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 588 14 130 801 105 700
municipal
USD 226 12 438 571 179
corporate
USD 19732 9 229 284 788 988
EUR 683 485 027 127 420
GBP 167 82 396 450 000
AUD 138 55 284 005 000
BRL 77 10 403 507 000
CHF 69 22 732 690 000
INR 67 468 561 300 000
CAD 65 35 165 741 000
MXN 55 85 814 830 000
JPY 54 1 580 683 000 000
RUB 46 88 186 100 000
TRY 38 5 621 300 000
CNY 35 20 833 540 000
ZAR 33 58 878 740 000
HKD 32 13 217 000 000
NZD 31 12 231 156 000
NOK 25 18 308 500 000
IDR 19 12 362 612 000 000
COP 16 2 111 750 000 000
ILS 12 5 371 545 005
SEK 12 15 475 000 000
SGD 9 3 110 000 000
ITL 8 5 000 000 000 000
NGN 5 31 860 000 000
CRC 4 11 650 000 000
CZK 3 1 155 000 000
RON 3 275 500 000
DEM 3 1 200 000 000
PEN 3 147 300 000
MYR 3 159 000 000
SAR 2 1 180 000 000
GHS 2 74 000 000
PLN 2 240 000 000
DOP 2 840 000 000
ZMW 2 417 500 000
UYU 1 578 000 000
CLP 1 18 000 000 000
JMD 1 10 000 000 000
LKR 1 500 000 000
PHP 1 250 000 000
NAD 1 180 000 000
RWF 1 15 000 000 000

Sovereign rating

Rating AgencyRatingRating scaleDate
Dagong Credit *** International scale rating (foreign curr.) ***
Dagong Credit *** 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.) ***
Rating Agency RAEX (Expert RA) *** Foriegn curr. scale ***
Rating Agency RAEX (Expert RA) *** Local curr. scale ***
National Rating Agency *** Global scale ***
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Latest bond issues

issue ISIN coupon volume end of placement maturity date
Meritor, 7.875% 1mar2026, USD (Conv.) - Domestic bonds US59001KAC45 7.875% 250 000 000  USD 11/28/2912 03/01/2026
Exelon, 3.4% 15mar2022, USD - International bonds US30161MAR43 3.4% 500 000 000  USD 08/07/2017 03/15/2022
Exelon, 2.95% 15jan2020, USD - International bonds US30161MAP86 2.95% 1 000 000 000  USD 08/07/2017 01/15/2020
Venator, 5.75% 15jul2025, USD - International bonds USL9633DAA20 5.75% 375 000 000  USD 07/29/2017 07/15/2025
Morgan Stanley, 4.00% 31jul2035, USD - Domestic bonds US61760QKP80 4% 5 000 000  USD 07/27/2017 07/31/2035
FIS (Fidelity National Information), 1.7% 30jun2022, GBP - International bonds XS1640493299 1.7% 300 000 000  GBP 07/26/2017 06/30/2022
CBS, 2.5% 15feb2023, USD - International bonds US124857AS26 2.5% 400 000 000  USD 07/26/2017 02/15/2023
Morgan Stanley, 3% 28jul2027, USD - Domestic bonds US61760QKN33 3% 0  USD 07/25/2017 07/28/2027
Savings Bank Life Insurance, 6.5% 1aug2047, USD - International bonds USU80388AA62 6.5% 57 320 000  USD 07/21/2017 08/01/2047
Church & Dwight, FRN 25jan2019, USD - International bonds US171340AM44 3m LIBOR +15 bp 300 000 000  USD 07/20/2017 01/25/2019

World Bond Market Indicators

Daily indices

Type: 07/21/2017 07/20/2017 07/19/2017 07/18/2017 07/17/2017 07/16/2017 07/14/2017
T-Note Futures (USA)
2 Year T-Note Futures 108.30 108.28 108.27 108.28 108.26 108.27 108.26
5 Year T-Note Futures 118.27 118.18 118.14 118.12 117.99   117.97
10 Year T-Note Futures 126.29 126.14 126.07 126.06 125.71   125.66
30 Year T-Bond Futures 154.86 154.45 153.84 153.70 152.83   152.64
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World Bond market statistics

Monthly indices

Type Jun 2017 May 2017 Apr 2017 Mar 2017 Feb 2017 Jan 2017 Dec 2016
Corporate bond market (USA)
Number of new issues of US corporate bonds 442 471 338 579 512 518 283
Government agencies outst., USD mln 1 163 385.85 1 209 067.51 1 216 560.61 1 225 365.64 1 225 232.76 1 207 203.20 1 194 894.05
New issues of corporate bonds, USA, USD mln 120 309.68 179 140.24 97 862.11 173 455.89 142 574.61 186 200.90 92 441.01
New issues of financial inst. bonds, USA, USD mln 25 810.14 38 578.34 49 174.78 41 675.73 28 558.09 73 108.00 21 757.62
New issues of non-financial inst. bonds, USA, USD mln 94 340.32 140 561.90 48 687.33 131 780.16 113 868.87 112 892.95 70 061.74
Government Bond Market (USA)
USA govt Bonds outst., USD bln (without Bills) 13 434.78 13 321.60 13 260.98 13 267.29 13 154.44 13 066.81 13 055.91
New US government bond issues, USD bln (without Bills) 122.70 181.07 157.26 122.65 177.33 148.69 123.70
Number of US government bond issues outs. (without Bills) 364 364 363 364 364 361 361
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Quarterly indices

Type I 2017 IV 2016 III 2016 II 2016 I 2016 IV 2015 III 2015
US Bond Market Outstanding (SIFMA)
Municipal bonds outstanding, bln. USD 3 823 3 837 3 838 3 846 3 817 3 791 3 801
Treasury bonds outstanding, bln. USD 13 954 13 908 13 648 13 418 13 431 13 192 12 841
Mortgage Related bonds outstanding, bln. USD 8 969 8 921 8 868 8 831 8 807 8 759 8 787
Corporate bonds outstanding, bln. USD 8 631 8 508 8 549 8 414 8 348 8 159 8 206
Federal Agency securities outstanding, bln. USD 1 982 1 972 1 994 2 005 1 947 1 995 1 959

Developed Markets International Bonds

Monthly indices

Type Jun 2017 May 2017 Apr 2017 Mar 2017 Feb 2017 Jan 2017 Dec 2016
International bonds Developed Markets
USA corporate international bonds, USD bln 4 007.834 3 904.577 3 740.906 3 600.485 3 468.335 3 315.912 3 127.639
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Money market

Daily indices

Type: 07/20/2017 07/19/2017 07/18/2017 07/17/2017 07/14/2017 07/13/2017 07/12/2017
IRS USD (mid-swaps) 
IRS USD 3M (mid-swap) * * * * * * *
IRS USD 6M (mid-swap) * * * * * * *
IRS USD 9M (mid-swap) * * * * * * *
IRS USD 1Y (mid-swap) * * * * * * *
IRS USD 18M (mid-swap) * *     * * *
IRS USD 2Y (mid-swap) * * * * * * *
IRS USD 3Y (mid-swap) * * * * * * *
IRS USD 4Y (mid-swap) * * * * * * *
IRS USD 5Y (mid-swap) * * * * * * *
IRS USD 6Y (mid-swap) * * * * * * *
IRS USD 7Y (mid-swap) * * * * * * *
IRS USD 8Y (mid-swap) * * * * * * *
IRS USD 9Y (mid-swap) * * * * * * *
IRS USD 10Y (mid-swap) * * * * * * *
IRS USD 12Y (mid-swap) * * * * * * *
IRS USD 15Y (mid-swap) * * * * * * *
IRS USD 20Y (mid-swap) * * * * * * *
IRS USD 25Y (mid-swap) * * * * * * *
IRS USD 30Y (mid-swap) * * * * * * *
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Subscription "Cbonds-Premium", "Cbonds-Premium Personal", "Cbonds-Trial", "Cbonds Premium Partner" required. Subscribe/Get trial access

Periodic indices

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

BofA Merrill Lynch

Daily indices

Type: 07/20/2017 07/19/2017 07/18/2017 07/17/2017 07/14/2017 07/13/2017 07/12/2017
BofA Merrill Lynch US and Global High Yield Indices
H0A0 US High Yield Master II Index, Spread-Govt  361 364 369 369 373 377 381
H0A0, total return 1 243.66 1 242.12 1 240.16 1 238.72 1 236.02 1 233.81 1 232.88
H0A0, %YTD USD 5.91 5.77 5.61 5.48 5.25 5.07 4.99
H0A0, effective yield 5.49 5.52 5.57 5.60 5.65 5.72 5.75
H0A0, effective duration 3.89 3.91 3.93 3.95 3.98 4.00 4.01
BofA Merrill Lynch Global EM and EM Makets Credit Indices
IC00 The BofA Merrill Lynch Global Emerging Markets Credit Index, Spread-Govt  465 465 467 467 468 469 473
IC1B The BofA Merrill Lynch BB Global Emerging Markets Credit Index, Spread-Govt  293 296 298 299 300 301 304
IC1C The BofA Merrill Lynch CCC & Lower Global Emerging Markets Credit Index, Spread-Govt  1 756 1 702 1 689 1 695 1 698 1 696 1 717
IC2B The BofA Merrill Lynch Single-B Global Emerging Markets Credit Index, Spread-Govt   477 478 484 482 482 482 485
ICP0 The BofA Merrill Lynch Emerging Markets Credit Plus Index, Spread-Govt  257 258 260 261 261 263 264
ICPD The BofA Merrill Lynch US Emerging Markets Credit Plus Index, Spread-Govt  332 334 337 336 336 337 339
ICPC The BofA Merrill Lynch Emerging Markets Credit Plus Constrained Index, Spread-Govt  257 258 260 260 260 262 263
ICPE The BofA Merrill Lynch Euro Emerging Markets Credit Plus Index, Spread-Govt  156 156 158 159 160 162 161
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Risk Management Institute

Daily indices

Type: 07/20/2017 07/19/2017 07/18/2017 07/17/2017 07/14/2017 07/13/2017 07/12/2017
RMI CVI - North America
US CVI value weighted  4.62 4.62 4.67 4.65 4.65 4.67 4.70
US CVI tail  190.67 195.11 201.68 196.00 194.41 199.97 205.81
US CVI equally weighted  48.31 49.32 51.07 49.14 49.56 50.40 52.25
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Macroeconomic Indicators (World economy)

Monthly indices

Type Jun 2017 May 2017 Apr 2017 Mar 2017 Feb 2017 Jan 2017
Inflation Rate (World), % to the same period of the previous year
Inflation Rate (United States) 1.60 1.90 2.20 2.40 2.70 2.50
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Yearly indices

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

Stock market (World)

