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 585 13 758 437 074 600
INR 1 135 000 691 500
municipal
USD 234 12 931 686 179
corporate
USD 18280 9 105 460 719 930
EUR 633 434 189 247 420
GBP 158 77 441 452 580
AUD 139 57 299 005 000
BRL 79 14 527 272 000
CHF 66 21 632 690 000
CAD 64 31 033 863 000
JPY 55 1 689 448 000 000
INR 53 147 766 500 000
MXN 49 76 336 650 000
RUR 41 77 757 720 000
CNY 36 21 268 540 000
ZAR 36 64 188 740 000
NZD 34 12 739 986 000
TRY 29 3 475 300 000
HKD 29 8 375 000 000
NOK 26 20 870 000 000
IDR 18 12 662 612 000 000
ILS 13 5 134 988 105
SEK 9 14 275 000 000
SGD 9 3 110 000 000
ITL 8 5 000 000 000 000
COP 7 1 395 761 000 000
NGN 4 21 960 000 000
DEM 3 1 200 000 000
CRC 3 10 000 000 000
CZK 3 1 155 000 000
PLN 3 480 000 000
MYR 2 94 000 000
GHS 2 74 000 000
RON 2 205 500 000
HUF 1 7 950 000 000
KRW 1 31 750 000 000
ZMW 1 127 500 000
CLP 1 18 000 000 000
SAR 1 625 000 000
DOP 1 390 000 000
PEN 1 118 000 000
JMD 1 10 000 000 000
DKK 1 2 000 000 000
NAD 1 180 000 000

Sovereign rating

Rating AgencyRatingRating scaleDate
Dagong Credit *** International scale rating (foreign curr.) ***
Dagong Credit *** International scale rating (local curr.) ***
Moody's Investors Service *** LT- foreign currency ***
Moody's Investors Service *** LT- local currency ***
S&P Global Ratings *** Foreign Currency LT ***
S&P Global Ratings *** Local Currency LT ***
Fitch Ratings *** LT Int. Scale (foreign curr.) ***
Fitch Ratings *** LT Int. Scale (local curr.) ***
Rating Agency RAEX (Expert RA) *** Foriegn curr. scale ***
Rating Agency RAEX (Expert RA) *** Local curr. scale ***
National Rating Agency *** Global scale ***
Registration required. Please log in or fill in the registration form.

Latest bond issues

issue ISIN coupon volume end of placement maturity date
IFC, 20% 17aug2017, NGN - International bonds XS1476621906 20% 5 500 000 000  NGN 02/20/2017 08/17/2017
NGL Energy, 6.125% 1mar2025, USD - International bonds USU65365AE58 6.125% 500 000 000  USD 02/16/2017 03/01/2025
Federal Home Loan Banks, 1.000% 14mar2022, USD - Domestic bonds US3130AAUC05 1% 15 000 000  USD 02/16/2017 03/14/2022
Federal Home Loan Banks, 1.300% 21feb2019, USD - Domestic bonds US3130AAUE60 1.3% 100 000 000  USD 02/16/2017 02/21/2019
Federal Home Loan Banks, 2.750% 13mar2026, USD - Domestic bonds US3130AAUF36 2.75% 31 000 000  USD 02/16/2017 03/13/2026
Inter-American Development Bank (IDB), FRN 15jul2021, USD - International bonds US45818WBM73 3M LIBOR USD + 0.2% 1 200 000 000  USD 02/16/2017 07/15/2021
USA, 0.875r TIPS 15feb2047 30Y - Domestic bonds US912810RW09 CPI-U*0.875 7 970 819 700  USD 02/16/2017 02/15/2047
Comcast, 4.45% 15mar2047, USD - International bonds XS1569497107 4.45% 1 005 000 000  USD 02/15/2017 03/15/2047
Consumers Energy, 3.95% 15jul2047, USD - International bonds US210518DA13 3.95% 350 000 000  USD 02/15/2017 07/15/2047
Snap-On, 3.25% 1mar2027, USD - International bonds US833034AK75 3.25% 300 000 000  USD 02/15/2017 03/01/2027

World Bond Market Indicators

Daily indices

Type: 02/21/2017 02/20/2017 02/17/2017 02/16/2017 02/15/2017 02/14/2017 02/13/2017
T-Note Futures (USA)
2 Year T-Note Futures 108.52 108.54 108.54 108.48 108.41 108.44 108.52
5 Year T-Note Futures 117.87 117.93 117.95 117.76 117.46 117.58 117.86
10 Year T-Note Futures 124.62 124.69 124.78 124.43 123.94 124.12 124.54
30 Year T-Bond Futures 151.17 151.24 151.55 151.02 149.83 150.17 151.20
show other indices

World Bond market statistics

Monthly indices

Type Jan 2017 Dec 2016 Nov 2016 Oct 2016 Sep 2016 Aug 2016 Jul 2016
Corporate bond market (USA)
Number of new issues of US corporate bonds 518 283 310 348 402 527 419
Government agencies outst., USD mln 1 207 203.20 1 194 894.05 1 121 011.90 1 070 880.06 1 052 932.67 1 040 127.21 993 532.70
New issues of corporate bonds, USA, USD mln 186 200.90 79 105.52 148 125.25 156 920.35 190 640.21 204 269.07 203 279.23
New issues of financial inst. bonds, USA, USD mln 73 108.00 19 022.23 30 044.59 51 379.93 34 261.58 27 930.55 57 900.81
New issues of non-financial inst. bonds, USA, USD mln 112 892.95 58 055.61 118 001.92 105 162.99 155 050.34 174 450.68 140 342.37
Government Bond Market (USA)
USA govt Bonds outst., USD bln (without Bills) 13 066.81 13 055.91 12 991.49 13 000.31 12 591.18 12 463.06 12 389.16
New US government bond issues, USD bln (without Bills) 148.69 123.70 172.94 133.23 117.36 162.37 148.76
Number of US government bond issues outs. (without Bills) 361 361 362 362 362 362 361
show other indices

Quarterly indices

Type IV 2016 III 2016 II 2016 I 2016 IV 2015 III 2015 II 2015
US Bond Market Outstanding (SIFMA)
Municipal bonds outstanding, bln. USD   3 831 3 838 3 809 3 788 3 798 3 810
Treasury bonds outstanding, bln. USD   13 648 13 418 13 431 13 192 12 841 12 699
Mortgage Related bonds outstanding, bln. USD 8 916 8 864 8 830 8 807 8 759 8 787 8 768
Corporate bonds outstanding, bln. USD   8 552 8 424 8 358 8 166 8 214 8 092
Federal Agency securities outstanding, bln. USD   1 994 2 005 1 947 1 995 1 959 1 963

Developed Markets International Bonds

Monthly indices

Type Jan 2017 Dec 2016 Nov 2016 Oct 2016 Sep 2016 Aug 2016 Jul 2016
International bonds Developed Markets
USA corporate international bonds, USD bln 3 315.912 3 127.639 3 037.485 2 924.972 2 795.129 3 081.168 2 949.888
show other indices

Money market

Daily indices

Type: 02/20/2017 02/17/2017 02/16/2017 02/15/2017 02/14/2017 02/13/2017 02/10/2017
IRS USD (mid-swaps) 
IRS USD 3M (mid-swap) *   *   * * *
IRS USD 6M (mid-swap) *   *   * * *
IRS USD 9M (mid-swap) *   *   * * *
IRS USD 1Y (mid-swap) * * * * * * *
IRS USD 18M (mid-swap) *   *   * * *
IRS USD 2Y (mid-swap) * * * * * * *
IRS USD 3Y (mid-swap) * * * * * * *
IRS USD 4Y (mid-swap) * * * * * * *
IRS USD 5Y (mid-swap) * * * * * * *
IRS USD 6Y (mid-swap) * * * * * * *
IRS USD 7Y (mid-swap) * * * * * * *
IRS USD 8Y (mid-swap) * * * * * * *
IRS USD 9Y (mid-swap) * * * * * * *
IRS USD 10Y (mid-swap) * * * * * * *
IRS USD 12Y (mid-swap) *   *   * * *
IRS USD 15Y (mid-swap) * * * * * * *
IRS USD 20Y (mid-swap) * * * * * * *
IRS USD 25Y (mid-swap) *   *   * * *
IRS USD 30Y (mid-swap) * * * * * * *
show other indices

Subscription "Cbonds-Premium", "Cbonds-Premium Personal", "Cbonds-Trial", "Cbonds Premium Partner" required. Subscribe/Get trial access

BofA Merrill Lynch

Daily indices

Type: 02/20/2017 02/17/2017 02/16/2017 02/15/2017 02/14/2017 02/13/2017 02/10/2017
BofA Merrill Lynch US and Global High Yield Indices
H0A0 US High Yield Master II Index, Spread-Govt  386 386 383 377 380 386 390
H0A0, total return 1 199.57 1 198.94 1 199.26 1 199.26 1 198.62 1 198.03 1 196.58
H0A0, %YTD USD 2.15 2.10 2.12 2.12 2.07 2.02 1.90
H0A0, effective yield 5.80 5.80 5.80 5.80 5.80 5.82 5.84
H0A0, effective duration 4.12 4.13 4.13 4.13 4.12 4.13 4.14
BofA Merrill Lynch Global EM and EM Makets Credit Indices
IC00 The BofA Merrill Lynch Global Emerging Markets Credit Index, Spread-Govt  464 464 460 458 459 462 468
IC1B The BofA Merrill Lynch BB Global Emerging Markets Credit Index, Spread-Govt  279 279 276 273 276 281 288
IC1C The BofA Merrill Lynch CCC & Lower Global Emerging Markets Credit Index, Spread-Govt  1 703 1 701 1 675 1 687 1 681 1 659 1 664
IC2B The BofA Merrill Lynch Single-B Global Emerging Markets Credit Index, Spread-Govt   433 433 432 427 425 427 434
ICP0 The BofA Merrill Lynch Emerging Markets Credit Plus Index, Spread-Govt  293 293 291 290 290 293 296
ICPD The BofA Merrill Lynch US Emerging Markets Credit Plus Index, Spread-Govt  350 350 347 345 345 349 354
ICPC The BofA Merrill Lynch Emerging Markets Credit Plus Constrained Index, Spread-Govt  292 292 290 289 290 292 296
ICPE The BofA Merrill Lynch Euro Emerging Markets Credit Plus Index, Spread-Govt  212 211 209 210 210 211 212
show other indices

