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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 15 429 175 470 800
municipal
USD 316 20 392 157 179
corporate
USD 23336 9 674 406 479 316
EUR 762 517 265 915 000
GBP 178 87 328 824 000
AUD 147 51 481 774 000
INR 94 220 005 500 000
JPY 87 2 027 136 000 000
TRY 73 16 123 670 000
MXN 72 128 768 980 000
CAD 64 44 014 287 000
CHF 62 20 520 000 000
BRL 57 7 470 185 000
RUB 54 94 326 900 000
ZAR 46 62 921 530 000
CNY 36 16 362 540 000
HKD 32 15 201 000 000
ILS 29 12 263 228 005
IDR 28 20 637 862 000 000
NZD 26 9 536 723 000
SEK 20 19 455 000 000
NOK 19 16 518 500 000
COP 17 1 835 285 000 000
UAH 10 2 526 664 870
RON 8 474 000 000
PEN 7 479 300 000
SGD 6 2 601 570 000
PLN 5 318 000 000
CLP 5 74 470 000 000
CRC 4 14 400 000 000
KZT 4 26 327 000 000
MYR 4 218 000 000
PHP 3 6 450 000 000
ITL 3 3 150 000 000 000
NGN 3 7 000 000 000
UZS 3 240 000 000 000
DEM 3 1 200 000 000
CZK 2 1 800 000 000
ZMW 2 417 500 000
UYU 2 1 728 000 000
ARS 2 2 724 000 000
GHS 2 74 000 000
EGP 2 795 000 000
KRW 1 6 000 000 000
DOP 1 450 000 000
JMD 1 12 000 000 000
NAD 1 180 000 000
RWF 1 15 000 000 000
SAR 1 555 000 000
all issues

News and comments

11/08/2018 New bond issue: USA issued bonds (US912810SE91) with a 3.375% coupon for USD 22,874.7m maturing in 2048
04/26/2018 Moody's Investors Service affirms USA at "Aaa" (LT- local currency credit rating); outlook stable
04/26/2018 Moody's Investors Service affirms USA at "Aaa" (LT- foreign currency credit rating); outlook stable
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
All news
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05/11/2018 Rating-Agentur Expert RA Research Report on USA
все новости компании

Documents

all documents

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.) ***
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
Goldman Sachs, FRN 5dec2023, USD - International bonds XS1610679893 3M LIBOR USD 10 000 000  USD 12/05/2018 12/05/2023
Crestline Denali CLO XIV 2016-1X, 0% 23oct2031, USD (ABS) - International bonds USG2542MAG09 0% 10 000 000  USD 11/20/2018 10/23/2031
Federal Home Loan Banks, 2.915% 13may2022, USD - Domestic bonds US3130AFG680 2.915% 4 800 000  USD 11/15/2018 05/13/2022
Federal Home Loan Banks, 4.04% 27nov2028, USD - Domestic bonds US3130AFG763 4.04% 10 000 000  USD 11/15/2018 11/27/2028
Federal Home Loan Banks, 3.875% 29nov2028, USD - Domestic bonds US3130AFG847 3.875% 10 000 000  USD 11/15/2018 11/29/2028
Federal Home Loan Banks, 3.75% 27nov2028, USD - Domestic bonds US3130AFG920 3.75% 10 000 000  USD 11/15/2018 11/27/2028
Federal Home Loan Banks, 4% 30nov2029, USD - Domestic bonds US3130AFGA91 4% 45 000 000  USD 11/15/2018 11/30/2029
Federal Home Loan Banks, 2.9% 27may2022, USD - Domestic bonds US3130AFGB74 2.9% 4 800 000  USD 11/15/2018 05/27/2022
Federal Home Loan Banks, 2.95% 27apr2023, USD - Domestic bonds US3130AFGC57 2.95% 32 000 000  USD 11/15/2018 04/27/2023
Federal Home Loan Banks, 2.75% 19nov2019, USD - Domestic bonds US3130AFGD31 2.75% 18 300 000  USD 11/15/2018 11/19/2019
all issues

World Bond Market Indicators

Daily indices

Type: 11/16/2018 11/15/2018 11/14/2018 11/13/2018 11/12/2018 11/09/2018 11/08/2018
T-Note Futures (USA)
2 Year T-Note Futures 105.47 105.41 105.33 105.29 105.28 105.23 105.18
5 Year T-Note Futures 112.81 112.67 112.46 112.33 112.32 112.13 111.97
10 Year T-Note Futures 119.12 118.97 118.61 118.41 118.42 118.14 117.86
30 Year T-Bond Futures 139.28 139.25 138.59 138.34 138.62 137.97 137.31
show other indices

World Bond market statistics

Monthly indices

Type Oct 2018 Sep 2018 Aug 2018 Jul 2018 Jun 2018 May 2018 Apr 2018
Corporate bond market (USA)
Number of new issues of US corporate bonds 453 455 458 305 409 411  
Government agencies outst., USD mln 1 218 048.80 1 219 711.50 1 237 830.64 1 207 985.23 1 213 296.71 1 192 724.35  
New issues of corporate bonds, USA, USD mln 141 343.54 156 014.41 127 018.70 104 274.48 142 475.16 144 189.19  
New issues of financial inst. bonds, USA, USD mln 12 749.01 32 414.11 26 096.40 46 823.42 21 651.79 25 079.34  
New issues of non-financial inst. bonds, USA, USD mln 127 983.84 123 600.29 100 922.30 57 451.06 120 823.37 106 859.84  
Government Bond Market (USA)
USA govt Bonds outst., USD bln (without Bills) 14 681.56 14 650.05 14 495.91 14 379.84 14 305.14 14 161.58 14 070.57
New US government bond issues, USD bln (without Bills) 163.00 141.00 199.82 172.30 144.45 206.80 194.69
Number of US government bond issues outs. (without Bills) 365 365 364 362 362 362 362
show other indices

Quarterly indices

Type III 2018 II 2018 I 2018 IV 2017 III 2017 II 2017 I 2017
US Bond Market Outstanding (SIFMA)
Municipal bonds outstanding, bln. USD   3 853 3 851 3 871 3 829 3 854 3 847
Treasury bonds outstanding, bln. USD   14 972 14 933 14 469 14 188 13 998 13 954
Mortgage Related bonds outstanding, bln. USD 9 658 9 484 9 383 9 305 9 185 9 123 9 087
Corporate bonds outstanding, bln. USD   9 074 9 077 9 002 9 004 8 882 8 787
Federal Agency securities outstanding, bln. USD   1 900 1 913 1 935 1 941 1 954 1 982

New issues of Developed markets International Bonds

Monthly indices

Type Oct 2018 Sep 2018 Aug 2018 Jul 2018 Jun 2018 Jun 2018 May 2018
New issues of USA bonds
New issues of USA bonds (Agriculture), USD bln 0.500 2.455 0.000 0.000 0.000 0.000 0.000
Number of new USA bond issues (Agriculture) 1.000 5.000 0.000 0.000 0.000 0.000 0.000
New issues of USA bonds (Banks), USD bln 5.328 14.009 14.235 39.428 11.627 11.730 20.757
Number of new USA bond issues (Banks) 25.000 37.000 40.000 52.000 34.000 44.000 58.000
New issues of USA bonds (Ferrous metals), USD bln 0.000 2.476 0.000 0.000 0.000 0.000 0.000
Number of new USA bond issues (Ferrous metals) 0.000 5.000 0.000 0.000 0.000 0.000 0.000
New issues of USA bonds (Other sectors), USD bln 31.356 57.241 21.119 3.270 3.538 5.644 5.320
Number of new USA bond issues (Other sectors) 62.000 61.000 50.000 11.000 6.000 17.000 18.000
New issues of USA bonds (Information and High Technologies), USD bln 4.972 7.289 4.553 0.730 1.600 2.470 8.605
Number of new USA bond issues (Information and High Technologies) 8.000 10.000 6.000 2.000 4.000 7.000 17.000
New issues of USA bonds (Public utilities), USD bln 0.818 0.000 2.125 0.000 0.000 0.000 1.075
Number of new USA bond issues (Public utilities) 1.000 0.000 4.000 0.000 0.000 0.000 2.000
New issues of USA bonds (Light industry), USD bln 0.400 0.000 0.400 0.000 0.000 0.000 0.500
Number of new USA bond issues (Light industry) 1.000 0.000 1.000 0.000 0.000 0.000 1.000
New issues of USA bonds (Engineering industry), USD bln 4.000 7.869 12.650 0.400 2.934 2.934 13.600
Number of new USA bond issues (Engineering industry) 8.000 17.000 11.000 1.000 7.000 7.000 19.000
New issues of USA bonds (Healthcare), USD bln 2.532 16.659 7.658 0.202 6.250 6.925 7.544
Number of new USA bond issues (Healthcare) 8.000 16.000 13.000 1.000 10.000 11.000 9.000
New issues of USA bonds (Oil and gas), USD bln 3.610 4.380 6.875 1.950 4.400 7.300 3.710
Number of new USA bond issues (Oil and gas) 10.000 11.000 13.000 4.000 6.000 10.000 7.000
New issues of USA bonds (Food industry), USD bln 10.206 8.000 4.800 0.250 3.000 3.000 13.000
Number of new USA bond issues (Food industry) 15.000 6.000 6.000 1.000 3.000 3.000 16.000
New issues of USA bonds (Communication), USD bln 29.905 6.141 6.260 2.854 8.252 10.218 5.386
Number of new USA bond issues (Communication) 42.000 6.000 6.000 2.000 6.000 9.000 6.000
New issues of USA bonds (Media and Entertainment), USD bln 0.289 0.600 0.000 0.088 0.700 1.010 0.693
Number of new USA bond issues (Media and Entertainment) 1.000 1.000 0.000 1.000 1.000 2.000 2.000
New issues of USA bonds (Construction and development), USD bln 1.828 1.092 2.000 2.101 2.875 3.066 3.451
Number of new USA bond issues (Construction and development) 4.000 5.000 5.000 5.000 7.000 9.000 9.000
New issues of USA bonds (Trade and retail), USD bln 0.750 2.233 0.000 0.500 18.836 18.836 18.047
Number of new USA bond issues (Trade and retail) 1.000 5.000 0.000 1.000 13.000 13.000 12.000
New issues of USA bonds (Transportation), USD bln 1.550 2.825 0.000 3.350 7.650 7.650 0.974
Number of new USA bond issues (Transportation) 3.000 4.000 0.000 8.000 10.000 10.000 4.000
New issues of USA bonds (Financial institutions), USD bln 12.595 19.443 13.758 10.889 10.025 11.876 19.380
Number of new USA bond issues (Financial institutions) 41.000 56.000 34.000 31.000 30.000 34.000 70.000
New issues of USA bonds (Chemical and petrochemical industry), USD bln 3.834 0.000 2.958 0.000 0.600 0.600 0.872
Number of new USA bond issues (Chemical and petrochemical industry) 7.000 0.000 7.000 0.000 1.000 1.000 2.000
New issues of USA bonds (Non-ferrous metals), USD bln 0.000 0.000 0.000 0.000 0.400 0.400 0.285
Number of new USA bond issues (Non-ferrous metals) 0.000 0.000 0.000 0.000 1.000 1.000 1.000
New issues of USA bonds (Timber and paper&pulp industry), USD bln 0.000 0.350 0.600 0.000 0.000 0.000 0.000
Number of new USA bond issues (Timber and paper&pulp industry) 0.000 1.000 2.000 0.000 0.000 0.000 0.000
New issues of USA bonds (Ferrous metals), USD bln 0.000 0.000 0.000 0.000 0.000 0.000 0.000
Number of new USA bond issues (Ferrous metals) 0.000 0.000 0.000 0.000 0.000 0.000 0.000
New issues of USA bonds (Power), USD bln 9.501 6.950 10.049 3.400 11.940 12.435 8.191
Number of new USA bond issues (Power) 19.000 14.000 19.000 6.000 22.000 23.000 20.000
show other indices

Developed Markets International Bonds

Monthly indices

Type Oct 2018 Sep 2018 Aug 2018 Jul 2018 Jun 2018 May 2018 Apr 2018
International bonds Developed Markets
USA corporate international bonds, USD bln 4 762.830 4 785.220 4 688.334 4 657.693 4 647.776 4 620.028 4 604.097
show other indices

Money market

Daily indices

Type: 11/16/2018 11/15/2018 11/14/2018 11/13/2018 11/12/2018 11/09/2018 11/08/2018
The U.S. interest rates indicators
Federal Funds Effective Rate US   2.200 2.200     2.190 2.200
US Prime Rate   5.250 5.250     5.250 5.250
SOFR
SOFR   2.28 2.20 2.20   2.20 2.21
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 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, % 2.75 0.25 27.09.2018

BofA Merrill Lynch

Daily indices

Type: 11/15/2018 11/14/2018 11/13/2018 11/12/2018 11/08/2018 11/07/2018 11/06/2018
BofA Merrill Lynch US and Global High Yield Indices
H0A0 US High Yield Master II Index, Spread-Govt  411 399 389 371 357 360 368
H0A0, total return 1 261.25 1 266.64 1 270.93 1 276.89 1 281.29 1 280.70 1 277.07
H0A0, %YTD USD 0.08 0.35 0.69 1.16 1.51 1.47 1.18
H0A0, effective yield 7.07 6.96 6.90 6.78 6.67 6.68 6.75
H0A0, effective duration 4.13 4.11 4.10 4.07 4.06 4.07 4.10
BofA Merrill Lynch Global EM and EM Makets Credit Indices
IC00 The BofA Merrill Lynch Global Emerging Markets Credit Index, Spread-Govt  489 482 477 467 458 458 464
IC1B The BofA Merrill Lynch BB Global Emerging Markets Credit Index, Spread-Govt  329 323 320 312 305 306 310
IC1C The BofA Merrill Lynch CCC & Lower Global Emerging Markets Credit Index, Spread-Govt  1 078 1 063 1 053 1 048 1 036 1 035 1 041
IC2B The BofA Merrill Lynch Single-B Global Emerging Markets Credit Index, Spread-Govt   589 582 576 563 551 551 560
ICP0 The BofA Merrill Lynch Emerging Markets Credit Plus Index, Spread-Govt  341 335 330 324 316 316 320
ICPD The BofA Merrill Lynch US Emerging Markets Credit Plus Index, Spread-Govt  361 356 351 343 335 336 339
ICPC The BofA Merrill Lynch Emerging Markets Credit Plus Constrained Index, Spread-Govt  340 335 330 324 316 317 321
ICPE The BofA Merrill Lynch Euro Emerging Markets Credit Plus Index, Spread-Govt  295 288 283 280 272 273 277
show other indices

Risk Management Institute

Daily indices

Type: 11/16/2018 11/15/2018 11/14/2018 11/13/2018 11/12/2018 11/09/2018 11/08/2018
RMI CVI - North America
US CVI value weighted  6.89 6.92 6.93 6.80 6.79 6.30 6.06
US CVI tail  257.89 247.43 250.67 242.46 243.64 245.77 228.53
US CVI equally weighted  67.58 66.59 66.16 64.71 64.11 61.85 58.39
show other indices

Macroeconomic Indicators (World economy)

