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USA: bonds

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

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

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

Outstanding bond issues

Сurrency Outstanding bond issues Cumulative volume
sovereign
USD 579 14 575 014 964 900
municipal
USD 215 11 794 651 179
corporate
USD 21064 9 384 394 373 680
EUR 707 498 294 740 670
GBP 165 84 364 413 000
AUD 138 53 992 001 000
INR 91 195 737 400 000
BRL 71 10 461 807 000
JPY 71 1 888 683 000 000
MXN 66 116 711 380 000
CHF 65 21 780 000 000
CAD 65 37 910 075 000
TRY 62 10 842 550 000
RUB 55 102 305 100 000
ZAR 39 60 241 540 000
CNY 34 19 736 540 000
HKD 32 14 218 000 000
NZD 27 10 368 156 000
NOK 26 20 048 500 000
IDR 21 14 856 312 000 000
ILS 20 8 365 120 005
COP 17 1 943 350 000 000
SEK 12 7 935 000 000
UAH 11 2 641 664 870
ITL 8 5 000 000 000 000
SGD 7 2 800 000 000
RON 6 401 000 000
MYR 5 289 000 000
PEN 4 322 300 000
CRC 4 14 400 000 000
PLN 4 288 000 000
DEM 3 1 200 000 000
CLP 2 28 000 000 000
UYU 2 1 728 000 000
SAR 2 1 180 000 000
NGN 2 11 460 000 000
GHS 2 74 000 000
CZK 2 950 000 000
ZMW 2 417 500 000
LKR 1 500 000 000
DOP 1 450 000 000
JMD 1 10 000 000 000
NAD 1 180 000 000
PHP 1 2 250 000 000
RWF 1 15 000 000 000

Sovereign rating

Rating AgencyRatingRating scaleDate
Dagong Global *** International scale rating (foreign curr.) ***
Dagong Global *** International scale rating (local curr.) ***
Rating-Agentur Expert RA *** Rating scale of the creditworthiness of sovereign governments (SGC) -National currency ***
Rating-Agentur Expert RA *** Rating scale of the creditworthiness of sovereign governments (SGC) - Foreign currency ***
Rating-Agentur Expert RA *** Rating scale of the country credit environment (CCE) rating - National currency ***
Rating-Agentur Expert RA *** Rating scale of the country credit environment (CCE) rating - Foreign currency ***
Moody's Investors Service *** LT- foreign currency ***
Moody's Investors Service *** LT- local currency ***
S&P Global Ratings *** Foreign Currency LT ***
S&P Global Ratings *** Local Currency LT ***
Fitch Ratings *** LT Int. Scale (foreign curr.) ***
Fitch Ratings *** LT Int. Scale (local curr.) ***
Expert RA *** Foreign curr. scale ***
Expert RA *** Local curr. scale ***
National Rating Agency *** Global scale ***
Japan Credit Rating Agency *** Foreign Currency Long-term Issuer Rating ***
Japan Credit Rating Agency *** Local Currency Long-term Issuer Rating ***
Registration required. Please log in or fill in the registration form.

Latest bond issues

issue ISIN coupon volume end of placement maturity date
Sempra Energy, FRN 15jul2019, USD - International bonds US816851BC20 3m LIBOR USD +25bps 500 000 000  USD 09/01/2018 07/15/2019
Sempra Energy, FRN 15jan2021, USD - International bonds US816851BD03 3m LIBOR USD +50bps 700 000 000  USD 09/01/2018 01/15/2021
Sempra Energy, 2.4% 1feb2020, USD - International bonds US816851BE85 2.4% 500 000 000  USD 09/01/2018 02/01/2020
Federal Farm Credit Banks, FRN 23dec2019, USD - Domestic bonds US3133EJDJ52 1M LIBOR-0.065% 300 000 000  USD 02/23/2018 12/23/2019
Federal Farm Credit Banks, FRN 23sep2019, USD - Domestic bonds US3133EJDK26 1M LIBOR-0.08% 200 000 000  USD 02/23/2018 09/23/2019
Federal Farm Credit Banks, FRN 23nov2018, USD - Domestic bonds US3133EJDU08 1M LIBOR-0.14% 200 000 000  USD 02/23/2018 11/23/2018
Federal Farm Credit Banks, 2.74% 22nov2021, USD - Domestic bonds US3133EJDR78 2.74% 50 000 000  USD 02/22/2018 11/22/2021
Federal Farm Credit Banks, 3.99% 22feb2038, USD - Domestic bonds US3133EJDS51 3.99% 25 000 000  USD 02/22/2018 02/22/2038
Federal Farm Credit Banks, FRN 21feb2023, USD - Domestic bonds US3133EJDG14 1M LIBOR+0.07% 100 000 000  USD 02/21/2018 02/21/2023
Federal Farm Credit Banks, 3.15% 21nov2023, USD - Domestic bonds US3133EJDL09 3.15% 60 000 000  USD 02/21/2018 11/21/2023

World Bond Market Indicators

Daily indices

Type: 02/16/2018 02/15/2018 02/14/2018 02/13/2018 02/12/2018 02/09/2018 02/08/2018
T-Note Futures (USA)
2 Year T-Note Futures 106.55 106.53 106.54 106.66 106.68 106.73 106.66
5 Year T-Note Futures 114.34 114.25 114.24 114.61 114.60 114.76 114.58
10 Year T-Note Futures 120.70 120.48 120.42 120.94 120.86 121.09 120.89
30 Year T-Bond Futures 144.66 144.12 143.69 144.28 144.25 144.06 144.09
show other indices

World Bond market statistics

Monthly indices

Type Jan 2018 Dec 2017 Nov 2017 Oct 2017 Sep 2017 Aug 2017 Jul 2017
Corporate bond market (USA)
Number of new issues of US corporate bonds 480 454 491 404 284 536 330
Government agencies outst., USD mln 1 211 790.45 1 215 101.60 1 194 300.13 1 183 251.41 1 175 898.48 1 188 729.63 1 187 550.42
New issues of corporate bonds, USA, USD mln 147 877.87 95 882.75 167 403.90 140 158.24 104 279.65 138 065.50 128 682.68
New issues of financial inst. bonds, USA, USD mln 61 817.20 8 299.16 17 401.51 33 386.25 28 727.96 17 991.79 37 412.94
New issues of non-financial inst. bonds, USA, USD mln 86 060.67 87 583.59 150 002.40 106 771.98 75 551.69 119 873.71 90 703.27
Government Bond Market (USA)
USA govt Bonds outst., USD bln (without Bills) 13 872.22 13 840.27 13 702.60 13 589.89 13 549.48 13 424.69 13 459.90
New US government bond issues, USD bln (without Bills) 157.86 85.06 126.47 101.00 122.95 171.41 152.34
Number of US government bond issues outs. (without Bills) 360 360 361 360 361 361 364
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Quarterly indices

Type IV 2017 III 2017 II 2017 I 2017 IV 2016 III 2016 II 2016
US Bond Market Outstanding (SIFMA)
Municipal bonds outstanding, bln. USD   3 803 3 827 3 819 3 832 3 833 3 840
Treasury bonds outstanding, bln. USD 14 469 14 188 13 998 13 954 13 908 13 648 13 418
Mortgage Related bonds outstanding, bln. USD 9 295 9 178 9 072 9 080 9 016 8 954 8 919
Corporate bonds outstanding, bln. USD   8 788 8 619 8 539 8 440 8 480 8 348
Federal Agency securities outstanding, bln. USD 1 935 1 941 1 954 1 982 1 972 1 994 2 005

New issues of Developed markets International Bonds

Monthly indices

Type Jan 2018 Dec 2017 Nov 2017 Oct 2017 Sep 2017 Aug 2017 Jul 2017
New issues of USA bonds
New issues of USA bonds (Agriculture), USD bln 0.000 0.000 0.000 0.000 0.900 0.900 0.000
Number of new USA bond issues (Agriculture) 0.000 0.000 0.000 0.000 2.000 2.000 0.000
New issues of USA bonds (Banks), USD bln 54.210 3.022 11.413 24.976 16.386 10.393 37.443
Number of new USA bond issues (Banks) 78.000 30.000 43.000 48.000 41.000 57.000 60.000
New issues of USA bonds (Ferrous metals), USD bln 0.000 0.070 0.000 0.650 0.000 0.000 0.000
Number of new USA bond issues (Ferrous metals) 0.000 1.000 0.000 2.000 0.000 0.000 0.000
New issues of USA bonds (Other sectors), USD bln 2.659 2.910 2.862 2.830 2.570 3.190 1.962
Number of new USA bond issues (Other sectors) 6.000 6.000 5.000 6.000 7.000 7.000 7.000
New issues of USA bonds (Information and High Technologies), USD bln 2.900 2.409 19.050 7.950 10.900 8.562 2.854
Number of new USA bond issues (Information and High Technologies) 3.000 5.000 15.000 9.000 13.000 11.000 7.000
New issues of USA bonds (Public utilities), USD bln 0.000 0.000 4.745 0.000 1.005 1.351 0.098
Number of new USA bond issues (Public utilities) 0.000 0.000 7.000 0.000 3.000 4.000 1.000
New issues of USA bonds (Light industry), USD bln 0.000 1.707 0.000 0.950 0.500 1.000 0.000
Number of new USA bond issues (Light industry) 0.000 2.000 0.000 2.000 1.000 2.000 0.000
New issues of USA bonds (Engineering industry), USD bln 4.300 2.217 8.320 12.452 12.937 8.213 3.498
Number of new USA bond issues (Engineering industry) 8.000 5.000 14.000 9.000 24.000 11.000 8.000
New issues of USA bonds (Healthcare), USD bln 1.000 3.566 16.374 8.800 4.907 5.770 3.010
Number of new USA bond issues (Healthcare) 2.000 9.000 22.000 11.000 8.000 11.000 4.000
New issues of USA bonds (Oil and gas), USD bln 7.129 7.944 5.450 7.404 10.947 6.196 4.475
Number of new USA bond issues (Oil and gas) 10.000 12.000 10.000 11.000 18.000 13.000 8.000
New issues of USA bonds (Food industry), USD bln 3.635 1.700 6.632 9.550 1.577 6.000 2.707
Number of new USA bond issues (Food industry) 6.000 3.000 10.000 12.000 4.000 10.000 2.000
New issues of USA bonds (Communication), USD bln 5.250 6.967 3.234 21.028 3.541 13.806 27.775
Number of new USA bond issues (Communication) 5.000 5.000 4.000 17.000 4.000 14.000 14.000
New issues of USA bonds (Media and Entertainment), USD bln 1.528 0.500 1.500 3.441 12.351 0.645 0.400
Number of new USA bond issues (Media and Entertainment) 2.000 1.000 4.000 5.000 15.000 3.000 1.000
New issues of USA bonds (Construction and development), USD bln 1.250 0.450 8.463 0.400 3.578 4.350 4.218
Number of new USA bond issues (Construction and development) 3.000 1.000 19.000 1.000 9.000 11.000 13.000
New issues of USA bonds (Trade and retail), USD bln 0.500 0.300 3.318 8.450 1.400 17.050 5.215
Number of new USA bond issues (Trade and retail) 1.000 1.000 6.000 9.000 2.000 9.000 12.000
New issues of USA bonds (Transportation), USD bln 2.175 0.427 11.356 1.110 2.800 1.097 1.500
Number of new USA bond issues (Transportation) 3.000 2.000 19.000 2.000 6.000 3.000 2.000
New issues of USA bonds (Financial institutions), USD bln 11.988 5.308 12.194 13.905 22.279 10.658 9.350
Number of new USA bond issues (Financial institutions) 40.000 18.000 39.000 36.000 52.000 44.000 30.000
New issues of USA bonds (Chemical and petrochemical industry), USD bln 0.800 2.206 2.600 5.212 2.450 2.900 0.524
Number of new USA bond issues (Chemical and petrochemical industry) 2.000 5.000 5.000 8.000 2.000 4.000 1.000
New issues of USA bonds (Non-ferrous metals), USD bln 0.000 0.000 0.000 0.000 0.000 0.000 0.000
Number of new USA bond issues (Non-ferrous metals) 0.000 0.000 0.000 0.000 0.000 0.000 0.000
New issues of USA bonds (Timber and paper&pulp industry), USD bln 0.000 2.100 0.000 0.000 0.000 0.250 1.000
Number of new USA bond issues (Timber and paper&pulp industry) 0.000 5.000 0.000 0.000 0.000 1.000 1.000
New issues of USA bonds (Ferrous metals), USD bln 0.000 0.716 0.000 0.000 0.350 1.880 0.775
Number of new USA bond issues (Ferrous metals) 0.000 2.000 0.000 0.000 1.000 4.000 2.000
New issues of USA bonds (Power), USD bln 7.880 0.900 10.225 3.900 5.875 9.780 2.879
Number of new USA bond issues (Power) 14.000 2.000 21.000 8.000 12.000 19.000 7.000
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Developed Markets International Bonds

Monthly indices

Type Jan 2018 Dec 2017 Nov 2017 Oct 2017 Sep 2017 Aug 2017 Jul 2017
International bonds Developed Markets
USA corporate international bonds, USD bln 4 520.489 4 444.033 4 411.522 4 318.803 4 241.783 4 175.477 4 100.913
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Money market

Daily indices

Type: 02/16/2018 02/15/2018 02/14/2018 02/13/2018 02/12/2018 02/09/2018 02/08/2018
IRS USD (mid-swaps) 
IRS USD 3M (mid-swap) * * * * * * *
IRS USD 6M (mid-swap) * * * * * * *
IRS USD 9M (mid-swap) * * * * * * *
IRS USD 1Y (mid-swap) * * * * * * *
IRS USD 18M (mid-swap) * * * *   * *
IRS USD 2Y (mid-swap) * * * * * * *
IRS USD 3Y (mid-swap) * * * * * * *
IRS USD 4Y (mid-swap) * * * * * * *
IRS USD 5Y (mid-swap) * * * * * * *
IRS USD 6Y (mid-swap) * * * * * * *
IRS USD 7Y (mid-swap) * * * * * * *
IRS USD 8Y (mid-swap) * * * * * * *
IRS USD 9Y (mid-swap) * * * * * * *
IRS USD 10Y (mid-swap) * * * * * * *
IRS USD 12Y (mid-swap) * * * * * * *
IRS USD 15Y (mid-swap) * * * * * * *
IRS USD 20Y (mid-swap) * * * * * * *
IRS USD 25Y (mid-swap) * * * * * * *
IRS USD 30Y (mid-swap) * * * * * * *
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Periodic indices

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

BofA Merrill Lynch

Daily indices

Type: 02/15/2018 02/14/2018 02/13/2018 02/12/2018 02/09/2018 02/08/2018 02/07/2018
BofA Merrill Lynch US and Global High Yield Indices
H0A0 US High Yield Master II Index, Spread-Govt  357 369 378 371 382 359 346
H0A0, total return 1 253.04 1 246.97 1 247.17 1 250.54 1 246.45 1 254.88 1 261.23
H0A0, %YTD USD 0.73 1.21 1.19 0.92 1.25 0.58 0.08
H0A0, effective yield 6.21 6.33 6.35 6.29 6.36 6.18 6.03
H0A0, effective duration 4.17 4.22 4.23 4.21 4.25 4.19 4.13
BofA Merrill Lynch Global EM and EM Makets Credit Indices
IC00 The BofA Merrill Lynch Global Emerging Markets Credit Index, Spread-Govt  327 332 335 332 342 323 315
IC1B The BofA Merrill Lynch BB Global Emerging Markets Credit Index, Spread-Govt  243 246 249 246 252 236 228
IC1C The BofA Merrill Lynch CCC & Lower Global Emerging Markets Credit Index, Spread-Govt  1 029 1 038 1 041 1 037 1 106 1 085 1 076
IC2B The BofA Merrill Lynch Single-B Global Emerging Markets Credit Index, Spread-Govt   395 404 410 407 414 389 380
ICP0 The BofA Merrill Lynch Emerging Markets Credit Plus Index, Spread-Govt  198 200 202 199 203 192 188
ICPD The BofA Merrill Lynch US Emerging Markets Credit Plus Index, Spread-Govt  252 255 258 256 261 246 239
ICPC The BofA Merrill Lynch Emerging Markets Credit Plus Constrained Index, Spread-Govt  197 200 201 199 202 192 188
ICPE The BofA Merrill Lynch Euro Emerging Markets Credit Plus Index, Spread-Govt  128 130 129 126 127 122 121
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Risk Management Institute

Daily indices

Type: 02/16/2018 02/15/2018 02/14/2018 02/13/2018 02/12/2018 02/09/2018 02/08/2018
RMI CVI - North America
US CVI value weighted  3.63 3.63 3.64 3.74 3.77 3.95 3.97
US CVI tail  139.63 143.70 146.87 147.83 150.93 151.22 151.66
US CVI equally weighted  37.30 37.86 37.64 37.84 40.54 41.31 40.32
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Macroeconomic Indicators (World economy)