Risk Management Institute

Daily indices

Type: 02/20/2017 02/17/2017 02/16/2017 02/15/2017 02/14/2017 02/13/2017 02/10/2017
RMI CVI - North America
US CVI value weighted  6.67 6.67 6.64 6.64 6.72 6.75 6.85
US CVI tail  225.49 225.49 229.29 226.38 224.78 232.89 229.29
US CVI equally weighted  50.31 50.31 50.69 50.85 50.77 51.75 52.32
show other indices

Stock market (World)

Daily indices

Type: 02/21/2017 02/17/2017 02/16/2017 02/15/2017 02/14/2017 02/13/2017 02/10/2017
Stock market (Developed countries)
Dow Jones   20 624 20 620 20 612 20 504 20 412 20 269
S&P 500 2 360 2 351 2 347 2 349 2 338 2 328 2 316
NASDAQ Composite  5 860.41 5 838.58 5 814.90 5 819.44 5 782.57 5 763.96 5 734.13
show other indices

Bonds prices

issue volume maturity date bid prices ask prices
date bid price yield date ask price yield
21st Century Fox America, 3.7% 15sep2024, USD   USD 09/15/2024 02/20/2017 ***.** *.** 02/20/2017 ***.** *.**
21st Century Fox America, 3.7% 15sep2024, USD   USD 09/15/2024 02/20/2017 ***.*** *.** 02/20/2017 ***.*** *.**
21st Century Fox America, 4.5% 15feb2021, USD   USD 02/15/2021 02/20/2017 ***.*** *.** 02/20/2017 ***.*** *.**
21st Century Fox America, 4.75% 15sep2044, USD   USD 09/15/2044 02/20/2017 ***.*** *.* 02/20/2017 ***.*** *.**
21st Century Fox America, 4.95% 15oct2045, USD   USD 10/15/2045 02/20/2017 ***.** *.* 02/20/2017 ***.*** *.**
21st Century Fox America, 6.40% 15dec2035, USD   USD 12/15/2035 02/20/2017 ***.*** *.** 02/20/2017 ***.*** *.**
3M Company, 0.375% 15feb2022, USD   EUR 02/15/2022 02/20/2017 ***.** *.** 02/20/2017 ***.** *.**
3M Company, 0.950% 15may2023, EUR   EUR 05/15/2023 02/20/2017 ***.*** *.** 02/20/2017 ***.** *.**
3M Company, 1.5% 2jun2031, EUR   EUR 06/02/2031 02/20/2017 ***.** *.** 02/20/2017 ***.*** *.**
3M Company, 1.5% 9nov2026, EUR   EUR 11/09/2026 02/20/2017 ***.* *.** 02/20/2017 ***.** *.**
3M Company, 1.75% 15may2030, EUR   EUR 05/15/2030 02/20/2017 ***.*** *.** 02/20/2017 ***.** *.**
3M Company, 1.875% 15nov2021, EUR   EUR 11/15/2021 02/20/2017 ***.** *.** 02/20/2017 ***.** *.**
3M Company, FRN 15may2020, EUR   EUR 05/15/2020 02/20/2017 ***.** * 02/20/2017 ***.* *
3M Company, FRN 9nov2018, EUR   EUR 11/09/2018 02/20/2017 ***.* * 02/20/2017 ***.** *
A. Schulman, 6.875% 1jun2023   USD 06/01/2023 02/20/2017 ***.** *.** 02/20/2017 ***.** *.**
AB InBev Worldwide, 2.2% 1aug2018, USD   USD 08/01/2018 02/20/2017 ***.*** *.** 02/20/2017 ***.*** *.**
AB InBev Worldwide, 3.75% 15jan2022, USD   USD 01/15/2022 02/20/2017 ***.*** *.** 02/20/2017 ***.*** *.*
AB InBev Worldwide, 4.95% 15jan2042, USD   USD 01/15/2042 02/20/2017 ***.*** *.** 02/20/2017 ***.** *.**
AB InBev Worldwide, 5.375% 15jan2020, USD   USD 01/15/2020 02/20/2017 ***.** *.** 02/20/2017 ***.** *.**
AB InBev Worldwide, 5.6% 1mar2017, USD   USD 03/01/2017 02/20/2017 ***.*** *.** 02/20/2017 ***.*** *.**
AB InBev Worldwide, 6.375% 15jan2040, USD   USD 01/15/2040 02/20/2017 ***.** *.* 02/20/2017 ***.** *.**
AB InBev Worldwide, 6.5% 15jul2018, USD   USD 07/15/2018 02/20/2017 ***.** *.** 02/20/2017 ***.*** *.**
AB InBev Worldwide, 8.2% 15jan2039, USD   USD 01/15/2039 02/20/2017 ***.** *.** 02/20/2017 ***.** *.**
Abbott Laboratories, 2% 15mar2020, USD   USD 03/15/2020 02/20/2017 **.*** *.** 02/20/2017 **.*** *.*
Abbott Laboratories, 2.35% 22nov2019, USD   USD 11/22/2019 02/20/2017 ***.*** *.* 02/20/2017 ***.** *.**
Abbott Laboratories, 2.55% 15mar2022, USD   USD 03/15/2022 02/20/2017 **.*** *.** 02/20/2017 **.*** *.**
Abbott Laboratories, 2.9% 30nov2021, USD   USD 11/30/2021 02/20/2017 ***.*** *.* 02/20/2017 ***.*** *.**
Abbott Laboratories, 2.95% 15mar2025, USD   USD 03/15/2025 02/20/2017 **.*** *.** 02/20/2017 **.*** *.**
Abbott Laboratories, 3.4% 30nov2023, USD   USD 11/30/2023 02/20/2017 **.** *.** 02/20/2017 ***.** *.**
Abbott Laboratories, 3.75% 30nov2026, USD   USD 11/30/2026 02/20/2017 **.*** *.** 02/20/2017 **.*** *.**
Abbott Laboratories, 4.75% 30nov2036, USD   USD 11/30/2036 02/20/2017 ***.** *.** 02/20/2017 ***.* *.**
Abbott Laboratories, 4.9% 30nov2046, USD   USD 11/30/2046 02/20/2017 ***.** *.** 02/20/2017 ***.*** *.**
AbbVie, 0.375% 18nov2019, EUR   EUR 11/18/2019 02/20/2017 ***.* *.** 02/20/2017 ***.** *.**
AbbVie, 1.375% 17may2024, EUR   EUR 05/17/2024 02/20/2017 ***.** *.* 02/20/2017 ***.** *.**
AbbVie, 1.8% 14may2018, USD   USD 05/14/2018 02/20/2017 ***.*** *.** 02/20/2017 ***.** *.*
AbbVie, 2.125% 17nov2028, EUR   EUR 11/17/2028 02/20/2017 ***.** *.** 02/20/2017 ***.** *.**
AbbVie, 2.5% 14may2020, USD   USD 05/14/2020 02/20/2017 ***.*** *.** 02/20/2017 ***.*** *.*
AbbVie, 3.2% 6nov2022, USD   USD 11/06/2022 02/20/2017 ***.** *.** 02/20/2017 ***.** *.**
AbbVie, 3.6% 14may2025, USD   USD 05/14/2025 02/20/2017 **.** *.** 02/20/2017 **.*** *.**
AbbVie, 4.4% 6nov2042, USD   USD 11/06/2042 02/20/2017 **.** *.** 02/20/2017 **.** *.**
AbbVie, 4.5% 14may2035, USD   USD 05/14/2035 02/20/2017 **.** *.** 02/20/2017 **.** *.**
AbbVie, 4.7% 14may2045, USD   USD 05/14/2045 02/20/2017 **.*** *.** 02/20/2017 **.** *.**
Acadia Healthcare, 5.625% 15feb2023, USD   USD 02/15/2023 02/20/2017 **.** *.** 02/20/2017 ***.** *.**
ACC Operating Partnership, 3.35% 1oct2020, USD   USD 10/01/2020 02/20/2017 **.** *.** 02/20/2017 ***.** *.**
Acosta, 7.75% 1oct2022, USD   USD 10/01/2022 02/20/2017 **.** **.** 02/20/2017 **.** **.**
Activision Blizzard, 6.125% 15sep2023, USD   USD 09/15/2023 02/20/2017 ***.** *.** 02/20/2017 ***.** *.**
Adient Global Holdings, 3.5% 15aug2024, EUR   EUR 08/15/2024 02/20/2017 ***.** *.** 02/20/2017 ***.** *.**
Advanced Micro Devices, 6.75% 1mar2019, USD   USD 03/01/2019 02/20/2017 ***.** *.** 02/20/2017 ***.** *.**
Advanced Micro Devices, 7% 1jul2024, USD   USD 07/01/2024 02/20/2017 ***.** *.** 02/20/2017 ***.** *.**
Advanced Micro Devices, 7.5% 15aug2022, USD   USD 08/15/2022 02/20/2017 ***.** *.** 02/20/2017 ***.** *.**
AES Corp, 5.5% 15apr2025, USD   USD 04/15/2025 02/20/2017 ***.** *.** 02/20/2017 ***.** *.**
Aetna, 1.7% 7jun2018, USD   USD 06/07/2018 02/20/2017 ***.** *.** 02/20/2017 ***.** *.*
