ***.*** *.**
Citigroup, 5.35% perp., USD   USD 04/20/2018 **.** * 04/20/2018 **.* *
Citigroup, 5.875% 1jul2024, GBP   GBP 07/01/2024 04/20/2018 ***.* *.** 04/20/2018 ***.** *.**
Citigroup, 5.875% 22feb2033, USD   USD 02/22/2033 04/20/2018 ***.*** *.** 04/20/2018 ***.** *.**
Citigroup, 5.875% perp., USD   USD 04/20/2018 ***.* * 04/20/2018 *** *
Citigroup, 5.95% perp., USD   USD 04/20/2018 ***.** * 04/20/2018 ***.** *
Citigroup, 6% 29mar2022, CRC   CRC 03/29/2022 04/20/2018 **.**** *.** 04/20/2018 **.**** *.**
Citigroup, 6.25% 2sep2019, GBP   GBP 09/02/2019 04/20/2018 ***.** *.** 04/20/2018 ***.** *.**
Citigroup, 6.25% perp., USD   USD 04/20/2018 ***.* * 04/20/2018 *** *
Citigroup, 6.3% perp., USD   USD 04/20/2018 ***.** * 04/20/2018 ***.* *
Citigroup, 6.5% 16aug2030, GBP   GBP 08/16/2030 04/20/2018 ***.** *.** 04/20/2018 ***.** *.**
Citigroup, 6.8% 25jun2038, GBP   GBP 06/25/2038 04/20/2018 ***.** *.* 04/20/2018 ***.** *.**
Citigroup, 7.25% 2oct2019, NOK   NOK 10/02/2019 04/20/2018 ***.**** *.** 04/20/2018 ***.**** *.**
Citigroup, 7.375% 1sep2039, GBP   GBP 09/01/2039 04/20/2018 ***.*** *.** 04/20/2018 ***.** *.**
Citigroup, 7.375% 4sep2019, EUR   EUR 09/04/2019 04/20/2018 ***.** -*.** 04/20/2018 ***.** -*.*
Citigroup, FRN 11nov2019, EUR   EUR 11/11/2019 04/20/2018 ***.** * 04/20/2018 ***.** *
Citigroup, FRN 17may2024, USD   USD 05/17/2024 04/20/2018 ***.** * 04/20/2018 ***.** *
Citigroup, FRN 1sep2023, USD   USD 09/01/2023 04/20/2018 ***.** * 04/20/2018 ***.* *
Citigroup, FRN 21mar2023, EUR   EUR 03/21/2023 04/20/2018 ***.** * 04/20/2018 ***.** *
Citigroup, FRN 24jul2023, USD   USD 07/24/2023 04/20/2018 ***.** * 04/20/2018 ***.** *
Citigroup, FRN 24may2021, EUR   EUR 05/24/2021 04/20/2018 ***.** * 04/20/2018 ***.** *
Citigroup, FRN 25apr2022, USD   USD 04/25/2022 04/20/2018 ***.* * 04/20/2018 ***.** *
Citigroup, FRN 27apr2018, USD   USD 04/27/2018 04/20/2018 **.* * 04/20/2018 **.** *
Citigroup, FRN 27oct2022, USD   USD 10/27/2022 04/20/2018 **.** * 04/20/2018 **.** *
Citigroup, FRN 27oct2023, AUD   AUD 10/27/2023 04/20/2018 ***.** * 04/20/2018 ***.** *
Citigroup, FRN 2aug2021, USD   USD 08/02/2021 04/20/2018 ***.** * 04/20/2018 ***.** *
Citigroup, FRN 30nov2018, EUR   EUR 11/30/2018 04/20/2018 ***.** * 04/20/2018 ***.** *
Citigroup, FRN 4may2021, AUD   AUD 05/04/2021 04/20/2018 ***.** * 04/20/2018 ***.** *
Citigroup, FRN 6jan2020, USD   USD 01/06/2020 04/20/2018 **.**** * 04/20/2018 **.**** *
Citigroup, FRN 7aug2019, AUD   AUD 08/07/2019 04/20/2018 ***.** * 04/20/2018 ***.* *
Citigroup Funding Inc., 5.5% 13sep2025, USD   USD 09/13/2025 04/20/2018 ***.** *.** 04/20/2018 ***.** *.**
Citigroup Global Markets Holdings, 11% 24may2022, TRY   TRY 05/24/2022 04/20/2018 **.* **.** 04/20/2018 **.** **.**
Citigroup Global Markets Holdings, 2.5% 30sep2026, USD   USD 09/30/2026 04/20/2018 **.** * 04/20/2018 ** *
Citizens Bank NA of Providence, 3.7% 29mar2023, USD   USD 03/29/2023 04/20/2018 **.** *.** 04/20/2018 ***.** *.**
Citizens Financial Group, 2.375% 28jul2021, USD   USD 07/28/2021 04/20/2018 **.*** *.* 04/20/2018 **.*** *.**
Citizens Financial Group, 5.5% perp., USD   USD 04/20/2018 ***.*** * 04/20/2018 ***.*** *
Citrix Systems, 4.500% 1dec2027, USD   USD 12/01/2027 04/20/2018 **.** *.** 04/20/2018 **.* *.**
Claires, 6.125% 15mar2020, USD   USD 03/15/2020 04/20/2018 **.**** **.** 04/20/2018 **.**** **.**
Claires, 8.875% 15mar2019, USD   USD 03/15/2019 04/20/2018 **.* ****.** 04/20/2018 **.* ***.**
Cleaver-Brooks, 7.875% 1mar2023, USD   USD 03/01/2023 04/20/2018 ***.** *.** 04/20/2018 ***.** *.**
Cleco Corporation, 3.743% 1may2026, USD   USD 05/01/2026 04/20/2018 **.* *.** 04/20/2018 **.*** *.**
Cleveland Electric Illuminating, 3.5% 1apr2028, USD   USD 04/01/2028 04/20/2018 **.** *.* 04/20/2018 **.** *.**
Cleveland-Cliffs, 4.875% 15jan2024, USD   USD 01/15/2024 04/20/2018 **.** *.** 04/20/2018 **.** *.**
Cleveland-Cliffs, 5.75% 1mar2025, USD   USD 03/01/2025 04/20/2018 **.** *.** 04/20/2018 **.** *.**
Cleveland-Cliffs, 5.9% 15mar2020, USD   USD 03/15/2020 04/20/2018 **.** *.* 04/20/2018 ***.*** *.**
Clorox, 3.1% 1oct2027, USD   USD 10/01/2027 04/20/2018 **.** *.** 04/20/2018 **.** *.**
CME Group, 3% 15mar2025, USD   USD 03/15/2025 04/20/2018 **.*** *.** 04/20/2018 **.*** *.**
CMS Energy, 2.95% 15feb2027, USD   USD 02/15/2027 04/20/2018 **.*** *.** 04/20/2018 **.** *.**
CMS Energy, 3% 15may2026, USD   USD 05/15/2026 04/20/2018 **.*** *.** 04/20/2018 **.*** *.**
CMS Energy, 3.45% 15aug2027, USD   USD 08/15/2027 04/20/2018 **.*** *.* 04/20/2018 **.*** *.**
CMS Panhandle, 7% 15jul2029, USD   USD 07/15/2029 04/20/2018 ***.**** *.** 04/20/2018 ***.**** *.**
CNA Financial, 3.450% 15aug2027, USD   USD 08/15/2027 04/20/2018 **.** *.** 04/20/2018 **.** *.**
CNG Holdings, 9.375% 15may2020, USD   USD 05/15/2020 04/20/2018 **.*** **.** 04/20/2018 **.*** **.**
Coca-Cola Enterprises, 1.875% 18mar2030, EUR   EUR 03/18/2030 04/20/2018 ***.*** *.** 04/20/2018 ***.* *.**
Coca-Cola Enterprises, 2% 5dec2019, EUR   EUR 12/05/2019 04/20/2018 ***.** *.** 04/20/2018 ***.** *.**
Coca-Cola Enterprises, 2.375% 7may2025, EUR   EUR 05/07/2025 04/20/2018 ***.** *.* 04/20/2018 ***.** *.**
Coca-Cola Enterprises, 2.625% 6nov2023, EUR   EUR 11/06/2023 04/20/2018 ***.*** *.** 04/20/2018 ***.** *.**
Coca-Cola Enterprises, 2.75% 6may2026, EUR   EUR 05/06/2026 04/20/2018 ***.*** *.** 04/20/2018 ***.** *.**
Cogent Communications Finance, 5.375% 1mar2022, USD   USD 03/01/2022 04/20/2018 ***.*** *.** 04/20/2018 ***.*** *.**
Colfax, 3.25% 15may2025, EUR   EUR 05/15/2025 04/20/2018 ***.** *.** 04/20/2018 ***.*** *.**
Colgate-Palmolive, 2.25% 15nov2022, USD   USD 11/15/2022 04/20/2018 **.** *.** 04/20/2018 **.*** *.**
Colgate-Palmolive, FRN 14may2019, EUR   EUR 05/14/2019 04/20/2018 ***.** * 04/20/2018 ***.** *
Colonial Pipeline,   USD 04/15/2048 04/20/2018 **.** *.** 04/20/2018 **.** *.**
Colonial Pipeline, 3.5% 15oct2020, USD   USD 10/15/2020 04/20/2018 ***.*** *.** 04/20/2018 ***.*** *.**
Colorado Interstate Gas, 4.15% 15aug2026, USD   USD 08/15/2026 04/20/2018 **.** *.** 04/20/2018 **.** *.**
Columbia Pipeline Group Inc., 2.45% 1jun2018   USD 06/01/2018 04/20/2018 **.** *.** 04/20/2018 **.** *.**
Columbia Pipeline Group Inc., 2.45% 1jun2018, USD   USD 06/01/2018 04/20/2018 **.*** *.** 04/20/2018 ***.*** *.**
Columbia Pipeline Group Inc., 3.3% 1jun2020   USD 06/01/2020 04/20/2018 **.** *.** 04/20/2018 ***.** *.**
Columbia Property Trust Operating Partnership, 3.65% 15aug2026, USD   USD 08/15/2026 04/20/2018 **.* *.** 04/20/2018 **.*** *.**
Columbia Property Trust Operating Partnership, 4.150% 1apr2025, USD   USD 04/01/2025 04/20/2018 **.*** *.** 04/20/2018 **.*** *.**
Comcast, 1.625% 15jan2022, USD   USD 01/15/2022 04/20/2018 **.*** *.** 04/20/2018 **.** *.*
Comcast, 2.350% 15jan2027, USD   USD 01/15/2027 04/20/2018 **.** *.** 04/20/2018 **.** *.*
Comcast, 3.15% 1mar2026, USD   USD 03/01/2026 04/20/2018 **.** *.** 04/20/2018 **.*** *.**
Comcast, 3.2% 15jul2036, USD   USD 07/15/2036 04/20/2018 **.** *.* 04/20/2018 **.** *.**
Comcast, 3.4% 15jul2046, USD   USD 07/15/2046 04/20/2018 **.** *.** 04/20/2018 **.* *.**
Comcast, 3.55% 1may2028, USD   USD 05/01/2028 04/20/2018 **.** *.** 04/20/2018 **.** *.**
Comcast, 3.9% 1mar2038, USD   USD 03/01/2038 04/20/2018 **.** *.* 04/20/2018 **.*** *.*
Comcast, 3.999% 1nov2049, USD   USD 11/01/2049 04/20/2018 **.** *.* 04/20/2018 **.** *.**
Comcast, 4% 1mar2048, USD   USD 03/01/2048 04/20/2018 **.** *.** 04/20/2018 **.** *.**
Comcast, 5.5% 23nov2029, GBP   GBP 11/23/2029 04/20/2018 ***.* *.** 04/20/2018 ***.** *.**
Comcast, 9.875% 15jun2022, USD   USD 06/15/2022 04/20/2018 ***.*** *.** 04/20/2018 ***.**** *.**
Commonwealth Edison, 2.55% 15jun2026, USD   USD 06/15/2026 04/20/2018 **.** *.** 04/20/2018 **.*** *.**
Commonwealth Edison, 2.950% 15aug2027, USD   USD 08/15/2027 04/20/2018 **.** *.** 04/20/2018 **.*** *.**
Commonwealth Edison, 3.650% 15jun2046, USD   USD 06/15/2046 04/20/2018 **.*** *.** 04/20/2018 **.*** *.**
Commonwealth Edison, 3.7% 1mar2045, USD   USD 03/01/2045 04/20/2018 **.*** *.** 04/20/2018 **.*** *.*
Commonwealth Edison, 3.750% 15aug2047, USD   USD 08/15/2047 04/20/2018 **.** *.** 04/20/2018 **.*** *.**
Commonwealth Edison, 4% 1mar2048, USD   USD 03/01/2048 04/20/2018 **.** *.* 04/20/2018 **.*** *.**
Community Choice Financial, 10.75% 1may2019, USD   USD 05/01/2019 04/20/2018 **.* **.** 04/20/2018 ** **.**
Compass Bank, 2.75% 29sep2019, USD   USD 09/29/2019 04/20/2018 **.** *.** 04/20/2018 ***.** *.**
Compass Minerals, 4.875% 15jul2024, USD   USD 07/15/2024 04/20/2018 **.*** *.** 04/20/2018 **.*** *.**
Conagra Brands, FRN 9oct2020, USD   USD 10/09/2020 04/20/2018 ***.** * 04/20/2018 ***.** *
Concho Resources, 3.75% 1oct2027, USD   USD 10/01/2027 04/20/2018 **.** *.** 04/20/2018 **.** *.**
Concho Resources, 4.875% 1oct2047, USD   USD 10/01/2047 04/20/2018 ***.** *.** 04/20/2018 ***.** *.**
Conn's, 7.25% 15jul2022, USD   USD 07/15/2022 04/20/2018 **.** * 04/20/2018 ***.* *.**
Connecticut Light and Power, 4% 1apr2048, USD   USD 04/01/2048 04/20/2018 **.*** *.** 04/20/2018 ***.*** *.**
Connecticut Light and Power, 4.15% 1jun2045, USD   USD 06/01/2045 04/20/2018 ***.*** *.** 04/20/2018 ***.*** *.**
ConocoPhillips, 5.9% 15oct2032, USD   USD 10/15/2032 04/20/2018 ***.** *.** 04/20/2018 ***.*** *.**
ConocoPhillips, 5.95% 15oct2036, USD   USD 10/15/2036 04/20/2018 ***.*** *.** 04/20/2018 ***.** *.**
ConocoPhillips, 6.5% 1feb2039, USD   USD 02/01/2039 04/20/2018 ***.*** *.** 04/20/2018 ***.*** *.*
ConocoPhillips, FRN 15may2018, USD   USD 05/15/2018 04/20/2018 **.**** * 04/20/2018 **.**** *
ConocoPhillips Co, 2.4% 15dec2022, USD   USD 12/15/2022 04/20/2018 **.** *.** 04/20/2018 **.*** *.**
ConocoPhillips Co, 3.35% 15may2025, USD   USD 05/15/2025 04/20/2018 **.** *.** 04/20/2018 **.*** *.**
ConocoPhillips Co, 3.35% 15nov2024, USD   USD 11/15/2024 04/20/2018 **.*** *.** 04/20/2018 **.*** *.**
ConocoPhillips Co, 4.15% 15nov2034, USD   USD 11/15/2034 04/20/2018 ***.** *.** 04/20/2018 ***.*** *.**
ConocoPhillips Co, 4.3% 15nov2044, USD   USD 11/15/2044 04/20/2018 ***.** *.** 04/20/2018 ***.*** *.**
ConocoPhillips Co, 4.95% 15mar2026, USD   USD 03/15/2026 04/20/2018 ***.** *.** 04/20/2018 ***.** *.**
ConocoPhillips Co, 5.95% 15mar2046, USD   USD 03/15/2046 04/20/2018 ***.** *.* 04/20/2018 ***.** *.**
CONSOL Energy, 5.875% 15apr2022, USD   USD 04/15/2022 04/20/2018 ***.** *.** 04/20/2018 ***.** *.**