Monthly indices

Type Dec 2017 Nov 2017 Oct 2017 Sep 2017 Aug 2017 Jul 2017 Jun 2017
Inflation Rate (World), % to the same period of the previous year
Inflation Rate (United States) 2.10 2.20 2.00 2.20 1.90 1.70 1.60
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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: 02/16/2018 02/15/2018 02/14/2018 02/13/2018 02/12/2018 02/09/2018 02/08/2018
Stock market (Developed countries)
Dow Jones 25 219 25 200 24 893 24 640 24 601 24 191 23 860
S&P 500 2 732 2 731 2 699 2 663 2 656 2 620 2 581
NASDAQ Composite  7 239.47 7 256.43 7 143.62 7 013.51 6 981.97 6 874.49 6 777.16
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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 02/16/2018 **.* *.** 02/16/2018 **.** *.**
21st Century Fox America, 3.375% 15nov2026, USD   USD 11/15/2026 02/16/2018 **.*** *.* 02/16/2018 **.*** *.**
21st Century Fox America, 3.7% 15oct2025, USD   USD 10/15/2025 02/16/2018 ***.*** *.** 02/16/2018 ***.** *.*
21st Century Fox America, 3.7% 15sep2024, USD   USD 09/15/2024 02/16/2018 ***.*** *.* 02/16/2018 ***.*** *.**
21st Century Fox America, 4.5% 15feb2021, USD   USD 02/15/2021 02/16/2018 ***.*** *.** 02/16/2018 ***.*** *.**
21st Century Fox America, 4.75% 15nov2046, USD   USD 11/15/2046 02/16/2018 ***.*** *.** 02/16/2018 ***.*** *.**
21st Century Fox America, 4.75% 15sep2044, USD   USD 09/15/2044 02/16/2018 ***.** *.** 02/16/2018 ***.** *.**
21st Century Fox America, 4.95% 15oct2045, USD   USD 10/15/2045 02/16/2018 ***.*** *.** 02/16/2018 ***.*** *.**
21st Century Fox America, 6.40% 15dec2035, USD   USD 12/15/2035 02/16/2018 ***.** *.** 02/16/2018 ***.*** *.**
21st Century Fox America, 6.55% 15mar2033, USD   USD 03/15/2033 02/16/2018 ***.** *.** 02/16/2018 ***.** *.**
21st Century Fox America, 7.85% 1mar2039, USD   USD 03/01/2039 02/16/2018 ***.*** *.** 02/16/2018 ***.*** *.**
3M Company, 0.375% 15feb2022, USD   EUR 02/15/2022 02/16/2018 ***.** *.** 02/16/2018 ***.** *.**
3M Company, 0.950% 15may2023, EUR   EUR 05/15/2023 02/16/2018 ***.* *.** 02/16/2018 ***.** *.**
3M Company, 1.5% 2jun2031, EUR   EUR 06/02/2031 02/16/2018 ***.* *.** 02/16/2018 ***.** *.**
3M Company, 1.5% 9nov2026, EUR   EUR 11/09/2026 02/16/2018 ***.** *.* 02/16/2018 ***.** *.**
3M Company, 1.75% 15may2030, EUR   EUR 05/15/2030 02/16/2018 ***.** *.** 02/16/2018 ***.** *.**
3M Company, 1.875% 15nov2021, EUR   EUR 11/15/2021 02/16/2018 ***.** *.** 02/16/2018 ***.** *.**
3M Company, FRN 15may2020, EUR   EUR 05/15/2020 02/16/2018 ***.** * 02/16/2018 ***.** *
3M Company, FRN 9nov2018, EUR   EUR 11/09/2018 02/16/2018 ***.** * 02/16/2018 ***.** *
A. Schulman, 6.875% 1jun2023   USD 06/01/2023 02/16/2018 ***.* *.** 02/16/2018 ***.** *.**
AB InBev Worldwide, 2.2% 1aug2018, USD   USD 08/01/2018 02/16/2018 **.*** *.** 02/16/2018 ***.*** *.**
AB InBev Worldwide, 3.75% 15jan2022, USD   USD 01/15/2022 02/16/2018 ***.*** *.** 02/16/2018 ***.*** *.**
AB InBev Worldwide, 4.439% 6oct2048, USD   USD 10/06/2048 02/16/2018 ***.*** *.** 02/16/2018 ***.** *.**
AB InBev Worldwide, 4.95% 15jan2042, USD   USD 01/15/2042 02/16/2018 ***.*** *.** 02/16/2018 ***.** *.**
AB InBev Worldwide, 5.375% 15jan2020, USD   USD 01/15/2020 02/16/2018 ***.** *.** 02/16/2018 ***.** *.**
AB InBev Worldwide, 5.875% 15jun2035, USD   USD 06/15/2035 02/16/2018 ***.*** *.** 02/16/2018 ***.**** *.**
AB InBev Worldwide, 6.375% 15jan2040, USD   USD 01/15/2040 02/16/2018 ***.** *.** 02/16/2018 ***.** *.**
AB InBev Worldwide, 6.875% 15nov2019, USD   USD 11/15/2019 02/16/2018 ***.** *.** 02/16/2018 ***.** *.**
AB InBev Worldwide, 8.2% 15jan2039, USD   USD 01/15/2039 02/16/2018 ***.** *.** 02/16/2018 ***.* *.**
AB InBev Worldwide, FRN 1aug2018, USD   USD 08/01/2018 02/16/2018 ***.**** * 02/16/2018 ***.**** *
Abbott Laboratories, 2% 15mar2020, USD   USD 03/15/2020 02/16/2018 **.** *.* 02/16/2018 **.*** *.**
Abbott Laboratories, 2.35% 22nov2019, USD   USD 11/22/2019 02/16/2018 **.** *.** 02/16/2018 **.** *.**
Abbott Laboratories, 2.55% 15mar2022, USD   USD 03/15/2022 02/16/2018 **.*** *.* 02/16/2018 **.** *.**
Abbott Laboratories, 2.9% 30nov2021, USD   USD 11/30/2021 02/16/2018 **.*** *.** 02/16/2018 **.*** *.*
Abbott Laboratories, 2.95% 15mar2025, USD   USD 03/15/2025 02/16/2018 **.*** *.** 02/16/2018 **.*** *.**
Abbott Laboratories, 3.4% 30nov2023, USD   USD 11/30/2023 02/16/2018 ***.*** *.** 02/16/2018 ***.** *.**
Abbott Laboratories, 3.75% 30nov2026, USD   USD 11/30/2026 02/16/2018 **.*** *.** 02/16/2018 **.** *.**
Abbott Laboratories, 4.75% 30nov2036, USD   USD 11/30/2036 02/16/2018 ***.* *.** 02/16/2018 ***.** *.**
Abbott Laboratories, 4.9% 30nov2046, USD   USD 11/30/2046 02/16/2018 ***.** *.** 02/16/2018 ***.** *.**
AbbVie, 0.375% 18nov2019, EUR   EUR 11/18/2019 02/16/2018 ***.** -*.** 02/16/2018 ***.** -*.**
AbbVie, 1.375% 17may2024, EUR   EUR 05/17/2024 02/16/2018 ***.* *.** 02/16/2018 ***.** *.**
AbbVie, 1.8% 14may2018, USD   USD 05/14/2018 02/16/2018 **.*** *.** 02/16/2018 ***.** *.**
AbbVie, 2.125% 17nov2028, EUR   EUR 11/17/2028 02/16/2018 ***.** *.** 02/16/2018 ***.** *.**
AbbVie, 2.5% 14may2020, USD   USD 05/14/2020 02/16/2018 **.*** *.* 02/16/2018 **.** *.**
AbbVie, 2.9% 6nov2022, USD   USD 11/06/2022 02/16/2018 **.** *.** 02/16/2018 **.*** *.**
AbbVie, 3.2% 6nov2022, USD   USD 11/06/2022 02/16/2018 **.** *.** 02/16/2018 **.** *.**
AbbVie, 3.6% 14may2025, USD   USD 05/14/2025 02/16/2018 **.* *.** 02/16/2018 **.*** *.**
AbbVie, 4.4% 6nov2042, USD   USD 11/06/2042 02/16/2018 ***.** *.** 02/16/2018 ***.** *.**
AbbVie, 4.5% 14may2035, USD   USD 05/14/2035 02/16/2018 ***.** *.** 02/16/2018 ***.*** *.**
AbbVie, 4.7% 14may2045, USD   USD 05/14/2045 02/16/2018 ***.** *.** 02/16/2018 ***.*** *.**
ABC Supply, 5.625% 15apr2021, USD   USD 04/15/2021 02/16/2018 ***.** *.** 02/16/2018 ***.** *.**
Acadia Healthcare, 5.125% 1jul2022, USD   USD 07/01/2022 02/16/2018 **.** *.** 02/16/2018 ***.** *.*
Acadia Healthcare, 5.625% 15feb2023, USD   USD 02/15/2023 02/16/2018 **.** *.** 02/16/2018 ***.* *.**
Acadia Healthcare, 6.5% 1mar2024, USD   USD 03/01/2024 02/16/2018 ***.** *.* 02/16/2018 ***.** *.**
ACC Operating Partnership, 3.35% 1oct2020, USD   USD 10/01/2020 02/16/2018 ***.*** *.** 02/16/2018 ***.** *.**
ACE Cash Express, 12% 15dec2022, USD   USD 12/15/2022 02/16/2018 ***.** **.** 02/16/2018 ***.** **.**
Acosta, 7.75% 1oct2022, USD   USD 10/01/2022 02/16/2018 **.** **.** 02/16/2018 **.** **.*
Activision Blizzard, 2.3% 15sep2021, USD   USD 09/15/2021 02/16/2018 **.** *.** 02/16/2018 **.*** *.**
Activision Blizzard, 3.4% 15sep2026, USD   USD 09/15/2026 02/16/2018 **.*** *.** 02/16/2018 **.** *.**
Activision Blizzard, 6.125% 15sep2023, USD   USD 09/15/2023 02/16/2018 ***.* *.** 02/16/2018 ***.** *.**
Adient Global Holdings, 3.5% 15aug2024, EUR   EUR 08/15/2024 02/16/2018 ***.** *.** 02/16/2018 ***.** *.**
Advanced Micro Devices, 6.75% 1mar2019, USD   USD 03/01/2019 02/16/2018 ***.* *.** 02/16/2018 ***.** *.**
Advanced Micro Devices, 7% 1jul2024, USD   USD 07/01/2024 02/16/2018 ***.** *.** 02/16/2018 ***.** *.**
Advanced Micro Devices, 7.5% 15aug2022, USD   USD 08/15/2022 02/16/2018 ***.** *.** 02/16/2018 ***.** *.**
Adventist Health System, 3.378% 1mar2023   USD 03/01/2023 02/16/2018 **.**** *.** 02/16/2018 **.*** *.**
AEGON Funding, 5.75% 15dec2020, USD   USD 12/15/2020 02/16/2018 ***.*** *.** 02/16/2018 ***.*** *.**
AEP Transmission Company, 3.1% 1dec2026, USD   USD 12/01/2026 02/16/2018 **.*** *.** 02/16/2018 **.*** *.**
AEP Transmission Company, 4% 1dec2046, USD   USD 12/01/2046 02/16/2018 ***.*** *.** 02/16/2018 ***.*** *.**
AES Corp, 5.5% 15apr2025, USD   USD 04/15/2025 02/16/2018 **.** *.** 02/16/2018 ***.* *.**
Aetna, 1.7% 7jun2018, USD   USD 06/07/2018 02/16/2018 **.** *.** 02/16/2018 ***.*** *.**
Aetna, 3.875% 15aug2047, USD   USD 08/15/2047 02/16/2018 **.*** *.** 02/16/2018 **.*** *.**
Affiliated Managers Group, 3.5% 1aug2025, USD   USD 08/01/2025 02/16/2018 **.** *.** 02/16/2018 ***.** *.**
Aflac, 2.4% 16mar2020, USD   USD 03/16/2020 02/16/2018 **.*** *.* 02/16/2018 **.** *.**
Aflac, 2.875% 15oct2026, USD   USD 10/15/2026 02/16/2018 **.*** *.** 02/16/2018 **.*** *.**
Aflac, 3.25% 17mar2025, USD   USD 03/17/2025 02/16/2018 **.*** *.** 02/16/2018 **.*** *.**
Aflac, 4% 15oct2046, USD   USD 10/15/2046 02/16/2018 **.** *.** 02/16/2018 **.** *.**
Agricultural Bank Of China (NY), 2% 21may2018   USD 05/21/2018 02/16/2018 **.** *.** 02/16/2018 **.** *.**
Agricultural Bank Of China (NY), 2.75% 21may2020   USD 05/21/2020 02/16/2018 **.************ *.** 02/16/2018 **.************ *.**
AIG Global Funding, 1.9% 6oct2021, USD   USD 10/06/2021 02/16/2018 **.** *.** 02/16/2018 ***.** *.**
AIG Global Funding, 2.15% 2jul2020, USD   USD 07/02/2020 02/16/2018 **.** *.** 02/16/2018 **.** *.**
AIG Global Funding, 2.7% 15dec2021, USD   USD 12/15/2021 02/16/2018 **.** *.** 02/16/2018 **.** *.**
Air Lease Corp, 2.125% 15jan2020, USD   USD 01/15/2020 02/16/2018 **.** *.** 02/16/2018 **.** *.*
Air Lease Corp, 2.50% 1mar2021, USD   USD 03/01/2021 02/16/2018 **.*** *.** 02/16/2018 **.** *.**
Air Lease Corp, 2.625% 1jul2022, USD   USD 07/01/2022 02/16/2018 **.** *.** 02/16/2018 **.** *.**
Air Lease Corp, 2.625% 4sep2018, USD   USD 09/04/2018 02/16/2018 **.** *.** 02/16/2018 ***.** -*.**
Air Lease Corp, 2.750% 15jan2023, USD   USD 01/15/2023 02/16/2018 **.*** *.* 02/16/2018 **.* *.**
Air Lease Corp, 3% 15sep2023, USD   USD 09/15/2023 02/16/2018 **.*** *.** 02/16/2018 **.*** *.**
Air Lease Corp, 3.25% 1mar2025, USD   USD 03/01/2025 02/16/2018 **.*** *.** 02/16/2018 **.** *.**
Air Lease Corp, 3.625% 1apr2027, USD   USD 04/01/2027 02/16/2018 **.** *.** 02/16/2018 **.*** *.**
Air Lease Corp, 3.625% 1dec2027, USD   USD 12/01/2027 02/16/2018 **.** *.** 02/16/2018 **.** *.**
Air Lease Corp, 3.875% 1apr2021, USD   USD 04/01/2021 02/16/2018 ***.*** *.** 02/16/2018 ***.** *.**
Air Products and Chemicals, 0.375% 1jun2021, EUR   EUR 06/01/2021 02/16/2018 ***.** *.** 02/16/2018 ***.** *.**
Air Products and Chemicals, 1% 12feb2025, EUR   EUR 02/12/2025 02/16/2018 ***.*** *.** 02/16/2018 ***.** *.*
Air Products and Chemicals, 2% 7aug2020, EUR   EUR 08/07/2020 02/16/2018 ***.** *.** 02/16/2018 ***.** -*.**
Alabama Power, 2.45% 30mar2022, USD   USD 03/30/2022 02/16/2018 **.*** *.* 02/16/2018 **.*** *.**
Alabama Power, 3.7% 1dec2047, USD   USD 12/01/2047 02/16/2018 **.*** *.** 02/16/2018 **.*** *.**
Alabama Power, 3.75% 1mar2045, USD   USD 03/01/2045 02/16/2018 **.* *.** 02/16/2018 **.** *.**
Albemarle, 1.875% 8dec2021, EUR   EUR 12/08/2021 02/16/2018 ***.** *.** 02/16/2018 ***.** *.**
Albemarle, 4.15% 1dec2024, USD   USD 12/01/2024 02/16/2018 ***.*** *.* 02/16/2018 ***.*** *.**
Alcatel Lucent USA, 6.45% 15mar2029, USD   USD 03/15/2029 02/16/2018 ***.* *.** 02/16/2018 ***.** *.**
Alcoa Upstream Corp, 6.75% 30sep2024, USD   USD 09/30/2024 02/16/2018 ***.** *.** 02/16/2018 ***.** *.**
Alcoa Upstream Corp, 7% 30sep2026, USD   USD 09/30/2026 02/16/2018 *** *.** 02/16/2018 ***.* *.**
Aleris International, 9.5% 1apr2021, USD   USD 04/01/2021 02/16/2018 ***.** *.** 02/16/2018 ***.** *.**
Alexandria Real Estate Equities, 3.450% 30apr2025, USD   USD 04/30/2025 02/16/2018 **.** * 02/16/2018 **.** *.**
Alexandria Real Estate Equities, L.P., 3.95% 15jan2028, USD   USD 01/15/2028 02/16/2018 **.** *.* 02/16/2018 **.*** *.**
Allergan Inc, 3.25% 1oct2022, USD   USD 10/01/2022 02/16/2018 **.*** *.** 02/16/2018 **.*** *.**
Allergan plc, 0.5% 1jun2021, EUR   EUR 06/01/2021 02/16/2018 ***.*** *.** 02/16/2018 ***.** *.**
Allergan plc, 1.25% 1jun2024, EUR   EUR 06/01/2024 02/16/2018 **.** *.** 02/16/2018 **.** *.**
Allergan plc, 2.125% 1jun2029, EUR   EUR 06/01/2029 02/16/2018 ** *.** 02/16/2018 **.** *.**
Allergan plc, 4.625% 1oct2042, USD   USD 10/01/2042 02/16/2018 ***.** *.** 02/16/2018 ***.** *.**
Allergan plc, FRN 1jun2019, EUR   EUR 06/01/2019 02/16/2018 ***.** * 02/16/2018 ***.** *
Alliance Data Systems, 4.5% 15mar2022, EUR   EUR 03/15/2022 02/16/2018 ***.** *.** 02/16/2018 ***.** *.**
Alliance Data Systems, 5.25% 15nov2023, EUR   EUR 11/15/2023 02/16/2018 ***.** *.** 02/16/2018 ***.** *.**
Alliance One International, 9.875% 15jul2021, USD   USD 07/15/2021 02/16/2018 ** **.** 02/16/2018 **.** **.**
Allstate Corp, 7.45% 16may2019, USD   USD 05/16/2019 02/16/2018 ***.*** *.** 02/16/2018 ***.** *.*
Ally Financial, 3.6% 21may2018, USD   USD 05/21/2018 02/16/2018 *** *.** 02/16/2018 ***.** *.**
Ally Financial, 4.125% 13feb2022, USD   USD 02/13/2022 02/16/2018 **.** *.** 02/16/2018 ***.** *.*
Ally Financial, 4.125% 30mar2020, USD   USD 03/30/2020 02/16/2018 ***.** *.** 02/16/2018 ***.** *.**
Ally Financial, 4.625% 30mar2025, USD   USD 03/30/2025 02/16/2018 **.** *.** 02/16/2018 ***.** *.**
Alphabet, 1.998% 15aug2026, USD   USD 08/15/2026 02/16/2018 **.** *.** 02/16/2018 **.* *.**
Alphabet, 3.625% 19may2021, USD   USD 05/19/2021 02/16/2018 ***.** *.** 02/16/2018 ***.** *.*
Altria Group, 10.2% 6feb2039, USD   USD 02/06/2039 02/16/2018 ***.** *.** 02/16/2018 ***.** *.**
Altria Group, 2.625% 14jan2020, USD   USD 01/14/2020 02/16/2018 **.** *.** 02/16/2018 **.** *.**
Altria Group, 2.625% 16sep2026, USD   USD 09/16/2026 02/16/2018 **.** *.** 02/16/2018 **.** *.**
Altria Group, 3.875% 16sep2046, USD   USD 09/16/2046 02/16/2018 **.** *.** 02/16/2018 **.** *.*
AMAG Pharmaceutical, 7.875% 1sep2023, USD   USD 09/01/2023 02/16/2018 **.* *.* 02/16/2018 **.** *.**
Amal, 3.465% 21aug2021, USD   USD 08/21/2021 02/16/2018 ***.*** *.* 02/16/2018 ***.**** *.**
Amazon.com, 1.9% 21aug2020, USD   USD 08/21/2020 02/16/2018 **.** *.** 02/16/2018 **.* *.**
Amazon.com, 2.4% 22feb2023, USD   USD 02/22/2023 02/16/2018 **.** *.** 02/16/2018 **.** *.**
Amazon.com, 2.6% 5dec2019, USD   USD 12/05/2019 02/16/2018 ***.* *.* 02/16/2018 ***.*** *.**
Amazon.com, 2.8% 22aug2024, USD   USD 08/22/2024 02/16/2018 **.** *.** 02/16/2018 **.** *.*
Amazon.com, 3.15% 22aug2027, USD   USD 08/22/2027 02/16/2018 **.** *.** 02/16/2018 **.** *.**
Amazon.com, 3.3% 5dec2021, USD   USD 12/05/2021 02/16/2018 ***.* *.** 02/16/2018 ***.** *.**
Amazon.com, 3.8% 5dec2024, USD   USD 12/05/2024 02/16/2018 ***.* *.** 02/16/2018 ***.** *.**
Amazon.com, 3.875% 22aug2037, USD   USD 08/22/2037 02/16/2018 **.* *.** 02/16/2018 **.** *.**
Amazon.com, 4.05% 22aug2047, USD   USD 08/22/2047 02/16/2018 **.** *.** 02/16/2018 ***.** *.**
Amazon.com, 4.25% 22aug2057, USD   USD 08/22/2057 02/16/2018 ***.** *.** 02/16/2018 ***.** *.**
Amazon.com, 4.8% 5dec2034, USD   USD 12/05/2034 02/16/2018 ***.** *.** 02/16/2018 ***.*** *.**
Amazon.com, 4.95% 5dec2044, USD   USD 12/05/2044 02/16/2018 ***.* *.** 02/16/2018 ***.** *.**
Amazon.com, 5.2% 3dec2025, USD   USD 12/03/2025 02/16/2018 ***.*** *.* 02/16/2018 ***.** *.**
AMC Entertainment Holdings, 5.75% 15jun2025, USD   USD 06/15/2025 02/16/2018 **.* *.* 02/16/2018 **.** *.**
AMC Entertainment Holdings, 5.875% 15feb2022, USD   USD 02/15/2022 02/16/2018 **.** *.** 02/16/2018 ***.** *.*
AMC Networks, 4.75% 1aug2025, USD   USD 08/01/2025 02/16/2018 **.** *.** 02/16/2018 **.* *.**
Ameren, 6.7% 15jun2036, USD   USD 06/15/2036 02/16/2018 ***.**** *.** 02/16/2018 ***.**** *.**
Ameren, 9.75% 15nov2018, USD   USD 11/15/2018 02/16/2018 ***.*** *.** 02/16/2018 ***.*** *.**
Ameren Illinois, 3.7% 1dec2047, USD   USD 12/01/2047 02/16/2018 **.*** *.** 02/16/2018 **.** *.**
Ameren Illinois, 4.15% 15mar2046, USD   USD 03/15/2046 02/16/2018 ***.*** *.** 02/16/2018 ***.*** *.**
American Airlines Group, 4.625% 1mar2020, USD   USD 03/01/2020 02/16/2018 ***.** *.** 02/16/2018 ***.** *.**
American Airlines Group, 5.5% 1oct2019, USD   USD 10/01/2019 02/16/2018 ***.** *.** 02/16/2018 ***.** *.**
American Axle & Manufacturing, 6.25% 1apr2025, USD   USD 04/01/2025 02/16/2018 ***.** *.** 02/16/2018 ***.** *.**
American Campus Communities (ACC), 3.625% 15nov2027, USD   USD 11/15/2027 02/16/2018 **.*** *.** 02/16/2018 **.** *.**
American Express Co, 4.05% 3dec2042, USD   USD 12/03/2042 02/16/2018 **.*** *.** 02/16/2018 **.** *.**
American Express Co, 4.9% perp., USD   USD 02/16/2018 ***.** * 02/16/2018 ***.** *
American Express Co, FRN 26may2020, USD   USD 05/26/2020 02/16/2018 ***.** * 02/16/2018 ***.* *
American Express Credit Corp, 0.625% 22nov2021, EUR   EUR 11/22/2021 02/16/2018 ***.* *.** 02/16/2018 ***.** *.**
American Honda Finance, 0.17% 17jan2024, EUR   EUR 01/17/2024 02/16/2018 ***.** *.** 02/16/2018 ***.** *.**
American Honda Finance, 1.3% 21mar2022, GBP (Series A)   GBP 03/21/2022 02/16/2018 **.** *.** 02/16/2018 **.** *.**
American Honda Finance, 1.375% 10nov2022, EUR   EUR 11/10/2022 02/16/2018 ***.** *.** 02/16/2018 ***.** *.*
American Honda Finance, 1.5% 13mar2018, USD   USD 03/13/2018 02/16/2018 **.*** *.** 02/16/2018 ***.** *.*
American Honda Finance, 1.95% 20jul2020, USD   USD 07/20/2020 02/16/2018 **.*** *.** 02/16/2018 **.*** *.**
American Honda Finance, 2.15% 13mar2020, USD   USD 03/13/2020 02/16/2018 **.*** *.** 02/16/2018 **.*** *.**
American Honda Finance, 2.625% 14oct2022, GBP   GBP 10/14/2022 02/16/2018 ***.** *.** 02/16/2018 ***.** *.**
American Honda Finance, FRN 11mar2019, EUR   EUR 03/11/2019 02/16/2018 ***.* * 02/16/2018 ***.** *
American Honda Finance, FRN 22jan2019, USD   USD 01/22/2019 02/16/2018 ***.** * 02/16/2018 ***.** *
American Honda Motor, 1.875% 4sep2019, EUR   EUR 09/04/2019 02/16/2018 ***.** -*.** 02/16/2018 ***.** -*.*
American International Group, 1.5% 8jun2023, EUR   EUR 06/08/2023 02/16/2018 ***.** *.** 02/16/2018 *** *.**
American International Group, 1.875% 21jun2027, EUR   EUR 06/21/2027 02/16/2018 ***.** *.** 02/16/2018 ***.** *.**
American International Group, 4.5% 16jul2044, USD   USD 07/16/2044 02/16/2018 ***.** *.** 02/16/2018 ***.** *.**
American International Group, 4.875% 15mar2067, EUR   EUR 03/15/2067 02/16/2018 ** * 02/16/2018 **.* *
American International Group, 5% 18dec2018, GBP   GBP 12/18/2018 02/16/2018 ***.*** *.** 02/16/2018 ***.*** *.**
American International Group, 5% 26apr2023, GBP   GBP 04/26/2023 02/16/2018 ***.** *.** 02/16/2018 ***.** *.**
American International Group, 5.75% 15mar2067, GBP   GBP 03/15/2067 02/16/2018 **.*** * 02/16/2018 **.*** *
American International Group, 6.375% 5oct2020, GBP   GBP 10/05/2020 02/16/2018 ***.** *.** 02/16/2018 ***.** *.**
American International Group, 8% 22may2038, EUR   EUR 05/22/2038 02/16/2018 ***.** * 02/16/2018 ***.** *
American International Group, 8.175% 15may2058, USD   USD 05/15/2058 02/16/2018 ***.** * 02/16/2018 ***.** *
American Midstream Partners, 8.5% 15dec2021, USD   USD 12/15/2021 02/16/2018 ***.** *.** 02/16/2018 ***.** *.**
American Midstream Partners, 8.5% 15dec2021, USD   USD 12/15/2021 02/16/2018 ***.** *.** 02/16/2018 ***.** *.**
American Tower, 1.375% 4apr2025, EUR   EUR 04/04/2025 02/16/2018 **.** *.** 02/16/2018 **.** *.**
American Tower, 2.25% 15jan2022, USD   USD 01/15/2022 02/16/2018 **.*** *.** 02/16/2018 **.*** *.**
American Tower, 2.8% 1jun2020, USD   USD 06/01/2020 02/16/2018 **.*** *.** 02/16/2018 **.*** *.**
American Tower, 3% 15jun2023, USD   USD 06/15/2023 02/16/2018 **.*** *.** 02/16/2018 **.** *.**
American Tower, 3.125% 15jan2027, USD   USD 01/15/2027 02/16/2018 **.** *.** 02/16/2018 **.*** *.*
American Tower, 3.4% 15feb2019, USD   USD 02/15/2019 02/16/2018 ***.*** *.** 02/16/2018 ***.*** *.**
American Tower, 3.55% 15jul2027, USD   USD 07/15/2027 02/16/2018 **.*** *.** 02/16/2018 **.*** *.**
American Tower, 3.6% 15jan2028, USD   USD 01/15/2028 02/16/2018 **.** *.** 02/16/2018 **.*** *.**
American Tower, 4% 1jun2025, USD   USD 06/01/2025 02/16/2018 ***.*** *.** 02/16/2018 ***.** *.**
American Tower, 5% 15feb2024, USD   USD 02/15/2024 02/16/2018 ***.*** *.** 02/16/2018 ***.*** *.**
American Water Capital, 2.950% 1sep2027, USD   USD 09/01/2027 02/16/2018 **.** *.** 02/16/2018 **.** *.**
American Water Works, 3.750% 1sep2047, USD   USD 09/01/2047 02/16/2018 **.** *.** 02/16/2018 **.* *.**
AmeriGas Partners, 5.625% 20may2024, USD   USD 05/20/2024 02/16/2018 ***.** *.** 02/16/2018 ***.** *.*
AmeriGas Partners, 5.75% 20may2027, USD   USD 05/20/2027 02/16/2018 **.** *.** 02/16/2018 ***.** *.**
AmeriGas Partners, 5.875% 20aug2026, USD   USD 08/20/2026 02/16/2018 **.** *.** 02/16/2018 ***.** *.**
AmerisourceBergen, 3.45% 15dec2027, USD   USD 12/15/2027 02/16/2018 **.* *.** 02/16/2018 **.** *.**
AmerisourceBergen, 3.45% 15dec2047, USD   USD 12/15/2047 02/16/2018 **.** *.** 02/16/2018 **.** *.**
Amgen, 0.41% 8mar2023, CHF   CHF 03/08/2023 02/16/2018 ***.** *.** 02/16/2018 ***.** *.**
Amgen, 1.85% 19aug2021, USD   USD 08/19/2021 02/16/2018 **.** *.** 02/16/2018 **.** *.**
Amgen, 1.9% 10may2019, USD   USD 05/10/2019 02/16/2018 **.*** *.** 02/16/2018 **.*** *.*
Amgen, 2.125% 13sep2019, EUR   EUR 09/13/2019 02/16/2018 ***.** -*.** 02/16/2018 ***.** -*.**
Amgen, 2.125% 1may2020, USD   USD 05/01/2020 02/16/2018 **.** *.** 02/16/2018 **.** *.*
Amgen, 2.2% 11may2020, USD   USD 05/11/2020 02/16/2018 **.** *.** 02/16/2018 **.**** *.**
Amgen, 2.25% 19aug2023, USD   USD 08/19/2023 02/16/2018 **.** *.** 02/16/2018 **.** *.**
Amgen, 2.6% 19aug2026, USD   USD 08/19/2026 02/16/2018 **.** *.* 02/16/2018 **.*** *.**
Amgen, 2.65% 11may2022, USD   USD 05/11/2022 02/16/2018 **.** *.** 02/16/2018 **.**** *.**
Amgen, 2.7% 1may2022, USD   USD 05/01/2022 02/16/2018 **.** *.** 02/16/2018 **.*** *.**
Amgen, 3.125% 1may2025, USD   USD 05/01/2025 02/16/2018 **.** *.** 02/16/2018 **.*** *.**
Amgen, 3.200% 2nov2027, USD   USD 11/02/2027 02/16/2018 **.** *.** 02/16/2018 **.** *.**
Amgen, 4% 13sep2029, GBP   GBP 09/13/2029 02/16/2018 ***.** *.** 02/16/2018 ***.** *.**
Amgen, 4.375% 5dec2018, EUR   EUR 12/05/2018 02/16/2018 ***.** -*.** 02/16/2018 ***.** -*.**
Amgen, 4.4% 1may2045, USD   USD 05/01/2045 02/16/2018 ***.** *.** 02/16/2018 ***.** *.**
Amgen, 4.563% 15jun2048, USD   USD 06/15/2048 02/16/2018 ***.*** *.** 02/16/2018 ***.*** *.**
Amgen, 4.563% 15jun2048, USD   USD 06/15/2048 02/16/2018 ***.** *.** 02/16/2018 ***.** *.**
Amgen, 4.663% 15jun2051, USD   USD 06/15/2051 02/16/2018 ***.** *.* 02/16/2018 ***.* *.*
Amgen, 5.5% 7dec2026, GBP   GBP 12/07/2026 02/16/2018 ***.** *.** 02/16/2018 ***.** *.**
Amgen, FRN 10may2019, USD   USD 05/10/2019 02/16/2018 ***.** * 02/16/2018 ***.** *
Amgen, FRN 11may2020, USD   USD 05/11/2020 02/16/2018 ***.** * 02/16/2018 ***.**** *
Amkor Technology, 6.375% 1oct2022, USD   USD 10/01/2022 02/16/2018 ***.** *.* 02/16/2018 ***.** *.*
Amsted, 5% 15mar2022, USD   USD 03/15/2022 02/16/2018 ***.** *.** 02/16/2018 ***.** *.**
AmSurg, 5.625% 15jul2022, USD   USD 07/15/2022 02/16/2018 ***.** *.** 02/16/2018 ***.** *.**
Anadarko Petroleum, 7.5% 1may2031, USD   USD 05/01/2031 02/16/2018 ***.** *.* 02/16/2018 ***.** *.**
Analog Devices, 2.5% 5dec2021, USD   USD 12/05/2021 02/16/2018 **.** *.* 02/16/2018 **.** *.*
Analog Devices, 3.125% 5dec2023, USD   USD 12/05/2023 02/16/2018 **.*** *.** 02/16/2018 **.*** *.**
Analog Devices, 3.5% 5dec2026, USD   USD 12/05/2026 02/16/2018 **.** *.** 02/16/2018 **.** *.*
Analog Devices, 4.5% 5dec2036, USD   USD 12/05/2036 02/16/2018 ***.** *.** 02/16/2018 ***.* *.**
Andeavor, 3.8% 1apr2028, USD   USD 04/01/2028 02/16/2018 **.*** *.** 02/16/2018 **.* *.**
Andeavor, 4.5% 1apr2048, USD   USD 04/01/2048 02/16/2018 **.** *.** 02/16/2018 **.** *.**
Andeavor Logistics, 3.5% 1dec2022, USD   USD 12/01/2022 02/16/2018 **.** *.** 02/16/2018 **.** *.**
Andeavor Logistics, 5.2% 1dec2047, USD   USD 12/01/2047 02/16/2018 **.** *.** 02/16/2018 ***.** *.**
Anheuser-Busch, 2.625% 17jan2023, USD   USD 01/17/2023 02/16/2018 **.*** *.** 02/16/2018 **.** *.**
Anheuser-Busch InBev Finance, FRN 1feb2019, USD   USD 02/01/2019 02/16/2018 ***.**** * 02/16/2018 ***.**** *
Antero Resources, 5.625% 1jun2023, USD   USD 06/01/2023 02/16/2018 **.** *.** 02/16/2018 *
Anthem Inc, 2.5% 21nov2020, USD   USD 11/21/2020 02/16/2018 **.*** *.* 02/16/2018 **.*** *.**
Anthem Inc, 2.95% 1dec2022, USD   USD 12/01/2022 02/16/2018 **.** *.** 02/16/2018 **.*** *.**
Anthem Inc, 3.35% 1dec2024, USD   USD 12/01/2024 02/16/2018 **.*** *.** 02/16/2018 **.** *.**
Anthem Inc, 3.65% 1dec2027, USD   USD 12/01/2027 02/16/2018 **.*** *.** 02/16/2018 **.** *.**
Anthem Inc, 4.35% 15aug2020, USD   USD 08/15/2020 02/16/2018 ***.*** *.** 02/16/2018 ***.*** *.**
Anthem Inc, 4.375% 1dec2047, USD   USD 12/01/2047 02/16/2018 **.*** *.** 02/16/2018 ***.*** *.**
Anthem Inc, 4.65% 15aug2044, USD   USD 08/15/2044 02/16/2018 ***.*** *.** 02/16/2018 ***.*** *.**
Anthem Inc, 5.8% 15aug2040, USD   USD 08/15/2040 02/16/2018 ***.*** *.** 02/16/2018 ***.*** *.**
ANZ, New York, 2.3% 1jun2021, USD   USD 06/01/2021 02/16/2018 **.*** * 02/16/2018 **.** *.**
ANZ, New York, FRN 23sep2019, USD   USD 09/23/2019 02/16/2018 ***.** * 02/16/2018 ***.** *
Aon Corp, 2.80% 15mar2021, USD   USD 03/15/2021 02/16/2018 **.** *.** 02/16/2018 **.*** *.**
Aon Corp, 2.875% 14may2026, EUR   EUR 05/14/2026 02/16/2018 ***.** *.** 02/16/2018 ***.** *.**
Aon Corp, 3.5% 14jun2024, USD   USD 06/14/2024 02/16/2018 **.*** *.** 02/16/2018 ***.*** *.**
Aon Corp, 3.875% 15dec2025, USD   USD 12/15/2025 02/16/2018 ***.*** *.** 02/16/2018 ***.*** *.**
Aon Corp, 4% 27nov2023, USD   USD 11/27/2023 02/16/2018 ***.*** *.** 02/16/2018 ***.*** *.**
Aon Corp, 4.6% 14jun2044, USD   USD 06/14/2044 02/16/2018 ***.** *.** 02/16/2018 ***.*** *.**
Aon Corp, 4.75% 15may2045, USD   USD 05/15/2045 02/16/2018 ***.*** *.** 02/16/2018 ***.*** *.**
Aon Corp, 5% 30sep2020, USD   USD 09/30/2020 02/16/2018 ***.*** *.** 02/16/2018 ***.*** *.**
Aon Corp, 6.25% 30sep2040, USD   USD 09/30/2040 02/16/2018 ***.*** *.* 02/16/2018 ***.*** *.**