Affiliated Managers Group, 3.5% 1aug2025, USD   USD 08/01/2025 02/20/2017 **.** *.** 02/20/2017 ** *.**
Aflac, 2.4% 16mar2020, USD   USD 03/16/2020 02/20/2017 ***.*** *.** 02/20/2017 ***.*** *.**
Aflac, 2.875% 15oct2026, USD   USD 10/15/2026 02/20/2017 **.** *.** 02/20/2017 **.** *.**
Aflac, 3.25% 17mar2025, USD   USD 03/17/2025 02/20/2017 **.*** *.** 02/20/2017 ***.*** *.**
Aflac, 4% 15oct2046, USD   USD 10/15/2046 02/20/2017 **.*** *.** 02/20/2017 **.*** *.**
AGL Capital, 3.25% 15jun2026, USD   USD 06/15/2026 02/20/2017 **.*** *.** 02/20/2017 **.** *.*
Agricultural Bank Of China (NY), 2.75% 21may2020   USD 05/21/2020 02/20/2017 ***.*** *.** 02/20/2017 ***.*** *.*
Ahold Finance USA, 6.5% 14mar2017, GBP   GBP 03/14/2017 02/20/2017 ***.** *.** 02/20/2017 ***.** -*.**
AIG Global Funding, 1.9% 6oct2021, USD   USD 10/06/2021 02/20/2017 **.** *.** 02/20/2017 **.** *.**
AIG Global Funding, 2.7% 15dec2021, USD   USD 12/15/2021 02/20/2017 **.** *.* 02/20/2017 **.** *.**
Air Lease Corp, 2.125% 15jan2020, USD   USD 01/15/2020 02/20/2017 **.** *.** 02/20/2017 **.** *.**
Air Lease Corp, 2.625% 4sep2018, USD   USD 09/04/2018 02/20/2017 **.** *.** 02/20/2017 ***.* *.**
Air Lease Corp, 3% 15sep2023, USD   USD 09/15/2023 02/20/2017 **.*** *.** 02/20/2017 **.*** *.**
Air Products and Chemicals, 0.375% 1jun2021, EUR   EUR 06/01/2021 02/20/2017 ***.** *.** 02/20/2017 ***.** *.**
Air Products and Chemicals, 1% 12feb2025, EUR   EUR 02/12/2025 02/20/2017 ***.*** *.** 02/20/2017 ***.*** *.**
Air Products and Chemicals, 2% 7aug2020, EUR   EUR 08/07/2020 02/20/2017 ***.** -*.** 02/20/2017 ***.* -*.**
Air Products and Chemicals, 4.625% 15mar2017, EUR   EUR 03/15/2017 02/20/2017 ***.* *.* 02/20/2017 ***.* -*.**
Airgas, 3.05% 1aug2020, USD   USD 08/01/2020 02/20/2017 **.** *.** 02/20/2017 ***.** *.**
Alabama Power, 3.75% 1mar2045, USD   USD 03/01/2045 02/20/2017 **.*** *.** 02/20/2017 **.*** *
Albemarle, 1.875% 8dec2021, EUR   EUR 12/08/2021 02/20/2017 ***.** *.** 02/20/2017 ***.** *.**
Aleris International, 9.5% 1apr2021, USD   USD 04/01/2021 02/20/2017 ***.** *.** 02/20/2017 ***.** *.**
Alliance Data Systems, 5.25% 15nov2023, EUR   EUR 11/15/2023 02/20/2017 ***.* *.** 02/20/2017 ***.* *.**
Alliance One International, 9.875% 15jul2021, USD   USD 07/15/2021 02/20/2017 **.** **.** 02/20/2017 **.** **.**
Allstate Corp, 7.45% 16may2019, USD   USD 05/16/2019 02/20/2017 ***.** *.** 02/20/2017 ***.** *.**
Ally Financial, 3.25% 13feb2018, USD   USD 02/13/2018 02/20/2017 ***.** *.** 02/20/2017 ***.** *.**
Ally Financial, 3.6% 21may2018, USD   USD 05/21/2018 02/20/2017 ***.** *.** 02/20/2017 ***.** *.**
Ally Financial, 4.125% 13feb2022, USD   USD 02/13/2022 02/20/2017 ***.** * 02/20/2017 ***.** *.**
Ally Financial, 4.125% 30mar2020, USD   USD 03/30/2020 02/20/2017 ***.** *.** 02/20/2017 ***.* *.**
Ally Financial, 4.625% 30mar2025, USD   USD 03/30/2025 02/20/2017 ***.** *.** 02/20/2017 ***.** *.**
Alphabet, 1.998% 15aug2026, USD   USD 08/15/2026 02/20/2017 **.** *.** 02/20/2017 **.*** *.**
Altice US Finance I, 5.5% 15may2026, USD   USD 05/15/2026 02/20/2017 *** *.** 02/20/2017 ***.* *.**
Altria Group, 10.2% 6feb2039, USD   USD 02/06/2039 02/20/2017 ***.** *.** 02/20/2017 ***.** *.*
Altria Group, 2.625% 14jan2020, USD   USD 01/14/2020 02/20/2017 ***.** *.** 02/20/2017 ***.** *.**
Altria Group, 2.625% 16sep2026, USD   USD 09/16/2026 02/20/2017 **.*** *.** 02/20/2017 **.*** *.**
Altria Group, 3.875% 16sep2046, USD   USD 09/16/2046 02/20/2017 **.** *.** 02/20/2017 **.** *.*
Altria Group, 9.95% 10nov2038, USD   USD 11/10/2038 02/20/2017 ***.** *.** 02/20/2017 ***.** *.**
AMAG Pharmaceutical, 7.875% 1sep2023, USD   USD 09/01/2023 02/20/2017 **.** *.* 02/20/2017 **.** *.**
Amazon.com, 2.6% 5dec2019, USD   USD 12/05/2019 02/20/2017 ***.* *.** 02/20/2017 ***.*** *.**
Amazon.com, 3.3% 5dec2021, USD   USD 12/05/2021 02/20/2017 ***.*** *.** 02/20/2017 ***.*** *.**
Amazon.com, 3.8% 5dec2024, USD   USD 12/05/2024 02/20/2017 ***.** *.** 02/20/2017 ***.** *.**
Amazon.com, 4.8% 5dec2034, USD   USD 12/05/2034 02/20/2017 ***.** *.** 02/20/2017 ***.** *.**
Amazon.com, 4.95% 5dec2044, USD   USD 12/05/2044 02/20/2017 ***.*** *.** 02/20/2017 ***.*** *.**
AMC Entertainment Holdings, 5.75% 15jun2025, USD   USD 06/15/2025 02/20/2017 ***.** *.** 02/20/2017 ***.** *.**
AMC Entertainment Holdings, 5.875% 15feb2022, USD   USD 02/15/2022 02/20/2017 ***.** *.** 02/20/2017 ***.* *.*
Ameren Illinois, 4.15% 15mar2046, USD   USD 03/15/2046 02/20/2017 ***.** *.** 02/20/2017 ***.*** *.**
American Airlines Group, 4.625% 1mar2020, USD   USD 03/01/2020 02/20/2017 ***.** *.** 02/20/2017 ***.** *.**
American Express Co, 4.05% 3dec2042, USD   USD 12/03/2042 02/20/2017 **.** *.** 02/20/2017 ***.** *.**
American Express Co, 4.9% perp., USD   USD 02/20/2017 ***.** * 02/20/2017 ***.** *
American Express Co, FRN 26may2020, USD   USD 05/26/2020 02/20/2017 ***.** * 02/20/2017 ***.** *
American Express Credit Corp, 0.625% 22nov2021, EUR   EUR 11/22/2021 02/20/2017 ***.*** *.** 02/20/2017 ***.** *.**
American Honda Finance, 0.17% 17jan2024, EUR   EUR 01/17/2024 02/20/2017 ***.** *.** 02/20/2017 ***.** *.**
American Honda Finance, 1.375% 10nov2022, EUR   EUR 11/10/2022 02/20/2017 ***.*** *.** 02/20/2017 ***.* *.**
American Honda Finance, 1.5% 13mar2018, USD   USD 03/13/2018 02/20/2017 **.*** *.** 02/20/2017 ***.*** *.*
American Honda Finance, 2.15% 13mar2020, USD   USD 03/13/2020 02/20/2017 **.*** *.** 02/20/2017 ***.*** *.**
American Honda Finance, 2.625% 14oct2022, GBP   GBP 10/14/2022 02/20/2017 ***.** *.** 02/20/2017 ***.** *.**
American Honda Finance, FRN 11mar2019, EUR   EUR 03/11/2019 02/20/2017 ***.** * 02/20/2017 ***.** *
American Honda Motor, 1.875% 4sep2019, EUR   EUR 09/04/2019 02/20/2017 ***.** -*.** 02/20/2017 ***.** -*.**
American International Group, 1.5% 8jun2023, EUR   EUR 06/08/2023 02/20/2017 ***.** *.* 02/20/2017 ***.** *.**
American International Group, 12% 9apr2018, ITL   ITL 04/09/2018 02/20/2017 ***.** * 02/20/2017 ***.** *
American International Group, 4.875% 15mar2067, EUR   EUR 03/15/2067 02/20/2017 **.** * 02/20/2017 ***.** *