Constellation Brands, 2% 7nov2019, USD   USD 11/07/2019 04/20/2018 **.** *.* 04/20/2018 **.*** *.**
Constellation Brands, 2.25% 6nov2020, USD   USD 11/06/2020 04/20/2018 **.** *.** 04/20/2018 **.*** *.**
Constellation Brands, 2.65% 7nov2022, USD   USD 11/07/2022 04/20/2018 **.*** *.** 04/20/2018 **.*** *.**
Constellation Brands, 2.7% 9may2022, USD   USD 05/09/2022 04/20/2018 **.*** *.* 04/20/2018 **.*** *.**
Constellation Brands, 3.2% 15feb2023, USD   USD 02/15/2023 04/20/2018 **.*** *.** 04/20/2018 **.** *.**
Constellation Brands, 3.5% 9may2027, USD   USD 05/09/2027 04/20/2018 **.*** *.** 04/20/2018 **.*** *.**
Constellation Brands, 3.6% 15feb2028, USD   USD 02/15/2028 04/20/2018 **.*** *.** 04/20/2018 **.*** *.**
Constellation Brands, 4.1% 15feb2048, USD   USD 02/15/2048 04/20/2018 **.** *.** 04/20/2018 **.*** *.**
Constellation Brands, 4.5% 9may2047, USD   USD 05/09/2047 04/20/2018 **.*** *.** 04/20/2018 **.*** *.**
Consumers Energy, 3.25% 15aug2046, USD   USD 08/15/2046 04/20/2018 **.** *.** 04/20/2018 **.*** *.**
Continental Resources, 3.8% 1jun2024, USD   USD 06/01/2024 04/20/2018 **.** *.** 04/20/2018 **.** *.**
Continental Resources, 4.375% 15jan2028, USD   USD 01/15/2028 04/20/2018 **.** *.** 04/20/2018 **.** *.**
Continental Resources, 4.5% 15apr2023, USD   USD 04/15/2023 04/20/2018 ***.** *.* 04/20/2018 ***.** *.**
Continental Resources, 4.9% 1jun2044, USD   USD 06/01/2044 04/20/2018 **.** *.** 04/20/2018 ***.* *.**
Continental Resources, 5% 15sep2022, USD   USD 09/15/2022 04/20/2018 ***.** *.** 04/20/2018 ***.** *.**
ContourGlobal Power, 5.125% 15jun2021, EUR   EUR 06/15/2021 04/20/2018 ***.** *.** 04/20/2018 ***.** *.**
Cooper-Standard, 5.625% 15nov2026, USD   USD 11/15/2026 04/20/2018 **.** *.** 04/20/2018 ***.** *.**
COPT (Corporate Office Properties), 5% 1jul2025, USD   USD 07/01/2025 04/20/2018 ***.*** *.** 04/20/2018 ***.*** *.**
Corning, 1.5% 8may2018, USD   USD 05/08/2018 04/20/2018 **.*** *.** 04/20/2018 ***.*** *.*
Corning, 2.9% 15may2022, USD   USD 05/15/2022 04/20/2018 **.* *.** 04/20/2018 **.*** *.**
Costco, 2.15% 18may2021, USD   USD 05/18/2021 04/20/2018 **.**** *.** 04/20/2018 **.** *.**
Costco, 2.3% 18may2022, USD   USD 05/18/2022 04/20/2018 **.**** *.** 04/20/2018 **.*** *.**
Costco, 2.75% 18may2024, USD   USD 05/18/2024 04/20/2018 **.**** *.** 04/20/2018 **.*** *.**
Costco, 3% 18may2027, USD   USD 05/18/2027 04/20/2018 **.*** *.** 04/20/2018 **.*** *.**
Coty,   USD 04/15/2026 04/20/2018 *** *.** 04/20/2018 ***.** *.**
Coty, 4% 15apr2023, EUR   EUR 04/15/2023 04/20/2018 ***.** *.** 04/20/2018 ***.** *.*
Coty, 4.75% 15apr2026, EUR   EUR 04/15/2026 04/20/2018 ***.** *.** 04/20/2018 ***.** *.**
Covidien International Finance, 2.95% 15jun2023, USD   USD 06/15/2023 04/20/2018 **.*** *.** 04/20/2018 **.*** *.*
Covidien International Finance, 3.2% 15jun2022, USD   USD 06/15/2022 04/20/2018 **.*** *.** 04/20/2018 **.*** *.**
Covidien International Finance, 4.2% 15jun2020, USD   USD 06/15/2020 04/20/2018 ***.*** *.** 04/20/2018 ***.*** *.**
Covidien International Finance, 6.55% 15oct2037, USD   USD 10/15/2037 04/20/2018 ***.*** *.** 04/20/2018 ***.** *.**
Cox Communications, 3.15% 15aug2024, USD   USD 08/15/2024 04/20/2018 **.** *.** 04/20/2018 **.** *
Cox Communications, 3.5% 15aug2027, USD   USD 08/15/2027 04/20/2018 **.** *.** 04/20/2018 **.* *.**
Cox Communications, 4.6% 15aug2047, USD   USD 08/15/2047 04/20/2018 **.** *.** 04/20/2018 **.** *.**
Credit Acceptance, 6.125% 15feb2021, USD   USD 02/15/2021 04/20/2018 ***.** *.** 04/20/2018 ***.* *.*
Credit Suisse (USA) Inc., 7% 5oct2020, GBP   GBP 10/05/2020 04/20/2018 ***.** *.** 04/20/2018 ***.** *.**
Credit Suisse AG (New York) Branch, 2.3% 28may2019, USD   USD 05/28/2019 04/20/2018 **.** *.** 04/20/2018 **.* *.**
Crestwood Midstream, 6.25% 1apr2023, USD   USD 04/01/2023 04/20/2018 ***.*** *.** 04/20/2018 ***.*** *.**
CRH America, 3.875% 18may2025, USD   USD 05/18/2025 04/20/2018 **.** *.** 04/20/2018 ***.** *.**
CRH America, 5.125% 18may2045, USD   USD 05/18/2045 04/20/2018 ***.** *.** 04/20/2018 ***.** *.**
CRH America Finance,   USD 04/04/2048 04/20/2018 **.** *.** 04/20/2018 **.** *.**
CRH America Finance,   USD 04/04/2028 04/20/2018 **.** *.** 04/20/2018 **.** *.**
Crown Castle International, 2.25% 1sep2021, USD   USD 09/01/2021 04/20/2018 **.*** *.** 04/20/2018 **.** *.**
Crown Castle International, 3.150% 15jul2023, USD   USD 07/15/2023 04/20/2018 **.*** *.** 04/20/2018 **.*** *.**
Crown Castle International, 3.7% 15jun2026, USD   USD 06/15/2026 04/20/2018 **.*** *.** 04/20/2018 **.*** *.**
Crown Castle International, 3.800% 15feb2028, USD   USD 02/15/2028 04/20/2018 **.** *.** 04/20/2018 **.** *.**
Crown Castle International, 4.75% 15may2047, USD   USD 05/15/2047 04/20/2018 **.*** *.* 04/20/2018 **.*** *.**
Crown Castle Towers, 3.222% 15may2022   USD 05/15/2022 04/20/2018 **.*** *.** 04/20/2018 **.*** *.**
Crown Castle Towers, 3.663% 15may2025   USD 05/15/2025 04/20/2018 **.*** *.** 04/20/2018 **.*** *.*
Crownrock, 5.625% 15oct2025, USD   USD 10/15/2025 04/20/2018 **.** *.** 04/20/2018 **.** *.**
CSC Holdings, 5.25% 1jun2024, USD   USD 06/01/2024 04/20/2018 **.* *.** 04/20/2018 **.** *.*
CSX Corporation, 2.6% 1nov2026, USD   USD 11/01/2026 04/20/2018 **.** *.** 04/20/2018 **.*** *.*
CSX Corporation, 3.25% 1jun2027, USD   USD 06/01/2027 04/20/2018 **.** *.** 04/20/2018 **.*** *.**
CSX Corporation, 3.8% 1mar2028, USD   USD 03/01/2028 04/20/2018 **.** *.** 04/20/2018 **.*** *.**
CSX Corporation, 3.8% 1nov2046, USD   USD 11/01/2046 04/20/2018 **.*** *.** 04/20/2018 **.*** *.**
CSX Corporation, 3.95% 1may2050, USD   USD 05/01/2050 04/20/2018 **.** *.** 04/20/2018 **.** *.**
CSX Corporation, 4.25% 1nov2066, USD   USD 11/01/2066 04/20/2018 **.** *.** 04/20/2018 **.*** *.**
CSX Corporation, 4.3% 1mar2048, USD   USD 03/01/2048 04/20/2018 **.** *.** 04/20/2018 **.** *.**
CSX Corporation, 4.65% 1mar2068, USD   USD 03/01/2068 04/20/2018 **.** *.* 04/20/2018 **.*** *.**
CubeSmart, 3.125% 1sep2026, USD   USD 09/01/2026 04/20/2018 **.*** *.** 04/20/2018 **.*** *.**
CubeSmart, 4% 15nov2025, USD   USD 11/15/2025 04/20/2018 **.** *.** 04/20/2018 **.*** *.**
CVS Health, 1.9% 20jul2018, USD   USD 07/20/2018 04/20/2018 **.** *.** 04/20/2018 **.** *.**
CVS Health, 2.125% 1jun2021, USD   USD 06/01/2021 04/20/2018 **.** *.** 04/20/2018 **.* *.**
CVS Health, 2.8% 20jul2020, USD   USD 07/20/2020 04/20/2018 **.*** *.** 04/20/2018 **.** *.**
CVS Health, 2.875% 1jun2026, USD   USD 06/01/2026 04/20/2018 **.* *.** 04/20/2018 **.*** *.**
CVS Health, 3.125% 9mar2020, USD   USD 03/09/2020 04/20/2018 ***.** *.** 04/20/2018 ***.*** *.**
CVS Health, 3.35% 9mar2021, USD   USD 03/09/2021 04/20/2018 ***.** *.** 04/20/2018 ***.** *.**
CVS Health, 3.5% 20jul2022, USD   USD 07/20/2022 04/20/2018 **.* *.** 04/20/2018 **.*** *.**
CVS Health, 3.7% 9mar2023, USD   USD 03/09/2023 04/20/2018 **.** *.** 04/20/2018 **.** *.**
CVS Health, 3.875% 20jul2025, USD   USD 07/20/2025 04/20/2018 **.** *.** 04/20/2018 **.*** *.**
CVS Health, 4.1% 25mar2025, USD   USD 03/25/2025 04/20/2018 **.** *.** 04/20/2018 **.*** *.**
CVS Health, 4.3% 25mar2028, USD   USD 03/25/2028 04/20/2018 **.* *.** 04/20/2018 **.*** *.**
CVS Health, 4.704% 10jan2036, USD   USD 01/10/2036 04/20/2018 **.**** *.** 04/20/2018 **.*** *.**
CVS Health, 4.78% 25mar2038, USD   USD 03/25/2038 04/20/2018 **.** *.** 04/20/2018 **.*** *.**
CVS Health, 4.875% 20jul2035, USD   USD 07/20/2035 04/20/2018 ***.** *.** 04/20/2018 ***.*** *.**
CVS Health, 5.05% 25mar2048, USD   USD 03/25/2048 04/20/2018 ***.** *.** 04/20/2018 ***.*** *.**
CVS Health, 5.125% 20jul2045, USD   USD 07/20/2045 04/20/2018 ***.** *.** 04/20/2018 ***.* *.**
CVS Health, 5.773% 10jan2033, USD   USD 01/10/2033 04/20/2018 ***.**** *.** 04/20/2018 ***.**** *.**
CVS Health, 5.789% 10jan2026, USD   USD 01/10/2026 04/20/2018 ***.**** *.** 04/20/2018 ***.**** *.**
CVS Health, FRN 9mar2020, USD   USD 03/09/2020 04/20/2018 ***.** * 04/20/2018 ***.** *
CVS Health, FRN 9mar2021, USD   USD 03/09/2021 04/20/2018 ***.** * 04/20/2018 ***.** *
D.R. Horton, 2.55% 1dec2020, USD   USD 12/01/2020 04/20/2018 **.** *.** 04/20/2018 **.** *.**
D.R. Horton, 4% 15feb2020, USD   USD 02/15/2020 04/20/2018 *** *.** 04/20/2018 ***.*** *.**
Daimler Finance North America, 1.5% 5jul2019, USD   USD 07/05/2019 04/20/2018 **.** *.** 04/20/2018 **.** *.**
Daimler Finance North America, 1.65% 18may2018, USD   USD 05/18/2018 04/20/2018 **.** *.** 04/20/2018 **.** *.**
Daimler Finance North America, 1.75% 30oct2019, USD   USD 10/30/2019 04/20/2018 **.** *.** 04/20/2018 **.** *.**
Daimler Finance North America, 2% 6jul2021, USD   USD 07/06/2021 04/20/2018 **.* *.** 04/20/2018 **.** *.**
Daimler Finance North America, 2.125% 6apr2020, USD   USD 04/06/2020 04/20/2018 **.** *.** 04/20/2018 **.** *.**
Daimler Finance North America, 2.2% 30oct2021, USD   USD 10/30/2021 04/20/2018 **.** *.** 04/20/2018 ** *.**
Daimler Finance North America, 2.25% 2mar2020, USD   USD 03/02/2020 04/20/2018 **.** *.** 04/20/2018 **.** *.**
Daimler Finance North America, 2.25% 31jul2019, USD   USD 07/31/2019 04/20/2018 **.** *.** 04/20/2018 **.** *.**
Daimler Finance North America, 2.25% 3sep2019, USD   USD 09/03/2019 04/20/2018 **.** *.** 04/20/2018 **.** *.**
Daimler Finance North America, 2.45% 18may2020, USD   USD 05/18/2020 04/20/2018 **.* *.** 04/20/2018 **.** *.**
Daimler Finance North America, 3.25% 1aug2024, USD   USD 08/01/2024 04/20/2018 **.* *.* 04/20/2018 **.* *.**
Daimler Finance North America, 3.3% 19may2025, USD   USD 05/19/2025 04/20/2018 **.** *.** 04/20/2018 **.** *.**
Daimler Finance North America, 3.875% 15sep2021, USD   USD 09/15/2021 04/20/2018 ***.** *.** 04/20/2018 ***.** *.**
Daimler Finance North America, FRN 18may2018, USD   USD 05/18/2018 04/20/2018 **.** * 04/20/2018 ***.** *
Daimler Finance North America, FRN 30oct2019, USD   USD 10/30/2019 04/20/2018 ***.** * 04/20/2018 ***.** *
Daimler Finance North America, FRN 5jul2019, USD   USD 07/05/2019 04/20/2018 ***.**** * 04/20/2018 ***.**** *
Danaher, 1% 8jul2019, EUR   EUR 07/08/2019 04/20/2018 ***.** *.** 04/20/2018 ***.** *.**
Danaher, 1.2% 30jun2027, EUR   EUR 06/30/2027 04/20/2018 **.*** *.** 04/20/2018 **.** *.**
Danaher, 1.65% 15sep2018, USD   USD 09/15/2018 04/20/2018 **.** *.* 04/20/2018 **.** *.**
Danaher, 1.7% 4jan2022, EUR   EUR 01/04/2022 04/20/2018 ***.** *.* 04/20/2018 ***.** *.**
Danaher, 2.4% 15sep2020, USD   USD 09/15/2020 04/20/2018 **.** *.** 04/20/2018 **.*** *.**