Apple, 0.35% 10jun2020, JPY   JPY 06/10/2020 02/16/2018 ***.** *.** 02/16/2018 ***.** -*.**
Apple, 0.375% 25nov2024, CHF   CHF 11/25/2024 02/16/2018 ***.** *.** 02/16/2018 ***.** *.**
Apple, 0.75% 25feb2030, CHF   CHF 02/25/2030 02/16/2018 ***.** *.** 02/16/2018 ***.** *.**
Apple, 0.875% 24may2025, EUR   EUR 05/24/2025 02/16/2018 ***.** *.** 02/16/2018 ***.** *.**
Apple, 1% 10nov2022, EUR   EUR 11/10/2022 02/16/2018 ***.** *.** 02/16/2018 ***.* *.**
Apple, 1% 3may2018, USD   USD 05/03/2018 02/16/2018 **.** *.** 02/16/2018 **.** *.**
Apple, 1.1% 2aug2019, USD   USD 08/02/2019 02/16/2018 **.** *.** 02/16/2018 **.** *.**
Apple, 1.3% 23feb2018, USD   USD 02/23/2018 02/16/2018 *** *.** 02/16/2018 ***.** *.*
Apple, 1.375% 17jan2024, EUR   EUR 01/17/2024 02/16/2018 ***.** *.** 02/16/2018 ***.** *.**
Apple, 1.375% 24may2029, EUR   EUR 05/24/2029 02/16/2018 ***.** *.** 02/16/2018 ***.** *.**
Apple, 1.5% 12sep2019, USD   USD 09/12/2019 02/16/2018 **.** *.** 02/16/2018 **.** *.**
Apple, 1.55% 4aug2021, USD   USD 08/04/2021 02/16/2018 **.** *.** 02/16/2018 **.** *.**
Apple, 1.55% 7feb2020, USD   USD 02/07/2020 02/16/2018 **.** *.** 02/16/2018 **.** *.**
Apple, 1.55% 8feb2019, USD   USD 02/08/2019 02/16/2018 **.** * 02/16/2018 **.** *.**
Apple, 1.625% 10nov2026, EUR   EUR 11/10/2026 02/16/2018 ***.** *.** 02/16/2018 ***.** *.**
Apple, 1.8% 11may2020, USD   USD 05/11/2020 02/16/2018 **.** *.** 02/16/2018 **.** *.**
Apple, 1.8% 13nov2019, USD   USD 11/13/2019 02/16/2018 ** *.* 02/16/2018 **.** *.*
Apple, 1.9% 7feb2020, USD   USD 02/07/2020 02/16/2018 **.** *.** 02/16/2018 **.** *.**
Apple, 2% 13nov2020, USD   USD 11/13/2020 02/16/2018 **.** *.** 02/16/2018 **.*** *.*
Apple, 2% 17sep2027, EUR   EUR 09/17/2027 02/16/2018 ***.** *.** 02/16/2018 ***.** *.*
Apple, 2% 6may2020, USD   USD 05/06/2020 02/16/2018 **.** *.** 02/16/2018 ** *.**
Apple, 2.100% 12sep2022, USD   USD 09/12/2022 02/16/2018 **.*** *.** 02/16/2018 **.* *.**
Apple, 2.15% 9feb2022, USD   USD 02/09/2022 02/16/2018 **.*** *.** 02/16/2018 **.*** *.**
Apple, 2.3% 11may2022, USD   USD 05/11/2022 02/16/2018 **.** *.** 02/16/2018 **.*** *.**
Apple, 2.4% 13jan2023, USD   USD 01/13/2023 02/16/2018 **.* *.** 02/16/2018 **.** *.**
Apple, 2.4% 3may2023, USD   USD 05/03/2023 02/16/2018 **.*** *.** 02/16/2018 **.** *.**
Apple, 2.45% 4aug2026, USD   USD 08/04/2026 02/16/2018 **.** *.** 02/16/2018 **.*** *.**
Apple, 2.5% 9feb2022, USD   USD 02/09/2022 02/16/2018 **.** *.** 02/16/2018 **.** *.**
Apple, 2.5% 9feb2025, USD   USD 02/09/2025 02/16/2018 **.** *.* 02/16/2018 **.** *.**
Apple, 2.513% 19aug2024, USD   CAD 08/19/2024 02/16/2018 **.** *.** 02/16/2018 **.** *.**
Apple, 2.7% 13may2022, USD   USD 05/13/2022 02/16/2018 **.** *.** 02/16/2018 **.* *.**
Apple, 2.75% 13jan2025, USD   USD 01/13/2025 02/16/2018 **.*** *.** 02/16/2018 **.*** *.**
Apple, 2.85% 11may2024, USD   USD 05/11/2024 02/16/2018 **.*** *.* 02/16/2018 **.** *.*
Apple, 2.85% 28aug2019, AUD   AUD 08/28/2019 02/16/2018 ***.** *.** 02/16/2018 ***.** *.*
Apple, 2.900% 12sep2027, USD   USD 09/12/2027 02/16/2018 **.** *.** 02/16/2018 **.* *.**
Apple, 3% 13nov2027, USD   USD 11/13/2027 02/16/2018 **.** *.** 02/16/2018 **.** *.**
Apple, 3% 20jun2027, USD   USD 06/20/2027 02/16/2018 **.** *.** 02/16/2018 **.** *.**
Apple, 3% 9feb2024, USD   USD 02/09/2024 02/16/2018 **.*** *.** 02/16/2018 **.** *.**
Apple, 3.05% 31jul2029, GBP   GBP 07/31/2029 02/16/2018 ***.** *.** 02/16/2018 ***.** *.**
Apple, 3.2% 11may2027, USD   USD 05/11/2027 02/16/2018 **.** *.** 02/16/2018 **.** *.**
Apple, 3.2% 13may2025, USD   USD 05/13/2025 02/16/2018 **.*** *.** 02/16/2018 **.** *.**
Apple, 3.25% 23feb2026, USD   USD 02/23/2026 02/16/2018 **.*** *.** 02/16/2018 **.** *.**
Apple, 3.35% 9feb2027, USD   USD 02/09/2027 02/16/2018 **.** *.** 02/16/2018 **.** *.**
Apple, 3.45% 9feb2045, USD   USD 02/09/2045 02/16/2018 **.*** *.** 02/16/2018 **.** *.**
Apple, 3.60% 31jul2042, GBP   GBP 07/31/2042 02/16/2018 ***.* *.** 02/16/2018 ***.** *.**
Apple, 3.7% 28aug2022, AUD   AUD 08/28/2022 02/16/2018 ***.* *.* 02/16/2018 ***.* *.**
Apple, 3.75% 13nov2047, USD   USD 11/13/2047 02/16/2018 **.** *.** 02/16/2018 **.** *.**
Apple, 3.750% 12sep2047, USD   USD 09/12/2047 02/16/2018 **.** *.** 02/16/2018 **.** *.**
Apple, 3.85% 4aug2046, USD   USD 08/04/2046 02/16/2018 **.** *.** 02/16/2018 **.** *.**
Apple, 4.15% 22jun2046, USD   USD 06/22/2046 02/16/2018 ***.** *.** 02/16/2018 ***.** *.**
Apple, 4.25% 9feb2047, USD   USD 02/09/2047 02/16/2018 ***.** *.** 02/16/2018 ***.** *.**
Apple, 4.375% 13may2045, USD   USD 05/13/2045 02/16/2018 ***.** *.* 02/16/2018 ***.*** *.**
Apple, FRN 11may2020, USD   USD 05/11/2020 02/16/2018 **.** * 02/16/2018 **.**** *
Apple, FRN 11may2022, USD   USD 05/11/2022 02/16/2018 ***.** * 02/16/2018 ***.**** *
Apple, FRN 2aug2019, USD   USD 08/02/2019 02/16/2018 ***.** * 02/16/2018 ***.** *
Apple, FRN 6may2020, USD   USD 05/06/2020 02/16/2018 **.** * 02/16/2018 ***.** *
Apple, FRN 7feb2020, USD   USD 02/07/2020 02/16/2018 ***.** * 02/16/2018 ***.** *
Apple, FRN 7feb2020, USD   USD 02/07/2020 02/16/2018 ***.** * 02/16/2018 ***.** *
Apple, FRN 8feb2019, USD   USD 02/08/2019 02/16/2018 ***.** * 02/16/2018 ***.** *
Apple, FRN 9feb2022, USD   USD 02/09/2022 02/16/2018 ***.** * 02/16/2018 ***.** *
Applied Materials, 3.3% 1apr2027, USD   USD 04/01/2027 02/16/2018 **.*** *.** 02/16/2018 **.** *.**
Applied Materials, 4.35% 1apr2047, USD   USD 04/01/2047 02/16/2018 ***.*** *.** 02/16/2018 ***.** *.**
Approach Resources, 7% 15jun2021, USD   USD 06/15/2021 02/16/2018 **.* **.** 02/16/2018 **.** *.**
APX Group, 7.625% 1sep2023, USD   USD 09/01/2023 02/16/2018 ***.** *.** 02/16/2018 ***.** *.**
Aramark, 3.125% 1apr2025, EUR   EUR 04/01/2025 02/16/2018 ***.** *.** 02/16/2018 ***.*** *.**
Aramark, 5.125% 15jan2024, USD   USD 01/15/2024 02/16/2018 ***.* *.** 02/16/2018 *
Archer Daniels Midland, 1.75% 23jun2023, EUR   EUR 06/23/2023 02/16/2018 ***.** *.** 02/16/2018 ***.** *.**
Archer Daniels Midland, 2.5% 11aug2026, USD   USD 08/11/2026 02/16/2018 **.*** *.** 02/16/2018 **.** *.**
Archer Daniels Midland, 3.750% 15sep2047, USD   USD 09/15/2047 02/16/2018 **.** *.** 02/16/2018 **.** *.**
Archer Daniels Midland, FRN 24jun2019, EUR   EUR 06/24/2019 02/16/2018 ***.** * 02/16/2018 ***.** *
Arconic, 5.125% 1oct2024, USD   USD 10/01/2024 02/16/2018 ***.** *.** 02/16/2018 ***.* *.**
Arconic, 5.4% 15apr2021, USD   USD 04/15/2021 02/16/2018 ***.** *.** 02/16/2018 ***.** *.**
Arconic, 5.72% 23feb2019, USD   USD 02/23/2019 02/16/2018 ***.** *.** 02/16/2018 ***.** *.**
Arconic, 5.87% 23feb2022, USD   USD 02/23/2022 02/16/2018 *** *.** 02/16/2018 ***.* *.**
Ardagh Holdings USA, 2.75% 15mar2024, EUR   EUR 03/15/2024 02/16/2018 ***.*** *.** 02/16/2018 ***.*** *.**
Ardagh Holdings USA, 4.125% 15may2023, EUR   EUR 05/15/2023 02/16/2018 ***.** *.** 02/16/2018 ***.** *.**
Ardagh Holdings USA, 6% 30jun2021, USD   USD 06/30/2021 02/16/2018 **.** *.** 02/16/2018 ***.** *.**
Ardagh Holdings USA, 6.75% 15may2024, EUR   EUR 05/15/2024 02/16/2018 *** *.** 02/16/2018 ***.*** *
Ares Capital, 3.875% 15jan2020, USD   USD 01/15/2020 02/16/2018 ***.** *.** 02/16/2018 ***.*** *.*
Arizona Public Service, 3.15% 15may2025, USD   USD 05/15/2025 02/16/2018 **.*** *.** 02/16/2018 **.*** *.**
Arrow Electronics, 3.25% 8sep2024, USD   USD 09/08/2024 02/16/2018 **.** *.** 02/16/2018 **.** *.**
Arrow Electronics, 3.875% 12jan2028, USD   USD 01/12/2028 02/16/2018 **.** *.** 02/16/2018 **.*** *.**
Arrow Electronics, 7.5% 15jan2027, USD   USD 01/15/2027 02/16/2018 ***.*** *.** 02/16/2018 ***.*** *.**
AssuredPartners, 7% 15aug2025, USD   USD 08/15/2025 02/16/2018 ***.** *.** 02/16/2018 ***.** *.**
AT&T Inc, 1.05% 4sep2023, EUR   EUR 09/04/2023 02/16/2018 ***.** *.** 02/16/2018 ***.** *.**
AT&T Inc, 1.3% 5sep2023, EUR   EUR 09/05/2023 02/16/2018 ***.*** *.* 02/16/2018 ***.*** *.**
AT&T Inc, 1.45% 1jun2022, EUR   EUR 06/01/2022 02/16/2018 ***.* *.** 02/16/2018 ***.** *.**
AT&T Inc, 1.8% 4sep2026, EUR   EUR 09/04/2026 02/16/2018 ***.** *.* 02/16/2018 ***.** *.**
AT&T Inc, 1.875% 4dec2020, EUR   EUR 12/04/2020 02/16/2018 ***.** *.** 02/16/2018 ***.** *.**
AT&T Inc, 2.3% 11mar2019, USD   USD 03/11/2019 02/16/2018 **.** *.** 02/16/2018 **.** *.**
AT&T Inc, 2.35% 4sep2029, EUR   EUR 09/04/2029 02/16/2018 *** *.** 02/16/2018 ***.** *.**
AT&T Inc, 2.4% 15mar2024, EUR   EUR 03/15/2024 02/16/2018 ***.** *.* 02/16/2018 ***.** *.**
AT&T Inc, 2.45% 15mar2035, EUR   EUR 03/15/2035 02/16/2018 **.** *.** 02/16/2018 **.** *.**
AT&T Inc, 2.45% 30jun2020, USD   USD 06/30/2020 02/16/2018 **.*** *.** 02/16/2018 **.** *.**
AT&T Inc, 2.5% 15mar2023, EUR   EUR 03/15/2023 02/16/2018 ***.** *.** 02/16/2018 ***.** *.**
AT&T Inc, 2.6% 17dec2029, EUR   EUR 12/17/2029 02/16/2018 ***.** *.** 02/16/2018 ***.* *.**
AT&T Inc, 2.625% 1dec2022, USD   USD 12/01/2022 02/16/2018 **.** *.* 02/16/2018 **.*** *.**
AT&T Inc, 2.65% 17dec2021, EUR   EUR 12/17/2021 02/16/2018 ***.*** *.** 02/16/2018 ***.** *.**
AT&T Inc, 2.850% 14feb2023, USD   USD 02/14/2023 02/16/2018 **.** *.** 02/16/2018 **.** *.**
AT&T Inc, 3% 30jun2022, USD   USD 06/30/2022 02/16/2018 **.** *.** 02/16/2018 **.*** *.**
AT&T Inc, 3.15% 4sep2036, EUR   EUR 09/04/2036 02/16/2018 ***.** *.** 02/16/2018 ***.** *.**
AT&T Inc, 3.2% 1mar2022, USD   USD 03/01/2022 02/16/2018 **.* *.** 02/16/2018 **.*** *.**
AT&T Inc, 3.375% 15mar2034, EUR   EUR 03/15/2034 02/16/2018 ***.** *.** 02/16/2018 ***.** *.**
AT&T Inc, 3.4% 15may2025, USD   USD 05/15/2025 02/16/2018 **.*** *.** 02/16/2018 **.** *.**
AT&T Inc, 3.400% 14aug2024, USD   USD 08/14/2024 02/16/2018 **.** *.** 02/16/2018 ***.** *.**
AT&T Inc, 3.5% 17dec2025, EUR   EUR 12/17/2025 02/16/2018 ***.** *.* 02/16/2018 ***.** *.**
AT&T Inc, 3.55% 17dec2032, EUR   EUR 12/17/2032 02/16/2018 ***.** *.** 02/16/2018 ***.** *.**
AT&T Inc, 3.8% 15mar2022, USD   USD 03/15/2022 02/16/2018 ***.*** *.** 02/16/2018 ***.** *.**
AT&T Inc, 3.8% 1mar2024, USD   USD 03/01/2024 02/16/2018 ***.** *.** 02/16/2018 ***.*** *.**
AT&T Inc, 3.875% 15aug2021, USD   USD 08/15/2021 02/16/2018 ***.** *.** 02/16/2018 ***.** *.**
AT&T Inc, 3.900% 14aug2027, USD   USD 08/14/2027 02/16/2018 ***.** *.** 02/16/2018 ***.*** *.**
AT&T Inc, 4.125% 17feb2026, USD   USD 02/17/2026 02/16/2018 ***.** *.** 02/16/2018 ***.** *.**
AT&T Inc, 4.25% 1jun2043, GBP   GBP 06/01/2043 02/16/2018 ***.** *.** 02/16/2018 ***.** *.**
AT&T Inc, 4.25% 1mar2027, USD   USD 03/01/2027 02/16/2018 ***.** *.** 02/16/2018 ***.** *.*
AT&T Inc, 4.3% 15dec2042, USD   USD 12/15/2042 02/16/2018 **.** *.** 02/16/2018 **.*** *.**
AT&T Inc, 4.35% 15jun2045, USD   USD 06/15/2045 02/16/2018 **.* *.* 02/16/2018 **.*** *.**
AT&T Inc, 4.375% 14sep2029, GBP   GBP 09/14/2029 02/16/2018 ***.** *.** 02/16/2018 ***.** *.**
AT&T Inc, 4.5% 15may2035, USD   USD 05/15/2035 02/16/2018 **.** *.** 02/16/2018 **.** *.**
AT&T Inc, 4.5% 9mar2048, USD   USD 03/09/2048 02/16/2018 ** *.** 02/16/2018 **.** *.**
AT&T Inc, 4.55% 9mar2049, USD   USD 03/09/2049 02/16/2018 **.** *.** 02/16/2018 **.** *.**
AT&T Inc, 4.6% 12feb2045, USD   USD 02/12/2045 02/16/2018 **.**** *.** 02/16/2018 **.************ *.**
AT&T Inc, 4.7% 10nov2044, USD   USD 11/10/2044 02/16/2018 **.* *.** 02/16/2018 **.** *.**
AT&T Inc, 4.75% 15may2046, USD   USD 05/15/2046 02/16/2018 ** *.** 02/16/2018 **.*** *.**
AT&T Inc, 4.8% 15jun2044, USD   USD 06/15/2044 02/16/2018 **.** *.** 02/16/2018 **.* *.**
AT&T Inc, 4.875% 1jun2044, GBP   GBP 06/01/2044 02/16/2018 ***.** *.* 02/16/2018 ***.* *.**
AT&T Inc, 4.900% 14aug2037, USD   USD 08/14/2037 02/16/2018 ***.** *.** 02/16/2018 ***.*** *.**
AT&T Inc, 5.15% 15mar2042, USD   USD 03/15/2042 02/16/2018 ***.*** *.** 02/16/2018 ***.** *.**
AT&T Inc, 5.150% 14feb2050, USD   USD 02/14/2050 02/16/2018 ***.** *.** 02/16/2018 ***.*** *.**
AT&T Inc, 5.2% 15mar2020, USD   USD 03/15/2020 02/16/2018 ***.*** *.** 02/16/2018 ***.*** *.*
AT&T Inc, 5.25% 1mar2037, USD   USD 03/01/2037 02/16/2018 ***.** *.** 02/16/2018 ***.** *.**
AT&T Inc, 5.300% 14aug2058, USD   USD 08/14/2058 02/16/2018 ***.* *.** 02/16/2018 ***.*** *.**
AT&T Inc, 5.35% 1sep2040, USD   USD 09/01/2040 02/16/2018 ***.*** *.** 02/16/2018 ***.** *.*
AT&T Inc, 5.45% 1mar2047, USD   USD 03/01/2047 02/16/2018 ***.** *.** 02/16/2018 ***.*** *.**
AT&T Inc, 5.5% 15mar2027, GBP   GBP 03/15/2027 02/16/2018 ***.* *.** 02/16/2018 ***.* *.**
AT&T Inc, 5.55% 15aug2041, USD   USD 08/15/2041 02/16/2018 ***.** *.** 02/16/2018 ***.*** *.**
AT&T Inc, 5.7% 1mar2057, USD   USD 03/01/2057 02/16/2018 ***.*** *.** 02/16/2018 ***.** *.**
AT&T Inc, 5.875% 1oct2019, USD   USD 10/01/2019 02/16/2018 ***.*** *.** 02/16/2018 ***.*** *.**
AT&T Inc, 6.15% 15sep2034, USD   USD 09/15/2034 02/16/2018 ***.** *.** 02/16/2018 ***.*** *.**
AT&T Inc, 6.3% 15jan2038, USD   USD 01/15/2038 02/16/2018 ***.*** *.** 02/16/2018 ***.*** *.**
AT&T Inc, 6.375% 1mar2041, USD   USD 03/01/2041 02/16/2018 ***.*** *.** 02/16/2018 ***.*** *.**
AT&T Inc, 6.4% 15may2038, USD   USD 05/15/2038 02/16/2018 ***.*** *.** 02/16/2018 ***.*** *.**
AT&T Inc, 6.55% 15feb2039, USD   USD 02/15/2039 02/16/2018 ***.** *.** 02/16/2018 ***.** *.**
AT&T Inc, 7% 30apr2040, GBP   GBP 04/30/2040 02/16/2018 ***.*********** *.** 02/16/2018 ***.********** *.**
AT&T Inc, 7.125% 15dec2031, USD   USD 12/15/2031 02/16/2018 ***.*** *.** 02/16/2018 ***.*** *.**
AT&T Inc, 8% 15nov2031, USD   USD 11/15/2031 02/16/2018 ***.** *.** 02/16/2018 ***.** *.**
AT&T Inc, FRN 14feb2023, USD   USD 02/14/2023 02/16/2018 ***.** * 02/16/2018 ***.** *
AT&T Inc, FRN 15jan2020, USD   USD 01/15/2020 02/16/2018 ***.**** * 02/16/2018 ***.**** *
AT&T Inc, FRN 30jun2020, USD   USD 06/30/2020 02/16/2018 *** * 02/16/2018 ***.** *
AT&T Inc, FRN 4jun2019, EUR   EUR 06/04/2019 02/16/2018 ***.** * 02/16/2018 ***.** *
AT&T Inc, FRN 4sep2023, EUR   EUR 09/04/2023 02/16/2018 ***.*** * 02/16/2018 ***.*** *
Atmos Energy, 3% 15jun2027, USD   USD 06/15/2027 02/16/2018 **.*** *.** 02/16/2018 **.*** *.**
Australia and New Zealand Banking Group (New York branch), 2.25% 9nov2020, USD   USD 11/09/2020 02/16/2018 **.** *.** 02/16/2018 **.*** *.**
Autodesk, 3.125% 15jun2020, USD   USD 06/15/2020 02/16/2018 ***.*** *.** 02/16/2018 ***.*** *.**
Autodesk, 3.5% 15jun2027, USD   USD 06/15/2027 02/16/2018 **.** *.** 02/16/2018 **.*** *
Autodesk, 4.375% 15jun2025, USD   USD 06/15/2025 02/16/2018 ***.** *.** 02/16/2018 ***.*** *.**
Automatic Data Processing, 2.25% 15sep2020, USD   USD 09/15/2020 02/16/2018 **.*** *.** 02/16/2018 **.*** *.**
Automatic Data Processing, 3.375% 15sep2025, USD   USD 09/15/2025 02/16/2018 ***.*** *.** 02/16/2018 ***.** *.**
AutoNation, 3.500% 15nov2024, USD   USD 11/15/2024 02/16/2018 **.** *.** 02/16/2018 **.** *.**
AutoNation, 3.800% 15nov2027, USD   USD 11/15/2027 02/16/2018 **.** *.** 02/16/2018 **.** *.**
AutoZone, 2.5% 15apr2021, USD   USD 04/15/2021 02/16/2018 **.*** *.** 02/16/2018 **.* *.**
AutoZone, 3.25% 15apr2025, USD   USD 04/15/2025 02/16/2018 **.*** *.** 02/16/2018 **.*** *.**
AutoZone, 3.75% 1jun2027, USD   USD 06/01/2027 02/16/2018 **.*** *.** 02/16/2018 **.** *.**
AvalonBay Communities, 3.45% 1jun2025, USD   USD 06/01/2025 02/16/2018 **.*** *.** 02/16/2018 **.*** *.**
Avangrid, 3.15% 1dec2024, USD   USD 12/01/2024 02/16/2018 **.** *.** 02/16/2018 **.** *.**
Avantor, 4.75% 1oct2024, EUR   EUR 10/01/2024 02/16/2018 **.** *.** 02/16/2018 **.** *.**
Avantor, 9% 1oct2025, USD   USD 10/01/2025 02/16/2018 **.** *.* 02/16/2018 **.* *.**
Avaya, 10.5% 1mar2021, USD   USD 03/01/2021 02/16/2018 *.** ***.** 02/16/2018 * ***.**
Avaya, 7% 1apr2019, USD   USD 04/01/2019 02/16/2018 **.*********** **.** 02/16/2018 **.*********** **.**
Avery Dennison, 1.25% 3mar2025, EUR   EUR 03/03/2025 02/16/2018 ***.* *.** 02/16/2018 ***.** *.**
Aviation Capital Group, 3.5% 1nov2027, USD   USD 11/01/2027 02/16/2018 **.** *.** 02/16/2018 **.** *.**
Avis Budget Car, 4.125% 15nov2024, EUR   EUR 11/15/2024 02/16/2018 ***.* *.** 02/16/2018 ***.** *.**
Avis Budget Car, 4.5% 15may2025, EUR   EUR 05/15/2025 02/16/2018 ***.** *.** 02/16/2018 ***.* *.**
Avis Budget Car, 5.125% 1jun2022, USD   USD 06/01/2022 02/16/2018 *** *.** 02/16/2018 *** *.**
Avis Budget Car, 5.25% 15mar2025, USD   USD 03/15/2025 02/16/2018 **.** *.** 02/16/2018 ** *.**
Avis Budget Car, 5.5% 1apr2023, USD   USD 04/01/2023 02/16/2018 **.** *.* 02/16/2018 ***.** *.**
Avnet, 3.75% 1dec2021, USD   USD 12/01/2021 02/16/2018 ***.**** *.** 02/16/2018 ***.**** *.**
Avon International Operations, 7.875% 15aug2022, USD   USD 08/15/2022 02/16/2018 ***.** *.** 02/16/2018 ***.** *.**
Avon Products, 4.6% 15mar2020, USD   USD 03/15/2020 02/16/2018 **.** * 02/16/2018 **.** *
Avon Products, 6.95% 15mar2043, USD   USD 03/15/2043 02/16/2018 **.** **.** 02/16/2018 **.** **.**
Axalta Coating Systems, 4.25% 15aug2024, EUR   EUR 08/15/2024 02/16/2018 ***.*** *.** 02/16/2018 ***.** *.**
Axalta Coating Systems, 4.875% 15aug2024, USD   USD 08/15/2024 02/16/2018 ***.** *.* 02/16/2018 ***.* *.**
AXIS Capital Holdings, 4.000% 6dec2027, USD   USD 12/06/2027 02/16/2018 **.** *.* 02/16/2018 **.** *.**
Bacardi, 2.75% 15jul2026, USD   USD 07/15/2026 02/16/2018 **.* *.** 02/16/2018 **.* *.**
Bacardi, 2.75% 3jul2023, EUR   EUR 07/03/2023 02/16/2018 ***.*** *.** 02/16/2018 ***.** *.**
BAE Systems Holdings, 2.85% 15dec2020, USD   USD 12/15/2020 02/16/2018 **.** *.** 02/16/2018 ***.** *.**
BAE Systems Holdings, 3.8% 7oct2024, USD   USD 10/07/2024 02/16/2018 **.** *.* 02/16/2018 ***.** *.**
BAE Systems Holdings, 4.75% 7oct2044, USD   USD 10/07/2044 02/16/2018 ***.** *.** 02/16/2018 ***.** *.**
Baker Hughes, 2.773% 15dec2022, USD   USD 12/15/2022 02/16/2018 **.** *.* 02/16/2018 **.** *.**
Baker Hughes, 3.337% 15dec2027, USD   USD 12/15/2027 02/16/2018 **.** *.** 02/16/2018 **.** *.**
Baker Hughes, 4.08% 15dec2047, USD   USD 12/15/2047 02/16/2018 *** *.** 02/16/2018 ***.* *.**
Baker Hughes, a GE company, 3.2% 15aug2021, USD   USD 08/15/2021 02/16/2018 ***.*** *.** 02/16/2018 ***.*** *.**
Ball, 5.25% 1jul2025, USD   USD 07/01/2025 02/16/2018 ***.* *.* 02/16/2018 ***.** *.**
Bank of America, 0% 20sep2032, USD (7305D)   USD 09/20/2032 02/16/2018 **.* *.** 02/16/2018 *
Bank of America, 0% 26sep2032, USD (7305D)   USD 09/26/2032 02/16/2018 ***.** -*.** 02/16/2018 *
Bank of America, 0% 31may2021, EUR   EUR 05/31/2021 02/16/2018 ***.**** -*.** 02/16/2018 ***.**** -*.**
Bank of America, 1.375% 26mar2025, EUR   EUR 03/26/2025 02/16/2018 ***.** *.** 02/16/2018 ***.** *.**
Bank of America, 2.365% 21jul2021, USD   USD 07/21/2021 02/16/2018 **.** * 02/16/2018 **.** *
Bank of America, 2.816% 21jul2023, USD   USD 07/21/2023 02/16/2018 **.** * 02/16/2018 **.** *
Bank of America, 3.593% 21jul2028, USD   USD 07/21/2028 02/16/2018 **.** * 02/16/2018 **.** *
Bank of America, 4.625% 14sep2018, EUR   EUR 09/14/2018 02/16/2018 ***.* -*.** 02/16/2018 ***.** -*.**
Bank of America, 5.5% 22nov2021, GBP   GBP 11/22/2021 02/16/2018 ***.** *.** 02/16/2018 ***.** *.**
Bank of America, 7.75% 30apr2018, GBP   GBP 04/30/2018 02/16/2018 ***.** *.** 02/16/2018 ***.** *.**
Bank of America, 8.125% 2jun2028, GBP   GBP 06/02/2028 02/16/2018 ***.**** *.** 02/16/2018 ***.**** *.*
Bank of America, FRN 14sep2018, EUR   EUR 09/14/2018 02/16/2018 ***.** * 02/16/2018 ***.** *
Bank of America, FRN 21jul2021, USD   USD 07/21/2021 02/16/2018 ***.** * 02/16/2018 ***.** *
Bank of America, FRN 5feb2026, USD   USD 02/05/2026 02/16/2018 **.** * 02/16/2018 ***.** *
Bank of America Corp., 0.736% 7feb2022, EUR   EUR 02/07/2022 02/16/2018 ***.* * 02/16/2018 ***.** *
Bank of America Corp., 0.75% 26jul2023, EUR   EUR 07/26/2023 02/16/2018 **.** *.** 02/16/2018 **.* *.**
Bank of America Corp., 1.375% 10sep2021, EUR   EUR 09/10/2021 02/16/2018 ***.** *.** 02/16/2018 ***.* *.**
Bank of America Corp., 1.379% 7feb2025, EUR   EUR 02/07/2025 02/16/2018 ***.** * 02/16/2018 ***.** *
Bank of America Corp., 1.625% 14sep2022, EUR   EUR 09/14/2022 02/16/2018 ***.** *.** 02/16/2018 ***.** *.**
Bank of America Corp., 1.65% 26mar2018, USD   USD 03/26/2018 02/16/2018 **.* *.** 02/16/2018 **.** *.**
Bank of America Corp., 1.776% 4may2027, EUR   EUR 05/04/2027 02/16/2018 ***.** * 02/16/2018 ***.** *
Bank of America Corp., 1.875% 10jan2019, EUR   EUR 01/10/2019 02/16/2018 ***.** -*.** 02/16/2018 ***.* -*.**
Bank of America Corp., 2.25% 21apr2020, USD   USD 04/21/2020 02/16/2018 **.** *.** 02/16/2018 **.** *.**
Bank of America Corp., 2.3% 25jul2025, GBP   GBP 07/25/2025 02/16/2018 **.** *.** 02/16/2018 **.* *.**
Bank of America Corp., 2.375% 19jun2024, EUR   EUR 06/19/2024 02/16/2018 ***.** *.** 02/16/2018 ***.*** *
Bank of America Corp., 2.5% 27jul2020, EUR   EUR 07/27/2020 02/16/2018 ***.** *.** 02/16/2018 ***.** *.**
Bank of America Corp., 2.6% 15jan2019, USD   USD 01/15/2019 02/16/2018 ***.** *.** 02/16/2018 ***.** *.**
Bank of America Corp., 2.65% 1apr2019, USD   USD 04/01/2019 02/16/2018 ***.** *.** 02/16/2018 ***.** *.**
Bank of America Corp., 2.881% 24apr2023, USD   USD 04/24/2023 02/16/2018 **.** * 02/16/2018 **.** *
Bank of America Corp., 3.3% 5aug2021, AUD   AUD 08/05/2021 02/16/2018 ***.** *.** 02/16/2018 ***.** *.**
Bank of America Corp., 3.705% 24apr2028, USD   USD 04/24/2028 02/16/2018 **.** * 02/16/2018 **.** *
Bank of America Corp., 4% 22jan2025, USD   USD 01/22/2025 02/16/2018 ***.** *.** 02/16/2018 ***.** *.**
Bank of America Corp., 4% 28mar2018, EUR   EUR 03/28/2018 02/16/2018 ***.** * 02/16/2018 ***.* *
Bank of America Corp., 4.244% 24apr2038, USD   USD 04/24/2038 02/16/2018 ***.** * 02/16/2018 ***.** *
Bank of America Corp., 4.25% 10dec2026, GBP   GBP 12/10/2026 02/16/2018 ***.* *.** 02/16/2018 ***.* *.**
Bank of America Corp., 4.75% 15sep2019, USD   USD 09/15/2019 02/16/2018 ***.*** *.** 02/16/2018 ***.** *.**
Bank of America Corp., 4.75% 15sep2020, USD   USD 09/15/2020 02/16/2018 ***.*** *.** 02/16/2018 ***.*** *.**
Bank of America Corp., 4.75% 6may2019, EUR   EUR 05/06/2019 02/16/2018 ***.* * 02/16/2018 ***.** *
Bank of America Corp., 5% 15aug2020, USD   USD 08/15/2020 02/16/2018 ***.*** *.** 02/16/2018 ***.** *.**
Bank of America Corp., 5.25% 31jan2026, EUR   EUR 01/31/2026 02/16/2018 ***.** *.** 02/16/2018 ***.** *.*
Bank of America Corp., 5.5% 4dec2019, GBP   GBP 12/04/2019 02/16/2018 ***.** *.** 02/16/2018 ***.** *.**
Bank of America Corp., 5.55% 15jun2020, USD   USD 06/15/2020 02/16/2018 ***.*** *.** 02/16/2018 ***.** *.**
Bank of America Corp., 5.8% 15feb2019, USD   USD 02/15/2019 02/16/2018 ***.*** *.** 02/16/2018 ***.*** *.**
Bank of America Corp., 6.1% perp., USD   USD 02/16/2018 ***.** * 02/16/2018 ***.** *
Bank of America Corp., 6.125% 15sep2021, GBP   GBP 09/15/2021 02/16/2018 ***.** *.** 02/16/2018 ***.** *.**
Bank of America Corp., 6.25% 11sep2018, EUR   EUR 09/11/2018 02/16/2018 ***.*** *.* 02/16/2018 ***.**** *.**
Bank of America Corp., 6.25% perp., USD   USD 02/16/2018 ***.* * 02/16/2018 ***.** *
Bank of America Corp., 6.4% 15aug2019, USD   USD 08/15/2019 02/16/2018 ***.*** *.** 02/16/2018 ***.*** *.**
Bank of America Corp., 7% 31jul2028, GBP   GBP 07/31/2028 02/16/2018 ***.** *.** 02/16/2018 ***.** *.*
Bank of America Corp., 8.49% 13sep2027, MXN   MXN 09/13/2027 02/16/2018 **.* **.* 02/16/2018 **.** *.**
Bank of America Corp., FRN 10may2018, EUR   EUR 05/10/2018 02/16/2018 ***.** * 02/16/2018 ***.*** *
Bank of America Corp., FRN 14sep2020, EUR   EUR 09/14/2020 02/16/2018 ***.*** * 02/16/2018 ***.*** *
Bank of America Corp., FRN 15jan2019, USD   USD 01/15/2019 02/16/2018 **.** * 02/16/2018 ***.** *
Bank of America Corp., FRN 15jan2023, EUR   EUR 01/15/2023 02/16/2018 ***.**** * 02/16/2018 ***.**** *
Bank of America Corp., FRN 19jun2019, EUR   EUR 06/19/2019 02/16/2018 ***.** * 02/16/2018 ***.** *
Bank of America Corp., FRN 21sep2021, EUR   EUR 09/21/2021 02/16/2018 ***.** * 02/16/2018 ***.** *
Bank of America Corp., FRN 24apr2023, USD   USD 04/24/2023 02/16/2018 ***.** * 02/16/2018 ***.* *
Bank of America Corp., FRN 26jul2019, EUR   EUR 07/26/2019 02/16/2018 ***.** * 02/16/2018 ***.* *
Bank of America Corp., FRN 27feb2018, USD   USD 02/27/2018 02/16/2018 *** * 02/16/2018 *
Bank of America Corp., FRN 29may2018, EUR   EUR 05/29/2018 02/16/2018 ***.**** * 02/16/2018 ***.**** *
Bank of America Corp., FRN 4may2023, EUR   EUR 05/04/2023 02/16/2018 ***.** * 02/16/2018 ***.** *
Bank of America Corp., FRN 5aug2021, AUD   AUD 08/05/2021 02/16/2018 ***.** * 02/16/2018 ***.** *
Bank of America Corp., FRN 5mar2020, AUD   AUD 03/05/2020 02/16/2018 ***.** * 02/16/2018 ***.** *
Bank of America Corp., FRN 7feb2022, EUR   EUR 02/07/2022 02/16/2018 ***.** * 02/16/2018 ***.** *
Bank of China (New York), 3.6% 12jul2018, CNY   CNY 07/12/2018 02/16/2018 **.************ *.** 02/16/2018 **.************ *.**
Bank One Corporation, 8.75% 1sep2030, USD   USD 09/01/2030 02/16/2018 ***.*** *.** 02/16/2018 ***.*** *.**
Barrick Gold (USA), 5.8% 15nov2034, USD   USD 11/15/2034 02/16/2018 ***.*** *.** 02/16/2018 ***.** *.**
Barrick Gold (USA), 5.8% 15nov2034, USD   USD 11/15/2034 02/16/2018 ***.*** *.** 02/16/2018 ***.*** *.**
Barrick Gold (USA), 6.375% 1mar2033, USD   USD 03/01/2033 02/16/2018 ***.*** *.** 02/16/2018 ***.*** *.**
Barrick Gold (USA), 6.45% 15oct2035, USD   USD 10/15/2035 02/16/2018 ***.*** *.* 02/16/2018 ***.*** *.**
Barrick North America Finance, 4.4% 30may2021, USD   USD 05/30/2021 02/16/2018 ***.*** *.** 02/16/2018 ***.** *.**
Basin Electric Power, 4.75% 26apr2047, USD   USD 04/26/2047 02/16/2018 ***.** *.** 02/16/2018 ***.** *.**
Baxalta Inc, 2% 2018, USD   USD 06/22/2018 02/16/2018 **.** *.** 02/16/2018 **.** *.**