American International Group, 5% 26apr2023, GBP   GBP 04/26/2023 02/20/2017 ***.* *.** 02/20/2017 ***.* *.**
American International Group, 5% 26jun2017, EUR   EUR 06/26/2017 02/20/2017 ***.** *.** 02/20/2017 ***.*** -*.**
American International Group, 5.45% 18may2017, USD   USD 05/18/2017 02/20/2017 ***.** *.** 02/20/2017 ***.** *.**
American International Group, 6.765% 15nov2017, GBP   GBP 11/15/2017 02/20/2017 ***.**** *.** 02/20/2017 ***.**** *.**
American International Group, 8% 22may2038, EUR   EUR 05/22/2038 02/20/2017 *** * 02/20/2017 *** *
American International Group, 8.175% 15may2058, USD   USD 05/15/2058 02/20/2017 ***.** * 02/20/2017 ***.** *
American Tower, 2.25% 15jan2022, USD   USD 01/15/2022 02/20/2017 **.** *.** 02/20/2017 **.*** *.**
American Tower, 2.8% 1jun2020, USD   USD 06/01/2020 02/20/2017 ***.*** *.** 02/20/2017 ***.*** *.**
American Tower, 3.125% 15jan2027, USD   USD 01/15/2027 02/20/2017 **.** *.** 02/20/2017 **.** *.**
American Tower, 4% 1jun2025, USD   USD 06/01/2025 02/20/2017 ***.*** *.** 02/20/2017 ***.*** *.**
AmeriGas Partners, 5.625% 20may2024, USD   USD 05/20/2024 02/20/2017 ***.** *.** 02/20/2017 ***.** *.**
AmeriGas Partners, 5.75% 20may2027, USD   USD 05/20/2027 02/20/2017 ***.** *.** 02/20/2017 ***.** *.**
AmeriGas Partners, 5.875% 20aug2026, USD   USD 08/20/2026 02/20/2017 ***.* *.** 02/20/2017 ***.** *.**
Amgen, 0.41% 8mar2023, CHF   CHF 03/08/2023 02/20/2017 ***.* *.** 02/20/2017 ***.* -*
Amgen, 1.85% 19aug2021, USD   USD 08/19/2021 02/20/2017 **.* *.* 02/20/2017 **.** *.**
Amgen, 2.125% 13sep2019, EUR   EUR 09/13/2019 02/20/2017 ***.** -*.** 02/20/2017 ***.** -*.**
Amgen, 2.125% 1may2020, USD   USD 05/01/2020 02/20/2017 **.** *.** 02/20/2017 ***.*** *.**
Amgen, 2.25% 19aug2023, USD   USD 08/19/2023 02/20/2017 **.** *.* 02/20/2017 **.** *.**
Amgen, 2.6% 19aug2026, USD   USD 08/19/2026 02/20/2017 **.** *.** 02/20/2017 **.** *.**
Amgen, 2.7% 1may2022, USD   USD 05/01/2022 02/20/2017 **.*** *.** 02/20/2017 **.*** *.**
Amgen, 3.125% 1may2025, USD   USD 05/01/2025 02/20/2017 **.** *.** 02/20/2017 **.* *.**
Amgen, 4% 13sep2029, GBP   GBP 09/13/2029 02/20/2017 ***.* *.** 02/20/2017 ***.** *.**
Amgen, 4.375% 5dec2018, EUR   EUR 12/05/2018 02/20/2017 ***.** -*.** 02/20/2017 ***.** -*.**
Amgen, 4.4% 1may2045, USD   USD 05/01/2045 02/20/2017 **.** *.** 02/20/2017 **.** *.**
Amgen, 5.5% 7dec2026, GBP   GBP 12/07/2026 02/20/2017 ***.*** *.** 02/20/2017 ***.** *.**
Amgen, 5.85% 1jun2017, USD   USD 06/01/2017 02/20/2017 ***.** *.** 02/20/2017 ***.** *.**
Amsted, 5% 15mar2022, USD   USD 03/15/2022 02/20/2017 **.** *.** 02/20/2017 ***.** *.**
AmSurg, 5.625% 15jul2022, USD   USD 07/15/2022 02/20/2017 ***.** *.** 02/20/2017 ***.** *.**
Analog Devices, 2.5% 5dec2021, USD   USD 12/05/2021 02/20/2017 **.*** *.** 02/20/2017 **.*** *.**
Analog Devices, 3.125% 5dec2023, USD   USD 12/05/2023 02/20/2017 **.*** *.** 02/20/2017 **.** *.**
Analog Devices, 3.5% 5dec2026, USD   USD 12/05/2026 02/20/2017 **.** *.** 02/20/2017 **.** *.**
Analog Devices, 4.5% 5dec2036, USD   USD 12/05/2036 02/20/2017 **.** *.** 02/20/2017 **.** *.**
Anheuser-Busch, 2.625% 17jan2023, USD   USD 01/17/2023 02/20/2017 **.*** *.** 02/20/2017 **.*** *.**
Anheuser-Busch, 4.5% 1apr2018, USD   USD 04/01/2018 02/20/2017 ***.*** *.** 02/20/2017 ***.*** *.**
Anheuser-Busch, 4.6% 23jul2045, USD   USD 07/23/2045 02/20/2017 **.** *.** 02/20/2017 ***.** *.**
Anheuser-Busch InBev Finance, 5.95% 15jan2033, USD   USD 01/15/2033 02/20/2017 ***.*** *.** 02/20/2017 ***.*** *.**
Anheuser-Busch InBev Finance, 6% 1nov2041, USD   USD 11/01/2041 02/20/2017 ***.*** *.** 02/20/2017 ***.*** *.*
Anheuser-Busch InBev Finance, 6.5% 1feb2043, USD   USD 02/01/2043 02/20/2017 ***.*** *.** 02/20/2017 ***.*** *.**
Anheuser-Busch InBev Finance, 6.5% 1may2042, USD   USD 05/01/2042 02/20/2017 ***.*** *.** 02/20/2017 ***.*** *.**
Anheuser-Busch InBev Finance, 6.8% 15jan2031, USD   USD 01/15/2031 02/20/2017 ***.*** *.** 02/20/2017 ***.*** *.**
Anheuser-Busch InBev Finance, 6.8% 20aug2032, USD   USD 08/20/2032 02/20/2017 ***.*** *.** 02/20/2017 ***.** *.**
Anheuser-Busch InBev Finance, 6.875% 15nov2019, USD   USD 11/15/2019 02/20/2017 ***.** *.** 02/20/2017 ***.* *.**
Antero Midstream Partners, 5.375% 15sep2024, USD   USD 09/15/2024 02/20/2017 **.** *.** 02/20/2017 ***.** *.**
Anthem Inc, 3.7% 15aug2021, USD   USD 08/15/2021 02/20/2017 ***.*** *.** 02/20/2017 ***.* *.**
Anthem Inc, 4.35% 15aug2020, USD   USD 08/15/2020 02/20/2017 ***.*** *.** 02/20/2017 ***.*** *.**
Anthem Inc, 4.65% 15aug2044, USD   USD 08/15/2044 02/20/2017 ***.*** *.** 02/20/2017 ***.*** *.**
Anthem Inc, 5.875% 15jun2017, USD   USD 06/15/2017 02/20/2017 ***.*** *.** 02/20/2017 ***.*** *.**
Antonveneta Capital Trust, FRN perp., EUR   EUR 02/20/2017 **.** * 02/20/2017 **.** *
ANZ, New York, 2.3% 1jun2021, USD   USD 06/01/2021 02/20/2017 **.* *.** 02/20/2017 **.** *.**
ANZ, New York, FRN 23sep2019, USD   USD 09/23/2019 02/20/2017 ***.** * 02/20/2017 ***.** *
Apple, 0.35% 10jun2020, JPY   JPY 06/10/2020 02/20/2017 ***.** *.** 02/20/2017 ***.* -*.**
Apple, 0.375% 25nov2024, CHF   CHF 11/25/2024 02/20/2017 ***.** *.** 02/20/2017 ***.* *.**
Apple, 0.75% 25feb2030, CHF   CHF 02/25/2030 02/20/2017 ***.** *.** 02/20/2017 ***.** *.**
Apple, 0.9% 12may2017, USD   USD 05/12/2017 02/20/2017 *** *.* 02/20/2017 ***.*** *.**
Apple, 1% 10nov2022, EUR   EUR 11/10/2022 02/20/2017 ***.* *.** 02/20/2017 ***.** *.**
Apple, 1% 3may2018, USD   USD 05/03/2018 02/20/2017 **.** *.** 02/20/2017 **.*** *.**
Apple, 1.1% 2aug2019, USD   USD 08/02/2019 02/20/2017 **.** *.** 02/20/2017 **.** *.**
Apple, 1.3% 23feb2018, USD   USD 02/23/2018 02/20/2017 ***.** *.** 02/20/2017 ***.** *.**
Apple, 1.375% 17jan2024, EUR   EUR 01/17/2024 02/20/2017 ***.*** *.** 02/20/2017 ***.** *.**
Apple, 1.55% 4aug2021, USD   USD 08/04/2021 02/20/2017 **.** *.** 02/20/2017 **.** *.**
Apple, 1.55% 7feb2020, USD   USD 02/07/2020 02/20/2017 **.** *.** 02/20/2017 **.** *.**
Apple, 1.55% 8feb2019, USD   USD 02/08/2019 02/20/2017 ***.** *.* 02/20/2017 ***.** *.**