Danaher, 2.5% 8jul2025, EUR   EUR 07/08/2025 04/20/2018 ***.*** *.** 04/20/2018 ***.** *.**
Danaher, 3.35% 15sep2025, USD   USD 09/15/2025 04/20/2018 **.** *.** 04/20/2018 **.*** *.**
Danaher, 4.375% 15sep2045, USD   USD 09/15/2045 04/20/2018 ***.** *.* 04/20/2018 ***.** *.**
Danaher, FRN 30jun2022, EUR   EUR 06/30/2022 04/20/2018 ***.** * 04/20/2018 ***.** *
Darden Restaurants, 3.85% 1may2027, USD   USD 05/01/2027 04/20/2018 **.** *.** 04/20/2018 **.** *.**
Darden Restaurants, 4.55% 15feb2048, USD   USD 02/15/2048 04/20/2018 **.** *.** 04/20/2018 **.*** *.*
Darling Ingredients, 4.75% 30may2022, EUR   EUR 05/30/2022 04/20/2018 ***.** *.** 04/20/2018 ***.** *.**
Dartmouth College, 4% 1jun2042, USD   USD 06/01/2042 04/20/2018 ***.**** *.** 04/20/2018 ***.**** *.**
DaVita HealthCare, 5% 1may2025, USD   USD 05/01/2025 04/20/2018 **.** *.** 04/20/2018 **.** *.**
DCP Midstream, 9.75% 15mar2019, USD   USD 03/15/2019 04/20/2018 ***.**** *.** 04/20/2018 ***.**** *.**
DDR, 3.9% 15aug2024, USD   USD 08/15/2024 04/20/2018 **.** *.** 04/20/2018 **.* *.*
Deere&Company, 0.5% 15sep2023, EUR   EUR 09/15/2023 04/20/2018 **.** *.** 04/20/2018 **.** *.**
Deere&Company, 2.6% 8jun2022, USD   USD 06/08/2022 04/20/2018 **.*** *.** 04/20/2018 **.*** *.*
Deere&Company, FRN 15sep2020, EUR   EUR 09/15/2020 04/20/2018 ***.** * 04/20/2018 ***.** *
Delhaize America, 9% 15apr2031   USD 04/15/2031 04/20/2018 ***.*** *.** 04/20/2018 ***.*** *.**
Dell, 5.875% 15jun2019, USD   USD 06/15/2019 04/20/2018 ***.*********** *.** 04/20/2018 ***.** *.**
Dell, 6.5% 15apr2038, USD   USD 04/15/2038 04/20/2018 **.** *.** 04/20/2018 **.** *.**
Dell EMC, 1.875% 1jun2018, USD   USD 06/01/2018 04/20/2018 **.** *.** 04/20/2018 **.** *.**
Dell EMC, 3.375% 1jun2023, USD   USD 06/01/2023 04/20/2018 **.** *.** 04/20/2018 **.* *.**
Delphi Corp, 7.875% 31jan2020, USD   USD 01/31/2020 04/20/2018 ***.**** *.** 04/20/2018 ***.**** *.**
Delta Air Lines, 2.6% 4dec2020, USD   USD 12/04/2020 04/20/2018 **.** *.** 04/20/2018 **.** *.**
Delta Air Lines, 2.875% 13mar2020, USD   USD 03/13/2020 04/20/2018 **.** *.** 04/20/2018 **.** *.**
Delta Air Lines, 3.625% 15mar2022, USD   USD 03/15/2022 04/20/2018 **.** * 04/20/2018 ***.* *.**
Deutsche Bank AG (USA), 4.875% 1dec2032, USD   USD 12/01/2032 04/20/2018 **.** * 04/20/2018 **.** *
Deutsche Bank AG (USA), FRN 14aug2019, USD   USD 08/14/2019 04/20/2018 **.**** * 04/20/2018 ***.**** *
Deutsche Bank AG (USA), FRN 14aug2019, USD   USD 08/14/2019 04/20/2018 **.**** * 04/20/2018 ***.**** *
Devon Energy, 5% 15jun2045, USD   USD 06/15/2045 04/20/2018 ***.** *.** 04/20/2018 ***.** *.**
Devon Energy, 5.85% 15dec2025, USD   USD 12/15/2025 04/20/2018 ***.* *.** 04/20/2018 ***.** *.**
DFC Finance, 1% 16jun2020, USD   USD 06/16/2020 04/20/2018 **.*** **.** 04/20/2018 **.*** **.**
DFC Global, 10.5% 15jun2020, USD   USD 06/15/2020 04/20/2018 **.*** **.* 04/20/2018 **.*** **.**
Diamond (BC), 5.625% 15aug2025, EUR   EUR 08/15/2025 04/20/2018 **.** *.** 04/20/2018 **.** *.**
Diamond 1&2 Finance, 3.48% 1jun2019, USD   USD 06/01/2019 04/20/2018 ***.** *.** 04/20/2018 ***.** *.**
Diamond 1&2 Finance, 4.42% 15jun2021, USD   USD 06/15/2021 04/20/2018 ***.*********** *.** 04/20/2018 ***.** *.**
Diamond 1&2 Finance, 5.45% 15jun2023, USD   USD 06/15/2023 04/20/2018 ***.*** *.* 04/20/2018 ***.** *.**
Diamond 1&2 Finance, 7.125% 15jun2024, USD   USD 06/15/2024 04/20/2018 ***.** *.** 04/20/2018 ***.** *.**
Diamond Offshore Drilling, 7.875% 15aug2025, USD   USD 08/15/2025 04/20/2018 ***.** *.** 04/20/2018 ***.** *.**
Diamondback Energy, 5.375% 31may2025, USD   USD 05/31/2025 04/20/2018 ***.** *.** 04/20/2018 ***.** *.*
Digital Euro Finco, 2.625% 15apr2024, EUR   EUR 04/15/2024 04/20/2018 ***.** *.** 04/20/2018 ***.** *.**
Digital Realty Trust LP, 4.75% 13oct2023, GBP   GBP 10/13/2023 04/20/2018 ***.* *.** 04/20/2018 ***.** *.*
Digital Realty Trust LP, 4.75% 1oct2025, USD   USD 10/01/2025 04/20/2018 ***.*** *.** 04/20/2018 ***.*** *.**
Digital Realty Trust LP, 5.875% 1feb2020, USD   USD 02/01/2020 04/20/2018 ***.*** *.** 04/20/2018 ***.*** *.**
Digital Stout, 4.25% 17jan2025, GBP   GBP 01/17/2025 04/20/2018 ***.* *.** 04/20/2018 ***.**** *.**
Direct ChassisLink, 10% 15jun2023, USD   USD 06/15/2023 04/20/2018 *** *.** 04/20/2018 *** *.**
DIRECTV Holdings, 2.75% 19may2023, EUR   EUR 05/19/2023 04/20/2018 ***.** *.** 04/20/2018 ***.** *.**
DIRECTV Holdings, 3.8% 15mar2022, USD   USD 03/15/2022 04/20/2018 **.** *.** 04/20/2018 ***.** *.**
DIRECTV Holdings, 4.375% 14sep2029, GBP   GBP 09/14/2029 04/20/2018 ***.*** *.** 04/20/2018 ***.*** *.**
DIRECTV Holdings, 5.2% 18nov2033, GBP   GBP 11/18/2033 04/20/2018 ***.*** *.** 04/20/2018 ***.*** *.**
DIRECTV Holdings, 5.875% 1oct2019, USD   USD 10/01/2019 04/20/2018 ***.**** *.* 04/20/2018 ***.**** *.**
DIRECTV Holdings, 6.35% 15mar2040, USD   USD 03/15/2040 04/20/2018 ***.**** *.** 04/20/2018 ***.**** *.**
Discover Bank of Greenwood Delaware, 2.6 13nov2018, USD   USD 11/13/2018 04/20/2018 **.** *.** 04/20/2018 ***.** *.*
Discover Bank of Greenwood Delaware, 3.45% 27jul2026, USD   USD 07/27/2026 04/20/2018 **.*** *.** 04/20/2018 **.*** *.**
Discover Financial, 3.75% 4mar2025, USD   USD 03/04/2025 04/20/2018 **.** *.** 04/20/2018 **.** *.**
Discover Financial, 5.5% perp., USD   USD 04/20/2018 **.** * 04/20/2018 **.** *
Discovery Communications, Inc., 3.45% 15mar2025, USD   USD 03/15/2025 04/20/2018 **.*** *.** 04/20/2018 **.*** *.**
Discovery Communications, Inc., 5.05% 1jun2020, USD   USD 06/01/2020 04/20/2018 ***.*** *.** 04/20/2018 ***.*** *.**
Discovery Communications, LLC, 1.9% 19mar2027, EUR   EUR 03/19/2027 04/20/2018 **.* *.** 04/20/2018 **.** *.**
Discovery Communications, LLC, 2.2% 20sep2019, USD   USD 09/20/2019 04/20/2018 **.*** *.** 04/20/2018 **.** *.**
Discovery Communications, LLC, 2.375% 7mar2022, EUR   EUR 03/07/2022 04/20/2018 ***.*** *.* 04/20/2018 ***.** *.**
Discovery Communications, LLC, 2.500% 20sep2024, GBP   GBP 09/20/2024 04/20/2018 **.** *.** 04/20/2018 **.** *.**
Discovery Communications, LLC, 2.95% 20mar2023, USD   USD 03/20/2023 04/20/2018 **.** *.** 04/20/2018 **.*** *.**
Discovery Communications, LLC, 3.8% 13mar2024, USD   USD 03/13/2024 04/20/2018 **.** *.** 04/20/2018 **.*** *.**
Discovery Communications, LLC, 3.95% 20mar2028, USD   USD 03/20/2028 04/20/2018 **.** *.** 04/20/2018 **.*** *.**
Discovery Communications, LLC, 4.9% 11mar2026, USD   USD 03/11/2026 04/20/2018 ***.*** *.** 04/20/2018 ***.*** *.**
Discovery Communications, LLC, 5.00% 20sep2037, USD   USD 09/20/2037 04/20/2018 **.*** *.** 04/20/2018 **.** *.**
Discovery Communications, LLC, 5.20% 20sep2047, USD   USD 09/20/2047 04/20/2018 **.** *.** 04/20/2018 **.** *.**
DISH DBS, 5.875% 15nov2024, USD   USD 11/15/2024 04/20/2018 **.* *.** 04/20/2018 **.** *.**
DJO Finance, 10.75% 15apr2020, USD   USD 04/15/2020 04/20/2018 **.*** **.** 04/20/2018 **.*** **.**
Dole Food, 7.25% 15jun2025, USD   USD 06/15/2025 04/20/2018 ***.** *.** 04/20/2018 ***.** *.**
Dollar General, 3.875% 15apr2027, USD   USD 04/15/2027 04/20/2018 **.** *.** 04/20/2018 **.*** *.**
Dollar General, 4.125% 1may2028, USD   USD 05/01/2028 04/20/2018 **.** *.** 04/20/2018 **.*** *.*
Dollar Tree,   USD 04/17/2020 04/20/2018 **.** *.** 04/20/2018 ***.** -*.**
Dollar Tree,   USD 05/15/2028 04/20/2018 **.** *.** 04/20/2018 **.** *.**
Dollar Tree,   USD 05/15/2025 04/20/2018 **.** *.** 04/20/2018 **.** *.**
Dollar Tree,   USD 05/15/2023 04/20/2018 **.** *.** 04/20/2018 **.** *.*
Dollar Tree, 5.75% 1mar2023, USD   USD 03/01/2023 04/20/2018 ***.*** *.* 04/20/2018 ***.*** *.*
Dominion Energy, 1.6% 15aug2019, USD   USD 08/15/2019 04/20/2018 **.*** *.* 04/20/2018 **.*** *.**
Dominion Energy, 1.875% 15jan2019, USD   USD 01/15/2019 04/20/2018 **.** *.** 04/20/2018 ***.** *.*
Dominion Energy, 1.9% 15jun2018, USD   USD 06/15/2018 04/20/2018 **.*** *.** 04/20/2018 ***.*** *.**
Dominion Energy, 2% 15aug2021, USD   USD 08/15/2021 04/20/2018 **.*** *.** 04/20/2018 **.*** *.**
Dominion Energy, 2.75% 15jan2022, USD   USD 01/15/2022 04/20/2018 **.*** *.** 04/20/2018 **.*** *.**
Dominion Energy, 2.85% 15aug2026, USD   USD 08/15/2026 04/20/2018 **.*** *.** 04/20/2018 **.*** *.**
Dominion Energy, 3.90% 1oct2025, USD   USD 10/01/2025 04/20/2018 **.** *.** 04/20/2018 **.** *.**
Donnelley Financial Solutions, 8.25% 15oct2024, USD   USD 10/15/2024 04/20/2018 ***.*** *.** 04/20/2018 ***.*** *.**
Dover, 1.25% 9nov2026, EUR   EUR 11/09/2026 04/20/2018 **.*** *.** 04/20/2018 **.** *.**
Dover, 2.125% 1dec2020, EUR   EUR 12/01/2020 04/20/2018 ***.** *.** 04/20/2018 ***.** *.**
Dow Chemical, 4.375% 15nov2042, USD   USD 11/15/2042 04/20/2018 **.** *.* 04/20/2018 **.*** *.**
Dow Chemical, 7.75% 15sep2020, USD   USD 09/15/2020 04/20/2018 ***.**** *.** 04/20/2018 ***.*** *.**
DPL Inc, 7.25% 15oct2021, USD   USD 10/15/2021 04/20/2018 ***.* *.** 04/20/2018 ***.** *.**
Dr Pepper Snapple Group, 2.53% 15nov2021, USD   USD 11/15/2021 04/20/2018 **.*** *.** 04/20/2018 **.* *.**
Dr Pepper Snapple Group, 2.55% 15sep2026, USD   USD 09/15/2026 04/20/2018 **.** *.* 04/20/2018 **.*** *.**
Dr Pepper Snapple Group, 3.13% 15dec2023, USD   USD 12/15/2023 04/20/2018 **.** *.** 04/20/2018 **.** *.**
Dr Pepper Snapple Group, 3.43% 15jun2027, USD   USD 06/15/2027 04/20/2018 **.** *.** 04/20/2018 **.*** *.**
Dr Pepper Snapple Group, 4.42% 15dec2046, USD   USD 12/15/2046 04/20/2018 ** *.** 04/20/2018 **.*** *
Dr Pepper Snapple Group, 4.5% 15nov2045, USD   USD 11/15/2045 04/20/2018 **.*** *.** 04/20/2018 **.** *.**
Dr Pepper Snapple Group, 4.5% 15nov2045, USD   USD 11/15/2045 04/20/2018 **.** *.** 04/20/2018 **.** *.**
Dr Pepper Snapple Group, 7.45% 1may2038, USD   USD 05/01/2038 04/20/2018 ***.* *.** 04/20/2018 ***.* *.**
Dresdner Funding Trust I, 8.151% 30jun2031, USD   USD 06/30/2031 04/20/2018 ***.** *.** 04/20/2018 ***.** *.**
DriveTime Automotive, 8% 1jun2021, USD   USD 06/01/2021 04/20/2018 **.** *.** 04/20/2018 ***.** *.**
DTE Energy, 3.3% 15jun2022, USD   USD 06/15/2022 04/20/2018 **.** *.** 04/20/2018 **.*** *.**
DTE Energy, 3.7% 15mar2045, USD   USD 03/15/2045 04/20/2018 **.** *.** 04/20/2018 **.** *.**
DTE Energy, 3.75% 15aug2047, USD   USD 08/15/2047 04/20/2018 **.*** *.** 04/20/2018 **.*** *
Duke Energy, 1.8% 1sep2021, USD   USD 09/01/2021 04/20/2018 **.*** *.** 04/20/2018 **.** *.**
Duke Energy, 2.40% 15aug2022, USD   USD 08/15/2022 04/20/2018 **.** *.** 04/20/2018 **.** *.**
Duke Energy, 2.65% 1sep2026, USD   USD 09/01/2026 04/20/2018 **.* *.** 04/20/2018 **.** *.**