Monthly indices

Type Sep 2018 Aug 2018 Jul 2018 Jun 2018 May 2018 Apr 2018 Mar 2018
Inflation Rate (World), % to the same period of the previous year
Inflation Rate (United States) 2.30 2.70 2.90 2.90 2.80 2.50 2.40
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: 11/16/2018 11/15/2018 11/14/2018 11/13/2018 11/12/2018 11/09/2018 11/08/2018
Stock market (Developed countries)
Dow Jones 25 413 25 289 25 081 25 286 25 387 25 989 26 191
S&P 500 2 741 2 730 2 702 2 722 2 726 2 781 2 807
NASDAQ Composite  7 264.19 7 259.03 7 136.39 7 200.88 7 200.87 7 406.90 7 530.88
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 11/16/2018 **.** *.** 11/16/2018 **.** *.**
21st Century Fox America, 3.7% 15oct2025, USD   USD 10/15/2025 11/16/2018 **.** *.** 11/16/2018 ***.** *.**
21st Century Fox America, 3.7% 15sep2024, USD   USD 09/15/2024 11/16/2018 **.*** *.** 11/16/2018 **.* *.**
21st Century Fox America, 3.7% 15sep2024, USD   USD 09/15/2024 11/16/2018 **.*** *.** 11/16/2018 ***.*** *.**
21st Century Fox America, 4.5% 15feb2021, USD   USD 02/15/2021 11/16/2018 ***.** *.** 11/16/2018 ***.** *.**
21st Century Fox America, 4.75% 15nov2046, USD   USD 11/15/2046 11/16/2018 ***.** *.** 11/16/2018 ***.** *.**
21st Century Fox America, 4.75% 15sep2044, USD   USD 09/15/2044 11/16/2018 ***.** *.** 11/16/2018 ***.** *.**
21st Century Fox America, 4.75% 15sep2044, USD   USD 09/15/2044 11/16/2018 ***.*** *.** 11/16/2018 ***.** *.**
21st Century Fox America, 6.4% 15dec2035, USD   USD 12/15/2035 11/16/2018 ***.** *.** 11/16/2018 ***.** *.**
21st Century Fox America, 6.55% 15mar2033, USD   USD 03/15/2033 11/16/2018 ***.** *.** 11/16/2018 ***.** *.**
21st Century Oncology, 11% 1may2023   USD 05/01/2023 11/16/2018 ** * 11/16/2018 ** *
3M Company, 0.375% 15feb2022, USD   EUR 02/15/2022 11/16/2018 ***.** *.** 11/16/2018 ***.** *.**
3M Company, 0.95% 15may2023, EUR   EUR 05/15/2023 11/16/2018 ***.** *.** 11/16/2018 ***.** *.**
3M Company, 1.5% 2jun2031, EUR   EUR 06/02/2031 11/16/2018 ***.** *.* 11/16/2018 ***.* *.**
3M Company, 1.5% 9nov2026, EUR   EUR 11/09/2026 11/16/2018 *** *.** 11/16/2018 ***.** *.**
3M Company, 1.75% 15may2030, EUR   EUR 05/15/2030 11/16/2018 ***.** *.** 11/16/2018 ***.** *.**
3M Company, 1.875% 15nov2021, EUR   EUR 11/15/2021 11/16/2018 ***.** *.* 11/16/2018 ***.** *.**
3M Company, FRN 15may2020, EUR   EUR 05/15/2020 11/16/2018 ***.** * 11/16/2018 ***.** *
AB InBev Worldwide, 3.5% 12jan2024, USD   USD 01/12/2024 11/16/2018 **.** *.** 11/16/2018 ** *.**
AB InBev Worldwide, 3.75% 15jan2022, USD   USD 01/15/2022 11/16/2018 **.*** *.** 11/16/2018 ***.** *.**
AB InBev Worldwide, 4% 13apr2028, USD   USD 04/13/2028 11/16/2018 **.*** *.** 11/16/2018 **.** *.**
AB InBev Worldwide, 4.375% 15apr2038, USD   USD 04/15/2038 11/16/2018 **.** *.** 11/16/2018 **.** *.**
AB InBev Worldwide, 4.439% 6oct2048, USD   USD 10/06/2048 11/16/2018 **.** *.* 11/16/2018 **.** *.**
AB InBev Worldwide, 4.6% 15apr2048, USD   USD 04/15/2048 11/16/2018 **.** *.** 11/16/2018 **.** *.**
AB InBev Worldwide, 4.75% 15apr2058, USD   USD 04/15/2058 11/16/2018 **.** *.** 11/16/2018 **.** *.**
AB InBev Worldwide, 4.95% 15jan2042, USD   USD 01/15/2042 11/16/2018 **.* *.** 11/16/2018 **.*** *.**
AB InBev Worldwide, 5.875% 15jun2035, USD   USD 06/15/2035 11/16/2018 ***.**** *.** 11/16/2018 ***.**** *.**
AB InBev Worldwide, 6.375% 15jan2040, USD   USD 01/15/2040 11/16/2018 ***.* *.** 11/16/2018 ***.** *.**
AB InBev Worldwide, 6.875% 15nov2019, USD   USD 11/15/2019 11/16/2018 ***.** *.** 11/16/2018 ***.** *.**
AB InBev Worldwide, 6.875% 15nov2019, USD   USD 11/15/2019 11/16/2018 ***.*** *.** 11/16/2018 ***.*** *.**
AB InBev Worldwide, 8.2% 15jan2039, USD   USD 01/15/2039 11/16/2018 ***.** *.* 11/16/2018 ***.** *.**
AB InBev Worldwide, FRN 12jan2024, USD   USD 01/12/2024 11/16/2018 **.** * 11/16/2018 **.*** *
ABB Finance USA, 2.8% 3apr2020, USD   USD 04/03/2020 11/16/2018 **.** *.** 11/16/2018 **.** *.**
ABB Finance USA, 3.375% 3apr2023, USD   USD 04/03/2023 11/16/2018 **.** *.** 11/16/2018 **.** *.*
ABB Finance USA, 3.8% 3apr2028, USD   USD 04/03/2028 11/16/2018 **.*** *.* 11/16/2018 **.** *.**
Abbott Laboratories, 0% 27sep2020, EUR (731D)   EUR 09/27/2020 11/16/2018 **.* *.** 11/16/2018 **.** *.**
Abbott Laboratories, 0.875% 27sep2023, EUR   EUR 09/27/2023 11/16/2018 **.** *.* 11/16/2018 **.** *.**
Abbott Laboratories, 1.5% 27sep2026, EUR   EUR 09/27/2026 11/16/2018 **.** *.** 11/16/2018 **.** *.**
Abbott Laboratories, 2.55% 15mar2022, USD   USD 03/15/2022 11/16/2018 **.** *.** 11/16/2018 **.*** *.**
Abbott Laboratories, 2.9% 30nov2021, USD   USD 11/30/2021 11/16/2018 **.*** *.* 11/16/2018 **.** *.**
Abbott Laboratories, 2.95% 15mar2025, USD   USD 03/15/2025 11/16/2018 **.** *.** 11/16/2018 **.** *.*
Abbott Laboratories, 3.4% 30nov2023, USD   USD 11/30/2023 11/16/2018 **.** *.** 11/16/2018 **.** *.**
Abbott Laboratories, 3.75% 30nov2026, USD   USD 11/30/2026 11/16/2018 **.** *.** 11/16/2018 **.* *.**
Abbott Laboratories, 4.75% 30nov2036, USD   USD 11/30/2036 11/16/2018 ***.** *.** 11/16/2018 ***.** *.**
Abbott Laboratories, 4.9% 30nov2046, USD   USD 11/30/2046 11/16/2018 ***.*** *.** 11/16/2018 ***.** *.**
AbbVie, 0.375% 18nov2019, EUR   EUR 11/18/2019 11/16/2018 ***.** -*.** 11/16/2018 ***.** -*.**
AbbVie, 1.375% 17may2024, EUR   EUR 05/17/2024 11/16/2018 ***.** *.** 11/16/2018 ***.** *.*
AbbVie, 2.125% 17nov2028, EUR   EUR 11/17/2028 11/16/2018 **.** *.** 11/16/2018 ***.** *.*
AbbVie, 2.5% 14may2020, USD   USD 05/14/2020 11/16/2018 **.*** *.** 11/16/2018 **.** *.**
AbbVie, 2.9% 6nov2022, USD   USD 11/06/2022 11/16/2018 **.**** * 11/16/2018 **.*** *.**
AbbVie, 2.9% 6nov2022, USD   USD 11/06/2022 11/16/2018 **.** *.** 11/16/2018 **.** *.**
AbbVie, 3.2% 6nov2022, USD   USD 11/06/2022 11/16/2018 **.*** *.** 11/16/2018 **.** *.**
AbbVie, 3.375% 14nov2021, USD   USD 11/14/2021 11/16/2018 **.** *.** 11/16/2018 **.** *.**
AbbVie, 3.6% 14may2025, USD   USD 05/14/2025 11/16/2018 **.** *.** 11/16/2018 **.** *.**
AbbVie, 3.75% 14nov2023, USD   USD 11/14/2023 11/16/2018 **.*** * 11/16/2018 **.** *.**
AbbVie, 4.25% 14nov2028, USD   USD 11/14/2028 11/16/2018 **.*** *.** 11/16/2018 **.** *.**
AbbVie, 4.4% 6nov2042, USD   USD 11/06/2042 11/16/2018 **.** *.** 11/16/2018 **.** *.**
AbbVie, 4.5% 14may2035, USD   USD 05/14/2035 11/16/2018 **.** *.* 11/16/2018 **.*** *.*
AbbVie, 4.7% 14may2045, USD   USD 05/14/2045 11/16/2018 **.*** *.** 11/16/2018 **.** *.**
AbbVie, 4.875% 14nov2048, USD   USD 11/14/2048 11/16/2018 **.*** *.* 11/16/2018 **.** *.**
ABC Supply, 5.875% 15may2026, USD   USD 05/15/2026 11/16/2018 **.* *.** 11/16/2018 **.** *.**
Acadia Healthcare, 5.125% 1jul2022, USD   USD 07/01/2022 11/16/2018 **.** *.** 11/16/2018 ***.** *.*
Acadia Healthcare, 5.625% 15feb2023, USD   USD 02/15/2023 11/16/2018 ***.** *.** 11/16/2018 ***.** *.**
Acadia Healthcare, 6.5% 1mar2024, USD   USD 03/01/2024 11/16/2018 ***.** *.** 11/16/2018 ***.** *.**
ACC Operating Partnership, 3.35% 1oct2020, USD   USD 10/01/2020 11/16/2018 **.*** *.** 11/16/2018 **.*** *.**
ACE Cash Express, 12% 15dec2022, USD   USD 12/15/2022 11/16/2018 **.** **.** 11/16/2018 ***.** **.**
ACE Group, 9.7% 1apr2030   USD 04/01/2030 11/16/2018 ***.*** *.** 11/16/2018 ***.*** *.**
ACI Worldwide, 5.75% 15aug2026, USD   USD 08/15/2026 11/16/2018 **.** *.** 11/16/2018 ***.** *.**
ACI Worldwide, 6.875% 29nov2032, USD   USD 11/29/2032 11/16/2018 *** *.** 11/16/2018 *** *.**
Activision Blizzard, 2.3% 15sep2021, USD   USD 09/15/2021 11/16/2018 **.*** *.** 11/16/2018 **.*** *.**
Activision Blizzard, 3.4% 15sep2026, USD   USD 09/15/2026 11/16/2018 **.*** *.** 11/16/2018 **.** *.**
Adient Global Holdings, 3.5% 15aug2024, EUR   EUR 08/15/2024 11/16/2018 **.** *.** 11/16/2018 **.** *.**
Advanced Disposal Services, 5.625% 15nov2024, USD   USD 11/15/2024 11/16/2018 **.** *.** 11/16/2018 **.** *.**
Advanced Micro Devices, 6.75% 1mar2019, USD   USD 03/01/2019 11/16/2018 **.** **.** 11/16/2018 ***.** -*.**
Advanced Micro Devices, 7% 1jul2024, USD   USD 07/01/2024 11/16/2018 ***.* *.** 11/16/2018 ***.** *.**
Advanced Micro Devices, 7.5% 15aug2022, USD   USD 08/15/2022 11/16/2018 ***.** *.** 11/16/2018 ***.* *.*
Adventist Health System, 3.378% 1mar2023   USD 03/01/2023 11/16/2018 **.**** *.** 11/16/2018 **.**** *.**
AECOM, 5.125% 15mar2027, USD   USD 03/15/2027 11/16/2018 **.** *.** 11/16/2018 **.** *.**
AECOM, 5.125% 15mar2027, USD   USD 03/15/2027 11/16/2018 **.** *.** 11/16/2018 **.** *.**
AEGON Funding, 5.75% 15dec2020, USD   USD 12/15/2020 11/16/2018 ***.*** *.** 11/16/2018 ***.** *.**
AEP Texas, 2.4% 1oct2022, USD   USD 10/01/2022 11/16/2018 **.*** *.** 11/16/2018 **.*** *.**
AEP Texas, 3.95% 1jun2028, USD   USD 06/01/2028 11/16/2018 **.** *.* 11/16/2018 **.** *.**
AEP Transmission Company, 3.1% 1dec2026, USD   USD 12/01/2026 11/16/2018 **.*** *.** 11/16/2018 **.*** *.**
AEP Transmission Company, 3.75% 1dec2047, USD   USD 12/01/2047 11/16/2018 **.*** *.** 11/16/2018 **.** *.**
AEP Transmission Company, 4% 1dec2046, USD   USD 12/01/2046 11/16/2018 **.*** *.** 11/16/2018 **.*** *.**
AEP Transmission Company, 4.25% 15sep2048, USD   USD 09/15/2048 11/16/2018 **.** *.* 11/16/2018 **.*** *.**
AES Corp, 5.5% 15apr2025, USD   USD 04/15/2025 11/16/2018 **.** *.** 11/16/2018 ***.** *.**
Aetna, 3.875% 15aug2047, USD   USD 08/15/2047 11/16/2018 **.*** *.** 11/16/2018 **.** *.**
Affiliated Managers Group, 3.5% 1aug2025, USD   USD 08/01/2025 11/16/2018 **.** *.** 11/16/2018 **.** *.**
Aflac, 0.932% 25jan2027, JPY   JPY 01/25/2027 11/16/2018 ***.*** *.* 11/16/2018 ***.*** *.**
Aflac, 2.108% 23oct2047, JPY   JPY 10/23/2047 11/16/2018 ***.*** *.** 11/16/2018 ***.*** *.*
Aflac, 2.4% 16mar2020, USD   USD 03/16/2020 11/16/2018 **.** *.** 11/16/2018 ***.** *.**
Aflac, 2.875% 15oct2026, USD   USD 10/15/2026 11/16/2018 **.** *.* 11/16/2018 **.* *.**
Aflac, 3.25% 17mar2025, USD   USD 03/17/2025 11/16/2018 **.*** *.** 11/16/2018 **.*** *.**
Aflac, 4% 15oct2046, USD   USD 10/15/2046 11/16/2018 **.*** *.** 11/16/2018 **.*** *.**
Aflac, 4.75% 15jan2049, USD   USD 01/15/2049 11/16/2018 **.** *.** 11/16/2018 **.* *.**
Agilent Technologies, 3.05% 22sep2026, USD   USD 09/22/2026 11/16/2018 **.** *.** 11/16/2018 **.*** *.**
Agricultural Bank Of China (NY), 2.75% 21may2020   USD 05/21/2020 11/16/2018 **.************ *.** 11/16/2018 **.************ *.**
AIG Global Funding, 1.9% 6oct2021, USD   USD 10/06/2021 11/16/2018 **.** *.** 11/16/2018 ***.** *.**
AIG Global Funding, 2.15% 2jul2020, USD   USD 07/02/2020 11/16/2018 **.** *.** 11/16/2018 **.* *.**
AIG Global Funding, 2.7% 15dec2021, USD   USD 12/15/2021 11/16/2018 **.** *.* 11/16/2018 **.** *.**
AIG Global Funding, FRN 25jun2021, USD   USD 06/25/2021 11/16/2018 ***.**** * 11/16/2018 ***.**** *
AIG Sunamerica Global Financing X, 8.125% 28apr2023, USD   USD 04/28/2023 11/16/2018 ***.*** *.** 11/16/2018 ***.*** *.**
Air Lease Corp, 2.125% 15jan2020, USD   USD 01/15/2020 11/16/2018 **.** *.** 11/16/2018 **.** *.**
Air Lease Corp, 2.5% 1mar2021, USD   USD 03/01/2021 11/16/2018 **.** *.** 11/16/2018 **.** *.**
Air Lease Corp, 2.625% 1jul2022, USD   USD 07/01/2022 11/16/2018 **.*** *.** 11/16/2018 **.*** *.**
Air Lease Corp, 2.75% 15jan2023, USD   USD 01/15/2023 11/16/2018 **.*** *.* 11/16/2018 **.** *.**
Air Lease Corp, 3% 15sep2023, USD   USD 09/15/2023 11/16/2018 **.** *.** 11/16/2018 **.** *.**
Air Lease Corp, 3.25% 1mar2025, USD   USD 03/01/2025 11/16/2018 **.*** *.** 11/16/2018 **.** *.**
Air Lease Corp, 3.5% 15jan2022, USD   USD 01/15/2022 11/16/2018 **.** *.** 11/16/2018 **.** *.*
Air Lease Corp, 3.625% 1apr2027, USD   USD 04/01/2027 11/16/2018 **.** *.** 11/16/2018 **.** *.**
Air Lease Corp, 3.625% 1dec2027, USD   USD 12/01/2027 11/16/2018 **.** *.** 11/16/2018 **.** *.**
Air Lease Corp, 3.875% 1apr2021, USD   USD 04/01/2021 11/16/2018 **.*** *.** 11/16/2018 ***.*** *.**
Air Lease Corp, 3.875% 3jul2023, USD   USD 07/03/2023 11/16/2018 **.** *.** 11/16/2018 **.** *.**
Air Lease Corp, 4.625% 1oct2028, USD   USD 10/01/2028 11/16/2018 **.** *.** 11/16/2018 **.** *.**
Air Products and Chemicals, 0.375% 1jun2021, EUR   EUR 06/01/2021 11/16/2018 ***.** *.** 11/16/2018 ***.** -*.**
Air Products and Chemicals, 1% 12feb2025, EUR   EUR 02/12/2025 11/16/2018 ***.** *.** 11/16/2018 ***.** *.**
Air Products and Chemicals, 2% 7aug2020, EUR   EUR 08/07/2020 11/16/2018 ***.** -*.** 11/16/2018 ***.** -*.**
Aircastle, 4.125% 1may2024, USD   USD 05/01/2024 11/16/2018 **.** *.** 11/16/2018 **.*** *.**
Alabama Power, 2.45% 30mar2022, USD   USD 03/30/2022 11/16/2018 **.** *.** 11/16/2018 **.** *.**
Alabama Power, 3.7% 1dec2047, USD   USD 12/01/2047 11/16/2018 **.*** *.** 11/16/2018 **.** *.**
Alabama Power, 3.75% 1mar2045, USD   USD 03/01/2045 11/16/2018 **.*** *.** 11/16/2018 **.** *.**
Alabama Power, 4.3% 15jul2048, USD   USD 07/15/2048 11/16/2018 **.** *.** 11/16/2018 **.** *.**
Albemarle, 1.875% 8dec2021, EUR   EUR 12/08/2021 11/16/2018 ***.** *.** 11/16/2018 ***.* *.**
Albemarle, 4.15% 1dec2024, USD   USD 12/01/2024 11/16/2018 **.** *.** 11/16/2018 ***.*** *.**
Albertsons LLC, 5.75% 15mar2025, USD   USD 03/15/2025 11/16/2018 **.* *.* 11/16/2018 **.* *.**
Alcatel Lucent USA, 6.45% 15mar2029, USD   USD 03/15/2029 11/16/2018 **.** *.** 11/16/2018 *** *.**
Aleris International, 10.75% 15jul2023, USD   USD 07/15/2023 11/16/2018 ***.** **.** 11/16/2018 ***.** *.**
Alexandria Real Estate Equities, 3.45% 30apr2025, USD   USD 04/30/2025 11/16/2018 **.*** *.** 11/16/2018 **.** *.**
Alexandria Real Estate Equities, 4% 15jan2024, USD   USD 01/15/2024 11/16/2018 ***.*** *.** 11/16/2018 ***.*** *.**
Alexandria Real Estate Equities, 4.7% 1jul2030, USD   USD 07/01/2030 11/16/2018 **.** *.** 11/16/2018 ***.** *.**
Alexandria Real Estate Equities, L.P., 3.95% 15jan2028, USD   USD 01/15/2028 11/16/2018 **.*** *.** 11/16/2018 **.* *.**
Allergan Capital SARL, 1.5% 15nov2023, EUR   EUR 11/15/2023 11/16/2018 *** *.* 11/16/2018 ***.** *.**
Allergan Capital SARL, 2.625% 15nov2028, EUR   EUR 11/15/2028 11/16/2018 **.** *.** 11/16/2018 **.** *.**
Allergan Capital SARL, 3.85% 15jun2024, USD   USD 06/15/2024 11/16/2018 **.** *.** 11/16/2018 **.*** *.**
Allergan Capital SARL, FRN 15nov2020, EUR   EUR 11/15/2020 11/16/2018 **.** * 11/16/2018 *** *
Allergan Finance, 3.25% 1oct2022, USD   USD 10/01/2022 11/16/2018 **.** *.** 11/16/2018 **.** *.**
Allergan Sales, 4.875% 15feb2021, USD   USD 02/15/2021 11/16/2018 ***.**** *.** 11/16/2018 ***.**** *.**
Alliance Data Systems, 4.5% 15mar2022, EUR   EUR 03/15/2022 11/16/2018 ***.** *.** 11/16/2018 ***.* *.**
Alliance Data Systems, 5.25% 15nov2023, EUR   EUR 11/15/2023 11/16/2018 ***.* *.** 11/16/2018 *** *.**
Alliant Energy, 3.75% 15jun2023, USD   USD 06/15/2023 11/16/2018 **.** *.** 11/16/2018 **.** *.**
Allison Transmission, 5% 1oct2024, USD   USD 10/01/2024 11/16/2018 **.** *.** 11/16/2018 **.** *.**
Allstate Corp, 7.45% 16may2019, USD   USD 05/16/2019 11/16/2018 ***.*** *.** 11/16/2018 ***.*** *.**
Allstate Life Global Funding Trust 2004-6, FRN 29mar2021, USD   USD 03/29/2021 11/16/2018 ***.** * 11/16/2018 ***.** *
Allstate Life Global Funding Trust 2004-6, FRN 29mar2023, USD   USD 03/29/2023 11/16/2018 ***.* * 11/16/2018 ***.* *
Ally Financial, 4.125% 13feb2022, USD   USD 02/13/2022 11/16/2018 **.** *.** 11/16/2018 **.** *.**
Ally Financial, 4.125% 30mar2020, USD   USD 03/30/2020 11/16/2018 **.** *.** 11/16/2018 ***.** *.**
Ally Financial, 4.625% 30mar2025, USD   USD 03/30/2025 11/16/2018 **.** *.** 11/16/2018 **.** *.**
Alphabet, 1.998% 15aug2026, USD   USD 08/15/2026 11/16/2018 **.** *.** 11/16/2018 **.*** *.**
Alphabet, 3.625% 19may2021, USD   USD 05/19/2021 11/16/2018 ***.*** *.** 11/16/2018 ***.*** *.**
Altria Group, 10.2% 6feb2039, USD   USD 02/06/2039 11/16/2018 ***.** *.** 11/16/2018 ***.** *.**
Altria Group, 2.625% 14jan2020, USD   USD 01/14/2020 11/16/2018 **.** *.* 11/16/2018 **.* *.**
Altria Group, 2.625% 16sep2026, USD   USD 09/16/2026 11/16/2018 **.*** *.** 11/16/2018 **.** *.**
Altria Group, 3.875% 16sep2046, USD   USD 09/16/2046 11/16/2018 **.*** *.** 11/16/2018 **.*** *.**
Altria Group, 9.95% 10nov2038, USD   USD 11/10/2038 11/16/2018 ***.** *.** 11/16/2018 ***.** *.**
Amal, 3.465% 21aug2021, USD   USD 08/21/2021 11/16/2018 ***.**** *.** 11/16/2018 ***.**** *.**
Amazon.com, 1.9% 21aug2020, USD   USD 08/21/2020 11/16/2018 **.** *.** 11/16/2018 **.** *.**
Amazon.com, 2.4% 22feb2023, USD   USD 02/22/2023 11/16/2018 **.** *.** 11/16/2018 **.*** *.**
Amazon.com, 2.6% 5dec2019, USD   USD 12/05/2019 11/16/2018 **.** *.** 11/16/2018 **.*** *.*
Amazon.com, 2.8% 22aug2024, USD   USD 08/22/2024 11/16/2018 **.** *.** 11/16/2018 **.** *.**
Amazon.com, 3.15% 22aug2027, USD   USD 08/22/2027 11/16/2018 **.*** *.** 11/16/2018 **.** *.**
Amazon.com, 3.3% 5dec2021, USD   USD 12/05/2021 11/16/2018 ***.*** *.** 11/16/2018 ***.** *.*
Amazon.com, 3.8% 5dec2024, USD   USD 12/05/2024 11/16/2018 ***.*** *.** 11/16/2018 ***.** *.**
Amazon.com, 3.875% 22aug2037, USD   USD 08/22/2037 11/16/2018 **.*** *.** 11/16/2018 **.** *.**
Amazon.com, 4.05% 22aug2047, USD   USD 08/22/2047 11/16/2018 **.*** *.** 11/16/2018 **.** *.**
Amazon.com, 4.25% 22aug2057, USD   USD 08/22/2057 11/16/2018 **.** *.* 11/16/2018 **.** *.**
Amazon.com, 4.8% 5dec2034, USD   USD 12/05/2034 11/16/2018 ***.** *.** 11/16/2018 ***.*** *.**
Amazon.com, 4.95% 5dec2044, USD   USD 12/05/2044 11/16/2018 ***.** *.** 11/16/2018 ***.** *.**
Amazon.com, 5.2% 3dec2025, USD   USD 12/03/2025 11/16/2018 ***.*** *.** 11/16/2018 ***.** *.**
AMC Entertainment Holdings, 5.75% 15jun2025, USD   USD 06/15/2025 11/16/2018 **.** *.** 11/16/2018 **.** *.**
AMC Entertainment Holdings, 5.875% 15feb2022, USD   USD 02/15/2022 11/16/2018 ***.** *.** 11/16/2018 ***.** *.**
AMC Entertainment Holdings, 6.375% 15nov2024, GBP   GBP 11/15/2024 11/16/2018 **.*** *.** 11/16/2018 **.*** *.**
AMC Networks, 4.75% 1aug2025, USD   USD 08/01/2025 11/16/2018 **.** *.** 11/16/2018 **.** *.**
Ameren, 6.7% 15jun2036, USD   USD 06/15/2036 11/16/2018 ***.**** *.** 11/16/2018 ***.**** *.**
Ameren Illinois, 3.7% 1dec2047, USD   USD 12/01/2047 11/16/2018 **.** *.** 11/16/2018 **.** *.**
Ameren Illinois, 4.15% 15mar2046, USD   USD 03/15/2046 11/16/2018 **.** *.** 11/16/2018 **.** *.**
Ameren Illinois, 4.5% 15mar2049, USD   USD 03/15/2049 11/16/2018 ***.* *.* 11/16/2018 ***.** *.**
American Airlines, 6.977% 23may2021, USD   USD 05/23/2021 11/16/2018 ***.* *.** 11/16/2018 ***.*** *.*
American Airlines Group, 4.625% 1mar2020, USD   USD 03/01/2020 11/16/2018 **.* *.** 11/16/2018 ***.** *.**
American Airlines Group, 5.5% 1oct2019, USD   USD 10/01/2019 11/16/2018 ***.** *.** 11/16/2018 ***.** *.**
American Axle & Manufacturing, 6.25% 1apr2025, USD   USD 04/01/2025 11/16/2018 **.** *.** 11/16/2018 **.** *.**
American Axle & Manufacturing, 6.25% 1apr2025, USD   USD 04/01/2025 11/16/2018 ** *.** 11/16/2018 ** *.*
American Axle & Manufacturing, 6.5% 1apr2027, USD   USD 04/01/2027 11/16/2018 **.* *.** 11/16/2018 **.** *.**
American Campus Communities (ACC), 3.625% 15nov2027, USD   USD 11/15/2027 11/16/2018 **.*** *.** 11/16/2018 **.** *.**
American Equity Investment Life, 5% 15jun2027, USD   USD 06/15/2027 11/16/2018 **.** *.** 11/16/2018 **.** *.**
American Express Co, 3.375% 17may2021, USD   USD 05/17/2021 11/16/2018 **.** *.* 11/16/2018 **.** *.**
American Express Co, 3.7% 3aug2023, USD   USD 08/03/2023 11/16/2018 **.*** *.** 11/16/2018 **.* *.**
American Express Co, 3.7% 5nov2021, USD   USD 11/05/2021 11/16/2018 ***.** *.** 11/16/2018 ***.** *.**
American Express Co, 4.05% 3dec2042, USD   USD 12/03/2042 11/16/2018 **.* *.** 11/16/2018 **.*** *.**
American Express Co, 4.2% 6nov2025, USD   USD 11/06/2025 11/16/2018 **.*** *.* 11/16/2018 ***.** *.**
American Express Co, 4.9% perp., USD   USD 11/16/2018 **.** * 11/16/2018 ***.** *
American Express Co, FRN 17may2021, USD   USD 05/17/2021 11/16/2018 ***.* * 11/16/2018 ***.* *
American Express Co, FRN 26may2020, USD   USD 05/26/2020 11/16/2018 ***.** * 11/16/2018 ***.** *
American Express Co, FRN 3aug2023, USD   USD 08/03/2023 11/16/2018 **.** * 11/16/2018 **.** *
American Express Co, FRN 5nov2021, USD   USD 11/05/2021 11/16/2018 **.** * 11/16/2018 ***.*** *
American Express Credit Corp, 0.625% 22nov2021, EUR   EUR 11/22/2021 11/16/2018 ***.** *.** 11/16/2018 ***.** *.**
American Greetings, 8.75% 15apr2025, USD   USD 04/15/2025 11/16/2018 **.** **.** 11/16/2018 **.** **.**
American Honda Finance, 0.55% 17mar2023, EUR   EUR 03/17/2023 11/16/2018 **.** *.* 11/16/2018 **.** *.**
American Honda Finance, 0.75% 17jan2024, EUR   EUR 01/17/2024 11/16/2018 **.** *.** 11/16/2018 **.** *.**
American Honda Finance, 1.3% 21mar2022, GBP (Series A)   GBP 03/21/2022 11/16/2018 **.** *.** 11/16/2018 **.** *.**
American Honda Finance, 1.375% 10nov2022, EUR   EUR 11/10/2022 11/16/2018 ***.** *.** 11/16/2018 ***.** *.**
American Honda Finance, 1.95% 20jul2020, USD   USD 07/20/2020 11/16/2018 **.** *.** 11/16/2018 **.** *.**
American Honda Finance, 2.15% 13mar2020, USD   USD 03/13/2020 11/16/2018 **.*** *.** 11/16/2018 **.** *.**
American Honda Finance, 2.625% 14oct2022, GBP   GBP 10/14/2022 11/16/2018 ***.** *.** 11/16/2018 ***.** *.**
American Honda Finance, 2.65% 12feb2021, USD   USD 02/12/2021 11/16/2018 **.** *.* 11/16/2018 **.** *.**
American Honda Finance, 3% 16jun2020, USD   USD 06/16/2020 11/16/2018 **.** *.** 11/16/2018 **.** *.**
American Honda Finance, 3.45% 14jul2023, USD   USD 07/14/2023 11/16/2018 **.*** *.* 11/16/2018 **.** *.**
American Honda Finance, 3.5% 15feb2028, USD   USD 02/15/2028 11/16/2018 **.** *.** 11/16/2018 **.** *.**
American Honda Finance, FRN 11mar2019, EUR   EUR 03/11/2019 11/16/2018 ***.** * 11/16/2018 ***.** *
American Honda Finance, FRN 12feb2021, USD   USD 02/12/2021 11/16/2018 **.** * 11/16/2018 **.* *
American Honda Finance, FRN 16jun2020, USD   USD 06/16/2020 11/16/2018 ***.** * 11/16/2018 ***.** *
American Honda Finance, FRN 20jul2020, USD   USD 07/20/2020 11/16/2018 ***.**** * 11/16/2018 ***.**** *
American Honda Finance, FRN 22jan2019, USD   USD 01/22/2019 11/16/2018 **.** * 11/16/2018 **.** *
American Honda Motor, 1.875% 4sep2019, EUR   EUR 09/04/2019 11/16/2018 ***.** -*.** 11/16/2018 ***.** -*.**
American International Group, 1.5% 8jun2023, EUR   EUR 06/08/2023 11/16/2018 ***.** *.** 11/16/2018 ***.** *.**
American International Group, 1.875% 21jun2027, EUR   EUR 06/21/2027 11/16/2018 **.** *.** 11/16/2018 **.** *.**
American International Group, 4.2% 1apr2028, USD   USD 04/01/2028 11/16/2018 **.*** *.** 11/16/2018 **.** *.**
American International Group, 4.5% 16jul2044, USD   USD 07/16/2044 11/16/2018 **.** *.** 11/16/2018 **.*** *.**
American International Group, 4.75% 1apr2048, USD   USD 04/01/2048 11/16/2018 **.*** *.** 11/16/2018 **.** *.**
American International Group, 4.875% 15mar2067, EUR   EUR 03/15/2067 11/16/2018 **.** * 11/16/2018 **.** *
American International Group, 5% 18dec2018, GBP   GBP 12/18/2018 11/16/2018 ***.** *.** 11/16/2018 ***.** *.**
American International Group, 5% 26apr2023, GBP   GBP 04/26/2023 11/16/2018 ***.** *.** 11/16/2018 ***.** *.**
American International Group, 5.75% 15mar2067, GBP   GBP 03/15/2067 11/16/2018 **.*** * 11/16/2018 **.** *
American International Group, 5.75% 1apr2048, USD   USD 04/01/2048 11/16/2018 **.** * 11/16/2018 **.* *
American International Group, 6.375% 5oct2020, GBP   GBP 10/05/2020 11/16/2018 ***.** *.** 11/16/2018 ***.** *.**
American International Group, 8.175% 15may2058, USD   USD 05/15/2058 11/16/2018 ***.** * 11/16/2018 ***.** *
American Midstream Partners, 8.5% 15dec2021, USD   USD 12/15/2021 11/16/2018 **.** **.** 11/16/2018 **.* *.**
American Midstream Partners, 8.5% 15dec2021, USD   USD 12/15/2021 11/16/2018 **.** * 11/16/2018 **.** *
American Tower, 1.375% 4apr2025, EUR   EUR 04/04/2025 11/16/2018 **.** *.** 11/16/2018 **.** *.**
American Tower, 1.95% 22may2026, EUR   EUR 05/22/2026 11/16/2018 ***.** *.** 11/16/2018 ***.** *.**
American Tower, 2.25% 15jan2022, USD   USD 01/15/2022 11/16/2018 **.* *.** 11/16/2018 **.** *.**
American Tower, 2.8% 1jun2020, USD   USD 06/01/2020 11/16/2018 **.** *.** 11/16/2018 **.*** *.**
American Tower, 3% 15jun2023, USD   USD 06/15/2023 11/16/2018 **.*** *.** 11/16/2018 **.** *.**
American Tower, 3.125% 15jan2027, USD   USD 01/15/2027 11/16/2018 **.** *.** 11/16/2018 **.** *.**
American Tower, 3.4% 15feb2019, USD   USD 02/15/2019 11/16/2018 **.*** *.** 11/16/2018 ***.*** *.**
American Tower, 3.55% 15jul2027, USD   USD 07/15/2027 11/16/2018 **.*** *.* 11/16/2018 **.** *.**
American Tower, 3.6% 15jan2028, USD   USD 01/15/2028 11/16/2018 **.** *.** 11/16/2018 **.*** *.**
American Tower, 4% 1jun2025, USD   USD 06/01/2025 11/16/2018 **.** *.** 11/16/2018 **.*** *.**
American Tower, 5% 15feb2024, USD   USD 02/15/2024 11/16/2018 ***.** *.* 11/16/2018 ***.** *.**
American Transmission Systems, 5.25% 15jan2022, USD   USD 01/15/2022 11/16/2018 ***.*** *.** 11/16/2018 ***.*** *.**
American Water Works, 2.95% 1sep2027, USD   USD 09/01/2027 11/16/2018 **.** *.** 11/16/2018 **.** *.**
American Water Works, 3.75% 1sep2028, USD   USD 09/01/2028 11/16/2018 **.** *.** 11/16/2018 **.** *.**
American Water Works, 3.75% 1sep2047, USD   USD 09/01/2047 11/16/2018 **.* *.** 11/16/2018 **.*** *.*
American Water Works, 4.2% 1sep2048, USD   USD 09/01/2048 11/16/2018 **.*** *.** 11/16/2018 **.** *.**
AmeriGas Partners, 5.625% 20may2024, USD   USD 05/20/2024 11/16/2018 **.** *.** 11/16/2018 **.** *.**
AmeriGas Partners, 5.75% 20may2027, USD   USD 05/20/2027 11/16/2018 **.** *.** 11/16/2018 **.** *.**