Daily indices

Type: 07/21/2017 07/20/2017 07/19/2017 07/18/2017 07/17/2017 07/14/2017 07/13/2017
Stock market (Developed countries)
Dow Jones 21 580 21 612 21 641 21 575 21 630 21 638 21 553
S&P 500 2 473 2 473 2 474 2 461 2 459 2 459 2 448
NASDAQ Composite  6 387.75 6 390.00 6 385.04 6 344.31 6 314.43 6 312.47 6 274.44
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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 07/21/2017 ***.** *.* 07/21/2017 ***.* *.**
21st Century Fox America, 3.375% 15nov2026, USD   USD 11/15/2026 07/21/2017 ***.*** *.** 07/21/2017 ***.*** *.*
21st Century Fox America, 3.7% 15oct2025, USD   USD 10/15/2025 07/21/2017 ***.*** *.** 07/21/2017 ***.** *.**
21st Century Fox America, 3.7% 15sep2024, USD   USD 09/15/2024 07/21/2017 ***.** *.** 07/21/2017 ***.** *.**
21st Century Fox America, 3.7% 15sep2024, USD   USD 09/15/2024 07/21/2017 ***.*** * 07/21/2017 ***.*** *.**
21st Century Fox America, 4.5% 15feb2021, USD   USD 02/15/2021 07/21/2017 ***.*** *.** 07/21/2017 ***.*** *.**
21st Century Fox America, 4.75% 15nov2046, USD   USD 11/15/2046 07/21/2017 ***.*** *.** 07/21/2017 ***.*** *.*
21st Century Fox America, 4.75% 15sep2044, USD   USD 09/15/2044 07/21/2017 ***.** *.** 07/21/2017 ***.* *.**
21st Century Fox America, 4.75% 15sep2044, USD   USD 09/15/2044 07/21/2017 ***.*** *.** 07/21/2017 ***.*** *.**
21st Century Fox America, 4.95% 15oct2045, USD   USD 10/15/2045 07/21/2017 ***.*** *.** 07/21/2017 ***.*** *.**
21st Century Fox America, 6.40% 15dec2035, USD   USD 12/15/2035 07/21/2017 ***.*** *.** 07/21/2017 ***.*** *.**
21st Century Fox America, 6.55% 15mar2033, USD   USD 03/15/2033 07/21/2017 ***.*** *.* 07/21/2017 ***.*** *.**
21st Century Fox America, 7.85% 1mar2039, USD   USD 03/01/2039 07/21/2017 ***.*** *.** 07/21/2017 ***.*** *.**
3M Company, 0.375% 15feb2022, USD   EUR 02/15/2022 07/21/2017 ***.** *.** 07/21/2017 ***.* *.**
3M Company, 0.950% 15may2023, EUR   EUR 05/15/2023 07/21/2017 ***.** *.** 07/21/2017 ***.* *.**
3M Company, 1.5% 2jun2031, EUR   EUR 06/02/2031 07/21/2017 ***.** *.** 07/21/2017 ***.** *.**
3M Company, 1.5% 9nov2026, EUR   EUR 11/09/2026 07/21/2017 ***.* *.** 07/21/2017 ***.** *.**
3M Company, 1.75% 15may2030, EUR   EUR 05/15/2030 07/21/2017 ***.** *.** 07/21/2017 ***.** *.**
3M Company, 1.875% 15nov2021, EUR   EUR 11/15/2021 07/21/2017 ***.** *.** 07/21/2017 ***.** *.*
3M Company, FRN 15may2020, EUR   EUR 05/15/2020 07/21/2017 ***.** * 07/21/2017 ***.** *
3M Company, FRN 9nov2018, EUR   EUR 11/09/2018 07/21/2017 ***.** * 07/21/2017 ***.** *
A. Schulman, 6.875% 1jun2023   USD 06/01/2023 07/21/2017 ***.** *.** 07/21/2017 ***.** *.**
AB InBev Worldwide, 2.2% 1aug2018, USD   USD 08/01/2018 07/21/2017 ***.*** *.** 07/21/2017 ***.*** *.**
AB InBev Worldwide, 3.75% 15jan2022, USD   USD 01/15/2022 07/21/2017 ***.** *.** 07/21/2017 ***.** *.**
AB InBev Worldwide, 4.95% 15jan2042, USD   USD 01/15/2042 07/21/2017 ***.*** *.* 07/21/2017 ***.*** *.**
AB InBev Worldwide, 5.375% 15jan2020, USD   USD 01/15/2020 07/21/2017 ***.** *.** 07/21/2017 ***.** *.**
AB InBev Worldwide, 6.375% 15jan2040, USD   USD 01/15/2040 07/21/2017 ***.** *.** 07/21/2017 ***.** *
AB InBev Worldwide, 6.875% 15nov2019, USD   USD 11/15/2019 07/21/2017 ***.** *.** 07/21/2017 ***.** *.**
AB InBev Worldwide, 8.2% 15jan2039, USD   USD 01/15/2039 07/21/2017 ***.** *.** 07/21/2017 ***.** *.**
Abbott Laboratories, 2% 15mar2020, USD   USD 03/15/2020 07/21/2017 ***.*** *.** 07/21/2017 ***.*** *.**
Abbott Laboratories, 2.35% 22nov2019, USD   USD 11/22/2019 07/21/2017 ***.** *.** 07/21/2017 ***.** *.**
Abbott Laboratories, 2.55% 15mar2022, USD   USD 03/15/2022 07/21/2017 ***.*** *.** 07/21/2017 ***.*** *.**
Abbott Laboratories, 2.9% 30nov2021, USD   USD 11/30/2021 07/21/2017 ***.** *.** 07/21/2017 ***.*** *.**
Abbott Laboratories, 2.95% 15mar2025, USD   USD 03/15/2025 07/21/2017 **.*** *.** 07/21/2017 **.** *.**
Abbott Laboratories, 3.4% 30nov2023, USD   USD 11/30/2023 07/21/2017 ***.** *.** 07/21/2017 ***.*** *.**
Abbott Laboratories, 3.75% 30nov2026, USD   USD 11/30/2026 07/21/2017 ***.*** *.** 07/21/2017 *** *.**
Abbott Laboratories, 4.75% 30nov2036, USD   USD 11/30/2036 07/21/2017 ***.* *.** 07/21/2017 ***.*** *.**
Abbott Laboratories, 4.9% 30nov2046, USD   USD 11/30/2046 07/21/2017 ***.*** *.** 07/21/2017 ***.*** *.**
AbbVie, 0.375% 18nov2019, EUR   EUR 11/18/2019 07/21/2017 ***.** -*.** 07/21/2017 ***.** -*.**
AbbVie, 1.375% 17may2024, EUR   EUR 05/17/2024 07/21/2017 ***.** *.** 07/21/2017 ***.** *.**
AbbVie, 1.8% 14may2018, USD   USD 05/14/2018 07/21/2017 ***.*** *.** 07/21/2017 ***.** *.**
AbbVie, 2.125% 17nov2028, EUR   EUR 11/17/2028 07/21/2017 ***.** *.** 07/21/2017 ***.** *.**
AbbVie, 2.5% 14may2020, USD   USD 05/14/2020 07/21/2017 ***.*** *.** 07/21/2017 ***.*** *.**
AbbVie, 2.9% 6nov2022, USD   USD 11/06/2022 07/21/2017 ***.*** *.** 07/21/2017 ***.*** *.**
AbbVie, 3.2% 6nov2022, USD   USD 11/06/2022 07/21/2017 ***.*** *.** 07/21/2017 ***.*** *.**
AbbVie, 3.6% 14may2025, USD   USD 05/14/2025 07/21/2017 ***.*** *.** 07/21/2017 ***.*** *.**
AbbVie, 4.4% 6nov2042, USD   USD 11/06/2042 07/21/2017 ***.** *.** 07/21/2017 ***.** *.**
AbbVie, 4.5% 14may2035, USD   USD 05/14/2035 07/21/2017 ***.** *.* 07/21/2017 ***.** *.*
AbbVie, 4.7% 14may2045, USD   USD 05/14/2045 07/21/2017 ***.** *.** 07/21/2017 ***.** *.**
ABC Supply, 5.625% 15apr2021, USD   USD 04/15/2021 07/21/2017 ***.** *.** 07/21/2017 ***.** *.**
Acadia Healthcare, 5.125% 1jul2022, USD   USD 07/01/2022 07/21/2017 ***.** *.** 07/21/2017 ***.** *.**
Acadia Healthcare, 5.625% 15feb2023, USD   USD 02/15/2023 07/21/2017 ***.** *.** 07/21/2017 ***.** *.**
ACC Operating Partnership, 3.35% 1oct2020, USD   USD 10/01/2020 07/21/2017 ***.*** *.** 07/21/2017 ***.*** *.*
Activision Blizzard, 2.3% 15sep2021, USD   USD 09/15/2021 07/21/2017 **.** *.* 07/21/2017 ***.*** *.**
Activision Blizzard, 3.4% 15sep2026, USD   USD 09/15/2026 07/21/2017 ***.*** *.** 07/21/2017 ***.*** *.**
Activision Blizzard, 6.125% 15sep2023, USD   USD 09/15/2023 07/21/2017 ***.** *.** 07/21/2017 ***.** *.**
Adient Global Holdings, 3.5% 15aug2024, EUR   EUR 08/15/2024 07/21/2017 ***.** *.** 07/21/2017 ***.** *.**
Advanced Micro Devices, 6.75% 1mar2019, USD   USD 03/01/2019 07/21/2017 ***.* *.** 07/21/2017 ***.** *.**
Advanced Micro Devices, 7% 1jul2024, USD   USD 07/01/2024 07/21/2017 ***.** *.** 07/21/2017 ***.** *.**
Advanced Micro Devices, 7% 1jul2024, USD   USD 07/01/2024 07/21/2017 ***.* * 07/21/2017 ***.** *.**
Advanced Micro Devices, 7.5% 15aug2022, USD   USD 08/15/2022 07/21/2017 ***.** *.** 07/21/2017 ***.** *.**
AEP Transmission Company, 3.1% 1dec2026, USD   USD 12/01/2026 07/21/2017 ***.*** *.** 07/21/2017 ***.*** *.**
AEP Transmission Company, 4% 1dec2046, USD   USD 12/01/2046 07/21/2017 ***.** *.** 07/21/2017 ***.*** *.**
AES Corp, 5.5% 15apr2025, USD   USD 04/15/2025 07/21/2017 ***.** *.** 07/21/2017 ***.* *.**
Aetna, 1.7% 7jun2018, USD   USD 06/07/2018 07/21/2017 ***.** *.** 07/21/2017 ***.* *.**
Affiliated Managers Group, 3.5% 1aug2025, USD   USD 08/01/2025 07/21/2017 **.** *.** 07/21/2017 ***.* *.**
Aflac, 2.4% 16mar2020, USD   USD 03/16/2020 07/21/2017 ***.*** *.** 07/21/2017 ***.*** *.**
Aflac, 2.875% 15oct2026, USD   USD 10/15/2026 07/21/2017 **.*** *.** 07/21/2017 **.*** *.**
Aflac, 3.25% 17mar2025, USD   USD 03/17/2025 07/21/2017 ***.*** *.** 07/21/2017 ***.*** *.**
Aflac, 4% 15oct2046, USD   USD 10/15/2046 07/21/2017 **.*** *.** 07/21/2017 ***.*** *.**
Agricultural Bank Of China (NY), 2% 21may2018   USD 05/21/2018 07/21/2017 **.** *.** 07/21/2017 ***.** *.**
Agricultural Bank Of China (NY), 2.75% 21may2020   USD 05/21/2020 07/21/2017 ***.* *.** 07/21/2017 ***.** *.**
AIG Global Funding, 2.15% 2jul2020, USD   USD 07/02/2020 07/21/2017 ***.** *.** 07/21/2017 ***.** *.**
AIG Global Funding, 2.7% 15dec2021, USD   USD 12/15/2021 07/21/2017 ***.** *.** 07/21/2017 ***.** *.**
AIG Sunamerica Global Financing X, 8.125% 28apr2023, USD   USD 04/28/2023 07/21/2017 ***.*** *.** 07/21/2017 ***.*** *.**
Air Lease Corp, 2.125% 15jan2020, USD   USD 01/15/2020 07/21/2017 **.*** *.** 07/21/2017 ***.** *.**
Air Lease Corp, 2.625% 1jul2022, USD   USD 07/01/2022 07/21/2017 **.** *.** 07/21/2017 **.** *.**
Air Lease Corp, 2.625% 4sep2018, USD   USD 09/04/2018 07/21/2017 **.* *.** 07/21/2017 ***.** -*.**
Air Lease Corp, 3% 15sep2023, USD   USD 09/15/2023 07/21/2017 **.** *.** 07/21/2017 ***.*** *.**
Air Lease Corp, 3.625% 1apr2027, USD   USD 04/01/2027 07/21/2017 ***.** *.* 07/21/2017 ***.*** *.**
Air Products and Chemicals, 0.375% 1jun2021, EUR   EUR 06/01/2021 07/21/2017 ***.** *.** 07/21/2017 ***.** *.**
Air Products and Chemicals, 1% 12feb2025, EUR   EUR 02/12/2025 07/21/2017 ***.*** *.** 07/21/2017 ***.** *.**
Air Products and Chemicals, 2% 7aug2020, EUR   EUR 08/07/2020 07/21/2017 ***.** *.** 07/21/2017 ***.** -*.**
Airgas, 3.05% 1aug2020, USD   USD 08/01/2020 07/21/2017 ***.*** *.** 07/21/2017 ***.*** *.**
Alabama Power, 2.45% 30mar2022, USD   USD 03/30/2022 07/21/2017 ***.*** *.** 07/21/2017 ***.*** *.**
Alabama Power, 3.75% 1mar2045, USD   USD 03/01/2045 07/21/2017 ***.*** *.** 07/21/2017 ***.** *.**
Albemarle, 1.875% 8dec2021, EUR   EUR 12/08/2021 07/21/2017 ***.** *.** 07/21/2017 ***.** *.*
Albemarle, 4.15% 1dec2024, USD   USD 12/01/2024 07/21/2017 ***.*** *.** 07/21/2017 ***.*** *.*
Alcatel Lucent USA, 6.45% 15mar2029, USD   USD 03/15/2029 07/21/2017 ***.** *.** 07/21/2017 ***.** *.*
Alcoa Upstream Corp, 6.75% 30sep2024, USD   USD 09/30/2024 07/21/2017 ***.* *.** 07/21/2017 ***.* *.**
Alcoa Upstream Corp, 7% 30sep2026, USD   USD 09/30/2026 07/21/2017 ***.* *.** 07/21/2017 ***.* *.**
Aleris International, 9.5% 1apr2021, USD   USD 04/01/2021 07/21/2017 ***.* *.** 07/21/2017 ***.** *.**
Alexandria Real Estate Equities, L.P., 3.95% 15jan2028, USD   USD 01/15/2028 07/21/2017 ***.** *.** 07/21/2017 ***.*** *.**
Allergan Inc, 3.25% 1oct2022, USD   USD 10/01/2022 07/21/2017 ***.*** *.** 07/21/2017 ***.* *.**
Allergan plc, 0.5% 1jun2021, EUR   EUR 06/01/2021 07/21/2017 ***.** *.** 07/21/2017 ***.** *.**
Allergan plc, 1.25% 1jun2024, EUR   EUR 06/01/2024 07/21/2017 ***.** *.** 07/21/2017 ***.** *.**
Allergan plc, 2.125% 1jun2029, EUR   EUR 06/01/2029 07/21/2017 ***.** *.* 07/21/2017 ***.** *.**
Allergan plc, 4.625% 1oct2042, USD   USD 10/01/2042 07/21/2017 ***.*** *.** 07/21/2017 ***.** *.**
Allergan plc, 6.125% 15aug2019, USD   USD 08/15/2019 07/21/2017 ***.** *.** 07/21/2017 ***.** *.**
Allergan plc, FRN 1jun2019, EUR   EUR 06/01/2019 07/21/2017 ***.** * 07/21/2017 ***.*** *
Alliance Data Systems, 4.5% 15mar2022, EUR   EUR 03/15/2022 07/21/2017 ***.* *.** 07/21/2017 *** *.**
Alliance Data Systems, 5.25% 15nov2023, EUR   EUR 11/15/2023 07/21/2017 ***.* *.** 07/21/2017 ***.* *.**
Alliance One International, 9.875% 15jul2021, USD   USD 07/15/2021 07/21/2017 **.** **.** 07/21/2017 **.** **.**
Allstate Corp, 7.45% 16may2019, USD   USD 05/16/2019 07/21/2017 ***.*** *.** 07/21/2017 ***.** *.**
Ally Financial, 3.25% 13feb2018, USD   USD 02/13/2018 07/21/2017 ***.** *.* 07/21/2017 ***.** *.**
Ally Financial, 3.6% 21may2018, USD   USD 05/21/2018 07/21/2017 ***.** *.** 07/21/2017 ***.** *.**
Ally Financial, 4.125% 13feb2022, USD   USD 02/13/2022 07/21/2017 ***.* *.* 07/21/2017 ***.** *.**
Ally Financial, 4.125% 30mar2020, USD   USD 03/30/2020 07/21/2017 ***.* *.** 07/21/2017 ***.** *.**
Ally Financial, 4.625% 30mar2025, USD   USD 03/30/2025 07/21/2017 ***.** *.** 07/21/2017 ***.** *.**
Alphabet, 1.998% 15aug2026, USD   USD 08/15/2026 07/21/2017 **.** *.* 07/21/2017 **.** *.**
Alphabet, 3.625% 19may2021, USD   USD 05/19/2021 07/21/2017 ***.** *.** 07/21/2017 ***.* *.**
Altice US Finance I, 5.5% 15may2026, USD   USD 05/15/2026 07/21/2017 ***.* *.* 07/21/2017 ***.* *.**
Altria Group, 10.2% 6feb2039, USD   USD 02/06/2039 07/21/2017 ***.** *.** 07/21/2017 ***.** *.**
Altria Group, 2.625% 14jan2020, USD   USD 01/14/2020 07/21/2017 ***.*** *.** 07/21/2017 *** *.**
Altria Group, 2.625% 16sep2026, USD   USD 09/16/2026 07/21/2017 **.*** *.** 07/21/2017 **.*** *.**
Altria Group, 3.875% 16sep2046, USD   USD 09/16/2046 07/21/2017 **.** *.** 07/21/2017 **.** *.**
AMAG Pharmaceutical, 7.875% 1sep2023, USD   USD 09/01/2023 07/21/2017 **.** *.* 07/21/2017 ***.** *.**
Amazon.com, 2.6% 5dec2019, USD   USD 12/05/2019 07/21/2017 ***.* *.** 07/21/2017 ***.** *.**
Amazon.com, 3.3% 5dec2021, USD   USD 12/05/2021 07/21/2017 ***.*** *.** 07/21/2017 ***.*** *.*
Amazon.com, 3.8% 5dec2024, USD   USD 12/05/2024 07/21/2017 ***.*** *.** 07/21/2017 ***.** *.**
Amazon.com, 4.8% 5dec2034, USD   USD 12/05/2034 07/21/2017 ***.** *.** 07/21/2017 ***.** *.**
Amazon.com, 4.95% 5dec2044, USD   USD 12/05/2044 07/21/2017 ***.** *.** 07/21/2017 ***.* *.**
AMC Entertainment Holdings, 5.75% 15jun2025, USD   USD 06/15/2025 07/21/2017 ***.** *.* 07/21/2017 ***.** *.**
AMC Networks, 4.75% 1aug2025, USD   USD 08/01/2025 07/21/2017 ***.** *.** 07/21/2017 ***.** *.**
Ameren, 9.75% 15nov2018, USD   USD 11/15/2018 07/21/2017 ***.*** *.** 07/21/2017 ***.*** *.**
Ameren Illinois, 4.15% 15mar2046, USD   USD 03/15/2046 07/21/2017 ***.*** *.** 07/21/2017 ***.*** *.**
American Airlines Group, 4.625% 1mar2020, USD   USD 03/01/2020 07/21/2017 ***.** *.** 07/21/2017 ***.** *
American Airlines Group, 5.5% 1oct2019, USD   USD 10/01/2019 07/21/2017 ***.** *.** 07/21/2017 ***.** *.**
American Express Co, 4.05% 3dec2042, USD   USD 12/03/2042 07/21/2017 ***.** *.* 07/21/2017 ***.* *.**
American Express Co, 4.9% perp., USD   USD 07/21/2017 ***.** * 07/21/2017 ***.** *
American Express Co, FRN 26may2020, USD   USD 05/26/2020 07/21/2017 ***.** * 07/21/2017 ***.** *
American Express Credit Corp, 0.625% 22nov2021, EUR   EUR 11/22/2021 07/21/2017 ***.** *.** 07/21/2017 ***.** *.**
American Honda Finance, 0.17% 17jan2024, EUR   EUR 01/17/2024 07/21/2017 **.** *.** 07/21/2017 **.** *.**
American Honda Finance, 1.3% 21mar2022, GBP (Series A)   GBP 03/21/2022 07/21/2017 ***.** *.** 07/21/2017 ***.** *.**
American Honda Finance, 1.375% 10nov2022, EUR   EUR 11/10/2022 07/21/2017 ***.* *.** 07/21/2017 ***.** *.**
American Honda Finance, 1.5% 13mar2018, USD   USD 03/13/2018 07/21/2017 **.*** *.** 07/21/2017 ***.*** *.**
American Honda Finance, 1.95% 20jul2020, USD   USD 07/20/2020 07/21/2017 **.** *.** 07/21/2017 ***.** *.**
American Honda Finance, 2.15% 13mar2020, USD   USD 03/13/2020 07/21/2017 ***.** *.** 07/21/2017 ***.*** *.**
American Honda Finance, 2.625% 14oct2022, GBP   GBP 10/14/2022 07/21/2017 ***.** *.** 07/21/2017 ***.** *.**
American Honda Finance, FRN 11mar2019, EUR   EUR 03/11/2019 07/21/2017 ***.*** * 07/21/2017 ***.*** *
American Honda Finance, FRN 22jan2019, USD   USD 01/22/2019 07/21/2017 **.** * 07/21/2017 ***.** *
American Honda Motor, 1.875% 4sep2019, EUR   EUR 09/04/2019 07/21/2017 ***.** -*.** 07/21/2017 ***.** -*.**
American International Group, 1.5% 8jun2023, EUR   EUR 06/08/2023 07/21/2017 ***.** *.** 07/21/2017 ***.* *.**
American International Group, 1.875% 21jun2027, EUR   EUR 06/21/2027 07/21/2017 ***.** *.** 07/21/2017 ***.** *.**
American International Group, 12% 9apr2018, ITL   ITL 04/09/2018 07/21/2017 *** * 07/21/2017 ***.** *
American International Group, 4.5% 16jul2044, USD   USD 07/16/2044 07/21/2017 ***.*** *.** 07/21/2017 ***.*** *.**
American International Group, 4.875% 15mar2067, EUR   EUR 03/15/2067 07/21/2017 ** * 07/21/2017 ** *
American International Group, 5% 18dec2018, GBP   GBP 12/18/2018 07/21/2017 ***.** *.** 07/21/2017 ***.** *.**
American International Group, 5% 26apr2023, GBP   GBP 04/26/2023 07/21/2017 ***.** *.** 07/21/2017 ***.** *.**
American International Group, 5.75% 15mar2067, GBP   GBP 03/15/2067 07/21/2017 **.*** * 07/21/2017 ***.*** *
American International Group, 6.375% 5oct2020, GBP   GBP 10/05/2020 07/21/2017 ***.** *.** 07/21/2017 ***.** *.**
American International Group, 6.765% 15nov2017, GBP   GBP 11/15/2017 07/21/2017 ***.*** *.** 07/21/2017 ***.*** *.**
American International Group, 8.175% 15may2058, USD   USD 05/15/2058 07/21/2017 ***.** * 07/21/2017 ***.** *
American Midstream Partners, 8.5% 15dec2021, USD   USD 12/15/2021 07/21/2017 **.** *.** 07/21/2017 ***.** *.**
American Tower, 1.375% 4apr2025, EUR   EUR 04/04/2025 07/21/2017 **.** *.** 07/21/2017 **.* *.**
American Tower, 2.25% 15jan2022, USD   USD 01/15/2022 07/21/2017 **.** *.** 07/21/2017 ** *.*
American Tower, 2.8% 1jun2020, USD   USD 06/01/2020 07/21/2017 ***.*** *.** 07/21/2017 ***.*** *.**
American Tower, 3.125% 15jan2027, USD   USD 01/15/2027 07/21/2017 **.*** *.** 07/21/2017 ** *.**
American Tower, 3.4% 15feb2019, USD   USD 02/15/2019 07/21/2017 ***.*** *.** 07/21/2017 ***.*** *.**
American Tower, 3.55% 15jul2027, USD   USD 07/15/2027 07/21/2017 **.*** *.* 07/21/2017 ***.** *.**
American Tower, 4% 1jun2025, USD   USD 06/01/2025 07/21/2017 ***.** *.** 07/21/2017 ***.** *.*
American Tower, 5% 15feb2024, USD   USD 02/15/2024 07/21/2017 ***.*** *.** 07/21/2017 ***.*** *.**
AmeriGas Partners, 5.625% 20may2024, USD   USD 05/20/2024 07/21/2017 ***.** *.** 07/21/2017 ***.** *.**
AmeriGas Partners, 5.75% 20may2027, USD   USD 05/20/2027 07/21/2017 **.** *.** 07/21/2017 ***.** *.**
AmeriGas Partners, 5.875% 20aug2026, USD   USD 08/20/2026 07/21/2017 ***.** *.** 07/21/2017 ***.** *.**
Amgen, 0.41% 8mar2023, CHF   CHF 03/08/2023 07/21/2017 ***.* *.** 07/21/2017 ***.* *.**
Amgen, 1.85% 19aug2021, USD   USD 08/19/2021 07/21/2017 **.** *.** 07/21/2017 **.** *.**
Amgen, 1.9% 10may2019, USD   USD 05/10/2019 07/21/2017 ***.*** *.* 07/21/2017 ***.*** *.*
Amgen, 2.125% 13sep2019, EUR   EUR 09/13/2019 07/21/2017 ***.** -*.** 07/21/2017 ***.** -*.**
Amgen, 2.125% 1may2020, USD   USD 05/01/2020 07/21/2017 ***.*** *.** 07/21/2017 ***.** *.**
Amgen, 2.2% 11may2020, USD   USD 05/11/2020 07/21/2017 ***.** *.** 07/21/2017 ***.** *.**
Amgen, 2.25% 19aug2023, USD   USD 08/19/2023 07/21/2017 **.*** *.** 07/21/2017 **.** *.**
Amgen, 2.6% 19aug2026, USD   USD 08/19/2026 07/21/2017 **.** *.** 07/21/2017 **.** *.**
Amgen, 2.65% 11may2022, USD   USD 05/11/2022 07/21/2017 ***.* *.** 07/21/2017 ***.*** *.**
Amgen, 2.7% 1may2022, USD   USD 05/01/2022 07/21/2017 ***.*** *.** 07/21/2017 ***.*** *.**
Amgen, 3.125% 1may2025, USD   USD 05/01/2025 07/21/2017 ***.*** *.** 07/21/2017 ***.** *.**
Amgen, 4% 13sep2029, GBP   GBP 09/13/2029 07/21/2017 ***.*** *.** 07/21/2017 ***.** *.**
Amgen, 4.375% 5dec2018, EUR   EUR 12/05/2018 07/21/2017 ***.** -*.** 07/21/2017 ***.*** -*.**
Amgen, 4.4% 1may2045, USD   USD 05/01/2045 07/21/2017 ***.** *.** 07/21/2017 ***.** *.**
Amgen, 4.563% 15jun2048, USD   USD 06/15/2048 07/21/2017 ***.*** *.** 07/21/2017 ***.*** *.**
Amgen, 4.563% 15jun2048, USD   USD 06/15/2048 07/21/2017 ***.** *.** 07/21/2017 ***.** *.**
Amgen, 4.663% 15jun2051, USD   USD 06/15/2051 07/21/2017 ***.*** *.** 07/21/2017 ***.*** *.**
Amgen, 5.5% 7dec2026, GBP   GBP 12/07/2026 07/21/2017 ***.*** *.** 07/21/2017 ***.** *.**
Amgen, FRN 10may2019, USD   USD 05/10/2019 07/21/2017 ***.** * 07/21/2017 ***.** *
Amgen, FRN 11may2020, USD   USD 05/11/2020 07/21/2017 ***.** * 07/21/2017 ***.** *
Amkor Technology, 6.375% 1oct2022, USD   USD 10/01/2022 07/21/2017 ***.** *.** 07/21/2017 ***.** *.**
Amkor Technology, 6.375% 1oct2022, USD   USD 10/01/2022 07/21/2017 ***.** *.** 07/21/2017 ***.** *.**
Amsted, 5% 15mar2022, USD   USD 03/15/2022 07/21/2017 *** *.** 07/21/2017 ***.** *.**
AmSurg, 5.625% 15jul2022, USD   USD 07/15/2022 07/21/2017 ***.** *.** 07/21/2017 ***.** *.**
Analog Devices, 2.5% 5dec2021, USD   USD 12/05/2021 07/21/2017 ***.** *.* 07/21/2017 ***.** *.**
Analog Devices, 3.125% 5dec2023, USD   USD 12/05/2023 07/21/2017 ***.*** *.* 07/21/2017 ***.** *.*
Analog Devices, 3.5% 5dec2026, USD   USD 12/05/2026 07/21/2017 ***.*** *.** 07/21/2017 ***.*** *.**
Analog Devices, 4.5% 5dec2036, USD   USD 12/05/2036 07/21/2017 ***.** *.** 07/21/2017 ***.*** *.*
Anheuser-Busch, 2.625% 17jan2023, USD   USD 01/17/2023 07/21/2017 ***.*** *.** 07/21/2017 ***.** *.**
Anheuser-Busch, 4.5% 1apr2018, USD   USD 04/01/2018 07/21/2017 ***.*** *.** 07/21/2017 ***.* *.**
Antero Midstream Partners, 5.375% 15sep2024, USD   USD 09/15/2024 07/21/2017 ***.** *.** 07/21/2017 ***.** *.**
Antero Resources, FRN 20sep2036, EUR   EUR 09/20/2036 07/21/2017 **.**** * 07/21/2017 **.**** *
Anthem Inc, 4.35% 15aug2020, USD   USD 08/15/2020 07/21/2017 ***.*** *.** 07/21/2017 ***.*** *.**
Anthem Inc, 4.65% 15aug2044, USD   USD 08/15/2044 07/21/2017 ***.*** *.** 07/21/2017 ***.* *.**
Antonveneta Capital Trust, FRN perp., EUR   EUR 07/21/2017 **.** * 07/21/2017 **.** *
Antonveneta Capital Trust I, FRN perp., EUR   EUR 07/21/2017 ** * 07/21/2017 ** *
ANZ, New York, 2.3% 1jun2021, USD   USD 06/01/2021 07/21/2017 **.*** *.** 07/21/2017 ***.** *.*
ANZ, New York, FRN 23sep2019, USD   USD 09/23/2019 07/21/2017 ***.** * 07/21/2017 ***.** *
Aon Corp, 2.80% 15mar2021, USD   USD 03/15/2021 07/21/2017 ***.*** *.** 07/21/2017 ***.*** *.**
Aon Corp, 2.875% 14may2026, EUR   EUR 05/14/2026 07/21/2017 ***.** *.** 07/21/2017 ***.** *.**
Aon Corp, 3.5% 14jun2024, USD   USD 06/14/2024 07/21/2017 ***.*** *.** 07/21/2017 ***.* *.**
Aon Corp, 3.875% 15dec2025, USD   USD 12/15/2025 07/21/2017 ***.** *.** 07/21/2017 ***.*** *.*
Aon Corp, 4% 27nov2023, USD   USD 11/27/2023 07/21/2017 ***.*** *.** 07/21/2017 ***.*** *.*
Aon Corp, 4.6% 14jun2044, USD   USD 06/14/2044 07/21/2017 ***.** *.** 07/21/2017 ***.** *.**
Aon Corp, 4.75% 15may2045, USD   USD 05/15/2045 07/21/2017 ***.*** *.** 07/21/2017 ***.*** *.**
Aon Corp, 5% 30sep2020, USD   USD 09/30/2020 07/21/2017 ***.*** *.** 07/21/2017 ***.*** *.**
Aon Corp, 6.25% 30sep2040, USD   USD 09/30/2040 07/21/2017 ***.*** *.** 07/21/2017 ***.*** *.*
Apple, 0.35% 10jun2020, JPY   JPY 06/10/2020 07/21/2017 ***.** *.** 07/21/2017 ***.** *.**
Apple, 0.375% 25nov2024, CHF   CHF 11/25/2024 07/21/2017 ***.* *.** 07/21/2017 ***.** *.**
Apple, 0.75% 25feb2030, CHF   CHF 02/25/2030 07/21/2017 ***.* *.** 07/21/2017 ***.** *.**
Apple, 0.875% 24may2025, EUR   EUR 05/24/2025 07/21/2017 ***.** *.** 07/21/2017 ***.** *.**
Apple, 1% 10nov2022, EUR   EUR 11/10/2022 07/21/2017 ***.** *.** 07/21/2017 ***.** *.**
Apple, 1% 3may2018, USD   USD 05/03/2018 07/21/2017 **.** *.** 07/21/2017 **.** *.**
Apple, 1.1% 2aug2019, USD   USD 08/02/2019 07/21/2017 **.** *.** 07/21/2017 **.** *.**
Apple, 1.3% 23feb2018, USD   USD 02/23/2018 07/21/2017 *** *.* 07/21/2017 ***.** *.**
Apple, 1.375% 17jan2024, EUR   EUR 01/17/2024 07/21/2017 ***.** *.** 07/21/2017 ***.** *.**
Apple, 1.375% 24may2029, EUR   EUR 05/24/2029 07/21/2017 ***.** *.** 07/21/2017 ***.** *.**
Apple, 1.55% 4aug2021, USD   USD 08/04/2021 07/21/2017 **.*** *.** 07/21/2017 **.** *.**
Apple, 1.55% 7feb2020, USD   USD 02/07/2020 07/21/2017 **.*** *.** 07/21/2017 **.** *.**
Apple, 1.55% 8feb2019, USD   USD 02/08/2019 07/21/2017 ***.*** *.** 07/21/2017 ***.** *.**
Apple, 1.625% 10nov2026, EUR   EUR 11/10/2026 07/21/2017 ***.** *.** 07/21/2017 ***.** *.**
Apple, 1.8% 11may2020, USD   USD 05/11/2020 07/21/2017 ***.*** *.* 07/21/2017 ***.** *.**
Apple, 1.9% 7feb2020, USD   USD 02/07/2020 07/21/2017 ***.** *.* 07/21/2017 ***.* *.**
Apple, 2% 17sep2027, EUR   EUR 09/17/2027 07/21/2017 ***.** *.** 07/21/2017 ***.** *.**
Apple, 2% 6may2020, USD   USD 05/06/2020 07/21/2017 ***.** *.** 07/21/2017 ***.** *.**
Apple, 2.15% 9feb2022, USD   USD 02/09/2022 07/21/2017 ***.*** *.** 07/21/2017 ***.** *.**
Apple, 2.3% 11may2022, USD   USD 05/11/2022 07/21/2017 ***.* *.* 07/21/2017 ***.** *.*
Apple, 2.4% 3may2023, USD   USD 05/03/2023 07/21/2017 ***.*** *.** 07/21/2017 ***.*** *.**
Apple, 2.45% 4aug2026, USD   USD 08/04/2026 07/21/2017 **.*** *.* 07/21/2017 **.** *.**
Apple, 2.5% 9feb2022, USD   USD 02/09/2022 07/21/2017 ***.*** *.** 07/21/2017 ***.** *.**
Apple, 2.5% 9feb2025, USD   USD 02/09/2025 07/21/2017 **.*** *.** 07/21/2017 **.*** *.**
Apple, 2.7% 13may2022, USD   USD 05/13/2022 07/21/2017 ***.*** *.** 07/21/2017 ***.** *.**
Apple, 2.85% 11may2024, USD   USD 05/11/2024 07/21/2017 ***.** *.** 07/21/2017 ***.** *.**
Apple, 2.85% 28aug2019, AUD   AUD 08/28/2019 07/21/2017 ***.** *.** 07/21/2017 ***.** *.**
Apple, 3% 20jun2027, USD   USD 06/20/2027 07/21/2017 ***.*** *.** 07/21/2017 ***.** *.**
Apple, 3% 9feb2024, USD   USD 02/09/2024 07/21/2017 ***.*** *.** 07/21/2017 ***.** *.**
Apple, 3.05% 31jul2029, GBP   GBP 07/31/2029 07/21/2017 ***.** *.** 07/21/2017 ***.** *.**
Apple, 3.2% 11may2027, USD   USD 05/11/2027 07/21/2017 ***.* *.** 07/21/2017 ***.** *.**
Apple, 3.2% 13may2025, USD   USD 05/13/2025 07/21/2017 ***.*** *.** 07/21/2017 ***.** *.**
Apple, 3.25% 23feb2026, USD   USD 02/23/2026 07/21/2017 ***.*** *.* 07/21/2017 ***.*** *.**
Apple, 3.35% 9feb2027, USD   USD 02/09/2027 07/21/2017 ***.** *.** 07/21/2017 ***.*** *.**
Apple, 3.45% 9feb2045, USD   USD 02/09/2045 07/21/2017 **.** *.** 07/21/2017 **.*** *.*
Apple, 3.60% 31jul2042, GBP   GBP 07/31/2042 07/21/2017 ***.** *.** 07/21/2017 ***.** *.**
Apple, 3.7% 28aug2022, AUD   AUD 08/28/2022 07/21/2017 ***.** *.** 07/21/2017 ***.** *.**
Apple, 3.85% 4aug2046, USD   USD 08/04/2046 07/21/2017 ***.** *.** 07/21/2017 ***.** *.**
Apple, 4.15% 22jun2046, USD   USD 06/22/2046 07/21/2017 ***.** *.** 07/21/2017 ***.** *.**
Apple, 4.25% 9feb2047, USD   USD 02/09/2047 07/21/2017 ***.** *.* 07/21/2017 ***.** *.**
Apple, 4.375% 13may2045, USD   USD 05/13/2045 07/21/2017 ***.** *.** 07/21/2017 ***.* *.**
Apple, FRN 11may2020, USD   USD 05/11/2020 07/21/2017 **.** * 07/21/2017 **.** *
Apple, FRN 11may2022, USD   USD 05/11/2022 07/21/2017 ***.** * 07/21/2017 ***.** *
Apple, FRN 2aug2019, USD   USD 08/02/2019 07/21/2017 ***.** * 07/21/2017 ***.** *
Apple, FRN 7feb2020, USD   USD 02/07/2020 07/21/2017 ***.** * 07/21/2017 ***.** *
Apple, FRN 7feb2020, USD   USD 02/07/2020 07/21/2017 ***.** * 07/21/2017 ***.** *
Apple, FRN 8feb2019, USD   USD 02/08/2019 07/21/2017 ***.** * 07/21/2017 ***.** *
Apple, FRN 9feb2022, USD   USD 02/09/2022 07/21/2017 ***.** * 07/21/2017 ***.** *
Applied Materials, 3.3% 1apr2027, USD   USD 04/01/2027 07/21/2017 ***.*** *.** 07/21/2017 ***.** *.**
Applied Materials, 4.35% 1apr2047, USD   USD 04/01/2047 07/21/2017 ***.*** *.** 07/21/2017 ***.** *.**