Baxalta Inc, 2.875% 23jun2020, USD   USD 06/23/2020 02/16/2018 **.*** *.* 02/16/2018 **.*** *.**
Baxalta Inc, 3.6% 23jun2022, USD   USD 06/23/2022 02/16/2018 ***.*** *.** 02/16/2018 ***.*** *.**
Baxalta Inc, 4% 2025, USD   USD 06/23/2025 02/16/2018 **.** *.** 02/16/2018 ***.** *.**
Baxalta Inc, 4% 23jun2025, USD   USD 06/23/2025 02/16/2018 **.** *.** 02/16/2018 ***.** *.**
Baxalta Inc, 5.25% 23jun2045, USD   USD 06/23/2045 02/16/2018 ***.*** *.** 02/16/2018 ***.*** *.*
Baxalta Inc, FRN 22jun2018, USD   USD 06/22/2018 02/16/2018 ***.**** * 02/16/2018 ***.** *
Baxter International, 1.3% 30may2025, EUR   EUR 05/30/2025 02/16/2018 ***.** *.** 02/16/2018 ***.** *.**
Baxter International, 1.7% 15aug2021, USD   USD 08/15/2021 02/16/2018 **.** *.** 02/16/2018 **.*** *.**
Baxter International, 2.6% 15aug2026, USD   USD 08/15/2026 02/16/2018 **.** *.** 02/16/2018 **.** *.*
Baxter International, 3.5% 15aug2046, USD   USD 08/15/2046 02/16/2018 **.*** *.** 02/16/2018 **.*** *.**
Bayer US Finance, 2.375% 8oct2019, USD   USD 10/08/2019 02/16/2018 **.** *.** 02/16/2018 **.** *.**
Bayer US Finance, 3% 8oct2021, USD   USD 10/08/2021 02/16/2018 **.** *.** 02/16/2018 **.** *.*
Bayer US Finance, 3.375% 8oct2024, USD   USD 10/08/2024 02/16/2018 **.** *.** 02/16/2018 **.** *.**
Beacon Escrow, 4.875% 1nov2025, USD   USD 11/01/2025 02/16/2018 **.** *.** 02/16/2018 **.** *.**
Bear Stearns, 7.1% 30sep2035, USD   USD 09/30/2035 02/16/2018 ***.** * 02/16/2018 *
Becton Dickinson, 0.368% 6jun2019, EUR   EUR 06/06/2019 02/16/2018 ***.** *.** 02/16/2018 ***.* -*.**
Becton Dickinson, 1% 15dec2022, EUR   EUR 12/15/2022 02/16/2018 ***.** *.** 02/16/2018 ***.** *.**
Becton Dickinson, 1.9% 15dec2026, EUR   EUR 12/15/2026 02/16/2018 ***.** *.** 02/16/2018 ***.** *.**
Becton Dickinson, 3.875% 15may2024, USD   USD 05/15/2024 02/16/2018 ***.** *.** 02/16/2018 ***.** *.**
Belden, 2.875% 15sep2025, EUR   EUR 09/15/2025 02/16/2018 **.*** *.* 02/16/2018 **.** *.**
Belden, 3.375% 15jul2027, EUR   EUR 07/15/2027 02/16/2018 **.** *.** 02/16/2018 ***.** *.*
Belden, 4.125% 15oct2026, EUR   EUR 10/15/2026 02/16/2018 ***.** *.** 02/16/2018 ***.** *.**
Belden, 5.5% 15apr2023, EUR   EUR 04/15/2023 02/16/2018 ***.* *.** 02/16/2018 ***.** *.**
Bemis, 3.1% 15sep2026, USD   USD 09/15/2026 02/16/2018 **.*** *.** 02/16/2018 **.*** *.**
Berkshire Hathaway, 0.25% 17jan2021, EUR   EUR 01/17/2021 02/16/2018 ***.** *.** 02/16/2018 ***.** *.**
Berkshire Hathaway, 0.5% 13mar2020, EUR   EUR 03/13/2020 02/16/2018 ***.** -*.** 02/16/2018 ***.** -*.**
Berkshire Hathaway, 0.625% 17jan2023, EUR   EUR 01/17/2023 02/16/2018 ***.*** *.** 02/16/2018 ***.* *.**
Berkshire Hathaway, 0.75% 16mar2023, EUR   EUR 03/16/2023 02/16/2018 ***.** *.* 02/16/2018 ***.** *.**
Berkshire Hathaway, 0.75% 16mar2027, EUR   EUR 03/16/2027 02/16/2018 **.** *.** 02/16/2018 **.** *.*
Berkshire Hathaway, 1.15% 15aug2018, USD   USD 08/15/2018 02/16/2018 **.** *.** 02/16/2018 **.** *.**
Berkshire Hathaway, 1.3% 15mar2024, EUR   EUR 03/15/2024 02/16/2018 ***.** *.** 02/16/2018 ***.** *.**
Berkshire Hathaway, 1.625% 16mar2035, EUR   EUR 03/16/2035 02/16/2018 **.** *.** 02/16/2018 **.** *.**
Berkshire Hathaway, 2.15% 15mar2028, EUR   EUR 03/15/2028 02/16/2018 ***.** *.** 02/16/2018 ***.** *.**
Berkshire Hathaway, 2.2% 15mar2021, USD   USD 03/15/2021 02/16/2018 **.*** *.** 02/16/2018 **.** *.**
Berkshire Hathaway, 2.4% 1feb2020, USD   USD 02/01/2020 02/16/2018 **.*** *.** 02/16/2018 **.*** *.**
Berkshire Hathaway, 2.75% 15mar2023, USD   USD 03/15/2023 02/16/2018 **.*** *.** 02/16/2018 **.** *.**
Berkshire Hathaway, 3.125% 15mar2026, USD   USD 03/15/2026 02/16/2018 **.*** *.** 02/16/2018 **.*** *.**
Berkshire Hathaway, 4.5% 1feb2045, USD   USD 02/01/2045 02/16/2018 ***.** *.** 02/16/2018 ***.*** *.**
Berkshire Hathaway Energy, 2.375% 15jan2021, USD   USD 01/15/2021 02/16/2018 **.** *.** 02/16/2018 **.** *.**
Berkshire Hathaway Energy, 2.8% 15jan2023, USD   USD 01/15/2023 02/16/2018 **.* *.** 02/16/2018 *** *.*
Berkshire Hathaway Energy, 3.25% 15apr2028, USD   USD 04/15/2028 02/16/2018 **.** *.** 02/16/2018 **.** *.**
Berkshire Hathaway Energy, 3.5% 1feb2025, USD   USD 02/01/2025 02/16/2018 ***.*** *.** 02/16/2018 ***.*** *.**
Berkshire Hathaway Energy, 3.8% 15jul2048, USD   USD 07/15/2048 02/16/2018 **.** *.** 02/16/2018 **.** *.**
Berkshire Hathaway Fin, 1.3% 15aug2019, USD   USD 08/15/2019 02/16/2018 **.*** *.** 02/16/2018 **.** *.*
Berkshire Hathaway Fin, 1.45% 7mar2018, USD   USD 03/07/2018 02/16/2018 **.** *.** 02/16/2018 ***.** -*.**
Berkshire Hathaway Fin, 1.7% 15mar2019, USD   USD 03/15/2019 02/16/2018 **.** *.** 02/16/2018 **.** *.**
Berkshire Hathaway Fin, 2% 15aug2018, USD   USD 08/15/2018 02/16/2018 **.** *.** 02/16/2018 ***.** *.**
Berkshire Hathaway Fin, 4.4% 15may2042, USD   USD 05/15/2042 02/16/2018 ***.*** *.** 02/16/2018 ***.*** *.**
Berkshire Hathaway Fin, 5.4% 15may2018, USD   USD 05/15/2018 02/16/2018 ***.*** *.** 02/16/2018 ***.** *.**
Berkshire Hathaway Fin, FRN 10jan2020, USD   USD 01/10/2020 02/16/2018 ***.** * 02/16/2018 ***.** *
Berkshire Hathaway Fin, FRN 11jan2019, USD   USD 01/11/2019 02/16/2018 ***.** * 02/16/2018 ***.** *
Berkshire Hathaway Fin, FRN 15aug2019, USD   USD 08/15/2019 02/16/2018 ***.** * 02/16/2018 ***.** *
Berkshire Hathaway Fin, FRN 15mar2019, USD   USD 03/15/2019 02/16/2018 ***.** * 02/16/2018 ***.** *
Berry Global, 4.5% 15feb2026, USD   USD 02/15/2026 02/16/2018 **.** *.** 02/16/2018 **.** *.**
Berry Global, 5.125% 15jul2023, USD   USD 07/15/2023 02/16/2018 ***.* *.** 02/16/2018 ***.** *.**
Berry Petroleum, 7% 15feb2026, USD   USD 02/15/2026 02/16/2018 **.** *.* 02/16/2018 ***.** *.**
BGC Partners, 5.125% 27may2021, USD   USD 05/27/2021 02/16/2018 ***.*** *.** 02/16/2018 ***.*** *.**
BGC Partners, 5.125% 27may2021, USD   USD 05/27/2021 02/16/2018 ***.********** *.** 02/16/2018 ***.*********** *.*
BGC Partners, 5.375% 9dec2019, USD   USD 12/09/2019 02/16/2018 ***.*** *.** 02/16/2018 ***.** *.**
BGE, 2.4% 15aug2026, USD   USD 08/15/2026 02/16/2018 **.*** *.* 02/16/2018 **.*** *.**
BGE, 3.5% 15aug2046, USD   USD 08/15/2046 02/16/2018 **.*** *.** 02/16/2018 **.*** *.**
BGE, 3.750% 15aug2047, USD   USD 08/15/2047 02/16/2018 **.** *.** 02/16/2018 **.*** *.**
Biogen Idec, 2.9% 15sep2020, USD   USD 09/15/2020 02/16/2018 ***.** *.** 02/16/2018 ***.*** *.**
Biogen Idec, 3.625% 15sep2022, USD   USD 09/15/2022 02/16/2018 ***.*** *.** 02/16/2018 ***.*** *.*
Biogen Idec, 4.05% 15sep2025, USD   USD 09/15/2025 02/16/2018 ***.** *.** 02/16/2018 ***.** *.**
Biogen Idec, 5.2% 15sep2045, USD   USD 09/15/2045 02/16/2018 ***.** *.** 02/16/2018 ***.*** *.**
Black Hills, 3.15% 15jan2027, USD   USD 01/15/2027 02/16/2018 **.** *.** 02/16/2018 **.** *.**
Black Hills, 4.2% 15sep2046, USD   USD 09/15/2046 02/16/2018 **.** *.** 02/16/2018 ***.** *.**
Blackboard, 7.75% 15nov2019, USD   USD 11/15/2019 02/16/2018 **.************ **.** 02/16/2018 **.************ **.**
BlackRock, 1.25% 6may2025, EUR   EUR 05/06/2025 02/16/2018 ***.** *.** 02/16/2018 ***.** *
Blackstone Group, 4.75% 15feb2023, USD   USD 02/15/2023 02/16/2018 ***.** *.** 02/16/2018 ***.** *.**
Blackstone Group, 5% 15jun2044, USD   USD 06/15/2044 02/16/2018 ***.** *.** 02/16/2018 ***.** *.**
Blackstone Holdings Finance, 1% 5oct2026, EUR   EUR 10/05/2026 02/16/2018 **.*** *.* 02/16/2018 **.** *.**
Blackstone Holdings Finance, 2% 19may2025, EUR   EUR 05/19/2025 02/16/2018 ***.** *.** 02/16/2018 ***.** *.**
Blackstone Holdings Finance, 3.15% 2oct2027, USD   USD 10/02/2027 02/16/2018 **.** *.** 02/16/2018 **.** *.**
Blackstone Holdings Finance, 4% 2oct2047, USD   USD 10/02/2047 02/16/2018 **.** *.** 02/16/2018 **.** *.**
Blackstone Holdings Finance, 4.45% 15jul2045, USD   USD 07/15/2045 02/16/2018 ***.** *.** 02/16/2018 ***.** *.**
Block Financial, 5.25% 1oct2025, USD   USD 10/01/2025 02/16/2018 ***.** *.** 02/16/2018 ***.** *.**
Blue Cube Spinco, 9.75% 15oct2023, USD   USD 10/15/2023 02/16/2018 ***.** *.** 02/16/2018 ***.** *.**
BMW US Capital, 1.125% 18sep2021, EUR   EUR 09/18/2021 02/16/2018 ***.** *.** 02/16/2018 ***.** *.**
BMW US Capital, 1.5% 11apr2019, USD   USD 04/11/2019 02/16/2018 **.** *.* 02/16/2018 **.** *.**
BMW US Capital, 2% 11apr2021, USD   USD 04/11/2021 02/16/2018 **.** *.** 02/16/2018 **.** *.**
BMW US Capital, 2.25% 15sep2023, USD   USD 09/15/2023 02/16/2018 **.** *.** 02/16/2018 **.** *.**
BMW US Capital, 2.75% 2dec2019, AUD   AUD 12/02/2019 02/16/2018 ***.** *.** 02/16/2018 ***.** *.**
BMW US Capital, 2.8% 11apr2026, USD   USD 04/11/2026 02/16/2018 **.** *.** 02/16/2018 **.** *.**
BMW US Capital, FRN 18mar2019, EUR   EUR 03/18/2019 02/16/2018 ***.*** * 02/16/2018 ***.** *
BNSF, 3% 1apr2025, USD   USD 04/01/2025 02/16/2018 **.*** *.* 02/16/2018 **.*** *.**
BNSF, 3.25% 15jun2027, USD   USD 06/15/2027 02/16/2018 **.** *.** 02/16/2018 **.** *.**
BNSF, 4.125% 15jun2047, USD   USD 06/15/2047 02/16/2018 ***.* *.** 02/16/2018 ***.*** *.**
BNSF, 4.15% 1apr2045, USD   USD 04/01/2045 02/16/2018 ***.** *.** 02/16/2018 ***.* *
BNSF, 6.55% 1jan2020, USD   USD 01/01/2020 02/16/2018 ***.**** *.** 02/16/2018 ***.**** *.**
BNY Mellon, 4.62% perp., USD   USD 02/16/2018 **.** * 02/16/2018 **.** *
BNY Mellon, 4.95% perp., USD   USD 02/16/2018 ***.*** * 02/16/2018 ***.*** *
Boardwalk Pipeline Partners, 4.45% 15jul2027, USD   USD 07/15/2027 02/16/2018 **.** *.** 02/16/2018 **.*** *.**
Boardwalk Pipeline Partners, 5.2% 01jun2018, USD   USD 06/01/2018 02/16/2018 ***.*** *.** 02/16/2018 ***.*** *.**
Boeing, 1.875% 15jun2023, USD   USD 06/15/2023 02/16/2018 **.** *.** 02/16/2018 **.** *.**
Boeing, 2.125% 1mar2022, USD   USD 03/01/2022 02/16/2018 **.** *.** 02/16/2018 **.** *.**
Boeing, 2.25% 15jun2026, USD   USD 06/15/2026 02/16/2018 **.*** *.** 02/16/2018 **.* *.**
Boeing, 2.8% 1mar2027, USD   USD 03/01/2027 02/16/2018 **.** *.** 02/16/2018 **.** *.**
Boeing, 3.375% 15jun2046, USD   USD 06/15/2046 02/16/2018 **.** *.** 02/16/2018 **.*** *.**
Boeing, 3.65% 1mar2047, USD   USD 03/01/2047 02/16/2018 **.** *.** 02/16/2018 **.*** *.**
BorgWarner, 1.80% 7nov2022, EUR   EUR 11/07/2022 02/16/2018 ***.** *.** 02/16/2018 ***.** *.**
BorgWarner, 3.375% 15mar2025, USD   USD 03/15/2025 02/16/2018 **.*** *.* 02/16/2018 **.** *.**
BorgWarner, 4.375% 15mar2045, USD   USD 03/15/2045 02/16/2018 **.*** *.** 02/16/2018 **.** *.**
Boston Gas, 3.15% 1aug2027, USD   USD 08/01/2027 02/16/2018 **.** *.** 02/16/2018 **.** *.**
Boston Private, 4.875% 01oct2034, USD   USD 10/01/2034 02/16/2018 ** **.** 02/16/2018 *
Boston Properties Inc, 2.750% 1oct2026, USD   USD 10/01/2026 02/16/2018 **.*** *.** 02/16/2018 **.** *.**
Boston Properties Inc, 3.2% 15jan2025, USD   USD 01/15/2025 02/16/2018 **.** *.** 02/16/2018 **.** *.*
Boston Scientific, 2.85% 15may2020, USD   USD 05/15/2020 02/16/2018 **.** *.** 02/16/2018 ***.*** *.**
Boston Scientific, 3.375% 15may2022, USD   USD 05/15/2022 02/16/2018 **.** *.** 02/16/2018 **.** *.**
Boston Scientific, 3.85% 15may2025, USD   USD 05/15/2025 02/16/2018 ***.** *.** 02/16/2018 ***.** *.**
Boxer Parent Company, 8.125% 15jul2021, USD   USD 07/15/2021 02/16/2018 **.** *.** 02/16/2018 ***.** *.**
BP Capital Markets America, 4.2% 15jun2018, USD   USD 06/15/2018 02/16/2018 ***.*** *.** 02/16/2018 ***.*** *.**
Branch Banking and Trust, 3.8% 30oct2026, USD   USD 10/30/2026 02/16/2018 ***.*** *.** 02/16/2018 ***.*** *.**
Brighthouse Financial, 3.7% 22jun2027, USD   USD 06/22/2027 02/16/2018 **.** *.** 02/16/2018 **.** *.**
Brighthouse Financial, 4.7% 22jun2047, USD   USD 06/22/2047 02/16/2018 **.** *.** 02/16/2018 **.** *.**
Brink's, 4.625% 15oct2027, USD   USD 10/15/2027 02/16/2018 **.** *.* 02/16/2018 **.** *.**
Bristol Myers Squibb, 1% 15may2025, EUR   EUR 05/15/2025 02/16/2018 ***.** *.** 02/16/2018 ***.** *.**
Bristol Myers Squibb, 1.6% 27feb2019, USD   USD 02/27/2019 02/16/2018 **.** *.** 02/16/2018 **.** *.**
Bristol Myers Squibb, 1.75% 15may2035, EUR   EUR 05/15/2035 02/16/2018 **.*** *.** 02/16/2018 ***.** *.**
Bristol Myers Squibb, 3.25% 1nov2023, USD   USD 11/01/2023 02/16/2018 ***.*** *.** 02/16/2018 ***.*** *.**
Bristol Myers Squibb, 3.25% 27feb2027, USD   USD 02/27/2027 02/16/2018 **.** *.* 02/16/2018 **.*** *.**
British Transco Finance Inc, 6.625% 1jun2018   USD 06/01/2018 02/16/2018 ***.** *.** 02/16/2018 ***.*** *.**
Brixmor OP, 3.25% 15sep2023, USD   USD 09/15/2023 02/16/2018 **.*** *.** 02/16/2018 **.*** *.*
Brixmor OP, 3.65% 15jun2024, USD   USD 06/15/2024 02/16/2018 **.*** *.** 02/16/2018 **.*** *
Brixmor OP, 3.9% 15mar2027, USD   USD 03/15/2027 02/16/2018 **.*** *.** 02/16/2018 **.*** *.**
Broadcom, 2.2% 15jan2021, USD   USD 01/15/2021 02/16/2018 **.* *.** 02/16/2018 **.* *.**
Broadcom, 2.375% 15jan2020, USD   USD 01/15/2020 02/16/2018 ***.** *.** 02/16/2018 ***.** *.*
Broadcom, 2.5% 15aug2022, USD   USD 08/15/2022 02/16/2018 **.************ *.** 02/16/2018 **.************ *.**
Broadcom, 3% 15jan2022, USD   USD 01/15/2022 02/16/2018 **.** *.** 02/16/2018 **.** *.**
Broadcom, 3.125% 15jan2025, USD   USD 01/15/2025 02/16/2018 **.** *.** 02/16/2018 **.** *.**
Broadcom, 3.5% 15jan2028, USD   USD 01/15/2028 02/16/2018 **.** *.** 02/16/2018 **.** *.**
Broadcom, 3.625% 15jan2024, USD   USD 01/15/2024 02/16/2018 **.** *.* 02/16/2018 **.* *.**
Broadcom, 3.875% 15jan2027, USD   USD 01/15/2027 02/16/2018 **.** *.** 02/16/2018 **.** *.**
Brown-Forman, 1.2% 7jul2026, EUR   EUR 07/07/2026 02/16/2018 ** *.** 02/16/2018 **.** *.**
Brown-Forman, 2.6% 7jul2028, GBP   GBP 07/07/2028 02/16/2018 **.** *.** 02/16/2018 ***.** *.**
Buckeye Partners, 3.95% 1dec2026, USD   USD 12/01/2026 02/16/2018 **.** *.** 02/16/2018 **.** *.**
Buckeye Partners, 4.125% 1dec2027, USD   USD 12/01/2027 02/16/2018 **.** *.** 02/16/2018 **.** *.**
Bunge Limited Finance, 3% 25sep2022, USD   USD 09/25/2022 02/16/2018 **.*** *.** 02/16/2018 **.** *.**
Bunge Limited Finance, 3.25% 15aug2026, USD   USD 08/15/2026 02/16/2018 **.*** *.** 02/16/2018 **.*** *.**
Bunge Limited Finance, 3.75% 25sep2027, USD   USD 09/25/2027 02/16/2018 **.*** *.** 02/16/2018 **.*** *.**
Bunge Ltd, 1.85% 16jun2023, EUR   EUR 06/16/2023 02/16/2018 *** *.** 02/16/2018 ***.** *.**
Burford Capital Finance, 6.125% 12aug2025, USD   USD 08/12/2025 02/16/2018 *** *.** 02/16/2018 ***.* *.*
Burger King, 4.625% 15jan2022, USD   USD 01/15/2022 02/16/2018 ***.* *.** 02/16/2018 ***.** *.**
BWAY, 7.25% 15apr2025, USD   USD 04/15/2025 02/16/2018 ***.** *.** 02/16/2018 ***.** *.**
CA Technologies, 3.6% 1aug2020, USD   USD 08/01/2020 02/16/2018 ***.** *.** 02/16/2018 ***.** *.**
CA Technologies, 5.375% 1dec2019, USD   USD 12/01/2019 02/16/2018 ***.*** *.** 02/16/2018 ***.** *.**
CA, Inc., 3.6% 15aug2022, USD   USD 08/15/2022 02/16/2018 ***.** *.** 02/16/2018 ***.** *.**
CA, Inc., 4.7% 15mar2027, USD   USD 03/15/2027 02/16/2018 ***.*** *.** 02/16/2018 ***.** *.**
Cable One Inc., 5.75% 15jun2022   USD 06/15/2022 02/16/2018 ***.** *.** 02/16/2018 ***.** *.**
Caesars Entertainment Operating, 10% 15dec2018, USD   USD 12/15/2018 02/16/2018 **.* **.** 02/16/2018 **.** **.**
California Resources, 5.5% 15sep2021, USD   USD 09/15/2021 02/16/2018 **.* **.** 02/16/2018 **.* *.**
California Resources, 6% 15nov2024, USD   USD 11/15/2024 02/16/2018 **.** **.** 02/16/2018 **.** **.**
California Resources, 6% 15nov2024, USD   USD 11/15/2024 02/16/2018 **.** **.** 02/16/2018 **.** **.**
California Resources, 8% 15dec2022, USD   USD 12/15/2022 02/16/2018 **.** **.** 02/16/2018 **.** **.**
Calpine, 5.25% 1jun2026, USD   USD 06/01/2026 02/16/2018 **.** *.** 02/16/2018 **.** *.**
Calpine, 5.5% 1feb2024, USD   USD 02/01/2024 02/16/2018 **.** *.** 02/16/2018 **.** *.*
Calumet, 7.75% 15apr2023, USD   USD 04/15/2023 02/16/2018 **.*** *.** 02/16/2018 **.*** *.**
Cameron International, 5.125% 15dec2043, USD   USD 12/15/2043 02/16/2018 ***.** *.** 02/16/2018 ***.* *.**
Cameron International, 6.375% 15jul2018, USD   USD 07/15/2018 02/16/2018 ***.*** *.** 02/16/2018 ***.*** *.**
Campbell Soup, 3.3% 19mar2025, USD   USD 03/19/2025 02/16/2018 **.*** *.** 02/16/2018 **.*** *.**
Capital One Bank (USA), 2.3% 5jun2019, USD   USD 06/05/2019 02/16/2018 **.** *.** 02/16/2018 **.** *.**
Capital One Financial Corporation, 2.400% 30oct2020, USD   USD 10/30/2020 02/16/2018 **.** *.* 02/16/2018 **.** *.**
Capital One Financial Corporation, 2.5% 12may2020, USD   USD 05/12/2020 02/16/2018 **.**** * 02/16/2018 **.*** *.**
Capital One Financial Corporation, 2.95% 23jul2021, USD   USD 07/23/2021 02/16/2018 **.** *.** 02/16/2018 **.*** *.**
Capital One Financial Corporation, 3.05% 9mar2022, USD   USD 03/09/2022 02/16/2018 **.** *.** 02/16/2018 **.** *.**
Capital One Financial Corporation, 3.2% 30jan2023, USD   USD 01/30/2023 02/16/2018 **.** *.** 02/16/2018 **.*** *.**
Capital One Financial Corporation, 3.2% 5feb2025, USD   USD 02/05/2025 02/16/2018 **.** *.** 02/16/2018 **.** *.**
Capital One Financial Corporation, 3.300% 30oct2024, USD   USD 10/30/2024 02/16/2018 **.*** *.** 02/16/2018 **.*** *.**
Capital One Financial Corporation, 3.75% 28jul2026, USD   USD 07/28/2026 02/16/2018 **.** *.** 02/16/2018 **.** *.**
Capital One Financial Corporation, 3.75% 9mar2027, USD   USD 03/09/2027 02/16/2018 **.** *.** 02/16/2018 **.** *.**
Capital One Financial Corporation, 3.8% 31jan2028, USD   USD 01/31/2028 02/16/2018 **.** *.** 02/16/2018 **.** *.**
Capital One Financial Corporation, FRN 12may2020, USD   USD 05/12/2020 02/16/2018 ***.**** * 02/16/2018 ***.**** *
Capital One Financial Corporation, FRN 9mar2022, USD   USD 03/09/2022 02/16/2018 **.** * 02/16/2018 ***.* *
Capital One, N.A., 2.25% 13sep2021, USD   USD 09/13/2021 02/16/2018 **.*** *.** 02/16/2018 **.* *.**
Cardinal Health, 1.948% 14jun2019, USD   USD 06/14/2019 02/16/2018 **.*** *.** 02/16/2018 **.** *.**
Cardinal Health, 1.95% 15jun2018, USD   USD 06/15/2018 02/16/2018 **.*** *.** 02/16/2018 **.*** *
Cardinal Health, 2.616% 15jun2022, USD   USD 06/15/2022 02/16/2018 **.*** *.** 02/16/2018 **.*** *.**
Cardinal Health, 3.079% 15jun2024, USD   USD 06/15/2024 02/16/2018 **.*** *.** 02/16/2018 **.*** *.**
Cardinal Health, 3.41% 15jun2027, USD   USD 06/15/2027 02/16/2018 **.*** *.** 02/16/2018 **.*** *.*
Cardinal Health, 3.75% 15sep2025, USD   USD 09/15/2025 02/16/2018 **.** *.** 02/16/2018 **.*** *.**
Cardinal Health, 4.368% 15jun2047, USD   USD 06/15/2047 02/16/2018 **.** *.** 02/16/2018 **.*** *.**
Cardinal Health, 4.9% 15sep2045, USD   USD 09/15/2045 02/16/2018 ***.*** *.** 02/16/2018 ***.* *.**
Cardinal Health, FRN 15jun2022, USD   USD 06/15/2022 02/16/2018 **.** * 02/16/2018 ***.** *
Cargill Inc, 1.875% 4sep2019, EUR   EUR 09/04/2019 02/16/2018 ***.** -*.** 02/16/2018 ***.** -*.**
Cargill Inc, 2.5% 15feb2023, EUR   EUR 02/15/2023 02/16/2018 ***.** *.** 02/16/2018 ***.** *.**
Cargill Inc, 5.375% 2mar2037, GBP   GBP 03/02/2037 02/16/2018 ***.**** *.** 02/16/2018 ***.**** *.**
Carlisle, 3.500% 1dec2024, USD   USD 12/01/2024 02/16/2018 **.** *.* 02/16/2018 **.** *.**
Carlisle, 3.750% 1dec2027, USD   USD 12/01/2027 02/16/2018 **.** *.** 02/16/2018 **.** *.**
Carlson Travel, FRN 15jun2023, EUR   EUR 06/15/2023 02/16/2018 **.** * 02/16/2018 **.*** *
Carmike Cinemas, 6% 15jun2023, USD   USD 06/15/2023 02/16/2018 ***.** *.** 02/16/2018 ***.* *.**
Carnival Corp, 1.625% 22feb2021, EUR   EUR 02/22/2021 02/16/2018 ***.*** *.** 02/16/2018 ***.** *.**
Carnival Corp, 7.2% 1oct2023, USD   USD 10/01/2023 02/16/2018 ***.*** *.** 02/16/2018 ***.*** *.**
Carpenter, 4.45% 1mar2023, USD   USD 03/01/2023 02/16/2018 **.** *.* 02/16/2018 **.** *.**
Carrols Restaurant Group, 8% 1may2022, USD   USD 05/01/2022 02/16/2018 ***.*** *.** 02/16/2018 *
Catalent Pharma Solutions, 4.75% 15dec2024, EUR   EUR 12/15/2024 02/16/2018 ***.** *.** 02/16/2018 ***.*** *.**
Caterpillar, 1.931% 1oct2021, USD   USD 10/01/2021 02/16/2018 **.**** *.* 02/16/2018 **.**** *.**
Caterpillar, 3.4% 15may2024, USD   USD 05/15/2024 02/16/2018 ***.*** *.** 02/16/2018 ***.** *.**
Caterpillar, 3.55% 23jun2018, CNY   CNY 06/23/2018 02/16/2018 **.*********** *.** 02/16/2018 **.** *.**
Caterpillar, 4.75% 15may2064, USD   USD 05/15/2064 02/16/2018 ***.** *.** 02/16/2018 ***.** *.**
Caterpillar Financial Services, 1.35% 18may2019, USD   USD 05/18/2019 02/16/2018 **.** *.** 02/16/2018 **.** *.*
Caterpillar Financial Services, 1.85% 4sep2020, USD   USD 09/04/2020 02/16/2018 **.** *.** 02/16/2018 **.** *.**
Caterpillar Financial Services, 1.931% 1oct2021, USD   USD 10/01/2021 02/16/2018 **.*** *.** 02/16/2018 **.*** *.**
Caterpillar Financial Services, 2% 5mar2020, USD   USD 03/05/2020 02/16/2018 **.** *.** 02/16/2018 **.* *.**
Caterpillar Financial Services, FRN 4sep2020, USD   USD 09/04/2020 02/16/2018 ***.** * 02/16/2018 ***.** *
CB Escrow, FRN 15oct2025, USD   USD 10/15/2025 02/16/2018 **.** *.** 02/16/2018 **.** *.**
CBL, 5.25% 1dec2023, USD   USD 12/01/2023 02/16/2018 **.** *.** 02/16/2018 **.** *.**
CBOE Global Markets, 1.950% 28jun2019, USD   USD 06/28/2019 02/16/2018 **.*** *.** 02/16/2018 **.*** *.**
CBOE Global Markets, 3.65% 12jan2027, USD   USD 01/12/2027 02/16/2018 **.*** *.** 02/16/2018 **.*** *.**
CBRE Group, 4.875% 1mar2026, USD   USD 03/01/2026 02/16/2018 ***.* *.** 02/16/2018 ***.** *.**
CBRE Group, 5.25% 15mar2025, USD   USD 03/15/2025 02/16/2018 ***.*** *.** 02/16/2018 ***.*** *.**
CBS, 2.5% 15feb2023, USD   USD 02/15/2023 02/16/2018 **.** *.** 02/16/2018 **.** *.**
CBS, 2.9% 1jun2023, USD   USD 06/01/2023 02/16/2018 **.* *.** 02/16/2018 **.** *.**
CBS, 3.5% 15jan2025, USD   USD 01/15/2025 02/16/2018 **.*** *.* 02/16/2018 **.*** *.**
CBS, 3.7% 1jun2028, USD   USD 06/01/2028 02/16/2018 **.** *.** 02/16/2018 **.** *.**
CBS, 4% 15jan2025, USD   USD 01/15/2026 02/16/2018 **.* *.* 02/16/2018 **.** *.**
CBS, 4.6% 15jan2045, USD   USD 01/15/2045 02/16/2018 **.* *.** 02/16/2018 **.* *.**
CCO Holdings, 4% 1mar2023, USD   USD 03/01/2023 02/16/2018 **.** *.** 02/16/2018 **.** *.**
CCO Holdings, 5% 1feb2028, USD   USD 02/01/2028 02/16/2018 **.** *.** 02/16/2018 **.** *.**
CCO Holdings, 5% 1feb2028, USD   USD 02/01/2028 02/16/2018 **.** *.** 02/16/2018 **.** *.**
CDK Global Inc., 3.3% 2019, USD   USD 10/15/2019 02/16/2018 ***.**** *.** 02/16/2018 ***.**** *.**
Celanese, 1.125% 26sep2023, EUR   EUR 09/26/2023 02/16/2018 ***.** *.** 02/16/2018 ***.** *.**
Celanese, 1.25% 11feb2025, EUR   EUR 02/11/2025 02/16/2018 **.** *.** 02/16/2018 **.** *.**
Celanese, 3.25% 15oct2019, EUR   EUR 10/15/2019 02/16/2018 ***.** -*.** 02/16/2018 ***.** -*.**
Celgene, 2.75% 15feb2023, USD   USD 02/15/2023 02/16/2018 **.*** *.** 02/16/2018 **.** *.**
Celgene, 2.875% 15aug2020, USD   USD 08/15/2020 02/16/2018 **.** *.** 02/16/2018 ***.*** *.**
Celgene, 3.45% 15nov2027, USD   USD 11/15/2027 02/16/2018 **.** *.** 02/16/2018 **.** *.**
Celgene, 3.55% 15aug2022, USD   USD 08/15/2022 02/16/2018 ***.*** *.** 02/16/2018 ***.*** *.**
Celgene, 3.875% 15aug2025, USD   USD 08/15/2025 02/16/2018 ***.*** *.** 02/16/2018 ***.** *.**
Celgene, 4.35% 15nov2047, USD   USD 11/15/2047 02/16/2018 **.** *.** 02/16/2018 **.*** *.*
Celgene, 5% 15aug2045, USD   USD 08/15/2045 02/16/2018 ***.** *.** 02/16/2018 ***.** *.**
Centene, 5.625% 15feb2021, USD   USD 02/15/2021 02/16/2018 ***.** *.** 02/16/2018 ***.** *.**
Centennial Group, 5.375% 15jan2026, USD   USD 01/15/2026 02/16/2018 **.** *.** 02/16/2018 ***.** *.**
Central Garden & Pet, 5.125% 1feb2028, USD   USD 02/01/2028 02/16/2018 **.** *.** 02/16/2018 **.** *.*
Century Communities, 5.875% 15jul2025, USD   USD 07/15/2025 02/16/2018 ***.** *.** 02/16/2018 ***.** *.**
CenturyLink, 5.625% 1apr2025, USD   USD 04/01/2025 02/16/2018 **.** *.** 02/16/2018 **.* *.*
CenturyLink, 5.8% 15mar2022, USD   USD 03/15/2022 02/16/2018 **.** *.** 02/16/2018 **.** *.**
CenturyLink, 7.5% 1apr2024, USD   USD 04/01/2024 02/16/2018 **.** *.** 02/16/2018 **.** *.**
CenturyLink, 7.65% 15mar2042, USD   USD 03/15/2042 02/16/2018 **.** *.** 02/16/2018 **.* *.**
Charles Schwab, 2.65% 25jan2023, USD   USD 01/25/2023 02/16/2018 **.*** *.** 02/16/2018 **.*** *.**
Charles Schwab, 3% 10mar2025, USD   USD 03/10/2025 02/16/2018 **.*** *.** 02/16/2018 **.*** *.**
Charles Schwab, 3.2% 25jan2028, USD   USD 01/25/2028 02/16/2018 **.** *.* 02/16/2018 **.** *.*
Charles Schwab, 3.2% 2mar2027, USD   USD 03/02/2027 02/16/2018 **.** *.** 02/16/2018 **.*** *.**
Charles Schwab, 3.225% 1sep2022, USD   USD 09/01/2022 02/16/2018 **.*** *.** 02/16/2018 **.** *.**
Charles Schwab, 4.625% perp., USD   USD 02/16/2018 ***.* * 02/16/2018 ***.** *
Charles Schwab, 5% perp., USD   USD 02/16/2018 **.** * 02/16/2018 **.** *
Charter Communications Operating, 3.579% 23jul2020, USD   USD 07/23/2020 02/16/2018 ***.** * 02/16/2018 ***.** *.**
Charter Communications Operating, 3.75% 15feb2028, USD   USD 02/15/2028 02/16/2018 **.** *.** 02/16/2018 **.** *.*
Charter Communications Operating, 4.464% 23jul2022, USD   USD 07/23/2022 02/16/2018 ***.** *.** 02/16/2018 ***.** *.**
Charter Communications Operating, 4.908% 23jul2025, USD   USD 07/23/2025 02/16/2018 ***.** *.** 02/16/2018 ***.** *.**
Charter Communications Operating, 6.384% 23oct2035, USD   USD 10/23/2035 02/16/2018 ***.** *.** 02/16/2018 ***.** *.**
Charter Communications Operating, 6.484% 23oct2045, USD   USD 10/23/2045 02/16/2018 ***.** *.** 02/16/2018 ***.** *.**
Chassix, 9.25% 1aug2018, USD   USD 08/01/2018 02/16/2018 **.*** **.** 02/16/2018 *
Chemours, 5.375% 15may2027, USD   USD 05/15/2027 02/16/2018 **.** *.** 02/16/2018 **.** *.**
Chemours, 6.125% 15may2023, EUR   EUR 05/15/2023 02/16/2018 ***.** *.** 02/16/2018 ***.* *.**
Chemours, 6.125% 2023, EUR   EUR 05/15/2023 02/16/2018 **.** *.** 02/16/2018 **.** *.**