AmeriGas Partners, 5.875% 20aug2026, USD   USD 08/20/2026 11/16/2018 **.** *.** 11/16/2018 **.** *.**
AmerisourceBergen, 3.45% 15dec2027, USD   USD 12/15/2027 11/16/2018 **.*** *.** 11/16/2018 **.** *.**
AmerisourceBergen, 4.3% 15dec2047, USD   USD 12/15/2047 11/16/2018 **.** *.** 11/16/2018 **.** *.*
Amgen, 0.41% 8mar2023, CHF   CHF 03/08/2023 11/16/2018 ***.* *.** 11/16/2018 ***.** *.**
Amgen, 1.85% 19aug2021, USD   USD 08/19/2021 11/16/2018 **.** *.** 11/16/2018 **.*** *.**
Amgen, 1.9% 10may2019, USD   USD 05/10/2019 11/16/2018 **.** *.** 11/16/2018 **.*** *.**
Amgen, 2.125% 13sep2019, EUR   EUR 09/13/2019 11/16/2018 ***.** -*.** 11/16/2018 ***.** -*.**
Amgen, 2.125% 1may2020, USD   USD 05/01/2020 11/16/2018 **.** *.** 11/16/2018 **.** *.**
Amgen, 2.2% 11may2020, USD   USD 05/11/2020 11/16/2018 **.** *.** 11/16/2018 **.** *.**
Amgen, 2.25% 19aug2023, USD   USD 08/19/2023 11/16/2018 **.*** *.** 11/16/2018 **.** *.**
Amgen, 2.6% 19aug2026, USD   USD 08/19/2026 11/16/2018 **.*** *.** 11/16/2018 **.** *.**
Amgen, 2.65% 11may2022, USD   USD 05/11/2022 11/16/2018 **.*** *.** 11/16/2018 **.** *.**
Amgen, 2.7% 1may2022, USD   USD 05/01/2022 11/16/2018 **.*** *.** 11/16/2018 **.** *.**
Amgen, 3.125% 1may2025, USD   USD 05/01/2025 11/16/2018 **.** *.** 11/16/2018 **.** *.**
Amgen, 3.2% 2nov2027, USD   USD 11/02/2027 11/16/2018 **.*** *.** 11/16/2018 **.** *.*
Amgen, 4% 13sep2029, GBP   GBP 09/13/2029 11/16/2018 ***.** *.** 11/16/2018 ***.** *.**
Amgen, 4.375% 5dec2018, EUR   EUR 12/05/2018 11/16/2018 ***.** *.** 11/16/2018 ***.** *.**
Amgen, 4.4% 1may2045, USD   USD 05/01/2045 11/16/2018 **.*** *.** 11/16/2018 **.** *.**
Amgen, 4.563% 15jun2048, USD   USD 06/15/2048 11/16/2018 **.*** *.** 11/16/2018 **.** *.**
Amgen, 4.563% 15jun2048, USD   USD 06/15/2048 11/16/2018 **.** *.* 11/16/2018 **.** *.**
Amgen, 4.663% 15jun2051, USD   USD 06/15/2051 11/16/2018 **.*** *.** 11/16/2018 **.** *.**
Amgen, 4.663% 15jun2051, USD   USD 06/15/2051 11/16/2018 **.** *.** 11/16/2018 **.**** *.**
Amgen, 5.5% 7dec2026, GBP   GBP 12/07/2026 11/16/2018 ***.** *.** 11/16/2018 ***.** *.**
Amgen, FRN 10may2019, USD   USD 05/10/2019 11/16/2018 ***.* * 11/16/2018 ***.** *
Amgen, FRN 11may2020, USD   USD 05/11/2020 11/16/2018 ***.** * 11/16/2018 ***.** *
Amkor Technology, 6.375% 1oct2022, USD   USD 10/01/2022 11/16/2018 ***.* *.** 11/16/2018 ***.* *.**
Amkor Technology, 6.375% 1oct2022, USD   USD 10/01/2022 11/16/2018 **.** *.** 11/16/2018 ***.** *.**
Amsted Industries, 5% 15mar2022, USD   USD 03/15/2022 11/16/2018 **.* *.** 11/16/2018 ***.** *.**
AmWINS Group, 7.75% 1jul2026, USD   USD 07/01/2026 11/16/2018 **.** * 11/16/2018 ***.** *.**
Anadarko Petroleum, 7.5% 1may2031, USD   USD 05/01/2031 11/16/2018 ***.* *.** 11/16/2018 ***.** *.**
Analog Devices, 2.5% 5dec2021, USD   USD 12/05/2021 11/16/2018 **.*** *.** 11/16/2018 **.*** *.**
Analog Devices, 2.85% 12mar2020, USD   USD 03/12/2020 11/16/2018 **.** *.* 11/16/2018 **.* *.**
Analog Devices, 2.95% 12jan2021, USD   USD 01/12/2021 11/16/2018 **.** *.** 11/16/2018 **.** *.**
Analog Devices, 3.125% 5dec2023, USD   USD 12/05/2023 11/16/2018 **.** *.** 11/16/2018 **.** *.**
Analog Devices, 3.5% 5dec2026, USD   USD 12/05/2026 11/16/2018 **.*** *.** 11/16/2018 **.** *.**
Analog Devices, 4.5% 5dec2036, USD   USD 12/05/2036 11/16/2018 **.** *.** 11/16/2018 **.** *.**
Andeavor, 3.8% 1apr2028, USD   USD 04/01/2028 11/16/2018 **.*** *.** 11/16/2018 **.*** *.**
Andeavor, 4.5% 1apr2048, USD   USD 04/01/2048 11/16/2018 **.** *.** 11/16/2018 **.** *.**
Andeavor, 4.75% 15dec2023, USD   USD 12/15/2023 11/16/2018 ***.*** *.** 11/16/2018 ***.* *.**
Andeavor, 4.75% 15dec2023, USD   USD 12/15/2023 11/16/2018 ***.*** *.** 11/16/2018 ***.*** *.**
Andeavor, 5.125% 15dec2026, USD   USD 12/15/2026 11/16/2018 *** *.** 11/16/2018 ***.*** *.**
Andeavor Logistics, 3.5% 1dec2022, USD   USD 12/01/2022 11/16/2018 **.** *.** 11/16/2018 **.** *.**
Andeavor Logistics, 5.2% 1dec2047, USD   USD 12/01/2047 11/16/2018 **.* *.** 11/16/2018 **.** *.**
Andeavor Logistics, 6.25% 15oct2022 USD   USD 10/15/2022 11/16/2018 ***.** *.** 11/16/2018 ***.** *.**
Andeavor Logistics, 6.375% 1may2024, USD   USD 05/01/2024 11/16/2018 ***.** *.** 11/16/2018 ***.** *.*
Anheuser-Busch, 2.625% 17jan2023, USD   USD 01/17/2023 11/16/2018 **.*** *.** 11/16/2018 **.** *.**
Anheuser-Busch InBev Finance, 6.75% 15dec2027, USD   USD 12/15/2027 11/16/2018 ***.*** *.** 11/16/2018 ***.*** *.**
Anthem Inc, 2.5% 21nov2020, USD   USD 11/21/2020 11/16/2018 **.** *.** 11/16/2018 **.** *.**
Anthem Inc, 2.95% 1dec2022, USD   USD 12/01/2022 11/16/2018 **.*** *.** 11/16/2018 **.*** *.**
Anthem Inc, 3.35% 1dec2024, USD   USD 12/01/2024 11/16/2018 **.* *.** 11/16/2018 **.** *.*
Anthem Inc, 3.65% 1dec2027, USD   USD 12/01/2027 11/16/2018 **.** *.** 11/16/2018 **.** *.**
Anthem Inc, 3.7% 15aug2021, USD   USD 08/15/2021 11/16/2018 ***.*** *.* 11/16/2018 ***.*** *.**
Anthem Inc, 4.101% 1mar2028, USD   USD 03/01/2028 11/16/2018 **.** *.** 11/16/2018 **.** *.**
Anthem Inc, 4.35% 15aug2020, USD   USD 08/15/2020 11/16/2018 ***.*** *.** 11/16/2018 ***.*** *.**
Anthem Inc, 4.375% 1dec2047, USD   USD 12/01/2047 11/16/2018 **.** *.** 11/16/2018 **.** *.**
Anthem Inc, 4.55% 1mar2048, USD   USD 03/01/2048 11/16/2018 **.*** *.** 11/16/2018 **.** *.**
Anthem Inc, 4.65% 15aug2044, USD   USD 08/15/2044 11/16/2018 **.*** *.** 11/16/2018 **.** *
ANZ, New York, 2.3% 1jun2021, USD   USD 06/01/2021 11/16/2018 **.** *.** 11/16/2018 **.** *.**
ANZ, New York, FRN 23sep2019, USD   USD 09/23/2019 11/16/2018 ***.** * 11/16/2018 ***.** *
Aon Corp, 2.8% 15mar2021, USD   USD 03/15/2021 11/16/2018 **.*** *.** 11/16/2018 **.*** *.**
Aon Corp, 2.875% 14may2026, EUR   EUR 05/14/2026 11/16/2018 ***.** *.** 11/16/2018 ***.** *.**
Aon Corp, 3.5% 14jun2024, USD   USD 06/14/2024 11/16/2018 **.*** *.** 11/16/2018 **.*** *.**
Aon Corp, 3.875% 15dec2025, USD   USD 12/15/2025 11/16/2018 **.*** *.** 11/16/2018 **.*** *.**
Aon Corp, 4% 27nov2023, USD   USD 11/27/2023 11/16/2018 ***.*** *.** 11/16/2018 ***.*** *.**
Aon Corp, 4.6% 14jun2044, USD   USD 06/14/2044 11/16/2018 **.*** *.** 11/16/2018 **.*** *.**
Aon Corp, 4.75% 15may2045, USD   USD 05/15/2045 11/16/2018 **.*** *.** 11/16/2018 **.*** *.**
Aon Corp, 5% 30sep2020, USD   USD 09/30/2020 11/16/2018 ***.*** *.** 11/16/2018 ***.** *.**
Apache, 4.375% 15oct2028, USD   USD 10/15/2028 11/16/2018 **.*** *.** 11/16/2018 **.** *.*
Apergy, 6.375% 1may2026, USD   USD 05/01/2026 11/16/2018 ***.** *.** 11/16/2018 ***.** *.*
Apex Tool Group, 9% 15feb2023, USD   USD 02/15/2023 11/16/2018 **.** **.** 11/16/2018 **.** **.**
Apollo Management Holdings, 5% 15mar2048, USD   USD 03/15/2048 11/16/2018 **.** *.** 11/16/2018 **.** *.**
Apple, 0.35% 10jun2020, JPY   JPY 06/10/2020 11/16/2018 ***.** -* 11/16/2018 ***.** -*.**
Apple, 0.375% 25nov2024, CHF   CHF 11/25/2024 11/16/2018 ***.** *.** 11/16/2018 *** *.**
Apple, 0.75% 25feb2030, CHF   CHF 02/25/2030 11/16/2018 **.** *.** 11/16/2018 **.* *.**
Apple, 0.875% 24may2025, EUR   EUR 05/24/2025 11/16/2018 ***.** *.** 11/16/2018 ***.** *.**
Apple, 1% 10nov2022, EUR   EUR 11/10/2022 11/16/2018 ***.** *.** 11/16/2018 ***.** *.**
Apple, 1.1% 2aug2019, USD   USD 08/02/2019 11/16/2018 **.** *.** 11/16/2018 **.** *.**
Apple, 1.375% 17jan2024, EUR   EUR 01/17/2024 11/16/2018 ***.** *.** 11/16/2018 ***.** *.**
Apple, 1.375% 24may2029, EUR   EUR 05/24/2029 11/16/2018 ***.** *.** 11/16/2018 ***.** *.**
Apple, 1.5% 12sep2019, USD   USD 09/12/2019 11/16/2018 **.** *.** 11/16/2018 **.** *.**
Apple, 1.55% 4aug2021, USD   USD 08/04/2021 11/16/2018 **.* *.* 11/16/2018 **.** *.**
Apple, 1.55% 7feb2020, USD   USD 02/07/2020 11/16/2018 **.** *.** 11/16/2018 **.** *.**
Apple, 1.55% 8feb2019, USD   USD 02/08/2019 11/16/2018 **.** *.** 11/16/2018 **.** *.**
Apple, 1.625% 10nov2026, EUR   EUR 11/10/2026 11/16/2018 ***.** * 11/16/2018 ***.** *
Apple, 1.8% 11may2020, USD   USD 05/11/2020 11/16/2018 **.*** *.** 11/16/2018 **.** *.**
Apple, 1.8% 13nov2019, USD   USD 11/13/2019 11/16/2018 **.** *.** 11/16/2018 **.* *.**
Apple, 1.9% 7feb2020, USD   USD 02/07/2020 11/16/2018 **.*** *.** 11/16/2018 **.* *.**
Apple, 2% 13nov2020, USD   USD 11/13/2020 11/16/2018 **.*** *.** 11/16/2018 **.** *.**
Apple, 2% 17sep2027, EUR   EUR 09/17/2027 11/16/2018 ***.** *.** 11/16/2018 ***.** *.**
Apple, 2% 6may2020, USD   USD 05/06/2020 11/16/2018 **.** *.** 11/16/2018 **.* *.**
Apple, 2.1% 12sep2022, USD   USD 09/12/2022 11/16/2018 **.*** *.* 11/16/2018 **.** *.**
Apple, 2.15% 9feb2022, USD   USD 02/09/2022 11/16/2018 **.** *.** 11/16/2018 **.** *.*
Apple, 2.3% 11may2022, USD   USD 05/11/2022 11/16/2018 **.** *.** 11/16/2018 **.** *.**
Apple, 2.4% 13jan2023, USD   USD 01/13/2023 11/16/2018 **.*** *.** 11/16/2018 **.** *.**
Apple, 2.4% 3may2023, USD   USD 05/03/2023 11/16/2018 **.** *.** 11/16/2018 **.* *.**
Apple, 2.45% 4aug2026, USD   USD 08/04/2026 11/16/2018 **.*** *.** 11/16/2018 **.* *.**
Apple, 2.5% 9feb2022, USD   USD 02/09/2022 11/16/2018 **.** *.** 11/16/2018 **.** *.**
Apple, 2.5% 9feb2025, USD   USD 02/09/2025 11/16/2018 **.** *.** 11/16/2018 **.* *.**
Apple, 2.513% 19aug2024, USD   CAD 08/19/2024 11/16/2018 **.** *.** 11/16/2018 **.** *.**
Apple, 2.7% 13may2022, USD   USD 05/13/2022 11/16/2018 **.** *.** 11/16/2018 **.** *.**
Apple, 2.75% 13jan2025, USD   USD 01/13/2025 11/16/2018 **.** *.** 11/16/2018 **.** *.**
Apple, 2.85% 11may2024, USD   USD 05/11/2024 11/16/2018 **.** *.** 11/16/2018 **.** *.**
Apple, 2.85% 28aug2019, AUD   AUD 08/28/2019 11/16/2018 ***.** *.** 11/16/2018 ***.** *.*
Apple, 2.9% 12sep2027, USD   USD 09/12/2027 11/16/2018 **.*** *.** 11/16/2018 **.*** *.**
Apple, 3% 13nov2027, USD   USD 11/13/2027 11/16/2018 **.*** *.** 11/16/2018 **.** *.**
Apple, 3% 20jun2027, USD   USD 06/20/2027 11/16/2018 **.** *.* 11/16/2018 **.** *.**
Apple, 3% 9feb2024, USD   USD 02/09/2024 11/16/2018 **.** *.* 11/16/2018 **.** *.*
Apple, 3.05% 31jul2029, GBP   GBP 07/31/2029 11/16/2018 ***.** *.** 11/16/2018 ***.** *.**
Apple, 3.2% 11may2027, USD   USD 05/11/2027 11/16/2018 **.** *.** 11/16/2018 **.** *.*
Apple, 3.2% 13may2025, USD   USD 05/13/2025 11/16/2018 **.*** *.** 11/16/2018 **.** *.**
Apple, 3.25% 23feb2026, USD   USD 02/23/2026 11/16/2018 **.** *.** 11/16/2018 **.** *.**
Apple, 3.35% 9feb2027, USD   USD 02/09/2027 11/16/2018 **.*** *.* 11/16/2018 **.** *.**
Apple, 3.45% 9feb2045, USD   USD 02/09/2045 11/16/2018 **.*** *.* 11/16/2018 **.** *.**
Apple, 3.60% 31jul2042, GBP   GBP 07/31/2042 11/16/2018 ***.** *.** 11/16/2018 ***.** *.*
Apple, 3.7% 28aug2022, AUD   AUD 08/28/2022 11/16/2018 ***.** *.** 11/16/2018 ***.* *.**
Apple, 3.75% 12sep2047, USD   USD 09/12/2047 11/16/2018 **.*** *.** 11/16/2018 **.** *.**
Apple, 3.75% 13nov2047, USD   USD 11/13/2047 11/16/2018 **.* *.** 11/16/2018 **.** *.**
Apple, 3.85% 4aug2046, USD   USD 08/04/2046 11/16/2018 **.*** *.** 11/16/2018 **.** *.**
Apple, 4.15% 22jun2046, USD   USD 06/22/2046 11/16/2018 **.** *.** 11/16/2018 **.** *.**
Apple, 4.25% 9feb2047, USD   USD 02/09/2047 11/16/2018 **.*** *.** 11/16/2018 **.*** *.**
Apple, 4.375% 13may2045, USD   USD 05/13/2045 11/16/2018 **.*** *.** 11/16/2018 **.** *.**
Apple, FRN 11may2020, USD   USD 05/11/2020 11/16/2018 **.** * 11/16/2018 ***.** *
Apple, FRN 11may2022, USD   USD 05/11/2022 11/16/2018 ***.** * 11/16/2018 ***.** *
Apple, FRN 2aug2019, USD   USD 08/02/2019 11/16/2018 ***.** * 11/16/2018 ***.** *
Apple, FRN 6may2020, USD   USD 05/06/2020 11/16/2018 ***.** * 11/16/2018 ***.* *
Apple, FRN 7feb2020, USD   USD 02/07/2020 11/16/2018 ***.* * 11/16/2018 ***.** *
Apple, FRN 7feb2020, USD   USD 02/07/2020 11/16/2018 ***.** * 11/16/2018 ***.* *
Apple, FRN 8feb2019, USD   USD 02/08/2019 11/16/2018 ***.** * 11/16/2018 ***.** *
Apple, FRN 9feb2022, USD   USD 02/09/2022 11/16/2018 ***.** * 11/16/2018 ***.** *
Applied Materials, 3.3% 1apr2027, USD   USD 04/01/2027 11/16/2018 **.** *.** 11/16/2018 **.** *.**
Applied Materials, 4.35% 1apr2047, USD   USD 04/01/2047 11/16/2018 **.** *.* 11/16/2018 **.** *.**
Aramark, 3.125% 1apr2025, EUR   EUR 04/01/2025 11/16/2018 ***.** *.** 11/16/2018 ***.*** *.**
Aramark, 5.125% 15jan2024, USD   USD 01/15/2024 11/16/2018 **.** *.** 11/16/2018 ***.** *.**
Aramark Services, 5% 1apr2025, USD   USD 04/01/2025 11/16/2018 **.** *.** 11/16/2018 **.** *.**
Archer Daniels Midland, 1% 12sep2025, EUR   EUR 09/12/2025 11/16/2018 **.** *.** 11/16/2018 **.** *.**
Archer Daniels Midland, 1.75% 23jun2023, EUR   EUR 06/23/2023 11/16/2018 ***.** *.** 11/16/2018 ***.** *.**
Archer Daniels Midland, 2.5% 11aug2026, USD   USD 08/11/2026 11/16/2018 **.** *.** 11/16/2018 **.** *.**
Archer Daniels Midland, 3.75% 15sep2047, USD   USD 09/15/2047 11/16/2018 **.*** *.** 11/16/2018 **.* *.**
Archer Daniels Midland, FRN 24jun2019, EUR   EUR 06/24/2019 11/16/2018 ***.* * 11/16/2018 ***.** *
Arconic, 5.125% 1oct2024, USD   USD 10/01/2024 11/16/2018 **.** *.** 11/16/2018 **.* *.**
Arconic, 5.4% 15apr2021, USD   USD 04/15/2021 11/16/2018 ***.** *.** 11/16/2018 ***.** *.**
Arconic, 5.87% 23feb2022, USD   USD 02/23/2022 11/16/2018 **.** *.** 11/16/2018 ***.** *.**
Ardagh Holdings USA, 2.75% 15mar2024, EUR   EUR 03/15/2024 11/16/2018 **.** *.** 11/16/2018 ***.*** *.**
Ardagh Holdings USA, 4.125% 15may2023, EUR   EUR 05/15/2023 11/16/2018 ***.** *.* 11/16/2018 ***.** *.**
Ardagh Holdings USA, 6.75% 15may2024, EUR   EUR 05/15/2024 11/16/2018 ***.** *.** 11/16/2018 ***.** *.**
Ares Capital, 3.875% 15jan2020, USD   USD 01/15/2020 11/16/2018 ***.*** *.** 11/16/2018 ***.*** *.*
Arizona Public Service, 3.15% 15may2025, USD   USD 05/15/2025 11/16/2018 **.*** *.** 11/16/2018 **.** *.**
Arrow Electronics, 3.25% 8sep2024, USD   USD 09/08/2024 11/16/2018 **.*** *.** 11/16/2018 **.** *.**
Arrow Electronics, 3.875% 12jan2028, USD   USD 01/12/2028 11/16/2018 **.** *.** 11/16/2018 **.* *.**
Arrow Electronics, 7.5% 15jan2027, USD   USD 01/15/2027 11/16/2018 ***.*** *.** 11/16/2018 ***.*** *.*
Artesyn Escrow, 9.75% 15oct2020, USD   USD 10/15/2020 11/16/2018 **.* **.* 11/16/2018 ** **.**
Ashton Woods, 6.75% 1aug2025, USD   USD 08/01/2025 11/16/2018 **.** *.** 11/16/2018 **.** *.**
Assurant, 4.2% 27sep2023, USD   USD 09/27/2023 11/16/2018 **.** *.** 11/16/2018 **.** *.*
Assurant, 4.9% 27mar2028, USD   USD 03/27/2028 11/16/2018 **.** *.** 11/16/2018 **.** *.**
Assurant, 7% 27mar2048, USD   USD 03/27/2048 11/16/2018 **.** * 11/16/2018 ***.** *
Assured Guaranty Municipal Holdings, 6.4% 15dec2086, USD (ABS)   USD 12/15/2086 11/16/2018 **.** * 11/16/2018 **.** *
AssuredPartners, 7% 15aug2025, USD   USD 08/15/2025 11/16/2018 **.** *.** 11/16/2018 **.** *.*
AT&T Inc, 1.05% 5sep2023, EUR   EUR 09/05/2023 11/16/2018 ***.** *.** 11/16/2018 ***.** *.**
AT&T Inc, 1.3% 5sep2023, EUR   EUR 09/05/2023 11/16/2018 ***.** *.** 11/16/2018 ***.* *.**
AT&T Inc, 1.45% 1jun2022, EUR   EUR 06/01/2022 11/16/2018 ***.* *.** 11/16/2018 ***.** *.**
AT&T Inc, 1.8% 5sep2026, EUR   EUR 09/05/2026 11/16/2018 **.** *.* 11/16/2018 **.** *.**
AT&T Inc, 1.875% 4dec2020, EUR   EUR 12/04/2020 11/16/2018 ***.** *.** 11/16/2018 ***.** *.**
AT&T Inc, 2.3% 11mar2019, USD   USD 03/11/2019 11/16/2018 **.* *.** 11/16/2018 **.** *.**
AT&T Inc, 2.35% 5sep2029, EUR   EUR 09/05/2029 11/16/2018 **.* *.** 11/16/2018 **.** *.**
AT&T Inc, 2.4% 15mar2024, EUR   EUR 03/15/2024 11/16/2018 ***.** *.** 11/16/2018 ***.** *.**
AT&T Inc, 2.45% 15mar2035, EUR   EUR 03/15/2035 11/16/2018 **.** *.** 11/16/2018 **.** *.**
AT&T Inc, 2.45% 30jun2020, USD   USD 06/30/2020 11/16/2018 **.** *.** 11/16/2018 **.** *.**
AT&T Inc, 2.5% 15mar2023, EUR   EUR 03/15/2023 11/16/2018 ***.** *.** 11/16/2018 ***.** *.**
AT&T Inc, 2.6% 17dec2029, EUR   EUR 12/17/2029 11/16/2018 ***.* *.** 11/16/2018 ***.** *.**
AT&T Inc, 2.625% 1dec2022, USD   USD 12/01/2022 11/16/2018 **.*** *.** 11/16/2018 **.** *.**
AT&T Inc, 2.65% 17dec2021, EUR   EUR 12/17/2021 11/16/2018 ***.** *.** 11/16/2018 ***.** *.**
AT&T Inc, 2.85% 25may2024, CAD   CAD 05/25/2024 11/16/2018 **.* *.** 11/16/2018 **.** *.**
AT&T Inc, 2.9% 4dec2026, GBP   GBP 12/04/2026 11/16/2018 **.** *.** 11/16/2018 **.** *.**
AT&T Inc, 3% 30jun2022, USD   USD 06/30/2022 11/16/2018 **.* *.** 11/16/2018 **.* *.**
AT&T Inc, 3.15% 4sep2036, EUR   EUR 09/04/2036 11/16/2018 **.** *.** 11/16/2018 **.** *.**
AT&T Inc, 3.2% 1mar2022, USD   USD 03/01/2022 11/16/2018 **.** *.** 11/16/2018 **.** *.**
AT&T Inc, 3.375% 15mar2034, EUR   EUR 03/15/2034 11/16/2018 ***.** *.** 11/16/2018 ***.** *.**
AT&T Inc, 3.4% 15may2025, USD   USD 05/15/2025 11/16/2018 **.** *.* 11/16/2018 **.* *.*
AT&T Inc, 3.45% 19sep2023, AUD   AUD 09/19/2023 11/16/2018 **.** *.** 11/16/2018 **.** *.**
AT&T Inc, 3.5% 17dec2025, EUR   EUR 12/17/2025 11/16/2018 ***.** *.* 11/16/2018 ***.** *.**
AT&T Inc, 3.55% 17dec2032, EUR   EUR 12/17/2032 11/16/2018 *** *.** 11/16/2018 ***.** *.**
AT&T Inc, 3.8% 15mar2022, USD   USD 03/15/2022 11/16/2018 **.** *.** 11/16/2018 ***.*** *.*
AT&T Inc, 3.8% 1mar2024, USD   USD 03/01/2024 11/16/2018 **.** *.** 11/16/2018 **.** *.**
AT&T Inc, 3.875% 15aug2021, USD   USD 08/15/2021 11/16/2018 ***.** *.** 11/16/2018 ***.** *.**
AT&T Inc, 4% 25nov2025, USD   CAD 11/25/2025 11/16/2018 **.** *.** 11/16/2018 **.** *.**
AT&T Inc, 4.1% 19jan2026, AUD   AUD 01/19/2026 11/16/2018 **.** *.** 11/16/2018 **.** *.**
AT&T Inc, 4.125% 17feb2026, USD   USD 02/17/2026 11/16/2018 **.** *.** 11/16/2018 **.* *.*
AT&T Inc, 4.25% 1jun2043, GBP   GBP 06/01/2043 11/16/2018 ***.** *.** 11/16/2018 ***.** *.*
AT&T Inc, 4.25% 1mar2027, USD   USD 03/01/2027 11/16/2018 **.** *.** 11/16/2018 **.** *.**
AT&T Inc, 4.3% 15dec2042, USD   USD 12/15/2042 11/16/2018 **.*** *.** 11/16/2018 **.** *.**
AT&T Inc, 4.35% 15jun2045, USD   USD 06/15/2045 11/16/2018 **.** *.** 11/16/2018 **.** *.**
AT&T Inc, 4.375% 14sep2029, GBP   GBP 09/14/2029 11/16/2018 ***.** *.** 11/16/2018 ***.* *.**
AT&T Inc, 4.5% 15may2035, USD   USD 05/15/2035 11/16/2018 **.*** *.* 11/16/2018 **.** *.**
AT&T Inc, 4.5% 9mar2048, USD   USD 03/09/2048 11/16/2018 **.*** *.** 11/16/2018 **.** *.**
AT&T Inc, 4.55% 9mar2049, USD   USD 03/09/2049 11/16/2018 **.*** *.** 11/16/2018 **.** *.**
AT&T Inc, 4.55% 9mar2049, USD   USD 03/09/2049 11/16/2018 **.**** *.** 11/16/2018 **.**** *.**
AT&T Inc, 4.6% 12feb2045, USD   USD 02/12/2045 11/16/2018 **.************ *.** 11/16/2018 **.************ *.**
AT&T Inc, 4.6% 19sep2028, AUD   AUD 09/19/2028 11/16/2018 **.** *.** 11/16/2018 **.** *.**
AT&T Inc, 4.7% 10nov2044, USD   USD 11/10/2044 11/16/2018 **.** *.** 11/16/2018 **.** *.**
AT&T Inc, 4.75% 15may2046, USD   USD 05/15/2046 11/16/2018 **.** *.** 11/16/2018 **.*** *.**
AT&T Inc, 4.8% 15jun2044, USD   USD 06/15/2044 11/16/2018 **.** *.* 11/16/2018 **.** *.*
AT&T Inc, 4.875% 1jun2044, GBP   GBP 06/01/2044 11/16/2018 ***.** *.** 11/16/2018 ***.** *.**
AT&T Inc, 5.15% 15feb2050, USD   USD 02/15/2050 11/16/2018 **.** *.** 11/16/2018 **.** *.*
AT&T Inc, 5.15% 15mar2042, USD   USD 03/15/2042 11/16/2018 **.*** *.** 11/16/2018 **.** *.**
AT&T Inc, 5.2% 15mar2020, USD   USD 03/15/2020 11/16/2018 ***.*** *.** 11/16/2018 ***.*** *.**
AT&T Inc, 5.25% 1mar2037, USD   USD 03/01/2037 11/16/2018 **.*** *.** 11/16/2018 **.** *.**
AT&T Inc, 5.35% 1sep2040, USD   USD 09/01/2040 11/16/2018 **.*** *.** 11/16/2018 **.** *.**
AT&T Inc, 5.35% 1sep2040, USD   USD 09/01/2040 11/16/2018 **.*** *.** 11/16/2018 **.*** *.**
AT&T Inc, 5.45% 1mar2047, USD   USD 03/01/2047 11/16/2018 **.*** *.** 11/16/2018 **.** *.*
AT&T Inc, 5.5% 15mar2027, GBP   GBP 03/15/2027 11/16/2018 ***.* *.** 11/16/2018 ***.** *.**
AT&T Inc, 5.55% 15aug2041, USD   USD 08/15/2041 11/16/2018 **.** *.** 11/16/2018 **.* *.**
AT&T Inc, 5.7% 1mar2057, USD   USD 03/01/2057 11/16/2018 **.*** *.** 11/16/2018 **.** *
AT&T Inc, 5.875% 1oct2019, USD   USD 10/01/2019 11/16/2018 ***.*** *.** 11/16/2018 ***.** *.**
AT&T Inc, 6.15% 15sep2034, USD   USD 09/15/2034 11/16/2018 ***.** *.** 11/16/2018 ***.** *.**
AT&T Inc, 6.3% 15jan2038, USD   USD 01/15/2038 11/16/2018 ***.** *.** 11/16/2018 ***.* *.**
AT&T Inc, 6.35% 15mar2040, USD   USD 03/15/2040 11/16/2018 ***.** *.** 11/16/2018 ***.*** *.**
AT&T Inc, 6.375% 1mar2041, USD   USD 03/01/2041 11/16/2018 ***.* *.** 11/16/2018 ***.*** *.**
AT&T Inc, 6.4% 15may2038, USD   USD 05/15/2038 11/16/2018 ***.*** *.** 11/16/2018 ***.*** *.**
AT&T Inc, 6.5% 15mar2029, USD   USD 03/15/2029 11/16/2018 ***.** *.** 11/16/2018 ***.*** *.**
AT&T Inc, 6.55% 15feb2039, USD   USD 02/15/2039 11/16/2018 ***.** *.** 11/16/2018 ***.* *.**
AT&T Inc, 7% 30apr2040, GBP   GBP 04/30/2040 11/16/2018 ***.** *.** 11/16/2018 ***.** *.**
AT&T Inc, 8% 15nov2031, USD   USD 11/15/2031 11/16/2018 ***.** *.** 11/16/2018 ***.** *.**
AT&T Inc, FRN 12jun2024, USD   USD 06/12/2024 11/16/2018 **.** * 11/16/2018 ***.** *
AT&T Inc, FRN 15jan2020, USD   USD 01/15/2020 11/16/2018 ***.**** * 11/16/2018 ***.**** *
AT&T Inc, FRN 15jul2021, USD   USD 07/15/2021 11/16/2018 ***.** * 11/16/2018 ***.** *
AT&T Inc, FRN 19sep2023, AUD   AUD 09/19/2023 11/16/2018 **.** * 11/16/2018 **.** *
AT&T Inc, FRN 30jun2020, USD   USD 06/30/2020 11/16/2018 ***.** * 11/16/2018 ***.** *
AT&T Inc, FRN 4jun2019, EUR   EUR 06/04/2019 11/16/2018 ***.** * 11/16/2018 ***.** *
Athene Global Funding, 2.75% 20apr2020, USD   USD 04/20/2020 11/16/2018 **.*** *.** 11/16/2018 **.*** *.**
Athene Global Funding, FRN 1jul2022, USD   USD 07/01/2022 11/16/2018 ***.*** * 11/16/2018 ***.*** *
Athene Global Funding, FRN 1jul2022, USD   USD 07/01/2022 11/16/2018 ***.*** * 11/16/2018 ***.*** *
Athene Holding, 4.125% 12jan2028, USD   USD 01/12/2028 11/16/2018 **.*** *.** 11/16/2018 **.** *.**
Atlantic City Electric, 4% 15oct2028, USD   USD 10/15/2028 11/16/2018 **.*** *.** 11/16/2018 ***.** *.**
Atmos Energy, 3% 15jun2027, USD   USD 06/15/2027 11/16/2018 **.*** *.** 11/16/2018 **.*** *.*
Atmos Energy, 4.125% 15oct2044, USD   USD 10/15/2044 11/16/2018 **.*** *.** 11/16/2018 **.*** *.**
Atmos Energy, 4.3% 1oct2048, USD   USD 10/01/2048 11/16/2018 **.** *.** 11/16/2018 **.** *.**
Australia and New Zealand Banking Group (New York branch), 2.625% 9nov2022, USD   USD 11/09/2022 11/16/2018 **.*** *.** 11/16/2018 **.*** *.*
Autodesk, 3.125% 15jun2020, USD   USD 06/15/2020 11/16/2018 **.*** *.** 11/16/2018 **.** *.**
Autodesk, 3.5% 15jun2027, USD   USD 06/15/2027 11/16/2018 **.*** *.** 11/16/2018 **.** *.**
Autodesk, 4.375% 15jun2025, USD   USD 06/15/2025 11/16/2018 **.** *.** 11/16/2018 ***.*** *.**
Automatic Data Processing, 2.25% 15sep2020, USD   USD 09/15/2020 11/16/2018 **.*** *.** 11/16/2018 **.*** *.**
Automatic Data Processing, 3.375% 15sep2025, USD   USD 09/15/2025 11/16/2018 **.*** *.** 11/16/2018 **.** *.**
AutoNation, 3.5% 15nov2024, USD   USD 11/15/2024 11/16/2018 **.** *.** 11/16/2018 **.** *.**
AutoNation, 3.8% 15nov2027, USD   USD 11/15/2027 11/16/2018 **.** *.** 11/16/2018 **.** *.**
AutoZone, 2.5% 15apr2021, USD   USD 04/15/2021 11/16/2018 **.** *.* 11/16/2018 **.** *.**
AutoZone, 3.25% 15apr2025, USD   USD 04/15/2025 11/16/2018 **.*** *.** 11/16/2018 **.*** *.**
AutoZone, 3.75% 1jun2027, USD   USD 06/01/2027 11/16/2018 **.*** *.** 11/16/2018 **.** *.**
AV Homes, 6.625% 15may2022, USD   USD 05/15/2022 11/16/2018 *** *.* 11/16/2018 *** *.**
AvalonBay Communities, 3.45% 1jun2025, USD   USD 06/01/2025 11/16/2018 **.*** * 11/16/2018 **.*** *.*
Avangrid, 3.15% 1dec2024, USD   USD 12/01/2024 11/16/2018 **.* *.** 11/16/2018 **.** *.**
Avantor, 4.75% 1oct2024, EUR   EUR 10/01/2024 11/16/2018 ***.** *.** 11/16/2018 ***.** *.**
Avantor, 9% 1oct2025, USD   USD 10/01/2025 11/16/2018 ***.** *.** 11/16/2018 ***.** *.**
Avery Dennison, 1.25% 3mar2025, EUR   EUR 03/03/2025 11/16/2018 **.** *.** 11/16/2018 **.** *.**
Aviation Capital Group, 3.5% 1nov2027, USD   USD 11/01/2027 11/16/2018 **.** *.** 11/16/2018 **.** *.**
Aviation Capital Group, 3.875% 1may2023, USD   USD 05/01/2023 11/16/2018 **.** *.** 11/16/2018 **.** *.**
Aviation Capital Group, 4.125% 1aug2025, USD   USD 08/01/2025 11/16/2018 **.** *.** 11/16/2018 **.** *.**
Avis Budget Car Rental, 4.125% 15nov2024, EUR   EUR 11/15/2024 11/16/2018 ***.** *.* 11/16/2018 ***.** *.**
Avis Budget Car Rental, 4.5% 15may2025, EUR   EUR 05/15/2025 11/16/2018 **.** *.** 11/16/2018 ***.*** *.**
Avis Budget Car Rental, 4.75% 30jan2026, EUR   EUR 01/30/2026 11/16/2018 **.** *.** 11/16/2018 **.** *.**
Avis Budget Car Rental, 5.25% 15mar2025, USD   USD 03/15/2025 11/16/2018 **.** *.** 11/16/2018 **.** *.**
Avis Budget Car Rental, 5.5% 1apr2023, USD   USD 04/01/2023 11/16/2018 **.** *.** 11/16/2018 **.** *
Avis Budget Car Rental, 5.5% 1apr2023, USD   USD 04/01/2023 11/16/2018 **.* *.** 11/16/2018 **.* *.**
Avnet, 3.75% 1dec2021, USD   USD 12/01/2021 11/16/2018 **.**** *.** 11/16/2018 **.**** *.**
Avon International Operations, 7.875% 15aug2022, USD   USD 08/15/2022 11/16/2018 ***.* *.** 11/16/2018 ***.** *.**
Avon Products, 4.6% 15mar2020, USD   USD 03/15/2020 11/16/2018 ***.** * 11/16/2018 ***.** *
Avon Products, 6.95% 15mar2043, USD   USD 03/15/2043 11/16/2018 **.** **.** 11/16/2018 **.** **.**
AXA Equitable Holdings, 3.9% 20apr2023, USD   USD 04/20/2023 11/16/2018 **.* *.** 11/16/2018 **.** *.**
AXA Equitable Holdings, 4.35% 20apr2028, USD   USD 04/20/2028 11/16/2018 **.** *.** 11/16/2018 **.** *.**
AXA Equitable Holdings, 5% 20apr2048, USD   USD 04/20/2048 11/16/2018 ** *.** 11/16/2018 **.*** *.**
Axalta Coating Systems LLC, 4.25% 15aug2024, EUR   EUR 08/15/2024 11/16/2018 ***.** *.** 11/16/2018 ***.** *.**
Axalta Coating Systems Ltd, 4.875% 15aug2024, USD   USD 08/15/2024 11/16/2018 **.** *.** 11/16/2018 **.** *.**
AXIS Capital Holdings, 4.000% 6dec2027, USD   USD 12/06/2027 11/16/2018 **.** *.** 11/16/2018 **.** *.**