Approach Resources, 7% 15jun2021, USD   USD 06/15/2021 07/21/2017 **.** **.** 07/21/2017 **.* **.**
Aramark, 3.125% 1apr2025, EUR   EUR 04/01/2025 07/21/2017 ***.* *.** 07/21/2017 ***.** *.**
Archer Daniels Midland, 1.75% 23jun2023, EUR   EUR 06/23/2023 07/21/2017 ***.*** *.** 07/21/2017 ***.** *.**
Archer Daniels Midland, 2.5% 11aug2026, USD   USD 08/11/2026 07/21/2017 **.** *.** 07/21/2017 **.** *.**
Archer Daniels Midland, FRN 24jun2019, EUR   EUR 06/24/2019 07/21/2017 ***.*** * 07/21/2017 ***.** *
Arconic, 5.125% 1oct2024, USD   USD 10/01/2024 07/21/2017 ***.** *.** 07/21/2017 ***.* *.**
Arconic, 5.4% 15apr2021, USD   USD 04/15/2021 07/21/2017 ***.** *.** 07/21/2017 ***.** *.**
Arconic, 5.72% 23feb2019, USD   USD 02/23/2019 07/21/2017 ***.** *.* 07/21/2017 ***.** *.**
Arconic, 5.87% 23feb2022, USD   USD 02/23/2022 07/21/2017 ***.** *.** 07/21/2017 ***.* *.*
Ardagh Holdings USA, 2.75% 15mar2024, EUR   EUR 03/15/2024 07/21/2017 ***.*** *.** 07/21/2017 ***.*** *.**
Ardagh Holdings USA, 4.125% 15may2023, EUR   EUR 05/15/2023 07/21/2017 ***.** * 07/21/2017 ***.** *.*
Ardagh Holdings USA, 4.25% 15jan2022, EUR   EUR 01/15/2022 07/21/2017 ***.** *.** 07/21/2017 ***.** *.**
Ardagh Holdings USA, 4.625% 15may2023, USD   USD 05/15/2023 07/21/2017 ***.** *.** 07/21/2017 ***.** *.**
Ardagh Holdings USA, 6% 30jun2021, USD   USD 06/30/2021 07/21/2017 **.** *.** 07/21/2017 ***.** *.**
Ardagh Holdings USA, 6.75% 15may2024, EUR   EUR 05/15/2024 07/21/2017 ***.** *.* 07/21/2017 ***.** *.**
Ardagh Holdings USA, 7.25% 15may2024, USD   USD 05/15/2024 07/21/2017 ***.** *.** 07/21/2017 ***.** *.**
Ares Capital, 3.875% 15jan2020, USD   USD 01/15/2020 07/21/2017 ***.*** *.** 07/21/2017 ***.* *.**
Arrow Electronics, 3.875% 12jan2028, USD   USD 01/12/2028 07/21/2017 ***.*** *.* 07/21/2017 ***.** *.**
AT&T Inc, 1.05% 4sep2023, EUR   EUR 09/04/2023 07/21/2017 ***.** *.** 07/21/2017 ***.** *.**
AT&T Inc, 1.3% 5sep2023, EUR   EUR 09/05/2023 07/21/2017 ***.* *.** 07/21/2017 ***.** *.**
AT&T Inc, 1.45% 1jun2022, EUR   EUR 06/01/2022 07/21/2017 ***.*** *.** 07/21/2017 ***.** *.**
AT&T Inc, 1.8% 4sep2026, EUR   EUR 09/04/2026 07/21/2017 ***.* *.** 07/21/2017 ***.** *.**
AT&T Inc, 1.875% 4dec2020, EUR   EUR 12/04/2020 07/21/2017 ***.** *.** 07/21/2017 ***.** *.**
AT&T Inc, 2.3% 11mar2019, USD   USD 03/11/2019 07/21/2017 ***.*** *.** 07/21/2017 ***.** *.**
AT&T Inc, 2.35% 4sep2029, EUR   EUR 09/04/2029 07/21/2017 ***.* *.** 07/21/2017 ***.** *.**
AT&T Inc, 2.4% 15mar2024, EUR   EUR 03/15/2024 07/21/2017 ***.** *.** 07/21/2017 ***.** *.**
AT&T Inc, 2.45% 15mar2035, EUR   EUR 03/15/2035 07/21/2017 **.*** *.* 07/21/2017 **.** *.**
AT&T Inc, 2.45% 30jun2020, USD   USD 06/30/2020 07/21/2017 ***.*** *.** 07/21/2017 ***.*** *.**
AT&T Inc, 2.5% 15mar2023, EUR   EUR 03/15/2023 07/21/2017 ***.** *.** 07/21/2017 ***.** *.**
AT&T Inc, 2.6% 17dec2029, EUR   EUR 12/17/2029 07/21/2017 ***.*** *.** 07/21/2017 ***.** *.**
AT&T Inc, 2.625% 1dec2022, USD   USD 12/01/2022 07/21/2017 **.** *.* 07/21/2017 **.*** *.**
AT&T Inc, 2.65% 17dec2021, EUR   EUR 12/17/2021 07/21/2017 ***.** *.** 07/21/2017 ***.* *.**
AT&T Inc, 3% 30jun2022, USD   USD 06/30/2022 07/21/2017 ***.** *.** 07/21/2017 ***.** *.**
AT&T Inc, 3.15% 4sep2036, EUR   EUR 09/04/2036 07/21/2017 ***.** *.** 07/21/2017 ***.** *.**
AT&T Inc, 3.2% 1mar2022, USD   USD 03/01/2022 07/21/2017 ***.** *.** 07/21/2017 ***.** *.**
AT&T Inc, 3.375% 15mar2034, EUR   EUR 03/15/2034 07/21/2017 ***.** *.** 07/21/2017 ***.** *.**
AT&T Inc, 3.4% 15may2025, USD   USD 05/15/2025 07/21/2017 **.** *.** 07/21/2017 **.** *.**
AT&T Inc, 3.5% 17dec2025, EUR   EUR 12/17/2025 07/21/2017 ***.** *.** 07/21/2017 ***.** *.**
AT&T Inc, 3.55% 14sep2037, GBP   GBP 09/14/2037 07/21/2017 **.* *.** 07/21/2017 **.* *.**
AT&T Inc, 3.55% 17dec2032, EUR   EUR 12/17/2032 07/21/2017 ***.** *.** 07/21/2017 ***.** *.**
AT&T Inc, 3.8% 15mar2022, USD   USD 03/15/2022 07/21/2017 ***.*** *.** 07/21/2017 ***.** *.**
AT&T Inc, 3.8% 1mar2024, USD   USD 03/01/2024 07/21/2017 ***.*** *.* 07/21/2017 ***.*** *.**
AT&T Inc, 3.875% 15aug2021, USD   USD 08/15/2021 07/21/2017 ***.*** *.* 07/21/2017 ***.** *.**
AT&T Inc, 4.125% 17feb2026, USD   USD 02/17/2026 07/21/2017 ***.** *.** 07/21/2017 ***.*** *.**
AT&T Inc, 4.25% 1jun2043, GBP   GBP 06/01/2043 07/21/2017 ***.** *.** 07/21/2017 ***.** *.**
AT&T Inc, 4.25% 1mar2027, USD   USD 03/01/2027 07/21/2017 ***.*** *.** 07/21/2017 ***.** *.**
AT&T Inc, 4.3% 15dec2042, USD   USD 12/15/2042 07/21/2017 **.** *.** 07/21/2017 **.*** *.**
AT&T Inc, 4.375% 14sep2029, GBP   GBP 09/14/2029 07/21/2017 ***.* *.** 07/21/2017 ***.** *.**
AT&T Inc, 4.5% 15may2035, USD   USD 05/15/2035 07/21/2017 **.*** *.** 07/21/2017 **.** *.**
AT&T Inc, 4.5% 9mar2048, USD   USD 03/09/2048 07/21/2017 **.*** *.** 07/21/2017 **.** *.**
AT&T Inc, 4.55% 9mar2049, USD   USD 03/09/2049 07/21/2017 **.*** *.** 07/21/2017 **.*** *.**
AT&T Inc, 4.6% 12feb2045, USD   USD 02/12/2045 07/21/2017 **.**** *.** 07/21/2017 **.**** *.**
AT&T Inc, 4.7% 10nov2044, USD   USD 11/10/2044 07/21/2017 **.* *.** 07/21/2017 **.* *.**
AT&T Inc, 4.75% 15may2046, USD   USD 05/15/2046 07/21/2017 **.*** *.** 07/21/2017 **.*** *.*
AT&T Inc, 4.8% 15jun2044, USD   USD 06/15/2044 07/21/2017 **.** *.** 07/21/2017 **.* *.**
AT&T Inc, 4.875% 1jun2044, GBP   GBP 06/01/2044 07/21/2017 ***.** *.** 07/21/2017 ***.** *.**
AT&T Inc, 5.15% 15mar2042, USD   USD 03/15/2042 07/21/2017 ***.*** *.** 07/21/2017 ***.*** *.**
AT&T Inc, 5.2% 15mar2020, USD   USD 03/15/2020 07/21/2017 ***.*** *.** 07/21/2017 ***.*** *.**
AT&T Inc, 5.25% 1mar2037, USD   USD 03/01/2037 07/21/2017 *** *.** 07/21/2017 ***.** *.**
AT&T Inc, 5.45% 1mar2047, USD   USD 03/01/2047 07/21/2017 ***.** *.** 07/21/2017 ***.** *.**
AT&T Inc, 5.5% 15mar2027, GBP   GBP 03/15/2027 07/21/2017 ***.** *.** 07/21/2017 ***.** *.**
AT&T Inc, 5.7% 1mar2057, USD   USD 03/01/2057 07/21/2017 ***.** *.** 07/21/2017 ***.*** *.**
AT&T Inc, 5.875% 1oct2019, USD   USD 10/01/2019 07/21/2017 ***.*** *.** 07/21/2017 ***.*** *.**
AT&T Inc, 6.3% 15jan2038, USD   USD 01/15/2038 07/21/2017 ***.** *.** 07/21/2017 ***.*** *.**
AT&T Inc, 6.35% 15mar2040, USD   USD 03/15/2040 07/21/2017 ***.*** *.** 07/21/2017 ***.*** *.**
AT&T Inc, 6.375% 1mar2041, USD   USD 03/01/2041 07/21/2017 ***.*** *.** 07/21/2017 ***.** *.**
AT&T Inc, 7% 30apr2040, GBP   GBP 04/30/2040 07/21/2017 ***.** *.* 07/21/2017 ***.** *.**
AT&T Inc, 7.125% 15dec2031, USD   USD 12/15/2031 07/21/2017 ***.*** *.** 07/21/2017 ***.*** *.**
AT&T Inc, FRN 30jun2020, USD   USD 06/30/2020 07/21/2017 ***.** * 07/21/2017 *** *
AT&T Inc, FRN 4jun2019, EUR   EUR 06/04/2019 07/21/2017 ***.** * 07/21/2017 ***.** *
AT&T Inc, FRN 4sep2023, EUR   EUR 09/04/2023 07/21/2017 ***.*** * 07/21/2017 ***.** *
Atmos Energy, 3% 15jun2027, USD   USD 06/15/2027 07/21/2017 ***.*** *.** 07/21/2017 ***.** *.**
Autodesk, 3.125% 15jun2020, USD   USD 06/15/2020 07/21/2017 ***.*** *.** 07/21/2017 ***.** *.**
Autodesk, 3.5% 15jun2027, USD   USD 06/15/2027 07/21/2017 **.*** *.** 07/21/2017 ***.*** *.**
Autodesk, 4.375% 15jun2025, USD   USD 06/15/2025 07/21/2017 ***.*** *.** 07/21/2017 ***.** *.**
Automatic Data Processing, 2.25% 15sep2020, USD   USD 09/15/2020 07/21/2017 ***.*** *.** 07/21/2017 ***.*** *.**
Automatic Data Processing, 3.375% 15sep2025, USD   USD 09/15/2025 07/21/2017 ***.*** *.** 07/21/2017 ***.** *.**
AutoZone, 2.5% 15apr2021, USD   USD 04/15/2021 07/21/2017 ***.*** *.** 07/21/2017 ***.** *.**
AutoZone, 3.25% 15apr2025, USD   USD 04/15/2025 07/21/2017 **.*** *.** 07/21/2017 **.*** *.**
AutoZone, 3.75% 1jun2027, USD   USD 06/01/2027 07/21/2017 ***.** *.* 07/21/2017 ***.*** *.**
AvalonBay Communities, 3.45% 1jun2025, USD   USD 06/01/2025 07/21/2017 ***.*** *.** 07/21/2017 ***.*** *.**
Avaya, 10.5% 1mar2021, USD   USD 03/01/2021 07/21/2017 *.** ***.** 07/21/2017 *.** ***.**
Avaya, 7% 1apr2019, USD   USD 04/01/2019 07/21/2017 **.** **.** 07/21/2017 **.** **.**
Avery Dennison, 1.25% 3mar2025, EUR   EUR 03/03/2025 07/21/2017 **.*** *.** 07/21/2017 **.** *.**
Avis Budget Car, 4.125% 15nov2024, EUR   EUR 11/15/2024 07/21/2017 **.** *.* 07/21/2017 **.** *.*
Avis Budget Car, 4.5% 15may2025, EUR   EUR 05/15/2025 07/21/2017 **.** *.** 07/21/2017 **.** *.**
Avis Budget Car, 5.125% 1jun2022, USD   USD 06/01/2022 07/21/2017 ** *.** 07/21/2017 ***.** *.**
Avis Budget Car, 5.25% 15mar2025, USD   USD 03/15/2025 07/21/2017 ** *.** 07/21/2017 ** *.**
Avis Budget Car, 5.5% 1apr2023, USD   USD 04/01/2023 07/21/2017 **.** *.** 07/21/2017 ***.** *.**
Avon International Operations, 7.875% 15aug2022, USD   USD 08/15/2022 07/21/2017 ***.** *.** 07/21/2017 ***.** *.**
Avon Products, 4.6% 15mar2020, USD   USD 03/15/2020 07/21/2017 ***.** * 07/21/2017 ***.** *.**
Avon Products, 6.95% 15mar2043, USD   USD 03/15/2043 07/21/2017 **.** **.** 07/21/2017 **.** **.**
Axalta Coating Systems, 4.25% 15aug2024, EUR   EUR 08/15/2024 07/21/2017 ***.** *.** 07/21/2017 ***.** *.**
Axalta Coating Systems, 4.875% 15aug2024, USD   USD 08/15/2024 07/21/2017 **.** *.** 07/21/2017 ***.** *
Bacardi, 2.75% 15jul2026, USD   USD 07/15/2026 07/21/2017 **.** *.** 07/21/2017 **.* *.*
Bacardi, 2.75% 3jul2023, EUR   EUR 07/03/2023 07/21/2017 ***.* *.* 07/21/2017 ***.** *.**
BAE Systems Holdings, 2.85% 15dec2020, USD   USD 12/15/2020 07/21/2017 ***.** *.** 07/21/2017 ***.** *.**
BAE Systems Holdings, 3.8% 7oct2024, USD   USD 10/07/2024 07/21/2017 ***.** *.** 07/21/2017 ***.** *.**
Baker Hughes, 3.2% 15aug2021, USD   USD 08/15/2021 07/21/2017 ***.*** *.** 07/21/2017 ***.*** *.**
Ball, 5.25% 1jul2025, USD   USD 07/01/2025 07/21/2017 ***.** *.** 07/21/2017 ***.** *.**
Bank of America, 0% 31may2021, EUR   EUR 05/31/2021 07/21/2017 ***.**** -*.** 07/21/2017 ***.**** -*.**
Bank of America, 1.375% 26mar2025, EUR   EUR 03/26/2025 07/21/2017 ***.*** *.** 07/21/2017 ***.* *.**
Bank of America, 2.365% 21jul2021, USD   USD 07/21/2021 07/21/2017 ***.** * 07/21/2017 ***.** *
Bank of America, 2.816% 21jul2023, USD   USD 07/21/2023 07/21/2017 ***.* * 07/21/2017 ***.** *
Bank of America, 3.593% 21jul2028, USD   USD 07/21/2028 07/21/2017 ***.** * 07/21/2017 ***.** *
Bank of America, 4.625% 14sep2018, EUR   EUR 09/14/2018 07/21/2017 ***.* *.* 07/21/2017 ***.** *.**
Bank of America, 5.5% 22nov2021, GBP   GBP 11/22/2021 07/21/2017 ***.** *.** 07/21/2017 ***.* *.**
Bank of America, 5.92% 4oct2017, HKD   HKD 10/04/2017 07/21/2017 ***.**** *.** 07/21/2017 ***.*** *.**
Bank of America, 6.5% 1jun2034, USD   USD 06/01/2034 07/21/2017 ***.*** *.** 07/21/2017 ***.*** *.**
Bank of America, 7.75% 30apr2018, GBP   GBP 04/30/2018 07/21/2017 ***.* *.** 07/21/2017 ***.* *.**
Bank of America, 8.125% 2jun2028, GBP   GBP 06/02/2028 07/21/2017 ***.**** *.** 07/21/2017 ***.**** *.**
Bank of America, FRN 14sep2018, EUR   EUR 09/14/2018 07/21/2017 ***.*** * 07/21/2017 ***.** *
Bank of America, FRN 21jul2021, USD   USD 07/21/2021 07/21/2017 ***.** * 07/21/2017 ***.** *
Bank of America Corp., 0.736% 7feb2022, EUR   EUR 02/07/2022 07/21/2017 ***.** * 07/21/2017 ***.** *
Bank of America Corp., 0.75% 26jul2023, EUR   EUR 07/26/2023 07/21/2017 **.*** *.** 07/21/2017 **.** *.**
Bank of America Corp., 1.375% 10sep2021, EUR   EUR 09/10/2021 07/21/2017 ***.*** *.** 07/21/2017 ***.** *.**
Bank of America Corp., 1.379% 7feb2025, EUR   EUR 02/07/2025 07/21/2017 ***.** * 07/21/2017 ***.** *
Bank of America Corp., 1.625% 14sep2022, EUR   EUR 09/14/2022 07/21/2017 ***.*** *.** 07/21/2017 ***.* *.**
Bank of America Corp., 1.65% 26mar2018, USD   USD 03/26/2018 07/21/2017 ***.** *.** 07/21/2017 ***.* *.**
Bank of America Corp., 1.776% 4may2027, EUR   EUR 05/04/2027 07/21/2017 ***.** * 07/21/2017 ***.** *
Bank of America Corp., 1.875% 10jan2019, EUR   EUR 01/10/2019 07/21/2017 ***.** -*.** 07/21/2017 ***.** -*.**
Bank of America Corp., 2% 11jan2018, USD   USD 01/11/2018 07/21/2017 ***.*** *.** 07/21/2017 ***.*** *.**
Bank of America Corp., 2.25% 21apr2020, USD   USD 04/21/2020 07/21/2017 ***.*** *.* 07/21/2017 ***.* *.**
Bank of America Corp., 2.3% 25jul2025, GBP   GBP 07/25/2025 07/21/2017 ***.** *.** 07/21/2017 ***.** *
Bank of America Corp., 2.375% 19jun2024, EUR   EUR 06/19/2024 07/21/2017 ***.** *.** 07/21/2017 ***.** *.**
Bank of America Corp., 2.5% 27jul2020, EUR   EUR 07/27/2020 07/21/2017 ***.** *.** 07/21/2017 ***.** *.**
Bank of America Corp., 2.6% 15jan2019, USD   USD 01/15/2019 07/21/2017 ***.** *.* 07/21/2017 ***.** *.**
Bank of America Corp., 2.65% 1apr2019, USD   USD 04/01/2019 07/21/2017 ***.** *.** 07/21/2017 ***.*** *.**
Bank of America Corp., 2.881% 24apr2023, USD   USD 04/24/2023 07/21/2017 ***.** * 07/21/2017 ***.** *
Bank of America Corp., 3.3% 5aug2021, AUD   AUD 08/05/2021 07/21/2017 ***.** *.** 07/21/2017 ***.** *.**
Bank of America Corp., 3.705% 24apr2028, USD   USD 04/24/2028 07/21/2017 ***.** * 07/21/2017 ***.** *
Bank of America Corp., 4% 22jan2025, USD   USD 01/22/2025 07/21/2017 ***.*** *.** 07/21/2017 ***.** *.**
Bank of America Corp., 4% 28mar2018, EUR   EUR 03/28/2018 07/21/2017 ***.** * 07/21/2017 ***.** *
Bank of America Corp., 4% 6apr2020, EUR   EUR 04/06/2020 07/21/2017 ***.** * 07/21/2017 ***.** *
Bank of America Corp., 4.244% 24apr2038, USD   USD 04/24/2038 07/21/2017 ***.* * 07/21/2017 ***.** *
Bank of America Corp., 4.25% 10dec2026, GBP   GBP 12/10/2026 07/21/2017 ***.* *.** 07/21/2017 ***.* *.*
Bank of America Corp., 4.625% 7aug2017, EUR   EUR 08/07/2017 07/21/2017 ***.** *.** 07/21/2017 ***.** *.**
Bank of America Corp., 4.75% 15sep2019, USD   USD 09/15/2019 07/21/2017 ***.*** *.** 07/21/2017 ***.*** *.**
Bank of America Corp., 4.75% 15sep2020, USD   USD 09/15/2020 07/21/2017 ***.*** *.* 07/21/2017 ***.*** *.**
Bank of America Corp., 4.75% 6may2019, EUR   EUR 05/06/2019 07/21/2017 ***.*** * 07/21/2017 ***.** *
Bank of America Corp., 5% 15aug2020, USD   USD 08/15/2020 07/21/2017 ***.* *.** 07/21/2017 ***.*** *.**
Bank of America Corp., 5.1% 28sep2022, EUR   EUR 09/28/2022 07/21/2017 ***.* * 07/21/2017 *
Bank of America Corp., 5.5% 4dec2019, GBP   GBP 12/04/2019 07/21/2017 ***.*** *.** 07/21/2017 ***.*** *.**
Bank of America Corp., 5.8% 15feb2019, USD   USD 02/15/2019 07/21/2017 ***.* *.** 07/21/2017 ***.* *.**
Bank of America Corp., 6% 18nov2020, EUR (Structured)   EUR 11/18/2020 07/21/2017 ***.** * 07/21/2017 ***.** *
Bank of America Corp., 6.1% perp., USD   USD 07/21/2017 ***.** * 07/21/2017 ***.** *
Bank of America Corp., 6.125% 15sep2021, GBP   GBP 09/15/2021 07/21/2017 ***.** *.** 07/21/2017 ***.** *.**
Bank of America Corp., 6.25% 11sep2018, EUR   EUR 09/11/2018 07/21/2017 ***.**** *.** 07/21/2017 ***.**** *.**
Bank of America Corp., 6.25% perp., USD   USD 07/21/2017 ***.** * 07/21/2017 ***.** *
Bank of America Corp., 6.4% 15aug2019, USD   USD 08/15/2019 07/21/2017 ***.** *.* 07/21/2017 ***.*** *.**
Bank of America Corp., 7% 31jul2028, GBP   GBP 07/31/2028 07/21/2017 ***.** *.** 07/21/2017 ***.** *.**
Bank of America Corp., FRN 14sep2020, EUR   EUR 09/14/2020 07/21/2017 ***.** * 07/21/2017 ***.** *
Bank of America Corp., FRN 15jan2019, USD   USD 01/15/2019 07/21/2017 ***.** * 07/21/2017 ***.** *
Bank of America Corp., FRN 15jan2023, EUR   EUR 01/15/2023 07/21/2017 ***.**** * 07/21/2017 ***.*** *
Bank of America Corp., FRN 19feb2018, EUR   EUR 02/19/2018 07/21/2017 ***.** * 07/21/2017 ***.** *
Bank of America Corp., FRN 19jun2019, EUR   EUR 06/19/2019 07/21/2017 ***.** * 07/21/2017 ***.** *
Bank of America Corp., FRN 24apr2023, USD   USD 04/24/2023 07/21/2017 ***.** * 07/21/2017 ***.** *
Bank of America Corp., FRN 26jul2019, EUR   EUR 07/26/2019 07/21/2017 ***.** * 07/21/2017 ***.** *
Bank of America Corp., FRN 29may2018, EUR   EUR 05/29/2018 07/21/2017 ***.**** * 07/21/2017 ***.**** *
Bank of America Corp., FRN 4may2023, EUR   EUR 05/04/2023 07/21/2017 ***.*** * 07/21/2017 ***.** *
Bank of America Corp., FRN 5aug2021, AUD   AUD 08/05/2021 07/21/2017 ***.** * 07/21/2017 ***.** *
Bank of America Corp., FRN 5mar2020, AUD   AUD 03/05/2020 07/21/2017 ***.** * 07/21/2017 ***.** *
Bank of America Corp., FRN 7feb2022, EUR   EUR 02/07/2022 07/21/2017 ***.* * 07/21/2017 ***.** *
Bank of China (New York), 3.6% 12jul2018, CNY   CNY 07/12/2018 07/21/2017 **.*** *.** 07/21/2017 **.*** *.**
Barrick Gold (USA), 5.8% 15nov2034, USD   USD 11/15/2034 07/21/2017 ***.*** *.** 07/21/2017 ***.*** *.**
Barrick Gold (USA), 5.8% 15nov2034, USD   USD 11/15/2034 07/21/2017 ***.*** *.** 07/21/2017 ***.*** *.**
Barrick Gold (USA), 6.45% 15oct2035, USD   USD 10/15/2035 07/21/2017 ***.*** *.** 07/21/2017 ***.*** *.**
Barrick North America Finance, 4.4% 30may2021, USD   USD 05/30/2021 07/21/2017 ***.** *.** 07/21/2017 ***.*** *.**
Basin Electric Power, 4.75% 26apr2047, USD   USD 04/26/2047 07/21/2017 ***.** *.** 07/21/2017 ***.* *.**
Baxalta Inc, 2.875% 2020, USD   USD 06/23/2020 07/21/2017 *** *.* 07/21/2017 *** *.**
Baxalta Inc, 3.6% 23jun2022, USD   USD 06/23/2022 07/21/2017 ***.*** *.** 07/21/2017 ***.** *.**
Baxalta Inc, 4% 2025, USD   USD 06/23/2025 07/21/2017 ***.** *.** 07/21/2017 ***.** *.**
Baxalta Inc, 4% 23jun2025, USD   USD 06/23/2025 07/21/2017 ***.*** *.** 07/21/2017 ***.* *.**
Baxalta Inc, 5.25% 23jun2045, USD   USD 06/23/2045 07/21/2017 ***.*** *.** 07/21/2017 ***.*** *.**
Baxter International, 1.3% 30may2025, EUR   EUR 05/30/2025 07/21/2017 ***.** *.** 07/21/2017 ***.** *.**
Baxter International, 1.7% 15aug2021, USD   USD 08/15/2021 07/21/2017 **.** *.** 07/21/2017 **.*** *.**
Baxter International, 2.6% 15aug2026, USD   USD 08/15/2026 07/21/2017 **.* *.** 07/21/2017 **.*** *.**
Baxter International, 3.5% 15aug2046, USD   USD 08/15/2046 07/21/2017 **.** *.** 07/21/2017 **.** *.**
Bayer US Finance, 1.5% 6oct2017, USD   USD 10/06/2017 07/21/2017 **.** *.** 07/21/2017 ***.** *.**
Bayer US Finance, 2.375% 8oct2019, USD   USD 10/08/2019 07/21/2017 ***.** *.* 07/21/2017 ***.** *.**
Bayer US Finance, 3% 8oct2021, USD   USD 10/08/2021 07/21/2017 ***.** *.** 07/21/2017 ***.** *.**
Bayer US Finance, 3.375% 8oct2024, USD   USD 10/08/2024 07/21/2017 ***.** *.** 07/21/2017 ***.** *.**
BB&T, 5.375% 15aug2022, USD   USD 08/15/2022 07/21/2017 ***.*** *.** 07/21/2017 ***.*** *.**
Becton Dickinson, 0.368% 6jun2019, EUR   EUR 06/06/2019 07/21/2017 ***.** *.** 07/21/2017 ***.** -*.**
Becton Dickinson, 1% 15dec2022, EUR   EUR 12/15/2022 07/21/2017 ***.** *.** 07/21/2017 ***.** *.**
Becton Dickinson, 1.9% 15dec2026, EUR   EUR 12/15/2026 07/21/2017 ***.** *.** 07/21/2017 ***.** *.**
Becton Dickinson, 3.3% 1mar2023, USD   USD 03/01/2023 07/21/2017 ***.*** *.** 07/21/2017 ***.*** *.**
Becton Dickinson, 3.875% 15may2024, USD   USD 05/15/2024 07/21/2017 ***.** *.** 07/21/2017 ***.** *.**
Belden, 3.375% 15jul2027, EUR   EUR 07/15/2027 07/21/2017 ***.* *.** 07/21/2017 ***.** *.**
Belden, 4.125% 15oct2026, EUR   EUR 10/15/2026 07/21/2017 ***.** *.** 07/21/2017 ***.** *.**
Belden, 5.5% 15apr2023, EUR   EUR 04/15/2023 07/21/2017 ***.** *.** 07/21/2017 ***.* *.**
Berkshire Hathaway, 0.25% 17jan2021, EUR   EUR 01/17/2021 07/21/2017 ***.** *.* 07/21/2017 ***.** *.**
Berkshire Hathaway, 0.5% 13mar2020, EUR   EUR 03/13/2020 07/21/2017 ***.* *.** 07/21/2017 ***.** -*.**
Berkshire Hathaway, 0.625% 17jan2023, EUR   EUR 01/17/2023 07/21/2017 ***.*** *.** 07/21/2017 ***.** *.**
Berkshire Hathaway, 0.75% 16mar2023, EUR   EUR 03/16/2023 07/21/2017 ***.** *.** 07/21/2017 ***.** *.*
Berkshire Hathaway, 0.75% 16mar2027, EUR   EUR 03/16/2027 07/21/2017 **.*** *.** 07/21/2017 **.** *.**
Berkshire Hathaway, 1.15% 15aug2018, USD   USD 08/15/2018 07/21/2017 **.*** *.** 07/21/2017 **.*** *.**
Berkshire Hathaway, 1.3% 15mar2024, EUR   EUR 03/15/2024 07/21/2017 ***.** *.** 07/21/2017 ***.** *.**
Berkshire Hathaway, 1.625% 16mar2035, EUR   EUR 03/16/2035 07/21/2017 **.** *.** 07/21/2017 **.** *.**
Berkshire Hathaway, 2.15% 15mar2028, EUR   EUR 03/15/2028 07/21/2017 ***.*** *.** 07/21/2017 ***.** *.**
Berkshire Hathaway, 2.2% 15mar2021, USD   USD 03/15/2021 07/21/2017 ***.*** *.** 07/21/2017 ***.** *.**
Berkshire Hathaway, 2.75% 15mar2023, USD   USD 03/15/2023 07/21/2017 ***.*** *.* 07/21/2017 ***.** *.**
Berkshire Hathaway, 3.125% 15mar2026, USD   USD 03/15/2026 07/21/2017 ***.** *.** 07/21/2017 ***.*** *.**
Berkshire Hathaway, 4.5% 1feb2045, USD   USD 02/01/2045 07/21/2017 ***.** *.* 07/21/2017 ***.*** *.**
Berkshire Hathaway Energy, 3.5% 1feb2025, USD   USD 02/01/2025 07/21/2017 ***.*** *.** 07/21/2017 ***.*** *.**
Berkshire Hathaway Fin, 1.3% 15aug2019, USD   USD 08/15/2019 07/21/2017 **.*** *.* 07/21/2017 **.** *.**
Berkshire Hathaway Fin, 1.45% 7mar2018, USD   USD 03/07/2018 07/21/2017 **.*** *.** 07/21/2017 ***.** *.**
Berkshire Hathaway Fin, 1.7% 15mar2019, USD   USD 03/15/2019 07/21/2017 ***.** *.** 07/21/2017 ***.** *.*
Berkshire Hathaway Fin, 2% 15aug2018, USD   USD 08/15/2018 07/21/2017 ***.** *.** 07/21/2017 ***.*** *.**
Berkshire Hathaway Fin, 4.4% 15may2042, USD   USD 05/15/2042 07/21/2017 ***.*** *.** 07/21/2017 ***.*** *.**
Berkshire Hathaway Fin, 5.4% 15may2018, USD   USD 05/15/2018 07/21/2017 ***.*** *.* 07/21/2017 ***.*** *.**
Berkshire Hathaway Fin, FRN 10jan2020, USD   USD 01/10/2020 07/21/2017 ***.** * 07/21/2017 ***.** *
Berkshire Hathaway Fin, FRN 11jan2019, USD   USD 01/11/2019 07/21/2017 ***.** * 07/21/2017 ***.** *
Berkshire Hathaway Fin, FRN 15aug2019, USD   USD 08/15/2019 07/21/2017 ***.** * 07/21/2017 ***.** *
Berkshire Hathaway Fin, FRN 15mar2019, USD   USD 03/15/2019 07/21/2017 ***.** * 07/21/2017 ***.** *
Berkshire Hathaway Fin, FRN 7mar2018, USD   USD 03/07/2018 07/21/2017 **.** * 07/21/2017 ***.* *
Berry Plastics Group, 5.125% 15jul2023, USD   USD 07/15/2023 07/21/2017 ***.** *.** 07/21/2017 ***.** *.**
BGC Partners, 5.125% 27may2021, USD   USD 05/27/2021 07/21/2017 ***.*** *.** 07/21/2017 ***.*** *.**
BGC Partners, 5.375% 9dec2019, USD   USD 12/09/2019 07/21/2017 ***.*** *.** 07/21/2017 ***.*** *.**
BGE, 2.4% 15aug2026, USD   USD 08/15/2026 07/21/2017 **.*** *.** 07/21/2017 **.** *.**
BGE, 3.5% 15aug2046, USD   USD 08/15/2046 07/21/2017 **.*** *.** 07/21/2017 **.*** *.**
Bill Barrett, 8.75% 15jun2025, USD   USD 06/15/2025 07/21/2017 **.** **.** 07/21/2017 **.** **.**
Biogen Idec, 2.9% 15sep2020, USD   USD 09/15/2020 07/21/2017 ***.*** *.** 07/21/2017 ***.** *
Biogen Idec, 3.625% 15sep2022, USD   USD 09/15/2022 07/21/2017 ***.*** *.** 07/21/2017 ***.* *.*
Biogen Idec, 4.05% 15sep2025, USD   USD 09/15/2025 07/21/2017 ***.*** *.** 07/21/2017 ***.** *
Biogen Idec, 5.2% 15sep2045, USD   USD 09/15/2045 07/21/2017 ***.** *.** 07/21/2017 ***.** *.**
Black Hills, 3.15% 15jan2027, USD   USD 01/15/2027 07/21/2017 **.*** *.** 07/21/2017 **.*** *.**
Black Hills, 4.2% 15sep2046, USD   USD 09/15/2046 07/21/2017 **.*** *.** 07/21/2017 ***.*** *.**
Blackboard, 7.75% 15nov2019, USD   USD 11/15/2019 07/21/2017 **.** **.* 07/21/2017 **.** **.**
BlackRock, 1.25% 6may2025, EUR   EUR 05/06/2025 07/21/2017 ***.*** * 07/21/2017 ***.** *.**
Blackstone Group, 4.75% 15feb2023, USD   USD 02/15/2023 07/21/2017 ***.** *.** 07/21/2017 ***.** *.**
Blackstone Group, 5% 15jun2044, USD   USD 06/15/2044 07/21/2017 ***.** *.** 07/21/2017 ***.* *.**
Blackstone Holdings Finance, 1% 5oct2026, EUR   EUR 10/05/2026 07/21/2017 **.** *.** 07/21/2017 **.** *.**
Blackstone Holdings Finance, 2% 19may2025, EUR   EUR 05/19/2025 07/21/2017 ***.** *.** 07/21/2017 ***.** *.**
Blackstone Holdings Finance, 4.45% 15jul2045, USD   USD 07/15/2045 07/21/2017 ***.** *.** 07/21/2017 ***.** *.**
Block Financial, 5.25% 1oct2025, USD   USD 10/01/2025 07/21/2017 ***.** *.* 07/21/2017 ***.** *.**
Blue Cube Spinco, 9.75% 15oct2023, USD   USD 10/15/2023 07/21/2017 ***.** *.** 07/21/2017 ***.** *.**
BMW US Capital, 1.125% 18sep2021, EUR   EUR 09/18/2021 07/21/2017 ***.** *.** 07/21/2017 ***.*** *.**
BMW US Capital, 1.45% 13sep2019, USD   USD 09/13/2019 07/21/2017 **.** *.** 07/21/2017 **.** *.**
BMW US Capital, 1.5% 11apr2019, USD   USD 04/11/2019 07/21/2017 **.** *.** 07/21/2017 **.** *.**
BMW US Capital, 1.85% 15sep2021, USD   USD 09/15/2021 07/21/2017 **.** *.** 07/21/2017 **.** *.**
BMW US Capital, 2% 11apr2021, USD   USD 04/11/2021 07/21/2017 **.** *.** 07/21/2017 **.** *.**
BMW US Capital, 2.25% 15sep2023, USD   USD 09/15/2023 07/21/2017 **.** *.** 07/21/2017 **.** *.**
BMW US Capital, 2.75% 2dec2019, AUD   AUD 12/02/2019 07/21/2017 ***.** *.* 07/21/2017 ***.** *.**
BMW US Capital, 2.8% 11apr2026, USD   USD 04/11/2026 07/21/2017 **.** *.** 07/21/2017 **.** *.**
BMW US Capital, FRN 18mar2019, EUR   EUR 03/18/2019 07/21/2017 ***.** * 07/21/2017 ***.*** *
BNSF, 3% 1apr2025, USD   USD 04/01/2025 07/21/2017 ***.*** *.** 07/21/2017 ***.* *.*
BNSF, 3.25% 15jun2027, USD   USD 06/15/2027 07/21/2017 ***.*** *.** 07/21/2017 ***.** *.**
BNSF, 4.125% 15jun2047, USD   USD 06/15/2047 07/21/2017 ***.*** *.* 07/21/2017 ***.*** *.**
BNSF, 4.15% 1apr2045, USD   USD 04/01/2045 07/21/2017 ***.*** *.** 07/21/2017 ***.*** *.**
BNY Mellon, 4.62% perp., USD   USD 07/21/2017 ***.** * 07/21/2017 ***.** *
Boardwalk Pipeline Partners, 4.45% 15jul2027, USD   USD 07/15/2027 07/21/2017 ***.*** *.** 07/21/2017 ***.*** *.**
Boeing, 1.875% 15jun2023, USD   USD 06/15/2023 07/21/2017 **.** *.** 07/21/2017 **.** *.**
Boeing, 2.125% 1mar2022, USD   USD 03/01/2022 07/21/2017 ***.** *.** 07/21/2017 ***.*** *.**
Boeing, 2.25% 15jun2026, USD   USD 06/15/2026 07/21/2017 **.*** *.** 07/21/2017 **.** *.**
Boeing, 2.8% 1mar2027, USD   USD 03/01/2027 07/21/2017 **.*** *.** 07/21/2017 **.** *.**
Boeing, 3.375% 15jun2046, USD   USD 06/15/2046 07/21/2017 **.** *.** 07/21/2017 **.** *.**
Boeing, 3.65% 1mar2047, USD   USD 03/01/2047 07/21/2017 ***.** *.** 07/21/2017 ***.** *.**
Bonanza, 6.75% 15apr2021, USD   USD 04/15/2021 07/21/2017 **.* **.** 07/21/2017 **.** **.**
BorgWarner, 1.80% 7nov2022, EUR   EUR 11/07/2022 07/21/2017 ***.** *.** 07/21/2017 ***.** *.**
BorgWarner, 3.375% 15mar2025, USD   USD 03/15/2025 07/21/2017 ***.*** *.** 07/21/2017 ***.** *.**
BorgWarner, 4.375% 15mar2045, USD   USD 03/15/2045 07/21/2017 ***.*** *.** 07/21/2017 ***.** *.*
Boston Properties Inc, 2.750% 1oct2026, USD   USD 10/01/2026 07/21/2017 **.*** *.** 07/21/2017 **.*** *.**
Boston Scientific, 2.85% 15may2020, USD   USD 05/15/2020 07/21/2017 ***.*** *.** 07/21/2017 ***.** *.**