Cheniere Corpus Christi Holdings, 7% 30jun2024, USD   USD 06/30/2024 02/16/2018 ***.** *.** 02/16/2018 ***.*** *.**
Cheniere Energy, 5.25% 1oct2025, USD   USD 10/01/2025 02/16/2018 **.** *.** 02/16/2018 ***.** *.**
Chesapeake Energy, 6.875% 15nov2020, USD   USD 11/15/2020 02/16/2018 ***.* * 02/16/2018 ***.** *.**
Chesapeake Energy, 8% 15dec2022, USD   USD 12/15/2022 02/16/2018 ***.** *.** 02/16/2018 ***.** *.**
Chesapeake Energy, 8% 15jan2025, USD   USD 01/15/2025 02/16/2018 **.** *.** 02/16/2018 **.** *.**
Chesapeake Energy, 8% 15jan2025, USD   USD 01/15/2025 02/16/2018 **.** *.** 02/16/2018 ***.** *.**
Chesapeake Energy, 8% 15jun2027, USD   USD 06/15/2027 02/16/2018 **.** *.** 02/16/2018 **.** *.**
Chevron, 1.365% 2mar2018, USD   USD 03/02/2018 02/16/2018 **.** *.** 02/16/2018 **.*** *.**
Chevron, 1.686% 28feb2019, USD   USD 02/28/2019 02/16/2018 **.* *.** 02/16/2018 **.** *.**
Chevron, 1.7% 1may2018, USD   USD 05/01/2018 02/16/2018 **.** *.** 02/16/2018 ***.* *.**
Chevron, 1.961% 3mar2020, USD   USD 03/03/2020 02/16/2018 **.** *.** 02/16/2018 **.*** *.**
Chevron, 1.991% 3mar2020, USD   USD 03/03/2020 02/16/2018 **.** *.** 02/16/2018 **.** *.**
Chevron, 2.355% 5dec2022, USD   USD 12/05/2022 02/16/2018 **.** *.** 02/16/2018 **.*** *.**
Chevron, 2.411% 3mar2022, USD   USD 03/03/2022 02/16/2018 **.** *.** 02/16/2018 **.** *.**
Chevron, 2.45% 1may2020, USD   USD 05/01/2020 02/16/2018 **.* *.** 02/16/2018 **.** *.**
Chevron, 2.498% 3mar2022, USD   USD 03/03/2022 02/16/2018 **.** *.** 02/16/2018 **.*** *.*
Chevron, 2.895% 3mar2024, USD   USD 03/03/2024 02/16/2018 **.** *.** 02/16/2018 **.** *.**
Chevron, FRN 15nov2019, USD   USD 11/15/2019 02/16/2018 ***.**** * 02/16/2018 ***.**** *
Chevron, FRN 16may2018, USD   USD 05/16/2018 02/16/2018 ***.** * 02/16/2018 ***.** *
Chevron, FRN 1may2020, USD   USD 05/01/2020 02/16/2018 ***.** * 02/16/2018 ***.** *
Chevron, FRN 28feb2019, USD   USD 02/28/2019 02/16/2018 **.** * 02/16/2018 **.** *
Chevron, FRN 3mar2020, USD   USD 03/03/2020 02/16/2018 ***.* * 02/16/2018 ***.** *
Chevron, FRN 3mar2022, USD   USD 03/03/2022 02/16/2018 ***.** * 02/16/2018 ***.** *
Chevron, FRN 3mar2022, USD   USD 03/03/2022 02/16/2018 ***.** * 02/16/2018 ***.** *
Chevron Phillips Chemical, 3.4% 1dec2026, USD   USD 12/01/2026 02/16/2018 **.** *.** 02/16/2018 **.** *.*
China Merchants Bank (NY), 2.375% 14may2018   USD 05/14/2018 02/16/2018 **.** *.* 02/16/2018 **.*** *.**
Chubb INA Holdings, 3.15% 15mar2025, USD   USD 03/15/2025 02/16/2018 **.** *.** 02/16/2018 **.*** *.**
Chukchansi, 9.75% 30may2020, USD   USD 05/30/2020 02/16/2018 ** **.** 02/16/2018 ** **.**
Church & Dwight, 2.450% 1aug2022, USD   USD 08/01/2022 02/16/2018 **.*** *.** 02/16/2018 **.*** *.**
Church & Dwight, 3.15% 1aug2027, USD   USD 08/01/2027 02/16/2018 **.** *.** 02/16/2018 **.*** *.**
Church & Dwight, 3.950% 1aug2047, USD   USD 08/01/2047 02/16/2018 **.* *.** 02/16/2018 **.** *.*
Church & Dwight, FRN 25jan2019, USD   USD 01/25/2019 02/16/2018 **.** * 02/16/2018 ***.** *
Churchill Downs, 4.75% 15jan2028, USD   USD 01/15/2028 02/16/2018 **.** *.** 02/16/2018 **.** *.**
Cigna, 3.05% 15oct2027, USD   USD 10/15/2027 02/16/2018 **.*** *.** 02/16/2018 **.*** *.**
Cigna, 3.25% 15apr2025, USD   USD 04/15/2025 02/16/2018 **.*** *.** 02/16/2018 **.** *.**
Cigna, 3.875% 15oct2047, USD   USD 10/15/2047 02/16/2018 **.*** *.* 02/16/2018 **.** *.**
Cimarex Energy, 3.9% 15may2027, USD   USD 05/15/2027 02/16/2018 **.** *.** 02/16/2018 **.** *.**
Cisco Systems, 1.4% 20sep2019, USD   USD 09/20/2019 02/16/2018 **.** *.** 02/16/2018 **.** *.**
Cisco Systems, 1.4% 28feb2018, USD   USD 02/28/2018 02/16/2018 **.** *.* 02/16/2018 ***.** *.**
Cisco Systems, 1.65% 15jun2018, USD   USD 06/15/2018 02/16/2018 **.** *.** 02/16/2018 **.** *.**
Cisco Systems, 1.85% 20sep2021, USD   USD 09/20/2021 02/16/2018 **.** *.** 02/16/2018 **.** *.**
Cisco Systems, 2.2% 20sep2023, USD   USD 09/20/2023 02/16/2018 **.** *.** 02/16/2018 **.** *.**
Cisco Systems, 2.45% 15jun2020, USD   USD 06/15/2020 02/16/2018 **.** *.** 02/16/2018 **.* *.*
Cisco Systems, 2.5% 20sep2026, USD   USD 09/20/2026 02/16/2018 **.** *.* 02/16/2018 **.** *.*
Cisco Systems, 3% 15jun2022, USD   USD 06/15/2022 02/16/2018 ***.** *.** 02/16/2018 ***.*** *.**
Cisco Systems, 3.5% 15jun2025, USD   USD 06/15/2025 02/16/2018 ***.*** *.* 02/16/2018 ***.** *.**
Cisco Systems, FRN 15jun2018, USD   USD 06/15/2018 02/16/2018 ***.** * 02/16/2018 ***.** *
Cisco Systems, FRN 1mar2019, USD   USD 03/01/2019 02/16/2018 ***.** * 02/16/2018 ***.** *
Cisco Systems, FRN 20sep2019, USD   USD 09/20/2019 02/16/2018 ***.** * 02/16/2018 ***.** *
CIT Group, 5% 1aug2023, USD   USD 08/01/2023 02/16/2018 ***.** *.** 02/16/2018 ***.** *.**
CIT Group, 5.5% 15feb2019, USD   USD 02/15/2019 02/16/2018 ***.** *.** 02/16/2018 ***.** *.**
Citgo Holding, 10.75% 15feb2020, USD   USD 02/15/2020 02/16/2018 ***.** *.** 02/16/2018 ***.*********** *.**
Citigroup, 0% 26oct2027, TRY (3652D)   TRY 10/26/2027 02/16/2018 **.** **.** 02/16/2018 **.** **.**
Citigroup, 0.457% 18feb2021, JPY   JPY 02/18/2021 02/16/2018 ***.** *.** 02/16/2018 ***.** *.**
Citigroup, 0.5% 22nov2024, CHF   CHF 11/22/2024 02/16/2018 **.** *.** 02/16/2018 **.* *.**
Citigroup, 0.75% 26oct2023, EUR   EUR 10/26/2023 02/16/2018 **.* *.** 02/16/2018 **.** *.**
Citigroup, 1.5% 26oct2028, EUR   EUR 10/26/2028 02/16/2018 **.** *.** 02/16/2018 **.** *.**
Citigroup, 1.7% 27apr2018, USD   USD 04/27/2018 02/16/2018 **.** *.** 02/16/2018 **.** *.*
Citigroup, 1.75% 27oct2021, EUR   EUR 10/27/2021 02/16/2018 ***.** *.** 02/16/2018 ***.** *.**
Citigroup, 1.75% 28jan2025, EUR   EUR 01/28/2025 02/16/2018 ***.** *.** 02/16/2018 ***.** *.*
Citigroup, 11.3% 28sep2020, BRL   BRL 09/28/2020 02/16/2018 ***.** *.** 02/16/2018 ***.** *.**
Citigroup, 2.125% 10sep2026, EUR   EUR 09/10/2026 02/16/2018 ***.** *.** 02/16/2018 ***.** *.**
Citigroup, 2.35% 2aug2021, USD   USD 08/02/2021 02/16/2018 **.*** *.** 02/16/2018 **.** *.**
Citigroup, 2.375% 22may2024, EUR   EUR 05/22/2024 02/16/2018 ***.** * 02/16/2018 ***.* *
Citigroup, 2.4% 18feb2020, USD   USD 02/18/2020 02/16/2018 **.** *.** 02/16/2018 **.*** *.**
Citigroup, 2.5% 29jul2019, USD   USD 07/29/2019 02/16/2018 **.** *.** 02/16/2018 **.* *.**
Citigroup, 2.7% 27oct2022, USD   USD 10/27/2022 02/16/2018 **.*** *.** 02/16/2018 **.** *.**
Citigroup, 2.75% 25apr2022, USD   USD 04/25/2022 02/16/2018 **.*** *.** 02/16/2018 **.** *.**
Citigroup, 2.75% 6apr2021, CHF   CHF 04/06/2021 02/16/2018 **.** * 02/16/2018 **.* *
Citigroup, 2.876% 24jul2023, USD   USD 07/24/2023 02/16/2018 **.** * 02/16/2018 **.** *
Citigroup, 3% 25jun2018, NOK   NOK 06/25/2018 02/16/2018 ***.** *.** 02/16/2018 ***.** *.**
Citigroup, 3.142% 24jan2023, USD   USD 01/24/2023 02/16/2018 **.* * 02/16/2018 **.** *
Citigroup, 3.3% 27apr2025, USD   USD 04/27/2025 02/16/2018 **.** *.** 02/16/2018 **.** *.**
Citigroup, 3.39% 18nov2021, CAD   CAD 11/18/2021 02/16/2018 ***.** *.* 02/16/2018 ***.** *.**
Citigroup, 3.4% 21dec2018, EUR   EUR 12/21/2018 02/16/2018 ***.** *.* 02/16/2018 ***.** -*.**
Citigroup, 3.5% 19aug2024, NOK   NOK 08/19/2024 02/16/2018 ***.** *.** 02/16/2018 ***.* *.**
Citigroup, 3.52% 27oct2028, USD   USD 10/27/2028 02/16/2018 **.** * 02/16/2018 **.** *
Citigroup, 3.668% 24jul2028, USD   USD 07/24/2028 02/16/2018 **.** * 02/16/2018 **.** *
Citigroup, 3.75% 27oct2023, AUD   AUD 10/27/2023 02/16/2018 ***.* *.** 02/16/2018 ***.** *.**
Citigroup, 3.75% 4may2021, AUD   AUD 05/04/2021 02/16/2018 ***.** *.** 02/16/2018 ***.** *
Citigroup, 3.875% 26mar2025, USD   USD 03/26/2025 02/16/2018 **.*** *.** 02/16/2018 **.** *.**
Citigroup, 3.878% 24jan2039, USD   USD 01/24/2039 02/16/2018 **.** *.** 02/16/2018 **.** *.**
Citigroup, 4.09% 9jun2025, CAD   CAD 06/09/2025 02/16/2018 ***.** *.** 02/16/2018 ***.** *.**
Citigroup, 4.125% 25jul2028, USD   USD 07/25/2028 02/16/2018 **.** *.** 02/16/2018 **.** *.**
Citigroup, 4.25% 25feb2030, EUR   EUR 02/25/2030 02/16/2018 ***.** * 02/16/2018 ***.* *
Citigroup, 4.281% 24apr2048, USD   USD 04/24/2048 02/16/2018 **.** *.** 02/16/2018 ***.** *.**
Citigroup, 4.3% 20nov2026, USD   USD 11/20/2026 02/16/2018 ***.** *.** 02/16/2018 ***.** *.*
Citigroup, 4.375% 2nov2018, EUR   EUR 11/02/2018 02/16/2018 ***.** -*.** 02/16/2018 ***.** -*.**
Citigroup, 4.5% 3mar2031, GBP   GBP 03/03/2031 02/16/2018 ***.** *.** 02/16/2018 ***.** *.**
Citigroup, 4.75% 10feb2019, EUR   EUR 02/10/2019 02/16/2018 **.** * 02/16/2018 ***.** *
Citigroup, 5% 2aug2019, EUR   EUR 08/02/2019 02/16/2018 ***.*** -*.** 02/16/2018 ***.** -*.**
Citigroup, 5.125% 12dec2018, GBP   GBP 12/12/2018 02/16/2018 ***.** *.** 02/16/2018 ***.** *.**
Citigroup, 5.13% 12nov2019, NZD   NZD 11/12/2019 02/16/2018 ***.** *.** 02/16/2018 ***.** *.**
Citigroup, 5.15% 21may2026, GBP   GBP 05/21/2026 02/16/2018 ***.** *.** 02/16/2018 ***.** *.**
Citigroup, 5.16% 24may2027, CAD   CAD 05/24/2027 02/16/2018 ***.** * 02/16/2018 ***.** *
Citigroup, 5.3% 6may2044, USD   USD 05/06/2044 02/16/2018 ***.** *.** 02/16/2018 ***.** *.**
Citigroup, 5.35% perp., USD   USD 02/16/2018 ***.** * 02/16/2018 ***.** *
Citigroup, 5.875% 1jul2024, GBP   GBP 07/01/2024 02/16/2018 ***.** *.** 02/16/2018 ***.** *.**
Citigroup, 5.875% 22feb2033, USD   USD 02/22/2033 02/16/2018 ***.*** *.** 02/16/2018 ***.** *.**
Citigroup, 6.25% 2sep2019, GBP   GBP 09/02/2019 02/16/2018 ***.** *.** 02/16/2018 ***.** *.*
Citigroup, 6.3% perp., USD   USD 02/16/2018 ***.* * 02/16/2018 ***.** *
Citigroup, 6.5% 16aug2030, GBP   GBP 08/16/2030 02/16/2018 ***.* *.** 02/16/2018 ***.** *.**
Citigroup, 6.8% 25jun2038, GBP   GBP 06/25/2038 02/16/2018 ***.** *.** 02/16/2018 ***.** *.**
Citigroup, 7.375% 1sep2039, GBP   GBP 09/01/2039 02/16/2018 ***.** *.** 02/16/2018 ***.*** *.**
Citigroup, 7.375% 4sep2019, EUR   EUR 09/04/2019 02/16/2018 ***.** -*.* 02/16/2018 ***.* -*.**
Citigroup, 7.625% 3apr2018, GBP   GBP 04/03/2018 02/16/2018 ***.* *.** 02/16/2018 ***.** *.**
Citigroup, FRN 11nov2019, EUR   EUR 11/11/2019 02/16/2018 ***.** * 02/16/2018 ***.** *
Citigroup, FRN 17may2024, USD   USD 05/17/2024 02/16/2018 ***.** * 02/16/2018 ***.** *
Citigroup, FRN 1sep2023, USD   USD 09/01/2023 02/16/2018 ***.** * 02/16/2018 ***.** *
Citigroup, FRN 24jul2023, USD   USD 07/24/2023 02/16/2018 ***.** * 02/16/2018 ***.** *
Citigroup, FRN 24may2021, EUR   EUR 05/24/2021 02/16/2018 ***.** * 02/16/2018 ***.** *
Citigroup, FRN 25apr2022, USD   USD 04/25/2022 02/16/2018 ***.** * 02/16/2018 ***.** *
Citigroup, FRN 27apr2018, USD   USD 04/27/2018 02/16/2018 **.** * 02/16/2018 ***.** *
Citigroup, FRN 27oct2022, USD   USD 10/27/2022 02/16/2018 ***.** * 02/16/2018 ***.** *
Citigroup, FRN 27oct2023, AUD   AUD 10/27/2023 02/16/2018 ***.** * 02/16/2018 ***.** *
Citigroup, FRN 2aug2021, USD   USD 08/02/2021 02/16/2018 ***.** * 02/16/2018 ***.** *
Citigroup, FRN 30nov2018, EUR   EUR 11/30/2018 02/16/2018 ***.** * 02/16/2018 ***.* *
Citigroup, FRN 4may2021, AUD   AUD 05/04/2021 02/16/2018 ***.** * 02/16/2018 ***.** *
Citigroup, FRN 6jan2020, USD   USD 01/06/2020 02/16/2018 **.**** * 02/16/2018 **.**** *
Citigroup, FRN 7aug2019, AUD   AUD 08/07/2019 02/16/2018 ***.** * 02/16/2018 ***.** *
Citigroup Funding Inc., 5.5% 13sep2025, USD   USD 09/13/2025 02/16/2018 ***.** *.** 02/16/2018 ***.*********** *.**
Citigroup Global Markets Holdings, 11% 24may2022, TRY   TRY 05/24/2022 02/16/2018 **.* **.** 02/16/2018 **.** **.**
Citigroup Global Markets Holdings, 2.5% 30sep2026, USD   USD 09/30/2026 02/16/2018 **.** * 02/16/2018 **.** *
Citizens Financial Group, 5.5% perp., USD   USD 02/16/2018 ***.*** * 02/16/2018 ***.*** *
Citrix Systems, 4.500% 1dec2027, USD   USD 12/01/2027 02/16/2018 **.** *.** 02/16/2018 **.** *.**
Claires, 8.875% 15mar2019, USD   USD 03/15/2019 02/16/2018 **.* ***.** 02/16/2018 **.** ***.**
Cleaver-Brooks, 7.875% 1mar2023, USD   USD 03/01/2023 02/16/2018 *** *.* 02/16/2018 ***.** *.**
Cleco Corporation, 3.743% 1may2026, USD   USD 05/01/2026 02/16/2018 **.*** *.* 02/16/2018 **.*** *.**
Cleco Corporation, 4.973% 1may2046, USD   USD 05/01/2046 02/16/2018 ***.** *.** 02/16/2018 ***.*** *.**
Cleveland Electric Illuminating, 3.5% 1apr2028, USD   USD 04/01/2028 02/16/2018 **.** *.** 02/16/2018 **.** *.**
Cleveland-Cliffs, 4.875% 15jan2024, USD   USD 01/15/2024 02/16/2018 **.** *.** 02/16/2018 **.** *.**
Cleveland-Cliffs, 5.75% 1mar2025, USD   USD 03/01/2025 02/16/2018 **.** *.** 02/16/2018 **.** *.**
Cleveland-Cliffs, 5.9% 15mar2020, USD   USD 03/15/2020 02/16/2018 **.** *.** 02/16/2018 **.** *.**
Clorox, 3.1% 1oct2027, USD   USD 10/01/2027 02/16/2018 **.*** *.** 02/16/2018 **.** *.**
CME Group, 3% 15mar2025, USD   USD 03/15/2025 02/16/2018 **.*** *.** 02/16/2018 **.*** *.**
CMS Energy, 2.95% 15feb2027, USD   USD 02/15/2027 02/16/2018 **.*** *.** 02/16/2018 **.*** *.**
CMS Energy, 3% 15may2026, USD   USD 05/15/2026 02/16/2018 **.*** *.** 02/16/2018 **.*** *.**
CMS Energy, 3.45% 15aug2027, USD   USD 08/15/2027 02/16/2018 **.*** *.** 02/16/2018 **.*** *.**
CMS Panhandle, 7% 15jul2029, USD   USD 07/15/2029 02/16/2018 ***.**** *.** 02/16/2018 ***.**** *.**
CNA Financial, 3.450% 15aug2027, USD   USD 08/15/2027 02/16/2018 **.*** *.** 02/16/2018 **.*** *.**
CNH Industrial Capital America, 3.625% 15apr2018, USD   USD 04/15/2018 02/16/2018 *** *.** 02/16/2018 ***.* *.**
Cobalt, 7.75% 1dec2023, USD   USD 12/01/2023 02/16/2018 ** *.** 02/16/2018 ** *.**
Coca-Cola Enterprises, 1.875% 18mar2030, EUR   EUR 03/18/2030 02/16/2018 ***.** *.** 02/16/2018 ***.** *.**
Coca-Cola Enterprises, 2% 5dec2019, EUR   EUR 12/05/2019 02/16/2018 ***.** *.** 02/16/2018 ***.** *.**
Coca-Cola Enterprises, 2.375% 7may2025, EUR   EUR 05/07/2025 02/16/2018 ***.** *.** 02/16/2018 ***.** *.**
Coca-Cola Enterprises, 2.625% 6nov2023, EUR   EUR 11/06/2023 02/16/2018 ***.** *.** 02/16/2018 ***.** *.**
Coca-Cola Enterprises, 2.75% 6may2026, EUR   EUR 05/06/2026 02/16/2018 ***.*** *.** 02/16/2018 ***.** *.**
Colfax, 3.25% 15may2025, EUR   EUR 05/15/2025 02/16/2018 ***.** *.** 02/16/2018 ***.** *.**
Colgate-Palmolive, 2.25% 15nov2022, USD   USD 11/15/2022 02/16/2018 **.*** *.** 02/16/2018 **.** *.**
Colgate-Palmolive, FRN 14may2019, EUR   EUR 05/14/2019 02/16/2018 ***.* * 02/16/2018 ***.* *
Colorado Interstate Gas, 4.15% 15aug2026, USD   USD 08/15/2026 02/16/2018 **.** *.** 02/16/2018 **.** *.**
Columbia Pipeline Group Inc., 2.45% 1jun2018   USD 06/01/2018 02/16/2018 **.* *.** 02/16/2018 **.** *.*
Columbia Pipeline Group Inc., 2.45% 1jun2018, USD   USD 06/01/2018 02/16/2018 **.*** *.** 02/16/2018 ***.*** *.*
Columbia Pipeline Group Inc., 3.3% 1jun2020   USD 06/01/2020 02/16/2018 ***.** *.** 02/16/2018 *** *.**
Columbia Property Trust Operating Partnership, 3.65% 15aug2026, USD   USD 08/15/2026 02/16/2018 **.*** *.** 02/16/2018 **.*** *.*
Columbia Property Trust Operating Partnership, 4.150% 1apr2025, USD   USD 04/01/2025 02/16/2018 **.*** *.** 02/16/2018 **.*** *.**
Comcast, 1.625% 15jan2022, USD   USD 01/15/2022 02/16/2018 **.*** *.** 02/16/2018 **.** *.**
Comcast, 2.350% 15jan2027, USD   USD 01/15/2027 02/16/2018 **.** *.** 02/16/2018 **.** *.**
Comcast, 3.15% 1mar2026, USD   USD 03/01/2026 02/16/2018 **.** *.** 02/16/2018 **.*** *.**
Comcast, 3.2% 15jul2036, USD   USD 07/15/2036 02/16/2018 **.** *.** 02/16/2018 **.*** *.**
Comcast, 3.4% 15jul2046, USD   USD 07/15/2046 02/16/2018 **.*** *.** 02/16/2018 **.** *.**
Comcast, 3.55% 1may2028, USD   USD 05/01/2028 02/16/2018 **.** *.** 02/16/2018 **.** *.*
Comcast, 3.9% 1mar2038, USD   USD 03/01/2038 02/16/2018 **.*** *.** 02/16/2018 **.** *.**
Comcast, 3.999% 1nov2049, USD   USD 11/01/2049 02/16/2018 **.** *.** 02/16/2018 **.** *.**
Comcast, 4% 1mar2048, USD   USD 03/01/2048 02/16/2018 **.*** *.** 02/16/2018 **.** *.**
Comcast, 5.5% 23nov2029, GBP   GBP 11/23/2029 02/16/2018 ***.** *.* 02/16/2018 ***.* *.*
Commonwealth Edison, 2.55% 15jun2026, USD   USD 06/15/2026 02/16/2018 **.*** *.* 02/16/2018 **.*** *.**
Commonwealth Edison, 2.950% 15aug2027, USD   USD 08/15/2027 02/16/2018 **.* *.** 02/16/2018 **.*** *.**
Commonwealth Edison, 3.650% 15jun2046, USD   USD 06/15/2046 02/16/2018 **.*** *.** 02/16/2018 **.*** *.**
Commonwealth Edison, 3.7% 1mar2045, USD   USD 03/01/2045 02/16/2018 **.*** *.** 02/16/2018 **.** *.**
Commonwealth Edison, 3.750% 15aug2047, USD   USD 08/15/2047 02/16/2018 **.** *.** 02/16/2018 **.* *.**
Compass Bank, 2.75% 29sep2019, USD   USD 09/29/2019 02/16/2018 **.** *.** 02/16/2018 ***.** *.**
Conagra Brands, FRN 9oct2020, USD   USD 10/09/2020 02/16/2018 ***.** * 02/16/2018 ***.** *
Concho Resources, 3.75% 1oct2027, USD   USD 10/01/2027 02/16/2018 **.** *.** 02/16/2018 **.** *.*
Concho Resources, 4.375% 15jan2025, USD   USD 01/15/2025 02/16/2018 **.** *.** 02/16/2018 ***.** *.**
Concho Resources, 4.875% 1oct2047, USD   USD 10/01/2047 02/16/2018 ***.** *.** 02/16/2018 ***.** *.*
Conn's, 7.25% 15jul2022, USD   USD 07/15/2022 02/16/2018 **.** *.** 02/16/2018 ***.** *.**
ConnectOne Bancorp, 5.75% 1jul2025, USD   USD 07/01/2025 02/16/2018 *** * 02/16/2018 *
ConocoPhillips, 5.9% 15oct2032, USD   USD 10/15/2032 02/16/2018 ***.*** *.** 02/16/2018 ***.*** *.**
ConocoPhillips, 5.95% 15oct2036, USD   USD 10/15/2036 02/16/2018 ***.*** *.** 02/16/2018 ***.*** *.**
ConocoPhillips, 6.5% 1feb2039, USD   USD 02/01/2039 02/16/2018 ***.*** *.** 02/16/2018 ***.*** *.**
ConocoPhillips, FRN 15may2018, USD   USD 05/15/2018 02/16/2018 **.**** * 02/16/2018 ***.**** *
ConocoPhillips Co, 2.4% 15dec2022, USD   USD 12/15/2022 02/16/2018 **.*** *.** 02/16/2018 **.* *
ConocoPhillips Co, 3.35% 15may2025, USD   USD 05/15/2025 02/16/2018 **.*** *.** 02/16/2018 **.** *.**
ConocoPhillips Co, 3.35% 15nov2024, USD   USD 11/15/2024 02/16/2018 **.** *.* 02/16/2018 **.*** *.**
ConocoPhillips Co, 4.15% 15nov2034, USD   USD 11/15/2034 02/16/2018 ***.** *.** 02/16/2018 ***.** *.**
ConocoPhillips Co, 4.3% 15nov2044, USD   USD 11/15/2044 02/16/2018 ***.** *.** 02/16/2018 ***.*** *.**
ConocoPhillips Co, 4.95% 15mar2026, USD   USD 03/15/2026 02/16/2018 ***.*** *.** 02/16/2018 ***.*** *.**
ConocoPhillips Co, 5.95% 15mar2046, USD   USD 03/15/2046 02/16/2018 ***.*** *.** 02/16/2018 ***.*** *.**
CONSOL Energy, 5.875% 15apr2022, USD   USD 04/15/2022 02/16/2018 **.** *.** 02/16/2018 ***.** *.**
Constellation Brands, 2% 7nov2019, USD   USD 11/07/2019 02/16/2018 **.*** *.** 02/16/2018 **.*** *.*
Constellation Brands, 2.25% 6nov2020, USD   USD 11/06/2020 02/16/2018 **.*** *.** 02/16/2018 **.*** *.**
Constellation Brands, 2.65% 7nov2022, USD   USD 11/07/2022 02/16/2018 **.** *.** 02/16/2018 **.*** *.**
Constellation Brands, 2.7% 9may2022, USD   USD 05/09/2022 02/16/2018 **.*** *.** 02/16/2018 **.** *.**
Constellation Brands, 3.2% 15feb2023, USD   USD 02/15/2023 02/16/2018 **.** *.** 02/16/2018 **.** *.**
Constellation Brands, 3.5% 9may2027, USD   USD 05/09/2027 02/16/2018 **.*** *.** 02/16/2018 **.*** *.**
Constellation Brands, 3.6% 15feb2028, USD   USD 02/15/2028 02/16/2018 **.** *.** 02/16/2018 **.*** *.**
Constellation Brands, 4.1% 15feb2048, USD   USD 02/15/2048 02/16/2018 **.** *.** 02/16/2018 **.** *.**
Constellation Brands, 4.5% 9may2047, USD   USD 05/09/2047 02/16/2018 ***.*** *.** 02/16/2018 ***.*** *.**
Consumers Energy, 3.25% 15aug2046, USD   USD 08/15/2046 02/16/2018 **.** *.** 02/16/2018 **.** *.*
Continental Resources, 3.8% 1jun2024, USD   USD 06/01/2024 02/16/2018 **.** *.** 02/16/2018 **.** *.**
Continental Resources, 4.375% 15jan2028, USD   USD 01/15/2028 02/16/2018 ** *.** 02/16/2018 ***.* *.**
Continental Resources, 4.5% 15apr2023, USD   USD 04/15/2023 02/16/2018 ***.** *.** 02/16/2018 ***.** *.**
Continental Resources, 4.9% 1jun2044, USD   USD 06/01/2044 02/16/2018 **.** *.** 02/16/2018 **.* *.**
Continental Resources, 5% 15sep2022, USD   USD 09/15/2022 02/16/2018 **.* *.** 02/16/2018 **.** *.**
ContourGlobal Power, 5.125% 15jun2021, EUR   EUR 06/15/2021 02/16/2018 ***.*** *.** 02/16/2018 ***.*** *.**
Cooper-Standard, 5.625% 15nov2026, USD   USD 11/15/2026 02/16/2018 ***.** *.** 02/16/2018 ***.** *.**
COPT (Corporate Office Properties), 5% 1jul2025, USD   USD 07/01/2025 02/16/2018 ***.*** *.** 02/16/2018 ***.*** *.**
Corning, 1.5% 8may2018, USD   USD 05/08/2018 02/16/2018 **.*** *.** 02/16/2018 *** *.*
Corning, 2.9% 15may2022, USD   USD 05/15/2022 02/16/2018 **.** *.** 02/16/2018 ***.** *.**
Corning, 4.375% 15nov2057, USD   USD 11/15/2057 02/16/2018 **.*** *.** 02/16/2018 **.*** *.**
Costco, 2.15% 18may2021, USD   USD 05/18/2021 02/16/2018 **.*** *.** 02/16/2018 **.** *.*
Costco, 2.3% 18may2022, USD   USD 05/18/2022 02/16/2018 **.**** *.** 02/16/2018 **.* *.**
Costco, 2.75% 18may2024, USD   USD 05/18/2024 02/16/2018 **.*** *.** 02/16/2018 **.*** *.**
Costco, 3% 18may2027, USD   USD 05/18/2027 02/16/2018 **.*** *.** 02/16/2018 **.*** *.**
Covidien International Finance, 2.95% 15jun2023, USD   USD 06/15/2023 02/16/2018 **.*** *.** 02/16/2018 **.*** *.**
Covidien International Finance, 3.2% 15jun2022, USD   USD 06/15/2022 02/16/2018 ***.*** *.** 02/16/2018 ***.*** *
Covidien International Finance, 4.2% 15jun2020, USD   USD 06/15/2020 02/16/2018 ***.** *.** 02/16/2018 ***.*** *.**
Cox Communications, 2.95% 30jun2023, USD   USD 06/30/2023 02/16/2018 **.** *.** 02/16/2018 **.** *
Cox Communications, 3.15% 15aug2024, USD   USD 08/15/2024 02/16/2018 **.** *.** 02/16/2018 **.** *.**
Cox Communications, 3.35% 15sep2026, USD   USD 09/15/2026 02/16/2018 **.** *.** 02/16/2018 **.** *.**
Cox Communications, 3.5% 15aug2027, USD   USD 08/15/2027 02/16/2018 **.** *.** 02/16/2018 **.** *.**
Cox Communications, 4.6% 15aug2047, USD   USD 08/15/2047 02/16/2018 **.** *.** 02/16/2018 **.** *.**
Credit Acceptance, 6.125% 15feb2021, USD   USD 02/15/2021 02/16/2018 ***.** * 02/16/2018 ***.* *.**
Credit Suisse (USA) Inc., 7% 5oct2020, GBP   GBP 10/05/2020 02/16/2018 ***.** *.** 02/16/2018 ***.** *.*
Credit Suisse AG (New York) Branch, 2.3% 28may2019, USD   USD 05/28/2019 02/16/2018 **.*** *.** 02/16/2018 **.*** *.**
Credit Suisse AG (New York) Branch, 3% 29oct2021, USD   USD 10/29/2021 02/16/2018 **.*** *.** 02/16/2018 **.*** *.**
CRH America, 3.875% 18may2025, USD   USD 05/18/2025 02/16/2018 ***.** *.** 02/16/2018 ***.** *.**
CRH America, 5.125% 18may2045, USD   USD 05/18/2045 02/16/2018 ***.** *.* 02/16/2018 ***.** *.**
Crown Castle International, 2.25% 1sep2021, USD   USD 09/01/2021 02/16/2018 **.*** *.** 02/16/2018 **.** *.**
Crown Castle International, 3.150% 15jul2023, USD   USD 07/15/2023 02/16/2018 **.*** *.** 02/16/2018 **.* *.**
Crown Castle International, 3.7% 15jun2026, USD   USD 06/15/2026 02/16/2018 **.*** *.** 02/16/2018 **.*** *.**
Crown Castle International, 3.800% 15feb2028, USD   USD 02/15/2028 02/16/2018 **.*** *.* 02/16/2018 **.** *.**
Crown Castle International, 4.75% 15may2047, USD   USD 05/15/2047 02/16/2018 ***.*** *.** 02/16/2018 ***.*** *.**
Crown Castle Towers, 3.222% 15may2022   USD 05/15/2022 02/16/2018 **.** *.** 02/16/2018 **.*** *.**
Crown Castle Towers, 3.663% 15may2025   USD 05/15/2025 02/16/2018 ***.*** *.** 02/16/2018 ***.*** *.**
Crownrock, 5.625% 15oct2025, USD   USD 10/15/2025 02/16/2018 **.** *.** 02/16/2018 **.** *.**
CSC Holdings, 5.25% 1jun2024, USD   USD 06/01/2024 02/16/2018 **.** *.** 02/16/2018 **.** *.**
CSX Corporation, 2.6% 1nov2026, USD   USD 11/01/2026 02/16/2018 **.*** *.** 02/16/2018 **.*** *.**
CSX Corporation, 3.25% 1jun2027, USD   USD 06/01/2027 02/16/2018 **.** *.** 02/16/2018 **.** *.**
CSX Corporation, 3.8% 1nov2046, USD   USD 11/01/2046 02/16/2018 **.*** *.** 02/16/2018 **.*** *.**
CSX Corporation, 3.95% 1may2050, USD   USD 05/01/2050 02/16/2018 **.*** *.** 02/16/2018 **.** *.**
CSX Corporation, 4.25% 1nov2066, USD   USD 11/01/2066 02/16/2018 **.*** *.** 02/16/2018 **.*** *.**
CubeSmart, 3.125% 1sep2026, USD   USD 09/01/2026 02/16/2018 **.*** *.** 02/16/2018 **.*** *.**
CubeSmart, 4% 15nov2025, USD   USD 11/15/2025 02/16/2018 **.*** *.** 02/16/2018 ***.*** *.**
CVS Health, 1.9% 20jul2018, USD   USD 07/20/2018 02/16/2018 **.** *.** 02/16/2018 **.** *.**
CVS Health, 2.125% 1jun2021, USD   USD 06/01/2021 02/16/2018 **.*** *.** 02/16/2018 **.** *.**
CVS Health, 2.8% 20jul2020, USD   USD 07/20/2020 02/16/2018 **.*** *.** 02/16/2018 **.*** *.**
CVS Health, 2.875% 1jun2026, USD   USD 06/01/2026 02/16/2018 **.** *.** 02/16/2018 **.** *.**
CVS Health, 3.5% 20jul2022, USD   USD 07/20/2022 02/16/2018 ***.** *.** 02/16/2018 ***.*** *.**
CVS Health, 3.875% 20jul2025, USD   USD 07/20/2025 02/16/2018 **.** *.** 02/16/2018 **.*** *.**
CVS Health, 4.704% 10jan2036, USD   USD 01/10/2036 02/16/2018 ***.**** *.** 02/16/2018 ***.**** *.**
CVS Health, 4.875% 20jul2035, USD   USD 07/20/2035 02/16/2018 ***.* *.** 02/16/2018 ***.*** *.**
CVS Health, 5.125% 20jul2045, USD   USD 07/20/2045 02/16/2018 ***.*** *.** 02/16/2018 ***.** *.**
CVS Health, 5.773% 10jan2033, USD   USD 01/10/2033 02/16/2018 ***.**** *.** 02/16/2018 ***.**** *.*
CVS Health, 5.789% 10jan2026, USD   USD 01/10/2026 02/16/2018 ***.**** *.** 02/16/2018 ***.**** *.**
D.R. Horton, 2.55% 1dec2020, USD   USD 12/01/2020 02/16/2018 **.*** *.** 02/16/2018 **.** *.*
D.R. Horton, 4% 15feb2020, USD   USD 02/15/2020 02/16/2018 ***.** *.** 02/16/2018 ***.*** *.**
Daimler Finance North America, 1.5% 5jul2019, USD   USD 07/05/2019 02/16/2018 **.** *.** 02/16/2018 **.** *.**
Daimler Finance North America, 1.65% 18may2018, USD   USD 05/18/2018 02/16/2018 **.** *.** 02/16/2018 **.* *.**
Daimler Finance North America, 1.75% 30oct2019, USD   USD 10/30/2019 02/16/2018 **.* *.** 02/16/2018 **.** *.**
Daimler Finance North America, 2% 6jul2021, USD   USD 07/06/2021 02/16/2018 **.** *.** 02/16/2018 **.** *.**