Bacardi Corp, 2.75% 15jul2026, USD   USD 07/15/2026 11/16/2018 **.** *.** 11/16/2018 **.** *.**
Bacardi Corp, 2.75% 3jul2023, EUR   EUR 07/03/2023 11/16/2018 ***.** *.** 11/16/2018 ***.** *.*
Bacardi Corp, 4.45% 15may2025, USD   USD 05/15/2025 11/16/2018 **.* *.** 11/16/2018 **.* *.**
Bacardi Corp, 4.7% 15may2028, USD   USD 05/15/2028 11/16/2018 **.** *.** 11/16/2018 **.** *.*
Bacardi Corp, 5.15% 15may2038, USD   USD 05/15/2038 11/16/2018 **.* *.* 11/16/2018 **.* *.**
Bacardi Corp, 5.3% 15may2048, USD   USD 05/15/2048 11/16/2018 **.** *.** 11/16/2018 **.** *.**
BAE Systems Holdings, 2.85% 15dec2020, USD   USD 12/15/2020 11/16/2018 **.** *.** 11/16/2018 **.** *.**
BAE Systems Holdings, 3.8% 7oct2024, USD   USD 10/07/2024 11/16/2018 **.** *.** 11/16/2018 **.** *.**
BAE Systems Holdings, 4.75% 7oct2044, USD   USD 10/07/2044 11/16/2018 **.** *.** 11/16/2018 **.** *.**
Baker Hughes, 2.773% 15dec2022, USD   USD 12/15/2022 11/16/2018 **.* *.* 11/16/2018 **.** *.**
Baker Hughes, 2.773% 15dec2022, USD   USD 12/15/2022 11/16/2018 **.** *.** 11/16/2018 **.** *.**
Baker Hughes, 3.337% 15dec2027, USD   USD 12/15/2027 11/16/2018 **.** *.** 11/16/2018 **.** *.**
Baker Hughes, 4.08% 15dec2047, USD   USD 12/15/2047 11/16/2018 **.** *.** 11/16/2018 **.** *.**
Baker Hughes, 4.08% 15dec2047, USD   USD 12/15/2047 11/16/2018 **.** *.** 11/16/2018 **.** *.*
Baker Hughes, a GE company, 3.2% 15aug2021, USD   USD 08/15/2021 11/16/2018 **.*** *.** 11/16/2018 **.*** *.**
Baker Hughes, a GE company, 3.337% 15dec2027, USD   USD 12/15/2027 11/16/2018 **.*** *.** 11/16/2018 **.** *.**
Ball, 4.875% 15mar2026, USD   USD 03/15/2026 11/16/2018 **.** *.** 11/16/2018 **.** *.**
Ball, 5.25% 1jul2025, USD   USD 07/01/2025 11/16/2018 ***.** *.** 11/16/2018 ***.** *.**
Baltimore Gas and Electric (BGE), 2.4% 15aug2026, USD   USD 08/15/2026 11/16/2018 **.*** *.** 11/16/2018 **.*** *.**
Baltimore Gas and Electric (BGE), 3.5% 15aug2046, USD   USD 08/15/2046 11/16/2018 **.* *.** 11/16/2018 **.** *.**
Baltimore Gas and Electric (BGE), 3.75% 15aug2047, USD   USD 08/15/2047 11/16/2018 **.** *.** 11/16/2018 **.** *.**
Baltimore Gas and Electric (BGE), 4.25% 15sep2048, USD   USD 09/15/2048 11/16/2018 **.** *.** 11/16/2018 **.** *.**
Bank of America Corp., 0.39% 19may2021, JPY   JPY 05/19/2021 11/16/2018 **.** *.** 11/16/2018 **.*** *.*
Bank of America Corp., 0.736% 7feb2022, EUR   EUR 02/07/2022 11/16/2018 ***.** * 11/16/2018 ***.** *
Bank of America Corp., 0.75% 26jul2023, EUR   EUR 07/26/2023 11/16/2018 **.** *.** 11/16/2018 **.** *.**
Bank of America Corp., 1.375% 10sep2021, EUR   EUR 09/10/2021 11/16/2018 ***.** *.** 11/16/2018 ***.** *.**
Bank of America Corp., 1.379% 7feb2025, EUR   EUR 02/07/2025 11/16/2018 ***.** * 11/16/2018 ***.** *
Bank of America Corp., 1.625% 14sep2022, EUR   EUR 09/14/2022 11/16/2018 ***.** *.** 11/16/2018 ***.** *.**
Bank of America Corp., 1.776% 4may2027, EUR   EUR 05/04/2027 11/16/2018 ***.** * 11/16/2018 ***.** *
Bank of America Corp., 1.875% 10jan2019, EUR   EUR 01/10/2019 11/16/2018 ***.** -*.** 11/16/2018 ***.** -*.**
Bank of America Corp., 2.25% 21apr2020, USD   USD 04/21/2020 11/16/2018 **.** *.** 11/16/2018 **.** *.**
Bank of America Corp., 2.3% 25jul2025, GBP   GBP 07/25/2025 11/16/2018 **.** *.** 11/16/2018 **.** *.**
Bank of America Corp., 2.375% 19jun2024, EUR   EUR 06/19/2024 11/16/2018 ***.** *.* 11/16/2018 ***.** *.**
Bank of America Corp., 2.5% 27jul2020, EUR   EUR 07/27/2020 11/16/2018 ***.** *.** 11/16/2018 ***.** *.**
Bank of America Corp., 2.6% 15jan2019, USD   USD 01/15/2019 11/16/2018 **.** *.** 11/16/2018 **.** *.**
Bank of America Corp., 2.65% 1apr2019, USD   USD 04/01/2019 11/16/2018 **.* *.** 11/16/2018 **.** *.**
Bank of America Corp., 2.881% 24apr2023, USD   USD 04/24/2023 11/16/2018 **.** * 11/16/2018 **.** *
Bank of America Corp., 3.004% 20dec2023, USD   USD 12/20/2023 11/16/2018 **.* * 11/16/2018 **.** *
Bank of America Corp., 3.004% 20dec2023, USD   USD 12/20/2023 11/16/2018 **.*** * 11/16/2018 **.**** *
Bank of America Corp., 3.3% 5aug2021, AUD   AUD 08/05/2021 11/16/2018 ***.** *.** 11/16/2018 ***.** *.**
Bank of America Corp., 3.301% 24apr2024, CAD   CAD 04/24/2024 11/16/2018 **.** * 11/16/2018 **.*** *
Bank of America Corp., 3.419% 20dec2028, USD   USD 12/20/2028 11/16/2018 **.**** * 11/16/2018 **.**** *
Bank of America Corp., 3.419% 20dec2028, USD   USD 12/20/2028 11/16/2018 **.** * 11/16/2018 **.** *
Bank of America Corp., 3.705% 24apr2028, USD   USD 04/24/2028 11/16/2018 **.** * 11/16/2018 ** *
Bank of America Corp., 3.864% 23jul2024, USD   USD 07/23/2024 11/16/2018 **.** * 11/16/2018 **.** *
Bank of America Corp., 4% 22jan2025, USD   USD 01/22/2025 11/16/2018 **.** *.** 11/16/2018 **.** *.**
Bank of America Corp., 4.244% 24apr2038, USD   USD 04/24/2038 11/16/2018 **.** * 11/16/2018 **.** *
Bank of America Corp., 4.25% 10dec2026, GBP   GBP 12/10/2026 11/16/2018 ***.** *.** 11/16/2018 ***.** *.**
Bank of America Corp., 4.271% 23jul2029, USD   USD 07/23/2029 11/16/2018 **.** * 11/16/2018 **.** *
Bank of America Corp., 4.75% 15sep2020, USD   USD 09/15/2020 11/16/2018 ***.**** *.** 11/16/2018 ***.**** *.**
Bank of America Corp., 4.75% 6may2019, EUR   EUR 05/06/2019 11/16/2018 ***.** * 11/16/2018 ***.* *
Bank of America Corp., 5.1% 28sep2022, EUR   EUR 09/28/2022 11/16/2018 ***.*** * 11/16/2018 ***.*** *
Bank of America Corp., 5.25% 31jan2026, EUR   EUR 01/31/2026 11/16/2018 ***.** *.** 11/16/2018 ***.** *.**
Bank of America Corp., 5.5% 4dec2019, GBP   GBP 12/04/2019 11/16/2018 ***.** *.** 11/16/2018 ***.** *.**
Bank of America Corp., 5.55% 15jun2020, USD   USD 06/15/2020 11/16/2018 ***.**** *.** 11/16/2018 ***.**** *.**
Bank of America Corp., 5.8% 15feb2019, USD   USD 02/15/2019 11/16/2018 ***.** *.** 11/16/2018 ***.*** *.**
Bank of America Corp., 6.1% perp., USD   USD 11/16/2018 ***.* * 11/16/2018 ***.** *
Bank of America Corp., 6.125% 15sep2021, GBP   GBP 09/15/2021 11/16/2018 ***.** *.** 11/16/2018 ***.** *.**
Bank of America Corp., 6.25% perp., USD   USD 11/16/2018 ***.* * 11/16/2018 ***.** *
Bank of America Corp., 6.4% 15aug2019, USD   USD 08/15/2019 11/16/2018 ***.**** *.* 11/16/2018 ***.**** *.*
Bank of America Corp., 7% 31jul2028, GBP   GBP 07/31/2028 11/16/2018 ***.** *.** 11/16/2018 ***.*** *.**
Bank of America Corp., FRN 14sep2020, EUR   EUR 09/14/2020 11/16/2018 ***.** * 11/16/2018 ***.** *
Bank of America Corp., FRN 15jan2019, USD   USD 01/15/2019 11/16/2018 **.** * 11/16/2018 ***.** *
Bank of America Corp., FRN 15jan2023, EUR   EUR 01/15/2023 11/16/2018 ***.**** * 11/16/2018 ***.*** *
Bank of America Corp., FRN 19jun2019, EUR   EUR 06/19/2019 11/16/2018 ***.** * 11/16/2018 ***.** *
Bank of America Corp., FRN 1mar2022, EUR   EUR 03/01/2022 11/16/2018 ***.*** * 11/16/2018 ***.*** *
Bank of America Corp., FRN 21sep2021, EUR   EUR 09/21/2021 11/16/2018 **.** * 11/16/2018 **.** *
Bank of America Corp., FRN 23jul2024, USD   USD 07/23/2024 11/16/2018 **.** * 11/16/2018 **.** *
Bank of America Corp., FRN 24apr2023, USD   USD 04/24/2023 11/16/2018 ***.** * 11/16/2018 ***.** *
Bank of America Corp., FRN 26jul2019, EUR   EUR 07/26/2019 11/16/2018 ***.** * 11/16/2018 ***.** *
Bank of America Corp., FRN 28sep2020, EUR   EUR 09/28/2020 11/16/2018 ***.*** * 11/16/2018 ***.* *
Bank of America Corp., FRN 3may2022, EUR   EUR 05/03/2022 11/16/2018 ***.*** * 11/16/2018 ***.*** *
Bank of America Corp., FRN 4mar2038, EUR   EUR 03/04/2038 11/16/2018 **.*** * 11/16/2018 **.*** *
Bank of America Corp., FRN 4may2023, EUR   EUR 05/04/2023 11/16/2018 **.** * 11/16/2018 **.* *
Bank of America Corp., FRN 5aug2021, AUD   AUD 08/05/2021 11/16/2018 ***.** * 11/16/2018 ***.* *
Bank of America Corp., FRN 5mar2020, AUD   AUD 03/05/2020 11/16/2018 ***.** * 11/16/2018 ***.** *
Bank of America Corp., FRN 6apr2022, EUR (Structured)   EUR 04/06/2022 11/16/2018 ***.*** * 11/16/2018 ***.*** *
Bank of America Corp., FRN 7feb2022, EUR   EUR 02/07/2022 11/16/2018 ***.** * 11/16/2018 ***.** *
Bank of America N.A., 0% 31may2021, EUR (5499D)   EUR 05/31/2021 11/16/2018 ***.**** *.** 11/16/2018 ***.**** *.**
Bank of America N.A., 1.375% 26mar2025, EUR   EUR 03/26/2025 11/16/2018 ***.** *.* 11/16/2018 ***.** *.**
Bank of America N.A., 1.662% 25apr2028, EUR   EUR 04/25/2028 11/16/2018 **.** * 11/16/2018 **.** *
Bank of America N.A., 2.369% 21jul2021, USD   USD 07/21/2021 11/16/2018 **.** * 11/16/2018 **.** *
Bank of America N.A., 2.816% 21jul2023, USD   USD 07/21/2023 11/16/2018 **.** * 11/16/2018 **.** *
Bank of America N.A., 3.593% 21jul2028, USD   USD 07/21/2028 11/16/2018 **.** * 11/16/2018 **.** *
Bank of America N.A., 5.5% 22nov2021, GBP   GBP 11/22/2021 11/16/2018 ***.** *.** 11/16/2018 ***.** *.**
Bank of America N.A., 8.125% 2jun2028, GBP   GBP 06/02/2028 11/16/2018 ***.**** *.** 11/16/2018 ***.** *.**
Bank of America N.A., FRN 21jul2021, USD   USD 07/21/2021 11/16/2018 ***.** * 11/16/2018 ***.** *
Bank of America N.A., FRN 25apr2024, EUR   EUR 04/25/2024 11/16/2018 **.** * 11/16/2018 **.** *
Bank of America N.A., FRN 5feb2026, USD   USD 02/05/2026 11/16/2018 **.** * 11/16/2018 **.** *
Barrick Gold (USA), 5.8% 15nov2034, USD   USD 11/15/2034 11/16/2018 **.*** *.** 11/16/2018 ***.*** *.**
Basic Energy Services, 10.75% 15oct2023, USD   USD 10/15/2023 11/16/2018 **.** **.** 11/16/2018 **.** **.**
Basin Electric Power, 4.75% 26apr2047, USD   USD 04/26/2047 11/16/2018 ***.** *.* 11/16/2018 ***.** *.**
Baxalta Inc, 2.875% 2020, USD   USD 06/23/2020 11/16/2018 **.*** *.** 11/16/2018 **.*** *.*
Baxalta Inc, 2.875% 23jun2020, USD   USD 06/23/2020 11/16/2018 **.*** *.** 11/16/2018 **.** *.**
Baxalta Inc, 3.6% 23jun2022, USD   USD 06/23/2022 11/16/2018 **.*** * 11/16/2018 **.*** *.*
Baxalta Inc, 4% 2025, USD   USD 06/23/2025 11/16/2018 **.** *.** 11/16/2018 ***.** *.**
Baxalta Inc, 4% 23jun2025, USD   USD 06/23/2025 11/16/2018 **.** *.* 11/16/2018 **.*** *.**
Baxalta Inc, 5.25% 23jun2045, USD   USD 06/23/2045 11/16/2018 ***.*** *.** 11/16/2018 ***.** *.**
Baxter International, 1.3% 30may2025, EUR   EUR 05/30/2025 11/16/2018 **.** *.** 11/16/2018 **.** *.**
Baxter International, 1.7% 15aug2021, USD   USD 08/15/2021 11/16/2018 **.** *.** 11/16/2018 **.* *.*
Baxter International, 2.6% 15aug2026, USD   USD 08/15/2026 11/16/2018 **.*** *.* 11/16/2018 **.** *.**
Baxter International, 3.5% 15aug2046, USD   USD 08/15/2046 11/16/2018 **.** *.** 11/16/2018 **.** *.**
Bayer US Finance, 2.375% 8oct2019, USD   USD 10/08/2019 11/16/2018 **.*** *.* 11/16/2018 **.*** *.**
Bayer US Finance, 3% 8oct2021, USD   USD 10/08/2021 11/16/2018 **.** *.** 11/16/2018 **.** *.**
Bayer US Finance, 3.375% 8oct2024, USD   USD 10/08/2024 11/16/2018 **.** *.** 11/16/2018 **.** *.**
BB&T, 5.375% 15aug2022, USD   USD 08/15/2022 11/16/2018 ***.**** *.** 11/16/2018 ***.**** *.**
BBA U.S. Holdings, 5.375% 1may2026, USD   USD 05/01/2026 11/16/2018 **.** *.** 11/16/2018 **.** *.**
Beacon Escrow, 4.875% 1nov2025, USD   USD 11/01/2025 11/16/2018 **.** *.** 11/16/2018 **.** *.**
Becton Dickinson, 0.368% 6jun2019, EUR   EUR 06/06/2019 11/16/2018 ***.** *.* 11/16/2018 ***.** -*.**
Becton Dickinson, 1% 15dec2022, EUR   EUR 12/15/2022 11/16/2018 ***.** *.** 11/16/2018 ***.*** *.**
Becton Dickinson, 1.401% 24may2023, EUR   EUR 05/24/2023 11/16/2018 ***.** *.** 11/16/2018 ***.*** *.**
Becton Dickinson, 1.9% 15dec2026, EUR   EUR 12/15/2026 11/16/2018 **.** *.** 11/16/2018 **.*** *.**
Belden, 2.875% 15sep2025, EUR   EUR 09/15/2025 11/16/2018 **.*** *.** 11/16/2018 **.** *.**
Belden, 3.375% 15jul2027, EUR   EUR 07/15/2027 11/16/2018 **.** *.* 11/16/2018 **.** *.**
Belden, 3.875% 15mar2028, EUR   EUR 03/15/2028 11/16/2018 **.** *.** 11/16/2018 **.* *.**
Belden, 4.125% 15oct2026, EUR   EUR 10/15/2026 11/16/2018 ***.** *.** 11/16/2018 ***.* *.**
Bemis, 3.1% 15sep2026, USD   USD 09/15/2026 11/16/2018 **.*** *.** 11/16/2018 **.*** *.**
Berkshire Hathaway, 0.25% 17jan2021, EUR   EUR 01/17/2021 11/16/2018 ***.** *.** 11/16/2018 ***.* *.**
Berkshire Hathaway, 0.5% 13mar2020, EUR   EUR 03/13/2020 11/16/2018 ***.** -*.** 11/16/2018 ***.** -*.**
Berkshire Hathaway, 0.625% 17jan2023, EUR   EUR 01/17/2023 11/16/2018 ***.** *.** 11/16/2018 ***.** *.**
Berkshire Hathaway, 0.75% 16mar2023, EUR   EUR 03/16/2023 11/16/2018 ***.* *.** 11/16/2018 ***.** *.**
Berkshire Hathaway, 1.125% 16mar2027, EUR   EUR 03/16/2027 11/16/2018 **.** *.** 11/16/2018 **.** *.**
Berkshire Hathaway, 1.3% 15aug2019, USD   USD 08/15/2019 11/16/2018 **.*** *.** 11/16/2018 **.*** *.**
Berkshire Hathaway, 1.3% 15mar2024, EUR   EUR 03/15/2024 11/16/2018 ***.** *.** 11/16/2018 ***.** *.**
Berkshire Hathaway, 1.625% 16mar2035, EUR   EUR 03/16/2035 11/16/2018 **.** *.** 11/16/2018 **.** *.*
Berkshire Hathaway, 1.7% 15mar2019, USD   USD 03/15/2019 11/16/2018 **.*** *.** 11/16/2018 **.*** *.**
Berkshire Hathaway, 2.15% 15mar2028, EUR   EUR 03/15/2028 11/16/2018 ***.** *.** 11/16/2018 ***.** *.**
Berkshire Hathaway, 2.2% 15mar2021, USD   USD 03/15/2021 11/16/2018 **.*** *.** 11/16/2018 **.*** *.**
Berkshire Hathaway, 2.4% 1feb2020, USD   USD 02/01/2020 11/16/2018 **.*** *.** 11/16/2018 **.*** *.**
Berkshire Hathaway, 2.75% 15mar2023, USD   USD 03/15/2023 11/16/2018 **.** *.** 11/16/2018 **.*** *.*
Berkshire Hathaway, 3.125% 15mar2026, USD   USD 03/15/2026 11/16/2018 **.*** *.** 11/16/2018 **.** *.**
Berkshire Hathaway, 4.2% 15aug2048, USD   USD 08/15/2048 11/16/2018 **.*** *.** 11/16/2018 **.** *.**
Berkshire Hathaway, 4.4% 15may2042, USD   USD 05/15/2042 11/16/2018 **.** *.** 11/16/2018 **.*** *.**
Berkshire Hathaway, FRN 10jan2020, USD   USD 01/10/2020 11/16/2018 ***.** * 11/16/2018 ***.** *
Berkshire Hathaway, FRN 11jan2019, USD   USD 01/11/2019 11/16/2018 **.** * 11/16/2018 ***.** *
Berkshire Hathaway, FRN 15aug2019, USD   USD 08/15/2019 11/16/2018 **.** * 11/16/2018 ***.** *
Berkshire Hathaway, FRN 15mar2019, USD   USD 03/15/2019 11/16/2018 ***.** * 11/16/2018 ***.* *
Berkshire Hathaway Energy, 2.375% 15jan2021, USD   USD 01/15/2021 11/16/2018 **.** *.* 11/16/2018 **.** *.**
Berkshire Hathaway Energy, 2.4% 1feb2020, USD   USD 02/01/2020 11/16/2018 **.*** *.** 11/16/2018 **.*** *.**
Berkshire Hathaway Energy, 2.8% 15jan2023, USD   USD 01/15/2023 11/16/2018 **.*** *.** 11/16/2018 **.*** *.**
Berkshire Hathaway Energy, 3.25% 15apr2028, USD   USD 04/15/2028 11/16/2018 **.*** *.** 11/16/2018 **.** *.**
Berkshire Hathaway Energy, 3.25% 15apr2028, USD   USD 04/15/2028 11/16/2018 **.** *.** 11/16/2018 **.** *.**
Berkshire Hathaway Energy, 3.5% 1feb2025, USD   USD 02/01/2025 11/16/2018 **.*** *.** 11/16/2018 **.*** *.**
Berkshire Hathaway Energy, 3.75% 15nov2023, USD   USD 11/15/2023 11/16/2018 ***.** *.** 11/16/2018 ***.*** *.**
Berkshire Hathaway Energy, 3.8% 15jul2048, USD   USD 07/15/2048 11/16/2018 **.*** *.** 11/16/2018 **.** *.**
Berkshire Hathaway Energy, 4.45% 15jan2049, USD   USD 01/15/2049 11/16/2018 **.** *.** 11/16/2018 **.** *.**
Berkshire Hathaway Energy, 4.5% 1feb2045, USD   USD 02/01/2045 11/16/2018 **.*** *.** 11/16/2018 **.*** *.**
Berkshire Hathaway Energy, 5.15% 15nov2043, USD   USD 11/15/2043 11/16/2018 ***.*** *.** 11/16/2018 ***.*** *.**
Berkshire Hathaway Energy, 5.95% 15may2037, USD   USD 05/15/2037 11/16/2018 ***.*** *.** 11/16/2018 ***.*** *.**
Berkshire Hathaway Energy, 6.5% 15sep2037, USD   USD 09/15/2037 11/16/2018 ***.*** *.** 11/16/2018 ***.** *.**
Berry Global, 4.5% 15feb2026, USD   USD 02/15/2026 11/16/2018 **.** *.** 11/16/2018 **.** *.**
Berry Global, 5.125% 15jul2023, USD   USD 07/15/2023 11/16/2018 **.** *.** 11/16/2018 ***.** *.**
Best Buy, 4.45% 1oct2028, USD   USD 10/01/2028 11/16/2018 **.** *.** 11/16/2018 **.*** *.**
Beverages & More, 11.5% 15jun2022, USD   USD 06/15/2022 11/16/2018 ** **.** 11/16/2018 ** **.**
BGC Partners, 5.125% 27may2021, USD   USD 05/27/2021 11/16/2018 ***.*** *.* 11/16/2018 ***.*** *.**
BGC Partners, 5.125% 27may2021, USD   USD 05/27/2021 11/16/2018 ***.**** *.** 11/16/2018 ***.*********** *.**
BGC Partners, 5.375% 24jul2023, USD   USD 07/24/2023 11/16/2018 **.** *.** 11/16/2018 ***.** *.**
BGC Partners, 5.375% 9dec2019, USD   USD 12/09/2019 11/16/2018 ***.*** *.** 11/16/2018 ***.* *.**
Biogen Idec, 2.9% 15sep2020, USD   USD 09/15/2020 11/16/2018 **.* *.** 11/16/2018 **.** *.**
Biogen Idec, 3.625% 15sep2022, USD   USD 09/15/2022 11/16/2018 **.*** *.** 11/16/2018 **.*** *.**
Biogen Idec, 4.05% 15sep2025, USD   USD 09/15/2025 11/16/2018 **.** *.** 11/16/2018 **.*** *.**
Biogen Idec, 5.2% 15sep2045, USD   USD 09/15/2045 11/16/2018 ***.** *.** 11/16/2018 ***.** *.**
Black Hills, 3.15% 15jan2027, USD   USD 01/15/2027 11/16/2018 **.** *.* 11/16/2018 **.** *.**
Black Hills, 4.2% 15sep2046, USD   USD 09/15/2046 11/16/2018 **.** *.** 11/16/2018 **.** *.**
Black Hills, 4.35% 1may2033, USD   USD 05/01/2033 11/16/2018 **.** *.** 11/16/2018 **.** *.**
Blackboard, 7.75% 15nov2019, USD   USD 11/15/2019 11/16/2018 **.************ **.** 11/16/2018 **.** **.**
BlackRock, 1.25% 6may2025, EUR   EUR 05/06/2025 11/16/2018 ***.** *.** 11/16/2018 ***.** *.**
Blackstone CQP Holdco, 6% 17aug2021, USD   USD 08/17/2021 11/16/2018 **.*** *.** 11/16/2018 ***.*** *.**
Blackstone CQP Holdco, 6.5% 20mar2021, USD   USD 03/20/2021 11/16/2018 **.** *.** 11/16/2018 **.** *.**
Blackstone Holdings Finance, 1% 5oct2026, EUR   EUR 10/05/2026 11/16/2018 **.** *.** 11/16/2018 **.** *.**
Blackstone Holdings Finance, 2% 19may2025, EUR   EUR 05/19/2025 11/16/2018 ***.* *.** 11/16/2018 ***.** *.**
Blackstone Holdings Finance, 3.15% 2oct2027, USD   USD 10/02/2027 11/16/2018 **.** *.** 11/16/2018 **.** *.**
Blackstone Holdings Finance, 4% 2oct2047, USD   USD 10/02/2047 11/16/2018 **.* *.** 11/16/2018 **.** *.**
Blackstone Holdings Finance, 4.45% 15jul2045, USD   USD 07/15/2045 11/16/2018 **.** *.** 11/16/2018 ***.** *.**
Blackstone Holdings Finance, 4.75% 15feb2023, USD   USD 02/15/2023 11/16/2018 ***.** *.** 11/16/2018 ***.** *.**
Blackstone Holdings Finance, 5% 15jun2044, USD   USD 06/15/2044 11/16/2018 **.** *.* 11/16/2018 **.** *.**
Block Financial, 5.25% 1oct2025, USD   USD 10/01/2025 11/16/2018 **.** *.** 11/16/2018 ***.** *.**
Blue Cross and Blue Shield, 3.79% 1may2025   USD 05/01/2025 11/16/2018 **.** *.** 11/16/2018 **.*** *.**
Blue Cube Spinco, 9.75% 15oct2023, USD   USD 10/15/2023 11/16/2018 *** *.** 11/16/2018 ***.** *.**
BMC East, 5.5% 1oct2024, USD   USD 10/01/2024 11/16/2018 **.** *.** 11/16/2018 **.** *.**
BMW US Capital, 1.125% 18sep2021, EUR   EUR 09/18/2021 11/16/2018 ***.** *.** 11/16/2018 ***.** *.**
BMW US Capital, 1.5% 11apr2019, USD   USD 04/11/2019 11/16/2018 **.** *.** 11/16/2018 **.** *.**
BMW US Capital, 2% 11apr2021, USD   USD 04/11/2021 11/16/2018 **.** *.** 11/16/2018 **.** *.**
BMW US Capital, 2.25% 15sep2023, USD   USD 09/15/2023 11/16/2018 **.** *.** 11/16/2018 **.** *.**
BMW US Capital, 2.75% 2dec2019, AUD   AUD 12/02/2019 11/16/2018 ***.** *.** 11/16/2018 ***.** *.*
BMW US Capital, 2.8% 11apr2026, USD   USD 04/11/2026 11/16/2018 **.* *.** 11/16/2018 **.** *.**
BMW US Capital, 3.1% 12apr2021, USD   USD 04/12/2021 11/16/2018 **.** *.** 11/16/2018 **.** *.*
BMW US Capital, 3.45% 12apr2023, USD   USD 04/12/2023 11/16/2018 **.** *.** 11/16/2018 **.** *.**
BMW US Capital, 3.75% 12apr2028, USD   USD 04/12/2028 11/16/2018 **.** *.** 11/16/2018 **.** *.**
BMW US Capital, FRN 12apr2021, USD   USD 04/12/2021 11/16/2018 **.** * 11/16/2018 ***.** *
BMW US Capital, FRN 18mar2019, EUR   EUR 03/18/2019 11/16/2018 ***.** * 11/16/2018 ***.** *
BNY Mellon, 4.62% perp., USD   USD 11/16/2018 **.** * 11/16/2018 **.** *
BNY Mellon, 4.95% perp., USD   USD 11/16/2018 ***.** * 11/16/2018 ***.** *
Boardwalk Pipeline Partners, 4.45% 15jul2027, USD   USD 07/15/2027 11/16/2018 **.** *.** 11/16/2018 **.*** *.**
Boeing, 1.875% 15jun2023, USD   USD 06/15/2023 11/16/2018 **.*** *.** 11/16/2018 **.** *.**
Boeing, 2.125% 1mar2022, USD   USD 03/01/2022 11/16/2018 **.** *.* 11/16/2018 **.*** *.**
Boeing, 2.25% 15jun2026, USD   USD 06/15/2026 11/16/2018 **.*** *.** 11/16/2018 **.** *.**
Boeing, 2.8% 1mar2023, USD   USD 03/01/2023 11/16/2018 **.** *.** 11/16/2018 **.* *.**
Boeing, 2.8% 1mar2027, USD   USD 03/01/2027 11/16/2018 **.*** *.** 11/16/2018 **.** *.**
Boeing, 3.25% 1mar2028, USD   USD 03/01/2028 11/16/2018 **.** *.** 11/16/2018 **.** *.*
Boeing, 3.375% 15jun2046, USD   USD 06/15/2046 11/16/2018 **.*** *.** 11/16/2018 **.** *.**
Boeing, 3.45% 1nov2028, USD   USD 11/01/2028 11/16/2018 **.*** *.* 11/16/2018 **.** *.**
Boeing, 3.55% 1mar2038, USD   USD 03/01/2038 11/16/2018 **.** *.** 11/16/2018 **.** *.**
Boeing, 3.625% 1mar2048, USD   USD 03/01/2048 11/16/2018 **.*** *.** 11/16/2018 **.** *.**
Boeing, 3.65% 1mar2047, USD   USD 03/01/2047 11/16/2018 **.** *.* 11/16/2018 **.** *.**
Boeing, 3.85% 1nov2048, USD   USD 11/01/2048 11/16/2018 **.*** *.** 11/16/2018 **.** *.*
Booking Holdings, 0.8% 10mar2022, EUR   EUR 03/10/2022 11/16/2018 ***.** *.** 11/16/2018 ***.** *.**
Booking Holdings, 0.9% 15sep2021, USD (Conv.)   USD 09/15/2021 11/16/2018 ***.*** -*.** 11/16/2018 ***.*** -*.**
Booking Holdings, 1.8% 3mar2027, EUR   EUR 03/03/2027 11/16/2018 ***.** *.** 11/16/2018 ***.** *.**
Booking Holdings, 2.15% 25nov2022, EUR   EUR 11/25/2022 11/16/2018 ***.*** *.** 11/16/2018 ***.** *.*
Booking Holdings, 2.375% 23sep2024, EUR   EUR 09/23/2024 11/16/2018 ***.** *.** 11/16/2018 ***.** *.**
Booking Holdings, 2.75% 15mar2023, USD   USD 03/15/2023 11/16/2018 **.*** *.** 11/16/2018 **.** *.**
Booking Holdings, 3.55% 15mar2028, USD   USD 03/15/2028 11/16/2018 **.*** *.** 11/16/2018 **.*** *.**
Booking Holdings, 3.65% 15mar2025, USD   USD 03/15/2025 11/16/2018 **.*** *.** 11/16/2018 **.*** *.**
BorgWarner, 1.80% 7nov2022, EUR   EUR 11/07/2022 11/16/2018 ***.** *.** 11/16/2018 ***.** *.**
BorgWarner, 3.375% 15mar2025, USD   USD 03/15/2025 11/16/2018 **.*** *.** 11/16/2018 **.** *.**
BorgWarner, 4.375% 15mar2045, USD   USD 03/15/2045 11/16/2018 **.** *.** 11/16/2018 **.** *.**
Boston Gas, 3.15% 1aug2027, USD   USD 08/01/2027 11/16/2018 **.** *.** 11/16/2018 ** *.**
Boston Properties Inc, 2.75% 1oct2026, USD   USD 10/01/2026 11/16/2018 **.*** *.** 11/16/2018 **.*** *.**
Boston Properties Inc, 3.2% 15jan2025, USD   USD 01/15/2025 11/16/2018 **.** *.* 11/16/2018 **.*** *.**
Boston Scientific, 2.85% 15may2020, USD   USD 05/15/2020 11/16/2018 **.*** *.** 11/16/2018 **.*** *.**
Boston Scientific, 3.375% 15may2022, USD   USD 05/15/2022 11/16/2018 **.** *.** 11/16/2018 **.** *.**
Boston Scientific, 3.85% 15may2025, USD   USD 05/15/2025 11/16/2018 **.*** *.** 11/16/2018 **.*** *.**
Boston Scientific, 4% 1mar2028, USD   USD 03/01/2028 11/16/2018 **.* *.** 11/16/2018 **.** *.**
Boxer Parent company, 8.375% 1sep2026, EUR   EUR 09/01/2026 11/16/2018 **.*** *.** 11/16/2018 **.* *.**
Boxer Parent company, 9.75% 1sep2026, USD   USD 09/01/2026 11/16/2018 **.** **.** 11/16/2018 **.** **.**
Boxer Parent Company (doesn't exist), 8.125% 15jul2021, USD   USD 07/15/2021 11/16/2018 ***.** *.* 11/16/2018 ***.** *.**
Boyd Gaming, 6% 15aug2026, USD   USD 08/15/2026 11/16/2018 **.* *.** 11/16/2018 **.** *.**
Boyd Gaming, 6.375% 1apr2026, USD   USD 04/01/2026 11/16/2018 ** *.** 11/16/2018 ** *.**
Boyne USA, 7.25% 1may2025, USD   USD 05/01/2025 11/16/2018 ***.* *.** 11/16/2018 ***.** *.**
Branch Banking and Trust, 3.8% 30oct2026, USD   USD 10/30/2026 11/16/2018 **.*** *.** 11/16/2018 **.*** *.**
Brighthouse Financial, 3.7% 22jun2027, USD   USD 06/22/2027 11/16/2018 **.* *.** 11/16/2018 **.** *.*
Brighthouse Financial, 3.7% 22jun2027, USD   USD 06/22/2027 11/16/2018 **.* *.** 11/16/2018 **.** *.*
Brighthouse Financial, 4.7% 22jun2047, USD   USD 06/22/2047 11/16/2018 **.*** *.** 11/16/2018 **.** *.**
Brighthouse Financial, 4.7% 22jun2047, USD   USD 06/22/2047 11/16/2018 **.** *.** 11/16/2018 **.** *.**
BrightSphere Investment, 4.8% 27jul2026, USD   USD 07/27/2026 11/16/2018 **.*** *.** 11/16/2018 **.** *.**
Brink's Inc, 4.625% 15oct2027, USD   USD 10/15/2027 11/16/2018 **.** *.** 11/16/2018 **.** *.**
Bristol Myers Squibb, 1% 15may2025, EUR   EUR 05/15/2025 11/16/2018 ***.** *.** 11/16/2018 ***.** *.**
Bristol Myers Squibb, 1.6% 27feb2019, USD   USD 02/27/2019 11/16/2018 **.** *.** 11/16/2018 **.** *.**
Bristol Myers Squibb, 1.75% 15may2035, EUR   EUR 05/15/2035 11/16/2018 **.** *.** 11/16/2018 **.** *.**
Bristol Myers Squibb, 3.25% 1nov2023, USD   USD 11/01/2023 11/16/2018 **.*** *.** 11/16/2018 **.** *.*
Bristol Myers Squibb, 3.25% 27feb2027, USD   USD 02/27/2027 11/16/2018 **.*** *.** 11/16/2018 **.** *.**
Bristow Group, 8.75% 1mar2023, USD   USD 03/01/2023 11/16/2018 **.* **.** 11/16/2018 **.** *.*
Brixmor OP, 3.25% 15sep2023, USD   USD 09/15/2023 11/16/2018 **.*** *.** 11/16/2018 **.*** *.**
Brixmor OP, 3.65% 15jun2024, USD   USD 06/15/2024 11/16/2018 **.*** *.** 11/16/2018 **.** *.**
Broadcom, 2.2% 15jan2021, USD   USD 01/15/2021 11/16/2018 **.*** *.** 11/16/2018 **.* *.**
Broadcom, 2.2% 15jan2021, USD   USD 01/15/2021 11/16/2018 **.** *.* 11/16/2018 **.** *.**
Broadcom, 2.375% 15jan2020, USD   USD 01/15/2020 11/16/2018 **.* *.** 11/16/2018 **.** *.**
Broadcom, 2.375% 15jan2020, USD   USD 01/15/2020 11/16/2018 **.*** *.** 11/16/2018 **.*** *.**
Broadcom, 2.5% 15aug2022, USD   USD 08/15/2022 11/16/2018 **.************ *.** 11/16/2018 **.************ *.**
Broadcom, 2.65% 15jan2023, USD   USD 01/15/2023 11/16/2018 **.*** *.** 11/16/2018 **.** *.**
Broadcom, 3% 15jan2022, USD   USD 01/15/2022 11/16/2018 **.** *.* 11/16/2018 **.** *.**
Broadcom, 3.125% 15jan2025, USD   USD 01/15/2025 11/16/2018 **.** *.** 11/16/2018 **.** *.**
Broadcom, 3.5% 15jan2028, USD   USD 01/15/2028 11/16/2018 **.*** *.** 11/16/2018 **.*** *.**