Apple, 1.625% 10nov2026, EUR   EUR 11/10/2026 02/20/2017 ***.** *.* 02/20/2017 *** *.**
Apple, 1.9% 7feb2020, USD   USD 02/07/2020 02/20/2017 ***.** *.** 02/20/2017 ***.** *.**
Apple, 2% 17sep2027, EUR   EUR 09/17/2027 02/20/2017 ***.** *.** 02/20/2017 ***.** *.**
Apple, 2% 6may2020, USD   USD 05/06/2020 02/20/2017 ***.** *.** 02/20/2017 ***.** *.*
Apple, 2.15% 9feb2022, USD   USD 02/09/2022 02/20/2017 **.** *.** 02/20/2017 **.** *.**
Apple, 2.45% 4aug2026, USD   USD 08/04/2026 02/20/2017 **.** *.** 02/20/2017 ** *.**
Apple, 2.5% 9feb2022, USD   USD 02/09/2022 02/20/2017 ***.** *.** 02/20/2017 ***.** *.**
Apple, 2.5% 9feb2025, USD   USD 02/09/2025 02/20/2017 **.*** *.** 02/20/2017 **.*** *.**
Apple, 2.7% 13may2022, USD   USD 05/13/2022 02/20/2017 ***.*** *.** 02/20/2017 ***.** *.**
Apple, 2.85% 28aug2019, AUD   AUD 08/28/2019 02/20/2017 ***.** *.** 02/20/2017 ***.** *.**
Apple, 3% 9feb2024, USD   USD 02/09/2024 02/20/2017 ***.** *.** 02/20/2017 ***.*** *.*
Apple, 3.05% 31jul2029, GBP   GBP 07/31/2029 02/20/2017 *** *.** 02/20/2017 ***.** *.**
Apple, 3.2% 13may2025, USD   USD 05/13/2025 02/20/2017 ***.*** *.** 02/20/2017 ***.* *.**
Apple, 3.35% 9feb2027, USD   USD 02/09/2027 02/20/2017 *** *.** 02/20/2017 ***.** *.**
Apple, 3.45% 9feb2045, USD   USD 02/09/2045 02/20/2017 **.*** *.** 02/20/2017 **.*** *.**
Apple, 3.60% 31jul2042, GBP   GBP 07/31/2042 02/20/2017 ***.* *.** 02/20/2017 ***.* *.**
Apple, 3.7% 28aug2022, AUD   AUD 08/28/2022 02/20/2017 ***.** *.** 02/20/2017 ***.** *.**
Apple, 3.85% 4aug2046, USD   USD 08/04/2046 02/20/2017 **.** *.** 02/20/2017 **.*** *.**
Apple, 4.15% 22jun2046, USD   USD 06/22/2046 02/20/2017 **.** *.** 02/20/2017 **.** *.**
Apple, 4.25% 9feb2047, USD   USD 02/09/2047 02/20/2017 ***.** *.** 02/20/2017 ***.** *.**
Apple, 4.375% 13may2045, USD   USD 05/13/2045 02/20/2017 ***.*** *.** 02/20/2017 ***.** *.**
Apple, FRN 12may2017   USD 05/12/2017 02/20/2017 **.** * 02/20/2017 ***.** *
Apple, FRN 2aug2019, USD   USD 08/02/2019 02/20/2017 ***.** * 02/20/2017 ***.* *
Apple, FRN 6may2020, USD   USD 05/06/2020 02/20/2017 ***.* * 02/20/2017 ***.** *
Apple, FRN 7feb2020, USD   USD 02/07/2020 02/20/2017 ***.** * 02/20/2017 ***.** *
Apple, FRN 7feb2020, USD   USD 02/07/2020 02/20/2017 ***.** * 02/20/2017 ***.** *
Apple, FRN 8feb2019, USD   USD 02/08/2019 02/20/2017 ***.** * 02/20/2017 ***.** *
Apple, FRN 9feb2022, USD   USD 02/09/2022 02/20/2017 ***.** * 02/20/2017 ***.** *
Approach Resources, 7% 15jun2021, USD   USD 06/15/2021 02/20/2017 **.** **.** 02/20/2017 **.* *.**
Aramark, 4.75% 1jun2026, USD   USD 06/01/2026 02/20/2017 **.** *.** 02/20/2017 ***.** *.**
Aramark, 5.125% 15jan2024, USD   USD 01/15/2024 02/20/2017 ***.** *.** 02/20/2017 ***.** *.**
Archer Daniels Midland, 1.75% 23jun2023, EUR   EUR 06/23/2023 02/20/2017 ***.*** *.* 02/20/2017 ***.** *.**
Archer Daniels Midland, 2.5% 11aug2026, USD   USD 08/11/2026 02/20/2017 **.*** *.* 02/20/2017 **.** *.**
Archer Daniels Midland, FRN 24jun2019, EUR   EUR 06/24/2019 02/20/2017 ***.** * 02/20/2017 ***.** *
Arconic, 5.125% 1oct2024, USD   USD 10/01/2024 02/20/2017 ***.* *.** 02/20/2017 ***.** *.**
Arconic, 5.4% 15apr2021, USD   USD 04/15/2021 02/20/2017 ***.** *.** 02/20/2017 ***.** *.*
Arconic, 5.72% 23feb2019, USD   USD 02/23/2019 02/20/2017 ***.** *.** 02/20/2017 ***.** *.**
Ardagh Holdings USA, 4.125% 15may2023, EUR   EUR 05/15/2023 02/20/2017 ***.** *.** 02/20/2017 ***.** *.**
Ardagh Holdings USA, 4.625% 15may2023, USD   USD 05/15/2023 02/20/2017 ***.** *.** 02/20/2017 ***.** *.**
Ardagh Holdings USA, 6% 30jun2021, USD   USD 06/30/2021 02/20/2017 **.** *.** 02/20/2017 ***.** *.**
Ardagh Holdings USA, 6.25% 31jan2019, USD   USD 01/31/2019 02/20/2017 **.** *.** 02/20/2017 ***.** *.**
Ardagh Holdings USA, 6.75% 15may2024, EUR   EUR 05/15/2024 02/20/2017 ***.*** *.** 02/20/2017 ***.** *.**
Ardagh Holdings USA, 7.25% 15may2024, USD   USD 05/15/2024 02/20/2017 ***.** *.** 02/20/2017 ***.** *.**
Ardagh Holdings USA, FRN 15may2021, USD   USD 05/15/2021 02/20/2017 ***.** * 02/20/2017 ***.* *
Ares Capital, 3.875% 15jan2020, USD   USD 01/15/2020 02/20/2017 *** *.** 02/20/2017 ***.*** *.**
Arizona Public Service, 3.15% 15may2025, USD   USD 05/15/2025 02/20/2017 **.*** *.** 02/20/2017 ***.*** *.*
AT&T Inc, 1.3% 5sep2023, EUR   EUR 09/05/2023 02/20/2017 ***.*** *.** 02/20/2017 ***.** *
AT&T Inc, 1.45% 1jun2022, EUR   EUR 06/01/2022 02/20/2017 ***.** *.** 02/20/2017 ***.** *.**
AT&T Inc, 1.7% 1jun2017, USD   USD 06/01/2017 02/20/2017 ***.** *.** 02/20/2017 ***.*** *.**
AT&T Inc, 1.875% 4dec2020, EUR   EUR 12/04/2020 02/20/2017 ***.** *.** 02/20/2017 ***.** *.**
AT&T Inc, 2.3% 11mar2019, USD   USD 03/11/2019 02/20/2017 ***.* *.** 02/20/2017 ***.** *.**
AT&T Inc, 2.4% 15mar2017, USD   USD 03/15/2017 02/20/2017 **.*** *.** 02/20/2017 ***.*** *.**
AT&T Inc, 2.4% 15mar2024, EUR   EUR 03/15/2024 02/20/2017 ***.** *.** 02/20/2017 ***.** *.**
AT&T Inc, 2.45% 15mar2035, EUR   EUR 03/15/2035 02/20/2017 **.* *.** 02/20/2017 **.** *.**
AT&T Inc, 2.45% 30jun2020, USD   USD 06/30/2020 02/20/2017 **.*** *.* 02/20/2017 **.* *.*
AT&T Inc, 2.5% 15mar2023, EUR   EUR 03/15/2023 02/20/2017 ***.** *.** 02/20/2017 ***.** *.**
AT&T Inc, 2.6% 17dec2029, EUR   EUR 12/17/2029 02/20/2017 ***.** *.** 02/20/2017 ***.** *.**
AT&T Inc, 2.625% 1dec2022, USD   USD 12/01/2022 02/20/2017 **.*** *.** 02/20/2017 **.** *.**
AT&T Inc, 2.65% 17dec2021, EUR   EUR 12/17/2021 02/20/2017 ***.** *.** 02/20/2017 ***.** *.**
AT&T Inc, 3% 30jun2022, USD   USD 06/30/2022 02/20/2017 **.*** *.** 02/20/2017 **.** *.**
AT&T Inc, 3.2% 1mar2022, USD   USD 03/01/2022 02/20/2017 ***.** *.** 02/20/2017 ***.** *.**
AT&T Inc, 3.375% 15mar2034, EUR   EUR 03/15/2034 02/20/2017 ***.** *.* 02/20/2017 ***.** *.**
AT&T Inc, 3.4% 15may2025, USD   USD 05/15/2025 02/20/2017 **.** *.** 02/20/2017 **.*** *.**
AT&T Inc, 3.5% 17dec2025, EUR   EUR 12/17/2025 02/20/2017 ***.** *.** 02/20/2017 ***.** *.**
AT&T Inc, 3.55% 17dec2032, EUR   EUR 12/17/2032 02/20/2017 ***.** *.** 02/20/2017 ***.** *.**
AT&T Inc, 3.8% 15mar2022, USD   USD 03/15/2022 02/20/2017 ***.*** *.** 02/20/2017 ***.*** *.**