Duke Energy, 3.15% 15aug2027, USD   USD 08/15/2027 04/20/2018 **.** *.** 04/20/2018 **.** *.**
Duke Energy, 3.75% 15apr2024, USD   USD 04/15/2024 04/20/2018 **.** *.** 04/20/2018 **.*** *.**
Duke Energy, 3.75% 1sep2046, USD   USD 09/01/2046 04/20/2018 **.** *.** 04/20/2018 **.*** *.**
Duke Energy, 3.95% 15aug2047, USD   USD 08/15/2047 04/20/2018 **.** *.** 04/20/2018 **.*** *.*
Duke Energy, FRN 8sep2020, USD   USD 09/08/2020 04/20/2018 ***.** * 04/20/2018 ***.** *
Duke Energy Carolinas, 2.5% 15mar2023, USD   USD 03/15/2023 04/20/2018 **.*** *.** 04/20/2018 **.** *.*
Duke Energy Carolinas, 2.95% 1dec2026, USD   USD 12/01/2026 04/20/2018 **.*** *.** 04/20/2018 **.*** *.**
Duke Energy Carolinas, 3.05% 15mar2023, USD   USD 03/15/2023 04/20/2018 **.*** *.** 04/20/2018 **.** *.**
Duke Energy Carolinas, 3.70% 1dec2047, USD   USD 12/01/2047 04/20/2018 **.** *.** 04/20/2018 **.*** *.**
Duke Energy Carolinas, 3.75% 1jun2045, USD   USD 06/01/2045 04/20/2018 **.*** *.* 04/20/2018 **.*** *.**
Duke Energy Carolinas, 3.875% 15mar2046, USD   USD 03/15/2046 04/20/2018 **.*** *.** 04/20/2018 **.*** *.**
Duke Energy Carolinas, 3.95% 15mar2048, USD   USD 03/15/2048 04/20/2018 **.** *.** 04/20/2018 **.*** *.**
Duke Energy Florida, 1.85% 15jan2020, USD   USD 01/15/2020 04/20/2018 **.*** *.** 04/20/2018 **.** *.**
Duke Energy Florida, 2.1% 15dec2019, USD   USD 12/15/2019 04/20/2018 **.** *.** 04/20/2018 **.** *.**
Duke Energy Florida, 3.2% 15jan2027, USD   USD 01/15/2027 04/20/2018 **.** *.** 04/20/2018 **.*** *.**
Duke Energy Florida, 3.4% 1oct2046, USD   USD 10/01/2046 04/20/2018 **.** *.** 04/20/2018 **.*** *.**
Duke Energy Indiana, 8.31% 1sep2032, USD   USD 09/01/2032 04/20/2018 ***.**** *.** 04/20/2018 ***.**** *.**
Duke Energy Ohio, 3.7% 15jun2046, USD   USD 06/15/2046 04/20/2018 **.** *.** 04/20/2018 **.*** *.**
Duke Energy Progress, 3.25% 15aug2025, USD   USD 08/15/2025 04/20/2018 **.** *.* 04/20/2018 **.** *.**
Duke Energy Progress, 3.6% 15sep2047, USD   USD 09/15/2047 04/20/2018 **.*** *.** 04/20/2018 **.*** *.**
Duke Energy Progress, 4.2% 15aug2045, USD   USD 08/15/2045 04/20/2018 ***.** *.** 04/20/2018 ***.*** *.*
Duke Realty Corp, 3.25% 30jun2026, USD   USD 06/30/2026 04/20/2018 **.*** *.** 04/20/2018 **.*** *.**
Duke Realty Corp, 3.375% 15dec2027, USD   USD 12/15/2027 04/20/2018 ** *.** 04/20/2018 **.*** *.**
DXC Technology, 2.75% 15jan2025, GBP   GBP 01/15/2025 04/20/2018 **.* *.** 04/20/2018 **.* *.*
DXC Technology, 2.875% 27mar2020, USD   USD 03/27/2020 04/20/2018 **.*** *.** 04/20/2018 **.*** *.**
DXC Technology, 4.25% 15apr2024, USD   USD 04/15/2024 04/20/2018 ***.** *.** 04/20/2018 ***.*** *.**
DXC Technology, 4.45% 18sep2022, USD   USD 09/18/2022 04/20/2018 ***.*** *.** 04/20/2018 ***.*** *.**
DXC Technology, 4.75% 15apr2027, USD   USD 04/15/2027 04/20/2018 ***.* *.** 04/20/2018 ***.** *.**
Dynegy, 8.125% 30jan2026, USD   USD 01/30/2026 04/20/2018 *** *.** 04/20/2018 ***.** *.**
DZ BANK Capital Funding Trust II, FRN perp., EUR   EUR 04/20/2018 **.** * 04/20/2018 **.* *
E-Trade, 2.950% 24aug2022, USD   USD 08/24/2022 04/20/2018 **.** *.** 04/20/2018 **.** *.**
E-Trade, 3.800% 24aug2027, USD   USD 08/24/2027 04/20/2018 **.*** *.** 04/20/2018 **.** *.**
Eastman Chemical, 1.5% 26may2023, EUR   EUR 05/26/2023 04/20/2018 ***.** *.** 04/20/2018 ***.** *.*
Eastman Chemical, 1.875% 23nov2026, EUR   EUR 11/23/2026 04/20/2018 ***.*** *.** 04/20/2018 ***.** *.**
Eastman Chemical, 3.8% 15jan2020, USD   USD 01/15/2020 04/20/2018 **.* *.** 04/20/2018 **.** *.**
Eastman Chemical, 3.8% 15mar2025, USD   USD 03/15/2025 04/20/2018 **.*** *.** 04/20/2018 ***.*** *.**
Eastman Chemical, 4.65% 15oct2044, USD   USD 10/15/2044 04/20/2018 ***.*** *.** 04/20/2018 ***.*** *.**
Eaton, 0.75% 20sep2024, EUR   EUR 09/20/2024 04/20/2018 **.*** *.** 04/20/2018 **.** *.**
Eaton, 3.103% 15sep2027, USD   USD 09/15/2027 04/20/2018 **.*** *.** 04/20/2018 **.*** *.**
Eaton, 3.915% 15sep2047, USD   USD 09/15/2047 04/20/2018 **.** *.** 04/20/2018 **.*** *.**
Eaton, 6.95% 20mar2019, USD   USD 03/20/2019 04/20/2018 ***.*** *.** 04/20/2018 ***.*** *.**
Eaton, 7.875% 01jun2026, USD   USD 06/01/2026 04/20/2018 ***.*** *.** 04/20/2018 ***.**** *.**
Eaton Vance, 3.5% 6apr2027, USD   USD 04/06/2027 04/20/2018 **.*** *.** 04/20/2018 **.*** *.**
eBay, 2.15% 5jun2020, USD   USD 06/05/2020 04/20/2018 ** *.** 04/20/2018 **.** *.**
eBay, 2.2% 1aug2019, USD   USD 08/01/2019 04/20/2018 **.** *.* 04/20/2018 **.*** *.**
eBay, 2.75% 30jan2023, USD   USD 01/30/2023 04/20/2018 **.** *.** 04/20/2018 **.* *.**
eBay, 3.45% 1aug2024, USD   USD 08/01/2024 04/20/2018 **.** *.** 04/20/2018 **.** *.**
eBay, 3.6% 5jun2027, USD   USD 06/05/2027 04/20/2018 **.** *.** 04/20/2018 **.*** *.**
eBay, 3.8% 9mar2022, USD   USD 03/09/2022 04/20/2018 ***.** *.** 04/20/2018 ***.*** *.**
eBay, FRN 30jan2023, USD   USD 01/30/2023 04/20/2018 ***.** * 04/20/2018 ***.* *
Ecolab, 1% 15jan2024, EUR   EUR 01/15/2024 04/20/2018 ***.** *.** 04/20/2018 ***.** *.**
Ecolab, 2.375% 10aug2022, USD   USD 08/10/2022 04/20/2018 **.*** *.** 04/20/2018 **.** *.**
Ecolab, 2.625% 8jul2025, EUR   EUR 07/08/2025 04/20/2018 ***.*** *.** 04/20/2018 ***.** *.**
Ecolab, 2.7% 1nov2026, USD   USD 11/01/2026 04/20/2018 **.*** *.** 04/20/2018 **.** *.**
Edison International, 2.40% 15sep2022, USD   USD 09/15/2022 04/20/2018 **.** *.** 04/20/2018 **.** *.**
Edison International, 4.125% 15mar2028, USD   USD 03/15/2028 04/20/2018 **.*** *.** 04/20/2018 **.** *.**
Eldorado Resorts, 7% 1aug2023, USD   USD 08/01/2023 04/20/2018 ***.*** *.** 04/20/2018 ***.*** *.**
Eldorado Resorts, 7% 1aug2023, USD   USD 08/01/2023 04/20/2018 ***.** *.** 04/20/2018 ***.* *.**
Eli Lilly, 0% 24may2018, CHF (730D)   CHF 05/24/2018 04/20/2018 ***.** -*.** 04/20/2018 ***.** -*.**
Eli Lilly, 0.15% 24may2024, CHF   CHF 05/24/2024 04/20/2018 **.** *.** 04/20/2018 **.** *.**
Eli Lilly, 0.45% 24may2028, CHF   CHF 05/24/2028 04/20/2018 **.** *.** 04/20/2018 **.** *.**
Eli Lilly, 1% 2jun2022, EUR   EUR 06/02/2022 04/20/2018 ***.*** *.** 04/20/2018 ***.*** *.**
Eli Lilly, 1.625% 2jun2026   EUR 06/02/2026 04/20/2018 ***.*** *.** 04/20/2018 ***.** *.**
Eli Lilly, 2.125% 3jun2030   EUR 06/03/2030 04/20/2018 ***.*** *.** 04/20/2018 ***.* *.**
Eli Lilly, 2.75% 1jun2025, USD   USD 06/01/2025 04/20/2018 **.** *.* 04/20/2018 **.*** *.**
Eli Lilly, 3.7% 1mar2045, USD   USD 03/01/2045 04/20/2018 **.** *.** 04/20/2018 **.*** *
Emera US Finance, 2.15% 15jun2019, USD   USD 06/15/2019 04/20/2018 **.** *.** 04/20/2018 **.*** *.**
Emera US Finance, 2.7% 15jun2021, USD   USD 06/15/2021 04/20/2018 **.** *.** 04/20/2018 **.*** *.*
Emera US Finance, 3.55% 15jun2026, USD   USD 06/15/2026 04/20/2018 **.** *.** 04/20/2018 **.** *.**
Emera US Finance, 4.75% 15jun2046, USD   USD 06/15/2046 04/20/2018 **.** *.** 04/20/2018 ***.** *.*
Emergent Capital, 8.5% 15feb2019, USD (Conv.)   USD 02/15/2019 04/20/2018 **.*** ***.** 04/20/2018 **.*** ***.**
Emigrant Capital Trust I, FRN 10dec2033, USD   USD 12/10/2033 04/20/2018 ** * 04/20/2018 ** *
Empire District Electric, 5.8% 1jul2035, USD   USD 07/01/2035 04/20/2018 ***.**** *.** 04/20/2018 ***.**** *.**
Enable Midstream, 2.4% 15may2019, USD   USD 05/15/2019 04/20/2018 **.*** *.** 04/20/2018 **.*** *.**
Enable Midstream, 3.9% 15may2024, USD   USD 05/15/2024 04/20/2018 **.**** *.** 04/20/2018 **.**** *.**
Enable Midstream, 3.9% 15may2024, USD   USD 05/15/2024 04/20/2018 **.** *.** 04/20/2018 **.*** *.**
Enable Midstream, 4.4% 15mar2027, USD   USD 03/15/2027 04/20/2018 **.** *.** 04/20/2018 **.*** *.**
Enable Midstream, 5% 15may2044, USD   USD 05/15/2044 04/20/2018 **.*** *.** 04/20/2018 **.*** *.**
Endeavor Energy Resources, 5.5% 30jan2026, USD   USD 01/30/2026 04/20/2018 ***.** *.** 04/20/2018 ***.** *.**
Endeavor Energy Resources, 5.75% 30jan2028, USD   USD 01/30/2028 04/20/2018 ***.** *.** 04/20/2018 ***.** *.**
Endo Finance, 5.375% 15jan2023, USD   USD 01/15/2023 04/20/2018 **.** **.** 04/20/2018 **.** **.**
Endurance Speciality Holdings, 7% 15jul2034, USD   USD 07/15/2034 04/20/2018 ***.** *.* 04/20/2018 ***.** *.**
Energizer, 4.70% 19may2021, USD   USD 05/19/2021 04/20/2018 **.** *.** 04/20/2018 **.** *.**
Energy Transfer Equity, 5.875% 15jan2024, USD   USD 01/15/2024 04/20/2018 ***.* *.** 04/20/2018 *** *.**
Energy Transfer Equity, 7.5% 15oct2020, USD   USD 10/15/2020 04/20/2018 ***.** *.** 04/20/2018 ***.** *.**
Energy Transfer Partners, 4.05% 15mar2025, USD   USD 03/15/2025 04/20/2018 **.*** *.** 04/20/2018 **.*** *.*
Energy Transfer Partners, 4.9% 15mar2035, USD   USD 03/15/2035 04/20/2018 **.*** *.** 04/20/2018 **.*** *.**
Energy Transfer Partners, 5.15% 15mar2045, USD   USD 03/15/2045 04/20/2018 **.** *.** 04/20/2018 **.** *.**
Energy Ventures Gom, 11% 15feb2023, USD   USD 02/15/2023 04/20/2018 ***.** **.** 04/20/2018 ***.** **.**
EnLink Midstream Partners, 2.35% 15may2022, USD   USD 05/15/2022 04/20/2018 **.** *.* 04/20/2018 **.** *.**
EnLink Midstream Partners, 3.1% 15may2027, USD   USD 05/15/2027 04/20/2018 **.** *.** 04/20/2018 **.*** *.**
EnLink Midstream Partners, 3.95% 15may2047, USD   USD 05/15/2047 04/20/2018 **.** * 04/20/2018 **.** *
EnLink Midstream Partners, 5.05% 1apr2045, USD   USD 04/01/2045 04/20/2018 **.** *.** 04/20/2018 **.** *.**
Ensco, 4.5% 1oct2024, USD   USD 10/01/2024 04/20/2018 **.** *.** 04/20/2018 **.*** *.**
Ensco, 4.7% 15mar2021, USD   USD 03/15/2021 04/20/2018 **.************ *.** 04/20/2018 **.*** *.**
Ensco, 5.2% 15mar2025, USD   USD 03/15/2025 04/20/2018 **.** *.** 04/20/2018 **.** *.**
Ensco, 5.75% 1oct2044, USD   USD 10/01/2044 04/20/2018 **.** *.** 04/20/2018 ** *.**
Ensco, 7.75% 1feb2026, USD   USD 02/01/2026 04/20/2018 **.* *.** 04/20/2018 **.** *.**
Entergy, 2.95% 1sep2026, USD   USD 09/01/2026 04/20/2018 **.*** *.** 04/20/2018 **.*** *.**
Entergy, 4% 15jul2022, USD   USD 07/15/2022 04/20/2018 ***.*** *.* 04/20/2018 ***.** *.**
Enterprise Products Operating, 2.8% 15feb2021, USD   USD 02/15/2021 04/20/2018 **.*** *.** 04/20/2018 **.** *.**
Enterprise Products Operating, 4.25% 15feb2048, USD   USD 02/15/2048 04/20/2018 **.*** *.** 04/20/2018 **.*** *.**
Enterprise Products Operating, 5.375% 15feb2078, USD   USD 02/15/2078 04/20/2018 **.** * 04/20/2018 **.** *
Enterprise Products Partners, 1.65% 7may2018, USD   USD 05/07/2018 04/20/2018 **.*** *.** 04/20/2018 ***.*** *.**
Enterprise Products Partners, 3.7% 15feb2026, USD   USD 02/15/2026 04/20/2018 **.*** *.** 04/20/2018 **.*** *.**