Broadcom, 3.5% 15jan2028, USD   USD 01/15/2028 11/16/2018 **.*** *.** 11/16/2018 **.** *.**
Broadcom, 3.625% 15jan2024, USD   USD 01/15/2024 11/16/2018 **.** *.** 11/16/2018 **.*** *.**
Broadcom, 3.625% 15jan2024, USD   USD 01/15/2024 11/16/2018 **.** *.** 11/16/2018 **.** *.**
Broadcom, 3.875% 15jan2027, USD   USD 01/15/2027 11/16/2018 **.** *.** 11/16/2018 **.** *.**
Broadcom, 3.875% 15jan2027, USD   USD 01/15/2027 11/16/2018 **.** *.** 11/16/2018 **.* *.*
Brown-Forman, 1.2% 7jul2026, EUR   EUR 07/07/2026 11/16/2018 ***.** *.** 11/16/2018 ***.** *.**
Brown-Forman, 2.6% 7jul2028, GBP   GBP 07/07/2028 11/16/2018 ***.** *.** 11/16/2018 ***.** *.**
Bruin E&P Partners, 8.875% 1aug2023, USD   USD 08/01/2023 11/16/2018 **.** *.** 11/16/2018 **.** *.**
Buckeye Partners, 3.95% 1dec2026, USD   USD 12/01/2026 11/16/2018 **.*** *.* 11/16/2018 **.* *.**
Buckeye Partners, 4.125% 1dec2027, USD   USD 12/01/2027 11/16/2018 **.** *.** 11/16/2018 **.** *.**
Buena Vista Gaming AUTH, 13% 1apr2023, USD   USD 04/01/2023 11/16/2018 **.** **.** 11/16/2018 **.** **.**
Builders FirstSource, 5.625% 1sep2024, USD   USD 09/01/2024 11/16/2018 **.** *.** 11/16/2018 **.** *.**
Bunge Ltd, 1.85% 16jun2023, EUR   EUR 06/16/2023 11/16/2018 ***.** *.** 11/16/2018 ***.** *.**
Bunge Ltd, 3% 25sep2022, USD   USD 09/25/2022 11/16/2018 **.** *.** 11/16/2018 **.*** *.**
Bunge Ltd, 3.25% 15aug2026, USD   USD 08/15/2026 11/16/2018 **.** *.** 11/16/2018 **.*** *.**
Bunge Ltd, 3.75% 25sep2027, USD   USD 09/25/2027 11/16/2018 **.** *.** 11/16/2018 **.*** *.**
Bunge Ltd, 4.35% 15mar2024, USD   USD 03/15/2024 11/16/2018 **.** *.** 11/16/2018 **.*** *.**
Burford Capital Finance, 6.125% 12aug2025, USD   USD 08/12/2025 11/16/2018 **.** *.** 11/16/2018 *** *.**
Burger King, 4.625% 15jan2022, USD   USD 01/15/2022 11/16/2018 **.** *.** 11/16/2018 **.** *.**
Burlington Northern Santa Fe, 3% 1apr2025, USD   USD 04/01/2025 11/16/2018 **.*** *.** 11/16/2018 **.** *.**
Burlington Northern Santa Fe, 3.25% 15jun2027, USD   USD 06/15/2027 11/16/2018 **.*** *.** 11/16/2018 **.*** *.**
Burlington Northern Santa Fe, 4.125% 15jun2047, USD   USD 06/15/2047 11/16/2018 **.*** *.** 11/16/2018 **.** *.**
Burlington Northern Santa Fe, 4.15% 1apr2045, USD   USD 04/01/2045 11/16/2018 **.** *.** 11/16/2018 **.** *.**
Burlington Northern Santa Fe, 6.55% 1jan2020, USD   USD 01/01/2020 11/16/2018 ***.**** *.** 11/16/2018 ***.**** *.**
BWAY Holding, 4.75% 15apr2024, EUR   EUR 04/15/2024 11/16/2018 **.* *.** 11/16/2018 **.*** *.**
BWAY Holding, 5.5% 15apr2024, USD   USD 04/15/2024 11/16/2018 **.** *.** 11/16/2018 **.** *.**
BWAY Holding, 7.25% 15apr2025, USD   USD 04/15/2025 11/16/2018 **.** *.** 11/16/2018 **.** *.**
BWX Technologies (BWXT), 5.375% 15jul2026, USD   USD 07/15/2026 11/16/2018 **.** *.** 11/16/2018 **.** *.**
C.H. Robinson Worldwide, 4.2% 15apr2028, USD   USD 04/15/2028 11/16/2018 **.** *.** 11/16/2018 **.** *.**
CA, Inc., 3.6% 15aug2022, USD   USD 08/15/2022 11/16/2018 **.*** *.** 11/16/2018 **.*** *.**
CA, Inc., 3.6% 1aug2020, USD   USD 08/01/2020 11/16/2018 ***.** *.** 11/16/2018 ***.** *.**
CA, Inc., 4.7% 15mar2027, USD   USD 03/15/2027 11/16/2018 **.*** *.** 11/16/2018 **.*** *.**
CA, Inc., 5.375% 1dec2019, USD   USD 12/01/2019 11/16/2018 ***.*** *.** 11/16/2018 ***.** *.**
Cable One Inc., 5.75% 15jun2022   USD 06/15/2022 11/16/2018 **.** *.** 11/16/2018 ***.** *.**
Cabot, 3.4% 15sep2026, USD   USD 09/15/2026 11/16/2018 **.*** *.** 11/16/2018 **.* *.**
Caesars Entertainment, 5% 1oct2024, USD (Conv.)   USD 10/01/2024 11/16/2018 ***.** -*.** 11/16/2018 ***.** -*.**
CalAtlantic Group, 5% 15jun2027, USD   USD 06/15/2027 11/16/2018 **.*** *.** 11/16/2018 **.*** *.**
CalAtlantic Group, 8.375% 15jan2021, USD   USD 01/15/2021 11/16/2018 ***.* *.** 11/16/2018 *** *.*
California Resources, 5.5% 15sep2021, USD   USD 09/15/2021 11/16/2018 **.** **.** 11/16/2018 **.** **.**
California Resources, 6% 15nov2024, USD   USD 11/15/2024 11/16/2018 **.** **.** 11/16/2018 **.** **.**
California Resources, 8% 15dec2022, USD   USD 12/15/2022 11/16/2018 **.** **.** 11/16/2018 **.** **.**
Calpine, 5.25% 1jun2026, USD   USD 06/01/2026 11/16/2018 **.* *.** 11/16/2018 **.** *.**
Calpine, 5.5% 1feb2024, USD   USD 02/01/2024 11/16/2018 **.** *.** 11/16/2018 **.** *.**
Camden Property Trust, 4.1% 15oct2028, USD   USD 10/15/2028 11/16/2018 **.** *.** 11/16/2018 **.** *.**
Cameron International, 5.125% 15dec2043, USD   USD 12/15/2043 11/16/2018 **.** *.** 11/16/2018 **.** *.**
Campbell Soup, 3.3% 15mar2021, USD   USD 03/15/2021 11/16/2018 **.** *.* 11/16/2018 **.** *.*
Campbell Soup, 3.3% 19mar2025, USD   USD 03/19/2025 11/16/2018 **.*** *.** 11/16/2018 **.** *.**
Campbell Soup, 3.65% 15mar2023, USD   USD 03/15/2023 11/16/2018 **.*** *.** 11/16/2018 **.** *.**
Campbell Soup, 3.95% 15mar2025, USD   USD 03/15/2025 11/16/2018 **.** *.** 11/16/2018 **.*** *.**
Campbell Soup, 4.15% 15mar2028, USD   USD 03/15/2028 11/16/2018 **.*** *.** 11/16/2018 **.** *.**
Campbell Soup, 4.8% 15mar2048, USD   USD 03/15/2048 11/16/2018 **.** *.** 11/16/2018 **.** *.**
Campbell Soup, FRN 15mar2021, USD   USD 03/15/2021 11/16/2018 **.** * 11/16/2018 **.** *
Campbell Soup, FRN 16mar2020, USD   USD 03/16/2020 11/16/2018 **.** * 11/16/2018 ***.** *
Capital One Bank (USA), 2.3% 5jun2019, USD   USD 06/05/2019 11/16/2018 **.** **.** 11/16/2018 ***.** -*.**
Capital One Financial Corporation, 2.4% 30oct2020, USD   USD 10/30/2020 11/16/2018 **.** *.** 11/16/2018 **.** *.**
Capital One Financial Corporation, 2.5% 12may2020, USD   USD 05/12/2020 11/16/2018 **.*** *.** 11/16/2018 **.*** *.**
Capital One Financial Corporation, 2.95% 23jul2021, USD   USD 07/23/2021 11/16/2018 **.*** *.* 11/16/2018 **.** *.**
Capital One Financial Corporation, 3.05% 9mar2022, USD   USD 03/09/2022 11/16/2018 **.* *.** 11/16/2018 **.*** *.**
Capital One Financial Corporation, 3.2% 30jan2023, USD   USD 01/30/2023 11/16/2018 **.*** *.** 11/16/2018 **.** *.**
Capital One Financial Corporation, 3.2% 5feb2025, USD   USD 02/05/2025 11/16/2018 **.*** *.** 11/16/2018 **.** *.**
Capital One Financial Corporation, 3.3% 30oct2024, USD   USD 10/30/2024 11/16/2018 **.** *.** 11/16/2018 **.*** *.**
Capital One Financial Corporation, 3.45% 30apr2021, USD   USD 04/30/2021 11/16/2018 **.*** *.** 11/16/2018 **.** *.**
Capital One Financial Corporation, 3.75% 28jul2026, USD   USD 07/28/2026 11/16/2018 **.** *.** 11/16/2018 **.** *.**
Capital One Financial Corporation, 3.75% 9mar2027, USD   USD 03/09/2027 11/16/2018 **.** *.** 11/16/2018 **.** *.**
Capital One Financial Corporation, 3.8% 31jan2028, USD   USD 01/31/2028 11/16/2018 **.** *.** 11/16/2018 **.** *.**
Capital One Financial Corporation, 4.25% 30apr2025, USD   USD 04/30/2025 11/16/2018 **.*** *.** 11/16/2018 **.** *.**
Capital One Financial Corporation, 5.55% perp., USD   USD 11/16/2018 ***.*** * 11/16/2018 ***.*** *
Capital One Financial Corporation, FRN 12may2020, USD   USD 05/12/2020 11/16/2018 ***.*** * 11/16/2018 ***.**** *
Capital One Financial Corporation, FRN 9mar2022, USD   USD 03/09/2022 11/16/2018 **.** * 11/16/2018 **.** *
Capital One, N.A., 2.25% 13sep2021, USD   USD 09/13/2021 11/16/2018 **.** *.** 11/16/2018 **.*** *.**
Cardinal Health, 1.948% 14jun2019, USD   USD 06/14/2019 11/16/2018 **.** *.** 11/16/2018 **.*** *.**
Cardinal Health, 2.616% 15jun2022, USD   USD 06/15/2022 11/16/2018 **.*** *.** 11/16/2018 **.** *.**
Cardinal Health, 3.079% 15jun2024, USD   USD 06/15/2024 11/16/2018 **.*** *.** 11/16/2018 **.** *.**
Cardinal Health, 3.41% 15jun2027, USD   USD 06/15/2027 11/16/2018 **.*** *.* 11/16/2018 **.** *.**
Cardinal Health, 3.75% 15sep2025, USD   USD 09/15/2025 11/16/2018 **.*** *.** 11/16/2018 **.*** *.**
Cardinal Health, 4.368% 15jun2047, USD   USD 06/15/2047 11/16/2018 **.** *.* 11/16/2018 **.** *.**
Cardinal Health, 4.9% 15sep2045, USD   USD 09/15/2045 11/16/2018 **.*** *.** 11/16/2018 **.*** *.**
Cardinal Health, FRN 15jun2022, USD   USD 06/15/2022 11/16/2018 **.* * 11/16/2018 ***.* *
Cardtronics, 5.5% 1may2025, USD   USD 05/01/2025 11/16/2018 **.** *.** 11/16/2018 **.** *.**
Cargill Inc, 1.875% 4sep2019, EUR   EUR 09/04/2019 11/16/2018 ***.** -*.** 11/16/2018 ***.** -*.**
Cargill Inc, 2.5% 15feb2023, EUR   EUR 02/15/2023 11/16/2018 ***.** *.** 11/16/2018 ***.** *.**
Cargill Inc, 3.05% 19apr2021, USD   USD 04/19/2021 11/16/2018 **.**** *.** 11/16/2018 **.**** *.**
Cargill Inc, 3.25% 1mar2023, USD   USD 03/01/2023 11/16/2018 **.** *.** 11/16/2018 **.** *.**
Cargill Inc, 5.375% 2mar2037, GBP   GBP 03/02/2037 11/16/2018 ***.**** *.** 11/16/2018 ***.**** *.**
Carlisle, 3.5% 1dec2024, USD   USD 12/01/2024 11/16/2018 **.** *.** 11/16/2018 **.** *.*
Carlisle, 3.75% 1dec2027, USD   USD 12/01/2027 11/16/2018 **.** *.** 11/16/2018 **.*** *.*
Carlson Travel, 6.75% 15dec2023, USD   USD 12/15/2023 11/16/2018 **.** *.** 11/16/2018 ***.** *.*
Carlson Travel, 9.5% 15dec2024, USD   USD 12/15/2024 11/16/2018 **.*** **.** 11/16/2018 **.*** **.**
Carlson Travel, FRN 15jun2023, EUR   EUR 06/15/2023 11/16/2018 *** * 11/16/2018 ***.*** *
Carmike Cinemas, 6% 15jun2023, USD   USD 06/15/2023 11/16/2018 **.** *.** 11/16/2018 ***.** *.**
Carnival Corp, 1.625% 22feb2021, EUR   EUR 02/22/2021 11/16/2018 ***.** *.** 11/16/2018 ***.** *.**
Carnival Corp, 7.2% 1oct2023, USD   USD 10/01/2023 11/16/2018 ***.*** *.** 11/16/2018 ***.*** *.**
Carpenter, 4.45% 1mar2023, USD   USD 03/01/2023 11/16/2018 **.** * 11/16/2018 **.** *.**
Carrington Holding Company, 3.5% 15jan2026, USD   USD 01/15/2026 11/16/2018 **.** **.** 11/16/2018 **.** **.**
Carvana, 8.875% 1oct2023, USD   USD 10/01/2023 11/16/2018 **.* **.** 11/16/2018 **.* **.**
Catalent Pharma Solutions, 4.75% 15dec2024, EUR   EUR 12/15/2024 11/16/2018 ***.** *.** 11/16/2018 ***.** *.**
Catalent Pharma Solutions, 4.875% 15jan2026, USD   USD 01/15/2026 11/16/2018 **.* *.** 11/16/2018 **.* *.**
Caterpillar, 3.4% 15may2024, USD   USD 05/15/2024 11/16/2018 **.** *.** 11/16/2018 **.** *.**
Caterpillar, 4.75% 15may2064, USD   USD 05/15/2064 11/16/2018 **.*** *.** 11/16/2018 ***.*** *.**
Caterpillar Financial Services, 1.35% 18may2019, USD   USD 05/18/2019 11/16/2018 **.** *.** 11/16/2018 **.** *.**
Caterpillar Financial Services, 1.85% 4sep2020, USD   USD 09/04/2020 11/16/2018 **.** *.** 11/16/2018 **.** *.**
Caterpillar Financial Services, 1.931% 1oct2021, USD   USD 10/01/2021 11/16/2018 **.*** *.** 11/16/2018 **.*** *.**
Caterpillar Financial Services, 1.931% 1oct2021, USD   USD 10/01/2021 11/16/2018 **.** *.* 11/16/2018 **.** *.**
Caterpillar Financial Services, 2% 5mar2020, USD   USD 03/05/2020 11/16/2018 **.** *.** 11/16/2018 **.** *.**
Caterpillar Financial Services, FRN 4sep2020, USD   USD 09/04/2020 11/16/2018 ***.** * 11/16/2018 ***.** *
CB Escrow, 8% 15oct2025, USD   USD 10/15/2025 11/16/2018 **.** **.** 11/16/2018 **.** *.**
CBL & Associates Limited Partnership, 5.25% 1dec2023, USD   USD 12/01/2023 11/16/2018 **.** *.** 11/16/2018 **.** *.**
CBOE Global Markets, 1.95% 28jun2019, USD   USD 06/28/2019 11/16/2018 **.** *.** 11/16/2018 **.** *.**
CBOE Global Markets, 3.65% 12jan2027, USD   USD 01/12/2027 11/16/2018 **.*** *.** 11/16/2018 **.*** *.**
CBRE Group, 4.875% 1mar2026, USD   USD 03/01/2026 11/16/2018 ***.** *.** 11/16/2018 ***.** *.**
CBRE Group, 5.25% 15mar2025, USD   USD 03/15/2025 11/16/2018 ***.*** *.** 11/16/2018 ***.*** *.**
CBS, 2.5% 15feb2023, USD   USD 02/15/2023 11/16/2018 **.*** *.** 11/16/2018 **.** *.**
CBS, 2.9% 1jun2023, USD   USD 06/01/2023 11/16/2018 **.** *.* 11/16/2018 **.** *.*
CBS, 3.5% 15jan2025, USD   USD 01/15/2025 11/16/2018 **.** *.** 11/16/2018 **.* *.*
CBS, 3.7% 1jun2028, USD   USD 06/01/2028 11/16/2018 **.** *.** 11/16/2018 **.** *.**
CBS, 4% 15jan2025, USD   USD 01/15/2026 11/16/2018 **.*** *.** 11/16/2018 **.** *.**
CBS, 4.6% 15jan2045, USD   USD 01/15/2045 11/16/2018 **.*** *.** 11/16/2018 **.*** *.**
CCO Holdings, 4% 1mar2023, USD   USD 03/01/2023 11/16/2018 **.** *.** 11/16/2018 **.** *.**
CCO Holdings, 5% 1feb2028, USD   USD 02/01/2028 11/16/2018 **.* *.** 11/16/2018 **.** *.**
CCO Holdings, 5.125% 1may2027, USD   USD 05/01/2027 11/16/2018 ** *.** 11/16/2018 ** *.**
CD&R Waterworks Merger, 6.125% 15aug2025, USD   USD 08/15/2025 11/16/2018 **.** *.** 11/16/2018 **.** *.*
CDK Global Inc., 3.3% 2019, USD   USD 10/15/2019 11/16/2018 **.** *.** 11/16/2018 *** *.**
CDK Global Inc., 5.875% 15jun2026, USD   USD 06/15/2026 11/16/2018 **.** *.** 11/16/2018 ***.** *.**
Celanese US Holdings, 1.125% 26sep2023, EUR   EUR 09/26/2023 11/16/2018 **.** *.** 11/16/2018 **.** *.**
Celanese US Holdings, 1.25% 11feb2025, EUR   EUR 02/11/2025 11/16/2018 **.** *.* 11/16/2018 **.** *.**
Celanese US Holdings, 2.125% 1mar2027, EUR   EUR 03/01/2027 11/16/2018 **.** *.** 11/16/2018 **.** *.**
Celanese US Holdings, 3.25% 15oct2019, EUR   EUR 10/15/2019 11/16/2018 ***.* *.** 11/16/2018 ***.** *.**
Celgene, 2.75% 15feb2023, USD   USD 02/15/2023 11/16/2018 **.** *.** 11/16/2018 **.** *.**
Celgene, 2.875% 15aug2020, USD   USD 08/15/2020 11/16/2018 **.** *.** 11/16/2018 **.** *.**
Celgene, 2.875% 19feb2021, USD   USD 02/19/2021 11/16/2018 **.*** *.** 11/16/2018 **.* *.**
Celgene, 3.25% 20feb2023, USD   USD 02/20/2023 11/16/2018 **.** *.** 11/16/2018 **.* *.**
Celgene, 3.45% 15nov2027, USD   USD 11/15/2027 11/16/2018 **.*** *.** 11/16/2018 **.** *.**
Celgene, 3.55% 15aug2022, USD   USD 08/15/2022 11/16/2018 **.*** *.** 11/16/2018 **.** *.*
Celgene, 3.875% 15aug2025, USD   USD 08/15/2025 11/16/2018 **.** *.** 11/16/2018 **.** *.**
Celgene, 3.9% 20feb2028, USD   USD 02/20/2028 11/16/2018 **.** *.** 11/16/2018 **.** *.**
Celgene, 4.35% 15nov2047, USD   USD 11/15/2047 11/16/2018 **.*** *.** 11/16/2018 **.** *.**
Celgene, 4.55% 20feb2048, USD   USD 02/20/2048 11/16/2018 **.*** *.** 11/16/2018 **.** *.**
Celgene, 5% 15aug2045, USD   USD 08/15/2045 11/16/2018 **.*** *.** 11/16/2018 **.** *.**
Centene, 5.375% 1jun2026, USD   USD 06/01/2026 11/16/2018 ***.** *.** 11/16/2018 ***.* *.**
Centene, 5.625% 15feb2021, USD   USD 02/15/2021 11/16/2018 ***.** *.** 11/16/2018 ***.** *.**
Centennial Group, 5.375% 15jan2026, USD   USD 01/15/2026 11/16/2018 **.** *.** 11/16/2018 **.* *.**
CenterPoint Energy, 3.6% 1nov2021, USD   USD 11/01/2021 11/16/2018 ***.** *.** 11/16/2018 ***.*** *.**
CenterPoint Energy, 3.85% 1feb2024, USD   USD 02/01/2024 11/16/2018 **.* *.** 11/16/2018 **.** *.*
CenterPoint Energy, 4.25% 1nov2028, USD   USD 11/01/2028 11/16/2018 ***.*** *.** 11/16/2018 ***.** *.**
Central Garden & Pet, 5.125% 1feb2028, USD   USD 02/01/2028 11/16/2018 **.** *.** 11/16/2018 **.** *.**
Century Communities, 5.875% 15jul2025, USD   USD 07/15/2025 11/16/2018 **.* *.** 11/16/2018 **.* *.**
Century Communities, 5.875% 15jul2025, USD   USD 07/15/2025 11/16/2018 **.* *.** 11/16/2018 **.* *.**
CenturyLink, 5.625% 1apr2025, USD   USD 04/01/2025 11/16/2018 **.* *.* 11/16/2018 **.** *.**
CenturyLink, 5.8% 15mar2022, USD   USD 03/15/2022 11/16/2018 **.** *.** 11/16/2018 **.** *.*
CenturyLink, 7.5% 1apr2024, USD   USD 04/01/2024 11/16/2018 ***.* *.** 11/16/2018 ***.** *.**
CenturyLink, 7.6% 15sep2039, USD   USD 09/15/2039 11/16/2018 **.** *.** 11/16/2018 **.** *.**
CenturyLink, 7.65% 15mar2042, USD   USD 03/15/2042 11/16/2018 **.** *.** 11/16/2018 **.** *.**
Cequel Communications Holdings I, 7.5% 1apr2028, USD   USD 04/01/2028 11/16/2018 ***.** *.** 11/16/2018 ***.** *.**
Cequel Communications Holdings I, 7.75% 15jul2025, USD   USD 07/15/2025 11/16/2018 ***.*** *.** 11/16/2018 ***.*** *.**
CGG Holding, 7.875% 1may2023, USD   EUR 05/01/2023 11/16/2018 ***.** *.** 11/16/2018 ***.** *.**
CGG Holding, 9% 1may2023, USD   USD 05/01/2023 11/16/2018 ***.* *.** 11/16/2018 ***.** *.**
Chaparral Energy, 8.75% 15jul2023, USD   USD 07/15/2023 11/16/2018 **.** **.** 11/16/2018 **.** *.**
Charles River Laboratories International, 5.5% 1apr2026, USD   USD 04/01/2026 11/16/2018 ***.** *.** 11/16/2018 ***.** *.**
Charles Schwab, 2.65% 25jan2023, USD   USD 01/25/2023 11/16/2018 **.*** *.** 11/16/2018 **.** *.**
Charles Schwab, 3% 10mar2025, USD   USD 03/10/2025 11/16/2018 **.*** *.** 11/16/2018 **.** *.**
Charles Schwab, 3.2% 25jan2028, USD   USD 01/25/2028 11/16/2018 **.*** *.** 11/16/2018 **.** *.**
Charles Schwab, 3.2% 2mar2027, USD   USD 03/02/2027 11/16/2018 **.*** *.** 11/16/2018 **.** *
Charles Schwab, 3.225% 1sep2022, USD   USD 09/01/2022 11/16/2018 **.*** *.** 11/16/2018 **.*** *.**
Charles Schwab, 3.25% 21may2021, USD   USD 05/21/2021 11/16/2018 **.*** *.** 11/16/2018 ***.*** *.**
Charles Schwab, 3.55% 1feb2024, USD   USD 02/01/2024 11/16/2018 **.*** *.** 11/16/2018 **.** *.**
Charles Schwab, 3.85% 21may2025, USD   USD 05/21/2025 11/16/2018 **.*** *.** 11/16/2018 ***.** *.**
Charles Schwab, 4% 1feb2029, USD   USD 02/01/2029 11/16/2018 **.*** *.** 11/16/2018 **.** *.**
Charles Schwab, 4.625% perp., USD   USD 11/16/2018 **.* * 11/16/2018 **.** *
Charles Schwab, FRN 21may2021, USD   USD 05/21/2021 11/16/2018 ***.** * 11/16/2018 ***.** *
Charter Communications Operating, 3.579% 23jul2020, USD   USD 07/23/2020 11/16/2018 **.**** *.** 11/16/2018 ***.**** *.**
Charter Communications Operating, 3.75% 15feb2028, USD   USD 02/15/2028 11/16/2018 **.** *.** 11/16/2018 **.** *.**
Charter Communications Operating, 4.464% 23jul2022, USD   USD 07/23/2022 11/16/2018 **.** *.** 11/16/2018 ***.** *.**
Charter Communications Operating, 4.464% 23jul2022, USD   USD 07/23/2022 11/16/2018 ***.**** *.** 11/16/2018 ***.**** *.*
Charter Communications Operating, 4.908% 23jul2025, USD   USD 07/23/2025 11/16/2018 ***.* *.** 11/16/2018 ***.** *.*
Charter Communications Operating, 4.908% 23jul2025, USD   USD 07/23/2025 11/16/2018 **.**** *.** 11/16/2018 ***.**** *.**
Charter Communications Operating, 5.375% 1apr2038, USD   USD 04/01/2038 11/16/2018 **.** *.** 11/16/2018 **.** *.**
Charter Communications Operating, 5.75% 1apr2048, USD   USD 04/01/2048 11/16/2018 **.** *.* 11/16/2018 **.** *.*
Charter Communications Operating, 6.384% 23oct2035, USD   USD 10/23/2035 11/16/2018 ***.** *.** 11/16/2018 ***.** *.**
Charter Communications Operating, 6.484% 23oct2045, USD   USD 10/23/2045 11/16/2018 ***.** *.** 11/16/2018 ***.** *.**
Charter Communications Operating, 6.484% 23oct2045, USD   USD 10/23/2045 11/16/2018 ***.**** *.** 11/16/2018 ***.**** *.*
Charter Communications Operating, 8.75% 14feb2019, USD   USD 02/14/2019 11/16/2018 ***.*** *.** 11/16/2018 ***.*** *.*
Chemours, 4% 15may2026, EUR   EUR 05/15/2026 11/16/2018 **.** *.** 11/16/2018 **.*** *.*
Chemours, 5.375% 15may2027, USD   USD 05/15/2027 11/16/2018 **.** *.* 11/16/2018 **.** *.**
Chemours, 6.625% 15may2023   USD 05/15/2023 11/16/2018 ***.*** *.** 11/16/2018 ***.*** *.**
Cheniere Corpus Christi Holdings, 7% 30jun2024, USD   USD 06/30/2024 11/16/2018 ***.* *.** 11/16/2018 *** *.*
Cheniere Energy, 5.25% 1oct2025, USD   USD 10/01/2025 11/16/2018 **.** *.** 11/16/2018 **.** *.**
Cheniere Energy, 5.625% 1oct2026, USD   USD 10/01/2026 11/16/2018 **.** *.** 11/16/2018 ***.** *.**
Chesapeake Energy, 6.875% 15nov2020, USD   USD 11/15/2020 11/16/2018 ***.** *.** 11/16/2018 ***.** *.**
Chesapeake Energy, 8% 15dec2022, USD   USD 12/15/2022 11/16/2018 ***.* *.** 11/16/2018 ***.** *.**
Chesapeake Energy, 8% 15jun2027, USD   USD 06/15/2027 11/16/2018 **.** *.** 11/16/2018 **.** *.**
Chevron, 1.686% 28feb2019, USD   USD 02/28/2019 11/16/2018 **.** *.** 11/16/2018 **.* *.**
Chevron, 1.961% 3mar2020, USD   USD 03/03/2020 11/16/2018 **.*** *.** 11/16/2018 **.** *.**
Chevron, 1.991% 3mar2020, USD   USD 03/03/2020 11/16/2018 **.** *.** 11/16/2018 **.** *.**
Chevron, 2.355% 5dec2022, USD   USD 12/05/2022 11/16/2018 **.** *.** 11/16/2018 **.** *.**
Chevron, 2.411% 3mar2022, USD   USD 03/03/2022 11/16/2018 **.** *.** 11/16/2018 **.* *.**
Chevron, 2.498% 3mar2022, USD   USD 03/03/2022 11/16/2018 **.** *.** 11/16/2018 **.** *.**
Chevron, 2.895% 3mar2024, USD   USD 03/03/2024 11/16/2018 **.** *.** 11/16/2018 **.** *.**
Chevron, FRN 15nov2019, USD   USD 11/15/2019 11/16/2018 ***.**** * 11/16/2018 ***.*** *
Chevron, FRN 28feb2019, USD   USD 02/28/2019 11/16/2018 **.** * 11/16/2018 ***.** *
Chevron, FRN 3mar2020, USD   USD 03/03/2020 11/16/2018 ***.** * 11/16/2018 ***.** *
Chevron, FRN 3mar2022, USD   USD 03/03/2022 11/16/2018 ***.** * 11/16/2018 ***.** *
Chevron, FRN 3mar2022, USD   USD 03/03/2022 11/16/2018 **.** * 11/16/2018 ***.** *
Chevron Phillips Chemical, 2.45% 1may2020, USD   USD 05/01/2020 11/16/2018 **.** *.** 11/16/2018 ***.* -*.**
Chevron Phillips Chemical, FRN 1may2020, USD   USD 05/01/2020 11/16/2018 **.** * 11/16/2018 ***.** *
Chinos Intermediate Holdings, 7.75% 1may2019, USD   USD 05/01/2019 11/16/2018 **.** ***.** 11/16/2018 **.** ***.**
Chubb INA Holdings, 1.55% 15mar2028, EUR   EUR 03/15/2028 11/16/2018 **.** *.** 11/16/2018 **.** *.**
Chubb INA Holdings, 2.5% 15mar2038, EUR   EUR 03/15/2038 11/16/2018 **.** *.** 11/16/2018 **.** *.**
Chubb INA Holdings, 3.15% 15mar2025, USD   USD 03/15/2025 11/16/2018 **.*** *.* 11/16/2018 **.** *.**
Church & Dwight, 2.45% 1aug2022, USD   USD 08/01/2022 11/16/2018 **.** *.** 11/16/2018 **.** *.*
Church & Dwight, 3.15% 1aug2027, USD   USD 08/01/2027 11/16/2018 **.* *.** 11/16/2018 **.** *.*
Church & Dwight, 3.95% 1aug2047, USD   USD 08/01/2047 11/16/2018 **.*** *.* 11/16/2018 **.** *.**
Church & Dwight, FRN 25jan2019, USD   USD 01/25/2019 11/16/2018 **.** * 11/16/2018 ***.** *
Churchill Downs, 4.75% 15jan2028, USD   USD 01/15/2028 11/16/2018 **.** *.** 11/16/2018 **.** *.**
Cigna, 3.05% 15oct2027, USD   USD 10/15/2027 11/16/2018 **.*** *.** 11/16/2018 **.** *.**
Cigna, 3.25% 15apr2025, USD   USD 04/15/2025 11/16/2018 **.*** *.** 11/16/2018 **.** *.*
Cigna, 3.875% 15oct2047, USD   USD 10/15/2047 11/16/2018 **.*** *.** 11/16/2018 **.** *.**
Cimarex Energy, 3.9% 15may2027, USD   USD 05/15/2027 11/16/2018 **.*** *.** 11/16/2018 **.*** *.**
Cisco Systems, 1.4% 20sep2019, USD   USD 09/20/2019 11/16/2018 **.*** *.** 11/16/2018 **.** *.**
Cisco Systems, 1.85% 20sep2021, USD   USD 09/20/2021 11/16/2018 **.** *.** 11/16/2018 **.** *.**
Cisco Systems, 2.2% 20sep2023, USD   USD 09/20/2023 11/16/2018 **.** *.** 11/16/2018 **.*** *.**
Cisco Systems, 2.45% 15jun2020, USD   USD 06/15/2020 11/16/2018 **.** *.** 11/16/2018 **.* *.**
Cisco Systems, 2.5% 20sep2026, USD   USD 09/20/2026 11/16/2018 **.** *.** 11/16/2018 **.** *.**
Cisco Systems, 3% 15jun2022, USD   USD 06/15/2022 11/16/2018 **.*** *.** 11/16/2018 **.** *.**
Cisco Systems, 3.5% 15jun2025, USD   USD 06/15/2025 11/16/2018 **.** *.** 11/16/2018 **.** *.**
Cisco Systems, FRN 1mar2019, USD   USD 03/01/2019 11/16/2018 ***.** * 11/16/2018 ***.* *
Cisco Systems, FRN 20sep2019, USD   USD 09/20/2019 11/16/2018 ***.** * 11/16/2018 ***.** *
CIT Group, 4.125% 9mar2021, USD   USD 03/09/2021 11/16/2018 **.** *.** 11/16/2018 **.** *.**
CIT Group, 4.75% 16feb2024, USD   USD 02/16/2024 11/16/2018 ** *.** 11/16/2018 **.** *.**
CIT Group, 5% 1aug2023, USD   USD 08/01/2023 11/16/2018 **.** *.** 11/16/2018 **.** *.*
CIT Group, 5.25% 7mar2025, USD   USD 03/07/2025 11/16/2018 **.** *.** 11/16/2018 **.** *.**
CIT Group, 6.125% 9mar2028, USD   USD 03/09/2028 11/16/2018 ***.** *.** 11/16/2018 ***.** *.**
Citgo Holding, 10.75% 15feb2020, USD   USD 02/15/2020 11/16/2018 ***.*********** **.** 11/16/2018 ***.*********** *.**
Citibank N.A., FRN 12jun2020, USD   USD 06/12/2020 11/16/2018 ***.*** * 11/16/2018 ***.**** *
Citigroup, 0% 26oct2027, TRY (3652D)   TRY 10/26/2027 11/16/2018 **.** **.* 11/16/2018 **.** **.**
Citigroup, 0% 27sep2046, USD (10957D)   USD 09/27/2046 11/16/2018 **.*** *.* 11/16/2018 **.*** *.**
Citigroup, 0% 28jun2047, AUD (10957D)   AUD 06/28/2047 11/16/2018 ***.*** *.** 11/16/2018 ***.*** *.**
Citigroup, 0.457% 18feb2021, JPY   JPY 02/18/2021 11/16/2018 ***.** *.** 11/16/2018 ***.** *.**
Citigroup, 0.5% 22nov2024, CHF   CHF 11/22/2024 11/16/2018 **.** *.** 11/16/2018 **.* *.**
Citigroup, 0.75% 26oct2023, EUR   EUR 10/26/2023 11/16/2018 **.** *.** 11/16/2018 **.** *.**
Citigroup, 1.46% 2jun2023, JPY   JPY 06/02/2023 11/16/2018 ***.*** *.** 11/16/2018 ***.*** *.**
Citigroup, 1.5% 24jul2026, EUR   EUR 07/24/2026 11/16/2018 **.** * 11/16/2018 **.** *
Citigroup, 1.5% 26oct2028, EUR   EUR 10/26/2028 11/16/2018 **.** *.* 11/16/2018 **.** *.**
Citigroup, 1.625% 21mar2028, EUR   EUR 03/21/2028 11/16/2018 **.* *.** 11/16/2018 **.** *.**
Citigroup, 1.75% 27oct2021, EUR   EUR 10/27/2021 11/16/2018 ***.** *.** 11/16/2018 ***.** *.*
Citigroup, 1.75% 28jan2025, EUR   EUR 01/28/2025 11/16/2018 ***.** *.** 11/16/2018 ***.** *.**
Citigroup, 11.3% 28sep2020, BRL   BRL 09/28/2020 11/16/2018 ***.** *.** 11/16/2018 ***.** *.**
Citigroup, 2.04% 16sep2020, JPY   JPY 09/16/2020 11/16/2018 ***.*** *.** 11/16/2018 ***.*** *.**
Citigroup, 2.125% 10sep2026, EUR   EUR 09/10/2026 11/16/2018 ***.** *.** 11/16/2018 ***.* *.**
Citigroup, 2.24% 9dec2022, JPY   JPY 12/09/2022 11/16/2018 ***.*** *.** 11/16/2018 ***.*** *.**
Citigroup, 2.35% 2aug2021, USD   USD 08/02/2021 11/16/2018 **.*** *.** 11/16/2018 **.** *.**
Citigroup, 2.36% 16sep2025, JPY   JPY 09/16/2025 11/16/2018 ***.*** *.** 11/16/2018 ***.*** *.**
Citigroup, 2.375% 22may2024, EUR   EUR 05/22/2024 11/16/2018 ***.** *.** 11/16/2018 ***.** *.*
Citigroup, 2.4% 18feb2020, USD   USD 02/18/2020 11/16/2018 **.* *.** 11/16/2018 **.** *.**
Citigroup, 2.5% 29jul2019, USD   USD 07/29/2019 11/16/2018 **.** *.** 11/16/2018 **.** *.**
Citigroup, 2.65% 14sep2035, JPY   JPY 09/14/2035 11/16/2018 ***.*** *.** 11/16/2018 ***.*** *.**
Citigroup, 2.7% 27oct2022, USD   USD 10/27/2022 11/16/2018 **.** *.** 11/16/2018 **.** *.**
Citigroup, 2.75% 25apr2022, USD   USD 04/25/2022 11/16/2018 **.** *.** 11/16/2018 **.* *.**