AT&T Inc, 3.8% 1mar2024, USD   USD 03/01/2024 02/20/2017 ***.*** *.** 02/20/2017 ***.** *.**
AT&T Inc, 3.875% 15aug2021, USD   USD 08/15/2021 02/20/2017 ***.*** *.** 02/20/2017 ***.** *.**
AT&T Inc, 4.125% 17feb2026, USD   USD 02/17/2026 02/20/2017 ***.*** *.* 02/20/2017 ***.** *.**
AT&T Inc, 4.25% 1jun2043, GBP   GBP 06/01/2043 02/20/2017 ***.* *.** 02/20/2017 ***.** *.**
AT&T Inc, 4.25% 1mar2027, USD   USD 03/01/2027 02/20/2017 ***.*** *.** 02/20/2017 ***.*** *.**
AT&T Inc, 4.3% 15dec2042, USD   USD 12/15/2042 02/20/2017 **.*** *.** 02/20/2017 **.*** *.**
AT&T Inc, 4.375% 14sep2029, GBP   GBP 09/14/2029 02/20/2017 ***.** *.** 02/20/2017 ***.* *.**
AT&T Inc, 4.5% 15may2035, USD   USD 05/15/2035 02/20/2017 **.** *.** 02/20/2017 **.*** *.**
AT&T Inc, 4.5% 9mar2048, USD   USD 03/09/2048 02/20/2017 **.*** *.* 02/20/2017 **.*** *.*
AT&T Inc, 4.55% 9mar2049, USD   USD 03/09/2049 02/20/2017 **.*** *.** 02/20/2017 **.*** *.**
AT&T Inc, 4.6% 12feb2045, USD   USD 02/12/2045 02/20/2017 **.*** *.** 02/20/2017 **.*** *.**
AT&T Inc, 4.7% 10nov2044, USD   USD 11/10/2044 02/20/2017 **.** *.* 02/20/2017 **.* *.**
AT&T Inc, 4.75% 15may2046, USD   USD 05/15/2046 02/20/2017 **.*** *.** 02/20/2017 **.** *.*
AT&T Inc, 4.875% 1jun2044, GBP   GBP 06/01/2044 02/20/2017 ***.* *.** 02/20/2017 ***.** *.**
AT&T Inc, 5.15% 15mar2042, USD   USD 03/15/2042 02/20/2017 **.*** *.** 02/20/2017 **.** *.**
AT&T Inc, 5.2% 15mar2020, USD   USD 03/15/2020 02/20/2017 ***.*** *.** 02/20/2017 ***.** *.**
AT&T Inc, 5.25% 1mar2037, USD   USD 03/01/2037 02/20/2017 ***.** *.** 02/20/2017 *** *.**
AT&T Inc, 5.45% 1mar2047, USD   USD 03/01/2047 02/20/2017 ***.** *.** 02/20/2017 ***.*** *.**
AT&T Inc, 5.5% 15mar2027, GBP   GBP 03/15/2027 02/20/2017 ***.** *.** 02/20/2017 ***.* *.**
AT&T Inc, 5.7% 1mar2057, USD   USD 03/01/2057 02/20/2017 ***.*** *.** 02/20/2017 ***.** *.**
AT&T Inc, 5.875% 1oct2019, USD   USD 10/01/2019 02/20/2017 ***.*** *.** 02/20/2017 ***.*** *.**
AT&T Inc, 5.875% 28apr2017, GBP   GBP 04/28/2017 02/20/2017 ***.** *.** 02/20/2017 ***.** *.**
AT&T Inc, 6.35% 15mar2040, USD   USD 03/15/2040 02/20/2017 ***.*** *.** 02/20/2017 ***.*** *.**
AT&T Inc, 6.375% 1mar2041, USD   USD 03/01/2041 02/20/2017 ***.*** *.** 02/20/2017 ***.*** *.**
AT&T Inc, 7% 30apr2040, GBP   GBP 04/30/2040 02/20/2017 ***.*** *.** 02/20/2017 ***.** *.**
AT&T Inc, 7.125% 15dec2031, USD   USD 12/15/2031 02/20/2017 ***.*** *.** 02/20/2017 ***.*** *.**
AT&T Inc, FRN 30jun2020, USD   USD 06/30/2020 02/20/2017 ***.** * 02/20/2017 ***.** *
AT&T Inc, FRN 4jun2019, EUR   EUR 06/04/2019 02/20/2017 ***.** * 02/20/2017 ***.*** *
Autodesk, 3.125% 15jun2020, USD   USD 06/15/2020 02/20/2017 ***.** *.** 02/20/2017 ***.*** *.**
Autodesk, 4.375% 15jun2025, USD   USD 06/15/2025 02/20/2017 ***.** *.** 02/20/2017 ***.* *.*
Automatic Data Processing, 2.25% 15sep2020, USD   USD 09/15/2020 02/20/2017 ***.*** * 02/20/2017 ***.*** *.**
Automatic Data Processing, 3.375% 15sep2025, USD   USD 09/15/2025 02/20/2017 ***.*** *.** 02/20/2017 ***.* *.**
AutoZone, 2.5% 15apr2021, USD   USD 04/15/2021 02/20/2017 **.** *.** 02/20/2017 **.*** *.**
AutoZone, 3.25% 15apr2025, USD   USD 04/15/2025 02/20/2017 **.*** *.** 02/20/2017 **.*** *.**
AvalonBay Communities, 3.45% 1jun2025, USD   USD 06/01/2025 02/20/2017 ***.*** *.** 02/20/2017 ***.*** *.*
Avaya, 10.5% 1mar2021, USD   USD 03/01/2021 02/20/2017 **.** **.** 02/20/2017 ** **.**
Avaya, 7% 1apr2019, USD   USD 04/01/2019 02/20/2017 **.*** **.** 02/20/2017 ** **.**
Avis Budget Car, 4.125% 15nov2024, EUR   EUR 11/15/2024 02/20/2017 ** *.** 02/20/2017 **.** *.**
Avis Budget Car, 5.125% 1jun2022, USD   USD 06/01/2022 02/20/2017 **.** *.** 02/20/2017 ***.* *.**
Avis Budget Car, 5.25% 15mar2025, USD   USD 03/15/2025 02/20/2017 **.** *.** 02/20/2017 **.** *.**
Avis Budget Car, 6% 1mar2021, EUR   EUR 03/01/2021 02/20/2017 ***.* *.** 02/20/2017 ***.** *.**
Avon International Operations, 7.875% 15aug2022, USD   USD 08/15/2022 02/20/2017 ***.** *.** 02/20/2017 ***.** *.**
Avon Products, 4.6% 15mar2020, USD   USD 03/15/2020 02/20/2017 ***.** *.** 02/20/2017 ***.* *.**
Avon Products, 6.95% 15mar2043, USD   USD 03/15/2043 02/20/2017 **.* **.** 02/20/2017 **.** *.**
Axalta Coating Systems, 4.25% 15aug2024, EUR   EUR 08/15/2024 02/20/2017 ***.*** *.** 02/20/2017 ***.** *.**
Axalta Coating Systems, 4.875% 15aug2024, USD   USD 08/15/2024 02/20/2017 **.** *.* 02/20/2017 ***.** *.**
Bacardi, 2.75% 15jul2026, USD   USD 07/15/2026 02/20/2017 **.** *.** 02/20/2017 **.** *.**
Bacardi, 2.75% 3jul2023, EUR   EUR 07/03/2023 02/20/2017 ***.* *.** 02/20/2017 ***.* *.**
BAE Systems Holdings, 2.85% 15dec2020, USD   USD 12/15/2020 02/20/2017 ***.* *.** 02/20/2017 ***.* *.**
BAE Systems Holdings, 3.8% 7oct2024, USD   USD 10/07/2024 02/20/2017 **.** *.** 02/20/2017 ***.** *.**
Baker Hughes, 3.2% 15aug2021, USD   USD 08/15/2021 02/20/2017 ***.*** *.** 02/20/2017 ***.*** *.**
Ball, 5.25% 1jul2025, USD   USD 07/01/2025 02/20/2017 ***.** *.** 02/20/2017 ***.* *.**
Bank of America Corp., 0.736% 7feb2022, EUR   EUR 02/07/2022 02/20/2017 ***.** * 02/20/2017 ***.* *
Bank of America Corp., 0.75% 26jul2023, EUR   EUR 07/26/2023 02/20/2017 **.*** *.** 02/20/2017 **.** *.**
Bank of America Corp., 1.375% 10sep2021, EUR   EUR 09/10/2021 02/20/2017 ***.*** *.** 02/20/2017 ***.** *.**
Bank of America Corp., 1.379% 7feb2025, EUR   EUR 02/07/2025 02/20/2017 ***.*** * 02/20/2017 ***.** *
Bank of America Corp., 1.625% 14sep2022, EUR   EUR 09/14/2022 02/20/2017 ***.*** *.** 02/20/2017 ***.** *.**
Bank of America Corp., 1.65% 26mar2018, USD   USD 03/26/2018 02/20/2017 **.* *.** 02/20/2017 ***.** *.**
Bank of America Corp., 1.875% 10jan2019, EUR   EUR 01/10/2019 02/20/2017 ***.*** -*.** 02/20/2017 ***.* -*.**
Bank of America Corp., 2% 11jan2018, USD   USD 01/11/2018 02/20/2017 ***.** *.** 02/20/2017 ***.** *.**
Bank of America Corp., 2.25% 21apr2020, USD   USD 04/21/2020 02/20/2017 **.*** *.* 02/20/2017 ***.** *.**
Bank of America Corp., 2.3% 25jul2025, GBP   GBP 07/25/2025 02/20/2017 **.* *.** 02/20/2017 **.** *.**