Enterprise Products Partners, 4.9% 15may2046, USD   USD 05/15/2046 04/20/2018 ***.*** *.** 04/20/2018 ***.*** *.*
EOG Resources, 3.15% 1apr2025, USD   USD 04/01/2025 04/20/2018 **.*** *.** 04/20/2018 **.*** *.**
EOG Resources, 3.9% 1apr2035, USD   USD 04/01/2035 04/20/2018 **.*** *.** 04/20/2018 **.*** *.**
EPR Properties, 4.5% 1apr2025, USD   USD 04/01/2025 04/20/2018 **.*** *.** 04/20/2018 **.*** *.**
EPR Properties, 4.5% 1jun2027, USD   USD 06/01/2027 04/20/2018 **.*** *.** 04/20/2018 **.*** *.**
EPR Properties, 4.75% 15dec2026, USD   USD 12/15/2026 04/20/2018 **.*** *.** 04/20/2018 **.*** *.**
EQT, 2.5% 1oct2020, USD   USD 10/01/2020 04/20/2018 **.** *.** 04/20/2018 **.*** *.**
EQT, 3% 1oct2022, USD   USD 10/01/2022 04/20/2018 **.** *.** 04/20/2018 **.** *.**
EQT, 3.9% 1oct2027, USD   USD 10/01/2027 04/20/2018 **.* *.** 04/20/2018 **.*** *.**
Equinix, 2.875% 15mar2024, EUR   EUR 03/15/2024 04/20/2018 *** *.* 04/20/2018 ***.* *.*
Equinix, 2.875% 1feb2026, EUR   EUR 02/01/2026 04/20/2018 **.** *.** 04/20/2018 **.** *.**
Equinix, 2.875% 1oct2025, EUR   EUR 10/01/2025 04/20/2018 **.** *.** 04/20/2018 **.* *.**
ERAC USA Finance, 2.35% 15oct2019, USD   USD 10/15/2019 04/20/2018 **.*** *.** 04/20/2018 **.**** *.**
ERAC USA Finance, 2.7% 1nov2023, USD   USD 11/01/2023 04/20/2018 **.** *.** 04/20/2018 **.** *.**
ERAC USA Finance, 3.80% 1nov2025, USD   USD 11/01/2025 04/20/2018 **.** *.** 04/20/2018 **.* *.**
ERAC USA Finance, 3.85% 15nov2024, USD   USD 11/15/2024 04/20/2018 **.** *.** 04/20/2018 ***.** *.**
ERAC USA Finance, 4.2% 1nov2046, USD   USD 11/01/2046 04/20/2018 **.** *.** 04/20/2018 **.** *.**
ERAC USA Finance, 4.5% 15feb2045, USD   USD 02/15/2045 04/20/2018 **.** *.** 04/20/2018 **.** *.**
ERP Operating, 2.85% 1nov2026, USD   USD 11/01/2026 04/20/2018 **.*** *.** 04/20/2018 **.*** *.**
ERP Operating, 3.25% 1aug2027, USD   USD 08/01/2027 04/20/2018 **.*** *.** 04/20/2018 **.*** *.*
ERP Operating, 3.5% 1mar2028, USD   USD 03/01/2028 04/20/2018 **.* *.** 04/20/2018 **.*** *.**
Essex Portfolio, 3.375% 15jan2023, USD   USD 01/15/2023 04/20/2018 **.*** *.** 04/20/2018 **.*** *.**
Essex Portfolio, 3.5% 1apr2025, USD   USD 04/01/2025 04/20/2018 **.** *.** 04/20/2018 **.** *.**
Essex Portfolio, 3.625% 1may2027, USD   USD 05/01/2027 04/20/2018 **.** *.** 04/20/2018 **.** *.**
Essex Portfolio, 3.875% 1may2024, USD   USD 05/01/2024 04/20/2018 **.*** *.** 04/20/2018 **.*** *.**
Essex Property Trust, 4.5% 15mar2048, USD   USD 03/15/2048 04/20/2018 **.** *.** 04/20/2018 **.*** *.**
Estee Lauder, 1.8% 7feb2020, USD   USD 02/07/2020 04/20/2018 **.*** *.** 04/20/2018 **.** *.**
Estee Lauder, 3.15% 15mar2027, USD   USD 03/15/2027 04/20/2018 **.** *.** 04/20/2018 **.*** *.**
Estee Lauder, 4.15% 15mar2047, USD   USD 03/15/2047 04/20/2018 ***.** *.** 04/20/2018 ***.*** *.**
Estee Lauder, 4.375% 15jun2045, USD   USD 06/15/2045 04/20/2018 ***.** *.** 04/20/2018 ***.*** *.**
EV Energy Partners, 8% 15apr2019, USD   USD 04/15/2019 04/20/2018 **.* ***.** 04/20/2018 **.** ***.**
EverBank Financial, 6% 15mar2026, USD   USD 03/15/2026 04/20/2018 ***.**** * 04/20/2018 ***.**** *
Everest Acquisition, 8% 15feb2025, USD   USD 02/15/2025 04/20/2018 **.** **.** 04/20/2018 **.** **.**
Everi Payments, 7.5% 15dec2025, USD   USD 12/15/2025 04/20/2018 ***.** *.** 04/20/2018 ***.** *.**
Eversource Energy, 2.75% 15mar2022, USD   USD 03/15/2022 04/20/2018 **.** *.** 04/20/2018 **.* *.**
Eversource Energy, 3.3% 15jan2028, USD   USD 01/15/2028 04/20/2018 **.** *.** 04/20/2018 **.** *.**
Exela, 10% 15jul2023, USD   USD 07/15/2023 04/20/2018 *** *.** 04/20/2018 ***.** *.**
Exelon, 2.85% 15jun2020, USD   USD 06/15/2020 04/20/2018 **.*** *.** 04/20/2018 **.** *.**
Exelon, 2.95% 15jan2020, USD   USD 01/15/2020 04/20/2018 **.*** *.** 04/20/2018 **.** *.**
Exelon, 3.4% 15mar2022, USD   USD 03/15/2022 04/20/2018 **.*** *.** 04/20/2018 **.*** *.**
Exelon, 3.95% 15jun2025, USD   USD 06/15/2025 04/20/2018 **.*** *.* 04/20/2018 **.** *.**
Exelon, 4.95% 15jun2035, USD   USD 06/15/2035 04/20/2018 ***.*** *.* 04/20/2018 ***.*** *.*
Exelon, 5.1% 15jun2045, USD   USD 06/15/2045 04/20/2018 ***.*** *.** 04/20/2018 ***.*** *.**
EXIM, 1.831% 26mar2025, USD   USD 03/26/2025 04/20/2018 **.**** *.** 04/20/2018 **.**** *.**
Expedia, 2.5% 3jun2022, EUR   EUR 06/03/2022 04/20/2018 ***.** *.** 04/20/2018 ***.*** *.**
Expedia, 4.5% 15aug2024, USD   USD 08/15/2024 04/20/2018 **.* *.** 04/20/2018 ***.* *.**
Expedia, 5% 15feb2026, USD   USD 02/15/2026 04/20/2018 ***.**** *.** 04/20/2018 ***.**** *.**
Express Scripts Holding, 2.6% 30nov2020, USD   USD 11/30/2020 04/20/2018 **.*** *.** 04/20/2018 **.** *.**
Express Scripts Holding, 3% 15jul2023, USD   USD 07/15/2023 04/20/2018 **.** *.** 04/20/2018 **.*** *.**
Express Scripts Holding, 3.05% 30nov2022, USD   USD 11/30/2022 04/20/2018 **.** *.** 04/20/2018 **.** *.**
Express Scripts Holding, 3.4% 1mar2027, USD   USD 03/01/2027 04/20/2018 **.*** *.* 04/20/2018 **.** *.**
Express Scripts Holding, 4.8% 15jul2046, USD   USD 07/15/2046 04/20/2018 **.** *.** 04/20/2018 **.*** *.**
Extraction Oil and Gas, 5.625% 1feb2026, USD   USD 02/01/2026 04/20/2018 **.** *.** 04/20/2018 **.* *.**
Extraction Oil and Gas, 7.375% 15may2024, USD   USD 05/15/2024 04/20/2018 ***.** *.** 04/20/2018 ***.** *.**
Exxon Mobil, 1.912% 6mar2020, USD   USD 03/06/2020 04/20/2018 **.** *.** 04/20/2018 **.** *.**
Exxon Mobil, 2.397% 6mar2022, USD   USD 03/06/2022 04/20/2018 **.** *.** 04/20/2018 **.*** *.**
Exxon Mobil, 2.709% 6mar2025, USD   USD 03/06/2025 04/20/2018 **.** *.** 04/20/2018 **.*** *.*
Exxon Mobil, 3.567% 6mar2045, USD   USD 03/06/2045 04/20/2018 **.** * 04/20/2018 **.** *.**
Exxon Mobil, FRN 6mar2022, USD   USD 03/06/2022 04/20/2018 ***.** * 04/20/2018 ***.** *
Fannie Mae, 0.875% 21may2018, USD   USD 05/21/2018 04/20/2018 **.** *.* 04/20/2018 ***.** -*.*
Fannie Mae, 1.05% 12jul2019, USD   USD 07/12/2019 04/20/2018 **.**** *.** 04/20/2018 **.**** *.**
Fannie Mae, 1.125% 19oct2018, USD   USD 10/19/2018 04/20/2018 **.** *.** 04/20/2018 **.** *.*
Fannie Mae, 1.625% 27nov2018, USD   USD 11/27/2018 04/20/2018 **.** *.** 04/20/2018 ***.** *.**
Fannie Mae, 1.63% 30oct2020, USD   USD 10/30/2020 04/20/2018 **.**** *.** 04/20/2018 **.**** *.**
Fannie Mae, 1.750% 12sep2019, USD   USD 09/12/2019 04/20/2018 **.** *.** 04/20/2018 ***.** -*.**
Fannie Mae, 1.750% 20jun2019, USD   USD 06/20/2019 04/20/2018 **.** *.** 04/20/2018 **.** *.**
Fannie Mae, 2.625% 6sep2024, USD   USD 09/06/2024 04/20/2018 **.** *.** 04/20/2018 **.** *.**
Fannie Mae, 4.6% 5jun2018, USD   USD 06/05/2018 04/20/2018 ***.**** *.** 04/20/2018 ***.*** -*.**
Farmers Exchange Capital III, 5.454% 15oct2054, USD   USD 10/15/2054 04/20/2018 ***.**** * 04/20/2018 ***.**** *
FBHS, 3% 2020, USD   USD 06/15/2020 04/20/2018 **.*** *.** 04/20/2018 **.** *.**
FBHS, 4% 2020, USD   USD 06/15/2025 04/20/2018 ***.** *.* 04/20/2018 ***.*** *.**
Federal Home Loan Banks, 1.000% 10may2018, USD   USD 05/10/2018 04/20/2018 **.**** *.** 04/20/2018 **.**** *.*
Federal Home Loan Banks, 1.25% 28dec2018, USD   USD 12/28/2018 04/20/2018 **.**** *.** 04/20/2018 **.**** *.**
Federal Home Loan Banks, 1.250% 22may2020, USD   USD 05/22/2020 04/20/2018 **.**** *.** 04/20/2018 **.**** *.**
Federal Home Loan Banks, 1.4% 20jun2019, USD   USD 06/20/2019 04/20/2018 **.*** *.** 04/20/2018 **.**** *.**
Federal Home Loan Banks, 1.650% 26may2020, USD   USD 05/26/2020 04/20/2018 **.**** *.** 04/20/2018 **.**** *.**
Federal Home Loan Banks, 1.69% 29jun2020, USD   USD 06/29/2020 04/20/2018 **.**** *.** 04/20/2018 **.**** *.**
Federal Home Loan Banks, 1.8% 28aug2020, USD   USD 08/28/2020 04/20/2018 **.**** *.** 04/20/2018 **.**** *.**
Federal Home Loan Banks, FRN 10oct2018, USD   USD 10/10/2018 04/20/2018 ***.**** * 04/20/2018 ***.**** *
Federal Home Loan Banks, FRN 10oct2018, USD   USD 10/10/2018 04/20/2018 ***.**** * 04/20/2018 ***.**** *
Federal Home Loan Banks, FRN 12jul2018, USD   USD 07/12/2018 04/20/2018 ***.*** * 04/20/2018 ***.**** *
Federal Home Loan Banks, FRN 12jul2018, USD   USD 07/12/2018 04/20/2018 ***.**** * 04/20/2018 ***.**** *
Federal Home Loan Banks, FRN 12jul2018, USD   USD 07/12/2018 04/20/2018 ***.**** * 04/20/2018 ***.**** *
Federal Home Loan Banks, FRN 12jul2019, USD   USD 07/12/2019 04/20/2018 ***.**** * 04/20/2018 ***.**** *
Federal Home Loan Banks, FRN 12jun2018, USD   USD 06/12/2018 04/20/2018 ***.**** * 04/20/2018 ***.**** *
Federal Home Loan Banks, FRN 12jun2019, USD   USD 06/12/2019 04/20/2018 ***.**** * 04/20/2018 ***.**** *
Federal Home Loan Banks, FRN 13feb2019, USD   USD 02/13/2019 04/20/2018 ***.**** * 04/20/2018 ***.**** *
Federal Home Loan Banks, FRN 13feb2019, USD   USD 02/13/2019 04/20/2018 ***.**** * 04/20/2018 ***.**** *
Federal Home Loan Banks, FRN 13jul2018, USD   USD 07/13/2018 04/20/2018 ***.**** * 04/20/2018 ***.**** *
Federal Home Loan Banks, FRN 13nov2018, USD   USD 11/13/2018 04/20/2018 ***.**** * 04/20/2018 ***.**** *
Federal Home Loan Banks, FRN 14may2018, USD   USD 05/14/2018 04/20/2018 ***.**** * 04/20/2018 ***.**** *
Federal Home Loan Banks, FRN 14may2018, USD   USD 05/14/2018 04/20/2018 **.**** * 04/20/2018 **.**** *
Federal Home Loan Banks, FRN 14may2018, USD   USD 05/14/2018 04/20/2018 ***.**** * 04/20/2018 ***.**** *
Federal Home Loan Banks, FRN 15may2018, USD   USD 05/15/2018 04/20/2018 ***.*** * 04/20/2018 ***.**** *
Federal Home Loan Banks, FRN 16nov2018, USD   USD 11/16/2018 04/20/2018 ***.**** *.** 04/20/2018 ***.**** *
Federal Home Loan Banks, FRN 16nov2018, USD   USD 11/16/2018 04/20/2018 ***.**** * 04/20/2018 ***.**** *
Federal Home Loan Banks, FRN 17jan2019, USD   USD 01/17/2019 04/20/2018 ***.**** * 04/20/2018 ***.**** *
Federal Home Loan Banks, FRN 17jul2019, USD   USD 07/17/2019 04/20/2018 ***.**** * 04/20/2018 ***.**** *
Federal Home Loan Banks, FRN 17oct2018, USD   USD 10/17/2018 04/20/2018 ***.**** * 04/20/2018 ***.**** *
Federal Home Loan Banks, FRN 18jan2019, USD   USD 01/18/2019 04/20/2018 ***.**** * 04/20/2018 ***.**** *
Federal Home Loan Banks, FRN 18jan2019, USD   USD 01/18/2019 04/20/2018 ***.**** * 04/20/2018 ***.**** *
Federal Home Loan Banks, FRN 18may2018, USD   USD 05/18/2018 04/20/2018 ***.**** * 04/20/2018 ***.**** *
Federal Home Loan Banks, FRN 19nov2018, USD   USD 11/19/2018 04/20/2018 ***.**** * 04/20/2018 ***.**** *
Federal Home Loan Banks, FRN 19oct2018, USD   USD 10/19/2018 04/20/2018 ***.**** * 04/20/2018 ***.**** *
Federal Home Loan Banks, FRN 1feb2019, USD   USD 02/01/2019 04/20/2018 ***.**** * 04/20/2018 ***.**** *