Citigroup, 2.876% 24jul2023, USD   USD 07/24/2023 11/16/2018 **.** * 11/16/2018 **.* *
Citigroup, 3.142% 24jan2023, USD   USD 01/24/2023 11/16/2018 **.** * 11/16/2018 **.** *
Citigroup, 3.3% 27apr2025, USD   USD 04/27/2025 11/16/2018 **.** *.** 11/16/2018 **.*** *.**
Citigroup, 3.39% 18nov2021, CAD   CAD 11/18/2021 11/16/2018 ***.* *.** 11/16/2018 ***.** *.**
Citigroup, 3.4% 21dec2018, EUR   EUR 12/21/2018 11/16/2018 ***.** *.** 11/16/2018 ***.* *.**
Citigroup, 3.5% 19aug2024, NOK   NOK 08/19/2024 11/16/2018 ***.** *.** 11/16/2018 ***.** *.**
Citigroup, 3.52% 27oct2028, USD   USD 10/27/2028 11/16/2018 **.** * 11/16/2018 **.** *
Citigroup, 3.668% 24jul2028, USD   USD 07/24/2028 11/16/2018 **.** * 11/16/2018 **.** *
Citigroup, 3.75% 27oct2023, AUD   AUD 10/27/2023 11/16/2018 ***.** *.** 11/16/2018 ***.** *.**
Citigroup, 3.75% 4may2021, AUD   AUD 05/04/2021 11/16/2018 ***.** *.** 11/16/2018 ***.** *.*
Citigroup, 3.875% 26mar2025, USD   USD 03/26/2025 11/16/2018 **.** *.** 11/16/2018 **.*** *.**
Citigroup, 3.878% 24jan2039, USD   USD 01/24/2039 11/16/2018 **.** * 11/16/2018 **.* *
Citigroup, 4.044% 1jun2024, USD   USD 06/01/2024 11/16/2018 **.** * 11/16/2018 ***.** *
Citigroup, 4.09% 9jun2025, CAD   CAD 06/09/2025 11/16/2018 ***.** *.** 11/16/2018 ***.* *.**
Citigroup, 4.125% 25jul2028, USD   USD 07/25/2028 11/16/2018 **.*** *.** 11/16/2018 **.** *.**
Citigroup, 4.25% 25feb2030, EUR   EUR 02/25/2030 11/16/2018 ***.** * 11/16/2018 ***.* *
Citigroup, 4.27% 20aug2020, CNY   CNY 08/20/2020 11/16/2018 ***.*** *.** 11/16/2018 ***.*** *.**
Citigroup, 4.281% 24apr2048, USD   USD 04/24/2048 11/16/2018 **.** * 11/16/2018 **.** *
Citigroup, 4.3% 20nov2026, USD   USD 11/20/2026 11/16/2018 **.** *.** 11/16/2018 **.** *.**
Citigroup, 4.5% 3mar2031, GBP   GBP 03/03/2031 11/16/2018 ***.** *.** 11/16/2018 ***.** *.**
Citigroup, 4.95% 7nov2043, USD   USD 11/07/2043 11/16/2018 **.** *.** 11/16/2018 **.** *.**
Citigroup, 5% 2aug2019, EUR   EUR 08/02/2019 11/16/2018 ***.** -*.** 11/16/2018 ***.** -*.*
Citigroup, 5.125% 12dec2018, GBP   GBP 12/12/2018 11/16/2018 ***.** *.** 11/16/2018 ***.** *.**
Citigroup, 5.13% 12nov2019, NZD   NZD 11/12/2019 11/16/2018 ***.** *.* 11/16/2018 ***.** *.**
Citigroup, 5.15% 21may2026, GBP   GBP 05/21/2026 11/16/2018 ***.** *.** 11/16/2018 ***.** *.**
Citigroup, 5.16% 24may2027, CAD   CAD 05/24/2027 11/16/2018 ***.** * 11/16/2018 ***.** *
Citigroup, 5.2% 30jan2041, NZD   NZD 01/30/2041 11/16/2018 ***.*** *.** 11/16/2018 ***.*** *.**
Citigroup, 5.3% 6may2044, USD   USD 05/06/2044 11/16/2018 ***.** *.** 11/16/2018 ***.** *.**
Citigroup, 5.35% perp., USD   USD 11/16/2018 **.** * 11/16/2018 **.* *
Citigroup, 5.5% 13sep2025, USD   USD 09/13/2025 11/16/2018 ***.** *.** 11/16/2018 ***.** *.**
Citigroup, 5.875% 1jul2024, GBP   GBP 07/01/2024 11/16/2018 ***.** *.** 11/16/2018 ***.** *.**
Citigroup, 5.875% 22feb2033, USD   USD 02/22/2033 11/16/2018 ***.*** *.** 11/16/2018 ***.** *.**
Citigroup, 5.875% perp., USD   USD 11/16/2018 ***.** * 11/16/2018 *** *
Citigroup, 5.95% perp., USD   USD 11/16/2018 ***.** * 11/16/2018 ***.** *
Citigroup, 6% 29mar2022, CRC   CRC 03/29/2022 11/16/2018 **.*** *.** 11/16/2018 **.** *.**
Citigroup, 6.25% 2sep2019, GBP   GBP 09/02/2019 11/16/2018 ***.** *.** 11/16/2018 ***.** *.**
Citigroup, 6.25% perp., USD   USD 11/16/2018 ***.** * 11/16/2018 ***.** *
Citigroup, 6.3% perp., USD   USD 11/16/2018 **.** * 11/16/2018 ***.** *
Citigroup, 6.5% 16aug2030, GBP   GBP 08/16/2030 11/16/2018 ***.** *.** 11/16/2018 ***.* *.**
Citigroup, 6.8% 25jun2038, GBP   GBP 06/25/2038 11/16/2018 ***.** *.** 11/16/2018 ***.** *.**
Citigroup, 7.25% 2oct2019, NOK   NOK 10/02/2019 11/16/2018 ***.** *.** 11/16/2018 ***.*** *.**
Citigroup, 7.375% 1sep2039, GBP   GBP 09/01/2039 11/16/2018 ***.** *.** 11/16/2018 ***.*** *.**
Citigroup, 7.375% 4sep2019, EUR   EUR 09/04/2019 11/16/2018 ***.** -*.** 11/16/2018 ***.** -*.*
Citigroup, FRN 11nov2019, EUR   EUR 11/11/2019 11/16/2018 ***.** * 11/16/2018 ***.** *
Citigroup, FRN 17may2024, USD   USD 05/17/2024 11/16/2018 ***.** * 11/16/2018 ***.*** *
Citigroup, FRN 1jul2026, USD   USD 07/01/2026 11/16/2018 **.** * 11/16/2018 **.** *
Citigroup, FRN 1jun2024, USD   USD 06/01/2024 11/16/2018 **.** * 11/16/2018 ***.** *
Citigroup, FRN 1sep2023, USD   USD 09/01/2023 11/16/2018 ***.** * 11/16/2018 ***.** *
Citigroup, FRN 21mar2023, EUR   EUR 03/21/2023 11/16/2018 **.* * 11/16/2018 **.** *
Citigroup, FRN 24jul2023, USD   USD 07/24/2023 11/16/2018 ***.** * 11/16/2018 ***.** *
Citigroup, FRN 24may2021, EUR   EUR 05/24/2021 11/16/2018 ***.** * 11/16/2018 ***.** *
Citigroup, FRN 25apr2022, USD   USD 04/25/2022 11/16/2018 ***.** * 11/16/2018 ***.** *
Citigroup, FRN 27oct2022, USD   USD 10/27/2022 11/16/2018 **.** * 11/16/2018 **.** *
Citigroup, FRN 27oct2023, AUD   AUD 10/27/2023 11/16/2018 ***.** * 11/16/2018 ***.** *
Citigroup, FRN 2aug2021, USD   USD 08/02/2021 11/16/2018 ***.** * 11/16/2018 ***.** *
Citigroup, FRN 30nov2018, EUR   EUR 11/30/2018 11/16/2018 ***.** * 11/16/2018 ***.** *
Citigroup, FRN 4may2021, AUD   AUD 05/04/2021 11/16/2018 ***.** * 11/16/2018 ***.** *
Citigroup, FRN 6jan2020, USD   USD 01/06/2020 11/16/2018 **.**** * 11/16/2018 **.**** *
Citigroup, FRN 7aug2019, AUD   AUD 08/07/2019 11/16/2018 ***.** * 11/16/2018 ***.** *
Citigroup Global Markets Holdings, 11% 24may2022, TRY   TRY 05/24/2022 11/16/2018 **.** **.** 11/16/2018 **.** **.**
Citigroup Global Markets Holdings, 14.1600% 14oct2022, UAH   UAH 10/14/2022 11/16/2018 **.*** * 11/16/2018 **.*** *
Citigroup Global Markets Holdings, 2% 12jun2024, USD   USD 06/12/2024 11/16/2018 **.** *.** 11/16/2018 **.** *.**
Citigroup Global Markets Holdings, 2.5% 30sep2026, USD   USD 09/30/2026 11/16/2018 **.** * 11/16/2018 **.** *
Citigroup Global Markets Holdings, FRN 27mar2020, EUR   EUR 03/27/2020 11/16/2018 **.** * 11/16/2018 ***.*** *
Citizens Bank NA of Providence, 3.7% 29mar2023, USD   USD 03/29/2023 11/16/2018 **.** *.** 11/16/2018 **.** *.**
Citizens Bank NA of Providence, FRN 29mar2023, USD   USD 03/29/2023 11/16/2018 ***.**** * 11/16/2018 ***.**** *
Citizens Financial Group, 2.375% 28jul2021, USD   USD 07/28/2021 11/16/2018 **.*** *.** 11/16/2018 **.*** *.**
Citizens Financial Group, 5.5% perp., USD   USD 11/16/2018 ***.*** * 11/16/2018 ***.*** *
Citrix Systems, 4.5% 1dec2027, USD   USD 12/01/2027 11/16/2018 **.** *.** 11/16/2018 **.** *.**
Clearway Energy Inc., 5.375% 15aug2024, USD   USD 08/15/2024 11/16/2018 **.** *.** 11/16/2018 **.** *.**
Cleaver-Brooks, 7.875% 1mar2023, USD   USD 03/01/2023 11/16/2018 ***.** *.** 11/16/2018 ***.* *.**
Cleco Corporate Holdings, 4.973% 1may2046, USD   USD 05/01/2046 11/16/2018 **.* *.** 11/16/2018 **.*** *.**
Cleveland Electric Illuminating, 3.5% 1apr2028, USD   USD 04/01/2028 11/16/2018 **.** *.** 11/16/2018 **.** *.**
Cleveland-Cliffs, 4.875% 15jan2024, USD   USD 01/15/2024 11/16/2018 **.** *.** 11/16/2018 **.** *.**
Cleveland-Cliffs, 5.75% 1mar2025, USD   USD 03/01/2025 11/16/2018 **.** *.** 11/16/2018 ** *.**
Clorox, 3.1% 1oct2027, USD   USD 10/01/2027 11/16/2018 **.*** *.** 11/16/2018 **.** *.**
CME Group, 3% 15mar2025, USD   USD 03/15/2025 11/16/2018 **.*** *.** 11/16/2018 **.*** *.**
CME Group, 3.75% 15jun2028, USD   USD 06/15/2028 11/16/2018 **.*** *.** 11/16/2018 **.*** *.**
CME Group, 4.15% 15jun2048, USD   USD 06/15/2048 11/16/2018 **.*** *.** 11/16/2018 **.** *.**
CMS Energy, 2.95% 15feb2027, USD   USD 02/15/2027 11/16/2018 **.*** *.* 11/16/2018 **.*** *.**
CMS Energy, 3% 15may2026, USD   USD 05/15/2026 11/16/2018 **.** *.** 11/16/2018 **.** *.**
CMS Energy, 3.45% 15aug2027, USD   USD 08/15/2027 11/16/2018 **.** *.** 11/16/2018 **.*** *.**
CMS Panhandle, 7% 15jul2029, USD   USD 07/15/2029 11/16/2018 ***.**** *.** 11/16/2018 ***.**** *.**
CNA Financial, 3.45% 15aug2027, USD   USD 08/15/2027 11/16/2018 **.** *.** 11/16/2018 **.** *.**
CNG Holdings, 9.375% 15may2020, USD   USD 05/15/2020 11/16/2018 ** **.* 11/16/2018 **.* **.**
CNX Resources Corporation, 5.875% 15apr2022, USD   USD 04/15/2022 11/16/2018 **.** *.** 11/16/2018 **.** *.**
CoBiz Financial, 5.625% 2030, USD   USD 06/25/2030 11/16/2018 ***.**** * 11/16/2018 ***.**** *
Coca-Cola European Partners US, 1.875% 18mar2030, EUR   EUR 03/18/2030 11/16/2018 ***.** *.** 11/16/2018 ***.** *.*
Coca-Cola European Partners US, 2% 5dec2019, EUR   EUR 12/05/2019 11/16/2018 ***.** *.** 11/16/2018 ***.** *.**
Coca-Cola European Partners US, 2.375% 7may2025, EUR   EUR 05/07/2025 11/16/2018 ***.** *.** 11/16/2018 ***.* *.*
Coca-Cola European Partners US, 2.625% 6nov2023, EUR   EUR 11/06/2023 11/16/2018 ***.* *.** 11/16/2018 ***.** *.**
Coca-Cola European Partners US, 2.75% 6may2026, EUR   EUR 05/06/2026 11/16/2018 ***.** *.** 11/16/2018 ***.** *.**
Coeur Mining, 5.875% 1jun2024, USD   USD 06/01/2024 11/16/2018 ** *.** 11/16/2018 ** *.*
Cogent Communications Finance, 5.375% 1mar2022, USD   USD 03/01/2022 11/16/2018 ***.* *.** 11/16/2018 ***.* *.**
Colfax, 3.25% 15may2025, EUR   EUR 05/15/2025 11/16/2018 ***.** *.** 11/16/2018 ***.*** *.**
Colgate-Palmolive, 2.25% 15nov2022, USD   USD 11/15/2022 11/16/2018 **.** *.** 11/16/2018 **.** *.**
Colgate-Palmolive, FRN 14may2019, EUR   EUR 05/14/2019 11/16/2018 ***.** * 11/16/2018 ***.** *
Colonial Pipeline, 3.5% 15oct2020, USD   USD 10/15/2020 11/16/2018 ***.*** *.* 11/16/2018 ***.** *.**
Colorado Interstate Gas, 4.15% 15aug2026, USD   USD 08/15/2026 11/16/2018 **.** *.* 11/16/2018 **.** *.**
Columbia Pipeline Group Inc., 3.3% 1jun2020   USD 06/01/2020 11/16/2018 **.** *.** 11/16/2018 **.** *.**
Columbia Property Trust Operating Partnership, 3.65% 15aug2026, USD   USD 08/15/2026 11/16/2018 **.** * 11/16/2018 **.*** *.**
Columbia Property Trust Operating Partnership, 4.15% 1apr2025, USD   USD 04/01/2025 11/16/2018 **.*** *.** 11/16/2018 **.*** *.**
Comcast, 1.625% 15jan2022, USD   USD 01/15/2022 11/16/2018 **.*** *.** 11/16/2018 **.** *.**
Comcast, 2.35% 15jan2027, USD   USD 01/15/2027 11/16/2018 **.*** *.** 11/16/2018 **.** *.*
Comcast, 3.15% 1mar2026, USD   USD 03/01/2026 11/16/2018 **.*** *.** 11/16/2018 **.** *.**
Comcast, 3.2% 15jul2036, USD   USD 07/15/2036 11/16/2018 **.** *.** 11/16/2018 **.** *.*
Comcast, 3.3% 1oct2020, USD   USD 10/01/2020 11/16/2018 ***.*** *.* 11/16/2018 ***.* *.**
Comcast, 3.4% 15jul2046, USD   USD 07/15/2046 11/16/2018 **.*** *.** 11/16/2018 **.** *.**
Comcast, 3.45% 1oct2021, USD   USD 10/01/2021 11/16/2018 ***.*** *.** 11/16/2018 ***.** *.**
Comcast, 3.55% 1may2028, USD   USD 05/01/2028 11/16/2018 **.* *.** 11/16/2018 **.** *.**
Comcast, 3.7% 15apr2024, USD   USD 04/15/2024 11/16/2018 **.*** *.** 11/16/2018 **.** *.**
Comcast, 3.9% 1mar2038, USD   USD 03/01/2038 11/16/2018 **.** *.** 11/16/2018 **.** *.**
Comcast, 3.95% 15oct2025, USD   USD 10/15/2025 11/16/2018 **.*** *.** 11/16/2018 **.* *.**
Comcast, 3.969% 1nov2047, USD   USD 11/01/2047 11/16/2018 **.**** *.* 11/16/2018 **.**** *.**
Comcast, 3.969% 1nov2047, USD   USD 11/01/2047 11/16/2018 **.** *.** 11/16/2018 **.** *.**
Comcast, 3.999% 1nov2049, USD   USD 11/01/2049 11/16/2018 **.*** *.** 11/16/2018 **.** *.**
Comcast, 4% 1mar2048, USD   USD 03/01/2048 11/16/2018 **.** *.** 11/16/2018 **.** *.**
Comcast, 4.049% 1nov2052, USD   USD 11/01/2052 11/16/2018 **.** *.** 11/16/2018 **.** *.**
Comcast, 4.15% 15oct2028, USD   USD 10/15/2028 11/16/2018 **.* *.** 11/16/2018 **.** *.**
Comcast, 4.25% 15oct2030, USD   USD 10/15/2030 11/16/2018 **.** *.** 11/16/2018 **.** *.**
Comcast, 4.6% 15oct2038, USD   USD 10/15/2038 11/16/2018 **.*** *.** 11/16/2018 **.** *.**
Comcast, 4.7% 15oct2048, USD   USD 10/15/2048 11/16/2018 **.*** *.* 11/16/2018 **.** *.**
Comcast, 4.95% 15oct2058, USD   USD 10/15/2058 11/16/2018 **.** *.** 11/16/2018 **.** *.**
Comcast, 5.5% 23nov2029, GBP   GBP 11/23/2029 11/16/2018 ***.** *.** 11/16/2018 ***.** *.**
Comcast, FRN 15apr2024, USD   USD 04/15/2024 11/16/2018 **.** * 11/16/2018 **.** *
Comcast, FRN 1oct2020, USD   USD 10/01/2020 11/16/2018 **.** * 11/16/2018 *
Comcast, FRN 1oct2021, USD   USD 10/01/2021 11/16/2018 **.** * 11/16/2018 ***.* *
Comcast Cable Holdings, 9.875% 15jun2022, USD   USD 06/15/2022 11/16/2018 ***.**** *.** 11/16/2018 ***.**** *.*
Comerica, 3.7% 31jul2023, USD   USD 07/31/2023 11/16/2018 **.*** *.** 11/16/2018 **.*** *.*
Commercial Metals, 5.75% 15apr2026, USD   USD 04/15/2026 11/16/2018 **.** *.** 11/16/2018 **.** *.**
Commonwealth Bank (New York), 2% 18jun2019, USD   USD 06/18/2019 11/16/2018 **.** *.** 11/16/2018 **.** *.**
Commonwealth Bank (New York), 2.05% 15mar2019, USD   USD 03/15/2019 11/16/2018 **.*** *.** 11/16/2018 **.** *.**
Commonwealth Bank (New York), 2.125% 22jul2020, USD   USD 07/22/2020 11/16/2018 **.** *.** 11/16/2018 **.** *.**
Commonwealth Bank (New York), 2.25% 13mar2019, USD   USD 03/13/2019 11/16/2018 **.*** *.** 11/16/2018 **.*** *.**
Commonwealth Bank (New York), 2.3% 12mar2020, USD   USD 03/12/2020 11/16/2018 **.* *.** 11/16/2018 **.** *.**
Commonwealth Bank (New York), 2.3% 6sep2019, USD   USD 09/06/2019 11/16/2018 **.*** *.** 11/16/2018 **.*** *.**
Commonwealth Bank (New York), 2.4% 2nov2020, USD   USD 11/02/2020 11/16/2018 **.** *.** 11/16/2018 **.** *.**
Commonwealth Bank (New York), 2.55% 15mar2021, USD   USD 03/15/2021 11/16/2018 **.** *.** 11/16/2018 **.** *.**
Commonwealth Edison, 2.55% 15jun2026, USD   USD 06/15/2026 11/16/2018 **.*** *.** 11/16/2018 **.*** *.**
Commonwealth Edison, 2.95% 15aug2027, USD   USD 08/15/2027 11/16/2018 **.** *.** 11/16/2018 **.** *.*
Commonwealth Edison, 3.65% 15jun2046, USD   USD 06/15/2046 11/16/2018 **.** *.** 11/16/2018 **.** *.**
Commonwealth Edison, 3.7% 15aug2028, USD   USD 08/15/2028 11/16/2018 **.** *.** 11/16/2018 **.** *.**
Commonwealth Edison, 3.7% 1mar2045, USD   USD 03/01/2045 11/16/2018 **.*** *.** 11/16/2018 **.*** *.*
Commonwealth Edison, 3.75% 15aug2047, USD   USD 08/15/2047 11/16/2018 **.** *.** 11/16/2018 **.* *.**
Commonwealth Edison, 4% 1mar2048, USD   USD 03/01/2048 11/16/2018 **.** *.** 11/16/2018 **.** *.**
Community Choice Financial, 10.75% 1may2019, USD   USD 05/01/2019 11/16/2018 **.* ***.** 11/16/2018 ** ***.**
Community Health Systems (CHS), 8.625% 15jan2024, USD   USD 01/15/2024 11/16/2018 ***.** *.** 11/16/2018 ***.** *.**
Compass Bank, 2.75% 29sep2019, USD   USD 09/29/2019 11/16/2018 **.** *.** 11/16/2018 **.** *.**
Compass Group Diversified Holdings, 8% 1may2026, USD   USD 05/01/2026 11/16/2018 ***.** *.** 11/16/2018 ***.** *.**
Compass Minerals International, 4.875% 15jul2024, USD   USD 07/15/2024 11/16/2018 **.** *.** 11/16/2018 **.** *.**
Comstock Escrow, 9.75% 15aug2026, USD   USD 08/15/2026 11/16/2018 **.** **.** 11/16/2018 **.** **.**
Conagra Brands, 3.8% 22oct2021, USD   USD 10/22/2021 11/16/2018 ***.*** *.* 11/16/2018 ***.* *.*
Conagra Brands, 4.3% 1may2024, USD   USD 05/01/2024 11/16/2018 **.*** *.* 11/16/2018 **.** *.**
Conagra Brands, 4.6% 1nov2025, USD   USD 11/01/2025 11/16/2018 ***.*** *.** 11/16/2018 ***.** *.**
Conagra Brands, 4.85% 1nov2028, USD   USD 11/01/2028 11/16/2018 **.*** * 11/16/2018 **.** *.**
Conagra Brands, 5.3% 1nov2038, USD   USD 11/01/2038 11/16/2018 **.** *.** 11/16/2018 **.** *.**
Conagra Brands, 5.4% 1nov2048, USD   USD 11/01/2048 11/16/2018 **.** *.** 11/16/2018 **.*** *.*
Conagra Brands, FRN 9oct2020, USD   USD 10/09/2020 11/16/2018 **.** * 11/16/2018 **.** *
Concho Resources, 3.75% 1oct2027, USD   USD 10/01/2027 11/16/2018 **.** *.** 11/16/2018 **.** *.**
Concho Resources, 4.3% 15aug2028, USD   USD 08/15/2028 11/16/2018 **.** *.** 11/16/2018 **.** *.**
Concho Resources, 4.375% 15jan2025, USD   USD 01/15/2025 11/16/2018 **.* *.** 11/16/2018 **.*** *.**
Concho Resources, 4.85% 15aug2048, USD   USD 08/15/2048 11/16/2018 **.** *.** 11/16/2018 **.** *.*
Concho Resources, 4.875% 1oct2047, USD   USD 10/01/2047 11/16/2018 **.*** *.** 11/16/2018 **.** *.**
Conduent Business Services, 10.5% 15dec2024, USD   USD 12/15/2024 11/16/2018 ***.** *.** 11/16/2018 ***.** *.**
Conn's, 7.25% 15jul2022, USD   USD 07/15/2022 11/16/2018 **.** *.** 11/16/2018 ***.** *.**
Connecticut Light and Power, 4% 1apr2048, USD   USD 04/01/2048 11/16/2018 **.** *.** 11/16/2018 **.** *.**
ConocoPhillips, 5.9% 15oct2032, USD   USD 10/15/2032 11/16/2018 ***.*** *.** 11/16/2018 ***.*** *.*
ConocoPhillips, 5.95% 15oct2036, USD   USD 10/15/2036 11/16/2018 ***.*** *.** 11/16/2018 ***.*** *.**
ConocoPhillips, 6.5% 1feb2039, USD   USD 02/01/2039 11/16/2018 ***.** *.** 11/16/2018 ***.** *.**
ConocoPhillips Co, 2.4% 15dec2022, USD   USD 12/15/2022 11/16/2018 **.*** *.** 11/16/2018 **.*** *.**
ConocoPhillips Co, 3.35% 15may2025, USD   USD 05/15/2025 11/16/2018 **.** *.** 11/16/2018 **.** *.**
ConocoPhillips Co, 3.35% 15nov2024, USD   USD 11/15/2024 11/16/2018 **.*** *.** 11/16/2018 **.** *.**
ConocoPhillips Co, 4.15% 15nov2034, USD   USD 11/15/2034 11/16/2018 **.*** *.** 11/16/2018 **.** *.*
ConocoPhillips Co, 4.3% 15nov2044, USD   USD 11/15/2044 11/16/2018 **.** *.** 11/16/2018 **.** *.**
ConocoPhillips Co, 4.95% 15mar2026, USD   USD 03/15/2026 11/16/2018 ***.*** *.** 11/16/2018 ***.*** *.**
ConocoPhillips Co, 5.95% 15mar2046, USD   USD 03/15/2046 11/16/2018 ***.*** *.* 11/16/2018 ***.*** *.**
Consolidated Edison Co of NY, FRN 25jun2021, USD   USD 06/25/2021 11/16/2018 ***.* * 11/16/2018 ***.** *
Constellation Brands, 2% 7nov2019, USD   USD 11/07/2019 11/16/2018 **.*** *.** 11/16/2018 **.*** *.**
Constellation Brands, 2.25% 6nov2020, USD   USD 11/06/2020 11/16/2018 **.** *.** 11/16/2018 **.*** *.**
Constellation Brands, 2.65% 7nov2022, USD   USD 11/07/2022 11/16/2018 **.*** *.** 11/16/2018 **.** *.*
Constellation Brands, 2.7% 9may2022, USD   USD 05/09/2022 11/16/2018 **.** *.* 11/16/2018 **.*** *.**
Constellation Brands, 3.2% 15feb2023, USD   USD 02/15/2023 11/16/2018 **.** * 11/16/2018 **.** *.**
Constellation Brands, 3.5% 9may2027, USD   USD 05/09/2027 11/16/2018 **.*** *.** 11/16/2018 **.** *.*
Constellation Brands, 3.6% 15feb2028, USD   USD 02/15/2028 11/16/2018 **.* *.** 11/16/2018 **.** *.**
Constellation Brands, 4.1% 15feb2048, USD   USD 02/15/2048 11/16/2018 **.** *.** 11/16/2018 **.*** *.**
Constellation Brands, 4.4% 15nov2025, USD   USD 11/15/2025 11/16/2018 ***.** *.** 11/16/2018 ***.*** *.**
Constellation Brands, 4.5% 9may2047, USD   USD 05/09/2047 11/16/2018 **.** *.** 11/16/2018 **.** *.**
Constellation Brands, 4.65% 15nov2028, USD   USD 11/15/2028 11/16/2018 ***.** *.* 11/16/2018 ***.*** *.**
Constellation Brands, 5.25% 15nov2048, USD   USD 11/15/2048 11/16/2018 ***.** *.** 11/16/2018 ***.** *.**
Constellation Brands, FRN 15nov2021, USD   USD 11/15/2021 11/16/2018 **.** * 11/16/2018 ***.** *
Consumers Energy, 3.25% 15aug2046, USD   USD 08/15/2046 11/16/2018 **.** *.** 11/16/2018 **.** *.**
Consumers Energy, 3.8% 15nov2028, USD   USD 11/15/2028 11/16/2018 **.*** *.** 11/16/2018 ***.*** *.**
Consumers Energy, 3.95% 15jul2047, USD   USD 07/15/2047 11/16/2018 **.* *.** 11/16/2018 **.*** *.**
Consumers Energy, 4.05% 15may2048, USD   USD 05/15/2048 11/16/2018 **.** *.** 11/16/2018 **.** *.**
Consumers Energy, 4.35% 15apr2049, USD   USD 04/15/2049 11/16/2018 **.*** *.** 11/16/2018 ***.*** *.**
Continental Resources, 3.8% 1jun2024, USD   USD 06/01/2024 11/16/2018 **.** *.** 11/16/2018 **.** *.**
Continental Resources, 4.375% 15jan2028, USD   USD 01/15/2028 11/16/2018 ** *.** 11/16/2018 ***.* *.**
Continental Resources, 4.5% 15apr2023, USD   USD 04/15/2023 11/16/2018 **.** *.** 11/16/2018 ***.** *.**
Continental Resources, 4.9% 1jun2044, USD   USD 06/01/2044 11/16/2018 **.** *.** 11/16/2018 **.** *.**
Continental Resources, 5% 15sep2022, USD   USD 09/15/2022 11/16/2018 ***.** *.** 11/16/2018 ***.* *
Cooper-Standard, 5.625% 15nov2026, USD   USD 11/15/2026 11/16/2018 **.** *.* 11/16/2018 **.** *.*
COPT (Corporate Office Properties), 5% 1jul2025, USD   USD 07/01/2025 11/16/2018 ***.** *.** 11/16/2018 ***.*** *.*
Corning, 0.698% 9aug2024, JPY   JPY 08/09/2024 11/16/2018 ***.*** *.** 11/16/2018 ***.*** *.**
Corning, 0.722% 6jun2025, JPY   JPY 06/06/2025 11/16/2018 ***.*** *.** 11/16/2018 ***.*** *.**
Corning, 0.992% 10aug2027, JPY   JPY 08/10/2027 11/16/2018 ***.*** *.** 11/16/2018 ***.*** *.**
Corning, 1.583% 10aug2037, JPY   JPY 08/10/2037 11/16/2018 **.*** *.** 11/16/2018 **.*** *.**
Corning, 2.9% 15may2022, USD   USD 05/15/2022 11/16/2018 **.** *.** 11/16/2018 **.** *.*
Corning, 4.375% 15nov2057, USD   USD 11/15/2057 11/16/2018 **.** *.** 11/16/2018 **.** *.*
Corning, 5.35% 15nov2048, USD   USD 11/15/2048 11/16/2018 **.** *.** 11/16/2018 ***.** *.**
Corning, 5.85% 15nov2068, USD   USD 11/15/2068 11/16/2018 **.** *.** 11/16/2018 ***.** *.**
Costco, 2.15% 18may2021, USD   USD 05/18/2021 11/16/2018 **.** *.** 11/16/2018 **.**** *.*
Costco, 2.3% 18may2022, USD   USD 05/18/2022 11/16/2018 **.*** *.** 11/16/2018 **.*** *.**
Costco, 2.75% 18may2024, USD   USD 05/18/2024 11/16/2018 **.*** *.** 11/16/2018 **.** *.**
Costco, 3% 18may2027, USD   USD 05/18/2027 11/16/2018 **.*** *.** 11/16/2018 **.*** *.**
Coty, 4% 15apr2023, EUR   EUR 04/15/2023 11/16/2018 **.** *.** 11/16/2018 **.** *.**
Coty, 4.75% 15apr2026, EUR   EUR 04/15/2026 11/16/2018 **.** *.** 11/16/2018 **.** *.**
Coty, 6.5% 15apr2026, USD   USD 04/15/2026 11/16/2018 **.** *.** 11/16/2018 **.* *.**
Covidien International Finance, 2.95% 15jun2023, USD   USD 06/15/2023 11/16/2018 **.*** *.** 11/16/2018 **.*** *.*
Covidien International Finance, 3.2% 15jun2022, USD   USD 06/15/2022 11/16/2018 **.*** *.** 11/16/2018 **.* *.**
Covidien International Finance, 4.2% 15jun2020, USD   USD 06/15/2020 11/16/2018 ***.*** *.* 11/16/2018 ***.*** *.*
Cox Communications, 3.15% 15aug2024, USD   USD 08/15/2024 11/16/2018 **.** *.** 11/16/2018 **.** *.**
Cox Communications, 3.5% 15aug2027, USD   USD 08/15/2027 11/16/2018 **.** *.** 11/16/2018 **.** *.*
Cox Communications, 4.6% 15aug2047, USD   USD 08/15/2047 11/16/2018 **.** *.* 11/16/2018 **.** *.**
Credit Acceptance, 6.125% 15feb2021, USD   USD 02/15/2021 11/16/2018 *** *.** 11/16/2018 ***.** *.**
Credit Suisse (USA) Inc., 7% 5oct2020, GBP   GBP 10/05/2020 11/16/2018 ***.* *.** 11/16/2018 ***.** *.**
Credit Suisse AG (New York) Branch, 2.3% 28may2019, USD   USD 05/28/2019 11/16/2018 **.*** *.** 11/16/2018 **.** *.**
Credit Suisse AG (New York) Branch, 3% 29oct2021, USD   USD 10/29/2021 11/16/2018 **.*** *.** 11/16/2018 **.*** *.**
Crestwood Midstream, 6.25% 1apr2023, USD   USD 04/01/2023 11/16/2018 ***.** *.** 11/16/2018 ***.** *.**
CRH America, 3.875% 18may2025, USD   USD 05/18/2025 11/16/2018 **.** *.** 11/16/2018 ***.** *.**
CRH America, 5.125% 18may2045, USD   USD 05/18/2045 11/16/2018 **.** *.** 11/16/2018 **.** *.**
CRH America Finance, 3.95% 4apr2028, USD   USD 04/04/2028 11/16/2018 **.** *.** 11/16/2018 **.** *.**
CRH America Finance, 4.5% 4apr2048, USD   USD 04/04/2048 11/16/2018 **.** *.** 11/16/2018 **.** *.**
Crown Castle International, 2.25% 1sep2021, USD   USD 09/01/2021 11/16/2018 **.*** *.** 11/16/2018 **.*** *.**
Crown Castle International, 3.15% 15jul2023, USD   USD 07/15/2023 11/16/2018 **.** *.** 11/16/2018 **.*** *.**
Crown Castle International, 3.7% 15jun2026, USD   USD 06/15/2026 11/16/2018 **.** *.** 11/16/2018 **.** *.**
Crown Castle International, 3.8% 15feb2028, USD   USD 02/15/2028 11/16/2018 **.** *.** 11/16/2018 **.** *.**
Crown Castle Towers, 3.222% 15may2022   USD 05/15/2022 11/16/2018 **.*** *.** 11/16/2018 **.*** *.**
Crown Castle Towers, 3.663% 15may2025   USD 05/15/2025 11/16/2018 **.** *.** 11/16/2018 **.*** *.**
Crown Castle Towers, 4.241% 15jul2048, USD   USD 07/15/2048 11/16/2018 ***.**** *.** 11/16/2018 ***.**** *.**
Crownrock, 5.625% 15oct2025, USD   USD 10/15/2025 11/16/2018 **.* *.** 11/16/2018 **.** *.**
CSC Holdings, 5.25% 1jun2024, USD   USD 06/01/2024 11/16/2018 **.** *.** 11/16/2018 **.** *.*
CSX Corporation, 2.6% 1nov2026, USD   USD 11/01/2026 11/16/2018 **.*** *.** 11/16/2018 **.** *.**
CSX Corporation, 3.25% 1jun2027, USD   USD 06/01/2027 11/16/2018 **.** *.** 11/16/2018 **.*** *.**
CSX Corporation, 3.8% 1mar2028, USD   USD 03/01/2028 11/16/2018 **.*** *.** 11/16/2018 ** *.**
CSX Corporation, 3.8% 1nov2046, USD   USD 11/01/2046 11/16/2018 **.*** *.** 11/16/2018 **.** *.**
CSX Corporation, 3.95% 1may2050, USD   USD 05/01/2050 11/16/2018 **.*** *.** 11/16/2018 **.** *.**
CSX Corporation, 4.25% 15mar2029, USD   USD 03/15/2029 11/16/2018 **.* *.** 11/16/2018 ***.** *.**
CSX Corporation, 4.25% 1nov2066, USD   USD 11/01/2066 11/16/2018 **.** *.** 11/16/2018 **.** *.**
CSX Corporation, 4.3% 1mar2048, USD   USD 03/01/2048 11/16/2018 **.*** *.* 11/16/2018 **.** *.**
CSX Corporation, 4.65% 1mar2068, USD   USD 03/01/2068 11/16/2018 **.** *.** 11/16/2018 **.** *.**
CSX Corporation, 4.75% 15nov2048, USD   USD 11/15/2048 11/16/2018 **.*** *.** 11/16/2018 **.** *.**
CubeSmart, 3.125% 1sep2026, USD   USD 09/01/2026 11/16/2018 **.** *.** 11/16/2018 **.*** *.**
CubeSmart, 4% 15nov2025, USD   USD 11/15/2025 11/16/2018 **.** *.** 11/16/2018 ***.** *.**
CURO Group Holdings Corp, 8.25% 1sep2025, USD   USD 09/01/2025 11/16/2018 **.** **.** 11/16/2018 **.** **.**
CVS Health, 2.125% 1jun2021, USD   USD 06/01/2021 11/16/2018 **.*** *.** 11/16/2018 **.* *.**
CVS Health, 2.8% 20jul2020, USD   USD 07/20/2020 11/16/2018 **.** *.** 11/16/2018 **.** *.**
CVS Health, 2.875% 1jun2026, USD   USD 06/01/2026 11/16/2018 **.*** *.** 11/16/2018 **.*** *.**
CVS Health, 3.125% 9mar2020, USD   USD 03/09/2020 11/16/2018 **.** *.* 11/16/2018 **.** *.**
CVS Health, 3.35% 9mar2021, USD   USD 03/09/2021 11/16/2018 **.*** *.* 11/16/2018 **.** *.**
CVS Health, 3.5% 20jul2022, USD   USD 07/20/2022 11/16/2018 **.** *.** 11/16/2018 **.** *.*