Daimler Finance North America, 2.125% 6apr2020, USD   USD 04/06/2020 02/16/2018 **.** *.** 02/16/2018 **.** *.**
Daimler Finance North America, 2.2% 30oct2021, USD   USD 10/30/2021 02/16/2018 **.** *.** 02/16/2018 **.** *.**
Daimler Finance North America, 2.25% 2mar2020, USD   USD 03/02/2020 02/16/2018 **.* *.** 02/16/2018 **.** *.**
Daimler Finance North America, 2.25% 31jul2019, USD   USD 07/31/2019 02/16/2018 **.** *.** 02/16/2018 **.** *.*
Daimler Finance North America, 2.25% 3sep2019, USD   USD 09/03/2019 02/16/2018 **.** *.** 02/16/2018 **.** *.**
Daimler Finance North America, 2.45% 18may2020, USD   USD 05/18/2020 02/16/2018 **.** *.** 02/16/2018 **.** *.*
Daimler Finance North America, 3.25% 1aug2024, USD   USD 08/01/2024 02/16/2018 **.** *.* 02/16/2018 **.** *.**
Daimler Finance North America, 3.3% 19may2025, USD   USD 05/19/2025 02/16/2018 **.** *.** 02/16/2018 **.** *.**
Daimler Finance North America, 3.875% 15sep2021, USD   USD 09/15/2021 02/16/2018 ***.** *.** 02/16/2018 ***.** *.**
Daimler Finance North America, FRN 18may2018, USD   USD 05/18/2018 02/16/2018 **.** * 02/16/2018 ***.** *
Daimler Finance North America, FRN 30oct2019, USD   USD 10/30/2019 02/16/2018 ***.** * 02/16/2018 ***.** *
Danaher, 1% 8jul2019, EUR   EUR 07/08/2019 02/16/2018 ***.** *.** 02/16/2018 ***.** *.**
Danaher, 1.2% 30jun2027, EUR   EUR 06/30/2027 02/16/2018 **.** *.** 02/16/2018 **.** *.**
Danaher, 1.65% 15sep2018, USD   USD 09/15/2018 02/16/2018 **.** *.** 02/16/2018 **.*** *.**
Danaher, 1.7% 4jan2022, EUR   EUR 01/04/2022 02/16/2018 ***.** *.** 02/16/2018 ***.*** *.**
Danaher, 2.4% 15sep2020, USD   USD 09/15/2020 02/16/2018 **.** *.** 02/16/2018 **.*** *.*
Danaher, 2.5% 8jul2025, EUR   EUR 07/08/2025 02/16/2018 ***.** *.** 02/16/2018 ***.** *.**
Danaher, 3.35% 15sep2025, USD   USD 09/15/2025 02/16/2018 ***.** *.** 02/16/2018 ***.** *.*
Danaher, 4.375% 15sep2045, USD   USD 09/15/2045 02/16/2018 ***.*** *.** 02/16/2018 ***.*** *.**
Danaher, FRN 30jun2022, EUR   EUR 06/30/2022 02/16/2018 ***.** * 02/16/2018 ***.** *
Darden Restaurants, 3.85% 1may2027, USD   USD 05/01/2027 02/16/2018 **.** *.** 02/16/2018 **.** *.**
Darden Restaurants, 4.55% 15feb2048, USD   USD 02/15/2048 02/16/2018 **.** *.* 02/16/2018 **.** *.**
Darling Ingredients, 4.75% 30may2022, EUR   EUR 05/30/2022 02/16/2018 ***.* *.** 02/16/2018 ***.** *.**
DaVita HealthCare, 5% 1may2025, USD   USD 05/01/2025 02/16/2018 **.** *.** 02/16/2018 **.** *.*
DDR, 3.9% 15aug2024, USD   USD 08/15/2024 02/16/2018 **.** *.** 02/16/2018 ***.** *.**
Deere&Company, 0.5% 15sep2023, EUR   EUR 09/15/2023 02/16/2018 **.** *.** 02/16/2018 **.** *.**
Deere&Company, 2.6% 8jun2022, USD   USD 06/08/2022 02/16/2018 **.*** *.** 02/16/2018 **.** *.**
Deere&Company, FRN 15sep2020, EUR   EUR 09/15/2020 02/16/2018 ***.** * 02/16/2018 ***.** *
Dell, 5.875% 15jun2019, USD   USD 06/15/2019 02/16/2018 ***.*********** *.** 02/16/2018 ***.** *.**
Dell, 6.5% 15apr2038, USD   USD 04/15/2038 02/16/2018 ***.* *.** 02/16/2018 ***.** *.**
Dell EMC, 1.875% 1jun2018, USD   USD 06/01/2018 02/16/2018 **.** *.** 02/16/2018 **.** *.**
Dell EMC, 3.375% 1jun2023, USD   USD 06/01/2023 02/16/2018 **.** *.** 02/16/2018 **.* *.*
Delphi Corp, 7.125% 1may2029, USD   USD 05/01/2029 02/16/2018 * ***.** 02/16/2018 *
Delphi Corp, 7.875% 31jan2020, USD   USD 01/31/2020 02/16/2018 ***.**** *.* 02/16/2018 ***.**** *.**
Delta Air Lines, 2.6% 4dec2020, USD   USD 12/04/2020 02/16/2018 **.** *.** 02/16/2018 **.** *
Delta Air Lines, 2.875% 13mar2020, USD   USD 03/13/2020 02/16/2018 ***.** *.** 02/16/2018 ***.** *.**
Delta Air Lines, 3.625% 15mar2022, USD   USD 03/15/2022 02/16/2018 **.** *.** 02/16/2018 ***.** *.**
Deutsche Bank AG (USA), 4.875% 1dec2032, USD   USD 12/01/2032 02/16/2018 **.** * 02/16/2018 **.** *
Devon Energy, 5% 15jun2045, USD   USD 06/15/2045 02/16/2018 ***.** *.** 02/16/2018 ***.** *.**
Devon Energy, 5.85% 15dec2025, USD   USD 12/15/2025 02/16/2018 ***.** *.** 02/16/2018 ***.** *.**
Diamond (BC), 5.625% 15aug2025, EUR   EUR 08/15/2025 02/16/2018 **.** *.** 02/16/2018 **.** *.**
Diamond 1&2 Finance, 3.48% 1jun2019, USD   USD 06/01/2019 02/16/2018 ***.** *.** 02/16/2018 ***.** *.*
Diamond 1&2 Finance, 4.42% 15jun2021, USD   USD 06/15/2021 02/16/2018 ***.** *.* 02/16/2018 ***.** *.**
Diamond 1&2 Finance, 5.45% 15jun2023, USD   USD 06/15/2023 02/16/2018 ***.** *.** 02/16/2018 ***.** *.**
Diamond 1&2 Finance, 7.125% 15jun2024, USD   USD 06/15/2024 02/16/2018 ***.** *.** 02/16/2018 ***.** *.**
Diamond Offshore Drilling, 7.875% 15aug2025, USD   USD 08/15/2025 02/16/2018 ***.** *.** 02/16/2018 ***.** *.**
Diamondback Energy, 5.375% 31may2025, USD   USD 05/31/2025 02/16/2018 *** *.** 02/16/2018 *** *.**
Digital Euro Finco, 2.625% 15apr2024, EUR   EUR 04/15/2024 02/16/2018 ***.** *.** 02/16/2018 ***.** *.*
Digital Realty Trust LP, 4.75% 13oct2023, GBP   GBP 10/13/2023 02/16/2018 ***.** *.** 02/16/2018 ***.** *.**
Digital Realty Trust LP, 4.75% 1oct2025, USD   USD 10/01/2025 02/16/2018 ***.*** *.** 02/16/2018 ***.*** *.**
Digital Stout, 4.25% 17jan2025, GBP   GBP 01/17/2025 02/16/2018 ***.** *.** 02/16/2018 ***.*** *.**
Direct ChassisLink, 10% 15jun2023, USD   USD 06/15/2023 02/16/2018 ***.** *.** 02/16/2018 ***.** *.**
DIRECTV Holdings, 2.75% 19may2023, EUR   EUR 05/19/2023 02/16/2018 ***.** *.** 02/16/2018 ***.** *.**
DIRECTV Holdings, 3.8% 15mar2022, USD   USD 03/15/2022 02/16/2018 ***.*** *.* 02/16/2018 ***.** *.**
DIRECTV Holdings, 5.15% 15mar2042, USD   USD 03/15/2042 02/16/2018 **.*** *.** 02/16/2018 **.*** *.**
DIRECTV Holdings, 5.2% 15mar2020, USD   USD 03/15/2020 02/16/2018 ***.*** *.** 02/16/2018 ***.*** *.**
DIRECTV Holdings, 5.2% 18nov2033, GBP   GBP 11/18/2033 02/16/2018 ***.*** *.** 02/16/2018 ***.*** *.*
DIRECTV Holdings, 5.875% 1oct2019, USD   USD 10/01/2019 02/16/2018 ***.**** *.** 02/16/2018 ***.**** *.**
DIRECTV Holdings, 6.35% 15mar2040, USD   USD 03/15/2040 02/16/2018 ***.**** *.** 02/16/2018 ***.**** *.**
Discover Bank of Greenwood Delaware, 2.6 13nov2018, USD   USD 11/13/2018 02/16/2018 ***.** *.** 02/16/2018 ***.** *.**
Discover Bank of Greenwood Delaware, 3.45% 27jul2026, USD   USD 07/27/2026 02/16/2018 **.*** *.** 02/16/2018 **.** *.**
Discover Financial, 5.5% perp., USD   USD 02/16/2018 **.** * 02/16/2018 ***.** *
Discovery Communications, Inc., 3.45% 15mar2025, USD   USD 03/15/2025 02/16/2018 **.*** *.** 02/16/2018 **.*** *.**
Discovery Communications, Inc., 5.05% 1jun2020, USD   USD 06/01/2020 02/16/2018 ***.*** *.** 02/16/2018 ***.** *.*
Discovery Communications, LLC, 1.9% 19mar2027, EUR   EUR 03/19/2027 02/16/2018 **.** *.* 02/16/2018 **.** *.**
Discovery Communications, LLC, 2.2% 20sep2019, USD   USD 09/20/2019 02/16/2018 **.** *.** 02/16/2018 **.** *.**
Discovery Communications, LLC, 2.375% 7mar2022, EUR   EUR 03/07/2022 02/16/2018 ***.*** *.** 02/16/2018 ***.** *.**
Discovery Communications, LLC, 2.500% 20sep2024, GBP   GBP 09/20/2024 02/16/2018 **.** *.** 02/16/2018 **.** *.**
Discovery Communications, LLC, 2.95% 20mar2023, USD   USD 03/20/2023 02/16/2018 **.*** *.** 02/16/2018 **.** *.**
Discovery Communications, LLC, 3.8% 13mar2024, USD   USD 03/13/2024 02/16/2018 **.*** *.** 02/16/2018 ***.*** *.**
Discovery Communications, LLC, 3.95% 20mar2028, USD   USD 03/20/2028 02/16/2018 **.*** *.** 02/16/2018 **.** *.**
Discovery Communications, LLC, 4.9% 11mar2026, USD   USD 03/11/2026 02/16/2018 ***.** *.** 02/16/2018 ***.** *.**
Discovery Communications, LLC, 5.00% 20sep2037, USD   USD 09/20/2037 02/16/2018 **.*** *.** 02/16/2018 **.** *.**
Discovery Communications, LLC, 5.20% 20sep2047, USD   USD 09/20/2047 02/16/2018 **.*** *.** 02/16/2018 **.*** *.**
DISH DBS, 5.875% 15nov2024, USD   USD 11/15/2024 02/16/2018 **.* *.** 02/16/2018 **.* *.**
DISH DBS, 7.75% 1jul2026, USD   USD 07/01/2026 02/16/2018 *** *.** 02/16/2018 *** *.**
DJO Finance, 10.75% 15apr2020, USD   USD 04/15/2020 02/16/2018 **.** **.** 02/16/2018 **.** **.**
Dole Food, 7.25% 15jun2025, USD   USD 06/15/2025 02/16/2018 ***.** *.** 02/16/2018 ***.** *.**
Dollar General, 3.875% 15apr2027, USD   USD 04/15/2027 02/16/2018 ***.*** *.** 02/16/2018 ***.** *.**
Dominion Energy, 1.6% 15aug2019, USD   USD 08/15/2019 02/16/2018 **.*** *.** 02/16/2018 **.*** *.**
Dominion Energy, 1.875% 15jan2019, USD   USD 01/15/2019 02/16/2018 **.** *.** 02/16/2018 **.** *.**
Dominion Energy, 1.9% 15jun2018, USD   USD 06/15/2018 02/16/2018 **.*** *.** 02/16/2018 **.** *.**
Dominion Energy, 2% 15aug2021, USD   USD 08/15/2021 02/16/2018 **.*** *.* 02/16/2018 **.*** *.**
Dominion Energy, 2.85% 15aug2026, USD   USD 08/15/2026 02/16/2018 **.*** *.** 02/16/2018 **.*** *.**
Dominion Energy, 3.90% 1oct2025, USD   USD 10/01/2025 02/16/2018 ***.*** *.** 02/16/2018 ***.** *.**
Dover, 1.25% 9nov2026, EUR   EUR 11/09/2026 02/16/2018 **.** *.** 02/16/2018 **.** *.**
Dover, 2.125% 1dec2020, EUR   EUR 12/01/2020 02/16/2018 ***.** *.** 02/16/2018 ***.** *.**
Dow Chemical, 4.375% 15nov2042, USD   USD 11/15/2042 02/16/2018 **.** *.** 02/16/2018 ***.* *.**
Dow Chemical, 7.75% 15sep2020, USD   USD 09/15/2020 02/16/2018 ***.**** *.** 02/16/2018 ***.**** *.**
Downstream Development, 10.5% 1jul2019, USD   USD 07/01/2019 02/16/2018 ***.** *.** 02/16/2018 *
DPL Inc, 7.25% 15oct2021, USD   USD 10/15/2021 02/16/2018 ***.** *.* 02/16/2018 ***.** *.**
Dr Pepper Snapple Group, 2.53% 15nov2021, USD   USD 11/15/2021 02/16/2018 **.** *.** 02/16/2018 **.*** *.**
Dr Pepper Snapple Group, 2.55% 15sep2026, USD   USD 09/15/2026 02/16/2018 **.** *.** 02/16/2018 **.** *.**
Dr Pepper Snapple Group, 3.13% 15dec2023, USD   USD 12/15/2023 02/16/2018 **.** *.** 02/16/2018 **.** *.**
Dr Pepper Snapple Group, 3.43% 15jun2027, USD   USD 06/15/2027 02/16/2018 **.*** *.** 02/16/2018 **.*** *.**
Dr Pepper Snapple Group, 4.42% 15dec2046, USD   USD 12/15/2046 02/16/2018 **.*** *.** 02/16/2018 **.*** *.**
Dr Pepper Snapple Group, 4.5% 15nov2045, USD   USD 11/15/2045 02/16/2018 **.** *.** 02/16/2018 **.** *.*
Dr Pepper Snapple Group, 4.5% 15nov2045, USD   USD 11/15/2045 02/16/2018 **.*** *.** 02/16/2018 ***.** *.**
Dr Pepper Snapple Group, 7.45% 1may2038, USD   USD 05/01/2038 02/16/2018 ***.** *.** 02/16/2018 ***.** *.**
Dresdner Funding Trust I, 8.151% 30jun2031, USD   USD 06/30/2031 02/16/2018 ***.** *.** 02/16/2018 ***.** *.**
DriveTime Automotive, 8% 1jun2021, USD   USD 06/01/2021 02/16/2018 **.** *.** 02/16/2018 ***.** *
DTE Energy, 3.3% 15jun2022, USD   USD 06/15/2022 02/16/2018 **.*** *.** 02/16/2018 ***.*** *.**
DTE Energy, 3.7% 15mar2045, USD   USD 03/15/2045 02/16/2018 **.*** *.** 02/16/2018 **.*** *.**
DTE Energy, 3.75% 15aug2047, USD   USD 08/15/2047 02/16/2018 **.*** *.** 02/16/2018 **.*** *.**
Duke Energy, 1.8% 1sep2021, USD   USD 09/01/2021 02/16/2018 **.*** *.** 02/16/2018 **.** *.**
Duke Energy, 2.40% 15aug2022, USD   USD 08/15/2022 02/16/2018 **.* *.** 02/16/2018 **.** *.*
Duke Energy, 2.65% 1sep2026, USD   USD 09/01/2026 02/16/2018 **.*** *.** 02/16/2018 **.** *.**
Duke Energy, 3.15% 15aug2027, USD   USD 08/15/2027 02/16/2018 **.** *.** 02/16/2018 **.** *.**
Duke Energy, 3.75% 15apr2024, USD   USD 04/15/2024 02/16/2018 ***.*** *.** 02/16/2018 ***.*** *.**
Duke Energy, 3.75% 1sep2046, USD   USD 09/01/2046 02/16/2018 **.** *.** 02/16/2018 **.*** *.**
Duke Energy, 3.95% 15aug2047, USD   USD 08/15/2047 02/16/2018 **.** *.** 02/16/2018 **.** *.**
Duke Energy, FRN 8sep2020, USD   USD 09/08/2020 02/16/2018 ***.** * 02/16/2018 ***.** *
Duke Energy Carolinas, 2.5% 15mar2023, USD   USD 03/15/2023 02/16/2018 **.*** *.** 02/16/2018 **.*** *.**
Duke Energy Carolinas, 2.95% 1dec2026, USD   USD 12/01/2026 02/16/2018 **.*** *.** 02/16/2018 **.*** *.**
Duke Energy Carolinas, 3.70% 1dec2047, USD   USD 12/01/2047 02/16/2018 **.*** *.** 02/16/2018 **.** *.**
Duke Energy Carolinas, 3.75% 1jun2045, USD   USD 06/01/2045 02/16/2018 **.*** *.** 02/16/2018 **.*** *.**
Duke Energy Carolinas, 3.875% 15mar2046, USD   USD 03/15/2046 02/16/2018 **.*** *.** 02/16/2018 **.*** *.**
Duke Energy Florida, 1.85% 15jan2020, USD   USD 01/15/2020 02/16/2018 **.*** *.* 02/16/2018 **.*** *.**
Duke Energy Florida, 2.1% 15dec2019, USD   USD 12/15/2019 02/16/2018 **.** *.** 02/16/2018 **.* *.**
Duke Energy Florida, 3.2% 15jan2027, USD   USD 01/15/2027 02/16/2018 **.*** *.** 02/16/2018 **.*** *.**
Duke Energy Florida, 3.4% 1oct2046, USD   USD 10/01/2046 02/16/2018 **.** *.** 02/16/2018 **.* *.**
Duke Energy Ohio, 3.7% 15jun2046, USD   USD 06/15/2046 02/16/2018 **.*** *.** 02/16/2018 **.*** *.**
Duke Energy Progress, 3.25% 15aug2025, USD   USD 08/15/2025 02/16/2018 **.*** *.** 02/16/2018 **.** *.**
Duke Energy Progress, 3.6% 15sep2047, USD   USD 09/15/2047 02/16/2018 **.** * 02/16/2018 **.** *.**
Duke Energy Progress, 4.2% 15aug2045, USD   USD 08/15/2045 02/16/2018 ***.** *.** 02/16/2018 ***.** *
Duke Realty Corp, 3.25% 30jun2026, USD   USD 06/30/2026 02/16/2018 **.*** *.** 02/16/2018 **.*** *.**
Duke Realty Corp, 3.375% 15dec2027, USD   USD 12/15/2027 02/16/2018 **.** *.** 02/16/2018 **.** *.**
DXC Technology, 2.875% 27mar2020, USD   USD 03/27/2020 02/16/2018 **.** *.* 02/16/2018 ***.*** *.**
DXC Technology, 4.25% 15apr2024, USD   USD 04/15/2024 02/16/2018 ***.*** *.** 02/16/2018 ***.** *.**
DXC Technology, 4.45% 18sep2022, USD   USD 09/18/2022 02/16/2018 ***.*** *.** 02/16/2018 ***.*** *.**
DXC Technology, 4.75% 15apr2027, USD   USD 04/15/2027 02/16/2018 ***.** *.** 02/16/2018 ***.** *.**
Dynegy, 8.125% 30jan2026, USD   USD 01/30/2026 02/16/2018 ***.* *.* 02/16/2018 ***.** *.**
DZ BANK Capital Funding Trust II, FRN perp., EUR   EUR 02/16/2018 **.** * 02/16/2018 **.** *
E-Trade, 2.950% 24aug2022, USD   USD 08/24/2022 02/16/2018 **.** *.** 02/16/2018 **.*** *.**
E-Trade, 3.800% 24aug2027, USD   USD 08/24/2027 02/16/2018 **.*** *.** 02/16/2018 **.** *.**
Eastman Chemical, 1.5% 26may2023, EUR   EUR 05/26/2023 02/16/2018 ***.** *.** 02/16/2018 ***.** *.**
Eastman Chemical, 1.875% 23nov2026, EUR   EUR 11/23/2026 02/16/2018 ***.** *.** 02/16/2018 ***.** *.**
Eastman Chemical, 3.8% 15jan2020, USD   USD 01/15/2020 02/16/2018 **.** *.** 02/16/2018 ***.** *.**
Eastman Chemical, 3.8% 15mar2025, USD   USD 03/15/2025 02/16/2018 ***.** *.** 02/16/2018 ***.*** *.**
Eastman Chemical, 4.65% 15oct2044, USD   USD 10/15/2044 02/16/2018 ***.*** *.** 02/16/2018 ***.* *.**
Eaton, 0.75% 20sep2024, EUR   EUR 09/20/2024 02/16/2018 **.*** *.** 02/16/2018 **.** *.**
Eaton, 3.103% 15sep2027, USD   USD 09/15/2027 02/16/2018 **.** *.** 02/16/2018 **.** *.**
Eaton, 3.915% 15sep2047, USD   USD 09/15/2047 02/16/2018 **.** *.** 02/16/2018 **.** *.**
Eaton Vance, 3.5% 6apr2027, USD   USD 04/06/2027 02/16/2018 **.*** *.* 02/16/2018 **.*** *.**
eBay, 2.15% 5jun2020, USD   USD 06/05/2020 02/16/2018 **.*** *.* 02/16/2018 **.** *.**
eBay, 2.2% 1aug2019, USD   USD 08/01/2019 02/16/2018 **.** *.** 02/16/2018 **.** *.**
eBay, 2.5% 9mar2018, USD   USD 03/09/2018 02/16/2018 ***.** *.** 02/16/2018 ***.** *.**
eBay, 2.75% 30jan2023, USD   USD 01/30/2023 02/16/2018 **.*** *.* 02/16/2018 **.** *.**
eBay, 3.45% 1aug2024, USD   USD 08/01/2024 02/16/2018 **.** *.** 02/16/2018 **.** *.**
eBay, 3.6% 5jun2027, USD   USD 06/05/2027 02/16/2018 **.** *.** 02/16/2018 **.* *.**
eBay, 3.8% 9mar2022, USD   USD 03/09/2022 02/16/2018 ***.* *.** 02/16/2018 ***.*** *.**
eBay, FRN 30jan2023, USD   USD 01/30/2023 02/16/2018 ***.** * 02/16/2018 ***.** *
Ecolab, 1% 15jan2024, EUR   EUR 01/15/2024 02/16/2018 ***.** *.** 02/16/2018 ***.** *.**
Ecolab, 2.375% 10aug2022, USD   USD 08/10/2022 02/16/2018 **.*** *.** 02/16/2018 **.*** *.**
Ecolab, 2.625% 8jul2025, EUR   EUR 07/08/2025 02/16/2018 ***.** *.** 02/16/2018 ***.** *.**
Ecolab, 2.7% 1nov2026, USD   USD 11/01/2026 02/16/2018 **.*** *.** 02/16/2018 **.*** *.**
Edison International, 2.40% 15sep2022, USD   USD 09/15/2022 02/16/2018 **.*** *.** 02/16/2018 **.** *.**
Eldorado Resorts, 7% 1aug2023, USD   USD 08/01/2023 02/16/2018 ***.*** *.** 02/16/2018 ***.*** *.**
Eldorado Resorts, 7% 1aug2023, USD   USD 08/01/2023 02/16/2018 ***.** *.** 02/16/2018 ***.** *.**
Eli Lilly, 0% 24may2018, CHF (730D)   CHF 05/24/2018 02/16/2018 ***.* -*.** 02/16/2018 ***.* -*.**
Eli Lilly, 0.15% 24may2024, CHF   CHF 05/24/2024 02/16/2018 **.** *.** 02/16/2018 **.** *.**
Eli Lilly, 0.45% 24may2028, CHF   CHF 05/24/2028 02/16/2018 **.* *.** 02/16/2018 **.** *.**
Eli Lilly, 1% 2jun2022, EUR   EUR 06/02/2022 02/16/2018 ***.** *.** 02/16/2018 ***.** *.**
Eli Lilly, 1.25% 1mar2018, USD   USD 03/01/2018 02/16/2018 **.** *.** 02/16/2018 **.** *.**
Eli Lilly, 1.625% 2jun2026   EUR 06/02/2026 02/16/2018 ***.** *.** 02/16/2018 ***.* *.**
Eli Lilly, 2.125% 3jun2030   EUR 06/03/2030 02/16/2018 ***.** *.** 02/16/2018 ***.** *.**
Eli Lilly, 2.75% 1jun2025, USD   USD 06/01/2025 02/16/2018 **.** *.** 02/16/2018 **.** *.**
Eli Lilly, 3.7% 1mar2045, USD   USD 03/01/2045 02/16/2018 **.*** *.** 02/16/2018 **.*** *.**
EMD Finance, 2.4% 19mar2020, USD   USD 03/19/2020 02/16/2018 ***.** *.** 02/16/2018 ***.* *.**
EMD Finance, 2.95% 19mar2022, USD   USD 03/19/2022 02/16/2018 ***.** *.* 02/16/2018 ***.** *.**
EMD Finance, 3.25% 19mar2025, USD   USD 03/19/2025 02/16/2018 ***.** *.** 02/16/2018 ***.** *.**
Emera US Finance, 2.15% 15jun2019, USD   USD 06/15/2019 02/16/2018 **.** *.** 02/16/2018 **.** *.**
Emera US Finance, 2.7% 15jun2021, USD   USD 06/15/2021 02/16/2018 **.** *.** 02/16/2018 **.* *.**
Emera US Finance, 3.55% 15jun2026, USD   USD 06/15/2026 02/16/2018 **.*** *.** 02/16/2018 **.** *.*
Emera US Finance, 4.75% 15jun2046, USD   USD 06/15/2046 02/16/2018 ***.*** *.* 02/16/2018 ***.** *.**
Emigrant Capital Trust I, FRN 10dec2033, USD   USD 12/10/2033 02/16/2018 ** * 02/16/2018 ** *
Empire District Electric, 5.8% 1jul2035, USD   USD 07/01/2035 02/16/2018 ***.**** *.** 02/16/2018 ***.**** *.**
Enable Midstream, 2.4% 15may2019, USD   USD 05/15/2019 02/16/2018 **.*** *.** 02/16/2018 **.*** *.**
Enable Midstream, 3.9% 15may2024, USD   USD 05/15/2024 02/16/2018 **.*** *.** 02/16/2018 **.*** *.**
Enable Midstream, 4.4% 15mar2027, USD   USD 03/15/2027 02/16/2018 **.*** *.** 02/16/2018 **.* *.**
Enable Midstream, 5% 15may2044, USD   USD 05/15/2044 02/16/2018 **.*** *.** 02/16/2018 **.*** *.**
Endeavor Energy Resources, 5.5% 30jan2026, USD   USD 01/30/2026 02/16/2018 **.** *.** 02/16/2018 **.** *.**
Endeavor Energy Resources, 5.75% 30jan2028, USD   USD 01/30/2028 02/16/2018 **.** *.** 02/16/2018 **.** *.**
Endurance Speciality Holdings, 7% 15jul2034, USD   USD 07/15/2034 02/16/2018 ***.*** *.** 02/16/2018 ***.*** *.**
Energizer, 4.70% 19may2021, USD   USD 05/19/2021 02/16/2018 ***.** *.** 02/16/2018 ***.** *.**
Energy Transfer Equity, 5.875% 15jan2024, USD   USD 01/15/2024 02/16/2018 ***.*** *.** 02/16/2018 ***.*** *.**
Energy Transfer Equity, 7.5% 15oct2020, USD   USD 10/15/2020 02/16/2018 ***.* *.** 02/16/2018 ***.* *.**
Energy Transfer Partners, 4.05% 15mar2025, USD   USD 03/15/2025 02/16/2018 **.*** *.** 02/16/2018 **.*** *.**
Energy Transfer Partners, 4.9% 15mar2035, USD   USD 03/15/2035 02/16/2018 **.*** *.** 02/16/2018 **.*** *.**
Energy Transfer Partners, 5.15% 15mar2045, USD   USD 03/15/2045 02/16/2018 **.*** *.** 02/16/2018 **.*** *.**
EnLink Midstream Partners, 2.35% 15may2022, USD   USD 05/15/2022 02/16/2018 **.** *.** 02/16/2018 **.** *.**
EnLink Midstream Partners, 3.1% 15may2027, USD   USD 05/15/2027 02/16/2018 **.** *.** 02/16/2018 **.** *.*
EnLink Midstream Partners, 3.95% 15may2047, USD   USD 05/15/2047 02/16/2018 ***.** *.** 02/16/2018 ***.** *.**
EnLink Midstream Partners, 5.05% 1apr2045, USD   USD 04/01/2045 02/16/2018 **.* *.* 02/16/2018 **.** *.**
Ensco, 4.5% 1oct2024, USD   USD 10/01/2024 02/16/2018 ** *.** 02/16/2018 **.** *.**
Ensco, 4.7% 15mar2021, USD   USD 03/15/2021 02/16/2018 **.** *.** 02/16/2018 **.* *.**
Ensco, 5.2% 15mar2025, USD   USD 03/15/2025 02/16/2018 **.** *.** 02/16/2018 **.* *.**
Ensco, 5.75% 1oct2044, USD   USD 10/01/2044 02/16/2018 **.* *.** 02/16/2018 **.** *.**
Ensco, 7.75% 1feb2026, USD   USD 02/01/2026 02/16/2018 **.** *.** 02/16/2018 **.** *.**
Ensco, 8% 31jan2024, USD   USD 01/31/2024 02/16/2018 ***.** *.** 02/16/2018 *
Ensco, 8% 31jan2024, USD   USD 01/31/2024 02/16/2018 **.** **.** 02/16/2018 **.** **.**
Entergy, 2.67% 1jun2027, USD   USD 06/01/2027 02/16/2018 **.**** *.** 02/16/2018 *
Entergy, 2.95% 1sep2026, USD   USD 09/01/2026 02/16/2018 **.** *.* 02/16/2018 **.*** *.**
Entergy, 4% 15jul2022, USD   USD 07/15/2022 02/16/2018 ***.*** *.** 02/16/2018 ***.*** *.**
Enterprise Products Operating, 2.8% 15feb2021, USD   USD 02/15/2021 02/16/2018 **.** *.** 02/16/2018 **.** *.**
Enterprise Products Operating, 4.25% 15feb2048, USD   USD 02/15/2048 02/16/2018 **.*** *.* 02/16/2018 **.* *.**
Enterprise Products Operating, 5.375% 15feb2078, USD   USD 02/15/2078 02/16/2018 **.** * 02/16/2018 **.** *
Enterprise Products Partners, 1.65% 7may2018, USD   USD 05/07/2018 02/16/2018 **.*** *.** 02/16/2018 **.** *.**
Enterprise Products Partners, 3.7% 15feb2026, USD   USD 02/15/2026 02/16/2018 **.*** *.** 02/16/2018 ***.*** *.**
Enterprise Products Partners, 4.9% 15may2046, USD   USD 05/15/2046 02/16/2018 ***.** *.** 02/16/2018 ***.* *.**
EOG Resources, 3.15% 1apr2025, USD   USD 04/01/2025 02/16/2018 **.*** *.** 02/16/2018 **.*** *.**
EOG Resources, 3.9% 1apr2035, USD   USD 04/01/2035 02/16/2018 **.** *.** 02/16/2018 **.** *.**
EPR Properties, 4.5% 1apr2025, USD   USD 04/01/2025 02/16/2018 **.** *.** 02/16/2018 ***.*** *.**
EPR Properties, 4.5% 1jun2027, USD   USD 06/01/2027 02/16/2018 **.*** *.** 02/16/2018 **.*** *.**
EQT, 2.5% 1oct2020, USD   USD 10/01/2020 02/16/2018 **.** *.** 02/16/2018 **.** *
EQT, 3% 1oct2022, USD   USD 10/01/2022 02/16/2018 **.*** *.** 02/16/2018 **.* *.**
EQT, 3.9% 1oct2027, USD   USD 10/01/2027 02/16/2018 **.*** *.** 02/16/2018 **.** *.**
Equinix, 2.875% 1feb2026, EUR   EUR 02/01/2026 02/16/2018 **.** *.** 02/16/2018 **.** *.**
Equinix, 2.875% 1oct2025, EUR   EUR 10/01/2025 02/16/2018 **.** *.** 02/16/2018 **.** *.**
ERAC USA Finance, 2.7% 1nov2023, USD   USD 11/01/2023 02/16/2018 **.** *.** 02/16/2018 **.** *.**
ERAC USA Finance, 3.80% 1nov2025, USD   USD 11/01/2025 02/16/2018 ***.** *.** 02/16/2018 ***.** *.**
ERAC USA Finance, 3.85% 15nov2024, USD   USD 11/15/2024 02/16/2018 **.** *.** 02/16/2018 ***.** *.**
ERAC USA Finance, 4.2% 1nov2046, USD   USD 11/01/2046 02/16/2018 **.** *.** 02/16/2018 **.** *.**
ERAC USA Finance, 4.5% 15feb2045, USD   USD 02/15/2045 02/16/2018 **.** *.** 02/16/2018 **.** *.**
ERP Operating, 2.85% 1nov2026, USD   USD 11/01/2026 02/16/2018 **.*** *.** 02/16/2018 **.*** *.**
ERP Operating, 3.25% 1aug2027, USD   USD 08/01/2027 02/16/2018 **.*** *.** 02/16/2018 **.*** *.**
ERP Operating, 3.5% 1mar2028, USD   USD 03/01/2028 02/16/2018 **.** *.** 02/16/2018 **.** *.**
ERP Operating, 4% 1aug2047, USD   USD 08/01/2047 02/16/2018 **.*** *.** 02/16/2018 **.** *.**
Essex Portfolio, 3.5% 1apr2025, USD   USD 04/01/2025 02/16/2018 **.** *.** 02/16/2018 **.** *.**
Essex Portfolio, 3.625% 1may2027, USD   USD 05/01/2027 02/16/2018 **.*** *.** 02/16/2018 **.** *.*
Essex Portfolio, 3.875% 1may2024, USD   USD 05/01/2024 02/16/2018 ***.*** *.** 02/16/2018 ***.*** *.**
Estee Lauder, 1.8% 7feb2020, USD   USD 02/07/2020 02/16/2018 **.** *.** 02/16/2018 **.* *.*
Estee Lauder, 3.15% 15mar2027, USD   USD 03/15/2027 02/16/2018 **.** *.* 02/16/2018 **.* *.**
Estee Lauder, 4.15% 15mar2047, USD   USD 03/15/2047 02/16/2018 ***.** *.** 02/16/2018 ***.** *.**
Estee Lauder, 4.375% 15jun2045, USD   USD 06/15/2045 02/16/2018 ***.** *.* 02/16/2018 ***.** *.**
EV Energy Partners, 8% 15apr2019, USD   USD 04/15/2019 02/16/2018 **.* ***.** 02/16/2018 **.** **.**
EverBank Financial, 6% 15mar2026, USD   USD 03/15/2026 02/16/2018 ***.**** * 02/16/2018 ***.**** *
Everest Acquisition, 8% 15feb2025, USD   USD 02/15/2025 02/16/2018 **.** **.** 02/16/2018 **.** **.**
Everi Payments, 7.5% 15dec2025, USD   USD 12/15/2025 02/16/2018 ***.** *.* 02/16/2018 ***.** *.**
Eversource Energy, 2.75% 15mar2022, USD   USD 03/15/2022 02/16/2018 **.** *.** 02/16/2018 **.** *.**
Eversource Energy, 3.3% 15jan2028, USD   USD 01/15/2028 02/16/2018 **.** *.** 02/16/2018 **.** *.**
Exela, 10% 15jul2023, USD   USD 07/15/2023 02/16/2018 **.** **.** 02/16/2018 **.** **.**
Exelon, 2.85% 15jun2020, USD   USD 06/15/2020 02/16/2018 **.*** * 02/16/2018 **.*** *.**
Exelon, 2.95% 15jan2020, USD   USD 01/15/2020 02/16/2018 ***.*** *.* 02/16/2018 ***.* *.**
Exelon, 3.4% 15mar2022, USD   USD 03/15/2022 02/16/2018 ***.*** *.** 02/16/2018 ***.*** *.**
Exelon, 3.95% 15jun2025, USD   USD 06/15/2025 02/16/2018 ***.*** *.** 02/16/2018 ***.*** *.**
Exelon, 4.95% 15jun2035, USD   USD 06/15/2035 02/16/2018 ***.* *.** 02/16/2018 ***.*** *.**
Exelon, 5.1% 15jun2045, USD   USD 06/15/2045 02/16/2018 ***.*** *.** 02/16/2018 ***.*** *.**
Expedia, 2.5% 3jun2022, EUR   EUR 06/03/2022 02/16/2018 ***.* *.** 02/16/2018 ***.*** *.**
Expedia, 4.5% 15aug2024, USD   USD 08/15/2024 02/16/2018 ***.** *.** 02/16/2018 ***.* *.**
Express Scripts Holding, 2.6% 30nov2020, USD   USD 11/30/2020 02/16/2018 **.* *.** 02/16/2018 **.** *.**
Express Scripts Holding, 3% 15jul2023, USD   USD 07/15/2023 02/16/2018 **.** *.** 02/16/2018 **.** *.**
Express Scripts Holding, 3.05% 30nov2022, USD   USD 11/30/2022 02/16/2018 **.*** *.** 02/16/2018 **.** *.**
Express Scripts Holding, 3.4% 1mar2027, USD   USD 03/01/2027 02/16/2018 **.*** *.** 02/16/2018 **.** *.**
Express Scripts Holding, 4.8% 15jul2046, USD   USD 07/15/2046 02/16/2018 ***.** *.** 02/16/2018 ***.** *.**
Extraction Oil and Gas, 5.625% 1feb2026, USD   USD 02/01/2026 02/16/2018 **.** *.** 02/16/2018 **.** *.**