Federal Home Loan Banks, FRN 1feb2019, USD   USD 02/01/2019 04/20/2018 ***.**** * 04/20/2018 ***.**** *
Federal Home Loan Banks, FRN 1jun2018, USD   USD 06/01/2018 04/20/2018 **.**** * 04/20/2018 ***.**** *
Federal Home Loan Banks, FRN 1jun2018, USD   USD 06/01/2018 04/20/2018 **.**** * 04/20/2018 ***.**** *
Federal Home Loan Banks, FRN 1mar2019, USD   USD 03/01/2019 04/20/2018 ***.*** * 04/20/2018 ***.**** *
Federal Home Loan Banks, FRN 1mar2019, USD   USD 03/01/2019 04/20/2018 ***.**** * 04/20/2018 ***.**** *
Federal Home Loan Banks, FRN 1oct2018, USD   USD 10/01/2018 04/20/2018 ***.**** * 04/20/2018 ***.**** *
Federal Home Loan Banks, FRN 20aug2018, USD   USD 08/20/2018 04/20/2018 ***.**** * 04/20/2018 ***.**** *
Federal Home Loan Banks, FRN 20jul2018, USD   USD 07/20/2018 04/20/2018 ***.**** * 04/20/2018 ***.**** *
Federal Home Loan Banks, FRN 20jul2018, USD   USD 07/20/2018 04/20/2018 ***.**** * 04/20/2018 ***.**** *
Federal Home Loan Banks, FRN 20jun2019, USD   USD 06/20/2019 04/20/2018 ***.**** * 04/20/2018 ***.*** *
Federal Home Loan Banks, FRN 21dec2018, USD   USD 12/21/2018 04/20/2018 ***.**** * 04/20/2018 ***.*** *
Federal Home Loan Banks, FRN 21dec2018, USD   USD 12/21/2018 04/20/2018 ***.**** * 04/20/2018 ***.*** *
Federal Home Loan Banks, FRN 22may2018, USD   USD 05/22/2018 04/20/2018 ***.**** * 04/20/2018 ***.**** *
Federal Home Loan Banks, FRN 23aug2018, USD   USD 08/23/2018 04/20/2018 ***.**** * 04/20/2018 ***.*** *
Federal Home Loan Banks, FRN 23jan2019, USD   USD 01/23/2019 04/20/2018 ***.**** * 04/20/2018 ***.**** *
Federal Home Loan Banks, FRN 24aug2018, USD   USD 08/24/2018 04/20/2018 ***.*** * 04/20/2018 ***.**** *
Federal Home Loan Banks, FRN 24jan2019, USD   USD 01/24/2019 04/20/2018 ***.**** * 04/20/2018 ***.**** *
Federal Home Loan Banks, FRN 24jul2018, USD   USD 07/24/2018 04/20/2018 ***.**** * 04/20/2018 ***.**** *
Federal Home Loan Banks, FRN 25apr2018, USD   USD 04/25/2018 04/20/2018 *** * 04/20/2018 ***.**** *
Federal Home Loan Banks, FRN 25apr2018, USD   USD 04/25/2018 04/20/2018 ***.**** * 04/20/2018 ***.**** *
Federal Home Loan Banks, FRN 25apr2018, USD   USD 04/25/2018 04/20/2018 *** * 04/20/2018 ***.**** *
Federal Home Loan Banks, FRN 25feb2019, USD   USD 02/25/2019 04/20/2018 ***.**** * 04/20/2018 ***.**** *
Federal Home Loan Banks, FRN 25feb2019, USD   USD 02/25/2019 04/20/2018 ***.**** * 04/20/2018 ***.**** *
Federal Home Loan Banks, FRN 25jun2018, USD   USD 06/25/2018 04/20/2018 ***.**** * 04/20/2018 ***.**** *
Federal Home Loan Banks, FRN 25may2018, USD   USD 05/25/2018 04/20/2018 ***.*** * 04/20/2018 ***.**** *
Federal Home Loan Banks, FRN 25may2018, USD   USD 05/25/2018 04/20/2018 ***.*** * 04/20/2018 ***.**** *
Federal Home Loan Banks, FRN 26apr2018, USD   USD 04/26/2018 04/20/2018 ***.**** * 04/20/2018 ***.*** *
Federal Home Loan Banks, FRN 26apr2019, USD   USD 04/26/2019 04/20/2018 ***.**** * 04/20/2018 ***.**** *
Federal Home Loan Banks, FRN 26oct2018, USD   USD 10/26/2018 04/20/2018 ***.**** * 04/20/2018 ***.**** *
Federal Home Loan Banks, FRN 26oct2018, USD   USD 10/26/2018 04/20/2018 ***.**** * 04/20/2018 ***.**** *
Federal Home Loan Banks, FRN 27apr2018, USD   USD 04/27/2018 04/20/2018 ***.**** * 04/20/2018 ***.**** *
Federal Home Loan Banks, FRN 27feb2019, USD   USD 02/27/2019 04/20/2018 ***.**** * 04/20/2018 ***.**** *
Federal Home Loan Banks, FRN 27jul2018, USD   USD 07/27/2018 04/20/2018 ***.**** * 04/20/2018 ***.**** *
Federal Home Loan Banks, FRN 27jul2018, USD   USD 07/27/2018 04/20/2018 ***.**** * 04/20/2018 ***.**** *
Federal Home Loan Banks, FRN 27jul2018, USD   USD 07/27/2018 04/20/2018 ***.*** * 04/20/2018 ***.**** *
Federal Home Loan Banks, FRN 27jul2018, USD   USD 07/27/2018 04/20/2018 ***.**** * 04/20/2018 ***.**** *
Federal Home Loan Banks, FRN 27jun2019, USD   USD 06/27/2019 04/20/2018 ***.**** * 04/20/2018 ***.**** *
Federal Home Loan Banks, FRN 28jun2019, USD   USD 06/28/2019 04/20/2018 ***.**** * 04/20/2018 ***.**** *
Federal Home Loan Banks, FRN 28may2019, USD   USD 05/28/2019 04/20/2018 ***.**** * 04/20/2018 ***.**** *
Federal Home Loan Banks, FRN 28may2019, USD   USD 05/28/2019 04/20/2018 ***.**** * 04/20/2018 ***.**** *
Federal Home Loan Banks, FRN 3jul2018, USD   USD 07/03/2018 04/20/2018 ***.**** * 04/20/2018 ***.**** *
Federal Home Loan Banks, FRN 3may2018, USD   USD 05/03/2018 04/20/2018 ***.**** * 04/20/2018 ***.**** *
Federal Home Loan Banks, FRN 3oct2018, USD   USD 10/03/2018 04/20/2018 ***.**** * 04/20/2018 ***.**** *
Federal Home Loan Banks, FRN 5jul2019, USD   USD 07/05/2019 04/20/2018 ***.*** * 04/20/2018 ***.**** *
Federal Home Loan Banks, FRN 5jun2018, USD   USD 06/05/2018 04/20/2018 ***.**** * 04/20/2018 ***.**** *
Federal Home Loan Banks, FRN 5jun2018, USD   USD 06/05/2018 04/20/2018 ***.**** * 04/20/2018 ***.**** *
Federal Home Loan Banks, FRN 5jun2018, USD   USD 06/05/2018 04/20/2018 ***.**** * 04/20/2018 ***.**** *
Federal Home Loan Banks, FRN 5oct2018, USD   USD 10/05/2018 04/20/2018 ***.**** * 04/20/2018 ***.**** *
Federal Home Loan Banks, FRN 6feb2019, USD   USD 02/06/2019 04/20/2018 ***.**** * 04/20/2018 ***.**** *
Federal Home Loan Banks, FRN 6jul2018, USD   USD 07/06/2018 04/20/2018 ***.**** * 04/20/2018 ***.**** *
Federal Home Loan Banks, FRN 7feb2019, USD   USD 02/07/2019 04/20/2018 ***.**** * 04/20/2018 ***.**** *
Federal Home Loan Banks, FRN 9jul2018, USD   USD 07/09/2018 04/20/2018 ***.*** * 04/20/2018 ***.**** *
Federal Home Loan Banks, FRN 9may2018, USD   USD 05/09/2018 04/20/2018 **.**** * 04/20/2018 **.**** *
Federal Home Loan Banks, FRN 9may2018, USD   USD 05/09/2018 04/20/2018 ***.**** * 04/20/2018 ***.**** *
Federal Home Loan Banks, FRN 9nov2018, USD   USD 11/09/2018 04/20/2018 ***.**** * 04/20/2018 ***.**** *
Federal-Mogul Holdings, 4.875% 15apr2022, EUR   EUR 04/15/2022 04/20/2018 ***.** *.** 04/20/2018 ***.*** *.**
Federal-Mogul Holdings, 5% 15jul2024, EUR   EUR 07/15/2024 04/20/2018 ***.** *.** 04/20/2018 ***.** *.**
FedEx, 0.5% 9apr2020, EUR   EUR 04/09/2020 04/20/2018 ***.** *.** 04/20/2018 *** -*.**
FedEx, 1% 11jan2023, EUR   EUR 01/11/2023 04/20/2018 ***.** *.** 04/20/2018 ***.** *.**
FedEx, 1.65% 11jan2027, EUR   EUR 01/11/2027 04/20/2018 ***.*** *.** 04/20/2018 ***.** *.*
FedEx, FRN 11apr2019, EUR   EUR 04/11/2019 04/20/2018 ***.** * 04/20/2018 ***.** *
Ferrellgas Partners, 6.75% 15jun2023, USD   USD 06/15/2023 04/20/2018 **.*** *.* 04/20/2018 **.*** *.**
Fidelity International (FIL), 2.5% 4nov2026, EUR   EUR 11/04/2026 04/20/2018 ***.** *.** 04/20/2018 ***.** *.**
Fidelity International (FIL), 6.75% 19oct2020, GBP   GBP 10/19/2020 04/20/2018 ***.** *.** 04/20/2018 ***.** *.**
Fidelity International (FIL), 7.125% 13feb2024, GBP   GBP 02/13/2024 04/20/2018 ***.** *.** 04/20/2018 ***.** *.**
Fifth Third Bancorp, 2.875% 27jul2020, USD   USD 07/27/2020 04/20/2018 **.** *.** 04/20/2018 **.*** *.**
First Cash, 5.375% 1jun2024, USD   USD 06/01/2024 04/20/2018 ***.** *.** 04/20/2018 ***.** *.**
FirstEnergy, 2.85% 15jul2022, USD   USD 07/15/2022 04/20/2018 **.** *.** 04/20/2018 **.* *.**
FirstEnergy, 3.9% 15jul2027, USD (Series B)   USD 07/15/2027 04/20/2018 **.** *.** 04/20/2018 **.** *.**
FirstEnergy, 4.85% 15jul2047, USD   USD 07/15/2047 04/20/2018 ***.** *.** 04/20/2018 ***.** *.**
FIS (Fidelity National Information), 0.4% 15jan2021, EUR   EUR 01/15/2021 04/20/2018 ***.** *.** 04/20/2018 ***.** *.**
FIS (Fidelity National Information), 1.1% 15jul2024, EUR   EUR 07/15/2024 04/20/2018 **.** *.** 04/20/2018 **.** *.**
FIS (Fidelity National Information), 2.25% 15aug2021, USD   USD 08/15/2021 04/20/2018 **.** *.** 04/20/2018 **.** *.**
FIS (Fidelity National Information), 3% 15aug2026, USD   USD 08/15/2026 04/20/2018 **.** *.** 04/20/2018 **.*** *.**
FIS (Fidelity National Information), 4.5% 15aug2046, USD   USD 08/15/2046 04/20/2018 **.*** *.** 04/20/2018 **.*** *.**
Fiserv, 2.7% 1jun2020, USD   USD 06/01/2020 04/20/2018 **.** *.* 04/20/2018 **.*** *.**
Fiserv, 3.85% 1jun2025, USD   USD 06/01/2025 04/20/2018 ***.*** *.** 04/20/2018 ***.*** *.**
Five Point Operating Company, 7.875% 15nov2025, USD   USD 11/15/2025 04/20/2018 ***.** *.** 04/20/2018 ***.** *.**
Florida Gas Transmission, 7.9% 15may2019, USD   USD 05/15/2019 04/20/2018 ***.**** *.** 04/20/2018 ***.**** *.**
Florida Power & Light, 3.70% 1dec2047, USD   USD 12/01/2047 04/20/2018 **.** *.** 04/20/2018 **.*** *.**
Florida Power & Light, 3.95% 1mar2048, USD   USD 03/01/2048 04/20/2018 **.** *.** 04/20/2018 **.*** *.**
Flowers Foods, 3.5% 1oct2026, USD   USD 10/01/2026 04/20/2018 **.*** *.** 04/20/2018 **.** *.**
Flowserve, 1.25% 17mar2022, EUR   EUR 03/17/2022 04/20/2018 **.** *.** 04/20/2018 ***.** *.**
Fluor, 1.75% 21mar2023, EUR   EUR 03/21/2023 04/20/2018 ***.*** *.** 04/20/2018 ***.** *.**
FMC Technologies, 3.45% 1oct2022, USD   USD 10/01/2022 04/20/2018 **.*** *.** 04/20/2018 **.*** *.**
FMR Co., 3% 28dec2029, JPY   JPY 12/28/2029 04/20/2018 **.**** *.** 04/20/2018 **.**** *.**
FMR Co., 7.49% 15jun2019, USD   USD 06/15/2019 04/20/2018 ***.**** *.** 04/20/2018 ***.**** *.**
Ford, 2.597% 4nov2019, USD   USD 11/04/2019 04/20/2018 **.*** *.* 04/20/2018 **.** *.**
Ford, 4.346% 8dec2026, USD   USD 12/08/2026 04/20/2018 **.*** *.** 04/20/2018 **.*** *.**
Ford, 5.291% 8dec2046, USD   USD 12/08/2046 04/20/2018 **.** *.** 04/20/2018 **.** *.**
Ford, 7.45% 16jul2031, USD   USD 07/16/2031 04/20/2018 ***.* *.** 04/20/2018 ***.*** *.**
Ford, FRN 4nov2019, USD   USD 11/04/2019 04/20/2018 ***.**** * 04/20/2018 ***.**** *
Ford Motor Credit Company, 1.355% 7feb2025, EUR   EUR 02/07/2025 04/20/2018 **.*** *.* 04/20/2018 **.** *.**
Ford Motor Credit Company, 1.897% 12aug2019, USD   USD 08/12/2019 04/20/2018 **.* *.* 04/20/2018 **.** *.**
Ford Motor Credit Company, 2.021% 3may2019, USD   USD 05/03/2019 04/20/2018 **.*** *.** 04/20/2018 **.*** *.**
Ford Motor Credit Company, 2.24% 15jun2018, USD   USD 06/15/2018 04/20/2018 **.** *.** 04/20/2018 ***.*** *.**
Ford Motor Credit Company, 2.262% 28mar2019, USD   USD 03/28/2019 04/20/2018 **.*** *.** 04/20/2018 **.* *.**
Ford Motor Credit Company, 2.343% 2nov2020, USD   USD 11/02/2020 04/20/2018 **.*** *.* 04/20/2018 **.** *.**
Ford Motor Credit Company, 2.425% 12jun2020, USD   USD 06/12/2020 04/20/2018 **.*** *.** 04/20/2018 **.** *.*
Ford Motor Credit Company, 2.459% 27mar2020, USD   USD 03/27/2020 04/20/2018 **.*** *.** 04/20/2018 **.*** *.**
Ford Motor Credit Company, 2.681% 9jan2020, USD   USD 01/09/2020 04/20/2018 **.*** *.** 04/20/2018 **.** *.*