Bank of America Corp., 2.375% 19jun2024, EUR   EUR 06/19/2024 02/20/2017 ***.*** *.** 02/20/2017 ***.* *.**
Bank of America Corp., 2.5% 27jul2020, EUR   EUR 07/27/2020 02/20/2017 ***.** *.** 02/20/2017 ***.** *.**
Bank of America Corp., 2.6% 15jan2019, USD   USD 01/15/2019 02/20/2017 ***.*** *.** 02/20/2017 ***.* *.**
Bank of America Corp., 2.65% 1apr2019, USD   USD 04/01/2019 02/20/2017 ***.** *.** 02/20/2017 ***.** *.**
Bank of America Corp., 3.3% 5aug2021, AUD   AUD 08/05/2021 02/20/2017 **.** *.** 02/20/2017 **.** *.**
Bank of America Corp., 4% 22jan2025, USD   USD 01/22/2025 02/20/2017 ***.** *.** 02/20/2017 ***.*** *.**
Bank of America Corp., 4% 28sep2022, USD   USD 09/28/2022 02/20/2017 ***.* *.** 02/20/2017 *
Bank of America Corp., 4% 6apr2020, EUR   EUR 04/06/2020 02/20/2017 ***.** *.** 02/20/2017 ***.** *.**
Bank of America Corp., 4.25% 10dec2026, GBP   GBP 12/10/2026 02/20/2017 ***.* *.** 02/20/2017 ***.* *.**
Bank of America Corp., 4.25% 5apr2017, EUR   EUR 04/05/2017 02/20/2017 ***.** *.** 02/20/2017 ***.** -*.**
Bank of America Corp., 4.625% 7aug2017, EUR   EUR 08/07/2017 02/20/2017 ***.** -*.** 02/20/2017 ***.** -*.**
Bank of America Corp., 4.75% 23may2017, EUR   EUR 05/23/2017 02/20/2017 **.** * 02/20/2017 ***.** *
Bank of America Corp., 4.75% 3apr2017, EUR   EUR 04/03/2017 02/20/2017 ***.** -*.** 02/20/2017 ***.** -*.**
Bank of America Corp., 4.75% 6may2019, EUR   EUR 05/06/2019 02/20/2017 ***.** * 02/20/2017 ***.** *
Bank of America Corp., 4.85% 15jul2019, USD   USD 07/15/2019 02/20/2017 ***.** *.** 02/20/2017 ***.*** *.**
Bank of America Corp., 5.25% 15oct2017, USD   USD 10/15/2017 02/20/2017 ***.*** *.** 02/20/2017 ***.** *.**
Bank of America Corp., 5.25% 31jan2026, EUR   EUR 01/31/2026 02/20/2017 ***.* *.** 02/20/2017 ***.** *.**
Bank of America Corp., 5.5% 4dec2019, GBP   GBP 12/04/2019 02/20/2017 ***.** *.** 02/20/2017 ***.** *.**
Bank of America Corp., 5.55% 15jun2020, USD   USD 06/15/2020 02/20/2017 ***.*** *.** 02/20/2017 *** *.**
Bank of America Corp., 6% 18nov2020, EUR (Structured)   EUR 11/18/2020 02/20/2017 ***.** * 02/20/2017 ***.** *
Bank of America Corp., 6.125% 15sep2021, GBP   GBP 09/15/2021 02/20/2017 ***.** *.** 02/20/2017 ***.** *.*
Bank of America Corp., 6.25% perp., USD   USD 02/20/2017 ***.** * 02/20/2017 ***.* *
Bank of America Corp., 6.4% 15aug2019, USD   USD 08/15/2019 02/20/2017 ***.*** *.** 02/20/2017 ***.*** *.**
Bank of America Corp., 6.5% 15aug2017, USD   USD 08/15/2017 02/20/2017 ***.** *.** 02/20/2017 ***.* *.**
Bank of America Corp., 7% 31jul2028, GBP   GBP 07/31/2028 02/20/2017 ***.** *.** 02/20/2017 ***.* *.**
Bank of America Corp., 8.49% 13sep2027, MXN   MXN 09/13/2027 02/20/2017 **.** *.** 02/20/2017 **.** *.**
Bank of America Corp., Fix-to-float 15jun2018, EUR   EUR 06/15/2018 02/20/2017 ***.** * 02/20/2017 *** *
Bank of America Corp., FRN 10may2018, EUR   EUR 05/10/2018 02/20/2017 ***.*** * 02/20/2017 ***.* *
Bank of America Corp., FRN 14sep2020, EUR   EUR 09/14/2020 02/20/2017 ***.*** * 02/20/2017 ***.*** *
Bank of America Corp., FRN 19feb2018, EUR   EUR 02/19/2018 02/20/2017 ***.** * 02/20/2017 ***.** *
Bank of America Corp., FRN 19jun2019, EUR   EUR 06/19/2019 02/20/2017 ***.** * 02/20/2017 ***.*** *
Bank of America Corp., FRN 26jul2019, EUR   EUR 07/26/2019 02/20/2017 ***.*** * 02/20/2017 ***.*** *
Bank of America Corp., FRN 28mar2018   EUR 03/28/2018 02/20/2017 ***.** * 02/20/2017 ***.* *
Bank of America Corp., FRN 5aug2021, AUD   AUD 08/05/2021 02/20/2017 ***.** * 02/20/2017 ***.** *
Bank of America Corp., FRN 7feb2022, EUR   EUR 02/07/2022 02/20/2017 ***.*** * 02/20/2017 ***.** *
Bank of America Merrill Lynch, 1.375% 26mar2025, EUR   EUR 03/26/2025 02/20/2017 ***.*** *.** 02/20/2017 ***.** *.**
Bank of America Merrill Lynch, 4.625% 14sep2018, EUR   EUR 09/14/2018 02/20/2017 ***.** *.** 02/20/2017 ***.** -*.**
Bank of America Merrill Lynch, 5.5% 22nov2021, GBP   GBP 11/22/2021 02/20/2017 ***.** *.** 02/20/2017 ***.* *.**
Bank of America Merrill Lynch, 5.7% 2may2017, USD   USD 05/02/2017 02/20/2017 ***.** *.** 02/20/2017 ***.** *.**
Bank of America Merrill Lynch, 7.75% 30apr2018, GBP   GBP 04/30/2018 02/20/2017 ***.** *.** 02/20/2017 ***.** *.**
Bank of America Merrill Lynch, 8.125% 2jun2028, GBP   GBP 06/02/2028 02/20/2017 ***.**** *.* 02/20/2017 ***.**** *.**
Bank of America Merrill Lynch, FRN 14sep2018, EUR   EUR 09/14/2018 02/20/2017 ***.** * 02/20/2017 ***.** *
Bank of China (New York), 3.6% 12jul2018, CNY   CNY 07/12/2018 02/20/2017 **.*** *.** 02/20/2017 **.** *.**
Barrick North America Finance, 4.4% 30may2021, USD   USD 05/30/2021 02/20/2017 ***.*** *.** 02/20/2017 ***.** *.**
Basic Energy Services, 7.75% 15oct2022, USD   USD 10/15/2022 02/20/2017 **.** **.** 02/20/2017 **.** **.**
Baxalta Inc, 2% 2018, USD   USD 06/22/2018 02/20/2017 **.** *.** 02/20/2017 **.** *.**
Baxalta Inc, 2.875% 2020, USD   USD 06/23/2020 02/20/2017 **.** *.** 02/20/2017 **.** *
Baxalta Inc, 4% 2025, USD   USD 06/23/2025 02/20/2017 **.** *.* 02/20/2017 ***.** *.*
Baxalta Inc, 5.25% 2045, USD   USD 06/23/2045 02/20/2017 ***.** *.** 02/20/2017 ***.** *.**
Baxter, 1.7% 15aug2021, USD   USD 08/15/2021 02/20/2017 **.*** *.** 02/20/2017 **.* *.**
Baxter, 2.6% 15aug2026, USD   USD 08/15/2026 02/20/2017 **.** *.** 02/20/2017 **.*** *.**
Baxter, 3.5% 15aug2046, USD   USD 08/15/2046 02/20/2017 **.*** *.** 02/20/2017 **.*** *.**
Bayer US Finance, 1.5% 6oct2017, USD   USD 10/06/2017 02/20/2017 **.** *.** 02/20/2017 ***.** *.**
Bayer US Finance, 2.375% 8oct2019, USD   USD 10/08/2019 02/20/2017 ***.** *.** 02/20/2017 ***.** *.**
Bayer US Finance, 3% 8oct2021, USD   USD 10/08/2021 02/20/2017 ***.** *.** 02/20/2017 ***.** *.**
Bayer US Finance, 3.375% 8oct2024, USD   USD 10/08/2024 02/20/2017 ***.** *.** 02/20/2017 ***.** *.**
Bear Stearns, 6% 13jun2017, EUR   EUR 06/13/2017 02/20/2017 **.** * 02/20/2017 ***.** *
Bear Stearns, FRN 1mar2017, EUR   EUR 03/01/2017 02/20/2017 ***.** * 02/20/2017 ***.** *
Bear Stearns, FRN 21feb2017   EUR 02/21/2017 02/20/2017 ***.** * 02/20/2017 ***.** *