Exxon Mobil, 1.305% 6mar2018, USD   USD 03/06/2018 02/16/2018 **.** *.** 02/16/2018 **.** *.**
Exxon Mobil, 1.439% 1mar2018, USD   USD 03/01/2018 02/16/2018 **.** *.** 02/16/2018 *** *.**
Exxon Mobil, 1.912% 6mar2020, USD   USD 03/06/2020 02/16/2018 **.** *.** 02/16/2018 **.*** *.**
Exxon Mobil, 2.397% 6mar2022, USD   USD 03/06/2022 02/16/2018 **.*** *.** 02/16/2018 **.*** *.**
Exxon Mobil, 2.709% 6mar2025, USD   USD 03/06/2025 02/16/2018 **.** *.** 02/16/2018 **.*** *.**
Exxon Mobil, 3.567% 6mar2045, USD   USD 03/06/2045 02/16/2018 **.** *.** 02/16/2018 **.* *.**
Exxon Mobil, FRN 1mar2018, USD   USD 03/01/2018 02/16/2018 **.** * 02/16/2018 ***.* *
Exxon Mobil, FRN 6mar2022, USD   USD 03/06/2022 02/16/2018 ***.** * 02/16/2018 ***.** *
Fairfax (USA), 7.375% 15apr2018, USD   USD 04/15/2018 02/16/2018 ***.*** *.** 02/16/2018 ***.*** *.**
Fannie Mae, 0.875% 21may2018, USD   USD 05/21/2018 02/16/2018 **.** *.** 02/16/2018 ***.** -*.**
Fannie Mae, 1.125% 19oct2018, USD   USD 10/19/2018 02/16/2018 **.** *.** 02/16/2018 **.** *.*
Fannie Mae, 1.625% 27nov2018, USD   USD 11/27/2018 02/16/2018 **.** *.** 02/16/2018 **.** *.**
Fannie Mae, 1.750% 12sep2019, USD   USD 09/12/2019 02/16/2018 **.** *.* 02/16/2018 **.** *.*
Fannie Mae, 1.750% 20jun2019, USD   USD 06/20/2019 02/16/2018 **.** *.** 02/16/2018 **.** *.**
Fannie Mae, 2.625% 6sep2024, USD   USD 09/06/2024 02/16/2018 **.** *.** 02/16/2018 **.*** *.**
FBHS, 3% 2020, USD   USD 06/15/2020 02/16/2018 **.** *.** 02/16/2018 ***.** *.**
FBHS, 4% 2020, USD   USD 06/15/2025 02/16/2018 ***.*** *.** 02/16/2018 ***.** *.**
Federal Home Loan Banks, 0.875% 19mar2018, USD   USD 03/19/2018 02/16/2018 **.** *.** 02/16/2018 **.** *.**
Federal Home Loan Banks, 1.000% 10may2018, USD   USD 05/10/2018 02/16/2018 **.*** *.** 02/16/2018 **.**** *.**
Federal Home Loan Banks, 1.25% 28dec2018, USD   USD 12/28/2018 02/16/2018 **.**** *.** 02/16/2018 **.**** *.**
Federal Home Loan Banks, 1.250% 22may2020, USD   USD 05/22/2020 02/16/2018 **.*** *.** 02/16/2018 **.**** *.**
Federal Home Loan Banks, 1.4% 20jun2019, USD   USD 06/20/2019 02/16/2018 **.*** *.** 02/16/2018 **.*** *.**
Federal Home Loan Banks, 1.650% 26may2020, USD   USD 05/26/2020 02/16/2018 **.**** *.* 02/16/2018 **.**** *.**
Federal Home Loan Banks, 1.69% 29jun2020, USD   USD 06/29/2020 02/16/2018 **.**** *.** 02/16/2018 **.**** *.*
Federal Home Loan Banks, 1.8% 28aug2020, USD   USD 08/28/2020 02/16/2018 **.**** *.** 02/16/2018 **.**** *.**
Federal Home Loan Banks, 2% 23oct2024, USD   USD 10/23/2024 02/16/2018 ***.*** *.** 02/16/2018 ***.**** *.**
Federal Home Loan Banks, FRN 10oct2018, USD   USD 10/10/2018 02/16/2018 **.**** * 02/16/2018 ***.**** *
Federal Home Loan Banks, FRN 10oct2018, USD   USD 10/10/2018 02/16/2018 **.**** * 02/16/2018 ***.**** *
Federal Home Loan Banks, FRN 11apr2018, USD   USD 04/11/2018 02/16/2018 **.**** * 02/16/2018 **.**** *
Federal Home Loan Banks, FRN 12apr2018, USD   USD 04/12/2018 02/16/2018 ***.**** * 02/16/2018 ***.**** *
Federal Home Loan Banks, FRN 12apr2018, USD   USD 04/12/2018 02/16/2018 ***.**** * 02/16/2018 ***.**** *
Federal Home Loan Banks, FRN 12jul2018, USD   USD 07/12/2018 02/16/2018 ***.**** * 02/16/2018 ***.**** *
Federal Home Loan Banks, FRN 12jul2018, USD   USD 07/12/2018 02/16/2018 ***.*** * 02/16/2018 ***.*** *
Federal Home Loan Banks, FRN 12jul2018, USD   USD 07/12/2018 02/16/2018 **.**** * 02/16/2018 **.**** *
Federal Home Loan Banks, FRN 12jul2019, USD   USD 07/12/2019 02/16/2018 ***.*** * 02/16/2018 ***.*** *
Federal Home Loan Banks, FRN 12jun2018, USD   USD 06/12/2018 02/16/2018 ***.*** * 02/16/2018 ***.*** *
Federal Home Loan Banks, FRN 12jun2019, USD   USD 06/12/2019 02/16/2018 ***.*** * 02/16/2018 ***.*** *
Federal Home Loan Banks, FRN 12mar2018, USD   USD 03/12/2018 02/16/2018 **.**** * 02/16/2018 **.**** *
Federal Home Loan Banks, FRN 13feb2019, USD   USD 02/13/2019 02/16/2018 **.**** * 02/16/2018 ***.**** *
Federal Home Loan Banks, FRN 13feb2019, USD   USD 02/13/2019 02/16/2018 **.**** * 02/16/2018 ***.**** *
Federal Home Loan Banks, FRN 13jul2018, USD   USD 07/13/2018 02/16/2018 ***.**** * 02/16/2018 ***.**** *
Federal Home Loan Banks, FRN 13nov2018, USD   USD 11/13/2018 02/16/2018 ***.*** * 02/16/2018 ***.*** *
Federal Home Loan Banks, FRN 14may2018, USD   USD 05/14/2018 02/16/2018 ***.** * 02/16/2018 ***.*** *
Federal Home Loan Banks, FRN 14may2018, USD   USD 05/14/2018 02/16/2018 **.**** * 02/16/2018 **.**** *
Federal Home Loan Banks, FRN 14may2018, USD   USD 05/14/2018 02/16/2018 ***.** * 02/16/2018 ***.*** *
Federal Home Loan Banks, FRN 15may2018, USD   USD 05/15/2018 02/16/2018 ***.**** * 02/16/2018 ***.**** *
Federal Home Loan Banks, FRN 16mar2018, USD   USD 03/16/2018 02/16/2018 **.*** * 02/16/2018 **.**** *
Federal Home Loan Banks, FRN 16nov2018, USD   USD 11/16/2018 02/16/2018 ***.*** * 02/16/2018 ***.*** *
Federal Home Loan Banks, FRN 16nov2018, USD   USD 11/16/2018 02/16/2018 ***.*** *.** 02/16/2018 ***.*** *.**
Federal Home Loan Banks, FRN 17apr2018, USD   USD 04/17/2018 02/16/2018 ***.*** * 02/16/2018 ***.*** *
Federal Home Loan Banks, FRN 17apr2018, USD   USD 04/17/2018 02/16/2018 ***.**** * 02/16/2018 ***.**** *
Federal Home Loan Banks, FRN 17apr2018, USD   USD 04/17/2018 02/16/2018 **.**** * 02/16/2018 **.**** *
Federal Home Loan Banks, FRN 17jan2019, USD   USD 01/17/2019 02/16/2018 ***.*** * 02/16/2018 ***.*** *
Federal Home Loan Banks, FRN 17jul2019, USD   USD 07/17/2019 02/16/2018 ***.*** * 02/16/2018 ***.*** *
Federal Home Loan Banks, FRN 17oct2018, USD   USD 10/17/2018 02/16/2018 **.**** * 02/16/2018 ***.**** *
Federal Home Loan Banks, FRN 18jan2019, USD   USD 01/18/2019 02/16/2018 ***.**** * 02/16/2018 ***.**** *
Federal Home Loan Banks, FRN 18jan2019, USD   USD 01/18/2019 02/16/2018 ***.*** * 02/16/2018 ***.*** *
Federal Home Loan Banks, FRN 18may2018, USD   USD 05/18/2018 02/16/2018 ***.*** * 02/16/2018 ***.*** *
Federal Home Loan Banks, FRN 19apr2018, USD   USD 04/19/2018 02/16/2018 ***.*** * 02/16/2018 ***.*** *
Federal Home Loan Banks, FRN 19mar2018, USD   USD 03/19/2018 02/16/2018 ***.*** * 02/16/2018 ***.*** *
Federal Home Loan Banks, FRN 19nov2018, USD   USD 11/19/2018 02/16/2018 *** * 02/16/2018 ***.*** *
Federal Home Loan Banks, FRN 19oct2018, USD   USD 10/19/2018 02/16/2018 **.**** * 02/16/2018 ***.**** *
Federal Home Loan Banks, FRN 1feb2019, USD   USD 02/01/2019 02/16/2018 **.**** * 02/16/2018 ***.**** *
Federal Home Loan Banks, FRN 1feb2019, USD   USD 02/01/2019 02/16/2018 ***.**** * 02/16/2018 ***.**** *
Federal Home Loan Banks, FRN 1jun2018, USD   USD 06/01/2018 02/16/2018 ***.**** * 02/16/2018 ***.**** *
Federal Home Loan Banks, FRN 1jun2018, USD   USD 06/01/2018 02/16/2018 ***.**** * 02/16/2018 ***.**** *
Federal Home Loan Banks, FRN 1mar2018, USD   USD 03/01/2018 02/16/2018 ***.**** * 02/16/2018 ***.*** *
Federal Home Loan Banks, FRN 1mar2018, USD   USD 03/01/2018 02/16/2018 **.**** * 02/16/2018 **.**** *
Federal Home Loan Banks, FRN 1mar2019, USD   USD 03/01/2019 02/16/2018 **.*** * 02/16/2018 ***.**** *
Federal Home Loan Banks, FRN 1mar2019, USD   USD 03/01/2019 02/16/2018 ***.**** * 02/16/2018 ***.**** *
Federal Home Loan Banks, FRN 1oct2018, USD   USD 10/01/2018 02/16/2018 ***.*** * 02/16/2018 ***.*** *
Federal Home Loan Banks, FRN 20apr2018, USD   USD 04/20/2018 02/16/2018 ***.**** * 02/16/2018 ***.**** *
Federal Home Loan Banks, FRN 20aug2018, USD   USD 08/20/2018 02/16/2018 ***.** * 02/16/2018 ***.*** *
Federal Home Loan Banks, FRN 20jul2018, USD   USD 07/20/2018 02/16/2018 ***.*** * 02/16/2018 ***.*** *
Federal Home Loan Banks, FRN 20jul2018, USD   USD 07/20/2018 02/16/2018 ***.**** * 02/16/2018 ***.**** *
Federal Home Loan Banks, FRN 20jun2019, USD   USD 06/20/2019 02/16/2018 ***.*** * 02/16/2018 ***.*** *
Federal Home Loan Banks, FRN 21dec2018, USD   USD 12/21/2018 02/16/2018 ***.*** * 02/16/2018 ***.*** *
Federal Home Loan Banks, FRN 21dec2018, USD   USD 12/21/2018 02/16/2018 *** * 02/16/2018 ***.*** *
Federal Home Loan Banks, FRN 22feb2018, USD   USD 02/22/2018 02/16/2018 **.**** * 02/16/2018 **.**** *
Federal Home Loan Banks, FRN 22feb2018, USD   USD 02/22/2018 02/16/2018 **.**** * 02/16/2018 **.**** *
Federal Home Loan Banks, FRN 22may2018, USD   USD 05/22/2018 02/16/2018 ***.*** * 02/16/2018 ***.*** *
Federal Home Loan Banks, FRN 23aug2018, USD   USD 08/23/2018 02/16/2018 ***.**** * 02/16/2018 ***.**** *
Federal Home Loan Banks, FRN 23feb2018, USD   USD 02/23/2018 02/16/2018 **.**** * 02/16/2018 **.**** *
Federal Home Loan Banks, FRN 23feb2018, USD   USD 02/23/2018 02/16/2018 **.**** * 02/16/2018 **.**** *
Federal Home Loan Banks, FRN 23feb2018, USD   USD 02/23/2018 02/16/2018 **.**** * 02/16/2018 **.**** *
Federal Home Loan Banks, FRN 23jan2019, USD   USD 01/23/2019 02/16/2018 ***.**** * 02/16/2018 ***.**** *
Federal Home Loan Banks, FRN 24aug2018, USD   USD 08/24/2018 02/16/2018 ***.*** * 02/16/2018 ***.*** *
Federal Home Loan Banks, FRN 24jan2019, USD   USD 01/24/2019 02/16/2018 ***.*** * 02/16/2018 ***.*** *
Federal Home Loan Banks, FRN 24jul2018, USD   USD 07/24/2018 02/16/2018 ***.**** * 02/16/2018 ***.**** *
Federal Home Loan Banks, FRN 25apr2018, USD   USD 04/25/2018 02/16/2018 ***.**** * 02/16/2018 ***.**** *
Federal Home Loan Banks, FRN 25apr2018, USD   USD 04/25/2018 02/16/2018 ***.**** * 02/16/2018 ***.**** *
Federal Home Loan Banks, FRN 25apr2018, USD   USD 04/25/2018 02/16/2018 ***.**** * 02/16/2018 ***.**** *
Federal Home Loan Banks, FRN 25feb2019, USD   USD 02/25/2019 02/16/2018 ***.** * 02/16/2018 ***.*** *
Federal Home Loan Banks, FRN 25feb2019, USD   USD 02/25/2019 02/16/2018 ***.** * 02/16/2018 ***.*** *
Federal Home Loan Banks, FRN 25jun2018, USD   USD 06/25/2018 02/16/2018 ***.**** * 02/16/2018 ***.**** *
Federal Home Loan Banks, FRN 25may2018, USD   USD 05/25/2018 02/16/2018 ***.*** * 02/16/2018 ***.*** *
Federal Home Loan Banks, FRN 25may2018, USD   USD 05/25/2018 02/16/2018 ***.*** * 02/16/2018 ***.*** *
Federal Home Loan Banks, FRN 26apr2018, USD   USD 04/26/2018 02/16/2018 ***.*** * 02/16/2018 ***.*** *
Federal Home Loan Banks, FRN 26apr2019, USD   USD 04/26/2019 02/16/2018 ***.*** * 02/16/2018 ***.*** *
Federal Home Loan Banks, FRN 26feb2018, USD   USD 02/26/2018 02/16/2018 **.**** * 02/16/2018 **.*** *
Federal Home Loan Banks, FRN 26feb2018, USD   USD 02/26/2018 02/16/2018 **.**** * 02/16/2018 **.*** *
Federal Home Loan Banks, FRN 26mar2018, USD   USD 03/26/2018 02/16/2018 **.**** * 02/16/2018 **.**** *
Federal Home Loan Banks, FRN 26mar2018, USD   USD 03/26/2018 02/16/2018 **.**** * 02/16/2018 **.**** *
Federal Home Loan Banks, FRN 26oct2018, USD   USD 10/26/2018 02/16/2018 ***.**** * 02/16/2018 ***.**** *
Federal Home Loan Banks, FRN 26oct2018, USD   USD 10/26/2018 02/16/2018 ***.**** * 02/16/2018 ***.**** *
Federal Home Loan Banks, FRN 27apr2018, USD   USD 04/27/2018 02/16/2018 ***.**** * 02/16/2018 ***.** *
Federal Home Loan Banks, FRN 27feb2019, USD   USD 02/27/2019 02/16/2018 ***.**** * 02/16/2018 ***.**** *
Federal Home Loan Banks, FRN 27jul2018, USD   USD 07/27/2018 02/16/2018 ***.*** * 02/16/2018 ***.*** *
Federal Home Loan Banks, FRN 27jul2018, USD   USD 07/27/2018 02/16/2018 ***.*** * 02/16/2018 ***.*** *
Federal Home Loan Banks, FRN 27jul2018, USD   USD 07/27/2018 02/16/2018 ***.**** * 02/16/2018 ***.**** *
Federal Home Loan Banks, FRN 27jul2018, USD   USD 07/27/2018 02/16/2018 ***.*** * 02/16/2018 ***.*** *
Federal Home Loan Banks, FRN 27jun2019, USD   USD 06/27/2019 02/16/2018 ***.*** * 02/16/2018 ***.*** *
Federal Home Loan Banks, FRN 28jun2019, USD   USD 06/28/2019 02/16/2018 ***.*** * 02/16/2018 ***.*** *
Federal Home Loan Banks, FRN 28may2019, USD   USD 05/28/2019 02/16/2018 ***.*** * 02/16/2018 ***.*** *
Federal Home Loan Banks, FRN 28may2019, USD   USD 05/28/2019 02/16/2018 ***.*** * 02/16/2018 ***.*** *
Federal Home Loan Banks, FRN 3jul2018, USD   USD 07/03/2018 02/16/2018 ***.*** * 02/16/2018 ***.*** *
Federal Home Loan Banks, FRN 3may2018, USD   USD 05/03/2018 02/16/2018 ***.**** * 02/16/2018 ***.** *
Federal Home Loan Banks, FRN 3oct2018, USD   USD 10/03/2018 02/16/2018 ***.*** * 02/16/2018 ***.*** *
Federal Home Loan Banks, FRN 5jul2019, USD   USD 07/05/2019 02/16/2018 ***.*** * 02/16/2018 ***.*** *
Federal Home Loan Banks, FRN 5jun2018, USD   USD 06/05/2018 02/16/2018 ***.**** * 02/16/2018 ***.**** *
Federal Home Loan Banks, FRN 5jun2018, USD   USD 06/05/2018 02/16/2018 ***.**** * 02/16/2018 ***.**** *
Federal Home Loan Banks, FRN 5jun2018, USD   USD 06/05/2018 02/16/2018 ***.*** * 02/16/2018 ***.**** *
Federal Home Loan Banks, FRN 5oct2018, USD   USD 10/05/2018 02/16/2018 **.**** * 02/16/2018 **.**** *
Federal Home Loan Banks, FRN 6apr2018, USD   USD 04/06/2018 02/16/2018 **.**** * 02/16/2018 **.**** *
Federal Home Loan Banks, FRN 6apr2018, USD   USD 04/06/2018 02/16/2018 ***.**** * 02/16/2018 ***.**** *
Federal Home Loan Banks, FRN 6feb2019, USD   USD 02/06/2019 02/16/2018 ***.*** * 02/16/2018 ***.*** *
Federal Home Loan Banks, FRN 6jul2018, USD   USD 07/06/2018 02/16/2018 ***.*** * 02/16/2018 ***.*** *
Federal Home Loan Banks, FRN 6mar2018, USD   USD 03/06/2018 02/16/2018 **.*** * 02/16/2018 **.*** *
Federal Home Loan Banks, FRN 7feb2019, USD   USD 02/07/2019 02/16/2018 ***.**** * 02/16/2018 ***.**** *
Federal Home Loan Banks, FRN 7mar2018, USD   USD 03/07/2018 02/16/2018 **.** * 02/16/2018 **.**** *
Federal Home Loan Banks, FRN 7mar2018, USD   USD 03/07/2018 02/16/2018 **.**** * 02/16/2018 **.**** *
Federal Home Loan Banks, FRN 9jul2018, USD   USD 07/09/2018 02/16/2018 **.**** * 02/16/2018 **.**** *
Federal Home Loan Banks, FRN 9mar2018, USD   USD 03/09/2018 02/16/2018 **.**** * 02/16/2018 **.*** *
Federal Home Loan Banks, FRN 9may2018, USD   USD 05/09/2018 02/16/2018 ***.*** * 02/16/2018 ***.** *
Federal Home Loan Banks, FRN 9may2018, USD   USD 05/09/2018 02/16/2018 **.**** * 02/16/2018 **.**** *
Federal Home Loan Banks, FRN 9nov2018, USD   USD 11/09/2018 02/16/2018 ***.**** * 02/16/2018 ***.**** *
Federal-Mogul Holdings, 4.875% 15apr2022, EUR   EUR 04/15/2022 02/16/2018 ***.** *.** 02/16/2018 ***.** *.**
Federal-Mogul Holdings, 5% 15jul2024, EUR   EUR 07/15/2024 02/16/2018 **.** *.** 02/16/2018 **.** *.**
FedEx, 0.5% 9apr2020, EUR   EUR 04/09/2020 02/16/2018 ***.** *.** 02/16/2018 ***.*** *.**
FedEx, 1% 11jan2023, EUR   EUR 01/11/2023 02/16/2018 ***.* *.** 02/16/2018 ***.** *.**
FedEx, 1.65% 11jan2027, EUR   EUR 01/11/2027 02/16/2018 ***.** *.** 02/16/2018 ***.** *.**
FedEx, FRN 11apr2019, EUR   EUR 04/11/2019 02/16/2018 ***.** * 02/16/2018 ***.** *
Fidelity International (FIL), 2.5% 4nov2026, EUR   EUR 11/04/2026 02/16/2018 ***.** *.** 02/16/2018 ***.** *.**
Fidelity International (FIL), 6.75% 19oct2020, GBP   GBP 10/19/2020 02/16/2018 ***.** *.** 02/16/2018 ***.** *.**
Fidelity International (FIL), 7.125% 13feb2024, GBP   GBP 02/13/2024 02/16/2018 ***.* *.* 02/16/2018 ***.* *.**
Fifth Third Bancorp, 2.875% 27jul2020, USD   USD 07/27/2020 02/16/2018 **.*** *.** 02/16/2018 ***.** *.**
First Cash, 5.375% 1jun2024, USD   USD 06/01/2024 02/16/2018 ***.** *.** 02/16/2018 ***.** *.**
FirstEnergy, 2.85% 15jul2022, USD   USD 07/15/2022 02/16/2018 **.** *.* 02/16/2018 **.** *.**
FirstEnergy, 3.9% 15jul2027, USD (Series B)   USD 07/15/2027 02/16/2018 **.** *.** 02/16/2018 **.** *.**
FirstEnergy, 4.85% 15jul2047, USD   USD 07/15/2047 02/16/2018 ***.** *.** 02/16/2018 ***.** *.**
FIS (Fidelity National Information), 0.4% 15jan2021, EUR   EUR 01/15/2021 02/16/2018 ***.*** *.** 02/16/2018 ***.** *.**
FIS (Fidelity National Information), 1.1% 15jul2024, EUR   EUR 07/15/2024 02/16/2018 ** *.** 02/16/2018 **.** *.**
FIS (Fidelity National Information), 2.25% 15aug2021, USD   USD 08/15/2021 02/16/2018 **.** *.** 02/16/2018 **.** *.**
FIS (Fidelity National Information), 3% 15aug2026, USD   USD 08/15/2026 02/16/2018 **.** *.** 02/16/2018 **.** *.**
FIS (Fidelity National Information), 4.5% 15aug2046, USD   USD 08/15/2046 02/16/2018 **.** *.** 02/16/2018 **.** *.**
Fiserv, 2.7% 1jun2020, USD   USD 06/01/2020 02/16/2018 **.** *.** 02/16/2018 ***.*** *.**
Fiserv, 3.85% 1jun2025, USD   USD 06/01/2025 02/16/2018 ***.*** *.** 02/16/2018 ***.*** *.**
Five Point Operating Company, 7.875% 15nov2025, USD   USD 11/15/2025 02/16/2018 ***.** *.** 02/16/2018 ***.** *.**
Florida Power & Light, 3.70% 1dec2047, USD   USD 12/01/2047 02/16/2018 **.*** *.** 02/16/2018 **.** *.**
Flowserve, 1.25% 17mar2022, EUR   EUR 03/17/2022 02/16/2018 **.*** *.** 02/16/2018 ***.** *.**
Fluor, 1.75% 21mar2023, EUR   EUR 03/21/2023 02/16/2018 ***.** * 02/16/2018 ***.* *.**
FMC Technologies, 3.45% 1oct2022, USD   USD 10/01/2022 02/16/2018 **.*** *.** 02/16/2018 ***.*** *.**
Ford, 2.597% 4nov2019, USD   USD 11/04/2019 02/16/2018 **.** *.** 02/16/2018 **.*** *.**
Ford, 4.346% 8dec2026, USD   USD 12/08/2026 02/16/2018 **.*** *.** 02/16/2018 **.** *.**
Ford, 5.291% 8dec2046, USD   USD 12/08/2046 02/16/2018 **.*** *.** 02/16/2018 **.** *.**
Ford, 7.45% 16jul2031, USD   USD 07/16/2031 02/16/2018 ***.** *.** 02/16/2018 ***.** *.**
Ford Motor Credit Company, 1.355% 7feb2025, EUR   EUR 02/07/2025 02/16/2018 **.** *.** 02/16/2018 **.** *.**
Ford Motor Credit Company, 1.897% 12aug2019, USD   USD 08/12/2019 02/16/2018 **.** *.** 02/16/2018 **.** *.**
Ford Motor Credit Company, 2.021% 3may2019, USD   USD 05/03/2019 02/16/2018 **.* *.* 02/16/2018 **.** *.*
Ford Motor Credit Company, 2.24% 15jun2018, USD   USD 06/15/2018 02/16/2018 **.** *.* 02/16/2018 ***.** *
Ford Motor Credit Company, 2.262% 28mar2019, USD   USD 03/28/2019 02/16/2018 **.** *.** 02/16/2018 **.** *.**
Ford Motor Credit Company, 2.343% 2nov2020, USD   USD 11/02/2020 02/16/2018 **.*** *.* 02/16/2018 **.** *.**
Ford Motor Credit Company, 2.425% 12jun2020, USD   USD 06/12/2020 02/16/2018 **.** *.** 02/16/2018 **.* *.**
Ford Motor Credit Company, 2.459% 27mar2020, USD   USD 03/27/2020 02/16/2018 **.** *.** 02/16/2018 **.*** *.**
Ford Motor Credit Company, 2.681% 9jan2020, USD   USD 01/09/2020 02/16/2018 **.*** *.** 02/16/2018 **.** *.**
Ford Motor Credit Company, 2.943% 8jan2019, USD   USD 01/08/2019 02/16/2018 ***.* *.** 02/16/2018 ***.** *.**
Ford Motor Credit Company, 2.979% 3aug2022, USD   USD 08/03/2022 02/16/2018 **.** *.* 02/16/2018 **.*** *.**
Ford Motor Credit Company, 3.096% 4may2023, USD   USD 05/04/2023 02/16/2018 **.** *.** 02/16/2018 **.** *.**
Ford Motor Credit Company, 3.157% 4aug2020, USD   USD 08/04/2020 02/16/2018 **.** *.* 02/16/2018 **.*** *.**
Ford Motor Credit Company, 3.339% 28mar2022, USD   USD 03/28/2022 02/16/2018 **.* *.** 02/16/2018 **.** *.**
Ford Motor Credit Company, 3.588% 2jun2020, AUD   AUD 06/02/2020 02/16/2018 ***.** *.** 02/16/2018 ***.* *.**
Ford Motor Credit Company, 3.7% 11mar2019, SGD   SGD 03/11/2019 02/16/2018 ***.*********** *.** 02/16/2018 ***.*********** *.**
Ford Motor Credit Company, 3.81% 9jan2024, USD   USD 01/09/2024 02/16/2018 **.** *.** 02/16/2018 **.*** *.**
Ford Motor Credit Company, 3.815% 2nov2027, USD   USD 11/02/2027 02/16/2018 **.** *.** 02/16/2018 **.** *.**
Ford Motor Credit Company, 4% 20feb2024, USD   USD 02/20/2024 02/16/2018 **.*** *.** 02/16/2018 ***.*** *.**
Ford Motor Credit Company, 4.05% 10dec2018, AUD   AUD 12/10/2018 02/16/2018 ***.** *.** 02/16/2018 ***.** *.**
Ford Motor Credit Company, 4.134% 4aug2025, USD   USD 08/04/2025 02/16/2018 **.* *.** 02/16/2018 **.* *.**
Ford Motor Credit Company, FRN 15jun2018, USD   USD 06/15/2018 02/16/2018 **.** * 02/16/2018 ***.** *
Ford Motor Credit Company, FRN 1dec2021, EUR   EUR 12/01/2021 02/16/2018 ***.** * 02/16/2018 ***.** *
Ford Motor Credit Company, FRN 1dec2024, EUR   EUR 12/01/2024 02/16/2018 ***.** * 02/16/2018 ***.** *
Ford Motor Credit Company, FRN 28mar2022, USD   USD 03/28/2022 02/16/2018 ***.** * 02/16/2018 ***.** *
Ford Motor Credit Company, FRN 2nov2020, USD   USD 11/02/2020 02/16/2018 **.** * 02/16/2018 **.** *
Ford Motor Credit Company, FRN 3aug2022, USD   USD 08/03/2022 02/16/2018 ***.** * 02/16/2018 ***.** *
Ford Motor Credit Company, FRN 7dec2022, EUR   EUR 12/07/2022 02/16/2018 **.** * 02/16/2018 ***.** *
Ford Motor Credit Company, FRN 9jan2020, USD   USD 01/09/2020 02/16/2018 ***.** * 02/16/2018 ***.** *
Franklin Resources, 2.850% 30mar2025, USD   USD 03/30/2025 02/16/2018 **.*** *.** 02/16/2018 **.*** *.**
Freddie Mac, 1.875% 17nov2020, USD   USD 11/17/2020 02/16/2018 **.* *.** 02/16/2018 **.** *.**
Freddie Mac, 4.875% 13jun2018, USD   USD 06/13/2018 02/16/2018 **.*** *.** 02/16/2018 ***.*** *.**
Freeport-McMoRan, 3.55% 1mar2022, USD   USD 03/01/2022 02/16/2018 **.** *.** 02/16/2018 **.* *.**
Freeport-McMoRan, 4% 14nov2021, USD   USD 11/14/2021 02/16/2018 **.** *.** 02/16/2018 **.** *.**
Freeport-McMoRan, 4.55% 14nov2024, USD   USD 11/14/2024 02/16/2018 **.* *.** 02/16/2018 **.** *.**
Freeport-McMoRan, 5.4% 14nov2034, USD   USD 11/14/2034 02/16/2018 **.** *.** 02/16/2018 **.** *.**
Fresenius Medical Care US Finance II Inc, 5.625% 31jul2019, USD   USD 07/31/2019 02/16/2018 ***.** *.** 02/16/2018 ***.** *.*
Fresenius Medical Care US Finance II Inc, 5.875% 31jan2022, USD   USD 01/31/2022 02/16/2018 ***.* *.** 02/16/2018 ***.** *.**
Fresenius Medical Care US Finance II Inc, 6.5% 15sep2018, USD   USD 09/15/2018 02/16/2018 *** *.** 02/16/2018 ***.* *.**
Fresenius U.S Finance II, 4.25% 1feb2021, USD   USD 02/01/2021 02/16/2018 ***.* *.** 02/16/2018 ***.** *.**
Frontier Communications, 10.5% 15sep2022, USD   USD 09/15/2022 02/16/2018 **.* **.* 02/16/2018 **.** **.**
Frontier Communications, 10.5% 15sep2022, USD   USD 09/15/2022 02/16/2018 **.** **.** 02/16/2018 **.** **.**
Frontier Communications, 11% 15sep2025, USD   USD 09/15/2025 02/16/2018 **.** **.* 02/16/2018 **.* **.**
Frontier Communications, 11% 15sep2025, USD   USD 09/15/2025 02/16/2018 **.** **.** 02/16/2018 **.* **.**
Frontier Communications, 8.5% 15apr2020, USD   USD 04/15/2020 02/16/2018 **.* **.* 02/16/2018 **.** **.**
Frontier Communications, 8.75% 15apr2022, USD   USD 04/15/2022 02/16/2018 **.** **.** 02/16/2018 **.** **.*
Frontier Communications, 8.875% 15sep2020, USD   USD 09/15/2020 02/16/2018 **.** **.** 02/16/2018 **.** **.**
FS Investment, 4.25% 15jan2020, USD   USD 01/15/2020 02/16/2018 ***.*** *.** 02/16/2018 ***.*** *.**
GameStop, 6.75% 15mar2021, USD   USD 03/15/2021 02/16/2018 ***.* *.** 02/16/2018 ***.** *.**
Gap, 5.95% 12apr2021, USD   USD 04/12/2021 02/16/2018 ***.********** *.** 02/16/2018 ***.* *.**
General Dynamics, 1.875% 15aug2023, USD   USD 08/15/2023 02/16/2018 **.** *.** 02/16/2018 **.** *.**
General Dynamics, 2.125% 15aug2026, USD   USD 08/15/2026 02/16/2018 **.*** *.** 02/16/2018 **.*** *.**
General Dynamics, 2.375% 15nov2024, USD   USD 11/15/2024 02/16/2018 **.** *.** 02/16/2018 **.** *.**
General Dynamics, 2.625% 15nov2027, USD   USD 11/15/2027 02/16/2018 **.** *.* 02/16/2018 **.* *.**
General Electric, 0.375% 17may2022, EUR   EUR 05/17/2022 02/16/2018 **.** *.** 02/16/2018 **.** *.**
General Electric, 0.605% 17may2025, EUR   EUR 05/17/2025 02/16/2018 **.** *.** 02/16/2018 **.** *.**
General Electric, 1.25% 26may2023, EUR   EUR 05/26/2023 02/16/2018 ***.** *.** 02/16/2018 ***.** *.**
General Electric, 1.5% 17may2029, EUR   EUR 05/17/2029 02/16/2018 **.** *.** 02/16/2018 **.** *.**
General Electric, 1.875% 28may2027, EUR   EUR 05/28/2027 02/16/2018 ***.** *.* 02/16/2018 ***.** *.**
General Electric, 2.125% 17may2037, EUR   EUR 05/17/2037 02/16/2018 **.* *.** 02/16/2018 ** *.**
General Electric, 2.25% 20jul2020, EUR   EUR 07/20/2020 02/16/2018 ***.** *.** 02/16/2018 ***.** *.**
General Electric, 4% 15jun2032, USD   USD 06/15/2032 02/16/2018 **.*** *.** 02/16/2018 **.*** *.**
General Electric, 4.125% 30jul2018, AUD   AUD 07/30/2018 02/16/2018 ***.** *.** 02/16/2018 ***.** *.**
General Electric, 4.35% 3nov2021, EUR   EUR 11/03/2021 02/16/2018 ***.** *.** 02/16/2018 ***.* *.**
General Electric, 4.375% 31jul2019, GBP   GBP 07/31/2019 02/16/2018 ***.** *.** 02/16/2018 ***.** *.*
General Electric, 4.5% 15oct2025, USD   USD 10/15/2025 02/16/2018 ***.** *.** 02/16/2018 ***.*** *.**
General Electric, 4.625% 22feb2027, EUR   EUR 02/22/2027 02/16/2018 ***.** *.** 02/16/2018 ***.** *.**
General Electric, 4.93% 27jun2018, HKD   HKD 06/27/2018 02/16/2018 ***.**** *.** 02/16/2018 ***.**** *.**
General Electric, 5.125% 24may2023, GBP   GBP 05/24/2023 02/16/2018 ***.** *.** 02/16/2018 ***.* *.**
General Electric, 5.2% 15jul2034, USD   USD 07/15/2034 02/16/2018 ***.*** *.** 02/16/2018 ***.*** *.**
General Electric, 5.25% 15jun2034, USD   USD 06/15/2034 02/16/2018 ***.*** *.** 02/16/2018 ***.*** *.**
General Electric, 5.375% 23jan2020, EUR   EUR 01/23/2020 02/16/2018 ***.* -* 02/16/2018 ***.** -*.**
General Electric, 5.875% 18jan2033, GBP   GBP 01/18/2033 02/16/2018 ***.** *.** 02/16/2018 ***.** *.**
General Electric, 5.875% 4nov2020, GBP   GBP 11/04/2020 02/16/2018 ***.*** *.** 02/16/2018 ***.** *.**
General Electric, 6% 15jan2019, EUR   EUR 01/15/2019 02/16/2018 ***.** -*.** 02/16/2018 ***.*** -*.**
General Electric, 6.025% 1mar2038, EUR   EUR 03/01/2038 02/16/2018 ***.** *.** 02/16/2018 ***.** *.**
General Electric, 6.75% 6aug2018, GBP   GBP 08/06/2018 02/16/2018 ***.** *.** 02/16/2018 ***.** *.**
General Electric, FRN 28may2020, EUR   EUR 05/28/2020 02/16/2018 ***.** * 02/16/2018 ***.** *
General Electric Capital, 15.75% 16apr2018, TRY   TRY 04/16/2018 02/16/2018 ***.** **.* 02/16/2018 ***.** **.**
General Electric Capital, 2.2% 9jan2020, USD   USD 01/09/2020 02/16/2018 **.** *.** 02/16/2018 **.** *.**
General Electric Capital, 2.3% 14jan2019, USD   USD 01/14/2019 02/16/2018 **.*** *.** 02/16/2018 ***.*** *.*