Boston Scientific, 3.375% 15may2022, USD   USD 05/15/2022 07/21/2017 ***.** *.** 07/21/2017 ***.** *.**
Boston Scientific, 3.85% 15may2025, USD   USD 05/15/2025 07/21/2017 ***.*** *.** 07/21/2017 ***.*** *.**
BP Capital Markets America, 4.2% 15jun2018, USD   USD 06/15/2018 07/21/2017 ***.*** *.** 07/21/2017 ***.*** *.**
BreitBurn Energy Partners, 7.875% 15apr2022, USD   USD 04/15/2022 07/21/2017 **.* **.** 07/21/2017 **.** **.**
Brighthouse Financial, 3.7% 22jun2027, USD   USD 06/22/2027 07/21/2017 **.** *.** 07/21/2017 **.** *.*
Brighthouse Financial, 4.7% 22jun2047, USD   USD 06/22/2047 07/21/2017 **.** *.** 07/21/2017 **.** *.**
Bristol Myers Squibb, 1% 15may2025, EUR   EUR 05/15/2025 07/21/2017 ***.** *.* 07/21/2017 ***.** *.**
Bristol Myers Squibb, 1.6% 27feb2019, USD   USD 02/27/2019 07/21/2017 ***.*** *.* 07/21/2017 ***.** *.**
Bristol Myers Squibb, 1.75% 15may2035, EUR   EUR 05/15/2035 07/21/2017 **.** *.** 07/21/2017 ** *.**
Bristol Myers Squibb, 3.25% 1nov2023, USD   USD 11/01/2023 07/21/2017 ***.** *.* 07/21/2017 ***.** *.*
Bristol Myers Squibb, 3.25% 27feb2027, USD   USD 02/27/2027 07/21/2017 ***.*** *.** 07/21/2017 ***.*** *.**
British Transco Finance Inc, 6.625% 1jun2018   USD 06/01/2018 07/21/2017 ***.*** *.** 07/21/2017 ***.*** *.**
Brixmor OP, 3.25% 15sep2023, USD   USD 09/15/2023 07/21/2017 **.*** *.** 07/21/2017 **.** *.**
Brixmor OP, 3.65% 15jun2024, USD   USD 06/15/2024 07/21/2017 **.*** *.** 07/21/2017 **.*** *.**
Brixmor OP, 3.9% 15mar2027, USD   USD 03/15/2027 07/21/2017 **.*** *.** 07/21/2017 **.** *.**
Broadcom, 2.375% 15jan2020, USD   USD 01/15/2020 07/21/2017 ***.** *.** 07/21/2017 ***.** *.**
Broadcom, 3% 15jan2022, USD   USD 01/15/2022 07/21/2017 ***.** *.** 07/21/2017 ***.** *.**
Broadcom, 3.625% 15jan2024, USD   USD 01/15/2024 07/21/2017 ***.** *.** 07/21/2017 ***.** *.**
Broadcom, 3.875% 15jan2027, USD   USD 01/15/2027 07/21/2017 ***.** *.* 07/21/2017 ***.* *.**
Brown-Forman, 1.2% 7jul2026, EUR   EUR 07/07/2026 07/21/2017 **.*** *.** 07/21/2017 **.** *.**
Brown-Forman, 2.6% 7jul2028, GBP   GBP 07/07/2028 07/21/2017 ***.* *.** 07/21/2017 ***.* *.**
Buckeye Partners, 3.95% 1dec2026, USD   USD 12/01/2026 07/21/2017 ***.*** *.** 07/21/2017 ***.** *.**
Bunge Limited Finance, 3.25% 15aug2026, USD   USD 08/15/2026 07/21/2017 **.** *.** 07/21/2017 **.* *.**
Bunge Ltd, 1.85% 16jun2023, EUR   EUR 06/16/2023 07/21/2017 ***.*** *.** 07/21/2017 ***.** *.*
Burger King, 4.625% 15jan2022, USD   USD 01/15/2022 07/21/2017 ***.** *.** 07/21/2017 ***.** *
Burger King, 6% 1apr2022, USD   USD 04/01/2022 07/21/2017 ***.* *.** 07/21/2017 ***.** *.**
BWAY, 7.25% 15apr2025, USD   USD 04/15/2025 07/21/2017 ***.** *.** 07/21/2017 ***.** *.**
C&S Group, 5.375% 15jul2022, USD   USD 07/15/2022 07/21/2017 **.** *.** 07/21/2017 ***.** *.**
CA Technologies, 3.6% 1aug2020, USD   USD 08/01/2020 07/21/2017 ***.*** *.** 07/21/2017 ***.** *.**
CA Technologies, 5.375% 1dec2019, USD   USD 12/01/2019 07/21/2017 ***.*** *.** 07/21/2017 ***.*** *.**
CA, Inc., 3.6% 15aug2022, USD   USD 08/15/2022 07/21/2017 ***.*** *.** 07/21/2017 ***.** *.**
CA, Inc., 4.7% 15mar2027, USD   USD 03/15/2027 07/21/2017 ***.* *.** 07/21/2017 ***.** *.**
Cable One Inc., 5.75% 15jun2022   USD 06/15/2022 07/21/2017 *** *.** 07/21/2017 ***.** *.**
Cablevision Systems, 8.625% 15sep2017, USD   USD 09/15/2017 07/21/2017 **.** **.** 07/21/2017 ***.** -*.**
California Resources, 5.5% 15sep2021, USD   USD 09/15/2021 07/21/2017 **.** **.** 07/21/2017 **.** **.**
California Resources, 6% 15nov2024, USD   USD 11/15/2024 07/21/2017 **.** **.** 07/21/2017 **.** **.**
California Resources, 6% 15nov2024, USD   USD 11/15/2024 07/21/2017 **.** **.** 07/21/2017 **.** **.**
California Resources, 8% 15dec2022, USD   USD 12/15/2022 07/21/2017 **.** **.** 07/21/2017 **.** **.**
Calpine, 5.25% 1jun2026, USD   USD 06/01/2026 07/21/2017 **.* *.** 07/21/2017 **.** *.**
Calpine, 5.5% 1feb2024, USD   USD 02/01/2024 07/21/2017 **.** *.** 07/21/2017 **.** *.**
Cameron International, 5.125% 15dec2043, USD   USD 12/15/2043 07/21/2017 ***.** *.** 07/21/2017 ***.** *.**
Cameron International, 6.375% 15jul2018, USD   USD 07/15/2018 07/21/2017 ***.*** *.** 07/21/2017 ***.*** *.**
Campbell Soup, 3.3% 19mar2025, USD   USD 03/19/2025 07/21/2017 ***.*** *.** 07/21/2017 ***.*** *.**
Capital One Bank (USA), 2.3% 5jun2019, USD   USD 06/05/2019 07/21/2017 ***.** *.** 07/21/2017 ***.** *.**
Capital One Financial Corporation, 2.5% 12may2020, USD   USD 05/12/2020 07/21/2017 ***.*** *.** 07/21/2017 ***.*** *.**
Capital One Financial Corporation, 2.95% 23jul2021, USD   USD 07/23/2021 07/21/2017 ***.*** *.** 07/21/2017 ***.** *.**
Capital One Financial Corporation, 3.05% 9mar2022, USD   USD 03/09/2022 07/21/2017 ***.*** *.* 07/21/2017 ***.* *.**
Capital One Financial Corporation, 3.2% 5feb2025, USD   USD 02/05/2025 07/21/2017 **.*** *.** 07/21/2017 **.** *.**
Capital One Financial Corporation, 3.75% 28jul2026, USD   USD 07/28/2026 07/21/2017 **.*** *.** 07/21/2017 **.*** *.**
Capital One Financial Corporation, 3.75% 9mar2027, USD   USD 03/09/2027 07/21/2017 ***.** *.** 07/21/2017 ***.*** *.**
Capital One, N.A., 2.25% 13sep2021, USD   USD 09/13/2021 07/21/2017 **.*** *.** 07/21/2017 **.*** *.**
Cardinal Health, 1.948% 14jun2019, USD   USD 06/14/2019 07/21/2017 ***.*** *.** 07/21/2017 ***.** *.**
Cardinal Health, 1.95% 15jun2018, USD   USD 06/15/2018 07/21/2017 ***.*** *.** 07/21/2017 ***.*** *.**
Cardinal Health, 2.616% 15jun2022, USD   USD 06/15/2022 07/21/2017 ***.*** *.** 07/21/2017 ***.*** *.**
Cardinal Health, 3.079% 15jun2024, USD   USD 06/15/2024 07/21/2017 ***.*** *.** 07/21/2017 ***.*** *.**
Cardinal Health, 3.41% 15jun2027, USD   USD 06/15/2027 07/21/2017 ***.*** *.* 07/21/2017 ***.*** *.**
Cardinal Health, 3.75% 15sep2025, USD   USD 09/15/2025 07/21/2017 ***.*** *.** 07/21/2017 ***.*** *.**
Cardinal Health, 4.368% 15jun2047, USD   USD 06/15/2047 07/21/2017 ***.*** *.** 07/21/2017 ***.*** *.**
Cardinal Health, 4.9% 15sep2045, USD   USD 09/15/2045 07/21/2017 ***.*** *.** 07/21/2017 ***.** *.**
Cardinal Health, FRN 15jun2022, USD   USD 06/15/2022 07/21/2017 ***.* * 07/21/2017 ***.** *
Cargill Inc, 1.875% 4sep2019, EUR   EUR 09/04/2019 07/21/2017 ***.** *.** 07/21/2017 ***.** *
Cargill Inc, 2.5% 15feb2023, EUR   EUR 02/15/2023 07/21/2017 ***.** *.** 07/21/2017 ***.** *.**
Cargill Inc, 5.375% 2mar2037, GBP   GBP 03/02/2037 07/21/2017 ***.**** *.** 07/21/2017 ***.**** *.**
Carlson Travel, FRN 15jun2023, EUR   EUR 06/15/2023 07/21/2017 ***.*** * 07/21/2017 ***.** *
Carmike Cinemas, 6% 15jun2023, USD   USD 06/15/2023 07/21/2017 ***.** *.** 07/21/2017 *** *.**
Carnival Corp, 1.625% 22feb2021, EUR   EUR 02/22/2021 07/21/2017 ***.** *.** 07/21/2017 ***.*** *.**
Carpenter, 4.45% 1mar2023, USD   USD 03/01/2023 07/21/2017 ***.** *.** 07/21/2017 ***.** *.**
Catalent Pharma Solutions, 4.75% 15dec2024, EUR   EUR 12/15/2024 07/21/2017 ***.** *.** 07/21/2017 ***.** *.**
Caterpillar, 3.4% 15may2024, USD   USD 05/15/2024 07/21/2017 ***.*** *.* 07/21/2017 ***.*** *.**
Caterpillar, 3.55% 23jun2018, CNY   CNY 06/23/2018 07/21/2017 **.** *.** 07/21/2017 **.** *.**
Caterpillar, 4.75% 15may2064, USD   USD 05/15/2064 07/21/2017 ***.*** *.** 07/21/2017 ***.** *.*
Caterpillar Financial Services, 1.35% 18may2019, USD   USD 05/18/2019 07/21/2017 **.*** *.** 07/21/2017 **.** *.**
Caterpillar Financial Services, 1.931% 1oct2021, USD   USD 10/01/2021 07/21/2017 **.*** *.** 07/21/2017 **.*** *.**
Caterpillar Financial Services, 2% 5mar2020, USD   USD 03/05/2020 07/21/2017 ***.** *.** 07/21/2017 ***.** *.**
Caterpillar Financial Services, 3.4% 25nov2017, CNY   CNY 11/25/2017 07/21/2017 **.** *.** 07/21/2017 **.* *.**
Caterpillar Financial Services, FRN 20nov2017, USD   USD 11/20/2017 07/21/2017 ***.** * 07/21/2017 ***.** *
CBL, 5.25% 1dec2023, USD   USD 12/01/2023 07/21/2017 **.*** *.** 07/21/2017 **.*** *.**
CBL & Associates Limited Partnership, 5.95% 15dec2026, USD   USD 12/15/2026 07/21/2017 ***.*** *.** 07/21/2017 ***.*** *.**
CBOE Holdings, 3.65% 12jan2027, USD   USD 01/12/2027 07/21/2017 ***.*** *.** 07/21/2017 ***.*** *.**
CBRE Group, 4.875% 1mar2026, USD   USD 03/01/2026 07/21/2017 ***.*** *.** 07/21/2017 ***.** *.*
CBRE Group, 5.25% 15mar2025, USD   USD 03/15/2025 07/21/2017 ***.*** *.** 07/21/2017 ***.** *.*
CBS, 2.5% 15feb2023, USD   USD 02/15/2023 07/21/2017 **.* *.** 07/21/2017 **.** *.*
CBS, 3.5% 15jan2025, USD   USD 01/15/2025 07/21/2017 ***.*** *.** 07/21/2017 ***.** *.**
CBS, 4% 15jan2025, USD   USD 01/15/2026 07/21/2017 ***.** *.** 07/21/2017 ***.** *.**
CBS, 4.6% 15jan2045, USD   USD 01/15/2045 07/21/2017 ***.*** *.* 07/21/2017 ***.*** *.**
CCO Holdings, 5.375% 1may2047, USD   USD 05/01/2047 07/21/2017 ***.** *.** 07/21/2017 ***.** *.**
CD&R Waterworks Merger, 6.125% 15aug2025, USD   USD 08/15/2025 07/21/2017 ***.** *.** 07/21/2017 ***.** *.**
Celanese, 1.125% 26sep2023, EUR   EUR 09/26/2023 07/21/2017 **.** *.** 07/21/2017 **.** *.**
Celanese, 3.25% 15oct2019, EUR   EUR 10/15/2019 07/21/2017 ***.** *.** 07/21/2017 ***.** *.**
Celgene, 2.125% 15aug2018, USD   USD 08/15/2018 07/21/2017 ***.* *.** 07/21/2017 ***.** *.**
Celgene, 2.875% 15aug2020, USD   USD 08/15/2020 07/21/2017 ***.*** *.** 07/21/2017 ***.** *.**
Celgene, 3.55% 15aug2022, USD   USD 08/15/2022 07/21/2017 ***.*** *.** 07/21/2017 ***.** *.**
Celgene, 3.875% 15aug2025, USD   USD 08/15/2025 07/21/2017 ***.*** *.** 07/21/2017 ***.*** *.**
Celgene, 5% 15aug2045, USD   USD 08/15/2045 07/21/2017 ***.*** *.** 07/21/2017 ***.** *.**
Centene, 5.625% 15feb2021, USD   USD 02/15/2021 07/21/2017 ***.* *.** 07/21/2017 ***.** *.**
CenturyLink, 5.625% 1apr2025, USD   USD 04/01/2025 07/21/2017 **.* *.** 07/21/2017 **.* *.**
CenturyLink, 5.8% 15mar2022, USD   USD 03/15/2022 07/21/2017 *** *.** 07/21/2017 ***.** *.**
CenturyLink, 7.5% 1apr2024, USD   USD 04/01/2024 07/21/2017 ***.** *.** 07/21/2017 ***.** *.**
CenturyLink, 7.65% 15mar2042, USD   USD 03/15/2042 07/21/2017 **.** *.** 07/21/2017 **.** *.**
CF Industries, Inc., 4.5% 1dec2026, USD   USD 12/01/2026 07/21/2017 ***.** *.** 07/21/2017 ***.* *.**
Charles Schwab, 1.5% 10mar2018, USD   USD 03/10/2018 07/21/2017 **.*** *.** 07/21/2017 ***.** *.**
Charles Schwab, 3% 10mar2025, USD   USD 03/10/2025 07/21/2017 ***.*** *.** 07/21/2017 ***.*** *.**
Charles Schwab, 3.2% 2mar2027, USD   USD 03/02/2027 07/21/2017 ***.*** *.** 07/21/2017 ***.** *.**
Charles Schwab, 4.625% perp., USD   USD 07/21/2017 ***.** * 07/21/2017 ***.** *
Charter Communications Operating, 3.579% 23jul2020, USD   USD 07/23/2020 07/21/2017 ***.** *.** 07/21/2017 ***.** *.**
Charter Communications Operating, 3.75% 15feb2028, USD   USD 02/15/2028 07/21/2017 **.** *.** 07/21/2017 **.** *.**
Charter Communications Operating, 4.464% 23jul2022, USD   USD 07/23/2022 07/21/2017 ***.** *.** 07/21/2017 ***.** *.**
Charter Communications Operating, 4.908% 23jul2025, USD   USD 07/23/2025 07/21/2017 ***.** *.** 07/21/2017 ***.** *.**
Chemours, 5.375% 15may2027, USD   USD 05/15/2027 07/21/2017 ***.** *.** 07/21/2017 ***.** *.**
Chemours, 6.125% 15may2023, EUR   EUR 05/15/2023 07/21/2017 ***.*** *.** 07/21/2017 ***.* *.**
Chemours, 6.125% 2023, EUR   EUR 05/15/2023 07/21/2017 **.** *.** 07/21/2017 **.** *.**
Cheniere Corpus Christi Holdings, 5.125% 30jun2027, USD   USD 06/30/2027 07/21/2017 ***.* *.** 07/21/2017 ***.* *.**
Chesapeake Energy, 6.875% 15nov2020, USD   USD 11/15/2020 07/21/2017 ***.** *.** 07/21/2017 ***.* *.**
Chesapeake Energy, 8% 15dec2022, USD   USD 12/15/2022 07/21/2017 *** *.** 07/21/2017 ***.* *.**
Chesapeake Energy, 8% 15jan2025, USD   USD 01/15/2025 07/21/2017 ***.** *.** 07/21/2017 ***.** *.**
Chesapeake Energy, 8% 15jun2027, USD   USD 06/15/2027 07/21/2017 **.** *.** 07/21/2017 **.** *.**
Chevron, 1.345% 15nov2017, USD   USD 11/15/2017 07/21/2017 **.*** *.* 07/21/2017 ***.** *.**
Chevron, 1.365% 2mar2018, USD   USD 03/02/2018 07/21/2017 **.*** *.* 07/21/2017 *** *.**
Chevron, 1.686% 28feb2019, USD   USD 02/28/2019 07/21/2017 ***.** *.** 07/21/2017 ***.** *.**
Chevron, 1.7% 1may2018, USD   USD 05/01/2018 07/21/2017 **.** *.** 07/21/2017 ***.** *.**
Chevron, 1.961% 3mar2020, USD   USD 03/03/2020 07/21/2017 ***.*** *.** 07/21/2017 ***.** *.**
Chevron, 1.991% 3mar2020, USD   USD 03/03/2020 07/21/2017 ***.** *.** 07/21/2017 ***.*** *.**
Chevron, 2.355% 5dec2022, USD   USD 12/05/2022 07/21/2017 ***.*** *.** 07/21/2017 ***.*** *.**
Chevron, 2.411% 3mar2022, USD   USD 03/03/2022 07/21/2017 ***.** *.** 07/21/2017 ***.*** *.**
Chevron, 2.45% 1may2020, USD   USD 05/01/2020 07/21/2017 ***.** *.** 07/21/2017 ***.** *.**
Chevron, 2.498% 3mar2022, USD   USD 03/03/2022 07/21/2017 ***.*** *.* 07/21/2017 ***.*** *.**
Chevron, 2.895% 3mar2024, USD   USD 03/03/2024 07/21/2017 ***.*** *.** 07/21/2017 ***.** *.**
Chevron, FRN 16may2018, USD   USD 05/16/2018 07/21/2017 ***.** * 07/21/2017 ***.** *
Chevron, FRN 1may2020, USD   USD 05/01/2020 07/21/2017 ***.** * 07/21/2017 ***.** *
Chevron, FRN 28feb2019, USD   USD 02/28/2019 07/21/2017 ***.** * 07/21/2017 ***.** *
Chevron, FRN 3mar2020, USD   USD 03/03/2020 07/21/2017 ***.** * 07/21/2017 ***.** *
Chevron, FRN 3mar2022, USD   USD 03/03/2022 07/21/2017 ***.** * 07/21/2017 ***.** *
Chevron, FRN 3mar2022, USD   USD 03/03/2022 07/21/2017 ***.** * 07/21/2017 ***.** *
Chevron Phillips Chemical, 3.4% 1dec2026, USD   USD 12/01/2026 07/21/2017 ***.** *.** 07/21/2017 ***.** *.**
China Merchants Bank (NY), 2.375% 14may2018   USD 05/14/2018 07/21/2017 **.** *.** 07/21/2017 ***.** *.**
Chubb INA Holdings, 3.15% 15mar2025, USD   USD 03/15/2025 07/21/2017 ***.*** *.** 07/21/2017 ***.*** *.**
Cigna, 3.25% 15apr2025, USD   USD 04/15/2025 07/21/2017 ***.*** *.** 07/21/2017 ***.*** *
Cimarex Energy, 3.9% 15may2027, USD   USD 05/15/2027 07/21/2017 ***.* *.* 07/21/2017 ***.** *.**
Cisco Systems, 1.4% 20sep2019, USD   USD 09/20/2019 07/21/2017 **.*** *.** 07/21/2017 **.** *.**
Cisco Systems, 1.4% 28feb2018, USD   USD 02/28/2018 07/21/2017 ***.*** *.** 07/21/2017 ***.** *.**
Cisco Systems, 1.65% 15jun2018, USD   USD 06/15/2018 07/21/2017 ***.* *.** 07/21/2017 ***.** *.**
Cisco Systems, 1.85% 20sep2021, USD   USD 09/20/2021 07/21/2017 **.*** *.** 07/21/2017 **.** *.**
Cisco Systems, 2.2% 20sep2023, USD   USD 09/20/2023 07/21/2017 **.** *.** 07/21/2017 **.** *.**
Cisco Systems, 2.45% 15jun2020, USD   USD 06/15/2020 07/21/2017 ***.*** *.** 07/21/2017 ***.*** *.**
Cisco Systems, 2.5% 20sep2026, USD   USD 09/20/2026 07/21/2017 **.** *.** 07/21/2017 **.** *.**
Cisco Systems, 3% 15jun2022, USD   USD 06/15/2022 07/21/2017 ***.*** *.** 07/21/2017 ***.** *.**
Cisco Systems, 3.5% 15jun2025, USD   USD 06/15/2025 07/21/2017 ***.*** *.** 07/21/2017 ***.*** *.**
Cisco Systems, FRN 15jun2018, USD   USD 06/15/2018 07/21/2017 ***.** * 07/21/2017 ***.** *
Cisco Systems, FRN 1mar2019, USD   USD 03/01/2019 07/21/2017 ***.** * 07/21/2017 ***.** *
Cisco Systems, FRN 20sep2019, USD   USD 09/20/2019 07/21/2017 ***.** * 07/21/2017 ***.** *
CIT Group, 5% 1aug2023, USD   USD 08/01/2023 07/21/2017 ***.** *.** 07/21/2017 ***.** *.**
CIT Group, 5.5% 15feb2019, USD (ABS)   USD 02/15/2019 07/21/2017 ***.** *.** 07/21/2017 ***.* *.**
Citgo Holding, 10.75% 15feb2020, USD   USD 02/15/2020 07/21/2017 ***.** *.** 07/21/2017 ***.** *.**
Citigroup, 0.457% 18feb2021, JPY   JPY 02/18/2021 07/21/2017 ***.** *.** 07/21/2017 ***.** *.**
Citigroup, 0.5% 22nov2024, CHF   CHF 11/22/2024 07/21/2017 *** *.* 07/21/2017 ***.* *.**
Citigroup, 0.75% 26oct2023, EUR   EUR 10/26/2023 07/21/2017 **.** *.** 07/21/2017 **.* *.**
Citigroup, 1.5% 26oct2028, EUR   EUR 10/26/2028 07/21/2017 **.** *.** 07/21/2017 **.** *.**
Citigroup, 1.55% 14aug2017, USD   USD 08/14/2017 07/21/2017 **.** *.** 07/21/2017 ***.** *.**
Citigroup, 1.7% 27apr2018, USD   USD 04/27/2018 07/21/2017 **.*** *.** 07/21/2017 ***.*** *.**
Citigroup, 1.75% 27oct2021, EUR   EUR 10/27/2021 07/21/2017 ***.** *.** 07/21/2017 ***.** *.**
Citigroup, 1.75% 28jan2025, EUR   EUR 01/28/2025 07/21/2017 ***.** *.** 07/21/2017 ***.** *.**
Citigroup, 1.75% 29jan2018, EUR   EUR 01/29/2018 07/21/2017 ***.** -*.** 07/21/2017 ***.** -*.**
Citigroup, 1.85% 24nov2017, USD   USD 11/24/2017 07/21/2017 ***.* *.** 07/21/2017 ***.** *.**
Citigroup, 11.3% 28sep2020, BRL   BRL 09/28/2020 07/21/2017 **.** **.* 07/21/2017 ***.** *.**
Citigroup, 2.125% 10sep2026, EUR   EUR 09/10/2026 07/21/2017 ***.** *.** 07/21/2017 ***.* *.*
Citigroup, 2.35% 2aug2021, USD   USD 08/02/2021 07/21/2017 **.*** *.** 07/21/2017 **.** *.*
Citigroup, 2.375% 22may2024, EUR   EUR 05/22/2024 07/21/2017 ***.** *.** 07/21/2017 ***.** *.**
Citigroup, 2.4% 18feb2020, USD   USD 02/18/2020 07/21/2017 ***.** *.** 07/21/2017 ***.** *.**
Citigroup, 2.5% 29jul2019, USD   USD 07/29/2019 07/21/2017 ***.** *.** 07/21/2017 ***.*** *.**
Citigroup, 2.75% 25apr2022, USD   USD 04/25/2022 07/21/2017 ***.** *.** 07/21/2017 ***.*** *.**
Citigroup, 2.75% 6apr2021, CHF   CHF 04/06/2021 07/21/2017 ***.** * 07/21/2017 ***.* *
Citigroup, 3% 25jun2018, NOK   NOK 06/25/2018 07/21/2017 ***.** *.** 07/21/2017 ***.** *.**
Citigroup, 3.3% 27apr2025, USD   USD 04/27/2025 07/21/2017 ***.** *.** 07/21/2017 ***.** *.**
Citigroup, 3.39% 18nov2021, CAD   CAD 11/18/2021 07/21/2017 ***.* *.** 07/21/2017 ***.** *.**
Citigroup, 3.4% 21dec2018, EUR   EUR 12/21/2018 07/21/2017 ***.** *.** 07/21/2017 ***.** -*.**
Citigroup, 3.75% 27oct2023, AUD   AUD 10/27/2023 07/21/2017 ***.* *.** 07/21/2017 ***.** *.**
Citigroup, 3.75% 4may2021, AUD   AUD 05/04/2021 07/21/2017 ***.** *.** 07/21/2017 ***.** *.**
Citigroup, 3.875% 26mar2025, USD   USD 03/26/2025 07/21/2017 ***.*** *.** 07/21/2017 ***.** *.**
Citigroup, 4.09% 9jun2025, CAD   CAD 06/09/2025 07/21/2017 ***.** *.** 07/21/2017 ***.** *.**
Citigroup, 4.125% 25jul2028, USD   USD 07/25/2028 07/21/2017 ***.*** *.** 07/21/2017 ***.** *.**
Citigroup, 4.25% 25feb2030, EUR   EUR 02/25/2030 07/21/2017 ***.* * 07/21/2017 ***.** *
Citigroup, 4.281% 24apr2048, USD   USD 04/24/2048 07/21/2017 ***.** *.* 07/21/2017 ***.** *.**
Citigroup, 4.3% 20nov2026, USD   USD 11/20/2026 07/21/2017 ***.* *.** 07/21/2017 ***.** *.**
Citigroup, 4.375% 2nov2018, EUR   EUR 11/02/2018 07/21/2017 ***.** -*.** 07/21/2017 ***.** -*.**
Citigroup, 4.5% 3mar2031, GBP   GBP 03/03/2031 07/21/2017 ***.* *.* 07/21/2017 ***.** *.**
Citigroup, 4.65% 11oct2022, CAD   CAD 10/11/2022 07/21/2017 ***.** * 07/21/2017 ***.** *
Citigroup, 4.75% 10feb2019, EUR   EUR 02/10/2019 07/21/2017 ***.** * 07/21/2017 ***.*** *
Citigroup, 5% 2aug2019, EUR   EUR 08/02/2019 07/21/2017 ***.** -*.** 07/21/2017 ***.** -*.**
Citigroup, 5.125% 12dec2018, GBP   GBP 12/12/2018 07/21/2017 ***.** *.** 07/21/2017 ***.** *.**
Citigroup, 5.13% 12nov2019, NZD   NZD 11/12/2019 07/21/2017 ***.*** *.** 07/21/2017 ***.** *.**
Citigroup, 5.15% 21may2026, GBP   GBP 05/21/2026 07/21/2017 ***.** *.** 07/21/2017 ***.* *.**
Citigroup, 5.16% 24may2027, CAD   CAD 05/24/2027 07/21/2017 ***.** * 07/21/2017 ***.** *
Citigroup, 5.3% 6may2044, USD   USD 05/06/2044 07/21/2017 ***.** *.** 07/21/2017 ***.** *.**
Citigroup, 5.35% perp., USD   USD 07/21/2017 ***.** * 07/21/2017 ***.* *
Citigroup, 5.875% 1jul2024, GBP   GBP 07/01/2024 07/21/2017 ***.** *.** 07/21/2017 ***.** *.**
Citigroup, 5.875% 22feb2033, USD   USD 02/22/2033 07/21/2017 ***.*** *.** 07/21/2017 ***.*** *.**
Citigroup, 5.875% perp., USD   USD 07/21/2017 ***.** * 07/21/2017 ***.** *
Citigroup, 5.95% perp., USD   USD 07/21/2017 ***.** * 07/21/2017 ***.* *
Citigroup, 6% 15aug2017, USD   USD 08/15/2017 07/21/2017 ***.** *.** 07/21/2017 ***.** *.**
Citigroup, 6.125% perp., USD   USD 07/21/2017 ***.** * 07/21/2017 ***.** *
Citigroup, 6.25% 2sep2019, GBP   GBP 09/02/2019 07/21/2017 ***.* *.** 07/21/2017 ***.** *.**
Citigroup, 6.25% perp., USD   USD 07/21/2017 ***.** * 07/21/2017 ***.** *
Citigroup, 6.3% perp., USD   USD 07/21/2017 *** * 07/21/2017 ***.** *
Citigroup, 6.5% 16aug2030, GBP   GBP 08/16/2030 07/21/2017 ***.** *.** 07/21/2017 ***.** *.**
Citigroup, 6.8% 25jun2038, GBP   GBP 06/25/2038 07/21/2017 ***.** *.** 07/21/2017 ***.** *.**
Citigroup, 7.375% 1sep2039, GBP   GBP 09/01/2039 07/21/2017 ***.*** * 07/21/2017 ***.** *.**
Citigroup, 7.375% 4sep2019, EUR   EUR 09/04/2019 07/21/2017 ***.** -*.** 07/21/2017 ***.** -*.**
Citigroup, 7.625% 3apr2018, GBP   GBP 04/03/2018 07/21/2017 ***.** *.** 07/21/2017 ***.* *.**
Citigroup, FRN 11nov2019, EUR   EUR 11/11/2019 07/21/2017 ***.** * 07/21/2017 ***.* *
Citigroup, FRN 14aug2017, USD   USD 08/14/2017 07/21/2017 **.** * 07/21/2017 ***.** *
Citigroup, FRN 17may2024, USD   USD 05/17/2024 07/21/2017 ***.** * 07/21/2017 ***.* *
Citigroup, FRN 1sep2023, USD   USD 09/01/2023 07/21/2017 ***.** * 07/21/2017 ***.** *
Citigroup, FRN 24jul2023, USD   USD 07/24/2023 07/21/2017 **.** * 07/21/2017 ***.** *
Citigroup, FRN 24may2021, EUR   EUR 05/24/2021 07/21/2017 ***.** * 07/21/2017 ***.* *
Citigroup, FRN 24nov2017, USD   USD 11/24/2017 07/21/2017 **.** * 07/21/2017 ***.** *
Citigroup, FRN 25apr2022, USD   USD 04/25/2022 07/21/2017 ***.** * 07/21/2017 ***.** *
Citigroup, FRN 27apr2018, USD   USD 04/27/2018 07/21/2017 ***.** * 07/21/2017 ***.** *
Citigroup, FRN 27oct2023, AUD   AUD 10/27/2023 07/21/2017 ***.** * 07/21/2017 ***.** *
Citigroup, FRN 2aug2021, USD   USD 08/02/2021 07/21/2017 ***.** * 07/21/2017 ***.** *
Citigroup, FRN 4may2021, AUD   AUD 05/04/2021 07/21/2017 ***.** * 07/21/2017 ***.* *
Citigroup, FRN 6jan2020, USD   USD 01/06/2020 07/21/2017 **.**** * 07/21/2017 **.**** *
Citigroup, FRN 7aug2019, AUD   AUD 08/07/2019 07/21/2017 ***.** * 07/21/2017 ***.** *
Citigroup Funding Inc., 5.5% 13sep2025, USD   USD 09/13/2025 07/21/2017 ***.** *.** 07/21/2017 ***.** *.**
Citizens Financial Group, 2.375% 28jul2021, USD   USD 07/28/2021 07/21/2017 **.*** *.** 07/21/2017 **.*** *.*
Cleco Corporation, 4.973% 1may2046, USD   USD 05/01/2046 07/21/2017 ***.*** *.** 07/21/2017 ***.*** *.**
Cliffs Natural Resources, 5.75% 1mar2025, USD   USD 03/01/2025 07/21/2017 **.** *.** 07/21/2017 **.** *.**
Cliffs Natural Resources, 5.9% 15mar2020, USD   USD 03/15/2020 07/21/2017 **.** *.** 07/21/2017 ***.* *.**
Cliffs Natural Resources, 8.25% 31mar2020, USD   USD 03/31/2020 07/21/2017 ***.** *.** 07/21/2017 ***.** *.**
CME Group, 3% 15mar2025, USD   USD 03/15/2025 07/21/2017 ***.*** *.** 07/21/2017 ***.** *.**
CMS Energy, 2.95% 15feb2027, USD   USD 02/15/2027 07/21/2017 **.*** *.** 07/21/2017 **.*** *.**
CMS Energy, 3% 15may2026, USD   USD 05/15/2026 07/21/2017 **.*** *.* 07/21/2017 **.** *.**
CNH Industrial Capital, 3.625% 15apr2018, USD   USD 04/15/2018 07/21/2017 ***.** *.** 07/21/2017 ***.* *.**
CNH Industrial Capital, 3.875% 16jul2018, USD   USD 07/16/2018 07/21/2017 ***.* *.** 07/21/2017 *** *.**
Coach, 3% 15jul2022, USD   USD 07/15/2022 07/21/2017 **.*** *.** 07/21/2017 **.** *.**
Coach, 4.125% 15jul2027, USD   USD 07/15/2027 07/21/2017 ***.*** *.** 07/21/2017 ***.** *.**
Coach, 4.25% 1apr2025, USD   USD 04/01/2025 07/21/2017 ***.*** *.** 07/21/2017 ***.*** *.**
Coca-Cola Enterprises, 1.875% 18mar2030, EUR   EUR 03/18/2030 07/21/2017 ***.*** *.** 07/21/2017 ***.** *.**
Coca-Cola Enterprises, 2% 5dec2019, EUR   EUR 12/05/2019 07/21/2017 ***.** *.** 07/21/2017 ***.** *.**
Coca-Cola Enterprises, 2.375% 7may2025, EUR   EUR 05/07/2025 07/21/2017 ***.** *.** 07/21/2017 ***.** *
Coca-Cola Enterprises, 2.625% 6nov2023, EUR   EUR 11/06/2023 07/21/2017 ***.** *.** 07/21/2017 ***.** *.**
Coca-Cola Enterprises, 2.75% 6may2026, EUR   EUR 05/06/2026 07/21/2017 ***.* *.** 07/21/2017 ***.** *.**
Coca-Cola Enterprises, 3.125% 29sep2017, EUR   EUR 09/29/2017 07/21/2017 ***.** -*.** 07/21/2017 ***.** -*.**
Colfax, 3.25% 15may2025, EUR   EUR 05/15/2025 07/21/2017 ***.** *.** 07/21/2017 ***.** *.*
Colgate-Palmolive, FRN 14may2019, EUR   EUR 05/14/2019 07/21/2017 ***.** * 07/21/2017 ***.** *
Colorado Interstate Gas, 4.15% 15aug2026, USD   USD 08/15/2026 07/21/2017 **.** *.** 07/21/2017 ***.** *.**
Columbia Pipeline Group Inc., 2.45% 1jun2018   USD 06/01/2018 07/21/2017 **.* *.** 07/21/2017 **.** *.**
Columbia Pipeline Group Inc., 2.45% 1jun2018, USD   USD 06/01/2018 07/21/2017 ***.** *.** 07/21/2017 ***.*** *.**
Columbia Pipeline Group Inc., 3.3% 1jun2020   USD 06/01/2020 07/21/2017 ***.** *.** 07/21/2017 ***.** *.**
Columbia Pipeline Group Inc., 4.5% 1jun2025   USD 06/01/2025 07/21/2017 ***.** *.** 07/21/2017 ***.* *.**
Columbia Property Trust Operating Partnership, 3.65% 15aug2026, USD   USD 08/15/2026 07/21/2017 **.*** *.** 07/21/2017 **.*** *.**
Columbia Property Trust Operating Partnership, 4.150% 1apr2025, USD   USD 04/01/2025 07/21/2017 ***.** *.** 07/21/2017 ***.*** *.**
Comcast, 1.625% 15jan2022, USD   USD 01/15/2022 07/21/2017 **.*** *.** 07/21/2017 **.** *.**
Comcast, 2.350% 15jan2027, USD   USD 01/15/2027 07/21/2017 **.* *.** 07/21/2017 **.** *.**
Comcast, 3.15% 1mar2026, USD   USD 03/01/2026 07/21/2017 ***.*** *.** 07/21/2017 ***.*** *.**
Comcast, 3.2% 15jul2036, USD   USD 07/15/2036 07/21/2017 **.*** *.** 07/21/2017 **.** *.*
Comcast, 3.4% 15jul2046, USD   USD 07/15/2046 07/21/2017 **.*** *.** 07/21/2017 **.** *.**
Comcast, 5.5% 23nov2029, GBP   GBP 11/23/2029 07/21/2017 ***.** *.* 07/21/2017 ***.** *.**
Commonwealth Edison, 2.55% 15jun2026, USD   USD 06/15/2026 07/21/2017 **.*** *.** 07/21/2017 **.*** *.**
Commonwealth Edison, 3.650% 15jun2046, USD   USD 06/15/2046 07/21/2017 **.*** *.** 07/21/2017 **.*** *.**
Commonwealth Edison, 3.7% 1mar2045, USD   USD 03/01/2045 07/21/2017 **.*** *.** 07/21/2017 ***.*** *.**
Community Choice Financial, 10.75% 1may2019, USD   USD 05/01/2019 07/21/2017 **.* **.** 07/21/2017 **.** **.**
Compass Bank, 2.75% 29sep2019, USD   USD 09/29/2019 07/21/2017 **.** *.** 07/21/2017 ***.** *.*
Concho Resources, 4.375% 15jan2025, USD   USD 01/15/2025 07/21/2017 ***.** *.** 07/21/2017 ***.** *.**
Concho Resources, 5.5% 1apr2023, USD   USD 04/01/2023 07/21/2017 ***.** *.** 07/21/2017 ***.** *.**
Conn's, 7.25% 15jul2022, USD   USD 07/15/2022 07/21/2017 **.** **.** 07/21/2017 **.** *.**
ConocoPhillips, 5.75% 1feb2019, USD   USD 02/01/2019 07/21/2017 ***.** *.** 07/21/2017 ***.** *.**
ConocoPhillips, 5.9% 15oct2032, USD   USD 10/15/2032 07/21/2017 ***.*** *.** 07/21/2017 ***.*** *.**