Ford Motor Credit Company, 2.943% 8jan2019, USD   USD 01/08/2019 04/20/2018 ***.*** *.** 04/20/2018 ***.** *.**
Ford Motor Credit Company, 2.979% 3aug2022, USD   USD 08/03/2022 04/20/2018 **.** * 04/20/2018 **.*** *.**
Ford Motor Credit Company, 3% 20dec2018, USD   USD 12/20/2018 04/20/2018 **.**** *.** 04/20/2018 **.** *.**
Ford Motor Credit Company, 3.096% 4may2023, USD   USD 05/04/2023 04/20/2018 **.*** *.** 04/20/2018 **.*** *.**
Ford Motor Credit Company, 3.157% 4aug2020, USD   USD 08/04/2020 04/20/2018 **.*** *.** 04/20/2018 **.*** *.**
Ford Motor Credit Company, 3.339% 28mar2022, USD   USD 03/28/2022 04/20/2018 **.** *.** 04/20/2018 **.** *.**
Ford Motor Credit Company, 3.588% 2jun2020, AUD   AUD 06/02/2020 04/20/2018 ***.** *.** 04/20/2018 ***.** *.**
Ford Motor Credit Company, 3.7% 11mar2019, SGD   SGD 03/11/2019 04/20/2018 ***.*********** *.** 04/20/2018 ***.*********** *.**
Ford Motor Credit Company, 3.81% 9jan2024, USD   USD 01/09/2024 04/20/2018 **.*** *.** 04/20/2018 **.*** *.*
Ford Motor Credit Company, 3.815% 2nov2027, USD   USD 11/02/2027 04/20/2018 **.** *.** 04/20/2018 **.*** *.**
Ford Motor Credit Company, 4% 20feb2024, USD   USD 02/20/2024 04/20/2018 **.*** *.** 04/20/2018 **.**** *.**
Ford Motor Credit Company, 4.05% 10dec2018, AUD   AUD 12/10/2018 04/20/2018 ***.** *.** 04/20/2018 ***.** *.**
Ford Motor Credit Company, 4.134% 4aug2025, USD   USD 08/04/2025 04/20/2018 **.** *.** 04/20/2018 **.*** *.**
Ford Motor Credit Company, FRN 12aug2019, USD   USD 08/12/2019 04/20/2018 ***.*** * 04/20/2018 ***.**** *
Ford Motor Credit Company, FRN 12jun2020, USD   USD 06/12/2020 04/20/2018 ***.**** * 04/20/2018 ***.**** *
Ford Motor Credit Company, FRN 15jun2018, USD   USD 06/15/2018 04/20/2018 **.** * 04/20/2018 ***.* *
Ford Motor Credit Company, FRN 1dec2021, EUR   EUR 12/01/2021 04/20/2018 **.** * 04/20/2018 *** *
Ford Motor Credit Company, FRN 1dec2024, EUR   EUR 12/01/2024 04/20/2018 ***.* * 04/20/2018 ***.** *
Ford Motor Credit Company, FRN 28mar2022, USD   USD 03/28/2022 04/20/2018 ***.** * 04/20/2018 ***.** *
Ford Motor Credit Company, FRN 2nov2020, USD   USD 11/02/2020 04/20/2018 **.** * 04/20/2018 **.** *
Ford Motor Credit Company, FRN 3aug2022, USD   USD 08/03/2022 04/20/2018 ***.** * 04/20/2018 ***.** *
Ford Motor Credit Company, FRN 7dec2022, EUR   EUR 12/07/2022 04/20/2018 **.* * 04/20/2018 **.** *
Ford Motor Credit Company, FRN 9jan2020, USD   USD 01/09/2020 04/20/2018 ***.** * 04/20/2018 ***.** *
Foresight Energy, 11.5% 1apr2023, USD   USD 04/01/2023 04/20/2018 **.*** **.** 04/20/2018 **.*** **.**
Fortress Transportation and Infrastructure Investors, 6.75% 15mar2022, USD   USD 03/15/2022 04/20/2018 ***.*** *.** 04/20/2018 ***.*** *.**
Franklin Resources, 2.850% 30mar2025, USD   USD 03/30/2025 04/20/2018 **.** *.** 04/20/2018 **.* *.*
Freddie Mac, 1.05% 7nov2018, USD   USD 11/07/2018 04/20/2018 **.**** *.** 04/20/2018 **.**** *.**
Freddie Mac, 1.125% 29oct2020, USD   USD 10/29/2020 04/20/2018 **.**** *.** 04/20/2018 **.**** *.**
Freddie Mac, 1.3% 20sep2019, USD   USD 09/20/2019 04/20/2018 **.**** *.** 04/20/2018 **.**** *.**
Freddie Mac, 1.625% 25may2022, USD   USD 05/25/2022 04/20/2018 **.**** *.** 04/20/2018 **.**** *.**
Freddie Mac, 1.66% 27may2022, USD   USD 05/27/2022 04/20/2018 **.**** *.** 04/20/2018 **.**** *.**
Freddie Mac, 1.875% 17nov2020, USD   USD 11/17/2020 04/20/2018 **.** *.** 04/20/2018 **.** *.**
Freddie Mac, 4.875% 13jun2018, USD   USD 06/13/2018 04/20/2018 **.** **.* 04/20/2018 ***.** *.**
Freddie Mac, FRN 10oct2018, USD   USD 10/10/2018 04/20/2018 ***.**** * 04/20/2018 ***.**** *
Freddie Mac, FRN 17jul2018, USD   USD 07/17/2018 04/20/2018 ***.**** * 04/20/2018 ***.**** *
Freddie Mac, FRN 24jul2018, USD   USD 07/24/2018 04/20/2018 ***.**** * 04/20/2018 ***.**** *
Freddie Mac, FRN 25jul2018, USD   USD 07/25/2018 04/20/2018 ***.**** * 04/20/2018 ***.**** *
Freddie Mac, FRN 6jul2018, USD   USD 07/06/2018 04/20/2018 ***.**** * 04/20/2018 ***.**** *
Freedom Mortgage,   USD 04/15/2025 04/20/2018 **.** *.** 04/20/2018 ***.** *.**
Freeport-McMoRan, 3.55% 1mar2022, USD   USD 03/01/2022 04/20/2018 **.** *.** 04/20/2018 **.** *.**
Freeport-McMoRan, 4% 14nov2021, USD   USD 11/14/2021 04/20/2018 ***.** *.** 04/20/2018 ***.* *.**
Freeport-McMoRan, 4.55% 14nov2024, USD   USD 11/14/2024 04/20/2018 **.** *.** 04/20/2018 **.** *.**
Freeport-McMoRan, 5.4% 14nov2034, USD   USD 11/14/2034 04/20/2018 **.* *.** 04/20/2018 **.** *.**
Fresenius Medical Care US Finance II Inc, 5.625% 31jul2019, USD   USD 07/31/2019 04/20/2018 ***.* * 04/20/2018 ***.* *.**
Fresenius Medical Care US Finance II Inc, 5.875% 31jan2022, USD   USD 01/31/2022 04/20/2018 ***.* *.** 04/20/2018 ***.** *.**
Fresenius Medical Care US Finance II Inc, 6.5% 15sep2018, USD   USD 09/15/2018 04/20/2018 ***.** *.** 04/20/2018 ***.* *.**
Fresenius U.S Finance II, 4.25% 1feb2021, USD   USD 02/01/2021 04/20/2018 ***.** *.** 04/20/2018 ***.** *.*
Frontier Communications, 10.5% 15sep2022, USD   USD 09/15/2022 04/20/2018 **.** **.** 04/20/2018 **.** **.**
Frontier Communications, 10.5% 15sep2022, USD   USD 09/15/2022 04/20/2018 **.** **.** 04/20/2018 **.** **.**
Frontier Communications, 11% 15sep2025, USD   USD 09/15/2025 04/20/2018 **.** **.* 04/20/2018 **.** **.**
Frontier Communications, 11% 15sep2025, USD   USD 09/15/2025 04/20/2018 **.** **.** 04/20/2018 **.** **.**
Frontier Communications, 8.5% 15apr2020, USD   USD 04/15/2020 04/20/2018 ***.** *.* 04/20/2018 ***.** *.**
Frontier Communications, 8.5% 1apr2026, USD   USD 04/01/2026 04/20/2018 **.** *.** 04/20/2018 **.** *.**
Frontier Communications, 8.75% 15apr2022, USD   USD 04/15/2022 04/20/2018 **.** **.** 04/20/2018 **.** **.**
Frontier Communications, 8.875% 15sep2020, USD   USD 09/15/2020 04/20/2018 ***.** *.** 04/20/2018 ***.** *.**
FS Investment, 4.25% 15jan2020, USD   USD 01/15/2020 04/20/2018 **.*** *.** 04/20/2018 ***.*** *.**
GameStop, 6.75% 15mar2021, USD   USD 03/15/2021 04/20/2018 ***.** *.** 04/20/2018 ***.* *.**
Gap, 5.95% 12apr2021, USD   USD 04/12/2021 04/20/2018 ***.*********** *.** 04/20/2018 ***.*********** *.*
General Dynamics, 1.875% 15aug2023, USD   USD 08/15/2023 04/20/2018 **.* *.** 04/20/2018 **.*** *.**
General Dynamics, 2.125% 15aug2026, USD   USD 08/15/2026 04/20/2018 **.*** *.** 04/20/2018 **.*** *.**
General Dynamics, 2.375% 15nov2024, USD   USD 11/15/2024 04/20/2018 **.** *.** 04/20/2018 **.** *.**
General Dynamics, 2.625% 15nov2027, USD   USD 11/15/2027 04/20/2018 **.*** *.** 04/20/2018 **.*** *.**
General Electric, 0.375% 17may2022, EUR   EUR 05/17/2022 04/20/2018 **.*** *.** 04/20/2018 **.** *.**
General Electric, 0.605% 17may2025, EUR   EUR 05/17/2025 04/20/2018 **.**** *.** 04/20/2018 **.** *.**
General Electric, 1.25% 26may2023, EUR   EUR 05/26/2023 04/20/2018 ***.*** *.** 04/20/2018 ***.** *.**
General Electric, 1.5% 17may2029, EUR   EUR 05/17/2029 04/20/2018 **.** *.** 04/20/2018 **.** *.**
General Electric, 1.875% 28may2027, EUR   EUR 05/28/2027 04/20/2018 ***.** *.** 04/20/2018 ***.** *.**
General Electric, 2.125% 17may2037, EUR   EUR 05/17/2037 04/20/2018 **.** *.** 04/20/2018 **.** *.**
General Electric, 2.25% 20jul2020, EUR   EUR 07/20/2020 04/20/2018 ***.** *.** 04/20/2018 ***.*** *.*
General Electric, 3.6% 15dec2032, USD   USD 12/15/2032 04/20/2018 **.*** *.** 04/20/2018 **.*** *.**
General Electric, 4% 15feb2023, USD   USD 02/15/2023 04/20/2018 ***.*** *.** 04/20/2018 ***.* *.**
General Electric, 4% 15jun2032, USD   USD 06/15/2032 04/20/2018 **.*** *.** 04/20/2018 **.** *.**
General Electric, 4.125% 15apr2030, USD   USD 04/15/2030 04/20/2018 **.*** *.** 04/20/2018 **.*** *.**
General Electric, 4.125% 15may2034, USD   USD 05/15/2034 04/20/2018 **.*** *.* 04/20/2018 **.*** *.**
General Electric, 4.125% 30jul2018, AUD   AUD 07/30/2018 04/20/2018 ***.** *.** 04/20/2018 ***.** *.*
General Electric, 4.150% 15may2034, USD   USD 05/15/2034 04/20/2018 **.*** *.** 04/20/2018 **.*** *.**
General Electric, 4.2% perp., USD   USD 04/20/2018 **.*** * 04/20/2018 **.*** *
General Electric, 4.35% 3nov2021, EUR   EUR 11/03/2021 04/20/2018 ***.*** *.** 04/20/2018 ***.** *.**
General Electric, 4.375% 31jul2019, GBP   GBP 07/31/2019 04/20/2018 ***.** *.** 04/20/2018 ***.** *.**
General Electric, 4.5% 15oct2025, USD   USD 10/15/2025 04/20/2018 ***.*** *.** 04/20/2018 ***.*** *.**
General Electric, 4.625% 22feb2027, EUR   EUR 02/22/2027 04/20/2018 ***.*** *.** 04/20/2018 ***.** *.**
General Electric, 4.93% 27jun2018, HKD   HKD 06/27/2018 04/20/2018 ***.**** *.** 04/20/2018 ***.**** *.**
General Electric, 5.125% 24may2023, GBP   GBP 05/24/2023 04/20/2018 ***.** *.** 04/20/2018 ***.** *.**
General Electric, 5.2% 15jul2034, USD   USD 07/15/2034 04/20/2018 ***.*** *.** 04/20/2018 ***.*** *.**
General Electric, 5.25% 15jun2034, USD   USD 06/15/2034 04/20/2018 ***.** *.** 04/20/2018 ***.*** *.**
General Electric, 5.375% 23jan2020, EUR   EUR 01/23/2020 04/20/2018 ***.** *.** 04/20/2018 ***.*** *.**
General Electric, 5.875% 18jan2033, GBP   GBP 01/18/2033 04/20/2018 ***.** *.** 04/20/2018 ***.** *.**
General Electric, 5.875% 4nov2020, GBP   GBP 11/04/2020 04/20/2018 ***.** *.** 04/20/2018 ***.** *.**
General Electric, 6% 15jan2019, EUR   EUR 01/15/2019 04/20/2018 ***.** -*.** 04/20/2018 ***.*** -*.**
General Electric, 6.025% 1mar2038, EUR   EUR 03/01/2038 04/20/2018 ***.*** *.** 04/20/2018 ***.** *.**
General Electric, 6.75% 6aug2018, GBP   GBP 08/06/2018 04/20/2018 ***.** *.* 04/20/2018 ***.** *.*
General Electric, FRN 28may2020, EUR   EUR 05/28/2020 04/20/2018 ***.** * 04/20/2018 ***.** *
General Electric Capital, 2.2% 9jan2020, USD   USD 01/09/2020 04/20/2018 **.** *.** 04/20/2018 **.** *.**
General Electric Capital, 2.3% 14jan2019, USD   USD 01/14/2019 04/20/2018 **.** *.** 04/20/2018 ***.** *.*
General Electric Capital, 2.5% 28mar2020, USD   USD 03/28/2020 04/20/2018 **.** *.** 04/20/2018 **.*** *.**
General Electric Capital, 2.875% 18jun2019, EUR   EUR 06/18/2019 04/20/2018 ***.*** -*.** 04/20/2018 ***.*** -*.**
General Electric Capital, 3.25% 30jul2019, SEK   SEK 07/30/2019 04/20/2018 ***.** *.* 04/20/2018 ***.** *.**
General Electric Capital, 3.856% 20jun2030, EUR   EUR 06/20/2030 04/20/2018 ***.**** *.** 04/20/2018 ***.**** *.**
General Electric Capital, 4% 15aug2018, USD   USD 08/15/2018 04/20/2018 ***.*** *.** 04/20/2018 ***.** *.**
General Electric Capital, 4% 15aug2019, USD   USD 08/15/2019 04/20/2018 ***.*** *.** 04/20/2018 ***.*** *.**