CVS Health, 3.7% 9mar2023, USD   USD 03/09/2023 11/16/2018 **.*** *.** 11/16/2018 **.** *.**
CVS Health, 3.875% 20jul2025, USD   USD 07/20/2025 11/16/2018 **.** *.** 11/16/2018 **.** *.**
CVS Health, 4.1% 25mar2025, USD   USD 03/25/2025 11/16/2018 **.*** *.** 11/16/2018 **.* *.**
CVS Health, 4.3% 25mar2028, USD   USD 03/25/2028 11/16/2018 **.*** *.** 11/16/2018 **.** *.**
CVS Health, 4.78% 25mar2038, USD   USD 03/25/2038 11/16/2018 **.** *.** 11/16/2018 **.** *.**
CVS Health, 4.875% 20jul2035, USD   USD 07/20/2035 11/16/2018 **.*** *.** 11/16/2018 **.** *.**
CVS Health, 5.05% 25mar2048, USD   USD 03/25/2048 11/16/2018 **.*** *.** 11/16/2018 **.*** *.**
CVS Health, 5.125% 20jul2045, USD   USD 07/20/2045 11/16/2018 **.*** *.** 11/16/2018 **.** *.**
CVS Health, 5.773% 10jan2033, USD   USD 01/10/2033 11/16/2018 ***.**** *.** 11/16/2018 ***.**** *.**
CVS Health, FRN 9mar2020, USD   USD 03/09/2020 11/16/2018 ***.** * 11/16/2018 ***.** *
CVS Health, FRN 9mar2021, USD   USD 03/09/2021 11/16/2018 ***.* * 11/16/2018 ***.** *
CVS Lease-Backed Pass-Through Certificates 2003-2, 5.789% 10jan2026, USD (ABS)   USD 01/10/2026 11/16/2018 ***.*** *.** 11/16/2018 ***.**** *.**
CVS Lease-Backed Pass-Through Series 2013 Trust, 4.704% 10jan2036, USD   USD 01/10/2036 11/16/2018 **.**** * 11/16/2018 **.**** *
CyrusOne LP, 5% 15mar2024, USD   USD 03/15/2024 11/16/2018 **.** *.** 11/16/2018 **.*** *.**
CyrusOne LP, 5.375% 15mar2027, USD   USD 03/15/2027 11/16/2018 **.** *.** 11/16/2018 **.*** *.**
D.R. Horton, 2.55% 1dec2020, USD   USD 12/01/2020 11/16/2018 **.** *.** 11/16/2018 **.** *.**
Daimler Finance North America, 1.5% 5jul2019, USD   USD 07/05/2019 11/16/2018 **.** *.** 11/16/2018 **.** *.**
Daimler Finance North America, 1.75% 30oct2019, USD   USD 10/30/2019 11/16/2018 **.* *.** 11/16/2018 **.** *.**
Daimler Finance North America, 2% 6jul2021, USD   USD 07/06/2021 11/16/2018 **.** *.** 11/16/2018 **.** *.**
Daimler Finance North America, 2.125% 6apr2020, USD   USD 04/06/2020 11/16/2018 **.** *.** 11/16/2018 **.** *.**
Daimler Finance North America, 2.2% 30oct2021, USD   USD 10/30/2021 11/16/2018 **.** *.* 11/16/2018 **.** *.**
Daimler Finance North America, 2.25% 2mar2020, USD   USD 03/02/2020 11/16/2018 **.** *.** 11/16/2018 **.** *.**
Daimler Finance North America, 2.25% 31jul2019, USD   USD 07/31/2019 11/16/2018 **.** *.** 11/16/2018 **.* *.**
Daimler Finance North America, 2.25% 3sep2019, USD   USD 09/03/2019 11/16/2018 **.** *.** 11/16/2018 **.** *.**
Daimler Finance North America, 2.45% 18may2020, USD   USD 05/18/2020 11/16/2018 **.** *.** 11/16/2018 **.** *.**
Daimler Finance North America, 3.25% 1aug2024, USD   USD 08/01/2024 11/16/2018 **.** *.* 11/16/2018 **.** *.**
Daimler Finance North America, 3.3% 19may2025, USD   USD 05/19/2025 11/16/2018 **.** *.** 11/16/2018 **.** *.**
Daimler Finance North America, 3.875% 15sep2021, USD   USD 09/15/2021 11/16/2018 **.** *.** 11/16/2018 ***.** *.**
Daimler Finance North America, FRN 30oct2019, USD   USD 10/30/2019 11/16/2018 ***.** * 11/16/2018 ***.** *
Daimler Finance North America, FRN 5jul2019, USD   USD 07/05/2019 11/16/2018 ***.*** * 11/16/2018 ***.*** *
Danaher, 1% 8jul2019, EUR   EUR 07/08/2019 11/16/2018 ***.** *.** 11/16/2018 ***.** *.**
Danaher, 1.2% 30jun2027, EUR   EUR 06/30/2027 11/16/2018 **.** *.** 11/16/2018 **.** *.**
Danaher, 1.7% 4jan2022, EUR   EUR 01/04/2022 11/16/2018 ***.** *.** 11/16/2018 ***.** *.**
Danaher, 2.4% 15sep2020, USD   USD 09/15/2020 11/16/2018 **.*** *.** 11/16/2018 **.*** *.**
Danaher, 2.5% 8jul2025, EUR   EUR 07/08/2025 11/16/2018 ***.** *.** 11/16/2018 *** *.**
Danaher, 3.35% 15sep2025, USD   USD 09/15/2025 11/16/2018 **.** *.** 11/16/2018 **.** *.**
Danaher, 4.375% 15sep2045, USD   USD 09/15/2045 11/16/2018 **.** *.** 11/16/2018 ***.** *.**
Danaher, FRN 30jun2022, EUR   EUR 06/30/2022 11/16/2018 **.* * 11/16/2018 **.** *
Darden Restaurants, 3.85% 1may2027, USD   USD 05/01/2027 11/16/2018 **.*** *.** 11/16/2018 **.** *.**
Darden Restaurants, 4.55% 15feb2048, USD   USD 02/15/2048 11/16/2018 **.** *.** 11/16/2018 **.** *.**
Darling Global Finance, 3.625% 15may2026, EUR   EUR 05/15/2026 11/16/2018 ***.** *.** 11/16/2018 *** *.*
Dartmouth College, 4% 1jun2042, USD   USD 06/01/2042 11/16/2018 **.**** *.** 11/16/2018 **.**** *.**
DaVita HealthCare, 5% 1may2025, USD   USD 05/01/2025 11/16/2018 **.** *.** 11/16/2018 **.** *.**
Deere&Company, 0.5% 15sep2023, EUR   EUR 09/15/2023 11/16/2018 ***.** *.** 11/16/2018 ***.** *.**
Deere&Company, 2.6% 8jun2022, USD   USD 06/08/2022 11/16/2018 **.*** *.** 11/16/2018 **.* *.**
Deere&Company, FRN 15sep2020, EUR   EUR 09/15/2020 11/16/2018 ***.** * 11/16/2018 ***.** *
Delek Logistics Partners, 6.75% 15may2025, USD   USD 05/15/2025 11/16/2018 **.** *.** 11/16/2018 **.** *.**
Dell, 5.875% 15jun2019, USD   USD 06/15/2019 11/16/2018 ***.*********** *.** 11/16/2018 ***.** *.*
Dell, 6.5% 15apr2038, USD   USD 04/15/2038 11/16/2018 **.** *.** 11/16/2018 **.*** *.**
Dell EMC, 3.375% 1jun2023, USD   USD 06/01/2023 11/16/2018 **.** *.** 11/16/2018 **.** *.*
Delphi Corp, 7.875% 31jan2020, USD   USD 01/31/2020 11/16/2018 ***.**** *.** 11/16/2018 ***.**** *.**
Delta Air Lines, 2.6% 4dec2020, USD   USD 12/04/2020 11/16/2018 **.* *.** 11/16/2018 **.** *.**
Delta Air Lines, 2.875% 13mar2020, USD   USD 03/13/2020 11/16/2018 **.** *.** 11/16/2018 **.** *.**
Delta Air Lines, 3.4% 19apr2021, USD   USD 04/19/2021 11/16/2018 **.** *.** 11/16/2018 **.** *.**
Delta Air Lines, 3.625% 15mar2022, USD   USD 03/15/2022 11/16/2018 **.* *.** 11/16/2018 **.** *.**
Delta Air Lines, 3.8% 19apr2023, USD   USD 04/19/2023 11/16/2018 **.** *.* 11/16/2018 **.** *.**
Delta Air Lines, 4.375% 19apr2028, USD   USD 04/19/2028 11/16/2018 **.** *.** 11/16/2018 **.** *.**
Denbury Resources, 7.5% 15feb2024, USD   USD 02/15/2024 11/16/2018 ** *.** 11/16/2018 *** *.*
Deutsche Bank AG New York Branch, 2.95% 20aug2020, USD   USD 08/20/2020 11/16/2018 **.*** *.** 11/16/2018 **.*** *.**
Deutsche Bank AG New York Branch, 3.125% 13jan2021, USD   USD 01/13/2021 11/16/2018 **.*** *.** 11/16/2018 **.*** *.**
Deutsche Bank AG New York Branch, 3.7% 30may2024, USD   USD 05/30/2024 11/16/2018 **.** *.** 11/16/2018 **.** *.**
Deutsche Bank AG New York Branch, 4.1% 13jan2026, USD   USD 01/13/2026 11/16/2018 **.* *.** 11/16/2018 **.** *.**
Deutsche Bank AG New York Branch, 4.25% 4feb2021, USD   USD 02/04/2021 11/16/2018 **.** *.** 11/16/2018 **.* *.**
Deutsche Bank AG New York Branch, 4.875% 1dec2032, USD   USD 12/01/2032 11/16/2018 **.** * 11/16/2018 **.** *
Deutsche Bank AG New York Branch, FRN 14aug2019, USD   USD 08/14/2019 11/16/2018 **.**** * 11/16/2018 **.**** *
Deutsche Bank AG New York Branch, FRN 14aug2019, USD   USD 08/14/2019 11/16/2018 **.**** * 11/16/2018 **.**** *
Deutsche Bank AG New York Branch, FRN 20aug2020, USD   USD 08/20/2020 11/16/2018 ***.**** * 11/16/2018 ***.**** *
Deutsche Bank AG New York Branch, FRN 4feb2021, USD   USD 02/04/2021 11/16/2018 **.** * 11/16/2018 ***.* *
Devon Energy, 5% 15jun2045, USD   USD 06/15/2045 11/16/2018 **.** *.** 11/16/2018 **.* *.**
Devon Energy, 5.85% 15dec2025, USD   USD 12/15/2025 11/16/2018 ***.* *.** 11/16/2018 ***.** *.**
DFC Finance, 1% 16jun2020, USD   USD 06/16/2020 11/16/2018 ** **.** 11/16/2018 **.* **.**
DFC Finance, 10.5% 15jun2020, USD   USD 06/15/2020 11/16/2018 ** **.** 11/16/2018 ** **.**
Diamond (BC), 5.625% 15aug2025, EUR   EUR 08/15/2025 11/16/2018 **.** *.** 11/16/2018 **.** *.**
Diamond 1&2 Finance, 3.48% 1jun2019, USD   USD 06/01/2019 11/16/2018 ***.*********** *.** 11/16/2018 ***.** *.**
Diamond 1&2 Finance, 4.42% 15jun2021, USD   USD 06/15/2021 11/16/2018 ***.** *.** 11/16/2018 ***.** *.**
Diamond 1&2 Finance, 5.45% 15jun2023, USD   USD 06/15/2023 11/16/2018 ***.*********** *.** 11/16/2018 ***.*********** *.**
Diamond 1&2 Finance, 7.125% 15jun2024, USD   USD 06/15/2024 11/16/2018 ***.** *.* 11/16/2018 ***.** *.**
Diamond Offshore Drilling, 7.875% 15aug2025, USD   USD 08/15/2025 11/16/2018 **.** *.** 11/16/2018 **.** *.**
Diamondback Energy, 5.375% 31may2025, USD   USD 05/31/2025 11/16/2018 **.** *.** 11/16/2018 ***.** *.*
Diebold Nixdorf, 8.5% 15apr2024, USD   USD 04/15/2024 11/16/2018 ** **.** 11/16/2018 **.** **.**
Digital Euro Finco, 2.625% 15apr2024, EUR   EUR 04/15/2024 11/16/2018 ***.** *.* 11/16/2018 ***.** *.**
Digital Realty Trust Inc, 4.45% 15jul2028, USD   USD 07/15/2028 11/16/2018 **.** *.** 11/16/2018 **.** *.**
Digital Realty Trust LP, 4.75% 13oct2023, GBP   GBP 10/13/2023 11/16/2018 ***.** *.** 11/16/2018 ***.** *.**
Digital Realty Trust LP, 4.75% 1oct2025, USD   USD 10/01/2025 11/16/2018 ***.*** *.** 11/16/2018 ***.*** *.**
Digital Stout Holding, 4.25% 17jan2025, GBP   GBP 01/17/2025 11/16/2018 ***.**** *.** 11/16/2018 ***.*** *.**
Direct ChassisLink, 10% 15jun2023, USD   USD 06/15/2023 11/16/2018 ***.* *.** 11/16/2018 ***.* *.**
DIRECTV Holdings, 2.75% 19may2023, EUR   EUR 05/19/2023 11/16/2018 ***.** * 11/16/2018 ***.** *.**
DIRECTV Holdings, 3.8% 15mar2022, USD   USD 03/15/2022 11/16/2018 **.** *.** 11/16/2018 **.*** *.**
DIRECTV Holdings, 4.375% 14sep2029, GBP   GBP 09/14/2029 11/16/2018 ***.*** *.* 11/16/2018 ***.*** *.**
DIRECTV Holdings, 5.2% 18nov2033, GBP   GBP 11/18/2033 11/16/2018 ***.*** *.** 11/16/2018 ***.*** *.**
DIRECTV Holdings, 6.35% 15mar2040, USD   USD 03/15/2040 11/16/2018 ***.**** *.** 11/16/2018 ***.**** *.**
Discover Bank, 3.45% 27jul2026, USD   USD 07/27/2026 11/16/2018 **.*** *.** 11/16/2018 **.*** *.**
Discover Bank, 3.682% 9aug2028, USD   USD 08/09/2028 11/16/2018 **.** * 11/16/2018 **.** *
Discover Financial, 3.75% 4mar2025, USD   USD 03/04/2025 11/16/2018 **.*** *.** 11/16/2018 **.*** *.*
Discover Financial, 3.85% 21nov2022, USD   USD 11/21/2022 11/16/2018 **.*** *.** 11/16/2018 **.*** *.**
Discover Financial, 4.1% 9feb2027, USD   USD 02/09/2027 11/16/2018 **.*** *.** 11/16/2018 **.*** *
Discover Financial, 5.2% 27apr2022, USD   USD 04/27/2022 11/16/2018 ***.*** *.** 11/16/2018 ***.*** *.**
Discover Financial, 5.5% perp., USD   USD 11/16/2018 **.** * 11/16/2018 **.* *
Discovery Communications, Inc., 3.45% 15mar2025, USD   USD 03/15/2025 11/16/2018 **.** *.** 11/16/2018 **.** *.*
Discovery Communications, Inc., 5.05% 1jun2020, USD   USD 06/01/2020 11/16/2018 ***.** *.** 11/16/2018 ***.** *.**
Discovery Communications, LLC, 1.9% 19mar2027, EUR   EUR 03/19/2027 11/16/2018 **.* *.** 11/16/2018 **.** *.**
Discovery Communications, LLC, 2.2% 20sep2019, USD   USD 09/20/2019 11/16/2018 **.*** *.** 11/16/2018 **.*** *.**
Discovery Communications, LLC, 2.375% 7mar2022, EUR   EUR 03/07/2022 11/16/2018 ***.** *.** 11/16/2018 ***.** *.**
Discovery Communications, LLC, 2.95% 20mar2023, USD   USD 03/20/2023 11/16/2018 **.*** *.** 11/16/2018 **.* *.**
Discovery Communications, LLC, 3.8% 13mar2024, USD   USD 03/13/2024 11/16/2018 **.* *.** 11/16/2018 **.** *.**
Discovery Communications, LLC, 3.95% 20mar2028, USD   USD 03/20/2028 11/16/2018 **.*** *.** 11/16/2018 **.** *.**
Discovery Communications, LLC, 4.9% 11mar2026, USD   USD 03/11/2026 11/16/2018 ***.*** *.** 11/16/2018 ***.** *.**
Discovery Communications, LLC, 5.00% 20sep2037, USD   USD 09/20/2037 11/16/2018 **.** *.* 11/16/2018 **.** *.**
Discovery Communications, LLC, 5.2% 20sep2047, USD   USD 09/20/2047 11/16/2018 **.** *.** 11/16/2018 **.** *.**
Discovery Communications, LLC, FRN 20sep2019, USD   USD 09/20/2019 11/16/2018 ***.** * 11/16/2018 ***.** *
DISH DBS, 5.875% 15nov2024, USD   USD 11/15/2024 11/16/2018 **.* *.** 11/16/2018 **.** *.**
DISH DBS, 7.75% 1jul2026, USD   USD 07/01/2026 11/16/2018 **.*** **.** 11/16/2018 **.*** **.**
DJO Finance, 10.75% 15apr2020, USD   USD 04/15/2020 11/16/2018 **.* **.** 11/16/2018 **.* **.**
Dole Food, 7.25% 15jun2025, USD   USD 06/15/2025 11/16/2018 **.** *.** 11/16/2018 **.** *.**
Dollar General, 3.875% 15apr2027, USD   USD 04/15/2027 11/16/2018 ** *.** 11/16/2018 **.** *.**
Dollar General, 4.125% 1may2028, USD   USD 05/01/2028 11/16/2018 **.** *.** 11/16/2018 **.*** *.**
Dollar Tree, 3.7% 15may2023, USD   USD 05/15/2023 11/16/2018 **.*** *.** 11/16/2018 **.** *.**
Dollar Tree, 4% 15may2025, USD   USD 05/15/2025 11/16/2018 **.** *.** 11/16/2018 **.** *.**
Dollar Tree, 4.2% 15may2028, USD   USD 05/15/2028 11/16/2018 **.** *.** 11/16/2018 **.** *.**
Dollar Tree, FRN 17apr2020, USD   USD 04/17/2020 11/16/2018 **.** * 11/16/2018 ***.* *
Dominion Energy, 1.6% 15aug2019, USD   USD 08/15/2019 11/16/2018 **.* *.** 11/16/2018 **.*** *.**
Dominion Energy, 1.875% 15jan2019, USD   USD 01/15/2019 11/16/2018 **.** *.** 11/16/2018 **.*** *.**
Dominion Energy, 2% 15aug2021, USD   USD 08/15/2021 11/16/2018 **.** *.** 11/16/2018 **.*** *.**
Dominion Energy, 2.75% 15jan2022, USD   USD 01/15/2022 11/16/2018 **.*** *.** 11/16/2018 **.*** *.**
Dominion Energy, 2.85% 15aug2026, USD   USD 08/15/2026 11/16/2018 **.* *.* 11/16/2018 **.** *.*
Dominion Energy, 3.9% 1oct2025, USD   USD 10/01/2025 11/16/2018 **.*** *.** 11/16/2018 **.** *.**
Donnelley Financial Solutions, 8.25% 15oct2024, USD   USD 10/15/2024 11/16/2018 ***.** *.** 11/16/2018 ***.** *.*
Dover, 1.25% 9nov2026, EUR   EUR 11/09/2026 11/16/2018 **.** *.** 11/16/2018 **.* *.**
Dover, 2.125% 1dec2020, EUR   EUR 12/01/2020 11/16/2018 ***.** *.** 11/16/2018 ***.** *.**
Dow Chemical, 4.375% 15nov2042, USD   USD 11/15/2042 11/16/2018 **.*** *.** 11/16/2018 **.** *.**
Dow Chemical, 7.75% 15sep2020, USD   USD 09/15/2020 11/16/2018 ***.**** *.** 11/16/2018 ***.**** *.**
DPL Inc, 7.25% 15oct2021, USD   USD 10/15/2021 11/16/2018 ***.* * 11/16/2018 ***.** *.**
Dresdner Funding Trust I, 8.151% 30jun2031, USD   USD 06/30/2031 11/16/2018 ***.** *.** 11/16/2018 ***.** *.**
DriveTime Automotive, 8% 1jun2021, USD   USD 06/01/2021 11/16/2018 ***.* *.** 11/16/2018 ***.* *.**
DTE Electric, 3.7% 15mar2045, USD   USD 03/15/2045 11/16/2018 **.** *.** 11/16/2018 **.** *.**
DTE Electric, 3.75% 15aug2047, USD   USD 08/15/2047 11/16/2018 **.*** *.** 11/16/2018 **.*** *.**
DTE Energy, 3.3% 15jun2022, USD   USD 06/15/2022 11/16/2018 **.*** *.** 11/16/2018 **.*** *.*
DTE Energy, 3.7% 1aug2023, USD   USD 08/01/2023 11/16/2018 **.** *.** 11/16/2018 **.** *.**
Duke Energy, 1.8% 1sep2021, USD   USD 09/01/2021 11/16/2018 **.** *.** 11/16/2018 **.** *.**
Duke Energy, 2.4% 15aug2022, USD   USD 08/15/2022 11/16/2018 **.** *.** 11/16/2018 **.** *.**
Duke Energy, 2.65% 1sep2026, USD   USD 09/01/2026 11/16/2018 **.** *.** 11/16/2018 **.* *.**
Duke Energy, 3.15% 15aug2027, USD   USD 08/15/2027 11/16/2018 **.** *.** 11/16/2018 **.*** *.**
Duke Energy, 3.75% 15apr2024, USD   USD 04/15/2024 11/16/2018 **.** *.** 11/16/2018 **.** *.**
Duke Energy, 3.75% 1sep2046, USD   USD 09/01/2046 11/16/2018 **.*** *.** 11/16/2018 **.** *.**
Duke Energy, 3.95% 15aug2047, USD   USD 08/15/2047 11/16/2018 **.** *.** 11/16/2018 **.*** *.**
Duke Energy Carolinas, 2.5% 15mar2023, USD   USD 03/15/2023 11/16/2018 **.** *.** 11/16/2018 **.*** *.*
Duke Energy Carolinas, 2.95% 1dec2026, USD   USD 12/01/2026 11/16/2018 **.*** *.** 11/16/2018 **.*** *.**
Duke Energy Carolinas, 3.05% 15mar2023, USD   USD 03/15/2023 11/16/2018 **.*** *.** 11/16/2018 **.*** *.**
Duke Energy Carolinas, 3.35% 15may2022, USD   USD 05/15/2022 11/16/2018 ***.*** *.** 11/16/2018 ***.** *.**
Duke Energy Carolinas, 3.7% 1dec2047, USD   USD 12/01/2047 11/16/2018 **.*** *.** 11/16/2018 **.** *.**
Duke Energy Carolinas, 3.75% 1jun2045, USD   USD 06/01/2045 11/16/2018 **.*** *.** 11/16/2018 **.*** *.**
Duke Energy Carolinas, 3.875% 15mar2046, USD   USD 03/15/2046 11/16/2018 **.*** *.** 11/16/2018 **.*** *.**
Duke Energy Carolinas, 3.95% 15mar2048, USD   USD 03/15/2048 11/16/2018 **.** *.** 11/16/2018 **.** *.**
Duke Energy Carolinas, 3.95% 15nov2028, USD   USD 11/15/2028 11/16/2018 ***.*** *.** 11/16/2018 ***.** *.**
Duke Energy Florida, 1.85% 15jan2020, USD   USD 01/15/2020 11/16/2018 **.*** *.** 11/16/2018 **.** *.**
Duke Energy Florida, 2.1% 15dec2019, USD   USD 12/15/2019 11/16/2018 **.** *.** 11/16/2018 **.** *.**
Duke Energy Florida, 3.2% 15jan2027, USD   USD 01/15/2027 11/16/2018 **.* *.** 11/16/2018 **.*** *.**
Duke Energy Florida, 3.4% 1oct2046, USD   USD 10/01/2046 11/16/2018 **.** *.** 11/16/2018 **.** *.**
Duke Energy Florida, 3.8% 15jul2028, USD   USD 07/15/2028 11/16/2018 **.* *.** 11/16/2018 **.** *.**
Duke Energy Florida, 4.2% 15jul2048, USD   USD 07/15/2048 11/16/2018 **.*** *.* 11/16/2018 **.** *.**
Duke Energy Indiana, 8.31% 1sep2032, USD   USD 09/01/2032 11/16/2018 ***.**** *.** 11/16/2018 ***.**** *.**
Duke Energy Ohio, 3.7% 15jun2046, USD   USD 06/15/2046 11/16/2018 **.*** *.** 11/16/2018 **.*** *.**
Duke Energy Progress LLC, 3.25% 15aug2025, USD   USD 08/15/2025 11/16/2018 **.*** *.** 11/16/2018 **.** *.**
Duke Energy Progress LLC, 3.375% 1sep2023, USD   USD 09/01/2023 11/16/2018 **.** *.** 11/16/2018 **.** *.**
Duke Energy Progress LLC, 3.6% 15sep2047, USD   USD 09/15/2047 11/16/2018 **.*** *.** 11/16/2018 **.* *.**
Duke Energy Progress LLC, 3.7% 1sep2028, USD   USD 09/01/2028 11/16/2018 **.*** *.** 11/16/2018 **.** *.**
Duke Energy Progress LLC, 4.2% 15aug2045, USD   USD 08/15/2045 11/16/2018 **.** *.** 11/16/2018 **.*** *.**
Duke Energy Progress LLC, FRN 8sep2020, USD   USD 09/08/2020 11/16/2018 ***.** * 11/16/2018 ***.** *
Duke Realty L.P., 3.375% 15dec2027, USD   USD 12/15/2027 11/16/2018 **.** *.** 11/16/2018 **.** *.**
Duke Realty L.P., 4% 15sep2028, USD   USD 09/15/2028 11/16/2018 **.** *.** 11/16/2018 **.** *.**
DXC Technology, 1.75% 15jan2026, EUR   EUR 01/15/2026 11/16/2018 **.** *.** 11/16/2018 **.** *.**
DXC Technology, 2.75% 15jan2025, GBP   GBP 01/15/2025 11/16/2018 **.** *.** 11/16/2018 **.** *.**
DXC Technology, 2.875% 27mar2020, USD   USD 03/27/2020 11/16/2018 **.*** *.** 11/16/2018 **.*** *.**
DXC Technology, 4.25% 15apr2024, USD   USD 04/15/2024 11/16/2018 **.*** *.** 11/16/2018 **.*** *.**
DXC Technology, 4.45% 18sep2022, USD   USD 09/18/2022 11/16/2018 ***.*** *.** 11/16/2018 ***.*** *.**
DXC Technology, 4.75% 15apr2027, USD   USD 04/15/2027 11/16/2018 ***.* *.** 11/16/2018 ***.* *.**
DXC Technology, 4.75% 15apr2027, USD   USD 04/15/2027 11/16/2018 **.** *.** 11/16/2018 **.*** *.**
Dynegy, 8.125% 30jan2026, USD   USD 01/30/2026 11/16/2018 ***.* *.** 11/16/2018 ***.* *.**
DZ BANK Capital Funding Trust II, FRN perp., EUR   EUR 11/16/2018 **.** * 11/16/2018 **.** *
E*Trade, 4.5% 20jun2028, USD   USD 06/20/2028 11/16/2018 **.** *.** 11/16/2018 ** *.**
E-Trade, 2.95% 24aug2022, USD   USD 08/24/2022 11/16/2018 **.** *.** 11/16/2018 **.*** *.**
E-Trade, 3.8% 24aug2027, USD   USD 08/24/2027 11/16/2018 **.** *.** 11/16/2018 **.*** *.**
Eastman Chemical, 1.5% 26may2023, EUR   EUR 05/26/2023 11/16/2018 ***.** *.** 11/16/2018 ***.** *.**
Eastman Chemical, 1.875% 23nov2026, EUR   EUR 11/23/2026 11/16/2018 ***.** *.** 11/16/2018 ***.** *.**
Eastman Chemical, 2.7% 15jan2020, USD   USD 01/15/2020 11/16/2018 **.* *.** 11/16/2018 **.* *.**
Eastman Chemical, 3.5% 1dec2021, USD   USD 12/01/2021 11/16/2018 **.*** *.** 11/16/2018 **.* *.*
Eastman Chemical, 3.8% 15mar2025, USD   USD 03/15/2025 11/16/2018 **.*** *.** 11/16/2018 **.*** *.**
Eastman Chemical, 4.5% 1dec2028, USD   USD 12/01/2028 11/16/2018 **.* *.** 11/16/2018 **.** *.**
Eastman Chemical, 4.65% 15oct2044, USD   USD 10/15/2044 11/16/2018 **.* *.** 11/16/2018 **.*** *.**
Eaton, 0.75% 20sep2024, EUR   EUR 09/20/2024 11/16/2018 **.** *.** 11/16/2018 **.** *.*
Eaton, 3.103% 15sep2027, USD   USD 09/15/2027 11/16/2018 **.** *.** 11/16/2018 **.** *.**
Eaton, 3.915% 15sep2047, USD   USD 09/15/2047 11/16/2018 **.** *.** 11/16/2018 **.** *.*
Eaton, 6.95% 20mar2019, USD   USD 03/20/2019 11/16/2018 ***.*** *.** 11/16/2018 ***.*** *.**
Eaton, 7.875% 01jun2026, USD   USD 06/01/2026 11/16/2018 ***.**** *.** 11/16/2018 ***.**** *.**
Eaton Vance, 3.5% 6apr2027, USD   USD 04/06/2027 11/16/2018 **.*** *.** 11/16/2018 **.*** *.**
eBay, 2.15% 5jun2020, USD   USD 06/05/2020 11/16/2018 **.** *.** 11/16/2018 **.*** *.**
eBay, 2.2% 1aug2019, USD   USD 08/01/2019 11/16/2018 **.** *.** 11/16/2018 **.** *.**
eBay, 2.75% 30jan2023, USD   USD 01/30/2023 11/16/2018 **.** *.** 11/16/2018 **.** *
eBay, 3.45% 1aug2024, USD   USD 08/01/2024 11/16/2018 **.** *.* 11/16/2018 **.*** *.**
eBay, 3.6% 5jun2027, USD   USD 06/05/2027 11/16/2018 **.*** *.** 11/16/2018 **.** *.**
eBay, 3.8% 9mar2022, USD   USD 03/09/2022 11/16/2018 ***.** *.** 11/16/2018 ***.** *.*
eBay, FRN 30jan2023, USD   USD 01/30/2023 11/16/2018 ***.** * 11/16/2018 ***.** *
Ecolab, 1% 15jan2024, EUR   EUR 01/15/2024 11/16/2018 ***.** *.** 11/16/2018 ***.** *.**
Ecolab, 2.375% 10aug2022, USD   USD 08/10/2022 11/16/2018 **.*** *.** 11/16/2018 **.*** *.**
Ecolab, 2.625% 8jul2025, EUR   EUR 07/08/2025 11/16/2018 ***.** *.** 11/16/2018 ***.** *.*
Ecolab, 2.7% 1nov2026, USD   USD 11/01/2026 11/16/2018 **.** *.** 11/16/2018 **.*** *.**
Ecolab, 3.25% 1dec2027, USD   USD 12/01/2027 11/16/2018 **.*** * 11/16/2018 **.*** *.**
Ecolab, 3.7% 1nov2046, USD   USD 11/01/2046 11/16/2018 **.** *.** 11/16/2018 **.** *.**
Ecolab, 3.95% 1dec2047, USD   USD 12/01/2047 11/16/2018 **.** *.** 11/16/2018 **.*** *.**
Edison International, 2.4% 15sep2022, USD   USD 09/15/2022 11/16/2018 **.*** *.** 11/16/2018 **.** *.**
Edison International, 4.125% 15mar2028, USD   USD 03/15/2028 11/16/2018 **.*** *.** 11/16/2018 **.*** *.**
Edwards Lifesciences, 4.3% 15jun2028, USD   USD 06/15/2028 11/16/2018 **.** *.** 11/16/2018 **.** *.**
Elanco Animal Health, 3.912% 27aug2021, USD   USD 08/27/2021 11/16/2018 **.** * 11/16/2018 **.** *.**
Elanco Animal Health, 4.272% 28aug2023, USD   USD 08/28/2023 11/16/2018 **.** *.** 11/16/2018 **.** *.**
Elanco Animal Health, 4.9% 28aug2028, USD   USD 08/28/2028 11/16/2018 **.** *.** 11/16/2018 **.** *.**
Eldorado Resorts, 7% 1aug2023, USD   USD 08/01/2023 11/16/2018 ***.*** *.** 11/16/2018 ***.*** *.*
Eldorado Resorts, 7% 1aug2023, USD   USD 08/01/2023 11/16/2018 ***.*** *.** 11/16/2018 ***.*** *.*
Eli Lilly, 0.15% 24may2024, CHF   CHF 05/24/2024 11/16/2018 **.** *.** 11/16/2018 **.** *.**
Eli Lilly, 0.45% 24may2028, CHF   CHF 05/24/2028 11/16/2018 **.* *.** 11/16/2018 **.** *.**
Eli Lilly, 1% 2jun2022, EUR   EUR 06/02/2022 11/16/2018 ***.** *.** 11/16/2018 ***.** *.**
Eli Lilly, 1.625% 2jun2026   EUR 06/02/2026 11/16/2018 ***.** *.** 11/16/2018 ***.** *.**
Eli Lilly, 2.125% 3jun2030   EUR 06/03/2030 11/16/2018 ***.** *.** 11/16/2018 ***.** *.**
Eli Lilly, 2.35% 15may2022, USD   USD 05/15/2022 11/16/2018 **.*** *.** 11/16/2018 **.** *.*
Eli Lilly, 2.75% 1jun2025, USD   USD 06/01/2025 11/16/2018 **.*** *.** 11/16/2018 **.** *.**
Eli Lilly, 3.1% 15may2027, USD   USD 05/15/2027 11/16/2018 **.*** *.** 11/16/2018 **.** *.**
Eli Lilly, 3.7% 1mar2045, USD   USD 03/01/2045 11/16/2018 **.*** *.** 11/16/2018 **.** *.**
Eli Lilly, 3.95% 15may2047, USD   USD 05/15/2047 11/16/2018 **.*** *.** 11/16/2018 **.*** *.**
Ellington Financial, 5.25% 1sep2022, USD   USD 09/01/2022 11/16/2018 **.**** *.** 11/16/2018 **.**** *.**
Emera US Finance, 2.15% 15jun2019, USD   USD 06/15/2019 11/16/2018 **.** *.** 11/16/2018 **.*** *.**
Emera US Finance, 2.7% 15jun2021, USD   USD 06/15/2021 11/16/2018 **.** *.** 11/16/2018 **.** *.**
Emera US Finance, 3.55% 15jun2026, USD   USD 06/15/2026 11/16/2018 **.** *.** 11/16/2018 **.** *.**
Emera US Finance, 4.75% 15jun2046, USD   USD 06/15/2046 11/16/2018 **.** *.** 11/16/2018 **.** *.**
Emigrant Capital Trust I, FRN 10dec2033, USD   USD 12/10/2033 11/16/2018 **.* * 11/16/2018 **.* *
Empire District Electric, 5.8% 1jul2035, USD   USD 07/01/2035 11/16/2018 ***.**** *.** 11/16/2018 ***.**** *.**
Enable Midstream, 2.4% 15may2019, USD   USD 05/15/2019 11/16/2018 **.** *.** 11/16/2018 **.*** *.**
Enable Midstream, 3.9% 15may2024, USD   USD 05/15/2024 11/16/2018 **.** *.** 11/16/2018 **.**** *.**
Enable Midstream, 3.9% 15may2024, USD   USD 05/15/2024 11/16/2018 **.** *.** 11/16/2018 **.** *.**
Enable Midstream, 4.4% 15mar2027, USD   USD 03/15/2027 11/16/2018 **.** *.** 11/16/2018 **.*** *.**
Enable Midstream, 4.95% 15may2028, USD   USD 05/15/2028 11/16/2018 **.** *.** 11/16/2018 **.** *.**
Enable Midstream, 5% 15may2044, USD   USD 05/15/2044 11/16/2018 **.*** *.** 11/16/2018 **.*** *.**
Endeavor Energy Resources, 5.5% 30jan2026, USD   USD 01/30/2026 11/16/2018 ***.** *.** 11/16/2018 ***.** *.**
Endeavor Energy Resources, 5.75% 30jan2028, USD   USD 01/30/2028 11/16/2018 ***.** *.** 11/16/2018 ***.** *.*
Endo Finance, 5.375% 15jan2023, USD   USD 01/15/2023 11/16/2018 **.** **.** 11/16/2018 **.** **.**
Endurance Speciality Holdings, 7% 15jul2034, USD   USD 07/15/2034 11/16/2018 ***.** *.** 11/16/2018 ***.** *.**
Energizer, 4.625% 15jul2026, EUR   EUR 07/15/2026 11/16/2018 ***.** *.** 11/16/2018 ***.*** *.*
Energizer, 4.7% 19may2021, USD   USD 05/19/2021 11/16/2018 **.** *.** 11/16/2018 **.** *.**
Energizer, 6.375% 15jul2026, USD   USD 07/15/2026 11/16/2018 **.** *.** 11/16/2018 **.* *.**
Energy Transfer, 5.875% 15jan2024, USD   USD 01/15/2024 11/16/2018 ***.** * 11/16/2018 ***.** *.**
Energy Transfer, 7.5% 15oct2020, USD   USD 10/15/2020 11/16/2018 **.** *.** 11/16/2018 ***.** *.**
Energy Transfer Partners, 4.05% 15mar2025, USD   USD 03/15/2025 11/16/2018 **.*** *.** 11/16/2018 **.** *.**
Energy Transfer Partners, 4.9% 15mar2035, USD   USD 03/15/2035 11/16/2018 **.** *.** 11/16/2018 **.*** *.**
Energy Transfer Partners, 5.15% 15mar2045, USD   USD 03/15/2045 11/16/2018 **.*** *.** 11/16/2018 **.** *.**
Energy Ventures Gom, 11% 15feb2023, USD   USD 02/15/2023 11/16/2018 ***.** *.** 11/16/2018 ***.** *.**
EnLink Midstream Partners, 5.05% 1apr2045, USD   USD 04/01/2045 11/16/2018 **.** *.** 11/16/2018 **.** *.**