ConocoPhillips, 5.95% 15oct2036, USD   USD 10/15/2036 07/21/2017 ***.*** *.** 07/21/2017 ***.*** *.**
ConocoPhillips, 6.5% 1feb2039, USD   USD 02/01/2039 07/21/2017 ***.*** *.** 07/21/2017 ***.*** *.**
ConocoPhillips Co, 1.05% 15dec2017, USD   USD 12/15/2017 07/21/2017 **.*** *.** 07/21/2017 **.*** *.*
ConocoPhillips Co, 1.5% 15may2018, USD   USD 05/15/2018 07/21/2017 **.** *.** 07/21/2017 *** *.*
ConocoPhillips Co, 2.2% 15may2020, USD   USD 05/15/2020 07/21/2017 ***.*** *.** 07/21/2017 ***.** *.**
ConocoPhillips Co, 2.4% 15dec2022, USD   USD 12/15/2022 07/21/2017 **.*** *.** 07/21/2017 **.*** *.**
ConocoPhillips Co, 2.875% 15nov2021, USD   USD 11/15/2021 07/21/2017 ***.*** *.** 07/21/2017 ***.** *.*
ConocoPhillips Co, 3.35% 15may2025, USD   USD 05/15/2025 07/21/2017 ***.*** *.** 07/21/2017 ***.*** *.**
ConocoPhillips Co, 3.35% 15nov2024, USD   USD 11/15/2024 07/21/2017 ***.*** *.** 07/21/2017 ***.*** *.**
ConocoPhillips Co, 4.15% 15nov2034, USD   USD 11/15/2034 07/21/2017 ***.** *.** 07/21/2017 ***.** *.**
ConocoPhillips Co, 4.2% 15mar2021, USD   USD 03/15/2021 07/21/2017 ***.*** *.* 07/21/2017 ***.** *.**
ConocoPhillips Co, 4.3% 15nov2044, USD   USD 11/15/2044 07/21/2017 ***.*** *.** 07/21/2017 ***.** *.**
ConocoPhillips Co, 4.95% 15mar2026, USD   USD 03/15/2026 07/21/2017 ***.** *.** 07/21/2017 ***.** *.**
ConocoPhillips Co, 5.95% 15mar2046, USD   USD 03/15/2046 07/21/2017 ***.*** *.** 07/21/2017 ***.*** *.*
CONSOL Energy, 5.875% 15apr2022, USD   USD 04/15/2022 07/21/2017 ***.** *.** 07/21/2017 ***.** *.**
Constellation Brands, 2.7% 9may2022, USD   USD 05/09/2022 07/21/2017 ***.*** *.** 07/21/2017 ***.*** *.**
Constellation Brands, 3.5% 9may2027, USD   USD 05/09/2027 07/21/2017 ***.*** *.** 07/21/2017 ***.*** *.**
Constellation Brands, 4.5% 9may2047, USD   USD 05/09/2047 07/21/2017 ***.*** *.** 07/21/2017 ***.*** *.**
Consumers Energy, 3.25% 15aug2046, USD   USD 08/15/2046 07/21/2017 **.** *.** 07/21/2017 **.** *.**
Consumers Energy, 3.95% 15jul2047, USD   USD 07/15/2047 07/21/2017 ***.*** *.** 07/21/2017 ***.*** *.**
Continental Resources, 3.8% 1jun2024, USD   USD 06/01/2024 07/21/2017 **.** *.** 07/21/2017 **.** *.**
Continental Resources, 4.5% 15apr2023, USD   USD 04/15/2023 07/21/2017 **.** *.** 07/21/2017 **.** *.**
Continental Resources, 4.9% 1jun2044, USD   USD 06/01/2044 07/21/2017 **.** *.** 07/21/2017 **.* *
Continental Resources, 5% 15sep2022, USD   USD 09/15/2022 07/21/2017 **.** *.** 07/21/2017 ***.** *.**
ContourGlobal Power, 5.125% 15jun2021, EUR   EUR 06/15/2021 07/21/2017 ***.*** *.** 07/21/2017 ***.** *.**
Cooper-Standard, 5.625% 15nov2026, USD   USD 11/15/2026 07/21/2017 ***.** *.** 07/21/2017 ***.** *.**
COPT (Corporate Office Properties), 5% 1jul2025, USD   USD 07/01/2025 07/21/2017 ***.*** *.** 07/21/2017 ***.*** *.*
Corning, 1.5% 8may2018, USD   USD 05/08/2018 07/21/2017 **.*** *.* 07/21/2017 ***.*** *.**
Corning, 2.9% 15may2022, USD   USD 05/15/2022 07/21/2017 ***.* *.** 07/21/2017 *** *.**
Costco, 2.15% 18may2021, USD   USD 05/18/2021 07/21/2017 ***.*** *.** 07/21/2017 ***.** *.**
Costco, 2.3% 18may2022, USD   USD 05/18/2022 07/21/2017 ***.*** *.** 07/21/2017 ***.** *.**
Costco, 2.75% 18may2024, USD   USD 05/18/2024 07/21/2017 ***.** *.** 07/21/2017 ***.** *.**
Costco, 3% 18may2027, USD   USD 05/18/2027 07/21/2017 ***.*** *.** 07/21/2017 ***.*** *.**
Covidien International Finance, 3.2% 15jun2022, USD   USD 06/15/2022 07/21/2017 ***.*** *.** 07/21/2017 ***.** *.**
Covidien International Finance, 6% 15oct2017, USD   USD 10/15/2017 07/21/2017 ***.*** *.** 07/21/2017 ***.* *.**
Cox Communications, 2.95% 30jun2023, USD   USD 06/30/2023 07/21/2017 **.** *.** 07/21/2017 **.** *.**
Cox Communications, 3.35% 15sep2026, USD   USD 09/15/2026 07/21/2017 **.** *.** 07/21/2017 **.** *.**
Credit Acceptance, 6.125% 15feb2021, USD   USD 02/15/2021 07/21/2017 ***.* *.** 07/21/2017 ***.** *.**
Credit Suisse (USA) Inc., 7% 5oct2020, GBP   GBP 10/05/2020 07/21/2017 ***.** *.** 07/21/2017 ***.** *.**
Credit Suisse AG (New York) Branch, 2.3% 28may2019, USD   USD 05/28/2019 07/21/2017 ***.*** *.** 07/21/2017 ***.** *.**
Credit Suisse AG (New York) Branch, 3% 29oct2021, USD   USD 10/29/2021 07/21/2017 ***.*** *.** 07/21/2017 ***.** *.**
Credit Suisse AG (New York) Branch, 6% 15feb2018, USD   USD 02/15/2018 07/21/2017 ***.* *.** 07/21/2017 ***.** *.*
CRH America, 3.875% 18may2025, USD   USD 05/18/2025 07/21/2017 ***.** *.** 07/21/2017 ***.** *.**
CRH America, 5.125% 18may2045, USD   USD 05/18/2045 07/21/2017 ***.* *.** 07/21/2017 ***.** *.*
Crown Castle International, 2.25% 1sep2021, USD   USD 09/01/2021 07/21/2017 **.* *.** 07/21/2017 **.** *.**
Crown Castle International, 3.7% 15jun2026, USD   USD 06/15/2026 07/21/2017 ***.*** *.** 07/21/2017 ***.*** *.**
CSC Holdings, 5.25% 1jun2024, USD   USD 06/01/2024 07/21/2017 ***.** *.** 07/21/2017 ***.** *.**
CSX Corporation, 2.6% 1nov2026, USD   USD 11/01/2026 07/21/2017 **.** *.** 07/21/2017 **.*** *.**
CSX Corporation, 3.25% 1jun2027, USD   USD 06/01/2027 07/21/2017 ***.** *.** 07/21/2017 ***.*** *.**
CSX Corporation, 3.8% 1nov2046, USD   USD 11/01/2046 07/21/2017 **.*** *.** 07/21/2017 **.** *.**
CSX Corporation, 3.95% 1may2050, USD   USD 05/01/2050 07/21/2017 **.*** *.** 07/21/2017 **.*** *.**
CSX Corporation, 4.25% 1nov2066, USD   USD 11/01/2066 07/21/2017 **.*** *.* 07/21/2017 ***.*** *.**
CubeSmart, 3.125% 1sep2026, USD   USD 09/01/2026 07/21/2017 **.*** *.** 07/21/2017 **.*** *.**
CubeSmart, 4% 15nov2025, USD   USD 11/15/2025 07/21/2017 ***.*** *.** 07/21/2017 ***.** *.**
CVS Health, 1.9% 20jul2018, USD   USD 07/20/2018 07/21/2017 ***.** *.** 07/21/2017 ***.** *.**
CVS Health, 2.125% 1jun2021, USD   USD 06/01/2021 07/21/2017 **.*** *.** 07/21/2017 **.* *.**
CVS Health, 2.8% 20jul2020, USD   USD 07/20/2020 07/21/2017 ***.*** *.** 07/21/2017 ***.** *.**
CVS Health, 2.875% 1jun2026, USD   USD 06/01/2026 07/21/2017 **.*** *.** 07/21/2017 **.*** *.**
CVS Health, 3.5% 20jul2022, USD   USD 07/20/2022 07/21/2017 ***.** *.** 07/21/2017 ***.** *.**
CVS Health, 3.875% 20jul2025, USD   USD 07/20/2025 07/21/2017 ***.*** *.** 07/21/2017 ***.*** *.**
CVS Health, 4.875% 20jul2035, USD   USD 07/20/2035 07/21/2017 ***.*** *.** 07/21/2017 ***.*** *.**
CVS Health, 5.125% 20jul2045, USD   USD 07/20/2045 07/21/2017 ***.*** *.** 07/21/2017 ***.*** *.**
D.R. Horton, 4% 15feb2020, USD   USD 02/15/2020 07/21/2017 ***.*** *.** 07/21/2017 ***.*** *.**
Daimler Finance North America, 1.375% 1aug2017, USD   USD 08/01/2017 07/21/2017 *** *.** 07/21/2017 ***.** *.**
Daimler Finance North America, 1.5% 5jul2019, USD   USD 07/05/2019 07/21/2017 **.** *.** 07/21/2017 **.* *.**
Daimler Finance North America, 1.65% 18may2018, USD   USD 05/18/2018 07/21/2017 **.** *.** 07/21/2017 *** *.**
Daimler Finance North America, 1.75% 30oct2019, USD   USD 10/30/2019 07/21/2017 **.** *.** 07/21/2017 **.** *.**
Daimler Finance North America, 2% 6jul2021, USD   USD 07/06/2021 07/21/2017 **.** *.** 07/21/2017 **.** *.**
Daimler Finance North America, 2.125% 6apr2020, USD   USD 04/06/2020 07/21/2017 ***.** *.** 07/21/2017 ***.** *.**
Daimler Finance North America, 2.2% 30oct2021, USD   USD 10/30/2021 07/21/2017 **.** *.** 07/21/2017 **.** *.**
Daimler Finance North America, 2.25% 2mar2020, USD   USD 03/02/2020 07/21/2017 ***.** *.** 07/21/2017 ***.** *
Daimler Finance North America, 2.25% 31jul2019, USD   USD 07/31/2019 07/21/2017 ***.** *.** 07/21/2017 ***.** *.**
Daimler Finance North America, 2.25% 3sep2019, USD   USD 09/03/2019 07/21/2017 ***.* *.** 07/21/2017 ***.* *.**
Daimler Finance North America, 2.45% 18may2020, USD   USD 05/18/2020 07/21/2017 ***.** *.** 07/21/2017 ***.** *.**
Daimler Finance North America, 3.25% 1aug2024, USD   USD 08/01/2024 07/21/2017 ***.** *.** 07/21/2017 *** *.**
Daimler Finance North America, 3.3% 19may2025, USD   USD 05/19/2025 07/21/2017 ***.** *.** 07/21/2017 ***.** *.**
Daimler Finance North America, 3.875% 15sep2021, USD   USD 09/15/2021 07/21/2017 ***.** *.** 07/21/2017 ***.** *.*
Daimler Finance North America, FRN 18may2018, USD   USD 05/18/2018 07/21/2017 **.** * 07/21/2017 ***.** *
Daimler Finance North America, FRN 1aug2017, USD   USD 08/01/2017 07/21/2017 **.** * 07/21/2017 ***.* *
Daimler Finance North America, FRN 30oct2019, USD   USD 10/30/2019 07/21/2017 ***.* * 07/21/2017 ***.** *
Danaher, 1% 8jul2019, EUR   EUR 07/08/2019 07/21/2017 ***.** *.** 07/21/2017 ***.*** *.**
Danaher, 1.2% 30jun2027, EUR   EUR 06/30/2027 07/21/2017 **.** *.** 07/21/2017 **.** *.**
Danaher, 1.65% 15sep2018, USD   USD 09/15/2018 07/21/2017 ***.** *.** 07/21/2017 ***.** *.**
Danaher, 1.7% 4jan2022, EUR   EUR 01/04/2022 07/21/2017 ***.** *.** 07/21/2017 ***.*** *.**
Danaher, 2.4% 15sep2020, USD   USD 09/15/2020 07/21/2017 ***.*** *.** 07/21/2017 ***.*** *.**
Danaher, 2.5% 8jul2025, EUR   EUR 07/08/2025 07/21/2017 ***.*** *.** 07/21/2017 ***.* *.**
Danaher, 3.35% 15sep2025, USD   USD 09/15/2025 07/21/2017 ***.** *.** 07/21/2017 ***.* *.**
Danaher, 4.375% 15sep2045, USD   USD 09/15/2045 07/21/2017 ***.** *.** 07/21/2017 ***.*** *.**
Danaher, FRN 30jun2022, EUR   EUR 06/30/2022 07/21/2017 ***.** * 07/21/2017 ***.** *
Darden Restaurants, 3.85% 1may2027, USD   USD 05/01/2027 07/21/2017 ***.*** *.** 07/21/2017 ***.*** *.**
Darling Ingredients, 4.75% 30may2022, EUR   EUR 05/30/2022 07/21/2017 *** *.** 07/21/2017 ***.*** *.**
Dartmouth College, 4.95% 1mar2019, USD   USD 03/01/2019 07/21/2017 ***.*** *.** 07/21/2017 ***.*** *.**
DaVita HealthCare, 5% 1may2025, USD   USD 05/01/2025 07/21/2017 ***.** *.** 07/21/2017 ***.** *.**
DCT Industrial OP, 4.5% 15oct2023, USD   USD 10/15/2023 07/21/2017 ***.*** *.** 07/21/2017 ***.*** *.**
Deere&Company, 2.6% 8jun2022, USD   USD 06/08/2022 07/21/2017 ***.*** *.** 07/21/2017 ***.** *.**
Delhaize America, 9% 15apr2031   USD 04/15/2031 07/21/2017 ***.** *.** 07/21/2017 *** *.**
Dell, 5.875% 15jun2019, USD   USD 06/15/2019 07/21/2017 ***.** *.** 07/21/2017 ***.** *.**
Dell, 6.5% 15apr2038, USD   USD 04/15/2038 07/21/2017 ***.** *.** 07/21/2017 ***.* *.**
Dell EMC, 1.875% 1jun2018, USD   USD 06/01/2018 07/21/2017 **.** *.** 07/21/2017 **.** *.**
Dell EMC, 3.375% 1jun2023, USD   USD 06/01/2023 07/21/2017 **.** *.** 07/21/2017 **.** *.**
Delta Air Lines, 2.875% 13mar2020, USD   USD 03/13/2020 07/21/2017 *** *.* 07/21/2017 *** *.*
Delta Air Lines, 3.625% 15mar2022, USD   USD 03/15/2022 07/21/2017 ***.** *.** 07/21/2017 ***.** *.**
Devon Energy, 5% 15jun2045, USD   USD 06/15/2045 07/21/2017 ***.** *.* 07/21/2017 ***.** *.**
Devon Energy, 5.85% 15dec2025, USD   USD 12/15/2025 07/21/2017 ***.* *.** 07/21/2017 ***.* *.*
Diamond 1&2 Finance, 3.48% 1jun2019, USD   USD 06/01/2019 07/21/2017 ***.** *.** 07/21/2017 ***.** *.**
Diamond 1&2 Finance, 4.42% 15jun2021, USD   USD 06/15/2021 07/21/2017 ***.** *.* 07/21/2017 ***.** *.**
Diamond 1&2 Finance, 5.45% 15jun2023, USD   USD 06/15/2023 07/21/2017 ***.** *.** 07/21/2017 ***.* *.**
Diamond 1&2 Finance, 7.125% 15jun2024, USD   USD 06/15/2024 07/21/2017 ***.** *.* 07/21/2017 ***.** *.**
Digital Euro Finco, 2.625% 15apr2024, EUR   EUR 04/15/2024 07/21/2017 ***.** *.** 07/21/2017 ***.** *.**
Digital Realty Trust, 4.75% 13oct2023, GBP   GBP 10/13/2023 07/21/2017 ***.** *.** 07/21/2017 ***.** *.**
Digital Realty Trust, 4.75% 1oct2025, USD   USD 10/01/2025 07/21/2017 ***.*** *.** 07/21/2017 ***.*** *.**
Digital Realty Trust, 5.875% 1feb2020, USD   USD 02/01/2020 07/21/2017 ***.*** *.** 07/21/2017 ***.*** *.**
Digital Stout, 4.25% 17jan2025, GBP   GBP 01/17/2025 07/21/2017 ***.**** *.** 07/21/2017 ***.* *.**
Direct ChassisLink, 10% 15jun2023, USD   USD 06/15/2023 07/21/2017 ***.** *.** 07/21/2017 ***.** *.**
DIRECTV Holdings, 2.75% 19may2023, EUR   EUR 05/19/2023 07/21/2017 ***.** *.** 07/21/2017 ***.** *.**
DIRECTV Holdings, 3.8% 15mar2022, USD   USD 03/15/2022 07/21/2017 ***.*** *.** 07/21/2017 ***.** *.**
DIRECTV Holdings, 5.15% 15mar2042, USD   USD 03/15/2042 07/21/2017 **.*** *.** 07/21/2017 ***.*** *.**
DIRECTV Holdings, 5.2% 15mar2020, USD   USD 03/15/2020 07/21/2017 ***.*** *.** 07/21/2017 ***.*** *.**
DIRECTV Holdings, 5.2% 18nov2033, GBP   GBP 11/18/2033 07/21/2017 ***.*** * 07/21/2017 ***.*** *.**
Discover Bank of Greenwood Delaware, 3.45% 27jul2026, USD   USD 07/27/2026 07/21/2017 **.*** *.** 07/21/2017 **.*** *.**
Discover Financial, 3.75% 4mar2025, USD   USD 03/04/2025 07/21/2017 **.** *.** 07/21/2017 ***.** *.**
Discovery Communications, Inc., 3.45% 15mar2025, USD   USD 03/15/2025 07/21/2017 **.*** *.** 07/21/2017 **.** *.**
Discovery Communications, Inc., 5.05% 1jun2020, USD   USD 06/01/2020 07/21/2017 ***.** *.** 07/21/2017 ***.** *.**
Discovery Communications, LLC, 1.9% 19mar2027, EUR   EUR 03/19/2027 07/21/2017 **.*** *.** 07/21/2017 **.** *.**
Discovery Communications, LLC, 2.375% 7mar2022, EUR   EUR 03/07/2022 07/21/2017 ***.* *.** 07/21/2017 ***.** *.**
Discovery Communications, LLC, 3.8% 13mar2024, USD   USD 03/13/2024 07/21/2017 ***.*** *.** 07/21/2017 ***.*** *.**
Discovery Communications, LLC, 4.9% 11mar2026, USD   USD 03/11/2026 07/21/2017 ***.*** *.** 07/21/2017 ***.*** *.**
DISH DBS, 5.875% 15nov2024, USD   USD 11/15/2024 07/21/2017 ***.** *.** 07/21/2017 ***.** *.**
DISH DBS, 7.75% 1jul2026, USD   USD 07/01/2026 07/21/2017 *** *.** 07/21/2017 *** *.**
DISH DBS, 7.75% 1jul2026, USD   USD 07/01/2026 07/21/2017 ***.** *.** 07/21/2017 ***.** *.**
Dole Food, 7.25% 15jun2025, USD   USD 06/15/2025 07/21/2017 ***.** *.* 07/21/2017 ***.** *.**
Dollar General, 3.875% 15apr2027, USD   USD 04/15/2027 07/21/2017 ***.*** *.** 07/21/2017 ***.*** *.**
Dominion Energy, 1.9% 15jun2018, USD   USD 06/15/2018 07/21/2017 ***.** *.** 07/21/2017 ***.** *.**
Dominion Energy, 2% 15aug2021, USD   USD 08/15/2021 07/21/2017 **.*** *.** 07/21/2017 **.*** *.**
Dominion Energy, 2.75% 15jan2022, USD   USD 01/15/2022 07/21/2017 ***.*** *.** 07/21/2017 ***.*** *.**
Dominion Energy, 2.85% 15aug2026, USD   USD 08/15/2026 07/21/2017 **.*** *.** 07/21/2017 **.*** *.**
Dominion Energy, 3.90% 1oct2025, USD   USD 10/01/2025 07/21/2017 ***.*** *.** 07/21/2017 ***.** *.**
Dover, 1.25% 9nov2026, EUR   EUR 11/09/2026 07/21/2017 **.** *.** 07/21/2017 **.** *.**
Dover, 2.125% 1dec2020, EUR   EUR 12/01/2020 07/21/2017 ***.** *.** 07/21/2017 ***.** *.**
Dow Chemical, 4.375% 15nov2042, USD   USD 11/15/2042 07/21/2017 ***.** *.** 07/21/2017 ***.*** *.**
DPL Inc, 7.25% 15oct2021, USD   USD 10/15/2021 07/21/2017 ***.** *.** 07/21/2017 ***.** *.**
Dr Pepper Snapple Group, 2.53% 15nov2021, USD   USD 11/15/2021 07/21/2017 ***.*** *.** 07/21/2017 ***.** *.**
Dr Pepper Snapple Group, 2.55% 15sep2026, USD   USD 09/15/2026 07/21/2017 **.** *.** 07/21/2017 **.** *.**
Dr Pepper Snapple Group, 3.13% 15dec2023, USD   USD 12/15/2023 07/21/2017 ***.*** *.** 07/21/2017 ***.*** *.**
Dr Pepper Snapple Group, 3.43% 15jun2027, USD   USD 06/15/2027 07/21/2017 ***.*** *.* 07/21/2017 ***.*** *.**
Dr Pepper Snapple Group, 4.42% 15dec2046, USD   USD 12/15/2046 07/21/2017 ***.*** *.** 07/21/2017 ***.* *.**
Dr Pepper Snapple Group, 4.5% 15nov2045, USD   USD 11/15/2045 07/21/2017 ***.*** *.** 07/21/2017 ***.* *.*
Dr Pepper Snapple Group, 7.45% 1may2038, USD   USD 05/01/2038 07/21/2017 ***.** *.** 07/21/2017 ***.** *.**
Dresdner Funding Trust I, 8.151% 30jun2031, USD   USD 06/30/2031 07/21/2017 ***.** *.** 07/21/2017 ***.* *.**
Drill Rigs Holdings, 6.5% 1oct2017, USD   USD 10/01/2017 07/21/2017 **.* ******.** 07/21/2017 **.** *****.**
DriveTime Automotive, 8% 1jun2021, USD   USD 06/01/2021 07/21/2017 **.** *.** 07/21/2017 ***.** *.**
DTE Energy, 3.3% 15jun2022, USD   USD 06/15/2022 07/21/2017 ***.*** *.** 07/21/2017 ***.*** *.**
DTE Energy, 3.7% 15mar2045, USD   USD 03/15/2045 07/21/2017 ***.** *.** 07/21/2017 ***.*** *.**
Duke Energy, 1.8% 1sep2021, USD   USD 09/01/2021 07/21/2017 **.*** *.** 07/21/2017 **.** *.**
Duke Energy, 2.65% 1sep2026, USD   USD 09/01/2026 07/21/2017 **.*** *.** 07/21/2017 **.** *.**
Duke Energy, 3.75% 15apr2024, USD   USD 04/15/2024 07/21/2017 ***.*** *.** 07/21/2017 ***.*** *.**
Duke Energy, 3.75% 1sep2046, USD   USD 09/01/2046 07/21/2017 **.*** *.** 07/21/2017 **.** *.**
Duke Energy Carolinas, 2.5% 15mar2023, USD   USD 03/15/2023 07/21/2017 ***.*** *.** 07/21/2017 ***.*** *.**
Duke Energy Carolinas, 2.95% 1dec2026, USD   USD 12/01/2026 07/21/2017 ***.*** *.** 07/21/2017 ***.*** *.**
Duke Energy Carolinas, 3.75% 1jun2045, USD   USD 06/01/2045 07/21/2017 ***.*** *.** 07/21/2017 ***.*** *.**
Duke Energy Carolinas, 3.875% 15mar2046, USD   USD 03/15/2046 07/21/2017 ***.*** *.** 07/21/2017 ***.** *.*
Duke Energy Florida, 1.85% 15jan2020, USD   USD 01/15/2020 07/21/2017 ***.*** *.** 07/21/2017 ***.** *.*
Duke Energy Florida, 3.2% 15jan2027, USD   USD 01/15/2027 07/21/2017 ***.** *.** 07/21/2017 ***.** *.**
Duke Energy Florida, 3.4% 1oct2046, USD   USD 10/01/2046 07/21/2017 **.*** *.** 07/21/2017 **.** *.**
Duke Energy Ohio, 3.7% 15jun2046, USD   USD 06/15/2046 07/21/2017 **.*** *.* 07/21/2017 ***.** *.*
Duke Energy Progress, 3.25% 15aug2025, USD   USD 08/15/2025 07/21/2017 ***.** *.** 07/21/2017 ***.** *.**
Duke Energy Progress, 4.2% 15aug2045, USD   USD 08/15/2045 07/21/2017 ***.*** *.** 07/21/2017 ***.** *.**
Duke Realty Corp, 3.25% 30jun2026, USD   USD 06/30/2026 07/21/2017 **.*** *.** 07/21/2017 **.*** *.**
DZ BANK Capital Funding Trust II, FRN perp., EUR   EUR 07/21/2017 **.** * 07/21/2017 **.** *
E*Trade, 4.625% 15sep2023, USD   USD 09/15/2023 07/21/2017 ***.*** *.** 07/21/2017 ***.** *.**
Eagle Spinco, 4.625% 15feb2021, USD   USD 02/15/2021 07/21/2017 ***.** *.** 07/21/2017 ***.** *.**
Eastman Chemical, 1.5% 26may2023, EUR   EUR 05/26/2023 07/21/2017 ***.*** *.** 07/21/2017 ***.** *.**
Eastman Chemical, 1.875% 23nov2026, EUR   EUR 11/23/2026 07/21/2017 *** *.** 07/21/2017 ***.** *.**
Eastman Chemical, 3.8% 15jan2020, USD   USD 01/15/2020 07/21/2017 ***.** *.** 07/21/2017 ***.** *.**
Eastman Chemical, 3.8% 15mar2025, USD   USD 03/15/2025 07/21/2017 ***.*** *.** 07/21/2017 ***.*** *.**
Eastman Chemical, 4.65% 15oct2044, USD   USD 10/15/2044 07/21/2017 ***.*** *.** 07/21/2017 ***.*** *.**
Eaton, 0.75% 20sep2024, EUR   EUR 09/20/2024 07/21/2017 **.** *.** 07/21/2017 **.** *.**
Eaton Vance, 3.5% 6apr2027, USD   USD 04/06/2027 07/21/2017 ***.*** *.** 07/21/2017 ***.*** *.**
eBay, 2.15% 5jun2020, USD   USD 06/05/2020 07/21/2017 ***.** *.** 07/21/2017 ***.** *.**
eBay, 2.2% 1aug2019, USD   USD 08/01/2019 07/21/2017 ***.*** *.** 07/21/2017 ***.** *.**
eBay, 2.5% 9mar2018, USD   USD 03/09/2018 07/21/2017 ***.** *.** 07/21/2017 ***.*** *.**
eBay, 2.75% 30jan2023, USD   USD 01/30/2023 07/21/2017 **.** *.* 07/21/2017 **.** *.**
eBay, 3.45% 1aug2024, USD   USD 08/01/2024 07/21/2017 ***.*** *.** 07/21/2017 ***.** *.**
eBay, 3.6% 5jun2027, USD   USD 06/05/2027 07/21/2017 **.*** *.** 07/21/2017 **.** *.**
eBay, 3.8% 9mar2022, USD   USD 03/09/2022 07/21/2017 ***.** *.** 07/21/2017 ***.** *.**
Ecolab, 1% 15jan2024, EUR   EUR 01/15/2024 07/21/2017 ***.** *.** 07/21/2017 ***.** *.**
Ecolab, 2.625% 8jul2025, EUR   EUR 07/08/2025 07/21/2017 ***.*** *.** 07/21/2017 ***.** *.**
Ecolab, 2.7% 1nov2026, USD   USD 11/01/2026 07/21/2017 **.*** *.** 07/21/2017 **.*** *
Eldorado Resorts, 7% 1aug2023, USD   USD 08/01/2023 07/21/2017 ***.** *.** 07/21/2017 ***.* *.**
Eli Lilly, 0% 24may2018, CHF (730D)   CHF 05/24/2018 07/21/2017 ***.** -*.** 07/21/2017 ***.** -*.**
Eli Lilly, 0.15% 24may2024, CHF   CHF 05/24/2024 07/21/2017 **.** *.** 07/21/2017 ***.** *.*
Eli Lilly, 0.45% 24may2028, CHF   CHF 05/24/2028 07/21/2017 **.* *.** 07/21/2017 **.** *.**
Eli Lilly, 1% 2jun2022, EUR   EUR 06/02/2022 07/21/2017 ***.** *.** 07/21/2017 ***.** *.**
Eli Lilly, 1.25% 1mar2018, USD   USD 03/01/2018 07/21/2017 **.** *.* 07/21/2017 **.** *.**
Eli Lilly, 1.625% 2jun2026   EUR 06/02/2026 07/21/2017 ***.*** *.** 07/21/2017 ***.** *.**
Eli Lilly, 2.125% 3jun2030   EUR 06/03/2030 07/21/2017 ***.*** *.** 07/21/2017 ***.** *.**
Eli Lilly, 2.75% 1jun2025, USD   USD 06/01/2025 07/21/2017 ***.*** *.** 07/21/2017 ***.*** *.**
Eli Lilly, 3.7% 1mar2045, USD   USD 03/01/2045 07/21/2017 ***.*** *.** 07/21/2017 ***.*** *.*
EMD Finance, 2.4% 19mar2020, USD   USD 03/19/2020 07/21/2017 ***.** *.** 07/21/2017 ***.** *.**
EMD Finance, 2.95% 19mar2022, USD   USD 03/19/2022 07/21/2017 ***.** *.** 07/21/2017 ***.** *.**
EMD Finance, 3.25% 19mar2025, USD   USD 03/19/2025 07/21/2017 **.** *.** 07/21/2017 **.** *.**
Emera US Finance, 2.15% 15jun2019, USD   USD 06/15/2019 07/21/2017 ***.** *.** 07/21/2017 ***.** *.**
Emera US Finance, 2.7% 15jun2021, USD   USD 06/15/2021 07/21/2017 ***.** *.** 07/21/2017 ***.** *.**
Emera US Finance, 3.55% 15jun2026, USD   USD 06/15/2026 07/21/2017 ***.*** *.** 07/21/2017 ***.* *.**
Emera US Finance, 4.75% 15jun2046, USD   USD 06/15/2046 07/21/2017 ***.*** *.** 07/21/2017 ***.** *.**
Enable Midstream, 3.9% 15may2024, USD   USD 05/15/2024 07/21/2017 **.** *.** 07/21/2017 ***.** *.**
Enable Midstream, 4.4% 15mar2027, USD   USD 03/15/2027 07/21/2017 ***.** *.** 07/21/2017 ***.** *.**
Endurance Speciality Holdings, 7% 15jul2034, USD   USD 07/15/2034 07/21/2017 ***.*** *.** 07/21/2017 ***.** *.**
Energizer, 4.70% 19may2021, USD   USD 05/19/2021 07/21/2017 ***.* *.** 07/21/2017 ***.** *.**
Energy Transfer Equity, 7.5% 15oct2020, USD   USD 10/15/2020 07/21/2017 ***.** *.* 07/21/2017 ***.** *.**
Energy Transfer Partners, 4.05% 15mar2025, USD   USD 03/15/2025 07/21/2017 ***.*** *.** 07/21/2017 ***.** *.**
Energy Transfer Partners, 4.9% 15mar2035, USD   USD 03/15/2035 07/21/2017 **.*** *.** 07/21/2017 **.*** *.**
Energy Transfer Partners, 5.15% 15mar2045, USD   USD 03/15/2045 07/21/2017 **.** *.* 07/21/2017 ***.** *.**
EnLink Midstream Partners, 2.35% 15may2022, USD   USD 05/15/2022 07/21/2017 ***.*** *.** 07/21/2017 ***.** *.**
EnLink Midstream Partners, 3.1% 15may2027, USD   USD 05/15/2027 07/21/2017 ***.** *.** 07/21/2017 ***.** *.**
EnLink Midstream Partners, 3.95% 15may2047, USD   USD 05/15/2047 07/21/2017 ***.*** *.** 07/21/2017 ***.** *.**
EnLink Midstream Partners, 5.05% 1apr2045, USD   USD 04/01/2045 07/21/2017 **.** *.** 07/21/2017 **.** *.**
Ensco, 4.5% 1oct2024, USD   USD 10/01/2024 07/21/2017 **.** *.** 07/21/2017 **.* *.**
Ensco, 4.7% 15mar2021, USD   USD 03/15/2021 07/21/2017 *** *.** 07/21/2017 ***.** *.**
Ensco, 5.2% 15mar2025, USD   USD 03/15/2025 07/21/2017 **.** *.** 07/21/2017 **.*** *.**
Ensco, 5.75% 1oct2044, USD   USD 10/01/2044 07/21/2017 **.** *.** 07/21/2017 **.* *
Ensco, 8% 31jan2024, USD   USD 01/31/2024 07/21/2017 **.* *.** 07/21/2017 ** *.**
Entergy, 2.95% 1sep2026, USD   USD 09/01/2026 07/21/2017 **.*** *.** 07/21/2017 **.** *.*
Entergy, 4% 15jul2022, USD   USD 07/15/2022 07/21/2017 ***.*** *.** 07/21/2017 ***.*** *.**
Entergy, 6% 1may2018, USD   USD 05/01/2018 07/21/2017 ***.*** *.* 07/21/2017 ***.*** *.**
Enterprise Products Partners, 1.65% 7may2018, USD   USD 05/07/2018 07/21/2017 **.** *.** 07/21/2017 ***.** -*.**
Enterprise Products Partners, 3.7% 15feb2026, USD   USD 02/15/2026 07/21/2017 ***.*** *.** 07/21/2017 ***.*** *.**
Enterprise Products Partners, 4.9% 15may2046, USD   USD 05/15/2046 07/21/2017 ***.*** *.** 07/21/2017 ***.** *.*
EOG Resources, 3.15% 1apr2025, USD   USD 04/01/2025 07/21/2017 ***.*** *.** 07/21/2017 ***.** *.*
EOG Resources, 3.9% 1apr2035, USD   USD 04/01/2035 07/21/2017 **.*** *.** 07/21/2017 **.** *
EPR Properties, 4.75% 15dec2026, USD   USD 12/15/2026 07/21/2017 ***.*** *.** 07/21/2017 ***.*** *.**
ERAC USA Finance, 2.7% 1nov2023, USD   USD 11/01/2023 07/21/2017 **.** *.** 07/21/2017 **.* *.**
ERAC USA Finance, 3.80% 1nov2025, USD   USD 11/01/2025 07/21/2017 ***.* *.** 07/21/2017 ***.** *.**
ERAC USA Finance, 3.85% 15nov2024, USD   USD 11/15/2024 07/21/2017 ***.** *.** 07/21/2017 ***.** *.**
ERAC USA Finance, 4.2% 1nov2046, USD   USD 11/01/2046 07/21/2017 **.** *.** 07/21/2017 **.** *.**
ERAC USA Finance, 4.5% 15feb2045, USD   USD 02/15/2045 07/21/2017 **.** *.** 07/21/2017 ***.** *.**
ERP Operating, 2.85% 1nov2026, USD   USD 11/01/2026 07/21/2017 **.*** *.** 07/21/2017 **.*** *.**
Essex Portfolio, 3.375% 15jan2023, USD   USD 01/15/2023 07/21/2017 ***.*** *.* 07/21/2017 ***.*** *.**
Essex Portfolio, 3.5% 1apr2025, USD   USD 04/01/2025 07/21/2017 ***.*** *.** 07/21/2017 ***.** *.**
Essex Portfolio, 3.625% 1may2027, USD   USD 05/01/2027 07/21/2017 ***.*** *.** 07/21/2017 ***.*** *.**
Essex Portfolio, 3.875% 1may2024, USD   USD 05/01/2024 07/21/2017 ***.*** *.** 07/21/2017 ***.*** *.**
Estee Lauder, 1.8% 7feb2020, USD   USD 02/07/2020 07/21/2017 ***.** *.** 07/21/2017 ***.* *.**
Estee Lauder, 3.15% 15mar2027, USD   USD 03/15/2027 07/21/2017 ***.*** *.* 07/21/2017 ***.** *.**
Estee Lauder, 4.15% 15mar2047, USD   USD 03/15/2047 07/21/2017 ***.*** *.** 07/21/2017 ***.** *.**
Estee Lauder, 4.375% 15jun2045, USD   USD 06/15/2045 07/21/2017 ***.** *.** 07/21/2017 ***.** *.**
EV Energy Partners, 8% 15apr2019, USD   USD 04/15/2019 07/21/2017 **.* **.** 07/21/2017 **.* **.**
Everett Spinco, 2.875% 27mar2020, USD   USD 03/27/2020 07/21/2017 ***.** *.** 07/21/2017 ***.** *.**
Everett Spinco, 4.25% 15apr2024, USD   USD 04/15/2024 07/21/2017 ***.* *.** 07/21/2017 ***.** *.**
Everett Spinco, 4.75% 15apr2027, USD   USD 04/15/2027 07/21/2017 ***.** *.** 07/21/2017 ***.** *.**
Eversource Energy, 2.75% 15mar2022, USD   USD 03/15/2022 07/21/2017 ***.*** *.** 07/21/2017 ***.** *.**
Exelon, 2.85% 15jun2020, USD   USD 06/15/2020 07/21/2017 ***.*** *.** 07/21/2017 ***.*** *.**
Exelon, 2.95% 15jan2020, USD   USD 01/15/2020 07/21/2017 ***.* *.** 07/21/2017 ***.** *.**
Exelon, 3.4% 15mar2022, USD   USD 03/15/2022 07/21/2017 ***.** *.** 07/21/2017 ***.*** *.**
Exelon, 3.95% 15jun2025, USD   USD 06/15/2025 07/21/2017 ***.*** *.** 07/21/2017 ***.*** *.**
Exelon, 5.1% 15jun2045, USD   USD 06/15/2045 07/21/2017 ***.*** *.** 07/21/2017 ***.*** *.*
Expedia, 2.5% 3jun2022, EUR   EUR 06/03/2022 07/21/2017 ***.** *.* 07/21/2017 ***.** *.**
Expedia, 4.5% 15aug2024, USD   USD 08/15/2024 07/21/2017 ***.** *.** 07/21/2017 ***.** *.**
Express Scripts Holding, 3% 15jul2023, USD   USD 07/15/2023 07/21/2017 ***.** *.** 07/21/2017 ***.*** *.**
Express Scripts Holding, 3.4% 1mar2027, USD   USD 03/01/2027 07/21/2017 **.*** *.** 07/21/2017 **.*** *.**