General Electric Capital, 2.5% 28mar2020, USD   USD 03/28/2020 02/16/2018 **.** *.** 02/16/2018 **.** *.**
General Electric Capital, 2.875% 18jun2019, EUR   EUR 06/18/2019 02/16/2018 ***.** -*.** 02/16/2018 ***.** -*.**
General Electric Capital, 3% 28feb2018, NOK   NOK 02/28/2018 02/16/2018 ***.** *.** 02/16/2018 ***.*** *.**
General Electric Capital, 3.25% 30jul2019, SEK   SEK 07/30/2019 02/16/2018 ***.** *.** 02/16/2018 ***.** *.**
General Electric Capital, 3.856% 20jun2030, EUR   EUR 06/20/2030 02/16/2018 ***.**** *.** 02/16/2018 ***.**** *.**
General Electric Capital, 4% 15aug2018, USD   USD 08/15/2018 02/16/2018 ***.*** *.** 02/16/2018 ***.*** *.**
General Electric Capital, 4% 15aug2019, USD   USD 08/15/2019 02/16/2018 ***.*** *.** 02/16/2018 ***.*** *.**
General Electric Capital, 4.125% 19sep2035, EUR   EUR 09/19/2035 02/16/2018 ***.** *.** 02/16/2018 ***.** *.**
General Electric Capital, 4.625% 30jan2043, USD   USD 01/30/2043 02/16/2018 ***.** *.** 02/16/2018 ***.** *.**
General Electric Capital, 4.875% 18sep2037, GBP   GBP 09/18/2037 02/16/2018 ***.** *.** 02/16/2018 ***.** *.**
General Electric Capital, 5% 15apr2022, USD   USD 04/15/2022 02/16/2018 ***.* *.** 02/16/2018 ***.** *.**
General Electric Capital, 5% 15jul2023, USD   USD 07/15/2023 02/16/2018 ***.*** *.** 02/16/2018 ***.*** *.**
General Electric Capital, 5.125% 15apr2019, USD   USD 04/15/2019 02/16/2018 ***.*** *.** 02/16/2018 ***.*** *.**
General Electric Capital, 5.25% 15mar2020, USD   USD 03/15/2020 02/16/2018 ***.*** *.** 02/16/2018 ***.*** *.**
General Electric Capital, 5.25% 15may2018, USD   USD 05/15/2018 02/16/2018 ***.*** *.** 02/16/2018 ***.*** *.**
General Electric Capital, 5.25% 7dec2028, GBP   GBP 12/07/2028 02/16/2018 ***.** *.** 02/16/2018 ***.** *.**
General Electric Capital, 5.350% 15oct2020, USD   USD 10/15/2020 02/16/2018 ***.*** *.** 02/16/2018 ***.** *.**
General Electric Capital, 5.375% 18dec2040, GBP   GBP 12/18/2040 02/16/2018 *** *.** 02/16/2018 ***.** *.**
General Electric Capital, 5.4% 15may2022, USD   USD 05/15/2022 02/16/2018 ***.*** *.** 02/16/2018 ***.*** *.**
General Electric Capital, 5.45% 15oct2020, USD   USD 10/15/2020 02/16/2018 ***.*** *.** 02/16/2018 ***.*** *.**
General Electric Capital, 5.5% 15sep2020, USD   USD 09/15/2020 02/16/2018 ***.*** *.** 02/16/2018 ***.*** *.**
General Electric Capital, 5.5% 7jun2021, GBP   GBP 06/07/2021 02/16/2018 ***.* *.** 02/16/2018 ***.** *.*
General Electric Capital, 5.500% 15feb2022, USD   USD 02/15/2022 02/16/2018 ***.*** *.** 02/16/2018 ***.*** *.**
General Electric Capital, 5.625% 16sep2031, GBP   GBP 09/16/2031 02/16/2018 ***.** *.** 02/16/2018 ***.** *.**
General Electric Capital, 5.875% 14jan2038, USD   USD 01/14/2038 02/16/2018 *** *.** 02/16/2018 ***.** *.**
General Electric Capital, 6% 15jul2018, USD   USD 07/15/2018 02/16/2018 ***.*** *.** 02/16/2018 ***.** *.**
General Electric Capital, 6.25% 29sep2020, GBP   GBP 09/29/2020 02/16/2018 ***.*** *.** 02/16/2018 ***.* *.**
General Electric Capital, 6.3% 15may2018, USD   USD 05/15/2018 02/16/2018 ***.*** *.** 02/16/2018 ***.*** *.**
General Electric Capital, 6.667% 25jun2018, NOK   NOK 06/25/2018 02/16/2018 ***.*** *.** 02/16/2018 ***.**** *.*
General Electric Capital, 6.75% 15apr2018, USD   USD 04/15/2018 02/16/2018 ***.*** *.** 02/16/2018 ***.*** *.**
General Electric Capital, 6.75% 15may2018, USD   USD 05/15/2018 02/16/2018 ***.*** *.** 02/16/2018 ***.*** *.**
General Electric Capital, 8.35% 3sep2022, MXN   MXN 09/03/2022 02/16/2018 **.* *.** 02/16/2018 **.** *.*
General Electric Capital, 8.5% 6apr2018, MXN   MXN 04/06/2018 02/16/2018 ***.** *.** 02/16/2018 ***.** *.**
General Electric Capital, 8.87% 2jun2018, MXN   MXN 06/02/2018 02/16/2018 ***.** *.** 02/16/2018 ***.** *.**
General Electric Capital, FRN 14jan2019, USD   USD 01/14/2019 02/16/2018 ***.** * 02/16/2018 ***.** *
General Electric Capital, FRN 17may2021, EUR   EUR 05/17/2021 02/16/2018 ***.** * 02/16/2018 ***.** *
General Electric Capital, FRN 28mar2020, USD   USD 03/28/2020 02/16/2018 **.** * 02/16/2018 ***.** *
General Electric Capital, FRN 9jan2020, USD   USD 01/09/2020 02/16/2018 ***.** * 02/16/2018 ***.** *
General Mills, 1% 27apr2023, EUR   EUR 04/27/2023 02/16/2018 ***.** *.* 02/16/2018 ***.** *.*
General Mills, 1.5% 27apr2027, EUR   EUR 04/27/2027 02/16/2018 **.** *.** 02/16/2018 **.** *.**
General Mills, 2.1% 16nov2020, EUR   EUR 11/16/2020 02/16/2018 ***.** *.** 02/16/2018 ***.** *.**
General Mills, 2.600% 12oct2022, USD   USD 10/12/2022 02/16/2018 **.** *.** 02/16/2018 **.** *.**
General Mills, 3.2% 10feb2027, USD   USD 02/10/2027 02/16/2018 **.** *.** 02/16/2018 **.** *.**
General Mills, FRN 15jan2020, EUR   EUR 01/15/2020 02/16/2018 ***.* * 02/16/2018 ***.* *
General Motors, 2.45% 6nov2020, USD   USD 11/06/2020 02/16/2018 **.** *.** 02/16/2018 **.** *.**
General Motors, 3.25% 5jan2023, USD   USD 01/05/2023 02/16/2018 **.*** *.** 02/16/2018 **.*** *.**
General Motors, 3.5% 2oct2018, USD   USD 10/02/2018 02/16/2018 ***.** *.** 02/16/2018 ***.** *.**
General Motors, 3.5% 2oct2018, USD   USD 10/02/2018 02/16/2018 ***.*** *.** 02/16/2018 ***.*** *.**
General Motors, 3.5% 7nov2024, USD   USD 11/07/2024 02/16/2018 **.** *.** 02/16/2018 **.* *.**
General Motors, 3.85% 5jan2028, USD   USD 01/05/2028 02/16/2018 **.** *.** 02/16/2018 **.** *.**
General Motors, 4.2% 1oct2027, USD   USD 10/01/2027 02/16/2018 **.*** *.** 02/16/2018 **.** *.**
General Motors, 4.875% 2oct2023, USD   USD 10/02/2023 02/16/2018 ***.** *.** 02/16/2018 ***.** *.**
General Motors, 5% 1apr2035, USD   USD 04/01/2035 02/16/2018 ***.*** *.** 02/16/2018 ***.** *.**
General Motors, 5.15% 1apr2038, USD   USD 04/01/2038 02/16/2018 ***.*** *.* 02/16/2018 ***.** *.**
General Motors, 5.4% 1apr2048, USD   USD 04/01/2048 02/16/2018 ***.** *.** 02/16/2018 ***.** *.**
General Motors, 5.75% perp., USD   USD 02/16/2018 ***.** * 02/16/2018 ***.* *
General Motors, 6.25% 2oct2043, USD   USD 10/02/2043 02/16/2018 ***.*** *.** 02/16/2018 ***.** *.**
General Motors, 6.75% 1apr2046, USD   USD 04/01/2046 02/16/2018 ***.*** *.** 02/16/2018 ***.** *.**
General Motors, 6.75% 1jun2018, USD   USD 06/01/2018 02/16/2018 ***.*** *.** 02/16/2018 ***.*** *.**
General Motors, FRN 5jan2023, USD   USD 01/05/2023 02/16/2018 ***.** * 02/16/2018 ***.** *
General Motors, FRN 6nov2020, USD   USD 11/06/2020 02/16/2018 **.** * 02/16/2018 **.** *
General Motors, FRN 7aug2020, USD   USD 08/07/2020 02/16/2018 ***.** * 02/16/2018 ***.** *
Genesis Energy, 6.50% 1oct2025, USD   USD 10/01/2025 02/16/2018 ** *.** 02/16/2018 **.* *.**
GenOn Escrow, 9.5% 15oct2018, USD   USD 10/15/2018 02/16/2018 **.* **.** 02/16/2018 **.** **.**
GenOn Escrow, 9.875% 15oct2020, USD   USD 10/15/2020 02/16/2018 **.** **.** 02/16/2018 **.** **.**
Georgia Power, 2% 30mar2020, USD   USD 03/30/2020 02/16/2018 **.*** *.** 02/16/2018 **.*** *.**
Georgia Power, 2% 8sep2020, USD   USD 09/08/2020 02/16/2018 **.** *.** 02/16/2018 **.** *.**
Georgia Power, 3.25% 30mar2027, USD   USD 03/30/2027 02/16/2018 **.*** *.** 02/16/2018 **.*** *.**
Gilead, 1.85% 20sep2019, USD   USD 09/20/2019 02/16/2018 **.** *.* 02/16/2018 **.*** *.**
Gilead, 1.85% 4sep2018, USD   USD 09/04/2018 02/16/2018 **.*** *.** 02/16/2018 **.*** *.**
Gilead, 1.95% 1mar2022, USD   USD 03/01/2022 02/16/2018 **.** *.** 02/16/2018 **.* *.**
Gilead, 2.5% 1sep2023, USD   USD 09/01/2023 02/16/2018 **.*** *.** 02/16/2018 **.*** *.**
Gilead, 2.55% 1sep2020, USD   USD 09/01/2020 02/16/2018 **.*** *.** 02/16/2018 **.*** *.**
Gilead, 2.95% 1mar2027, USD   USD 03/01/2027 02/16/2018 **.** *.** 02/16/2018 **.** *.**
Gilead, 3.25% 1sep2022, USD   USD 09/01/2022 02/16/2018 ***.** *.** 02/16/2018 ***.** *.**
Gilead, 3.65% 1mar2026, USD   USD 03/01/2026 02/16/2018 ***.** *.** 02/16/2018 ***.* *.*
Gilead, 4% 1sep2036, USD   USD 09/01/2036 02/16/2018 **.* *.** 02/16/2018 ***.** *.**
Gilead, 4.15% 1mar2047, USD   USD 03/01/2047 02/16/2018 **.*** *.* 02/16/2018 **.* *.**
Gilead, 4.6% 1sep2035, USD   USD 09/01/2035 02/16/2018 ***.* *.** 02/16/2018 ***.** *.**
Gilead, 4.75% 1mar2046, USD   USD 03/01/2046 02/16/2018 ***.** *.** 02/16/2018 ***.** *.**
Glencore Funding, 2.125% 16apr2018, USD   USD 04/16/2018 02/16/2018 **.*** *.* 02/16/2018 **.*** *.**
Glencore Funding, 2.875% 16apr2020, USD   USD 04/16/2020 02/16/2018 **.** *.** 02/16/2018 **.** *.**
Glencore Funding, 3% 27oct2022, USD   USD 10/27/2022 02/16/2018 **.** *.** 02/16/2018 **.** *.**
Glencore Funding, 3.125% 29apr2019, USD   USD 04/29/2019 02/16/2018 ***.** *.** 02/16/2018 ***.** *.**
Glencore Funding, 3.875% 27oct2027, USD   USD 10/27/2027 02/16/2018 **.** *.** 02/16/2018 **.** *.**
Glencore Funding, 4% 16apr2025, USD   USD 04/16/2025 02/16/2018 **.** *.** 02/16/2018 **.** *.**
Glencore Funding, 4% 27mar2027, USD   USD 03/27/2027 02/16/2018 **.** *.** 02/16/2018 **.* *.**
Glencore Funding, 4.625% 29apr2024, USD   USD 04/29/2024 02/16/2018 ***.** *.** 02/16/2018 ***.** *.**
Glencore Funding, FRN 15jan2019, USD   USD 01/15/2019 02/16/2018 ***.** * 02/16/2018 ***.** *
Glencore Funding, FRN 16apr2018, USD   USD 04/16/2018 02/16/2018 ***.** * 02/16/2018 ***.* *
GM Financial, 0.955% 7sep2023, EUR   EUR 09/07/2023 02/16/2018 **.** *.** 02/16/2018 **.** *.**
GM Financial, 1.875% 15oct2019, EUR   EUR 10/15/2019 02/16/2018 ***.** -*.** 02/16/2018 ***.* -*.**
GM Financial, 2.25% 6sep2024, GBP   GBP 09/06/2024 02/16/2018 **.** *.** 02/16/2018 **.** *.**
GM Financial, 2.35% 4oct2019, USD   USD 10/04/2019 02/16/2018 **.** *.** 02/16/2018 **.*** *.**
GM Financial, 2.4% 10apr2018, USD   USD 04/10/2018 02/16/2018 ***.** *.* 02/16/2018 ***.** *.**
GM Financial, 2.65% 13apr2020, USD   USD 04/13/2020 02/16/2018 **.** *.** 02/16/2018 **.* *.**
GM Financial, 3.10% 15jan2019, USD   USD 01/15/2019 02/16/2018 ***.** *.** 02/16/2018 ***.*** *.*
GM Financial, 3.150% 30jun2022, USD   USD 06/30/2022 02/16/2018 **.** *.** 02/16/2018 **.*** *.**
GM Financial, 3.2% 6jul2021, USD   USD 07/06/2021 02/16/2018 **.*** *.** 02/16/2018 **.** *.**
GM Financial, 3.25% 15may2018, USD   USD 05/15/2018 02/16/2018 ***.** *.** 02/16/2018 ***.** *.**
GM Financial, 3.45% 14jan2022, USD   USD 01/14/2022 02/16/2018 **.*** *.** 02/16/2018 **.** *.**
GM Financial, 3.95% 13apr2024, USD   USD 04/13/2024 02/16/2018 ***.** *.** 02/16/2018 ***.** *.**
GM Financial, 4% 6oct2026, USD   USD 10/06/2026 02/16/2018 **.*** *.** 02/16/2018 **.** *.**
GM Financial, 4.25% 15may2023, USD   USD 05/15/2023 02/16/2018 ***.*** *.** 02/16/2018 ***.*** *.**
GM Financial, 5.25% 1mar2026, USD   USD 03/01/2026 02/16/2018 ***.*** *.** 02/16/2018 ***.** *.**
GM Financial, FRN 10apr2018, USD   USD 04/10/2018 02/16/2018 ***.** * 02/16/2018 ***.** *
GM Financial, FRN 10may2021, EUR   EUR 05/10/2021 02/16/2018 ***.*** * 02/16/2018 ***.** *
GM Financial, FRN 13apr2020, USD   USD 04/13/2020 02/16/2018 ***.** * 02/16/2018 ***.** *
GM Financial, FRN 30jun2022, USD   USD 06/30/2022 02/16/2018 ***.** * 02/16/2018 ***.** *
GM Financial, FRN 4oct2019, USD   USD 10/04/2019 02/16/2018 ***.** * 02/16/2018 ***.** *
Gogo Intermediate Holdings, 12.5% 1jul2022, USD   USD 07/01/2022 02/16/2018 ***.** *.** 02/16/2018 ***.** *.**
Golden Nugget, 8.75% 1oct2025, USD   USD 10/01/2025 02/16/2018 ***.** *.** 02/16/2018 ***.** *.**
Goldman Sachs, 0.5% 4dec2024, CHF   CHF 12/04/2024 02/16/2018 **.** *.** 02/16/2018 **.* *.**
Goldman Sachs, 0.55% 9sep2021, CHF   CHF 09/09/2021 02/16/2018 ***.* *.* 02/16/2018 ***.** *.**
Goldman Sachs, 0.75% 10may2019, EUR   EUR 05/10/2019 02/16/2018 ***.*** -*.** 02/16/2018 ***.** -*.**
Goldman Sachs, 1.25% 11sep2019, CHF   CHF 09/11/2019 02/16/2018 ***.** -*.** 02/16/2018 ***.** -*.**
Goldman Sachs, 1.25% 1may2025, EUR   EUR 05/01/2025 02/16/2018 **.*** *.** 02/16/2018 **.** *.**
Goldman Sachs, 1.375% 15may2024, EUR   EUR 05/15/2024 02/16/2018 ***.* *.** 02/16/2018 ***.** *.**
Goldman Sachs, 1.375% 26jul2022, EUR   EUR 07/26/2022 02/16/2018 ***.*** *.** 02/16/2018 ***.** *.**
Goldman Sachs, 1.625% 27jul2026, EUR   EUR 07/27/2026 02/16/2018 **.** *.** 02/16/2018 **.** *.**
Goldman Sachs, 1.8% 26nov2022, USD   USD 11/26/2022 02/16/2018 **.** *.** 02/16/2018 **.** *.**
Goldman Sachs, 2% 17dec2021, EUR   EUR 12/17/2021 02/16/2018 **.** * 02/16/2018 **.* *
Goldman Sachs, 2% 17feb2026, EUR   EUR 02/17/2026 02/16/2018 **.** * 02/16/2018 **.* *
Goldman Sachs, 2% 22oct2025, EUR   EUR 10/22/2025 02/16/2018 **.** * 02/16/2018 **.** *
Goldman Sachs, 2% 27jul2023, EUR   EUR 07/27/2023 02/16/2018 ***.** * 02/16/2018 ***.** *.**
Goldman Sachs, 2.1% 28sep2024, USD   USD 09/28/2024 02/16/2018 **.** *.** 02/16/2018 **.** *.**
Goldman Sachs, 2.125% 30sep2024, EUR   EUR 09/30/2024 02/16/2018 ***.** *.** 02/16/2018 ***.** *.**
Goldman Sachs, 2.2% 19may2022, USD   USD 05/19/2022 02/16/2018 **.** * 02/16/2018 **.** *
Goldman Sachs, 2.20% 18sep2025, EUR   EUR 09/18/2025 02/16/2018 **.** *.** 02/16/2018 **.** *.**
Goldman Sachs, 2.3% 12nov2021, USD   USD 11/12/2021 02/16/2018 **.** *.** 02/16/2018 **.* *.**
Goldman Sachs, 2.3% 13dec2019, USD   USD 12/13/2019 02/16/2018 **.** *.** 02/16/2018 **.** *.*
Goldman Sachs, 2.35% 15nov2021, USD   USD 11/15/2021 02/16/2018 **.*** *.** 02/16/2018 **.** *.**
Goldman Sachs, 2.425% 2dec2021, USD   USD 12/02/2021 02/16/2018 **.** *.* 02/16/2018 **.** *.**
Goldman Sachs, 2.45% 31jan2022, USD   USD 01/31/2022 02/16/2018 **.* * 02/16/2018 **.** *
Goldman Sachs, 2.5% 18oct2021, EUR   EUR 10/18/2021 02/16/2018 ***.** *.** 02/16/2018 ***.** *.**
Goldman Sachs, 2.5% 4apr2024, EUR   EUR 04/04/2024 02/16/2018 **.* * 02/16/2018 ***.** *
Goldman Sachs, 2.5% 6jul2025, EUR   EUR 07/06/2025 02/16/2018 **.** * 02/16/2018 **.** *
Goldman Sachs, 2.55% 23oct2019, USD   USD 10/23/2019 02/16/2018 **.*** *.* 02/16/2018 **.** *.**
Goldman Sachs, 2.6% 23apr2020, USD   USD 04/23/2020 02/16/2018 **.*** *.** 02/16/2018 **.* *.*
Goldman Sachs, 2.6% 27dec2020, USD   USD 12/27/2020 02/16/2018 **.** * 02/16/2018 **.** *.**
Goldman Sachs, 2.625% 19aug2020, EUR   EUR 08/19/2020 02/16/2018 ***.** *.** 02/16/2018 ***.*** *.**
Goldman Sachs, 2.625% 31jan2019, USD   USD 01/31/2019 02/16/2018 ***.** *.** 02/16/2018 ***.** *.**
Goldman Sachs, 2.7% 12nov2021, USD   USD 11/12/2021 02/16/2018 **.** *.** 02/16/2018 **.** *.**
Goldman Sachs, 2.7% 26oct2027, USD   USD 10/26/2027 02/16/2018 **.** *.** 02/16/2018 ** *.**
Goldman Sachs, 2.7% 29dec2027, USD   USD 12/29/2027 02/16/2018 **.** *.** 02/16/2018 **.** *.**
Goldman Sachs, 2.75% 15sep2020, USD   USD 09/15/2020 02/16/2018 **.* *.** 02/16/2018 **.** *.*
Goldman Sachs, 2.8% 12aug2025, EUR   EUR 08/12/2025 02/16/2018 **.** *.** 02/16/2018 **.** *.**
Goldman Sachs, 2.875% 3jun2026, EUR   EUR 06/03/2026 02/16/2018 ***.*** *.* 02/16/2018 ***.** *.*
Goldman Sachs, 2.876% 31oct2022, USD   USD 10/31/2022 02/16/2018 ** * 02/16/2018 **.** *
Goldman Sachs, 2.9% 19jul2018, USD   USD 07/19/2018 02/16/2018 ***.** *.** 02/16/2018 ***.* *.**
Goldman Sachs, 2.905% 24jul2023, USD   USD 07/24/2023 02/16/2018 **.** * 02/16/2018 **.** *
Goldman Sachs, 3% 12feb2031, EUR   EUR 02/12/2031 02/16/2018 ***.*** *.** 02/16/2018 ***.** *.**
Goldman Sachs, 3% 26apr2022, USD   USD 04/26/2022 02/16/2018 **.** *.* 02/16/2018 **.** *.**
Goldman Sachs, 3.05% 8apr2022, USD   USD 04/08/2022 02/16/2018 **.* * 02/16/2018 **.** *
Goldman Sachs, 3.2% 23feb2023, USD   USD 02/23/2023 02/16/2018 **.** *.** 02/16/2018 **.*** *.**
Goldman Sachs, 3.25% 1feb2023, EUR   EUR 02/01/2023 02/16/2018 ***.*** *.** 02/16/2018 ***.** *.**
Goldman Sachs, 3.25% 30jun2024, USD   USD 06/30/2024 02/16/2018 **.** * 02/16/2018 **.* *
Goldman Sachs, 3.5% 16nov2026, USD   USD 11/16/2026 02/16/2018 **.** *.** 02/16/2018 **.** *.**
Goldman Sachs, 3.5% 20dec2021, EUR   EUR 12/20/2021 02/16/2018 **.** * 02/16/2018 **.* *
Goldman Sachs, 3.5% 23jan2025, USD   USD 01/23/2025 02/16/2018 **.** *.** 02/16/2018 **.** *.**
Goldman Sachs, 3.55% 12feb2021, CAD   CAD 02/12/2021 02/16/2018 ***.*** *.* 02/16/2018 ***.** *.*
Goldman Sachs, 3.7% 8feb2019, AUD   AUD 02/08/2019 02/16/2018 ***.** *.** 02/16/2018 ***.** *.**
Goldman Sachs, 3.75% 22may2025, USD   USD 05/22/2025 02/16/2018 **.** *.** 02/16/2018 **.** *.**
Goldman Sachs, 3.814% 23apr2029, USD   USD 04/23/2029 02/16/2018 **.** * 02/16/2018 **.** *
Goldman Sachs, 3.85% 26jan2027, USD   USD 01/26/2027 02/16/2018 **.** *.** 02/16/2018 **.** *.**
Goldman Sachs, 3.85% 8jul2024, USD   USD 07/08/2024 02/16/2018 ***.** *.** 02/16/2018 ***.** *.**
Goldman Sachs, 4% 3mar2024, USD   USD 03/03/2024 02/16/2018 ***.** *.** 02/16/2018 ***.** *.**
Goldman Sachs, 4.017% 31oct2038, USD   USD 10/31/2038 02/16/2018 **.** * 02/16/2018 **.** *
Goldman Sachs, 4.13% 25nov2019, HKD   HKD 11/25/2019 02/16/2018 ***.*** *.** 02/16/2018 ***.**** *.**
Goldman Sachs, 4.25% 29jan2026, GBP   GBP 01/29/2026 02/16/2018 ***.** *.** 02/16/2018 ***.** *.**
Goldman Sachs, 4.4% 15nov2032, USD   USD 11/15/2032 02/16/2018 **.** *.** 02/16/2018 **.** *.**
Goldman Sachs, 4.75% 12oct2021, EUR   EUR 10/12/2021 02/16/2018 ***.** *.** 02/16/2018 ***.*** *.*
Goldman Sachs, 4.8% 8jul2044, USD   USD 07/08/2044 02/16/2018 ***.*** *.** 02/16/2018 ***.** *.**
Goldman Sachs, 5% 15aug2042, USD   USD 08/15/2042 02/16/2018 ***.* *.** 02/16/2018 ***.*** *.**
Goldman Sachs, 5% 15may2022, USD   USD 05/15/2022 02/16/2018 ***.*** *.** 02/16/2018 ***.** *.**
Goldman Sachs, 5% 8aug2018, AUD   AUD 08/08/2018 02/16/2018 ***.** *.* 02/16/2018 ***.* *.**
Goldman Sachs, 5% perp., USD   USD 02/16/2018 **.** * 02/16/2018 **.** *
Goldman Sachs, 5.1% 15aug2025, USD   USD 08/15/2025 02/16/2018 ***.*** *.* 02/16/2018 ***.*** *.**
Goldman Sachs, 5.11% 1jul2025, EUR   EUR 07/01/2025 02/16/2018 ***.* * 02/16/2018 ***.* *
Goldman Sachs, 5.125% 23oct2019, EUR   EUR 10/23/2019 02/16/2018 ***.** -*.** 02/16/2018 ***.** -*.**
Goldman Sachs, 5.2% 17dec2019, NZD   NZD 12/17/2019 02/16/2018 ***.** *.** 02/16/2018 ***.* *.*
Goldman Sachs, 5.25% 15aug2024, USD   USD 08/15/2024 02/16/2018 ***.** *.** 02/16/2018 ***.*** *.**
Goldman Sachs, 5.25% 15nov2025, USD   USD 11/15/2025 02/16/2018 ***.*** *.** 02/16/2018 ***.*** *.**
Goldman Sachs, 5.5% 12oct2021, GBP   GBP 10/12/2021 02/16/2018 ***.*** *.** 02/16/2018 ***.** *.**
Goldman Sachs, 5.85% 15jun2032, USD   USD 06/15/2032 02/16/2018 ***.*** *.** 02/16/2018 ***.*** *.**
Goldman Sachs, 5.95% 15jan2027, USD   USD 01/15/2027 02/16/2018 ***.** *.** 02/16/2018 ***.** *.**
Goldman Sachs, 6% 15mar2041, USD   USD 03/15/2041 02/16/2018 ***.*** *.** 02/16/2018 ***.*** *.**
Goldman Sachs, 6% 15mar2041, USD   USD 03/15/2041 02/16/2018 ***.*** *.** 02/16/2018 ***.*** *.**
Goldman Sachs, 6.15% 1apr2018, USD   USD 04/01/2018 02/16/2018 ***.** *.** 02/16/2018 ***.** *.**
Goldman Sachs, 6.2% 26aug2020, USD (Series D)   USD 08/26/2020 02/16/2018 ***.**** * 02/16/2018 ***.**** *
Goldman Sachs, 6.375% 2may2018, EUR   EUR 05/02/2018 02/16/2018 ***.*** *.** 02/16/2018 ***.** -*
Goldman Sachs, 6.68% 14may2018, NOK   NOK 05/14/2018 02/16/2018 ***.**** *.** 02/16/2018 ***.**** *.**
Goldman Sachs, 6.75% 1oct2037, USD   USD 10/01/2037 02/16/2018 ***.*** *.** 02/16/2018 ***.** *.**
Goldman Sachs, 6.875% 18jan2038, GBP   GBP 01/18/2038 02/16/2018 ***.*********** *.** 02/16/2018 ***.*********** *.**
Goldman Sachs, 7.125% 7aug2025, GBP   GBP 08/07/2025 02/16/2018 ***.** *.** 02/16/2018 ***.** *.**
Goldman Sachs, 7.25% 10apr2028, GBP   GBP 04/10/2028 02/16/2018 ***.** *.** 02/16/2018 ***.** *.**
Goldman Sachs, FRN 11sep2018, EUR   EUR 09/11/2018 02/16/2018 ***.** * 02/16/2018 ***.** *
Goldman Sachs, FRN 13dec2019, USD   USD 12/13/2019 02/16/2018 ***.** * 02/16/2018 ***.* *
Goldman Sachs, FRN 15nov2021, USD   USD 11/15/2021 02/16/2018 ***.** * 02/16/2018 ***.* *
Goldman Sachs, FRN 16mar2032, EUR   EUR 03/16/2032 02/16/2018 ***.* * 02/16/2018 *
Goldman Sachs, FRN 2021, EUR (Structured)   EUR 04/27/2021 02/16/2018 *** * 02/16/2018 *
Goldman Sachs, FRN 23feb2023, USD   USD 02/23/2023 02/16/2018 **.** * 02/16/2018 ***.** *
Goldman Sachs, FRN 24jul2023, USD   USD 07/24/2023 02/16/2018 ***.** * 02/16/2018 ***.** *
Goldman Sachs, FRN 26apr2022, USD   USD 04/26/2022 02/16/2018 ***.** * 02/16/2018 ***.** *
Goldman Sachs, FRN 26jan2022, EUR   EUR 01/26/2022 02/16/2018 ***.** * 02/16/2018 ***.** *
Goldman Sachs, FRN 26jul2022, EUR   EUR 07/26/2022 02/16/2018 ***.** * 02/16/2018 ***.** *
Goldman Sachs, FRN 26sep2023, EUR   EUR 09/26/2023 02/16/2018 ***.** * 02/16/2018 ***.** *
Goldman Sachs, FRN 27dec2020, USD   USD 12/27/2020 02/16/2018 ***.** * 02/16/2018 ***.** *
Goldman Sachs, FRN 27jul2021, EUR   EUR 07/27/2021 02/16/2018 ***.*** * 02/16/2018 ***.** *
Goldman Sachs, FRN 28jun2032, EUR   EUR 06/28/2032 02/16/2018 ***.* * 02/16/2018 *
Goldman Sachs, FRN 28oct2027, USD   USD 10/28/2027 02/16/2018 ***.** * 02/16/2018 ***.** *
Goldman Sachs, FRN 29may2020, EUR   EUR 05/29/2020 02/16/2018 ***.** * 02/16/2018 ***.** *
Goldman Sachs, FRN 29oct2019, EUR   EUR 10/29/2019 02/16/2018 ***.** * 02/16/2018 ***.*** *
Goldman Sachs, FRN 31dec2018, EUR   EUR 12/31/2018 02/16/2018 ***.** * 02/16/2018 ***.** *
Goldman Sachs, FRN 31oct2022, USD   USD 10/31/2022 02/16/2018 ***.* * 02/16/2018 ***.** *
Goldman Sachs, FRN 8sep2021, AUD   AUD 09/08/2021 02/16/2018 ***.*** * 02/16/2018 ***.*** *
Goldman Sachs, FRN 9sep2022, EUR   EUR 09/09/2022 02/16/2018 ***.*** * 02/16/2018 ***.** *
Goodman US Finance Four, 4.5% 15oct2037, USD   USD 10/15/2037 02/16/2018 **.** *.** 02/16/2018 **.* *.**
Goodman US Finance Three LLC, 3.7% 15mar2028, USD   USD 03/15/2028 02/16/2018 **.** *.** 02/16/2018 **.** *.**
Google, 3.375% 25feb2024, USD   USD 02/25/2024 02/16/2018 ***.*** *.* 02/16/2018 ***.** *.**
Google, 3.625% 19may2021, USD   USD 05/19/2021 02/16/2018 ***.** *.** 02/16/2018 ***.** *.**
Government Properties, 4% 15jul2022, USD   USD 07/15/2022 02/16/2018 **.*** *.** 02/16/2018 ***.*** *.**
Grainger (W.W.), 4.2% 15may2047, USD   USD 05/15/2047 02/16/2018 ***.*** *.** 02/16/2018 ***.*** *.**
Grainger (W.W.), 4.6% 15jun2045, USD   USD 06/15/2045 02/16/2018 ***.*** *.** 02/16/2018 ***.*** *.**
Gray Television, 5.875% 15jul2026, USD   USD 07/15/2026 02/16/2018 **.** *.** 02/16/2018 **.** *.**
Greif, 7.375% 15jul2021, EUR   EUR 07/15/2021 02/16/2018 ***.** *.** 02/16/2018 ***.** -*
Greystar Real Estate, 5.75% 1dec2025, USD   USD 12/01/2025 02/16/2018 ***.** *.** 02/16/2018 ***.** *.**
Gulf Power, 3.3% 30may2027, USD   USD 05/30/2027 02/16/2018 ** *.** 02/16/2018 **.*** *.*
Gulfport Energy, 6.375% 15jan2026, USD   USD 01/15/2026 02/16/2018 **.** *.** 02/16/2018 **.** *.**
Gulfport Energy, 6.625% 1may2023, USD   USD 05/01/2023 02/16/2018 **.** *.** 02/16/2018 *
H.B. Fuller, 4% 15feb2027, USD   USD 02/15/2027 02/16/2018 **.** *.** 02/16/2018 **.** *.**
Halcon Resources, 6.75% 15feb2025, USD   USD 02/15/2025 02/16/2018 ***.** *.** 02/16/2018 ***.** *.**
Hanesbrands, 3.5% 15jun2024, EUR   EUR 06/15/2024 02/16/2018 ***.** *.** 02/16/2018 ***.** *.**
Hanesbrands, 4.625% 15may2024, USD   USD 05/15/2024 02/16/2018 **.** *.** 02/16/2018 *** *.**
Harley-Davidson, 3.5% 28jul2025, USD   USD 07/28/2025 02/16/2018 **.*** *.** 02/16/2018 **.** *.*
Harley-Davidson, 4.625% 28jul2045, USD   USD 07/28/2045 02/16/2018 ***.** *.** 02/16/2018 ***.** *.**
Harley-Davidson Financial Services Inc, 2.15% 26feb2020, USD   USD 02/26/2020 02/16/2018 **.** *.** 02/16/2018 **.** *.**
Harley-Davidson Financial Services Inc, 2.25% 15jan2019, USD   USD 01/15/2019 02/16/2018 **.** *.** 02/16/2018 ***.** *.**
Harley-Davidson Financial Services Inc, 2.4% 15jun2020, USD   USD 06/15/2020 02/16/2018 **.** *.** 02/16/2018 **.** *.**
Harley-Davidson Financial Services Inc, 2.4% 15sep2019, USD   USD 09/15/2019 02/16/2018 **.** *.** 02/16/2018 ***.** *.**
Harley-Davidson Financial Services Inc, 2.55% 9jun2022, USD   USD 06/09/2022 02/16/2018 **.** *.** 02/16/2018 **.** *.**
Harley-Davidson Financial Services Inc, 2.85% 15jan2021, USD   USD 01/15/2021 02/16/2018 **.** *.** 02/16/2018 **.** *.**
Harley-Davidson Financial Services Inc, 3.35% 15feb2023, USD   USD 02/15/2023 02/16/2018 **.** *.** 02/16/2018 **.** *.**
Harley-Davidson Financial Services Inc, FRN 8mar2019, USD   USD 03/08/2019 02/16/2018 **.** * 02/16/2018 **.** *
Harman International Industries, 2% 27may2022, EUR   EUR 05/27/2022 02/16/2018 ***.** *.** 02/16/2018 ***.* *.**
Harman International Industries, 4.15% 15may2025, USD   USD 05/15/2025 02/16/2018 ***.** *.** 02/16/2018 ***.** *.**
Harris, 1.999% 27apr2018, USD   USD 04/27/2018 02/16/2018 **.*** *.** 02/16/2018 ***.*** *.**
Harris, 2.7% 27apr2020, USD   USD 04/27/2020 02/16/2018 **.*** *.** 02/16/2018 **.*** *.**
Harris, 3.832% 27apr2025, USD   USD 04/27/2025 02/16/2018 ***.*** *.** 02/16/2018 ***.*** *.**
Harris, 4.854% 27apr2035, USD   USD 04/27/2035 02/16/2018 ***.*** *.** 02/16/2018 ***.** *.**
Harris, 5.054% 27apr2045, USD   USD 04/27/2045 02/16/2018 ***.*** *.** 02/16/2018 ***.*** *.**
Hasbro, 3.500% 15sep2027, USD   USD 09/15/2027 02/16/2018 **.*** *.* 02/16/2018 **.* *.**
HCA Healthcare, 5.25% 15jun2026, USD   USD 06/15/2026 02/16/2018 ***.** *.** 02/16/2018 ***.** *.**
HCP, 4% 1jun2025, USD   USD 06/01/2025 02/16/2018 ***.** * 02/16/2018 ***.*** *.**
HD Supply, 5.75% 15apr2024, USD   USD 04/15/2024 02/16/2018 ***.** * 02/16/2018 ***.** *.**
Healthcare Realty, 3.625% 15jan2028, USD   USD 01/15/2028 02/16/2018 **.** *.** 02/16/2018 **.* *.**
Healthcare Realty, 3.875% 1may2025, USD   USD 05/01/2025 02/16/2018 **.*** *.** 02/16/2018 **.*** *.**
Healthcare Trust, 2.95% 1jul2022, USD   USD 07/01/2022 02/16/2018 **.*** *.** 02/16/2018 **.*** *.**
Healt