Enova International, 8.5% 15sep2025, USD   USD 09/15/2025 11/16/2018 **.* **.** 11/16/2018 **.** *.**
Ensco, 4.5% 1oct2024, USD   USD 10/01/2024 11/16/2018 **.*** **.** 11/16/2018 **.** **.**
Ensco, 4.7% 15mar2021, USD   USD 03/15/2021 11/16/2018 **.************ *.** 11/16/2018 **.*** *.**
Ensco, 5.2% 15mar2025, USD   USD 03/15/2025 11/16/2018 **.*** **.** 11/16/2018 **.** **.**
Ensco, 5.75% 1oct2044, USD   USD 10/01/2044 11/16/2018 **.** *.** 11/16/2018 **.** *.**
Ensco, 7.75% 1feb2026, USD   USD 02/01/2026 11/16/2018 **.** ** 11/16/2018 **.** **.**
Enstar Group, 4.5% 10mar2022, USD   USD 03/10/2022 11/16/2018 **.** *.** 11/16/2018 ***.*** *.**
Entergy, 2.67% 1jun2027, USD   USD 06/01/2027 11/16/2018 **.**** *.** 11/16/2018 **.**** *.**
Entergy, 2.95% 1sep2026, USD   USD 09/01/2026 11/16/2018 **.** *.* 11/16/2018 **.*** *.**
Entergy, 4% 15jul2022, USD   USD 07/15/2022 11/16/2018 ***.*** *.** 11/16/2018 ***.** *.**
Enterprise Products Operating, 2.8% 15feb2021, USD   USD 02/15/2021 11/16/2018 **.** *.** 11/16/2018 **.** *.**
Enterprise Products Operating, 4.25% 15feb2048, USD   USD 02/15/2048 11/16/2018 **.* *.** 11/16/2018 **.** *.**
Enterprise Products Operating, 5.375% 15feb2078, USD   USD 02/15/2078 11/16/2018 **.** * 11/16/2018 **.** *
Enterprise Products Partners, 3.7% 15feb2026, USD   USD 02/15/2026 11/16/2018 **.** *.** 11/16/2018 **.*** *.**
Enterprise Products Partners, 4.9% 15may2046, USD   USD 05/15/2046 11/16/2018 **.** *.** 11/16/2018 **.*** *.**
EOG Resources, 3.15% 1apr2025, USD   USD 04/01/2025 11/16/2018 **.** *.** 11/16/2018 **.*** *.**
EOG Resources, 3.9% 1apr2035, USD   USD 04/01/2035 11/16/2018 **.** *.** 11/16/2018 **.** *.**
EP Energy, 8% 15feb2025, USD   USD 02/15/2025 11/16/2018 **.** **.** 11/16/2018 **.** **.**
EPR Properties, 4.5% 1apr2025, USD   USD 04/01/2025 11/16/2018 **.** *.** 11/16/2018 **.** *.*
EPR Properties, 4.75% 15dec2026, USD   USD 12/15/2026 11/16/2018 **.*** *.** 11/16/2018 **.*** *.**
EPR Properties, 4.95% 15apr2028, USD   USD 04/15/2028 11/16/2018 **.** *.** 11/16/2018 **.** *.**
EQT, 2.5% 1oct2020, USD   USD 10/01/2020 11/16/2018 **.** *.** 11/16/2018 **.** *.**
EQT, 3% 1oct2022, USD   USD 10/01/2022 11/16/2018 **.*** *.** 11/16/2018 **.** *.**
EQT, 3.9% 1oct2027, USD   USD 10/01/2027 11/16/2018 **.* *.** 11/16/2018 **.** *.**
EQT Midstream Partners, 4.75% 15jul2023, USD   USD 07/15/2023 11/16/2018 *** *.* 11/16/2018 ***.** *.**
EQT Midstream Partners, 5.5% 15jul2028, USD   USD 07/15/2028 11/16/2018 **.** *.* 11/16/2018 ***.** *.**
EQT Midstream Partners, 6.5% 15jul2048, USD   USD 07/15/2048 11/16/2018 **.** *.** 11/16/2018 ***.* *.**
Equinix, 2.875% 15mar2024, EUR   EUR 03/15/2024 11/16/2018 ***.** *.** 11/16/2018 ***.** *.**
Equinix, 2.875% 1feb2026, EUR   EUR 02/01/2026 11/16/2018 ** *.** 11/16/2018 **.** *.**
Equinix, 2.875% 1oct2025, EUR   EUR 10/01/2025 11/16/2018 **.** *.** 11/16/2018 **.** *.**
ERAC USA Finance, 2.35% 15oct2019, USD   USD 10/15/2019 11/16/2018 **.**** *.** 11/16/2018 **.**** *.**
ERAC USA Finance, 2.7% 1nov2023, USD   USD 11/01/2023 11/16/2018 **.** * 11/16/2018 **.** *
ERAC USA Finance, 3.8% 1nov2025, USD   USD 11/01/2025 11/16/2018 **.** *.** 11/16/2018 **.** *.*
ERAC USA Finance, 3.85% 15nov2024, USD   USD 11/15/2024 11/16/2018 **.** *.* 11/16/2018 **.** *.**
ERAC USA Finance, 4.2% 1nov2046, USD   USD 11/01/2046 11/16/2018 **.** *.** 11/16/2018 **.** *.**
ERAC USA Finance, 4.5% 15feb2045, USD   USD 02/15/2045 11/16/2018 **.** *.** 11/16/2018 **.** *.**
ERP Operating, 2.85% 1nov2026, USD   USD 11/01/2026 11/16/2018 **.*** *.** 11/16/2018 **.*** *.**
ERP Operating, 3.25% 1aug2027, USD   USD 08/01/2027 11/16/2018 **.*** *.** 11/16/2018 **.*** *.**
ERP Operating, 3.5% 1mar2028, USD   USD 03/01/2028 11/16/2018 **.** *.** 11/16/2018 **.** *.**
Essex Portfolio, 3.5% 1apr2025, USD   USD 04/01/2025 11/16/2018 **.** *.** 11/16/2018 **.** *.**
Essex Portfolio, 3.625% 1may2027, USD   USD 05/01/2027 11/16/2018 **.** *.** 11/16/2018 **.*** *.**
Essex Portfolio, 4.5% 15mar2048, USD   USD 03/15/2048 11/16/2018 **.** *.** 11/16/2018 **.** *.**
Estee Lauder, 1.8% 7feb2020, USD   USD 02/07/2020 11/16/2018 **.** *.** 11/16/2018 **.** *.**
Estee Lauder, 3.15% 15mar2027, USD   USD 03/15/2027 11/16/2018 **.*** *.** 11/16/2018 **.** *.**
Estee Lauder, 4.15% 15mar2047, USD   USD 03/15/2047 11/16/2018 **.*** *.** 11/16/2018 **.** *.**
Estee Lauder, 4.375% 15jun2045, USD   USD 06/15/2045 11/16/2018 **.** *.* 11/16/2018 ***.** *.**
EV Energy Partners, 8% 15apr2019, USD   USD 04/15/2019 11/16/2018 **.** ***.** 11/16/2018 **.** ***.**
EverBank Financial, 6% 15mar2026, USD   USD 03/15/2026 11/16/2018 ***.**** * 11/16/2018 ***.**** *
Everi Payments, 7.5% 15dec2025, USD   USD 12/15/2025 11/16/2018 **.** *.** 11/16/2018 **.* *.**
Eversource Energy, 2.75% 15mar2022, USD   USD 03/15/2022 11/16/2018 **.*** *.** 11/16/2018 **.*** *.**
Eversource Energy, 3.3% 15jan2028, USD   USD 01/15/2028 11/16/2018 **.** *.** 11/16/2018 **.* *.**
Exela, 10% 15jul2023, USD   USD 07/15/2023 11/16/2018 ***.** **.** 11/16/2018 ***.** *.**
Exelon, 2.85% 15jun2020, USD   USD 06/15/2020 11/16/2018 **.*** *.** 11/16/2018 **.*** *.**
Exelon, 2.95% 15jan2020, USD   USD 01/15/2020 11/16/2018 **.*** *.** 11/16/2018 **.** *.**
Exelon, 3.4% 15mar2022, USD   USD 03/15/2022 11/16/2018 **.*** *.** 11/16/2018 **.** *.**
Exelon, 3.95% 15jun2025, USD   USD 06/15/2025 11/16/2018 **.*** *.** 11/16/2018 **.** *.**
Exelon, 3.95% 15jun2025, USD   USD 06/15/2025 11/16/2018 **.*** *.** 11/16/2018 **.**** *.**
Exelon, 5.1% 15jun2045, USD   USD 06/15/2045 11/16/2018 ***.*** *.** 11/16/2018 ***.** *.**
EXIM US, 1.831% 26mar2025, USD   USD 03/26/2025 11/16/2018 **.**** *.* 11/16/2018 **.**** *.**
Expedia, 2.5% 3jun2022, EUR   EUR 06/03/2022 11/16/2018 ***.** *.** 11/16/2018 ***.** *.**
Expedia, 4.5% 15aug2024, USD   USD 08/15/2024 11/16/2018 ***.** *.** 11/16/2018 ***.** *.**
Expedia, 5% 15feb2026, USD   USD 02/15/2026 11/16/2018 ***.*** *.** 11/16/2018 ***.*** *.**
Express Scripts Holding, 2.6% 30nov2020, USD   USD 11/30/2020 11/16/2018 **.** *.** 11/16/2018 **.** *.**
Express Scripts Holding, 3% 15jul2023, USD   USD 07/15/2023 11/16/2018 **.** *.** 11/16/2018 **.** *.**
Express Scripts Holding, 3.05% 30nov2022, USD   USD 11/30/2022 11/16/2018 **.*** *.** 11/16/2018 **.* *.**
Express Scripts Holding, 3.4% 1mar2027, USD   USD 03/01/2027 11/16/2018 **.** *.** 11/16/2018 **.*** *.**
Express Scripts Holding, 4.8% 15jul2046, USD   USD 07/15/2046 11/16/2018 **.** *.** 11/16/2018 **.** *.**
Express Scripts Holding, FRN 30nov2020, USD   USD 11/30/2020 11/16/2018 ***.** * 11/16/2018 ***.** *
Extraction Oil and Gas, 5.625% 1feb2026, USD   USD 02/01/2026 11/16/2018 **.** *.** 11/16/2018 **.** *.**
Extraction Oil and Gas, 7.375% 15may2024, USD   USD 05/15/2024 11/16/2018 **.** *.** 11/16/2018 **.** *.**
Exxon Mobil, 1.912% 6mar2020, USD   USD 03/06/2020 11/16/2018 **.*** *.** 11/16/2018 **.** *.**
Exxon Mobil, 2.397% 6mar2022, USD   USD 03/06/2022 11/16/2018 **.** *.** 11/16/2018 **.** *.*
Exxon Mobil, 2.709% 6mar2025, USD   USD 03/06/2025 11/16/2018 **.** *.** 11/16/2018 **.** *.**
Exxon Mobil, 3.567% 6mar2045, USD   USD 03/06/2045 11/16/2018 **.** *.** 11/16/2018 **.** *.**
Exxon Mobil, FRN 6mar2022, USD   USD 03/06/2022 11/16/2018 ***.** * 11/16/2018 ***.** *
Fannie Mae, 1.05% 12jul2019, USD   USD 07/12/2019 11/16/2018 **.**** *.** 11/16/2018 **.**** *.**
Fannie Mae, 1.625% 27nov2018, USD   USD 11/27/2018 11/16/2018 **.** *.* 11/16/2018 ***.** -*.**
Fannie Mae, 1.63% 30oct2020, USD   USD 10/30/2020 11/16/2018 **.**** *.** 11/16/2018 **.**** *.**
Fannie Mae, 1.750% 12sep2019, USD   USD 09/12/2019 11/16/2018 **.** *.** 11/16/2018 ***.** -*.**
Fannie Mae, 1.750% 20jun2019, USD   USD 06/20/2019 11/16/2018 **.** *.** 11/16/2018 **.** *.**
Fannie Mae, 2.5% 13apr2021, USD   USD 04/13/2021 11/16/2018 **.** *.** 11/16/2018 **.** *.**
Fannie Mae, 2.75% 22jun2021, USD   USD 06/22/2021 11/16/2018 **.** *.** 11/16/2018 **.** *.**
Fannie Mae, 2.875% 12sep2023, USD   USD 09/12/2023 11/16/2018 **.** *.** 11/16/2018 **.** *.**
Fannie Mae, 5.375% 7jun2021, GBP   GBP 06/07/2021 11/16/2018 ***.** *.** 11/16/2018 ***.* -*.**
Farmers Exchange Capital III, 5.454% 15oct2054, USD   USD 10/15/2054 11/16/2018 **.*** * 11/16/2018 **.*** *
Federal Home Loan Banks, 1.25% 22may2020, USD   USD 05/22/2020 11/16/2018 **.**** *.** 11/16/2018 **.**** *.**
Federal Home Loan Banks, 1.25% 28dec2018, USD   USD 12/28/2018 11/16/2018 **.**** *.** 11/16/2018 **.**** *.**
Federal Home Loan Banks, 1.4% 20jun2019, USD   USD 06/20/2019 11/16/2018 **.**** *.** 11/16/2018 **.**** *.**
Federal Home Loan Banks, 1.65% 26may2020, USD   USD 05/26/2020 11/16/2018 **.*** *.** 11/16/2018 **.**** *.*
Federal Home Loan Banks, 1.69% 29jun2020, USD   USD 06/29/2020 11/16/2018 **.**** *.** 11/16/2018 **.*** *.*
Federal Home Loan Banks, 1.8% 28aug2020, USD   USD 08/28/2020 11/16/2018 **.**** *.** 11/16/2018 **.**** *.**
Federal Home Loan Banks, 2.25% 29jan2021, USD   USD 01/29/2021 11/16/2018 **.**** *.** 11/16/2018 **.**** *.**
Federal Home Loan Banks, 2.4% 15oct2019, USD   USD 10/15/2019 11/16/2018 **.** *.** 11/16/2018 **.** *.**
Federal Home Loan Banks, 2.625% 28may2020, USD   USD 05/28/2020 11/16/2018 **.** *.** 11/16/2018 **.** *.**
Federal Home Loan Banks, FRN 10jan2020, USD   USD 01/10/2020 11/16/2018 **.**** * 11/16/2018 ***.**** *
Federal Home Loan Banks, FRN 10jul2019, USD   USD 07/10/2019 11/16/2018 **.**** * 11/16/2018 ***.**** *
Federal Home Loan Banks, FRN 11dec2018, USD   USD 12/11/2018 11/16/2018 ***.**** * 11/16/2018 ***.**** *
Federal Home Loan Banks, FRN 11jul2019, USD   USD 07/11/2019 11/16/2018 **.**** * 11/16/2018 ***.**** *
Federal Home Loan Banks, FRN 11jul2019, USD   USD 07/11/2019 11/16/2018 **.**** * 11/16/2018 ***.**** *
Federal Home Loan Banks, FRN 12apr2019, USD   USD 04/12/2019 11/16/2018 **.*** * 11/16/2018 **.**** *
Federal Home Loan Banks, FRN 12jul2019, USD   USD 07/12/2019 11/16/2018 ***.**** * 11/16/2018 ***.**** *
Federal Home Loan Banks, FRN 12jun2019, USD   USD 06/12/2019 11/16/2018 ***.**** * 11/16/2018 ***.**** *
Federal Home Loan Banks, FRN 13dec2018, USD   USD 12/13/2018 11/16/2018 ***.**** * 11/16/2018 ***.**** *
Federal Home Loan Banks, FRN 13dec2019, USD   USD 12/13/2019 11/16/2018 ***.**** * 11/16/2018 ***.**** *
Federal Home Loan Banks, FRN 13feb2019, USD   USD 02/13/2019 11/16/2018 **.**** * 11/16/2018 **.**** *
Federal Home Loan Banks, FRN 13feb2019, USD   USD 02/13/2019 11/16/2018 **.**** * 11/16/2018 **.**** *
Federal Home Loan Banks, FRN 14dec2018, USD   USD 12/14/2018 11/16/2018 ***.**** * 11/16/2018 ***.**** *
Federal Home Loan Banks, FRN 14jun2019, USD   USD 06/14/2019 11/16/2018 **.**** * 11/16/2018 ***.**** *
Federal Home Loan Banks, FRN 16jul2019, USD   USD 07/16/2019 11/16/2018 **.*** * 11/16/2018 ***.**** *
Federal Home Loan Banks, FRN 16jul2019, USD   USD 07/16/2019 11/16/2018 **.*** * 11/16/2018 ***.**** *
Federal Home Loan Banks, FRN 17jan2019, USD   USD 01/17/2019 11/16/2018 ***.**** * 11/16/2018 ***.**** *
Federal Home Loan Banks, FRN 17jul2019, USD   USD 07/17/2019 11/16/2018 ***.**** * 11/16/2018 ***.**** *
Federal Home Loan Banks, FRN 18apr2019, USD   USD 04/18/2019 11/16/2018 **.**** * 11/16/2018 ***.**** *
Federal Home Loan Banks, FRN 18apr2019, USD   USD 04/18/2019 11/16/2018 **.**** * 11/16/2018 ***.**** *
Federal Home Loan Banks, FRN 18dec2018, USD   USD 12/18/2018 11/16/2018 ***.**** * 11/16/2018 ***.**** *
Federal Home Loan Banks, FRN 18dec2018, USD   USD 12/18/2018 11/16/2018 ***.**** * 11/16/2018 ***.**** *
Federal Home Loan Banks, FRN 18jan2019, USD   USD 01/18/2019 11/16/2018 ***.**** * 11/16/2018 ***.**** *
Federal Home Loan Banks, FRN 18jan2019, USD   USD 01/18/2019 11/16/2018 **.**** * 11/16/2018 **.**** *
Federal Home Loan Banks, FRN 18oct2019, USD   USD 10/18/2019 11/16/2018 **.**** * 11/16/2018 ***.**** *
Federal Home Loan Banks, FRN 18sep2019, USD   USD 09/18/2019 11/16/2018 ***.**** * 11/16/2018 ***.**** *
Federal Home Loan Banks, FRN 19nov2018, USD   USD 11/19/2018 11/16/2018 ***.**** * 11/16/2018 ***.**** *
Federal Home Loan Banks, FRN 1feb2019, USD   USD 02/01/2019 11/16/2018 **.**** * 11/16/2018 **.*** *
Federal Home Loan Banks, FRN 1feb2019, USD   USD 02/01/2019 11/16/2018 ***.**** * 11/16/2018 ***.**** *
Federal Home Loan Banks, FRN 1mar2019, USD   USD 03/01/2019 11/16/2018 **.**** * 11/16/2018 **.**** *
Federal Home Loan Banks, FRN 1mar2019, USD   USD 03/01/2019 11/16/2018 ***.**** * 11/16/2018 ***.**** *
Federal Home Loan Banks, FRN 20dec2019, USD   USD 12/20/2019 11/16/2018 ***.**** * 11/16/2018 ***.*** *
Federal Home Loan Banks, FRN 20jun2019, USD   USD 06/20/2019 11/16/2018 ***.**** * 11/16/2018 ***.**** *
Federal Home Loan Banks, FRN 20nov2018, USD   USD 11/20/2018 11/16/2018 ***.**** * 11/16/2018 ***.**** *
Federal Home Loan Banks, FRN 21dec2018, USD   USD 12/21/2018 11/16/2018 ***.**** * 11/16/2018 ***.**** *
Federal Home Loan Banks, FRN 21dec2018, USD   USD 12/21/2018 11/16/2018 ***.**** * 11/16/2018 ***.**** *
Federal Home Loan Banks, FRN 21dec2020, USD   USD 12/21/2020 11/16/2018 ***.**** * 11/16/2018 ***.**** *
Federal Home Loan Banks, FRN 22jan2020, USD   USD 01/22/2020 11/16/2018 **.**** * 11/16/2018 ***.**** *
Federal Home Loan Banks, FRN 22jan2020, USD   USD 01/22/2020 11/16/2018 **.**** * 11/16/2018 ***.**** *
Federal Home Loan Banks, FRN 22jul2019, USD   USD 07/22/2019 11/16/2018 **.**** * 11/16/2018 ***.**** *
Federal Home Loan Banks, FRN 23jan2019, USD   USD 01/23/2019 11/16/2018 ***.**** * 11/16/2018 ***.**** *
Federal Home Loan Banks, FRN 23jan2020, USD   USD 01/23/2020 11/16/2018 **.**** * 11/16/2018 ***.**** *
Federal Home Loan Banks, FRN 23nov2018, USD   USD 11/23/2018 11/16/2018 ***.**** * 11/16/2018 ***.*** *
Federal Home Loan Banks, FRN 24jan2019, USD   USD 01/24/2019 11/16/2018 **.**** * 11/16/2018 **.**** *
Federal Home Loan Banks, FRN 25feb2019, USD   USD 02/25/2019 11/16/2018 ***.**** * 11/16/2018 ***.**** *
Federal Home Loan Banks, FRN 25feb2019, USD   USD 02/25/2019 11/16/2018 ***.**** * 11/16/2018 ***.**** *
Federal Home Loan Banks, FRN 25jan2019, USD   USD 01/25/2019 11/16/2018 **.**** * 11/16/2018 ***.**** *
Federal Home Loan Banks, FRN 25jan2019, USD   USD 01/25/2019 11/16/2018 **.**** * 11/16/2018 ***.**** *
Federal Home Loan Banks, FRN 26apr2019, USD   USD 04/26/2019 11/16/2018 **.**** * 11/16/2018 **.**** *
Federal Home Loan Banks, FRN 26apr2019, USD   USD 04/26/2019 11/16/2018 **.**** * 11/16/2018 ***.**** *
Federal Home Loan Banks, FRN 26dec2019, USD   USD 12/26/2019 11/16/2018 ***.**** * 11/16/2018 ***.**** *
Federal Home Loan Banks, FRN 26dec2019, USD   USD 12/26/2019 11/16/2018 **.**** * 11/16/2018 ***.**** *
Federal Home Loan Banks, FRN 26feb2019, USD   USD 02/26/2019 11/16/2018 **.**** * 11/16/2018 **.**** *
Federal Home Loan Banks, FRN 27feb2019, USD   USD 02/27/2019 11/16/2018 ***.**** * 11/16/2018 ***.**** *
Federal Home Loan Banks, FRN 27jun2019, USD   USD 06/27/2019 11/16/2018 ***.**** * 11/16/2018 ***.*** *
Federal Home Loan Banks, FRN 27jun2019, USD   USD 06/27/2019 11/16/2018 **.**** * 11/16/2018 ***.**** *
Federal Home Loan Banks, FRN 28jan2019, USD   USD 01/28/2019 11/16/2018 **.**** * 11/16/2018 ***.**** *
Federal Home Loan Banks, FRN 28jun2019, USD   USD 06/28/2019 11/16/2018 **.**** * 11/16/2018 ***.**** *
Federal Home Loan Banks, FRN 28may2019, USD   USD 05/28/2019 11/16/2018 ***.**** * 11/16/2018 ***.**** *
Federal Home Loan Banks, FRN 28may2019, USD   USD 05/28/2019 11/16/2018 ***.**** * 11/16/2018 ***.**** *
Federal Home Loan Banks, FRN 2jan2020, USD   USD 01/02/2020 11/16/2018 **.**** * 11/16/2018 ***.**** *
Federal Home Loan Banks, FRN 3jan2020, USD   USD 01/03/2020 11/16/2018 **.**** * 11/16/2018 ***.** *
Federal Home Loan Banks, FRN 4jan2019, USD   USD 01/04/2019 11/16/2018 ***.**** * 11/16/2018 ***.**** *
Federal Home Loan Banks, FRN 5jul2019, USD   USD 07/05/2019 11/16/2018 **.*** * 11/16/2018 ***.**** *
Federal Home Loan Banks, FRN 6dec2019, USD   USD 12/06/2019 11/16/2018 ***.**** * 11/16/2018 ***.**** *
Federal Home Loan Banks, FRN 6feb2019, USD   USD 02/06/2019 11/16/2018 ***.**** * 11/16/2018 ***.**** *
Federal Home Loan Banks, FRN 7feb2019, USD   USD 02/07/2019 11/16/2018 ***.**** * 11/16/2018 ***.**** *
Federal Home Loan Banks, FRN 8jul2019, USD   USD 07/08/2019 11/16/2018 **.**** * 11/16/2018 ***.**** *
Federal Home Loan Banks, FRN 9jan2020, USD   USD 01/09/2020 11/16/2018 **.*** * 11/16/2018 ***.**** *
Federal-Mogul Holdings, 4.875% 15apr2022, EUR   EUR 04/15/2022 11/16/2018 ***.** *.** 11/16/2018 ***.*** *.**
Federal-Mogul Holdings, 5% 15jul2024, EUR   EUR 07/15/2024 11/16/2018 ***.** *.** 11/16/2018 ***.** *
Federal-Mogul Holdings, FRN 15apr2024, EUR   EUR 04/15/2024 11/16/2018 ***.*** * 11/16/2018 ***.*** *
FedEx, 0.5% 9apr2020, EUR   EUR 04/09/2020 11/16/2018 ***.** *.** 11/16/2018 ***.** *.**
FedEx, 1% 11jan2023, EUR   EUR 01/11/2023 11/16/2018 ***.** *.** 11/16/2018 ***.** *.**
FedEx, 1.625% 11jan2027, EUR   EUR 01/11/2027 11/16/2018 **.* *.** 11/16/2018 **.** *.**
FedEx, FRN 11apr2019, EUR   EUR 04/11/2019 11/16/2018 ***.** * 11/16/2018 ***.** *
Ferrellgas Partners, 6.75% 15jun2023, USD   USD 06/15/2023 11/16/2018 ** **.** 11/16/2018 ** **.**
Fidelity & Guaranty Life Holdings, 5.5% 1may2025, USD   USD 05/01/2025 11/16/2018 **.** *.** 11/16/2018 **.** *.*
Fidelity International (FIL), 2.5% 4nov2026, EUR   EUR 11/04/2026 11/16/2018 **.** *.** 11/16/2018 **.** *.**
Fidelity International (FIL), 6.75% 19oct2020, GBP   GBP 10/19/2020 11/16/2018 ***.** *.** 11/16/2018 ***.** *.**
Fidelity International (FIL), 7.125% 13feb2024, GBP   GBP 02/13/2024 11/16/2018 ***.** *.* 11/16/2018 ***.** *.**
Fidelity National Financial, 4.5% 15aug2028, USD   USD 08/15/2028 11/16/2018 **.** * 11/16/2018 **.** *.*
Fifth Third Bancorp, 2.875% 27jul2020, USD   USD 07/27/2020 11/16/2018 **.*** *.** 11/16/2018 **.* *.**
Financial & Risk US Holdings, 4.5% 15may2026, EUR   EUR 05/15/2026 11/16/2018 **.* *.** 11/16/2018 **.*** *.**
Financial & Risk US Holdings, 6.25% 15may2026, USD   USD 05/15/2026 11/16/2018 **.** *.** 11/16/2018 **.** *.**
Financial & Risk US Holdings, 6.875% 15nov2026, EUR   EUR 11/15/2026 11/16/2018 **.** *.** 11/16/2018 **.** *.**
Financial & Risk US Holdings, 8.25% 15nov2026, USD   USD 11/15/2026 11/16/2018 ** *.** 11/16/2018 **.** *.**
First Cash, 5.375% 1jun2024, USD   USD 06/01/2024 11/16/2018 **.** *.** 11/16/2018 ***.** *.**
FirstEnergy, 2.85% 15jul2022, USD   USD 07/15/2022 11/16/2018 **.** *.** 11/16/2018 **.** *.**
FirstEnergy, 3.9% 15jul2027, USD (Series B)   USD 07/15/2027 11/16/2018 **.** *.** 11/16/2018 **.** *.**
FirstEnergy, 4.85% 15jul2047, USD   USD 07/15/2047 11/16/2018 **.** *.** 11/16/2018 **.** *.**
FIS (Fidelity National Information), 0.4% 15jan2021, EUR   EUR 01/15/2021 11/16/2018 ***.** *.** 11/16/2018 ***.** *.**
FIS (Fidelity National Information), 1.1% 15jul2024, EUR   EUR 07/15/2024 11/16/2018 **.* *.** 11/16/2018 **.** *.**
FIS (Fidelity National Information), 2.25% 15aug2021, USD   USD 08/15/2021 11/16/2018 **.** *.** 11/16/2018 **.** *.**
FIS (Fidelity National Information), 3% 15aug2026, USD   USD 08/15/2026 11/16/2018 **.*** *.** 11/16/2018 **.** *.**
FIS (Fidelity National Information), 4.25% 15may2028, USD   USD 05/15/2028 11/16/2018 **.*** *.** 11/16/2018 **.** *.**
FIS (Fidelity National Information), 4.5% 15aug2046, USD   USD 08/15/2046 11/16/2018 **.** *.** 11/16/2018 **.** *.**
FIS (Fidelity National Information), 4.75% 15may2048, USD   USD 05/15/2048 11/16/2018 **.*** *.** 11/16/2018 **.** *.**
Fiserv, 2.7% 1jun2020, USD   USD 06/01/2020 11/16/2018 **.*** *.** 11/16/2018 **.*** *.**
Fiserv, 3.8% 1oct2023, USD   USD 10/01/2023 11/16/2018 **.*** *.** 11/16/2018 **.*** *.**
Fiserv, 3.85% 1jun2025, USD   USD 06/01/2025 11/16/2018 **.*** *.** 11/16/2018 **.** *.**
Fiserv, 4.2% 1oct2028, USD   USD 10/01/2028 11/16/2018 **.*** *.** 11/16/2018 **.** *.**
Five Point Operating Company, 7.875% 15nov2025, USD   USD 11/15/2025 11/16/2018 **.** *.** 11/16/2018 **.** *.**
Flex Acquisition, 7.875% 15jul2026, USD   USD 07/15/2026 11/16/2018 **.** *.** 11/16/2018 **.** *.**
Flexi-Van Leasing, 10% 15feb2023, USD   USD 02/15/2023 11/16/2018 **.*** **.** 11/16/2018 **.*** **.**
FLNG Liquefaction 3, 5.55% 31mar2039, USD   USD 03/31/2039 11/16/2018 **.** *.** 11/16/2018 **.** *.**
Florida Gas Transmission, 7.9% 15may2019, USD   USD 05/15/2019 11/16/2018 ***.*** *.** 11/16/2018 ***.*** *.**
Florida Power & Light, 3.7% 1dec2047, USD   USD 12/01/2047 11/16/2018 **.** *.** 11/16/2018 **.** *.**
Florida Power & Light, 3.95% 1mar2048, USD   USD 03/01/2048 11/16/2018 **.** *.** 11/16/2018 **.*** *.**
Florida Power & Light, 4.125% 1jun2048, USD   USD 06/01/2048 11/16/2018 **.*** *.** 11/16/2018 **.*** *.**
Flowers Foods, 3.5% 1oct2026, USD   USD 10/01/2026 11/16/2018 **.*** *.** 11/16/2018 **.** *.**
Flowserve, 1.25% 17mar2022, EUR   EUR 03/17/2022 11/16/2018 **.** *.** 11/16/2018 ***.** *.**
Fluor, 1.75% 21mar2023, EUR   EUR 03/21/2023 11/16/2018 ***.** *.** 11/16/2018 ***.* *.**
Fluor, 4.25% 15sep2028, USD   USD 09/15/2028 11/16/2018 **.** *.** 11/16/2018 **.*** *.**
FMC Technologies, 3.45% 1oct2022, USD   USD 10/01/2022 11/16/2018 **.*** *.** 11/16/2018 **.*** *.*
FMR Co., 3% 28dec2029, JPY   JPY 12/28/2029 11/16/2018 **.*** *.** 11/16/2018 **.*** *.**
FMR Co., 7.49% 15jun2019, USD   USD 06/15/2019 11/16/2018 ***.*** *.** 11/16/2018 ***.*** *.**
Ford, 4.346% 8dec2026, USD   USD 12/08/2026 11/16/2018 **.* *.** 11/16/2018 **.** *.**
Ford, 5.291% 8dec2046, USD   USD 12/08/2046 11/16/2018 **.** *.** 11/16/2018 **.** *.**
Ford, 7.45% 16jul2031, USD   USD 07/16/2031 11/16/2018 ***.* *.* 11/16/2018 ***.** *.**
Ford Motor Credit Company, 1.355% 7feb2025, EUR   EUR 02/07/2025 11/16/2018 **.* *.** 11/16/2018 **.** *.**
Ford Motor Credit Company, 1.897% 12aug2019, USD   USD 08/12/2019 11/16/2018 **.** *.** 11/16/2018 **.** *.**
Ford Motor Credit Company, 2.021% 3may2019, USD   USD 05/03/2019 11/16/2018 **.*** *.* 11/16/2018 **.*** *.**
Ford Motor Credit Company, 2.262% 28mar2019, USD   USD 03/28/2019 11/16/2018 **.*** *.** 11/16/2018 **.** *.**
Ford Motor Credit Company, 2.343% 2nov2020, USD   USD 11/02/2020 11/16/2018 **.** *.** 11/16/2018 **.** *.**
Ford Motor Credit Company, 2.425% 12jun2020, USD   USD 06/12/2020 11/16/2018 **.** *.** 11/16/2018 **.** *.**
Ford Motor Credit Company, 2.459% 27mar2020, USD   USD 03/27/2020 11/16/2018 **.*** *.** 11/16/2018 **.** *.**
Ford Motor Credit Company, 2.597% 4nov2019, USD   USD 11/04/2019 11/16/2018 **.*** *.* 11/16/2018 **.*** *.**
Ford Motor Credit Company, 2.681% 9jan2020, USD   USD 01/09/2020 11/16/2018 **.** *.** 11/16/2018 **.** *.**
Ford Motor Credit Company, 2.943% 8jan2019, USD   USD 01/08/2019 11/16/2018 **.** *.** 11/16/2018 **.** *.**
Ford Motor Credit Company, 2.979% 3aug2022, USD   USD 08/03/2022 11/16/2018 **.** *.** 11/16/2018 **.** *.**
Ford Motor Credit Company, 3% 20dec2018, USD   USD 12/20/2018 11/16/2018 **.**** *.* 11/16/2018 **.**** *.**
Ford Motor Credit Company, 3.096% 4may2023, USD   USD 05/04/2023 11/16/2018 **.** *.** 11/16/2018 **.** *.**
Ford Motor Credit Company, 3.157% 4aug2020, USD   USD 08/04/2020 11/16/2018 **.** *.** 11/16/2018 **.** *.**
Ford Motor Credit Company, 3.339% 28mar2022, USD   USD 03/28/2022 11/16/2018 **.** *.** 11/16/2018 **.** *.**
Ford Motor Credit Company, 3.588% 2jun2020, AUD   AUD 06/02/2020 11/16/2018 ***.** *.** 11/16/2018 ***.** *.**
Ford Motor Credit Company, 3.7% 11mar2019, SGD   SGD 03/11/2019 11/16/2018 ***.*********** *.** 11/16/2018 ***.*********** *.*
Ford Motor Credit Company, 3.81% 9jan2024, USD   USD 01/09/2024 11/16/2018 **.** *.* 11/16/2018 **.*** *.**
Ford Motor Credit Company, 3.813% 12oct2021, USD   USD 10/12/2021 11/16/2018 **.*** *.** 11/16/2018 **.** *.**
Ford Motor Credit Company, 3.815% 2nov2027, USD   USD 11/02/2027 11/16/2018 **.** *.** 11/16/2018 **.** *.**
Ford Motor Credit Company, 4% 20feb2024, USD   USD 02/20/2024 11/16/2018 **.**** *.* 11/16/2018 **.**** *.*
Ford Motor Credit Company, 4.05% 10dec2018, AUD   AUD 12/10/2018 11/16/2018 ***.** *.** 11/16/2018 ***.** *.**
Ford Motor Credit Company, 4.134% 4aug2025, USD   USD 08/04/2025 11/16/2018 **.** *.** 11/16/2018 **.* *.**
Ford Motor Credit Company, 4.687% 9jun2025, USD   USD 06/09/2025 11/16/2018 **.** *.** 11/16/2018 **.** *.**
Ford Motor Credit Company, FRN 12aug2019, USD   USD 08/12/2019 11/16/2018 ***.**** * 11/16/2018 ***.**** *
Ford Motor Credit Company, FRN 12jun2020, USD   USD 06/12/2020 11/16/2018 **.**** * 11/16/2018 **.**** *
Ford Motor Credit Company, FRN 12oct2021, USD   USD 10/12/2021 11/16/2018 **.** * 11/16/2018 **.** *
Ford Motor Credit Company, FRN 14may2021, EUR   EUR 05/14/2021 11/16/2018 **.** * 11/16/2018 **.** *
Ford Motor Credit Company, FRN 15nov2023, EUR   EUR 11/15/2023 11/16/2018 **.** * 11/16/2018 **.*** *
Ford Motor Credit Company, FRN 1dec2021, EUR   EUR 12/01/2021 11/16/2018 **.* * 11/16/2018 **.** *
Ford Motor Credit Company, FRN 1dec2024, EUR   EUR 12/01/2024 11/16/2018 **.** * 11/16/2018 **.** *
Ford Motor Credit Company, FRN 28mar2022, USD   USD 03/28/2022 11/16/2018 **.** * 11/16/2018 **.** *
Ford Motor Credit Company, FRN 2nov2020, USD   USD 11/02/2020 11/16/2018 **.** * 11/16/2018 **.** *
Ford Motor Credit Company, FRN 3aug2022, USD   USD 08/03/2022 11/16/2018 **.** * 11/16/2018 **.** *
Ford Motor Credit Company, FRN 4nov2019, USD   USD 11/04/2019 11/16/2018 ***.**** * 11/16/2018 ***.**** *
Ford Motor Credit Company, FRN 7dec2022, EUR   EUR 12/07/2022