Express Scripts Holding, 4.8% 15jul2046, USD   USD 07/15/2046 07/21/2017 ***.*** *.** 07/21/2017 ***.** *.**
Extraction Oil and Gas, 7.375% 15may2024, USD   USD 05/15/2024 07/21/2017 ***.** *.* 07/21/2017 ***.** *.**
Exxon Mobil, 1.305% 6mar2018, USD   USD 03/06/2018 07/21/2017 **.*** *.** 07/21/2017 ***.** *.**
Exxon Mobil, 1.439% 1mar2018, USD   USD 03/01/2018 07/21/2017 ***.*** *.* 07/21/2017 ***.** *.**
Exxon Mobil, 1.912% 6mar2020, USD   USD 03/06/2020 07/21/2017 ***.*** *.** 07/21/2017 ***.** *.**
Exxon Mobil, 2.397% 6mar2022, USD   USD 03/06/2022 07/21/2017 ***.*** *.** 07/21/2017 ***.*** *.**
Exxon Mobil, 2.709% 6mar2025, USD   USD 03/06/2025 07/21/2017 ***.** *.** 07/21/2017 ***.** *.**
Exxon Mobil, 3.567% 6mar2045, USD   USD 03/06/2045 07/21/2017 **.** *.** 07/21/2017 **.** *.**
Exxon Mobil, FRN 6mar2022, USD   USD 03/06/2022 07/21/2017 ***.* * 07/21/2017 ***.** *
Fairfax (USA), 7.375% 15apr2018, USD   USD 04/15/2018 07/21/2017 ***.*** *.** 07/21/2017 ***.*** *.**
Fannie Mae, 0.875% 21may2018, USD   USD 05/21/2018 07/21/2017 **.** *.** 07/21/2017 ***.** *.**
Fannie Mae, 0.875% 26oct2017, USD   USD 10/26/2017 07/21/2017 **.** *.** 07/21/2017 ***.** *.**
Fannie Mae, 0.875% 28aug2017, USD   USD 08/28/2017 07/21/2017 **.** *.** 07/21/2017 ***.* -*.**
Fannie Mae, 0.875% 8feb2018, USD   USD 02/08/2018 07/21/2017 **.* *.** 07/21/2017 **.** *.**
Fannie Mae, 1.125% 19oct2018, USD   USD 10/19/2018 07/21/2017 **.** *.** 07/21/2017 **.** *.**
Fannie Mae, 1.625% 27nov2018, USD   USD 11/27/2018 07/21/2017 ***.** *.** 07/21/2017 ***.** *.**
Fannie Mae, 1.750% 12sep2019, USD   USD 09/12/2019 07/21/2017 ***.** *.** 07/21/2017 ***.** *.**
Fannie Mae, 1.750% 20jun2019, USD   USD 06/20/2019 07/21/2017 ***.** *.** 07/21/2017 ***.** *.**
Fannie Mae, 2.625% 6sep2024, USD   USD 09/06/2024 07/21/2017 ***.** *.** 07/21/2017 ***.* *.**
FBHS, 3% 2020, USD   USD 06/15/2020 07/21/2017 ***.*** *.** 07/21/2017 ***.** *.**
FBHS, 4% 2020, USD   USD 06/15/2025 07/21/2017 ***.*** *.** 07/21/2017 ***.*** *.**
Federal Home Loan Banks, 0.75% 28aug2017, USD   USD 08/28/2017 07/21/2017 **.** *.** 07/21/2017 ***.** *.**
Federal Home Loan Banks, 0.875% 19mar2018, USD   USD 03/19/2018 07/21/2017 **.** *.** 07/21/2017 **.** *.**
Federal-Mogul Holdings, 4.875% 15apr2022, EUR   EUR 04/15/2022 07/21/2017 **.*** *.** 07/21/2017 **.** *.**
Federal-Mogul Holdings, 5% 15jul2024, USD   USD 07/15/2024 07/21/2017 **.*** *.** 07/21/2017 **.** *.**
Federal-Mogul Holdings, FRN 15apr2024, EUR   EUR 04/15/2024 07/21/2017 **.** * 07/21/2017 ***.** *
FedEx, 0.5% 9apr2020, EUR   EUR 04/09/2020 07/21/2017 ***.*** *.** 07/21/2017 ***.** *.**
FedEx, 1% 11jan2023, EUR   EUR 01/11/2023 07/21/2017 ***.*** *.** 07/21/2017 ***.** *.**
FedEx, 1.65% 11jan2027, EUR   EUR 01/11/2027 07/21/2017 ***.*** *.** 07/21/2017 ***.** *.**
FedEx, FRN 11apr2019, EUR   EUR 04/11/2019 07/21/2017 ***.** * 07/21/2017 ***.** *
Fidelity International (FIL), 2.5% 4nov2026, EUR   EUR 11/04/2026 07/21/2017 ***.** *.** 07/21/2017 ***.** *.**
Fidelity International (FIL), 6.75% 19oct2020, GBP   GBP 10/19/2020 07/21/2017 ***.** *.** 07/21/2017 ***.** *.**
Fidelity International (FIL), 7.125% 13feb2024, GBP   GBP 02/13/2024 07/21/2017 ***.* *.** 07/21/2017 ***.** *.**
Fifth Third Bancorp, 2.875% 27jul2020, USD   USD 07/27/2020 07/21/2017 ***.*** *.** 07/21/2017 ***.*** *.*
First Cash, 5.375% 1jun2024, USD   USD 06/01/2024 07/21/2017 ***.** *.** 07/21/2017 ***.** *.**
FirstEnergy, 2.85% 15jul2022, USD   USD 07/15/2022 07/21/2017 ***.** *.** 07/21/2017 ***.** *.**
FirstEnergy, 3.9% 15jul2027, USD (Series B)   USD 07/15/2027 07/21/2017 ***.** *.** 07/21/2017 ***.* *.**
FirstEnergy, 4.85% 15jul2047, USD   USD 07/15/2047 07/21/2017 **.** *.** 07/21/2017 ***.** *.**
FIS (Fidelity National Information), 0.4% 15jan2021, EUR   EUR 01/15/2021 07/21/2017 ***.** *.** 07/21/2017 ***.** *.**
FIS (Fidelity National Information), 1.1% 15jul2024, EUR   EUR 07/15/2024 07/21/2017 **.** *.** 07/21/2017 **.** *.**
FIS (Fidelity National Information), 2.25% 15aug2021, USD   USD 08/15/2021 07/21/2017 **.** *.** 07/21/2017 **.** *.**
FIS (Fidelity National Information), 3% 15aug2026, USD   USD 08/15/2026 07/21/2017 **.** *.** 07/21/2017 **.** *.**
FIS (Fidelity National Information), 4.5% 15aug2046, USD   USD 08/15/2046 07/21/2017 ***.** *.** 07/21/2017 ***.** *.**
Fiserv, 2.7% 1jun2020, USD   USD 06/01/2020 07/21/2017 ***.*** *.** 07/21/2017 ***.*** *.**
Fiserv, 3.85% 1jun2025, USD   USD 06/01/2025 07/21/2017 ***.*** *.** 07/21/2017 ***.*** *.**
Flowserve, 1.25% 17mar2022, EUR   EUR 03/17/2022 07/21/2017 ***.** *.** 07/21/2017 ***.** *.**
Fluor, 1.75% 21mar2023, EUR   EUR 03/21/2023 07/21/2017 ***.** *.** 07/21/2017 ***.** *.**
FMC Technologies, 2% 1oct2017, USD   USD 10/01/2017 07/21/2017 **.*** *.** 07/21/2017 ***.*** *.*
FMC Technologies, 3.45% 1oct2022, USD   USD 10/01/2022 07/21/2017 ***.*** *.** 07/21/2017 ***.*** *.**
Ford, 2.597% 4nov2019, USD   USD 11/04/2019 07/21/2017 ***.*** *.* 07/21/2017 *** *.**
Ford, 4.346% 8dec2026, USD   USD 12/08/2026 07/21/2017 ***.** *.* 07/21/2017 ***.*** *.**
Ford, 5.291% 8dec2046, USD   USD 12/08/2046 07/21/2017 ***.** *.** 07/21/2017 ***.** *.**
Ford Motor Credit Company, 1.897% 12aug2019, USD   USD 08/12/2019 07/21/2017 **.*** *.** 07/21/2017 **.** *.**
Ford Motor Credit Company, 2.021% 3may2019, USD   USD 05/03/2019 07/21/2017 **.*** *.** 07/21/2017 ***.* *.**
Ford Motor Credit Company, 2.24% 15jun2018, USD   USD 06/15/2018 07/21/2017 ***.*** * 07/21/2017 ***.*** *.**
Ford Motor Credit Company, 2.262% 28mar2019, USD   USD 03/28/2019 07/21/2017 ***.*** *.** 07/21/2017 ***.** *.**
Ford Motor Credit Company, 2.425% 12jun2020, USD   USD 06/12/2020 07/21/2017 ***.** *.** 07/21/2017 ***.** *.**
Ford Motor Credit Company, 2.459% 27mar2020, USD   USD 03/27/2020 07/21/2017 ***.** *.** 07/21/2017 ***.*** *.**
Ford Motor Credit Company, 2.681% 9jan2020, USD   USD 01/09/2020 07/21/2017 ***.** *.** 07/21/2017 ***.** *.**
Ford Motor Credit Company, 2.943% 8jan2019, USD   USD 01/08/2019 07/21/2017 ***.** *.** 07/21/2017 ***.** *.**
Ford Motor Credit Company, 3.096% 4may2023, USD   USD 05/04/2023 07/21/2017 **.** *.* 07/21/2017 **.*** *.**
Ford Motor Credit Company, 3.157% 4aug2020, USD   USD 08/04/2020 07/21/2017 ***.*** *.** 07/21/2017 ***.*** *.**
Ford Motor Credit Company, 3.339% 28mar2022, USD   USD 03/28/2022 07/21/2017 ***.** *.** 07/21/2017 ***.** *.**
Ford Motor Credit Company, 3.588% 2jun2020, AUD   AUD 06/02/2020 07/21/2017 ***.** *.** 07/21/2017 ***.** *.**
Ford Motor Credit Company, 3.81% 9jan2024, USD   USD 01/09/2024 07/21/2017 ***.** *.* 07/21/2017 ***.** *.*
Ford Motor Credit Company, 4% 20feb2024, USD   USD 02/20/2024 07/21/2017 ***.** *.** 07/21/2017 ***.*** *.**
Ford Motor Credit Company, 4.05% 10dec2018, AUD   AUD 12/10/2018 07/21/2017 ***.** *.** 07/21/2017 ***.** *.**
Ford Motor Credit Company, 4.134% 4aug2025, USD   USD 08/04/2025 07/21/2017 ***.** *.** 07/21/2017 ***.*** *.**
Ford Motor Credit Company, FRN 15jun2018, USD   USD 06/15/2018 07/21/2017 **.** * 07/21/2017 ***.** *
Ford Motor Credit Company, FRN 28mar2022, USD   USD 03/28/2022 07/21/2017 ***.** * 07/21/2017 ***.** *
Ford Motor Credit Company, FRN 9jan2020, USD   USD 01/09/2020 07/21/2017 ***.* * 07/21/2017 ***.** *
Freddie Mac, 4.875% 13jun2018, USD   USD 06/13/2018 07/21/2017 ***.** *.** 07/21/2017 ***.* *.**
Freddie Mac, 5.125% 17nov2017, USD   USD 11/17/2017 07/21/2017 ***.** *.** 07/21/2017 ***.** *.**
Freddie Mac, 5.5% 23aug2017, USD   USD 08/23/2017 07/21/2017 ***.** *.** 07/21/2017 ***.** *.**
Freeport-McMoRan, 3.55% 1mar2022, USD   USD 03/01/2022 07/21/2017 **.** *.** 07/21/2017 **.** *.**
Freeport-McMoRan, 4% 14nov2017, USD   USD 11/14/2017 07/21/2017 **.** *.** 07/21/2017 ***.** *.**
Freeport-McMoRan, 4% 14nov2021, USD   USD 11/14/2021 07/21/2017 **.** *.** 07/21/2017 **.** *.**
Freeport-McMoRan, 4.55% 14nov2024, USD   USD 11/14/2024 07/21/2017 **.** *.** 07/21/2017 **.** *.**
Freeport-McMoRan, 5.4% 14nov2034, USD   USD 11/14/2034 07/21/2017 **.* *.* 07/21/2017 ** *.**
Fresenius Medical Care US Finance II Inc, 5.625% 31jul2019, USD   USD 07/31/2019 07/21/2017 ***.** *.** 07/21/2017 ***.** *.**
Fresenius Medical Care US Finance II Inc, 5.875% 31jan2022, USD   USD 01/31/2022 07/21/2017 ***.** *.** 07/21/2017 ***.** *.**
Fresenius Medical Care US Finance II Inc, 6.5% 15sep2018, USD   USD 09/15/2018 07/21/2017 ***.* *.** 07/21/2017 ***.** *.**
Fresenius U.S Finance II, 4.25% 1feb2021, USD   USD 02/01/2021 07/21/2017 ***.** *.** 07/21/2017 ***.** *.**
Frontier Communications, 10.5% 15sep2022, USD   USD 09/15/2022 07/21/2017 **.** **.** 07/21/2017 **.* **.**
Frontier Communications, 10.5% 15sep2022, USD   USD 09/15/2022 07/21/2017 **.** **.** 07/21/2017 ** **.**
Frontier Communications, 11% 15sep2025, USD   USD 09/15/2025 07/21/2017 **.** **.** 07/21/2017 **.** **.**
Frontier Communications, 11% 15sep2025, USD   USD 09/15/2025 07/21/2017 **.** **.** 07/21/2017 **.* **.**
Frontier Communications, 8.5% 15apr2020, USD   USD 04/15/2020 07/21/2017 ***.* *.** 07/21/2017 ***.** *.**
Frontier Communications, 8.75% 15apr2022, USD   USD 04/15/2022 07/21/2017 **.** **.** 07/21/2017 **.** **.**
Frontier Communications, 8.875% 15sep2020, USD   USD 09/15/2020 07/21/2017 ***.** *.* 07/21/2017 ***.** *.**
FS Investment, 4.25% 15jan2020, USD   USD 01/15/2020 07/21/2017 ***.*** *.* 07/21/2017 ***.* *.*
GameStop, 6.75% 15mar2021, USD   USD 03/15/2021 07/21/2017 ***.** *.** 07/21/2017 ***.** *.**
Gap, 5.95% 12apr2021, USD   USD 04/12/2021 07/21/2017 ***.** *.** 07/21/2017 ***.** *.**
Gates Global, 5.75% 15jul2022, EUR   EUR 07/15/2022 07/21/2017 ***.** *.** 07/21/2017 ***.** *.**
General Dynamics, 1.875% 15aug2023, USD   USD 08/15/2023 07/21/2017 **.*** *.** 07/21/2017 **.** *.**
General Dynamics, 2.125% 15aug2026, USD   USD 08/15/2026 07/21/2017 **.*** *.* 07/21/2017 **.** *.**
General Electric, 0.375% 17may2022, EUR   EUR 05/17/2022 07/21/2017 ***.*** *.** 07/21/2017 ***.** *.**
General Electric, 0.605% 17may2025, EUR   EUR 05/17/2025 07/21/2017 **.* *.** 07/21/2017 **.** *.**
General Electric, 1.25% 26may2023, EUR   EUR 05/26/2023 07/21/2017 ***.** *.** 07/21/2017 ***.** *.**
General Electric, 1.5% 17may2029, EUR   EUR 05/17/2029 07/21/2017 ***.** *.** 07/21/2017 ***.*** *.**
General Electric, 1.875% 28may2027, EUR   EUR 05/28/2027 07/21/2017 ***.** *.** 07/21/2017 ***.** *.**
General Electric, 2.125% 17may2037, EUR   EUR 05/17/2037 07/21/2017 **.*** *.** 07/21/2017 **.** *.**
General Electric, 2.25% 20jul2020, EUR   EUR 07/20/2020 07/21/2017 ***.** *.** 07/21/2017 ***.* *.**
General Electric, 3.6% 15dec2032, USD   USD 12/15/2032 07/21/2017 **.*** *.** 07/21/2017 ***.*** *.**
General Electric, 4% 15feb2023, USD   USD 02/15/2023 07/21/2017 ***.** *.** 07/21/2017 ***.*** *.**
General Electric, 4% 15jul2035, USD   USD 07/15/2035 07/21/2017 ***.*** *.** 07/21/2017 ***.*** *.**
General Electric, 4% 15jun2032, USD   USD 06/15/2032 07/21/2017 ***.*** *.** 07/21/2017 ***.*** *.**
General Electric, 4.125% 15apr2030, USD   USD 04/15/2030 07/21/2017 ***.*** *.** 07/21/2017 ***.** *.**
General Electric, 4.125% 15may2034, USD   USD 05/15/2034 07/21/2017 ***.*** *.** 07/21/2017 ***.*** *.**
General Electric, 4.125% 28sep2017, GBP   GBP 09/28/2017 07/21/2017 ***.** *.** 07/21/2017 ***.** *.**
General Electric, 4.125% 30jul2018, AUD   AUD 07/30/2018 07/21/2017 ***.** *.** 07/21/2017 ***.** *.**
General Electric, 4.150% 15may2034, USD   USD 05/15/2034 07/21/2017 ***.*** *.** 07/21/2017 ***.*** *.**
General Electric, 4.35% 3nov2021, EUR   EUR 11/03/2021 07/21/2017 ***.** *.** 07/21/2017 ***.** *.**
General Electric, 4.375% 31jul2019, GBP   GBP 07/31/2019 07/21/2017 ***.** *.** 07/21/2017 ***.** *.**
General Electric, 4.5% 15oct2025, USD   USD 10/15/2025 07/21/2017 ***.*** *.** 07/21/2017 ***.** *.**
General Electric, 4.625% 22feb2027, EUR   EUR 02/22/2027 07/21/2017 ***.** *.* 07/21/2017 ***.*** *.**
General Electric, 4.93% 27jun2018, HKD   HKD 06/27/2018 07/21/2017 ***.**** *.** 07/21/2017 ***.**** *.**
General Electric, 5.125% 24may2023, GBP   GBP 05/24/2023 07/21/2017 ***.** *.** 07/21/2017 ***.** *.**
General Electric, 5.2% 15jul2034, USD   USD 07/15/2034 07/21/2017 ***.*** *.** 07/21/2017 ***.*** *.*
General Electric, 5.25% 15jun2034, USD   USD 06/15/2034 07/21/2017 ***.*** *.** 07/21/2017 ***.*** *.*
General Electric, 5.31% 21sep2017, HKD   HKD 09/21/2017 07/21/2017 ***.**** *.** 07/21/2017 ***.**** *.**
General Electric, 5.375% 16jan2018, EUR   EUR 01/16/2018 07/21/2017 ***.** -*.** 07/21/2017 ***.** -*.*
General Electric, 5.375% 23jan2020, EUR   EUR 01/23/2020 07/21/2017 ***.* -*.** 07/21/2017 ***.** -*.**
General Electric, 5.875% 18jan2033, GBP   GBP 01/18/2033 07/21/2017 ***.*** *.** 07/21/2017 ***.** *.**
General Electric, 5.875% 4nov2020, GBP   GBP 11/04/2020 07/21/2017 ***.*** *.** 07/21/2017 ***.** *.**
General Electric, 6% 15jan2019, EUR   EUR 01/15/2019 07/21/2017 ***.** -*.** 07/21/2017 ***.*** -*.*
General Electric, 6.025% 1mar2038, EUR   EUR 03/01/2038 07/21/2017 ***.** *.** 07/21/2017 ***.** *.**
General Electric, 6.75% 6aug2018, GBP   GBP 08/06/2018 07/21/2017 ***.** *.** 07/21/2017 ***.** *.**
General Electric, FRN 28may2020, EUR   EUR 05/28/2020 07/21/2017 ***.** *.** 07/21/2017 ***.** *.**
General Electric Capital, 15.75% 16apr2018, TRY   TRY 04/16/2018 07/21/2017 ***.** **.** 07/21/2017 ***.** **.**
General Electric Capital, 2.2% 9jan2020, USD   USD 01/09/2020 07/21/2017 ***.** *.** 07/21/2017 ***.** *.**
General Electric Capital, 2.3% 14jan2019, USD   USD 01/14/2019 07/21/2017 ***.*** *.* 07/21/2017 ***.** *.**
General Electric Capital, 2.5% 28mar2020, USD   USD 03/28/2020 07/21/2017 ***.** *.** 07/21/2017 ***.** *.**
General Electric Capital, 2.625% 16jan2018, SEK   SEK 01/16/2018 07/21/2017 ***.** *.** 07/21/2017 ***.* -*.**
General Electric Capital, 2.875% 18jun2019, EUR   EUR 06/18/2019 07/21/2017 ***.** -*.** 07/21/2017 ***.*** -*.**
General Electric Capital, 3% 28feb2018, NOK   NOK 02/28/2018 07/21/2017 ***.* *.** 07/21/2017 ***.** *.**
General Electric Capital, 3.25% 30jul2019, SEK   SEK 07/30/2019 07/21/2017 ***.** *.** 07/21/2017 ***.** *.**
General Electric Capital, 3.856% 20jun2030, EUR   EUR 06/20/2030 07/21/2017 ***.**** *.* 07/21/2017 ***.**** *.*
General Electric Capital, 4% 15aug2018, USD   USD 08/15/2018 07/21/2017 ***.*** *.* 07/21/2017 ***.*** *.**
General Electric Capital, 4% 15aug2019, USD   USD 08/15/2019 07/21/2017 ***.*** *.** 07/21/2017 ***.* *.**
General Electric Capital, 4% 15jul2018, USD   USD 07/15/2018 07/21/2017 ***.*** *.** 07/21/2017 ***.*** *.**
General Electric Capital, 4% 15jul2032, USD   USD 07/15/2032 07/21/2017 ***.*** *.** 07/21/2017 ***.* *.**
General Electric Capital, 4.125% 19sep2035, EUR   EUR 09/19/2035 07/21/2017 ***.** * 07/21/2017 ***.** *
General Electric Capital, 4.25% 17jan2018, NZD   NZD 01/17/2018 07/21/2017 ***.* *.** 07/21/2017 ***.*** *.**
General Electric Capital, 4.625% 30jan2043, USD   USD 01/30/2043 07/21/2017 ***.* *.* 07/21/2017 ***.** *.**
General Electric Capital, 4.875% 18sep2037, GBP   GBP 09/18/2037 07/21/2017 *** *.** 07/21/2017 ***.** *.**
General Electric Capital, 5% 15apr2022, USD   USD 04/15/2022 07/21/2017 ***.*** *.* 07/21/2017 ***.* *.**
General Electric Capital, 5% 15jul2023, USD   USD 07/15/2023 07/21/2017 ***.*** *.* 07/21/2017 ***.*** *.**
General Electric Capital, 5.125% 15apr2019, USD   USD 04/15/2019 07/21/2017 ***.** *.** 07/21/2017 ***.*** *.**
General Electric Capital, 5.25% 15mar2020, USD   USD 03/15/2020 07/21/2017 ***.** *.** 07/21/2017 ***.*** *.**
General Electric Capital, 5.25% 15may2018, USD   USD 05/15/2018 07/21/2017 ***.*** *.** 07/21/2017 ***.*** *.**
General Electric Capital, 5.25% 7dec2028, GBP   GBP 12/07/2028 07/21/2017 ***.** *.** 07/21/2017 ***.** *.**
General Electric Capital, 5.350% 15oct2020, USD   USD 10/15/2020 07/21/2017 ***.*** *.** 07/21/2017 ***.*** *.**
General Electric Capital, 5.375% 18dec2040, GBP   GBP 12/18/2040 07/21/2017 ***.** *.** 07/21/2017 ***.** *.**
General Electric Capital, 5.4% 15may2022, USD   USD 05/15/2022 07/21/2017 ***.*** *.* 07/21/2017 ***.*** *.**
General Electric Capital, 5.45% 15oct2020, USD   USD 10/15/2020 07/21/2017 ***.*** *.** 07/21/2017 ***.*** *.**
General Electric Capital, 5.5% 15mar2023, USD   USD 03/15/2023 07/21/2017 ***.*** *.** 07/21/2017 ***.*** *.**
General Electric Capital, 5.5% 15sep2020, USD   USD 09/15/2020 07/21/2017 ***.*** *.** 07/21/2017 ***.*** *.**
General Electric Capital, 5.5% 15sep2067, EUR   EUR 09/15/2067 07/21/2017 ***.** * 07/21/2017 ***.* *
General Electric Capital, 5.5% 15sep2067, EUR   EUR 09/15/2067 07/21/2017 ***.*** * 07/21/2017 ***.** *
General Electric Capital, 5.5% 7jun2021, GBP   GBP 06/07/2021 07/21/2017 ***.* *.** 07/21/2017 ***.* *.**
General Electric Capital, 5.500% 15feb2022, USD   USD 02/15/2022 07/21/2017 ***.*** *.* 07/21/2017 ***.*** *.**
General Electric Capital, 5.625% 16sep2031, GBP   GBP 09/16/2031 07/21/2017 ***.** *.** 07/21/2017 ***.** *.**
General Electric Capital, 5.750% 15feb2023, USD   USD 02/15/2023 07/21/2017 ***.*** *.* 07/21/2017 ***.*** *.**
General Electric Capital, 5.875% 14jan2038, USD   USD 01/14/2038 07/21/2017 ***.*** *.** 07/21/2017 ***.** *.**
General Electric Capital, 6% 15jul2018, USD   USD 07/15/2018 07/21/2017 ***.*** *.** 07/21/2017 ***.*** *.**
General Electric Capital, 6.25% 15dec2017, GBP   GBP 12/15/2017 07/21/2017 ***.*** *.** 07/21/2017 ***.*** *.**
General Electric Capital, 6.25% 29sep2020, GBP   GBP 09/29/2020 07/21/2017 ***.*** *.** 07/21/2017 ***.* *.**
General Electric Capital, 6.3% 15may2018, USD   USD 05/15/2018 07/21/2017 ***.*** *.** 07/21/2017 ***.*** *.*
General Electric Capital, 6.3% 15may2018, USD   USD 05/15/2018 07/21/2017 ***.** *.** 07/21/2017 ***.*** *.**
General Electric Capital, 6.375% 15nov2067, USD   USD 11/15/2067 07/21/2017 ***.** *.** 07/21/2017 ***.** *.**
General Electric Capital, 6.375% 15nov2067, USD   USD 11/15/2067 07/21/2017 ***.** * 07/21/2017 ***.** *
General Electric Capital, 6.5% 15sep2067, GBP   GBP 09/15/2067 07/21/2017 *** * 07/21/2017 ***.** *
General Electric Capital, 6.667% 25jun2018, NOK   NOK 06/25/2018 07/21/2017 ***.**** *.** 07/21/2017 ***.**** *.**
General Electric Capital, 6.75% 15apr2018, USD   USD 04/15/2018 07/21/2017 ***.*** *.** 07/21/2017 ***.*** *.**
General Electric Capital, 6.75% 15may2018, USD   USD 05/15/2018 07/21/2017 ***.*** *.** 07/21/2017 ***.*** *.**
General Electric Capital, 8.35% 3sep2022, MXN   MXN 09/03/2022 07/21/2017 ***.** *.** 07/21/2017 ***.** *.*
General Electric Capital, 8.5% 6apr2018, MXN   MXN 04/06/2018 07/21/2017 ***.** *.* 07/21/2017 ***.** *.**
General Electric Capital, 8.87% 2jun2018, MXN   MXN 06/02/2018 07/21/2017 ***.** *.** 07/21/2017 ***.*** *.**
General Electric Capital, FRN 14jan2019, USD   USD 01/14/2019 07/21/2017 **.** * 07/21/2017 ***.** *
General Electric Capital, FRN 16jan2018, SEK   SEK 01/16/2018 07/21/2017 ***.** * 07/21/2017 ***.** *
General Electric Capital, FRN 17may2021, EUR   EUR 05/17/2021 07/21/2017 ***.** * 07/21/2017 ***.** *
General Electric Capital, FRN 20dec2017, USD   USD 12/20/2017 07/21/2017 ***.** * 07/21/2017 ***.** *
General Electric Capital, FRN 28dec2018, USD   USD 12/28/2018 07/21/2017 **.** * 07/21/2017 **.** *
General Electric Capital, FRN 28mar2020, USD   USD 03/28/2020 07/21/2017 ***.** * 07/21/2017 ***.** *
General Electric Capital, FRN 9jan2020, USD   USD 01/09/2020 07/21/2017 ***.** * 07/21/2017 ***.** *
General Mills, 1% 27apr2023, EUR   EUR 04/27/2023 07/21/2017 ***.*** *.** 07/21/2017 ***.** *.**
General Mills, 1.4% 20oct2017, USD   USD 10/20/2017 07/21/2017 **.** *.** 07/21/2017 ***.*** *.**
General Mills, 1.5% 27apr2027, EUR   EUR 04/27/2027 07/21/2017 ***.** *.** 07/21/2017 ***.** *.**
General Mills, 2.1% 16nov2020, EUR   EUR 11/16/2020 07/21/2017 ***.** *.** 07/21/2017 ***.** *.*
General Mills, 3.2% 10feb2027, USD   USD 02/10/2027 07/21/2017 ***.*** *.** 07/21/2017 ***.* *.**
General Mills, FRN 15jan2020, EUR   EUR 01/15/2020 07/21/2017 ***.*** * 07/21/2017 ***.*** *
General Motors, 3.5% 2oct2018, USD   USD 10/02/2018 07/21/2017 ***.** *.** 07/21/2017 ***.*** *.**
General Motors, 3.5% 2oct2018, USD   USD 10/02/2018 07/21/2017 ***.*** *.** 07/21/2017 ***.** *.**
General Motors, 4.875% 2oct2023, USD   USD 10/02/2023 07/21/2017 ***.*** *.** 07/21/2017 ***.** *.**
General Motors, 5% 1apr2035, USD   USD 04/01/2035 07/21/2017 ***.** *.** 07/21/2017 ***.*** *.**
General Motors, 6.25% 2oct2043, USD   USD 10/02/2043 07/21/2017 ***.*** *.** 07/21/2017 ***.*** *.**
General Motors, 6.75% 1jun2018, USD   USD 06/01/2018 07/21/2017 ***.*** *.** 07/21/2017 ***.*** *.**
GenOn Escrow, 9.875% 15oct2020, USD   USD 10/15/2020 07/21/2017 **.** **.** 07/21/2017 **.* **.*
Georgia Power, 2% 30mar2020, USD   USD 03/30/2020 07/21/2017 **.*** *.** 07/21/2017 ***.*** *.**
Georgia Power, 3.25% 30mar2027, USD   USD 03/30/2027 07/21/2017 ***.** *.** 07/21/2017 ***.** *.**
Gilead, 1.85% 4sep2018, USD   USD 09/04/2018 07/21/2017 ***.*** *.** 07/21/2017 ***.*** *.**
Gilead, 1.95% 1mar2022, USD   USD 03/01/2022 07/21/2017 **.*** *.** 07/21/2017 **.** *.*
Gilead, 2.5% 1sep2023, USD   USD 09/01/2023 07/21/2017 **.** *.* 07/21/2017 **.*** *.*
Gilead, 2.55% 1sep2020, USD   USD 09/01/2020 07/21/2017 ***.** *.** 07/21/2017 ***.** *.**
Gilead, 2.95% 1mar2027, USD   USD 03/01/2027 07/21/2017 **.** *.** 07/21/2017 **.** *.**
Gilead, 3.25% 1sep2022, USD   USD 09/01/2022 07/21/2017 ***.*** *.** 07/21/2017 ***.** *.**
Gilead, 3.65% 1mar2026, USD   USD 03/01/2026 07/21/2017 ***.*** *.** 07/21/2017 ***.*** *.**
Gilead, 4% 1sep2036, USD   USD 09/01/2036 07/21/2017 ***.** *.* 07/21/2017 ***.* *.**
Gilead, 4.15% 1mar2047, USD   USD 03/01/2047 07/21/2017 ***.** *.** 07/21/2017 ***.** *.**
Gilead, 4.6% 1sep2035, USD   USD 09/01/2035 07/21/2017 ***.*** *.** 07/21/2017 ***.** *.**
Gilead, 4.75% 1mar2046, USD   USD 03/01/2046 07/21/2017 ***.*** *.* 07/21/2017 *** *.**
GLDD, 8% 15may2022, USD   USD 05/15/2022 07/21/2017 ***.** *.** 07/21/2017 ***.** *.**
Glencore Funding, 2.125% 16apr2018, USD   USD 04/16/2018 07/21/2017 ***.** *.** 07/21/2017 ***.** *.**
Glencore Funding, 2.875% 16apr2020, USD   USD 04/16/2020 07/21/2017 ***.** *.** 07/21/2017 ***.** *.**
Glencore Funding, 3.125% 29apr2019, USD   USD 04/29/2019 07/21/2017 ***.** *.* 07/21/2017 ***.** *.**
Glencore Funding, 4% 16apr2025, USD   USD 04/16/2025 07/21/2017 ***.** *.** 07/21/2017 ***.** *.**
Glencore Funding, 4% 27mar2027, USD   USD 03/27/2027 07/21/2017 ***.** *.** 07/21/2017 ***.** *.**
Glencore Funding, 4.625% 29apr2024, USD   USD 04/29/2024 07/21/2017 ***.** *.** 07/21/2017 ***.** *.**
Glencore Funding, FRN 15jan2019, USD   USD 01/15/2019 07/21/2017 ***.* * 07/21/2017 ***.** *
Glencore Funding, FRN 16apr2018, USD   USD 04/16/2018 07/21/2017 ***.** * 07/21/2017 ***.** *
GM Financial, 0.955% 7sep2023, EUR   EUR 09/07/2023 07/21/2017 **.** *.** 07/21/2017 **.** *.**
GM Financial, 1.875% 15oct2019, EUR   EUR 10/15/2019 07/21/2017 ***.* *.** 07/21/2017 ***.* -*
GM Financial, 2.35% 4oct2019, USD   USD 10/04/2019 07/21/2017 ***.*** *.* 07/21/2017 ***.** *.**
GM Financial, 2.4% 10apr2018, USD   USD 04/10/2018 07/21/2017 ***.** *.** 07/21/2017 ***.** *.*
GM Financial, 2.65% 13apr2020, USD   USD 04/13/2020 07/21/2017 ***.*** *.** 07/21/2017 ***.** *.**
GM Financial, 3.10% 15jan2019, USD   USD 01/15/2019 07/21/2017 ***.** *.** 07/21/2017 ***.** *.**
GM Financial, 3.150% 30jun2022, USD   USD 06/30/2022 07/21/2017 ***.*** *.** 07/21/2017 ***.** *.**
GM Financial, 3.2% 6jul2021, USD   USD 07/06/2021 07/21/2017 ***.*** *.** 07/21/2017 ***.** *.**
GM Financial, 3.25% 15may2018, USD   USD 05/15/2018 07/21/2017 ***.** *.** 07/21/2017 ***.** *.**
GM Financial, 3.45% 14jan2022, USD   USD 01/14/2022 07/21/2017 ***.*** *.** 07/21/2017 ***.* *.*
GM Financial, 3.95% 13apr2024, USD   USD 04/13/2024 07/21/2017 ***.*** *.** 07/21/2017 ***.*** *.**
GM Financial, 4% 6oct2026, USD   USD 10/06/2026 07/21/2017 ***.** *.** 07/21/2017 ***.*** *.*
GM Financial, 4.25% 15may2023, USD   USD 05/15/2023 07/21/2017 ***.*** *.** 07/21/2017 ***.*** *.**
GM Financial, 4.75% 15aug2017, USD   USD 08/15/2017 07/21/2017 ***.** *.** 07/21/2017 ***.*** *.*
GM Financial, 5.25% 1mar2026, USD   USD 03/01/2026 07/21/2017 ***.** *.** 07/21/2017 ***.*** *.**
GM Financial, FRN 10apr2018, USD   USD 04/10/2018 07/21/2017 ***.** * 07/21/2017 ***.** *
GM Financial, FRN 10may2021, EUR   EUR 05/10/2021 07/21/2017 ***.** * 07/21/2017 ***.** *
GM Financial, FRN 13apr2020, USD   USD 04/13/2020 07/21/2017 ***.** * 07/21/2017 ***.** *
GM Financial, FRN 4oct2019, USD   USD 10/04/2019 07/21/2017 ***.** * 07/21/2017 ***.* *
Gogo Intermediate Holdings, 12.5% 1jul2022, USD   USD 07/01/2022 07/21/2017 ***.** *.** 07/21/2017 ***.** *.**
Goldman Sachs, 0.55% 9sep2021, CHF   CHF 09/09/2021 07/21/2017 ***.** *.** 07/21/2017 ***.** *.**
Goldman Sachs, 0.75% 10may2019, EUR   EUR 05/10/2019 07/21/2017 ***.** -*.** 07/21/2017 ***.** -*.**
Goldman Sachs, 1.25% 11sep2019, CHF   CHF 09/11/2019 07/21/2017 ***.** -*.** 07/21/2017 ***.** -*.**
Goldman Sachs, 1.25% 1may2025, EUR   EUR 05/01/2025 07/21/2017 **.** *.* 07/21/2017 **.** *.**
Goldman Sachs, 1.375% 15may2024, EUR   EUR 05/15/2024 07/21/2017 ***.** *.** 07/21/2017 ***.** *.**
Goldman Sachs, 1.375% 26jul2022, EUR   EUR 07/26/2022 07/21/2017 ***.*** *.** 07/21/2017 ***.** *.**
Goldman Sachs, 1.625% 27jul2026, EUR   EUR 07/27/2026 07/21/2017 **.** *.** 07/21/2017 **.** *.**
Goldman Sachs, 2% 27jul2023, EUR   EUR 07/27/2023 07/21/2017 ***.** *.** 07/21/2017 ***.** *
Goldman Sachs, 2.125% 30sep2024, EUR   EUR 09/30/2024 07/21/2017 ***.* *.** 07/21/2017 ***.** *.**
Goldman Sachs, 2.3% 13dec2019, USD   USD 12/13/2019 07/21/2017 ***.*** *.** 07/21/2017 ***.** *.**
Goldman Sachs, 2.35% 15nov2021, USD   USD 11/15/2021 07/21/2017 **.*** *.** 07/21/2017 **.** *.**
Goldman Sachs, 2.5% 18oct2021, EUR   EUR 10/18/2021 07/21/2017 ***.** *.** 07/21/2017 ***.** *.**
Goldman Sachs, 2.5% 4apr2024, EUR   EUR 04/04/2024 07/21/2017 **.** * 07/21/2017 ***.** *