General Electric Capital, 4% 15jul2018, USD   USD 07/15/2018 04/20/2018 ***.*** *.** 04/20/2018 ***.**** *.**
General Electric Capital, 4% 15jul2032, USD   USD 07/15/2032 04/20/2018 **.*** *.** 04/20/2018 **.*** *.**
General Electric Capital, 4.125% 19sep2035, EUR   EUR 09/19/2035 04/20/2018 ***.*** *.** 04/20/2018 ***.** *.**
General Electric Capital, 4.875% 18sep2037, GBP   GBP 09/18/2037 04/20/2018 ***.** *.* 04/20/2018 ***.** *.**
General Electric Capital, 5% 15apr2022, USD   USD 04/15/2022 04/20/2018 ***.*** *.** 04/20/2018 ***.*** *.*
General Electric Capital, 5% 15jul2023, USD   USD 07/15/2023 04/20/2018 ***.** *.** 04/20/2018 ***.*** *.**
General Electric Capital, 5.25% 15mar2020, USD   USD 03/15/2020 04/20/2018 ***.*** *.** 04/20/2018 ***.** *.**
General Electric Capital, 5.25% 15may2018, USD   USD 05/15/2018 04/20/2018 ***.*** *.** 04/20/2018 ***.*** *.**
General Electric Capital, 5.25% 7dec2028, GBP   GBP 12/07/2028 04/20/2018 ***.** *.** 04/20/2018 ***.** *.**
General Electric Capital, 5.350% 15oct2020, USD   USD 10/15/2020 04/20/2018 ***.*** *.** 04/20/2018 ***.*** *.**
General Electric Capital, 5.375% 18dec2040, GBP   GBP 12/18/2040 04/20/2018 ***.** *.* 04/20/2018 ***.** *.**
General Electric Capital, 5.4% 15may2022, USD   USD 05/15/2022 04/20/2018 ***.** *.** 04/20/2018 ***.*** *.*
General Electric Capital, 5.5% 7jun2021, GBP   GBP 06/07/2021 04/20/2018 ***.** *.** 04/20/2018 ***.** *.**
General Electric Capital, 5.500% 15feb2022, USD   USD 02/15/2022 04/20/2018 ***.*** *.** 04/20/2018 ***.*** *.**
General Electric Capital, 5.625% 16sep2031, GBP   GBP 09/16/2031 04/20/2018 ***.** *.** 04/20/2018 ***.** *.**
General Electric Capital, 5.750% 15feb2023, USD   USD 02/15/2023 04/20/2018 ***.**** *.** 04/20/2018 ***.**** *.**
General Electric Capital, 5.875% 14jan2038, USD   USD 01/14/2038 04/20/2018 ***.** *.** 04/20/2018 ***.*** *.**
General Electric Capital, 6% 15jul2018, USD   USD 07/15/2018 04/20/2018 ***.*** *.** 04/20/2018 ***.*** *.**
General Electric Capital, 6.15% 15jun2018, USD   USD 06/15/2018 04/20/2018 ***.** *.** 04/20/2018 ***.*** *.**
General Electric Capital, 6.25% 29sep2020, GBP   GBP 09/29/2020 04/20/2018 ***.** *.** 04/20/2018 ***.** *.**
General Electric Capital, 6.3% 15may2018, USD   USD 05/15/2018 04/20/2018 ***.** *.** 04/20/2018 ***.** *.**
General Electric Capital, 6.667% 25jun2018, NOK   NOK 06/25/2018 04/20/2018 ***.**** *.** 04/20/2018 ***.**** *.**
General Electric Capital, 6.75% 15may2018, USD   USD 05/15/2018 04/20/2018 ***.*** *.** 04/20/2018 ***.*** *.**
General Electric Capital, 8.35% 3sep2022, MXN   MXN 09/03/2022 04/20/2018 ***.* *.** 04/20/2018 ***.** *.**
General Electric Capital, 8.87% 2jun2018, MXN   MXN 06/02/2018 04/20/2018 **.** *.** 04/20/2018 **.** *.**
General Electric Capital, FRN 14jan2019, USD   USD 01/14/2019 04/20/2018 ***.** * 04/20/2018 ***.** *
General Electric Capital, FRN 17may2021, EUR   EUR 05/17/2021 04/20/2018 **.** * 04/20/2018 ***.** *
General Electric Capital, FRN 28mar2020, USD   USD 03/28/2020 04/20/2018 **.** * 04/20/2018 *** *
General Electric Capital, FRN 9jan2020, USD   USD 01/09/2020 04/20/2018 ***.** * 04/20/2018 ***.** *
General Mills,   USD 04/17/2038 04/20/2018 **.** *.** 04/20/2018 ***.** *.**
General Mills,   USD 10/17/2023 04/20/2018 **.** *.** 04/20/2018 **.** *.**
General Mills,   USD 10/17/2023 04/20/2018 *** -*.** 04/20/2018 ***.** -*.*
General Mills,   USD 04/17/2048 04/20/2018 **.** *.** 04/20/2018 ***.** *.**
General Mills,   USD 04/17/2028 04/20/2018 **.** *.* 04/20/2018 **.** *.**
General Mills,   USD 04/17/2025 04/20/2018 **.* *.** 04/20/2018 **.** *.**
General Mills,   USD 04/16/2021 04/20/2018 ***.** -*.** 04/20/2018 ***.* -*.**
General Mills,   USD 04/16/2021 04/20/2018 **.** *.** 04/20/2018 *** *.**
General Mills, 1% 27apr2023, EUR   EUR 04/27/2023 04/20/2018 ***.* *.** 04/20/2018 ***.** *.**
General Mills, 1.5% 27apr2027, EUR   EUR 04/27/2027 04/20/2018 **.*** *.** 04/20/2018 **.** *.**
General Mills, 2.1% 16nov2020, EUR   EUR 11/16/2020 04/20/2018 ***.** *.** 04/20/2018 ***.** *.**
General Mills, 2.600% 12oct2022, USD   USD 10/12/2022 04/20/2018 **.*** *.** 04/20/2018 **.*** *.**
General Mills, 3.2% 10feb2027, USD   USD 02/10/2027 04/20/2018 **.** *.** 04/20/2018 **.*** *.**
General Mills, FRN 15jan2020, EUR   EUR 01/15/2020 04/20/2018 ***.** * 04/20/2018 ***.** *
General Mills, FRN 20mar2019, EUR   EUR 03/20/2019 04/20/2018 ***.**** * 04/20/2018 ***.**** *
General Motors, 2.45% 6nov2020, USD   USD 11/06/2020 04/20/2018 **.** *.** 04/20/2018 **.** *.*
General Motors, 3.25% 5jan2023, USD   USD 01/05/2023 04/20/2018 **.* *.** 04/20/2018 **.*** *.**
General Motors, 3.5% 2oct2018, USD   USD 10/02/2018 04/20/2018 ***.** *.** 04/20/2018 ***.*** *.**
General Motors, 3.5% 2oct2018, USD   USD 10/02/2018 04/20/2018 ***.** *.** 04/20/2018 ***.*** *.**
General Motors, 3.5% 7nov2024, USD   USD 11/07/2024 04/20/2018 **.*** *.** 04/20/2018 **.*** *.**
General Motors, 3.85% 5jan2028, USD   USD 01/05/2028 04/20/2018 **.** *.** 04/20/2018 **.*** *.**
General Motors, 4.2% 1oct2027, USD   USD 10/01/2027 04/20/2018 **.** *.** 04/20/2018 **.*** *.**
General Motors, 4.875% 2oct2023, USD   USD 10/02/2023 04/20/2018 ***.** *.** 04/20/2018 ***.*** *.**
General Motors, 4.875% 2oct2023, USD   USD 10/02/2023 04/20/2018 ***.**** *.** 04/20/2018 ***.**** *.**
General Motors, 5% 1apr2035, USD   USD 04/01/2035 04/20/2018 **.** *.** 04/20/2018 **.*** *.**
General Motors, 5.15% 1apr2038, USD   USD 04/01/2038 04/20/2018 **.** *.* 04/20/2018 **.** *.**
General Motors, 5.4% 1apr2048, USD   USD 04/01/2048 04/20/2018 **.*** *.** 04/20/2018 **.*** *.**
General Motors, 5.75% perp., USD   USD 04/20/2018 **.** * 04/20/2018 **.** *
General Motors, 6.25% 2oct2043, USD   USD 10/02/2043 04/20/2018 ***.**** *.** 04/20/2018 ***.**** *.**
General Motors, 6.25% 2oct2043, USD   USD 10/02/2043 04/20/2018 ***.** *.** 04/20/2018 ***.** *.**
General Motors, 6.75% 1apr2046, USD   USD 04/01/2046 04/20/2018 ***.** *.* 04/20/2018 ***.*** *.**
General Motors, 6.75% 1jun2018, USD   USD 06/01/2018 04/20/2018 ***.*** *.** 04/20/2018 ***.*** *.**
General Motors, FRN 5jan2023, USD   USD 01/05/2023 04/20/2018 ***.** * 04/20/2018 ***.** *
General Motors, FRN 6nov2020, USD   USD 11/06/2020 04/20/2018 **.** * 04/20/2018 ***.** *
General Motors, FRN 7aug2020, USD   USD 08/07/2020 04/20/2018 ***.** * 04/20/2018 ***.** *
Genesis Energy, 6.50% 1oct2025, USD   USD 10/01/2025 04/20/2018 **.** *.** 04/20/2018 **.** *.**
GenOn Escrow, 9.5% 15oct2018, USD   USD 10/15/2018 04/20/2018 **.* **.** 04/20/2018 **.** **.*
GenOn Escrow, 9.875% 15oct2020, USD   USD 10/15/2020 04/20/2018 **.* **.** 04/20/2018 **.** **.**
Georgia Power, 2% 30mar2020, USD   USD 03/30/2020 04/20/2018 **.*** *.** 04/20/2018 **.*** *.*
Georgia Power, 2% 8sep2020, USD   USD 09/08/2020 04/20/2018 **.** *.** 04/20/2018 **.** *.**
Georgia Power, 3.25% 30mar2027, USD   USD 03/30/2027 04/20/2018 **.*** *.** 04/20/2018 **.*** *.*
Gilead, 1.85% 20sep2019, USD   USD 09/20/2019 04/20/2018 **.** *.** 04/20/2018 **.*** *.**
Gilead, 1.85% 4sep2018, USD   USD 09/04/2018 04/20/2018 **.** *.** 04/20/2018 **.** *.**
Gilead, 1.95% 1mar2022, USD   USD 03/01/2022 04/20/2018 **.** *.** 04/20/2018 **.*** *.**
Gilead, 2.5% 1sep2023, USD   USD 09/01/2023 04/20/2018 **.*** *.** 04/20/2018 **.*** *.*
Gilead, 2.55% 1sep2020, USD   USD 09/01/2020 04/20/2018 **.** *.** 04/20/2018 **.** *.**
Gilead, 2.95% 1mar2027, USD   USD 03/01/2027 04/20/2018 **.** *.** 04/20/2018 **.*** *.**
Gilead, 3.25% 1sep2022, USD   USD 09/01/2022 04/20/2018 **.*** *.** 04/20/2018 ***.*** *.**
Gilead, 3.65% 1mar2026, USD   USD 03/01/2026 04/20/2018 **.** *.** 04/20/2018 **.** *.**
Gilead, 4% 1sep2036, USD   USD 09/01/2036 04/20/2018 **.** *.** 04/20/2018 **.*** *.**
Gilead, 4.15% 1mar2047, USD   USD 03/01/2047 04/20/2018 **.* *.** 04/20/2018 **.*** *.**
Gilead, 4.6% 1sep2035, USD   USD 09/01/2035 04/20/2018 ***.*** *.* 04/20/2018 ***.*** *.**
Gilead, 4.75% 1mar2046, USD   USD 03/01/2046 04/20/2018 ***.*** *.* 04/20/2018 ***.*** *.**
Glencore Funding, 2.875% 16apr2020, USD   USD 04/16/2020 04/20/2018 **.** *.** 04/20/2018 ***.** *.*
Glencore Funding, 3% 27oct2022, USD   USD 10/27/2022 04/20/2018 **.** *.** 04/20/2018 **.** *.**
Glencore Funding, 3.125% 29apr2019, USD   USD 04/29/2019 04/20/2018 **.** *.** 04/20/2018 ***.** *.**
Glencore Funding, 3.875% 27oct2027, USD   USD 10/27/2027 04/20/2018 **.** *.** 04/20/2018 **.** *.*
Glencore Funding, 4% 16apr2025, USD   USD 04/16/2025 04/20/2018 **.** *.** 04/20/2018 **.** *.**
Glencore Funding, 4% 27mar2027, USD   USD 03/27/2027 04/20/2018 **.** *.** 04/20/2018 **.** *.**
Glencore Funding, 4.625% 29apr2024, USD   USD 04/29/2024 04/20/2018 ***.** *.** 04/20/2018 ***.** *.*
Glencore Funding, FRN 15jan2019, USD   USD 01/15/2019 04/20/2018 ***.** * 04/20/2018 ***.** *
Global Partners, 6.25% 15jul2022, USD   USD 07/15/2022 04/20/2018 ***.*** *.** 04/20/2018 ***.*** *.**
GM Financial, 0.955% 7sep2023, EUR   EUR 09/07/2023 04/20/2018 **.*** *.** 04/20/2018 **.** *.**
GM Financial, 1.694% 26mar2025, EUR   EUR 03/26/2025 04/20/2018 ***.** *.** 04/20/2018 ***.* *.**
GM Financial, 1.875% 15oct2019, EUR   EUR 10/15/2019 04/20/2018 ***.** -* 04/20/2018 ***.** -*.**
GM Financial, 2.25% 6sep2024, GBP   GBP 09/06/2024 04/20/2018 **.** *.** 04/20/2018 **.** *.**
GM Financial, 2.35% 4oct2019, USD   USD 10/04/2019 04/20/2018 **.** *.** 04/20/2018 **.** *.**
GM Financial, 2.65% 13apr2020, USD   USD 04/13/2020 04/20/2018 **.*** *.** 04/20/2018 **.** *.**
GM Financial, 3.10% 15jan2019, USD   USD 01/15/2019 04/20/2018 ***.*** *.** 04/20/2018 ***.** *.**
GM Financial, 3.150% 30jun2022, USD   USD 06/30/2022 04/20/2018 **.** *.** 04/20/2018 **.*** *.**
GM Financial, 3.2% 6jul2021, USD   USD 07/06/2021 04/20/2018 **.*** *.** 04/20/2018 **.** *.**
GM Financial, 3.25% 15may2018, USD   USD 05/15/2018 04/20/2018 ***.**** *.** 04/20/2018 ***.**** *.**
GM Financial, 3.25% 15may2018, USD   USD 05/15/2018 04/20/2018 ***.** *.** 04/20/2018 ***.** *.**
GM Financial, 3.45% 14jan2022, USD   USD 01/14/2022 04/20/2018 **.** *.** 04/20/2018 **.** *.**
GM Financial, 3.55% 9apr2021, USD   USD 04/09/2021 04/20/2018 ***.** *.** 04/20/2018 ***.** *.**
GM Financial, 3.95% 13apr2024, USD   USD 04/13/2024 04/20/2018 **.** *.** 04/20/2018 **.*** *.**
GM Financial, 4% 6oct2026, USD   USD 10/06/2026 04/20/2018 **.*** *.** 04/20/2018 **.*** *.**
GM Financial, 4.25% 15may2023, USD   USD