Goldman Sachs, 2.55% 23oct2019, USD   USD 10/23/2019 07/21/2017 ***.** *.** 07/21/2017 ***.** *.**
Goldman Sachs, 2.6% 23apr2020, USD   USD 04/23/2020 07/21/2017 ***.** *.** 07/21/2017 ***.*** *.**
Goldman Sachs, 2.6% 27dec2020, USD   USD 12/27/2020 07/21/2017 ***.*** *.** 07/21/2017 ***.* *.**
Goldman Sachs, 2.625% 19aug2020, EUR   EUR 08/19/2020 07/21/2017 ***.** *.** 07/21/2017 ***.** *.**
Goldman Sachs, 2.75% 15sep2020, USD   USD 09/15/2020 07/21/2017 ***.* *.** 07/21/2017 ***.*** *.**
Goldman Sachs, 2.844% 23sep2019, USD   USD 09/23/2019 07/21/2017 **.** *.** 07/21/2017 ***.** *.**
Goldman Sachs, 2.875% 3jun2026, EUR   EUR 06/03/2026 07/21/2017 ***.** *.** 07/21/2017 ***.** *.**
Goldman Sachs, 2.9% 19jul2018, USD   USD 07/19/2018 07/21/2017 ***.*** *.* 07/21/2017 ***.** *.**
Goldman Sachs, 2.905% 24jul2023, USD   USD 07/24/2023 07/21/2017 ***.** * 07/21/2017 ***.* *
Goldman Sachs, 3% 12feb2031, EUR   EUR 02/12/2031 07/21/2017 ***.** *.** 07/21/2017 ***.** *.**
Goldman Sachs, 3% 26apr2022, USD   USD 04/26/2022 07/21/2017 ***.** *.** 07/21/2017 ***.** *.**
Goldman Sachs, 3.25% 1feb2023, EUR   EUR 02/01/2023 07/21/2017 ***.** *.** 07/21/2017 ***.* *.**
Goldman Sachs, 3.5% 16nov2026, USD   USD 11/16/2026 07/21/2017 ***.*** *.** 07/21/2017 ***.** *.**
Goldman Sachs, 3.5% 23jan2025, USD   USD 01/23/2025 07/21/2017 ***.** *.* 07/21/2017 ***.** *.**
Goldman Sachs, 3.55% 12feb2021, CAD   CAD 02/12/2021 07/21/2017 ***.** *.** 07/21/2017 ***.** *.*
Goldman Sachs, 3.7% 8feb2019, AUD   AUD 02/08/2019 07/21/2017 ***.** *.** 07/21/2017 ***.** *.**
Goldman Sachs, 3.75% 22may2025, USD   USD 05/22/2025 07/21/2017 ***.*** *.** 07/21/2017 ***.** *.**
Goldman Sachs, 3.8% 7sep2017, NOK   NOK 09/07/2017 07/21/2017 **.** **.** 07/21/2017 ***.** *.**
Goldman Sachs, 3.85% 26jan2027, USD   USD 01/26/2027 07/21/2017 ***.*** *.** 07/21/2017 ***.* *.**
Goldman Sachs, 3.85% 8jul2024, USD   USD 07/08/2024 07/21/2017 ***.*** *.** 07/21/2017 ***.*** *.**
Goldman Sachs, 3.9% 19sep2019, CNY   CNY 09/19/2019 07/21/2017 ** *.** 07/21/2017 *** *.*
Goldman Sachs, 4% 15may2033, USD   USD 05/15/2033 07/21/2017 **.*** *.** 07/21/2017 **.*** *.*
Goldman Sachs, 4% 3mar2024, USD   USD 03/03/2024 07/21/2017 ***.** *.** 07/21/2017 ***.*** *.**
Goldman Sachs, 4.25% 29jan2026, GBP   GBP 01/29/2026 07/21/2017 ***.** *.** 07/21/2017 ***.** *.**
Goldman Sachs, 4.3% 15dec2032, USD   USD 12/15/2032 07/21/2017 ***.*** *.** 07/21/2017 ***.*** *.**
Goldman Sachs, 4.3% 9nov2021, CNY   CNY 11/09/2021 07/21/2017 *** *.* 07/21/2017 *** *.**
Goldman Sachs, 4.4% 15nov2032, USD   USD 11/15/2032 07/21/2017 ***.*** *.** 07/21/2017 ***.*** *.**
Goldman Sachs, 4.75% 12oct2021, EUR   EUR 10/12/2021 07/21/2017 ***.** *.** 07/21/2017 ***.*** *.*
Goldman Sachs, 4.8% 8jul2044, USD   USD 07/08/2044 07/21/2017 ***.** *.** 07/21/2017 ***.** *.**
Goldman Sachs, 5% 15aug2042, USD   USD 08/15/2042 07/21/2017 ***.*** * 07/21/2017 ***.* *.**
Goldman Sachs, 5% 29dec2019, CNY   CNY 12/29/2019 07/21/2017 *** *.** 07/21/2017 ***.** *.**
Goldman Sachs, 5% 8aug2018, AUD   AUD 08/08/2018 07/21/2017 ***.* *.** 07/21/2017 ***.** *.**
Goldman Sachs, 5.1% 15aug2025, USD   USD 08/15/2025 07/21/2017 ***.*** *.* 07/21/2017 ***.*** *.**
Goldman Sachs, 5.11% 1jul2025, EUR   EUR 07/01/2025 07/21/2017 *** * 07/21/2017 *** *
Goldman Sachs, 5.125% 23oct2019, EUR   EUR 10/23/2019 07/21/2017 ***.** *.** 07/21/2017 ***.** -*
Goldman Sachs, 5.2% 17dec2019, NZD   NZD 12/17/2019 07/21/2017 ***.* *.** 07/21/2017 ***.** *.**
Goldman Sachs, 5.25% 15aug2024, USD   USD 08/15/2024 07/21/2017 ***.*** *.** 07/21/2017 ***.* *.**
Goldman Sachs, 5.25% 15nov2025, USD   USD 11/15/2025 07/21/2017 ***.*** *.** 07/21/2017 ***.*** *.**
Goldman Sachs, 5.5% 12oct2021, GBP   GBP 10/12/2021 07/21/2017 ***.*** *.** 07/21/2017 ***.** *.**
Goldman Sachs, 5.95% 15jan2027, USD   USD 01/15/2027 07/21/2017 ***.*** *.** 07/21/2017 ***.*** *.**
Goldman Sachs, 5.95% 18jan2018, USD   USD 01/18/2018 07/21/2017 *** *.** 07/21/2017 ***.** *.**
Goldman Sachs, 6% 15mar2041, USD   USD 03/15/2041 07/21/2017 ***.*** * 07/21/2017 ***.*** *.**
Goldman Sachs, 6% 15mar2041, USD   USD 03/15/2041 07/21/2017 ***.*** *.** 07/21/2017 ***.*** *.**
Goldman Sachs, 6.15% 1apr2018, USD   USD 04/01/2018 07/21/2017 ***.*** *.** 07/21/2017 ***.*** *.**
Goldman Sachs, 6.2% 26aug2020, USD (Series D)   USD 08/26/2020 07/21/2017 **.**** * 07/21/2017 ***.**** *
Goldman Sachs, 6.375% 2may2018, EUR   EUR 05/02/2018 07/21/2017 -*.** *****.** 07/21/2017 -*.** *****.**
Goldman Sachs, 6.68% 14may2018, NOK   NOK 05/14/2018 07/21/2017 ***.**** *.** 07/21/2017 ***.**** *.**
Goldman Sachs, 6.75% 1oct2037, USD   USD 10/01/2037 07/21/2017 ***.*** *.** 07/21/2017 ***.** *.**
Goldman Sachs, 6.77% 18jan2018, CNY   CNY 01/18/2019 07/21/2017 **.* *.** 07/21/2017 *** *.**
Goldman Sachs, 6.875% 18jan2038, GBP   GBP 01/18/2038 07/21/2017 ***.** *.** 07/21/2017 ***.** *.**
Goldman Sachs, 7.125% 7aug2025, GBP   GBP 08/07/2025 07/21/2017 ***.* *.** 07/21/2017 ***.** *.**
Goldman Sachs, 7.25% 10apr2028, GBP   GBP 04/10/2028 07/21/2017 ***.* *.** 07/21/2017 ***.** *.**
Goldman Sachs, 9.4% 9feb2018, BRL   BRL 02/09/2018 07/21/2017 **.** **.** 07/21/2017 ***.** *.**
Goldman Sachs, FRN 11sep2018, EUR   EUR 09/11/2018 07/21/2017 ***.*** * 07/21/2017 ***.** *
Goldman Sachs, FRN 13dec2019, USD   USD 12/13/2019 07/21/2017 ***.** * 07/21/2017 ***.** *
Goldman Sachs, FRN 15nov2021, USD   USD 11/15/2021 07/21/2017 ***.** * 07/21/2017 ***.** *
Goldman Sachs, FRN 17sep2017, USD   USD 09/17/2017 07/21/2017 *** * 07/21/2017 ***.* *
Goldman Sachs, FRN 18dec2017, EUR   EUR 12/18/2017 07/21/2017 ***.** * 07/21/2017 ***.** *
Goldman Sachs, FRN 26apr2022, USD   USD 04/26/2022 07/21/2017 ***.** * 07/21/2017 ***.** *
Goldman Sachs, FRN 26jan2022, EUR   EUR 01/26/2022 07/21/2017 ***.** * 07/21/2017 ***.** *
Goldman Sachs, FRN 26jul2022, EUR   EUR 07/26/2022 07/21/2017 ***.** * 07/21/2017 ***.*** *
Goldman Sachs, FRN 27dec2020, USD   USD 12/27/2020 07/21/2017 **.** * 07/21/2017 ***.** *
Goldman Sachs, FRN 27jul2017, EUR   EUR 07/27/2017 07/21/2017 *** *.* 07/21/2017 ***.** *
Goldman Sachs, FRN 27jul2021, EUR   EUR 07/27/2021 07/21/2017 ***.** * 07/21/2017 ***.** *
Goldman Sachs, FRN 28jun2020, EUR   EUR 06/28/2020 07/21/2017 ***.** * 07/21/2017 *
Goldman Sachs, FRN 28oct2027, USD   USD 10/28/2027 07/21/2017 ***.** * 07/21/2017 ***.** *
Goldman Sachs, FRN 29may2020, EUR   EUR 05/29/2020 07/21/2017 ***.** * 07/21/2017 ***.** *
Goldman Sachs, FRN 29oct2019, EUR   EUR 10/29/2019 07/21/2017 ***.** * 07/21/2017 ***.** *
Goldman Sachs, FRN 30jun2025, EUR   EUR 06/30/2025 07/21/2017 **.** * 07/21/2017 **.** *
Goldman Sachs, FRN 31dec2018, EUR   EUR 12/31/2018 07/21/2017 ***.** * 07/21/2017 ***.* *
Goldman Sachs, FRN 6sep2017, USD   USD 09/06/2017 07/21/2017 **.**** * 07/21/2017 ***.**** *
Goldman Sachs, FRN 8sep2021, AUD   AUD 09/08/2021 07/21/2017 ***.* * 07/21/2017 ***.** *
Goldman Sachs, FRN 9sep2022, EUR   EUR 09/09/2022 07/21/2017 ***.** * 07/21/2017 ***.** *
Google, 3.375% 25feb2024, USD   USD 02/25/2024 07/21/2017 ***.** *.* 07/21/2017 ***.** *.**
Google, 3.625% 19may2021, USD   USD 05/19/2021 07/21/2017 ***.*** *.** 07/21/2017 ***.*** *.**
Government Properties, 4% 15jul2022, USD   USD 07/15/2022 07/21/2017 **.*** *.** 07/21/2017 ***.** *.**
Grainger (W.W.), 4.2% 15may2047, USD   USD 05/15/2047 07/21/2017 ***.*** *.** 07/21/2017 ***.*** *.**
Grainger (W.W.), 4.6% 15jun2045, USD   USD 06/15/2045 07/21/2017 ***.*** *.** 07/21/2017 ***.*** *.**
Gray Television, 5.875% 15jul2026, USD   USD 07/15/2026 07/21/2017 ***.** *.** 07/21/2017 ***.* *.**
Great Plains Energy, 3.9% 1apr2027, USD   USD 04/01/2027 07/21/2017 **.** *.** 07/21/2017 ***.** *.**
Great Plains Energy, 4.85% 1apr2047, USD   USD 04/01/2047 07/21/2017 ***.** *.* 07/21/2017 ***.** *.*
Greif, 7.375% 15jul2021, EUR   EUR 07/15/2021 07/21/2017 ***.** *.** 07/21/2017 ***.** *.**
Gulf Power, 3.3% 30may2027, USD   USD 05/30/2027 07/21/2017 ***.*** *.** 07/21/2017 ***.** *.**
Gulfport Energy, 6% 15oct2024, USD   USD 10/15/2024 07/21/2017 **.** *.** 07/21/2017 **.** *.**
H.B. Fuller, 4% 15feb2027, USD   USD 02/15/2027 07/21/2017 ***.*** *.** 07/21/2017 ***.*** *.**
Halcon Resources, 6.75% 15feb2025, USD   USD 02/15/2025 07/21/2017 ***.** *.* 07/21/2017 ***.** *.**
Hanesbrands, 3.5% 15jun2024, EUR   EUR 06/15/2024 07/21/2017 ***.* *.* 07/21/2017 ***.** *.**
Hanesbrands, 4.625% 15may2024, USD   USD 05/15/2024 07/21/2017 ***.** *.** 07/21/2017 ***.** *.**
Hanjin International Corporation, FRN 30oct2017   USD 10/30/2017 07/21/2017 *** * 07/21/2017 ***.**** *
Harley-Davidson, 3.5% 28jul2025, USD   USD 07/28/2025 07/21/2017 ***.*** *.** 07/21/2017 ***.** *.**
Harley-Davidson, 4.625% 28jul2045, USD   USD 07/28/2045 07/21/2017 ***.*** *.** 07/21/2017 ***.** *.**
Harley-Davidson Financial Services Inc, 1.55% 17nov2017, USD   USD 11/17/2017 07/21/2017 ***.** *.** 07/21/2017 ***.** -**.**
Harley-Davidson Financial Services Inc, 2.15% 26feb2020, USD   USD 02/26/2020 07/21/2017 **.** *.* 07/21/2017 ***.** *.**
Harley-Davidson Financial Services Inc, 2.25% 15jan2019, USD   USD 01/15/2019 07/21/2017 ***.** *.** 07/21/2017 ***.** *.**
Harley-Davidson Financial Services Inc, 2.4% 15jun2020, USD   USD 06/15/2020 07/21/2017 ***.** *.** 07/21/2017 ***.** *.**
Harley-Davidson Financial Services Inc, 2.4% 15sep2019, USD   USD 09/15/2019 07/21/2017 ***.** *.** 07/21/2017 ***.** *.**
Harley-Davidson Financial Services Inc, 2.55% 9jun2022, USD   USD 06/09/2022 07/21/2017 **.** *.** 07/21/2017 ***.** *.**
Harley-Davidson Financial Services Inc, 2.85% 15jan2021, USD   USD 01/15/2021 07/21/2017 ***.* *.** 07/21/2017 ***.** *.*
Harley-Davidson Financial Services Inc, FRN 8mar2019, USD   USD 03/08/2019 07/21/2017 **.** * 07/21/2017 ***.** *
Harman International Industries, 2% 27may2022, EUR   EUR 05/27/2022 07/21/2017 ***.** *.** 07/21/2017 ***.** *.*
Harman International Industries, 4.15% 15may2025, USD   USD 05/15/2025 07/21/2017 ***.*** *.* 07/21/2017 ***.*** *.**
Harris, 1.999% 27apr2018, USD   USD 04/27/2018 07/21/2017 ***.*** *.** 07/21/2017 ***.*** *.**
Harris, 2.7% 27apr2020, USD   USD 04/27/2020 07/21/2017 ***.*** *.** 07/21/2017 ***.*** *.**
Harris, 3.832% 27apr2025, USD   USD 04/27/2025 07/21/2017 ***.** *.** 07/21/2017 ***.*** *.*
Harris, 4.854% 27apr2035, USD   USD 04/27/2035 07/21/2017 ***.*** *.** 07/21/2017 ***.*** *.**
Harris, 5.054% 27apr2045, USD   USD 04/27/2045 07/21/2017 ***.*** *.** 07/21/2017 ***.** *.**
HCA, 5.25% 15jun2026, USD   USD 06/15/2026 07/21/2017 ***.** *.** 07/21/2017 ***.** *.**
HCP, 4% 1jun2025, USD   USD 06/01/2025 07/21/2017 ***.*** *.** 07/21/2017 ***.** *.**
HD Supply, 5.75% 15apr2024, USD   USD 04/15/2024 07/21/2017 ***.** *.* 07/21/2017 ***.** *.**
Healthcare Realty, 3.875% 1may2025, USD   USD 05/01/2025 07/21/2017 ***.*** *.** 07/21/2017 ***.*** *.**
Healthcare Trust, 2.95% 1jul2022, USD   USD 07/01/2022 07/21/2017 ***.*** *.** 07/21/2017 ***.*** *.**
Healthcare Trust, 3.5% 1aug2026, USD   USD 08/01/2026 07/21/2017 **.*** *.** 07/21/2017 **.*** *.**
Healthcare Trust, 3.75% 1jul2027, USD   USD 07/01/2027 07/21/2017 **.*** *.** 07/21/2017 ***.*** *.**
Helmerich & Payne, 4.65% 15mar2025, USD   USD 03/15/2025 07/21/2017 ***.*** *.** 07/21/2017 ***.*** *.**
Hersheys, 1.6% 21aug2018, USD   USD 08/21/2018 07/21/2017 ***.*** *.** 07/21/2017 ***.*** *.**
Hersheys, 2.3% 15aug2026, USD   USD 08/15/2026 07/21/2017 **.** * 07/21/2017 **.** *.**
Hersheys, 3.2% 21aug2025, USD   USD 08/21/2025 07/21/2017 ***.*** *.** 07/21/2017 ***.** *.**
Hersheys, 3.375% 15aug2046, USD   USD 08/15/2046 07/21/2017 **.** *.** 07/21/2017 **.** *.**
Hertz, 4.375% 15jan2019, EUR   EUR 01/15/2019 07/21/2017 ***.** *.** 07/21/2017 ***.*** *.**
Hertz, 5.5% 15oct2024, USD   USD 10/15/2024 07/21/2017 **.** *.** 07/21/2017 **.** *.**
Hertz, 6.75% 15apr2019, USD   USD 04/15/2019 07/21/2017 *** *.** 07/21/2017 ***.* *.*
Hertz, 7.625% 1jun2022, USD   USD 06/01/2022 07/21/2017 ***.* *.** 07/21/2017 ***.** *.**
Hess, 4.3% 1apr2027, USD   USD 04/01/2027 07/21/2017 **.** *.** 07/21/2017 **.** *.**
Hess, 5.8% 1apr2047, USD   USD 04/01/2047 07/21/2017 **.** *.** 07/21/2017 ***.** *.*
Hess, 8.125% 15feb2019, USD   USD 02/15/2019 07/21/2017 ***.** *.** 07/21/2017 ***.** *.**
Hewlett Packard Enterprise, 2.45% 5oct2017, USD   USD 10/05/2017 07/21/2017 ***.** *.** 07/21/2017 ***.** *.**
Hewlett Packard Enterprise, 2.85% 5oct2018, USD   USD 10/05/2018 07/21/2017 ***.** *.** 07/21/2017 ***.** *.**
Hewlett Packard Enterprise, 2.85% 5oct2018, USD   USD 10/05/2018 07/21/2017 ***.*** *.* 07/21/2017 ***.** *.**
Hewlett Packard Enterprise, 3.6% 15oct2020, USD   USD 10/15/2020 07/21/2017 ***.** *.** 07/21/2017 ***.** *.**
Hewlett Packard Enterprise, 4.4% 15oct2022, USD   USD 10/15/2022 07/21/2017 ***.** *.** 07/21/2017 ***.** *.**
Hewlett Packard Enterprise, 4.9% 15oct2025, USD   USD 10/15/2025 07/21/2017 ***.** *.** 07/21/2017 ***.* *.**
Hewlett Packard Enterprise, 6.20% 15oct2035, USD   USD 10/15/2035 07/21/2017 ***.*** *.** 07/21/2017 ***.** *.**
Hewlett Packard Enterprise, 6.35% 15oct2045, USD   USD 10/15/2045 07/21/2017 ***.*** *.** 07/21/2017 ***.*** *.**
Hewlett-Packard, 4.3% 1jun2021, USD   USD 06/01/2021 07/21/2017 ***.** *.** 07/21/2017 ***.** *.**
Hewlett-Packard, 4.65% 9dec2021, USD   USD 12/09/2021 07/21/2017 ***.*** *.** 07/21/2017 ***.** *.**
Hexcel, 3.95% 15feb2027, USD   USD 02/15/2027 07/21/2017 ***.** *.** 07/21/2017 ***.** *.**
Hexcel, FRN 2025, USD   USD 08/15/2025 07/21/2017 ***.** *.** 07/21/2017 ***.** *.**
Hexion Inc., 6.625% 15apr2020, USD   USD 04/15/2020 07/21/2017 **.** **.** 07/21/2017 **.** *.**
Hexion Inc., 9% 15nov2020, USD   USD 11/15/2020 07/21/2017 **.** **.** 07/21/2017 **.** **.**
Highmark, 4.75% 15may2021, USD   USD 05/15/2021 07/21/2017 ***.** *.** 07/21/2017 ***.** *.**
Highwoods Realty, 3.875% 1mar2027, USD   USD 03/01/2027 07/21/2017 ***.*** *.** 07/21/2017 ***.*** *.**
Hill-Rom Holdings Inc, 5.75% 2023, USD   USD 09/01/2023 07/21/2017 ***.** *.** 07/21/2017 ***.* *.**
Hilton Worldwide Finance, 4.875% 1apr2027, USD   USD 04/01/2027 07/21/2017 *** *.** 07/21/2017 *** *.**
HollyFrontier, 5.875% 1apr2026, USD   USD 04/01/2026 07/21/2017 ***.* *.** 07/21/2017 ***.* *.**
Hologic, 5.25% 15jul2022, USD   USD 07/15/2022 07/21/2017 ***.** *.* 07/21/2017 ***.** *.**
Honeywell International, 0.65% 21feb2020, EUR   EUR 02/21/2020 07/21/2017 ***.** *.** 07/21/2017 ***.** *
Honeywell International, 1.3% 21feb2020, EUR   EUR 02/22/2023 07/21/2017 ***.** *.** 07/21/2017 ***.** *.**
Honeywell International, 1.4% 30oct2019, USD   USD 10/30/2019 07/21/2017 **.*** *.** 07/21/2017 **.** *.**
Honeywell International, 1.85% 1nov2021, USD   USD 11/01/2021 07/21/2017 **.** *.** 07/21/2017 **.** *.**
Honeywell International, 2.25% 22feb2028, EUR   EUR 02/22/2028 07/21/2017 ***.** *.** 07/21/2017 ***.** *.**
Honeywell International, 2.5% 1nov2026, USD   USD 11/01/2026 07/21/2017 **.** *.** 07/21/2017 **.** *.*
Honeywell International, FRN 22feb2018, EUR   EUR 02/22/2018 07/21/2017 ***.** * 07/21/2017 ***.*** *
Host Hotels & Resorts, 3.875% 1apr2024, USD   USD 04/01/2024 07/21/2017 ***.*** *.** 07/21/2017 ***.** *.**
Host Hotels & Resorts, 4% 15jun2025, USD   USD 06/15/2025 07/21/2017 ***.** *.** 07/21/2017 ***.*** *.**
Host Hotels & Resorts, 6% 1oct2021, USD   USD 10/01/2021 07/21/2017 ***.*** *.** 07/21/2017 ***.** *.**
HSBC Bank USA, 2.25% 23jun2019, USD   USD 06/23/2019 07/21/2017 ***.*** *.** 07/21/2017 ***.** *.**
HSBC Bank USA, 2.35% 5mar2020, USD   USD 03/05/2020 07/21/2017 ***.** *.** 07/21/2017 ***.*** *.**
HSBC Bank USA, 3.5% 23jun2024, USD   USD 06/23/2024 07/21/2017 ***.*** * 07/21/2017 ***.** *.**
HSBC Finance Corporation, 3.54% 30sep2032, JPY   JPY 09/30/2032 07/21/2017 ***.**** *.** 07/21/2017 ***.*** *.**
HSBC Finance Corporation, 4.05% 26nov2032, JPY   JPY 11/26/2032 07/21/2017 ***.**** * 07/21/2017 ***.**** *
HSBC Finance Corporation, 4.5% 15mar2018, NOK   NOK 03/15/2018 07/21/2017 ***.**** *.** 07/21/2017 ***.**** *.**
HSBC Finance Corporation, 6.676% 15jan2021, USD   USD 01/15/2021 07/21/2017 ***.** *.** 07/21/2017 ***.** *.*
HSBC USA, 1.5% 13nov2017, USD   USD 11/13/2017 07/21/2017 **.** *.* 07/21/2017 *** *.*
HSBC USA, 1.7% 5mar2018, USD   USD 03/05/2018 07/21/2017 ***.** *.** 07/21/2017 ***.** *.**
HSBC USA, 2% 7aug2018, USD   USD 08/07/2018 07/21/2017 ***.** *.** 07/21/2017 ***.* *.**
HSBC USA, 2.375% 13nov2019, USD   USD 11/13/2019 07/21/2017 ***.*** *.** 07/21/2017 ***.** *.*
HSBC USA, 2.75% 7aug2020, USD   USD 08/07/2020 07/21/2017 ***.** *.** 07/21/2017 *** *.**
HSBC USA, FRN 7aug2018, USD   USD 08/07/2018 07/21/2017 ***.** * 07/21/2017 ***.* *
Hughes Satellite Sys, 6.5% 15jun2019, USD   USD 06/15/2019 07/21/2017 ***.** *.** 07/21/2017 ***.** *.*
Humana, 3.95% 15mar2027, USD   USD 03/15/2027 07/21/2017 ***.*** *.** 07/21/2017 ***.*** *.**
Huntington Bancshares, 2.3% 14jan2022, USD   USD 01/14/2022 07/21/2017 **.*** *.** 07/21/2017 **.*** *.*
Huntington Bancshares, 3.15% 14mar2021, USD   USD 03/14/2021 07/21/2017 ***.*** *.** 07/21/2017 ***.*** *.**
Huntsman International, 4.25% 1apr2025, EUR   EUR 04/01/2025 07/21/2017 ***.** *.** 07/21/2017 ***.** *.**
Huntsman International, 4.25% 1apr2025, EUR   EUR 04/01/2025 07/21/2017 ***.** *.** 07/21/2017 ***.** *.**
Huntsman International, 4.875% 15nov2020, USD   USD 11/15/2020 07/21/2017 ***.** *.** 07/21/2017 ***.** *.**
Huntsman International, 5.125% 15apr2021, EUR   EUR 04/15/2021 07/21/2017 ***.** *.* 07/21/2017 *** *.*
Hyundai Capital America, 1.75% 27sep2019, USD   USD 09/27/2019 07/21/2017 **.* *.** 07/21/2017 **.** *.*
Hyundai Capital America, 2% 19mar2018, USD   USD 03/19/2018 07/21/2017 ***.** *.** 07/21/2017 ***.** *.**
Hyundai Capital America, 2.55% 6feb2019, USD   USD 02/06/2019 07/21/2017 ***.** *.** 07/21/2017 ***.** *.**
Hyundai Capital America, 2.6% 19mar2020, USD   USD 03/19/2020 07/21/2017 ***.** *.** 07/21/2017 ***.** *.**
Hyundai Capital America, 2.75% 27sep2026, USD   USD 09/27/2026 07/21/2017 **.** *.** 07/21/2017 **.** *.**
Hyundai Capital America, 3% 18mar2021, USD   USD 03/18/2021 07/21/2017 **.** *.** 07/21/2017 ***.** *.**
Hyundai Capital America, 3.1% 5apr2022, USD   USD 04/05/2022 07/21/2017 ***.** *.** 07/21/2017 ***.** *.**
IBM, 0.3% 2nov2026, JPY   JPY 11/02/2026 07/21/2017 **.* *.** 07/21/2017 ***.* *.**
IBM, 0.5% 7sep2021, EUR   EUR 09/07/2021 07/21/2017 ***.** *.** 07/21/2017 ***.* *.**
IBM, 0.95% 23may2025, EUR   EUR 05/23/2025 07/21/2017 ***.** *.** 07/21/2017 ***.** *.**
IBM, 1.125% 6sep2024, EUR   EUR 09/06/2024 07/21/2017 ***.** *.** 07/21/2017 ***.** *.*
IBM, 1.25% 26may2023, EUR   EUR 05/26/2023 07/21/2017 ***.** *.** 07/21/2017 ***.*** *.**
IBM, 1.25% 8feb2018, USD   USD 02/08/2018 07/21/2017 **.*** *.** 07/21/2017 **.** *.**
IBM, 1.375% 19nov2019, EUR   EUR 11/19/2019 07/21/2017 ***.** -*.** 07/21/2017 ***.*** -*.*
IBM, 1.5% 23may2029, EUR   EUR 05/23/2029 07/21/2017 ***.** *.** 07/21/2017 ***.** *.**
IBM, 1.75% 7mar2028, EUR   EUR 03/07/2028 07/21/2017 ***.** *.* 07/21/2017 ***.** *.**
IBM, 1.875% 6nov2020, EUR   EUR 11/06/2020 07/21/2017 ***.** *.* 07/21/2017 *** *.**
IBM, 1.9% 27jan2020, USD   USD 01/27/2020 07/21/2017 ***.** *.** 07/21/2017 ***.** *.**
IBM, 2.5% 27jan2022, USD   USD 01/27/2022 07/21/2017 ***.*** *.** 07/21/2017 ***.** *.**
IBM, 2.625% 5aug2022, GBP   GBP 08/05/2022 07/21/2017 ***.** *.** 07/21/2017 ***.** *.**
IBM, 2.875% 7nov2025, EUR   EUR 11/07/2025 07/21/2017 ***.* *.** 07/21/2017 ***.** *.**
IBM, 3.3% 27jan2027, USD   USD 01/27/2027 07/21/2017 ***.*** *.** 07/21/2017 ***.*** *.**
IBM, FRN 27jan2020, USD   USD 01/27/2020 07/21/2017 ***.** *.* 07/21/2017 ***.** *.**
IBRD, 0% 10mar2025, DEM (10958D)   DEM 03/10/2025 07/21/2017 **.** *.** 07/21/2017 **.** *.**
IBRD, 0% 13mar2027, MXN (3652D)   MXN 03/13/2027 07/21/2017 **.** *.** 07/21/2017 **.** *.**
IBRD, 0% 14jul2027, ZAR (10957D)   ZAR 07/14/2027 07/21/2017 **.*** *.** 07/21/2017 **.*** *.**
IBRD, 0% 16aug2019, USD (10957D)   USD 08/16/2019 07/21/2017 **.** *.** 07/21/2017 **.** *.**
IBRD, 0% 17feb2026, ZAR (10227D)   ZAR 02/17/2026 07/21/2017 **.** *.** 07/21/2017 **.* *.**
IBRD, 0% 19sep2022, MXN (5479D)   MXN 09/19/2022 07/21/2017 **.* *.** 07/21/2017 **.** *.*
IBRD, 0% 1apr2022, ZAR (7305D)   ZAR 04/01/2022 07/21/2017 **.* *.** 07/21/2017 **.* *.*
IBRD, 0% 1may2030, USD (10939D)   USD 05/01/2030 07/21/2017 **.** *.* 07/21/2017 **.** *.**
IBRD, 0% 24feb2020, TRY (1095D)   TRY 02/24/2020 07/21/2017 **.** **.** 07/21/2017 **.** **.**
IBRD, 0% 28oct2024, DEM (10958D)   DEM 10/28/2024 07/21/2017 **.**** *.** 07/21/2017 **.**** *.*
IBRD, 0% 29dec2017, ZAR (7365D)   ZAR 12/29/2017 07/21/2017 **.*** *.** 07/21/2017 **.** *.**
IBRD, 0% 29dec2028, ZAR (11323D)   ZAR 12/29/2028 07/21/2017 **.* *.** 07/21/2017 **.** *.**
IBRD, 0% 29may2035, ZAR (7305D)   ZAR 05/29/2035 07/21/2017 **.* *.** 07/21/2017 **.*** *.**
IBRD, 0% 2dec2025, BRL (3653D)   BRL 12/02/2025 07/21/2017 **.** *.** 07/21/2017 **.* *.**
IBRD, 0% 31dec2025, ZAR (10092D)   ZAR 12/31/2025 07/21/2017 **.* *.* 07/21/2017 **.** *.**
IBRD, 0.375% 15jun2021, GBP   GBP 06/15/2021 07/21/2017 **.** *.** 07/21/2017 **.** *.*
IBRD, 0.5% 16apr2030, EUR   EUR 04/16/2030 07/21/2017 **.** *.** 07/21/2017 **.** *.**
IBRD, 0.5% 20dec2018, CAD   CAD 12/20/2018 07/21/2017 **.** *.* 07/21/2017 **.** *.**
IBRD, 0.5% 20dec2019, ZAR   ZAR 12/20/2019 07/21/2017 **.*** *.* 07/21/2017 **.** *.**
IBRD, 0.5% 20feb2020, ZAR   ZAR 02/20/2020 07/21/2017 **.** *.** 07/21/2017 **.** *.**
IBRD, 0.5% 20may2020, ZAR   ZAR 05/20/2020 07/21/2017 **.** *.** 07/21/2017 **.** *.**
IBRD, 0.5% 20nov2019, ZAR   ZAR 11/20/2019 07/21/2017 **.** *.** 07/21/2017 **.* *.**
IBRD, 0.5% 25feb2019, ZAR   ZAR 02/25/2019 07/21/2017 **.* *.** 07/21/2017 **.** *.**
IBRD, 0.5% 25jan2019, ZAR   ZAR 01/25/2019 07/21/2017 **.** *.** 07/21/2017 **.* *.**
IBRD, 0.5% 28mar2019, ZAR   ZAR 03/28/2019 07/21/2017 **.** *.** 07/21/2017 **.** *.**
IBRD, 0.5% 29jul2022, AUD   AUD 07/29/2022 07/21/2017 **.* *.** 07/21/2017 **.* *
IBRD, 0.5% 2aug2018, ZAR   ZAR 08/02/2018 07/21/2017 **.** *.** 07/21/2017 **.** *.**
IBRD, 0.5% 2sep2020, ZAR   ZAR 09/02/2020 07/21/2017 **.*** *.** 07/21/2017 **.*** *.**
IBRD, 0.625% 12jan2033, EUR   EUR 01/12/2033 07/21/2017 **.*** *.** 07/21/2017 **.** *.**
IBRD, 0.625% 15dec2023, GBP   GBP 12/15/2023 07/21/2017 **.** *.** 07/21/2017 **.** *.**
IBRD, 0.75% 7dec2021, GBP   GBP 12/07/2021 07/21/2017 ***.** *.** 07/21/2017 ***.* *.**
IBRD, 0.875% 15aug2019, USD   USD 08/15/2019 07/21/2017 **.* *.** 07/21/2017 **.** *.**
IBRD, 0.875% 19jul2018, USD   USD 07/19/2018 07/21/2017 **.** *.** 07/21/2017 **.** *.**
IBRD, 0.875% 9mar2020, JPY   JPY 03/09/2020 07/21/2017 ***.**** *.** 07/21/2017 ***.**** *.**
IBRD, 1% 15jun2018, USD   USD 06/15/2018 07/21/2017 **.*** *.** 07/21/2017 **.*** *.**
IBRD, 1% 15nov2017, USD   USD 11/15/2017 07/21/2017 **.** *.** 07/21/2017 **.** *.**
IBRD, 1% 2feb2022, NOK   NOK 02/02/2022 07/21/2017 **.** *.** 07/21/2017 **.** *.**
IBRD, 1% 5oct2018, USD   USD 10/05/2018 07/21/2017 **.** *.** 07/21/2017 **.* *.**
IBRD, 1% 6jul2020, AUD   AUD 07/06/2020 07/21/2017 **.** *.** 07/21/2017 **.** *.**
IBRD, 1.125% 10aug2020, USD   USD 08/10/2020 07/21/2017 **.** *.** 07/21/2017 **.** *.**
IBRD, 1.125% 11mar2020, CAD   CAD 03/11/2020 07/21/2017 **.** *.** 07/21/2017 **.** *.**
IBRD, 1.125% 2017, PLN   PLN 08/07/2017 07/21/2017 **.** *.** 07/21/2017 ***.** -*.**
IBRD, 1.125% 27nov2019, USD   USD 11/27/2019 07/21/2017 **.** *.** 07/21/2017 **.** *.**
IBRD, 1.25% 26apr2019, USD   USD 04/26/2019 07/21/2017 **.*** *.** 07/21/2017 **.*** *.**
IBRD, 1.25% 26jul2019, USD   USD 07/26/2019 07/21/2017 **.** *.* 07/21/2017 **.** *.**
IBRD, 1.25% 2oct2017, GBP   GBP 10/02/2017 07/21/2017 ***.** *.** 07/21/2017 ***.* *.**
IBRD, 1.375% 10apr2018, USD   USD 04/10/2018 07/21/2017 ***.** *.** 07/21/2017 ***.** *.**
IBRD, 1.375% 15dec2020, GBP   GBP 12/15/2020 07/21/2017 ***.** *.** 07/21/2017 ***.* *.**
IBRD, 1.375% 20sep2021, USD   USD 09/20/2021 07/21/2017 **.** *.** 07/21/2017 **.** *.**
IBRD, 1.375% 23jun2019, SEK   SEK 06/23/2019 07/21/2017 ***.* -*.** 07/21/2017 ***.** -*.**
IBRD, 1.375% 24may2021, USD   USD 05/24/2021 07/21/2017 **.** *.** 07/21/2017 **.** *.**
IBRD, 1.375% 30mar2020, USD   USD 03/30/2020 07/21/2017 **.** *.** 07/21/2017 **.** *.**
IBRD, 1.625% 10feb2022, USD   USD 02/10/2022 07/21/2017 **.** *.** 07/21/2017 **.** *.**
IBRD, 1.625% 9mar2021, USD   USD 03/09/2021 07/21/2017 **.** *.** 07/21/2017 **.** *.**
IBRD, 1.75% 19apr2023, USD   USD 04/19/2023 07/21/2017 **.** *.** 07/21/2017 **.** *.**
IBRD, 1.75% 29mar2026, USD   USD 03/29/2026 07/21/2017 **.** *.** 07/21/2017 **.** *.**
IBRD, 1.875% 21apr2020, USD   USD 04/21/2020 07/21/2017 ***.** *.** 07/21/2017 ***.** *.*
IBRD, 1.875% 27oct2026, USD   USD 10/27/2026 07/21/2017 **.** *.** 07/21/2017 **.** *.**
IBRD, 1.875% 30may2019, CAD   CAD 05/30/2019 07/21/2017 ***.** *.** 07/21/2017 ***.** *.**
IBRD, 1.875% 7oct2019, USD   USD 10/07/2019 07/21/2017 ***.** *.** 07/21/2017 ***.** *.**
IBRD, 1.875% 7oct2022, USD   USD 10/07/2022 07/21/2017 **.** * 07/21/2017 **.** *
IBRD, 1.95% 8may2025, USD   USD 05/08/2025 07/21/2017 **.**** *.** 07/21/2017 **.*** *.**
IBRD, 10% 16mar2020, TRY   TRY 03/16/2020 07/21/2017 **.** **.* 07/21/2017 **.* **.**
IBRD, 10% 16sep2019, RUR   RUB 09/16/2019 07/21/2017 ***.* *.** 07/21/2017 ***.* *.**
IBRD, 10% 31jan2018, BRL   BRL 01/31/2018 07/21/2017 ***.** *.** 07/21/2017 ***.** *.**
IBRD, 10.3% 5mar2019, RUR   RUB 03/05/2019 07/21/2017 ***.** *.** 07/21/2017 ***.** *.**
IBRD, 11% 29jan2018, BRL   BRL 01/29/2018 07/21/2017 ***.* *.** 07/21/2017 ***.** *.**
IBRD, 11.6% 10feb2020, RUR   RUB 02/10/2020 07/21/2017 ***.** *.** 07/21/2017 ***.** *.*
IBRD, 11.75% 4nov2020, BRL   BRL 11/04/2020 07/21/2017 ***.** *.* 07/21/2017 ***.* *.**
IBRD, 12% 18feb2019, EUR   EUR 02/18/2019 07/21/2017 ***.** -**.* 07/21/2017 ***.** -**.**
IBRD, 2% 26jan2022, USD   USD 01/26/2022 07/21/2017 ***.** *.** 07/21/2017 ***.** *.**
IBRD, 2.125% 1nov2020, USD   USD 11/01/2020 07/21/2017 ***.** *.** 07/21/2017 ***.* *.**
IBRD, 2.125% 3mar2025, USD   USD 03/03/2025 07/21/2017 **.** *.** 07/21/2017 **.* *.*
IBRD, 2.25% 24jun2021, USD   USD 06/24/2021 07/21/2017 ***.** *.** 07/21/2017 ***.** *.**
IBRD, 2.5% 25nov2024, USD   USD 11/25/2024 07/21/2017 ***.** *.** 07/21/2017 ***.** *.**
IBRD, 2.5% 25nov2024, USD   USD 11/25/2024 07/21/2017 ***.**** *.** 07/21/2017 ***.**** *.**
IBRD, 2.5% 29jul2025, USD   USD 07/29/2025 07/21/2017 ***.** *.** 07/21/2017 ***.** *.**
IBRD, 2.8% 12jan2022, AUD   AUD 01/12/2022 07/21/2017 ***.** *.** 07/21/2017 ***.** *.**
IBRD, 2.91% 24oct2017, AUD   AUD 10/24/2017 07/21/2017 ***.** *.** 07/21/2017 ***.** *.**
IBRD, 3.25% 15dec2017, SEK   SEK 12/15/2017 07/21/2017 ***.** -*.** 07/21/2017 ***.** -*.**
IBRD, 3.25% 2019, PLN   PLN 01/31/2019 07/21/2017 ***.*** *.** 07/21/2017 ***.*** *.**
IBRD, 3.25% 23jul2018, CNY   CNY 07/23/2018 07/21/2017 ** *.** 07/21/2017 *** *.**
IBRD, 3.375% 25jan2022, NZD   NZD 01/25/2022 07/21/2017 ***.* *.** 07/21/2017 ***.** *.**
IBRD, 3.39% 7nov2018, MXN   MXN 11/07/2018 07/21/2017 **.** *.** 07/21/2017 **.* *.**
IBRD, 3.4% 18dec2017, MXN   MXN 12/18/2017 07/21/2017 **.** *.** 07/21/2017 **.** *.*
IBRD, 3.48% 8dec2018, CNY   CNY 12/08/2018 07/21/2017 **.** *.** 07/21/2017 ***.** *.**
IBRD, 3.5% 29apr2019, AUD   AUD 04/29/2019 07/21/2017 ***.** *.** 07/21/2017 ***.* *.**
IBRD, 3.5% 2nov2020, SEK   SEK 11/02/2020 07/21/2017 ***.**** *.** 07/21/2017 ***.**** -*.**
IBRD, 3.625% 22jun2020, NOK   NOK 06/22/2020 07/21/2017 ***.** *.** 07/21/2017 ***.** *.**
IBRD, 3.75% 23jan2019, AUD   AUD 01/23/2019 07/21/2017 ***.* *.** 07/21/2017 ***.* *.**
IBRD, 3.875% 20may2019, EUR   EUR 05/20/2019 07/21/2017 *** -*.** 07/21/2017 ***.*** -*.**
IBRD, 4% 16aug2018, MXN   MXN 08/16/2018 07/21/2017 **.** *.** 07/21/2017 **.** *.**
IBRD, 4.5% 3aug2017, COP   COP 08/03/2017 07/21/2017 **.*** *.** 07/21/2017 ***.*** -*.**
IBRD, 4.75% 15feb2035, USD   USD 02/15/2035 07/21/2017 ***.* *.** 07/21/2017 ***.** *.**
IBRD, 4.875% 7dec2028, GBP   GBP 12/07/2028 07/21/2017 ***.** *.** 07/21/2017 ***.** *.**
IBRD, 5.25% 17oct2019, MXN   MXN 10/17/2019 07/21/2017 **.** *.** 07/21/2017 **.** *.**
IBRD, 5.25% 18may2025, MXN   MXN 05/18/2025 07/21/2017 **.** *.** 07/21/2017 **.** *.**
IBRD, 5.4% 7jun2021, GBP   GBP 06/07/2021 07/21/2017 ***.** *.** 07/21/2017 ***.** *.**
IBRD, 5.52% 28jul2017, BRL   BRL 07/28/2017 07/21/2017 **.** **.** 07/21/2017 **.** **.**
IBRD, 5.58% 28mar2018, BRL   BRL 03/28/2018 07/21/2017 **.** *.** 07/21/2017 **.* *.**
IBRD, 5.73% 16aug2018, INR   INR 08/16/2018 07/21/2017 **.** *.** 07/21/2017 **.** *.**
IBRD, 5.75% 28oct2019, INR   INR 10/28/2019 07/21/2017 ***.* *.** 07/21/2017 ***.** *.**
IBRD, 5.75% 7jun2032, GBP   GBP 06/07/2032 07/21/2017 ***.** *.** 07/21/2017 ***.** *.**
IBRD, 5.8% 22jul2021, INR   INR 07/22/2021 07/21/2017 **.** *.* 07/21/2017 ***.** *.**
IBRD, 6.375% 7aug2018, INR   INR 08/07/2018 07/21/2017 ***.** *.** 07/21/2017 ***.** *.**
IBRD, 6.50% 26jul2019, RUR   RUB 07/26/2019 07/21/2017 ** *.** 07/21/2017 **.** *.**
IBRD, 6.625% 5dec2017, ZAR   ZAR 12/05/2017 07/21/2017 **.** *.** 07/21/2017 **.** *.*
IBRD, 6.75% 20jun2023, RUR   RUB 06/20/2023 07/21/2017 *** *.** 07/21/2017 ***.** *.**
IBRD, 7% 7jun2023, ZAR   ZAR 06/07/2023 07/21/2017 **.** *.** 07/21/2017 **.** *.**
IBRD, 7.05% 18aug2017, TRY   TRY 08/18/2017 07/21/2017 **.** **.** 07/21/2017 **.* **.**
IBRD, 7.125% 9feb2021, MXN   MXN 02/09/2021 07/21/2017 ***.* *.** 07/21/2017 ***.** *.**
IBRD, 7.25% 23nov2020, RUB   RUB 11/23/2020 07/21/2017 ***.* *.** 07/21/2017 ***.* *.**
IBRD, 7.5% 5mar2020, MXN   MXN 03/05/2020 07/21/2017 ***.** *.** 07/21/2017 *** *.**
IBRD, 7.5% 9jun2021, BRL   BRL 06/09/2021 07/21/2017 **.** *.** 07/21/2017 **.** *.**
IBRD, 7.62% 19sep2017, TRY   TRY 09/19/2017 07/21/2017 **.* **.** 07/21/2017 **.** **.**
IBRD, 7.625% 19jan2023, USD   USD 01/19/2023 07/21/2017 ***.** *.** 07/21/2017 ***.** *.**
IBRD, 8% 22aug2018, RUR   RUB 08/22/2018 07/21/2017 ***.** *.** 07/21/2017 ***.** *.**
IBRD, 8% 2mar2020, COP   COP 03/02/2020 07/21/2017 ***.*** *.** 07/21/2017 ***.*** *.**
IBRD, 8.25% 4mar2022, TRY   TRY 03/04/2022 07/21/2017 **.** **.** 07/21/2017 **.** **.**
IBRD, 8.5% 2mar2018, RUR   RUB 03/02/2018 07/21/2017 ***.** *.** 07/21/2017 ***.* *.**
IBRD, 8.75% 8jun2018, BRL   BRL 06/08/2018 07/21/2017 ***.** *.** 07/21/2017 ***.** *.**
IBRD, 8.82% 29aug2017, BRL   BRL 08/29/2017 07/21/2017 **.** *.** 07/21/2017 **.** *.**
IBRD, 9.21% 29aug2017, BRL   BRL 08/29/2017 07/21/2017 **.** **.** 07/21/2017 **.** **.**
IBRD, 9.625% 13jul2018, TRY   TRY 07/13/2018 07/21/2017 **.** **.** 07/21/2017 **.* **.**
IBRD, 9.75% 27sep2017, BRL   BRL 09/27/2017 07/21/2017 ***.** *.** 07/21/2017 ***.** *.**
IBRD, FRN 11feb2021, USD   USD 02/11/2021 07/21/2017 ***.** * 07/21/2017 ***.** *
IBRD, FRN 13oct2020, USD   USD 10/13/2020 07/21/2017 ***.** * 07/21/2017 ***.* *
IBRD, FRN 16dec2017, USD   USD 12/16/2017 07/21/2017 **.** * 07/21/2017 ***.** *
IBRD, FRN 28feb2018, BRL   BRL 02/28/2018 07/21/2017 **.** * 07/21/2017 **.** *
IBRD, FRN 30sep2017, USD   USD 09/30/2017 07/21/2017 **.** * 07/21/2017 ***.** *
Icahn Enterprises, 4.875% 15mar2019, USD   USD 03/15/2019 07/21/2017 ***.** *.** 07/21/2017 ***.** *.**
Icahn Enterprises, 4.875% 15mar2019, USD   USD 03/15/2019 07/21/2017 ***.*** *.** 07/21/2017 ***.*** *.**
Icahn Enterprises, 5.875% 1feb2022, USD   USD 02/01/2022 07/21/2017 ***.** *.** 07/21/2017 ***.** *.**
Icahn Enterprises, 6% 1aug2020, USD   USD 08/01/2020 07/21/2017 ***.** *.** 07/21/2017 ***.** *.**
IFC, 0% 10mar2037, TRY (7305D)   TRY 03/10/2037 07/21/2017 **.* **.** 07/21/2017 **.** *.**
IFC, 0% 15feb2029, TRY (4383D)   TRY 02/15/2029 07/21/2017 **.** *.** 07/21/2017 **.** *.*
IFC, 0% 19oct2026, MXN (3652D)   MXN 10/19/2026 07/21/2017 **.** *.** 07/21/2017 **.** *.**
IFC, 0% 20jan2037, MXN (7305D)   MXN 01/20/2037 07/21/2017 **.* *.** 07/21/2017 **.* *.**
IFC, 0% 24aug2026, ZAR (3652D)   ZAR 08/24/2026 07/21/2017 **.** *.** 07/21/2017 **.* *.**
IFC, 0% 26may2027, BRL (3652D)   BRL 05/26/2027 07/21/2017 **.* *.** 07/21/2017 **.** *.**
IFC, 0% 27jan2037, MXN (7305D)   MXN 01/27/2037 07/21/2017 **.** *.* 07/21/2017 **.** *.*
IFC, 0% 7oct2041, MXN (9131D)   MXN 10/07/2041 07/21/2017 **.** *.** 07/21/2017 **.* *.**
IFC, 0% 9may2027, TRY (3652D)   TRY 05/09/2027 07/21/2017 **.** **.* 07/21/2017 **.** **.**
IFC, 0.5% 10jan2023, MXN   MXN 01/10/2023 07/21/2017 **.** *.* 07/21/2017 **.** *.**
IFC, 0.5% 28aug2019, BRL   BRL 08/28/2019 07/21/2017 **.** *.** 07/21/2017 **.* *.**
IFC, 0.50% 15aug2023, MXN   MXN 08/15/2023 07/21/2017 **.* *.** 07/21/2017 **.** *.**
IFC, 0.625% 21dec2017, USD   USD 12/21/2017 07/21/2017 **.** *.** 07/21/2017 **.** *.**
IFC, 0.875% 15jun2018, USD   USD 06/15/2018 07/21/2017 **.** *.** 07/21/2017 **.** *.**
IFC, 1% 17jul2018, USD   USD 07/17/2018 07/21/2017 **.**** *.** 07/21/2017 **.**** *.**
IFC, 1.125% 20jul2021, USD   USD 07/20/2021 07/21/2017 **.* *.** 07/21/2017 **.** *.**
IFC, 1.25% 16jul2018, USD   USD 07/16/2018 07/21/2017 **.** *.** 07/21/2017 **.** *.**
IFC, 1.625% 16jul2020, USD   USD 07/16/2020 07/21/2017 **.** *.** 07/21/2017 **.** *.**
IFC, 1.75% 16sep2019, USD   USD 09/16/2019 07/21/2017 ***.** *.** 07/21/2017 ***.** *.**
IFC, 1.75% 30mar2020, USD   USD 03/30/2020 07/21/2017 ***.** *.** 07/21/2017 ***.** *.**
IFC, 1.75% 4sep2018, USD   USD 09/04/2018 07/21/2017 ***.* *.** 07/21/2017 ***.** *.**
IFC, 10% 10mar2021, TRY   TRY 03/10/2021 07/21/2017 **.** **.** 07/21/2017 **.* **.**
IFC, 10% 14jun2019, BRL   BRL 06/14/2019 07/21/2017 ***.* *.** 07/21/2017 ***.** *.**
IFC, 10.2% 9dec2019, BRL   BRL 12/09/2019 07/21/2017 ***.** *.** 07/21/2017 ***.** *.**
IFC, 10.25% 11jul2019, TRY   TRY 07/11/2019 07/21/2017 **.** **.** 07/21/2017 **.*** **.**
IFC, 10.5% 17apr2018, BRL   BRL 04/17/2018 07/21/2017 ***.** *.** 07/21/2017 ***.** *.**
IFC, 10.75% 6apr2020, TRY   TRY 04/06/2020 07/21/2017 ***.** **.** 07/21/2017 ***.*** **.**
IFC, 11% 21jan2020, RUR   RUB 01/21/2020 07/21/2017 ***.** *.** 07/21/2017 ***.** *.**
IFC, 11% 3feb2021, TRY   TRY 02/03/2021 07/21/2017 ***.* **.** 07/21/2017 ***.* **.**
IFC, 11.12% 28oct2019, BRL   BRL 10/28/2019 07/21/2017 ***.** *.** 07/21/2017 ***.** *.**
IFC, 11.5% 30oct2020, BRL   BRL 10/30/2020 07/21/2017 ***.** *.** 07/21/2017 ***.** *.**
IFC, 12% 29jan2019, BRL   BRL 01/29/2019 07/21/2017 ***.** *.** 07/21/2017 ***.** *.**
IFC, 13.5% 12feb2019, EUR   EUR 02/12/2019 07/21/2017 ***.** * 07/21/2017 *
IFC, 2.125% 17nov2017, USD   USD 11/17/2017 07/21/2017 ***.** *.** 07/21/2017 ***.** *.**
IFC, 2.125% 7apr2026, USD   USD 04/07/2026 07/21/2017 **.** *.** 07/21/2017 **.** *.**
IFC, 2.695% 20aug2024, USD   USD 08/20/2024 07/21/2017 ***.**** *.** 07/21/2017 ***.**** *.**
IFC, 2.7% 5feb2021, AUD   AUD 02/05/2021 07/21/2017 ***.*** *.** 07/21/2017 ***.** *.**
IFC, 2.8% 15aug2022, AUD   AUD 08/15/2022 07/21/2017 ***.** *.** 07/21/2017 ***.** *.**
IFC, 3% 6may2021, NZD   NZD 05/06/2021 07/21/2017 ***.* *.* 07/21/2017 ***.** *.**
IFC, 3.1% 24sep2019, CNY   CNY 09/24/2019 07/21/2017 **.** *.** 07/21/2017 **.* *.**
IFC, 3.2% 18oct2027, AUD   AUD 10/18/2027 07/21/2017 **.** *.** 07/21/2017 **.** *.**
IFC, 3.25% 22jul2019, AUD   AUD 07/22/2019 07/21/2017 ***.* *.** 07/21/2017 ***.** *.**
IFC, 3.25% 26jul2017, AUD   AUD 07/26/2017 07/21/2017 **.** **.** 07/21/2017 **.** **.**
IFC, 3.5% 5sep2017, NZD   NZD 09/05/2017 07/21/2017 **.** *.** 07/21/2017 **.** *.**
IFC, 3.5% 6jun2018, AUD   AUD 06/06/2018 07/21/2017 ***.** *.** 07/21/2017 ***.** *.**
IFC, 3.625% 20may2020, NZD   NZD 05/20/2020 07/21/2017 ***.** *.** 07/21/2017 ***.*** *.**
IFC, 3.78% 22aug2018, MXN   MXN 08/22/2018 07/21/2017 **.*** *.** 07/21/2017 **.** *.**
IFC, 3.875% 26feb2018, NZD   NZD 02/26/2018 07/21/2017 ***.** *.** 07/21/2017 ***.** *.**
IFC, 4% 3apr2025, AUD   AUD 04/03/2025 07/21/2017 ***.** *.** 07/21/2017 ***.** *.**
IFC, 4.24% 26feb2019, NZD   NZD 02/26/2019 07/21/2017 ***.** *.** 07/21/2017 ***.** *.**
IFC, 4.25% 21aug2023, AUD   AUD 08/21/2023 07/21/2017 ***.** *.** 07/21/2017 ***.** *.**
IFC, 4.75% 29apr2021, MXN   MXN 04/29/2021 07/21/2017 **.** *.** 07/21/2017 **.* *.**
IFC, 5.28% 21nov2018, HKD   HKD 11/21/2018 07/21/2017 ***.**** *.* 07/21/2017 ***.**** *
IFC, 5.525% 28aug2017, HKD   HKD 08/28/2017 07/21/2017 ***.**** *.** 07/21/2017 ***.**** *.**
IFC, 5.75% 28jul2020, AUD   AUD 07/28/2020 07/21/2017 ***.** *.** 07/21/2017 ***.** *.**
IFC, 6.25% 15dec2017, NZD   NZD 12/15/2017 07/21/2017 ***.* *.** 07/21/2017 ***.* *.**
IFC, 6.3% 25nov2024, INR   INR 11/25/2024 07/21/2017 ***.** *.** 07/21/2017 ***.** *.**
IFC, 6.45% 30oct2018, INR   INR 10/30/2018 07/21/2017 ***.** *.** 07/21/2017 ***.** *.**
IFC, 6.75% 3feb2020, RUR   RUB 02/03/2020 07/21/2017 **.** *.** 07/21/2017 **.** *.**
IFC, 7% 20jul2027, MXN   MXN 07/20/2027 07/21/2017 **.*** *.** 07/21/2017 **.*** *.**
IFC, 7.25% 2feb2024, MXN   MXN 02/02/2024 07/21/2017 ***.* *.** 07/21/2017 ***.** *.**
IFC, 7.5% 9may2022, BRL   BRL 05/09/2022 07/21/2017 **.*** *.** 07/21/2017 ***.** *.**
IFC, 7.8% 3jun2019, INR   INR 06/03/2019 07/21/2017 ***.* *.** 07/21/2017 ***.** *.*
IFC, 8% 23feb2018, BRL   BRL 02/23/2018 07/21/2017 **.** *.** 07/21/2017 **.** *.**
IFC, 8.25% 10jun2021, INR   INR 06/10/2021 07/21/2017 ***.** *.** 07/21/2017 ***.** *.**
IFC, 8.5% 27jul2017, RUR   RUB 07/27/2017 07/21/2017 *** *.** 07/21/2017 ***.** *.**
IFC, 8.75% 17dec2018, RUR   RUB 12/17/2018 07/21/2017 ***.** *.** 07/21/2017 ***.*** *.**
IFC, FRN 15dec2020, USD   USD 12/15/2020 07/21/2017 **.** * 07/21/2017 ***.** *
IFC, FRN 15dec2021, USD   USD 12/15/2021 07/21/2017 ***.** * 07/21/2017 ***.** *
IFC, FRN 15dec2022, USD   USD 12/15/2022 07/21/2017 **.** * 07/21/2017 ***.** *
IFC, FRN 2feb2018, USD   USD 02/02/2018 07/21/2017 **.** * 07/21/2017 ***.* *
IFC, FRN 6mar2018, USD   USD 03/06/2018 07/21/2017 *** * 07/21/2017 ***.** *
IFC, FRN 9jan2019, USD   USD 01/09/2019 07/21/2017 ***.** * 07/21/2017 ***.** *
iHeartCommunications, 10% 15jan2018, USD   USD 01/15/2018 07/21/2017 **.* ***.** 07/21/2017 **.** ***.**
iHeartCommunications, 14% 1feb2021, USD   USD 02/01/2021 07/21/2017 **.** ***.** 07/21/2017 **.** ***.*
iHeartCommunications, 9% 15dec2019, USD   USD 12/15/2019 07/21/2017 **.** **.** 07/21/2017 **.** **.**
ILFC, 6.25% 15may2019, USD   USD 05/15/2019 07/21/2017 ***.*** *.** 07/21/2017 ***.*** *.**
ILFC, 8.625% 15jan2022, USD   USD 01/15/2022 07/21/2017 ***.** *.** 07/21/2017 ***.*** *.**
Illinois Tool Works, 1.25% 22may2023, EUR   EUR 05/22/2023 07/21/2017 ***.** *.** 07/21/2017 ***.** *.**
Illinois Tool Works, 1.75% 20may2022, EUR   EUR 05/20/2022 07/21/2017 ***.*** *.** 07/21/2017 ***.*** *.**
Illinois Tool Works, 2.125% 22may2030, EUR   EUR 05/22/2030 07/21/2017 ***.** *.** 07/21/2017 ***.** *.*
Illinois Tool Works, 2.65% 15nov2026, USD   USD 11/15/2026 07/21/2017 **.*** *.** 07/21/2017 **.** *.**
Illinois Tool Works, 3% 19may2034, EUR   EUR 05/19/2034 07/21/2017 ***.** *.** 07/21/2017 ***.** *.**
Illinois Tool Works, 3.375% 15sep2021, USD   USD 09/15/2021 07/21/2017 ***.** *.** 07/21/2017 ***.*** *.**
Infor (US), 5.75% 15may2022, EUR   EUR 05/15/2022 07/21/2017 ***.** *.** 07/21/2017 ***.** *.**
Ingersoll-Rand, 2.625% 1may2020, USD   USD 05/01/2020 07/21/2017 ***.*** *.** 07/21/2017 ***.*** *.**
Ingersoll-Rand, 3.55% 1nov2024, USD   USD 11/01/2024 07/21/2017 ***.*** *.** 07/21/2017 ***.*** *.**
Ingersoll-Rand, 4.65% 1nov2044, USD   USD 11/01/2044 07/21/2017 ***.*** *.** 07/21/2017 ***.*** *
Ingram Micro, 4.95% 15dec2024, USD   USD 12/15/2024 07/21/2017 **.* *.** 07/21/2017 **.* *.*
Ingredion, 3.2% 1oct2026, USD   USD 10/01/2026 07/21/2017 **.*** *.* 07/21/2017 **.*** *.**
Intel, 1.85% 11may2020, USD   USD 05/11/2020 07/21/2017 ***.** *.** 07/21/2017 ***.*** *.**
Intel, 2.35% 11may2022, USD   USD 05/11/2022 07/21/2017 ***.*** *.** 07/21/2017 ***.*** *.**
Intel, 2.45% 29jul2020, USD   USD 07/29/2020 07/21/2017 ***.*** *.** 07/21/2017 ***.*** *.**
Intel, 2.7% 17jun2024, USD   USD 06/17/2024 07/21/2017 **.** *.** 07/21/2017 ***.* *.**
Intel, 2.875% 11may2024, USD   USD 05/11/2024 07/21/2017 ***.** *.** 07/21/2017 ***.** *.**
Intel, 3.1% 29jul2022, USD   USD 07/29/2022 07/21/2017 ***.** *.** 07/21/2017 ***.* *.**
Intel, 3.15% 11may2027, USD   USD 05/11/2027 07/21/2017 ***.*** *.** 07/21/2017 ***.** *.**
Intel, 3.7% 29jul2025, USD   USD 07/29/2025 07/21/2017 ***.*** *.** 07/21/2017 ***.** *.**
Intel, 4.1% 11may2047, USD   USD 05/11/2047 07/21/2017 ***.** *.** 07/21/2017 ***.** *.**
Intel, 4.25% 15dec2042, USD   USD 12/15/2042 07/21/2017 ***.** *.** 07/21/2017 ***.** *.**
Intel, 4.70% 14dec2045, USD   USD 12/14/2045 07/21/2017 ***.** *.** 07/21/2017 ***.** *.**
Intel, 4.9% 11aug2045, USD   USD 08/11/2045 07/21/2017 ***.**** *.** 07/21/2017 ***.**** *.**
Intel, 4.9% 29jul2045, USD   USD 07/29/2045 07/21/2017 ***.** *.** 07/21/2017 ***.** *.**
Intel, FRN 11may2020, USD   USD 05/11/2020 07/21/2017 **.** * 07/21/2017 ***.** *
Intel, FRN 11may2022, USD   USD 05/11/2022 07/21/2017 ***.** * 07/21/2017 ***.** *
Inter-American Development Bank (IDB), 0.33% 20oct2018, EUR   EUR 10/20/2018 07/21/2017 ***.** *.** 07/21/2017 ***.** -*.**
Inter-American Development Bank (IDB), 0.5% 20oct2026, ZAR   ZAR 10/20/2026 07/21/2017 **.** *.** 07/21/2017 **.** *.**
Inter-American Development Bank (IDB), 0.5% 23may2023, CAD   CAD 05/23/2023 07/21/2017 **.* *.* 07/21/2017 **.** *.**
Inter-American Development Bank (IDB), 0.5% 28dec2018, AUD   AUD 12/28/2018 07/21/2017 **.** *.** 07/21/2017 **.** *.**
Inter-American Development Bank (IDB), 0.5% 30oct2020, ZAR   ZAR 10/30/2020 07/21/2017 **.** *.* 07/21/2017 **.** *.*
Inter-American Development Bank (IDB), 0.625% 15dec2021, GBP   GBP 12/15/2021 07/21/2017 **.*** *.** 07/21/2017 **.** *.**
Inter-American Development Bank (IDB), 0.875% 15mar2018, USD   USD 03/15/2018 07/21/2017 **.** *.** 07/21/2017 **.** *.**
Inter-American Development Bank (IDB), 1% 13may2019, USD   USD 05/13/2019 07/21/2017 **.** *.** 07/21/2017 **.** *.**
Inter-American Development Bank (IDB), 1% 16apr2018, USD   USD 04/16/2018 07/21/2017 **.*** *.** 07/21/2017 **.*** *.**
Inter-American Development Bank (IDB), 1% 27feb2018, USD   USD 02/27/2018 07/21/2017 **.**** *.** 07/21/2017 **.**** *.**
Inter-American Development Bank (IDB), 1.125% 12sep2019, USD   USD 09/12/2019 07/21/2017 **.** *.** 07/21/2017 **.** *.*
Inter-American Development Bank (IDB), 1.125% 17dec2019, GBP   GBP 12/17/2019 07/21/2017 ***.** *.** 07/21/2017 ***.* *.**
Inter-American Development Bank (IDB), 1.125% 28aug2018, USD   USD 08/28/2018 07/21/2017 **.** *.** 07/21/2017 **.** *.**
Inter-American Development Bank (IDB), 1.25% 14sep2021, USD   USD 09/14/2021 07/21/2017 **.** *.** 07/21/2017 **.** *.**
Inter-American Development Bank (IDB), 1.25% 15dec2017, GBP   GBP 12/15/2017 07/21/2017 ***.** *.** 07/21/2017 ***.* *.**
Inter-American Development Bank (IDB), 1.25% 15oct2019, USD   USD 10/15/2019 07/21/2017 **.** *.** 07/21/2017 **.** *.**
Inter-American Development Bank (IDB), 1.25% 16jan2018, USD   USD 01/16/2018 07/21/2017 **.** *.** 07/21/2017 ***.** *.**
Inter-American Development Bank (IDB), 1.375% 15jul2020, USD   USD 07/15/2020 07/21/2017 **.** *.* 07/21/2017 **.** *.**
Inter-American Development Bank (IDB), 1.5% 25sep2018, USD   USD 09/25/2018 07/21/2017 **.* *.** 07/21/2017 ***.** *.**
Inter-American Development Bank (IDB), 1.625% 12may2020, USD   USD 05/12/2020 07/21/2017 **.** *.** 07/21/2017 **.** *.**
Inter-American Development Bank (IDB), 1.625% 18oct2017, GBP   GBP 10/18/2017 07/21/2017 ***.** *.** 07/21/2017 ***.** *.*
Inter-American Development Bank (IDB), 1.75% 14apr2022, USD   USD 04/14/2022 07/21/2017 **.* *.** 07/21/2017 **.** *.**
Inter-American Development Bank (IDB), 1.75% 15oct2019, USD   USD 10/15/2019 07/21/2017 ***.** *.** 07/21/2017 ***.* *.**
Inter-American Development Bank (IDB), 1.75% 24aug2018, USD   USD 08/24/2018 07/21/2017 ***.* *.** 07/21/2017 ***.** *.**
Inter-American Development Bank (IDB), 1.8118% 17jul2019, USD   USD 07/17/2019 07/21/2017 **.**** *.** 07/21/2017 ***.**** *.**
Inter-American Development Bank (IDB), 1.875% 15mar2021, USD   USD 03/15/2021 07/21/2017 ***.** *.** 07/21/2017 ***.** *.**
Inter-American Development Bank (IDB), 1.875% 16jun2020, USD   USD 06/16/2020 07/21/2017 ***.** *.** 07/21/2017 ***.** *.**
Inter-American Development Bank (IDB), 1.875% 20mar2020, CAD   CAD 03/20/2020 07/21/2017 ***.** *.** 07/21/2017 ***.** *.*
Inter-American Development Bank (IDB), 10.25% 18may2018, BRL   BRL 05/18/2018 07/21/2017 ***.** *.** 07/21/2017 ***.** *.**
Inter-American Development Bank (IDB), 12% 9nov2018, ITL (Structured)   ITL 11/09/2018 07/21/2017 ***.** * 07/21/2017 *
Inter-American Development Bank (IDB), 2% 2jun2026, USD   USD 06/02/2026 07/21/2017 **.** *.* 07/21/2017 **.* *.**
Inter-American Development Bank (IDB), 2.125% 15jan2025, USD   USD 01/15/2025 07/21/2017 **.** *.** 07/21/2017 **.** *.**
Inter-American Development Bank (IDB), 2.125% 18jan2022, USD   USD 01/18/2022 07/21/2017 ***.** *.** 07/21/2017 ***.** *.**
Inter-American Development Bank (IDB), 2.125% 9nov2020, USD   USD 11/09/2020 07/21/2017 ***.** *.** 07/21/2017 ***.** *.**
Inter-American Development Bank (IDB), 2.375% 15aug2017, USD   USD 08/15/2017 07/21/2017 ***.** *.** 07/21/2017 ***.** *.**
Inter-American Development Bank (IDB), 2.375% 7jul2027, USD   USD 07/07/2027 07/21/2017 **.** *.** 07/21/2017 **.* *.**
Inter-American Development Bank (IDB), 2.7% 18aug2021, AUD   AUD 08/18/2021 07/21/2017 ***.* *.** 07/21/2017 ***.** *.**
Inter-American Development Bank (IDB), 2.75% 15apr2019, CHF   CHF 04/15/2019 07/21/2017 ***.** -*.** 07/21/2017 ***.** -*.**
Inter-American Development Bank (IDB), 2.75% 30oct2025, AUD   AUD 10/30/2025 07/21/2017 **.** *.** 07/21/2017 **.** *.**
Inter-American Development Bank (IDB), 3% 21feb2024, USD   USD 02/21/2024 07/21/2017 ***.** *.** 07/21/2017 ***.** *.**
Inter-American Development Bank (IDB), 3% 4oct2023, USD   USD 10/04/2023 07/21/2017 ***.** *.** 07/21/2017 ***.** *.**
Inter-American Development Bank (IDB), 3.2% 7aug2042, USD   USD 08/07/2042 07/21/2017 ***.** *.* 07/21/2017 ***.** *.**
Inter-American Development Bank (IDB), 3.25% 7feb2020, AUD   AUD 02/07/2020 07/21/2017 ***.** *.** 07/21/2017 ***.** *.**
Inter-American Development Bank (IDB), 3.5% 15may2021, NZD   NZD 05/15/2021 07/21/2017 ***.** *.** 07/21/2017 ***.** *.**
Inter-American Development Bank (IDB), 3.5% 26sep2017, AUD   AUD 09/26/2017 07/21/2017 ***.* *.** 07/21/2017 ***.** *.**
Inter-American Development Bank (IDB), 3.75% 25jul2022, AUD   AUD 07/25/2022 07/21/2017 ***.* *.** 07/21/2017 ***.** *.**
Inter-American Development Bank (IDB), 3.75% 9oct2018, AUD   AUD 10/09/2018 07/21/2017 ***.** *.* 07/21/2017 ***.** *.*
Inter-American Development Bank (IDB), 3.875% 14feb2020, USD   USD 02/14/2020 07/21/2017 ***.** *.** 07/21/2017 ***.** *.**
Inter-American Development Bank (IDB), 3.875% 17sep2019, USD   USD 09/17/2019 07/21/2017 ***.** *.** 07/21/2017 ***.** *.**
Inter-American Development Bank (IDB), 3.875% 28oct2041, USD   USD 10/28/2041 07/21/2017 ***.** *.** 07/21/2017 ***.** *.*
Inter-American Development Bank (IDB), 4% 22may2023, AUD   AUD 05/22/2023 07/21/2017 ***.** *.** 07/21/2017 ***.** *.**
Inter-American Development Bank (IDB), 4.25% 10sep2018, USD   USD 09/10/2018 07/21/2017 ***.* *.** 07/21/2017 ***.* *.**
Inter-American Development Bank (IDB), 4.25% 22jul2020, MXN   MXN 07/22/2020 07/21/2017 **.* *.** 07/21/2017 **.** *.**
Inter-American Development Bank (IDB), 4.375% 24jan2044, USD   USD 01/24/2044 07/21/2017 ***.** *.** 07/21/2017 ***.** *.**
Inter-American Development Bank (IDB), 4.4% 26jan2026, CAD   CAD 01/26/2026 07/21/2017 ***.** *.** 07/21/2017 ***.** *.**
Inter-American Development Bank (IDB), 4.75% 27aug2024, AUD   AUD 08/27/2024 07/21/2017 ***.** *.** 07/21/2017 ***.** *.**
Inter-American Development Bank (IDB), 6% 15dec2017, NZD   NZD 12/15/2017 07/21/2017 ***.*** *.** 07/21/2017 ***.** *.**
Inter-American Development Bank (IDB), 6% 26feb2021, AUD   AUD 02/26/2021 07/21/2017 ***.** *.** 07/21/2017 ***.** *.**
Inter-American Development Bank (IDB), 6% 5sep2017, INR   INR 09/05/2017 07/21/2017 **.** *.** 07/21/2017 ***.* *.**
Inter-American Development Bank (IDB), 6.25% 15dec2017, NZD   NZD 12/15/2017 07/21/2017 ***.** *.** 07/21/2017 ***.* *.**
Inter-American Development Bank (IDB), 6.25% 15jun2021, IDR   IDR 06/15/2021 07/21/2017 ***.* *.* 07/21/2017 ***.* *.**
Inter-American Development Bank (IDB), 6.5% 20aug2019, AUD   AUD 08/20/2019 07/21/2017 ***.** *.** 07/21/2017 *** *.**
Inter-American Development Bank (IDB), 7% 15jun2025, USD   USD 06/15/2025 07/21/2017 ***.** *.** 07/21/2017 ***.** *.**
Inter-American Development Bank (IDB), 7% 4feb2019, IDR   IDR 02/04/2019 07/21/2017 *** *.** 07/21/2017 ***.** *.**
Inter-American Development Bank (IDB), 7.2% 14nov2017, IDR   IDR 11/14/2017 07/21/2017 ***.** *.* 07/21/2017 ***.** *.**
Inter-American Development Bank (IDB), 7.2% 22jan2018, IDR   IDR 01/22/2018 07/21/2017 ***.** *.** 07/21/2017 ***.** *.**
Inter-American Development Bank (IDB), 7.25% 10jun2021, MXN   MXN 06/10/2021 07/21/2017 ***.** *.** 07/21/2017 ***.** *.**
Inter-American Development Bank (IDB), 7.35% 12sep2018, IDR   IDR 09/12/2018 07/21/2017 ***.** *.** 07/21/2017 ***.** *.**
Inter-American Development Bank (IDB), 7.5% 5dec2024, MXN   MXN 12/05/2024 07/21/2017 ***.* *.** 07/21/2017 ***.** *.**
Inter-American Development Bank (IDB), 7.875% 14mar2023, IDR   IDR 03/14/2023 07/21/2017 ***.** *.* 07/21/2017 ***.** *.**
Inter-American Development Bank (IDB), 8% 11jun2018, IDR   IDR 06/11/2018 07/21/2017 ***.** *.** 07/21/2017 ***.** *.**
Inter-American Development Bank (IDB), 9.5% 15apr2019, IDR   IDR 04/15/2019 07/21/2017 ***.* *.** 07/21/2017 ***.** *.**
Inter-American Development Bank (IDB), FRN 15jan2019, USD   USD 01/15/2019 07/21/2017 *** * 07/21/2017 ***.** *
Inter-American Development Bank (IDB), FRN 15jul2020, USD   USD 07/15/2020 07/21/2017 **.** * 07/21/2017 ***.** *
Inter-American Development Bank (IDB), FRN 15jul2021, USD   USD 07/15/2021 07/21/2017 ***.** * 07/21/2017 ***.** *
Inter-American Development Bank (IDB), FRN 15oct2017, USD   USD 10/15/2017 07/21/2017 **.** * 07/21/2017 ***.** *
Inter-American Development Bank (IDB), FRN 15oct2020, USD   USD 10/15/2020 07/21/2017 ***.** * 07/21/2017 ***.** *
Inter-American Development Bank (IDB), FRN 20jun2018, USD   USD 06/20/2018 07/21/2017 **.** * 07/21/2017 ***.** *
Inter-American Development Bank (IDB), FRN 26nov2018, USD   USD 11/26/2018 07/21/2017 **.** * 07/21/2017 ***.** *
Inter-American Investment Corporation, FRN 26apr2019, USD   USD 04/26/2019 07/21/2017 ***.** * 07/21/2017 ***.** *
Inter-American Investment Corporation, FRN 2oct2017, USD   USD 10/02/2017 07/21/2017 **.* * 07/21/2017 ***.** *
International Flavors & Fragrances, 1.75% 14mar2024, EUR   EUR 03/14/2024 07/21/2017 ***.*** *.** 07/21/2017 ***.** *.**
International Flavors & Fragrances, 4.375% 1jun2047, USD   USD 06/01/2047 07/21/2017 ***.*** *.* 07/21/2017 ***.*** *.**
International Game Technology, 4.125% 15feb2020, EUR   EUR 02/15/2020 07/21/2017 ***.** *.** 07/21/2017 ***.** *.**
International Game Technology, 4.75% 15feb2023, EUR   EUR 02/15/2023 07/21/2017 ***.*** *.** 07/21/2017 ***.* *.**
International Game Technology, 5.625% 15feb2020, USD (ABS)   USD 02/15/2020 07/21/2017 ***.** *.* 07/21/2017 ***.** *.*
International Game Technology, 6.25% 15feb2022, USD (ABS)   USD 02/15/2022 07/21/2017 ***.** *.** 07/21/2017 ***.** *.**
International Game Technology, 6.5% 15feb2025, USD (ABS)   USD 02/15/2025 07/21/2017 ***.** *.** 07/21/2017 ***.** *.**
International Paper, 3% 15feb2027, USD   USD 02/15/2027 07/21/2017 **.*** *.* 07/21/2017 **.** *.**
International Paper, 3.8% 15jan2026, USD   USD 01/15/2026 07/21/2017 ***.*** *.** 07/21/2017 ***.* *.**
International Paper, 4.4% 15aug2047, USD   USD 08/15/2047 07/21/2017 ***.** *.* 07/21/2017 *** *.**
International Paper, 5% 15sep2035, USD   USD 09/15/2035 07/21/2017 ***.*** *.** 07/21/2017 ***.*** *.**
International Paper, 5.15% 15may2046, USD   USD 05/15/2046 07/21/2017 ***.*** *.** 07/21/2017 ***.*** *.**
International Paper, 7.95% 15jun2018, USD