Becton Dickinson, 1% 15dec2022, EUR   EUR 12/15/2022 02/20/2017 ***.** *.** 02/20/2017 ***.* *.**
Becton Dickinson, 1.45% 15may2017, USD   USD 05/15/2017 02/20/2017 **.*** *.** 02/20/2017 ***.** *.**
Becton Dickinson, 1.9% 15dec2026, EUR   EUR 12/15/2026 02/20/2017 ***.* *.** 02/20/2017 ***.** *.**
Becton Dickinson, 3.3% 1mar2023, USD   USD 03/01/2023 02/20/2017 ***.*** *.** 02/20/2017 ***.*** *
Becton Dickinson, 3.875% 15may2024, USD   USD 05/15/2024 02/20/2017 ***.*** *.** 02/20/2017 ***.*** *.**
Becton Dickinson, 4.875% 15may2044, USD   USD 05/15/2044 02/20/2017 ***.*** *.** 02/20/2017 ***.*** *.*
Becton Dickinson, 6.375% 1aug2019, USD   USD 08/01/2019 02/20/2017 ***.*** *.* 02/20/2017 ***.*** *.**
Belden, 4.125% 15oct2026, EUR   EUR 10/15/2026 02/20/2017 ***.** *.** 02/20/2017 ***.** *.**
Belden, 5.5% 15apr2023, EUR   EUR 04/15/2023 02/20/2017 ***.** *.** 02/20/2017 ***.** *.**
Belden, 5.5% 1sep2022, USD   USD 09/01/2022 02/20/2017 * 02/20/2017 ***.* *.**
Berkshire Hathaway, 0.5% 13mar2020, EUR   EUR 03/13/2020 02/20/2017 ***.*** * 02/20/2017 ***.** -*.**
Berkshire Hathaway, 0.625% 17jan2023, EUR   EUR 01/17/2023 02/20/2017 ***.*** *.* 02/20/2017 ***.** *.**
Berkshire Hathaway, 0.75% 16mar2023, EUR   EUR 03/16/2023 02/20/2017 ***.** *.** 02/20/2017 ***.** *.**
Berkshire Hathaway, 0.75% 16mar2027, EUR   EUR 03/16/2027 02/20/2017 **.*** *.** 02/20/2017 **.** *.**
Berkshire Hathaway, 1.15% 15aug2018, USD   USD 08/15/2018 02/20/2017 **.* *.* 02/20/2017 ***.* *.**
Berkshire Hathaway, 1.3% 15mar2024, EUR   EUR 03/15/2024 02/20/2017 ***.** *.** 02/20/2017 ***.** *.**
Berkshire Hathaway, 1.625% 16mar2035, EUR   EUR 03/16/2035 02/20/2017 **.*** *.** 02/20/2017 **.*** *.*
Berkshire Hathaway, 2.15% 15mar2028, EUR   EUR 03/15/2028 02/20/2017 ***.*** *.** 02/20/2017 ***.*** *.**
Berkshire Hathaway, 2.2% 15mar2021, USD   USD 03/15/2021 02/20/2017 **.** *.** 02/20/2017 ***.* *.**
Berkshire Hathaway, 2.4% 1feb2020, USD   USD 02/01/2020 02/20/2017 ***.** *.** 02/20/2017 ***.*** *.**
Berkshire Hathaway, 2.75% 15mar2023, USD   USD 03/15/2023 02/20/2017 ***.* *.** 02/20/2017 ***.** *.**
Berkshire Hathaway, 3.125% 15mar2026, USD   USD 03/15/2026 02/20/2017 **.*** *.** 02/20/2017 ***.*** *.**
Berkshire Hathaway, 4.5% 1feb2045, USD   USD 02/01/2045 02/20/2017 ***.*** *.* 02/20/2017 ***.*** *.**
Berkshire Hathaway Energy, 3.5% 1feb2025, USD   USD 02/01/2025 02/20/2017 ***.*** *.** 02/20/2017 ***.*** *.**
Berkshire Hathaway Fin, 1.3% 15aug2019, USD   USD 08/15/2019 02/20/2017 **.*** *.** 02/20/2017 **.*** *.**
Berkshire Hathaway Fin, 1.45% 7mar2018, USD   USD 03/07/2018 02/20/2017 **.** *.** 02/20/2017 ***.** *.**
Berkshire Hathaway Fin, 1.6% 15may2017, USD   USD 05/15/2017 02/20/2017 **.** *.** 02/20/2017 ***.** *.**
Berkshire Hathaway Fin, 1.7% 15mar2019, USD   USD 03/15/2019 02/20/2017 ***.** *.** 02/20/2017 ***.** *.**
Berkshire Hathaway Fin, 5.4% 15may2018, USD   USD 05/15/2018 02/20/2017 ***.*** *.** 02/20/2017 ***.*** *.*
Berkshire Hathaway Fin, FRN 11jan2019, USD   USD 01/11/2019 02/20/2017 **.** * 02/20/2017 ***.** *
Berkshire Hathaway Fin, FRN 15aug2019, USD   USD 08/15/2019 02/20/2017 **.** * 02/20/2017 ***.** *
Berkshire Hathaway Fin, FRN 15mar2019, USD   USD 03/15/2019 02/20/2017 ***.** * 02/20/2017 ***.** *
Berkshire Hathaway Fin, FRN 7mar2018, USD   USD 03/07/2018 02/20/2017 **.** * 02/20/2017 ***.** *
Berry Plastics Group, 5.125% 15jul2023, USD   USD 07/15/2023 02/20/2017 **.** *.** 02/20/2017 ***.** *.*
BGC Partners, 5.125% 27may2021, USD   USD 05/27/2021 02/20/2017 ***.*** *.** 02/20/2017 ***.*** *
BGC Partners, 5.125% 27may2021, USD   USD 05/27/2021 02/20/2017 ***.** *.* 02/20/2017 ***.*** *.**
BGC Partners, 5.375% 9dec2019, USD   USD 12/09/2019 02/20/2017 ***.*** *.** 02/20/2017 ***.*** *.**
BGE, 2.4% 15aug2026, USD   USD 08/15/2026 02/20/2017 **.*** *.** 02/20/2017 **.*** *.**
BGE, 3.5% 15aug2046, USD   USD 08/15/2046 02/20/2017 **.*** *.** 02/20/2017 **.*** *.**
Biogen Idec, 2.9% 15sep2020, USD   USD 09/15/2020 02/20/2017 ***.** *.* 02/20/2017 ***.** *.**
Biogen Idec, 3.625% 15sep2022, USD   USD 09/15/2022 02/20/2017 ***.** *.** 02/20/2017 ***.*** *.**
Biogen Idec, 4.05% 15sep2025, USD   USD 09/15/2025 02/20/2017 ***.*** *.** 02/20/2017 ***.** *.**
Biogen Idec, 5.2% 15sep2045, USD   USD 09/15/2045 02/20/2017 ***.*** *.** 02/20/2017 ***.** *.**
Black Hills, 3.15% 15jan2027, USD   USD 01/15/2027 02/20/2017 **.*** *.** 02/20/2017 **.*** *.**
Black Hills, 4.2% 15sep2046, USD   USD 09/15/2046 02/20/2017 **.** *.* 02/20/2017 ***.** *.**
Blackboard, 7.75% 15nov2019, USD   USD 11/15/2019 02/20/2017 **.*** *.** 02/20/2017 ***.*** *.**
BlackRock, 1.25% 6may2025, EUR   EUR 05/06/2025 02/20/2017 ***.** *.** 02/20/2017 ***.** *.**
Blackstone Group, 4.75% 15feb2023, USD   USD 02/15/2023 02/20/2017 ***.** *.** 02/20/2017 ***.** *.**
Blackstone Group, 5% 15jun2044, USD   USD 06/15/2044 02/20/2017 ***.* *.** 02/20/2017 ***.** *.**
Blackstone Holdings Finance, 1% 5oct2026, EUR   EUR 10/05/2026 02/20/2017 **.** *.** 02/20/2017 **.*** *.**
Blackstone Holdings Finance, 2% 19may2025, EUR   EUR 05/19/2025 02/20/2017 ***.*** *.** 02/20/2017 ***.*** *.**
Blackstone Holdings Finance, 4.45% 15jul2045, USD   USD 07/15/2045 02/20/2017 **.** *.** 02/20/2017 **.** *.**
Block Financial, 5.25% 1oct2025, USD   USD 10/01/2025 02/20/2017 ***.** *.** 02/20/2017 ***.** *.**
BMW US Capital, 1.125% 18sep2021, EUR   EUR 09/18/2021 02/20/2017 ***.* *.** 02/20/2017 ***.** *.**
BMW US Capital, 1.45% 13sep2019, USD   USD 09/13/2019 02/20/2017 **.** *.* 02/20/2017 **.** *.**
BMW US Capital, 1.5% 11apr2019, USD   USD 04/11/2019 02/20/2017 **.** *.** 02/20/2017 **.* *.**
BMW US Capital, 1.85% 15sep2021, USD   USD 09/15/2021 02/20/2017 **.** *.** 02/20/2017 **.** *.**
BMW US Capital, 2% 11apr2021, USD   USD 04/11/2021 02/20/2017 **.** *.** 02/20/2017 **.** *.**
BMW US Capital, 2.25% 15sep2023, USD   USD 09/15/2023 02/20/2017 **.** *.** 02/20/2017 **.** *.**
BMW US Capital, 2.75% 2dec2019, AUD   AUD 12/02/2019 02/20/2017 ***.** *.** 02/20/2017 ***.** *.**
BMW US Capital, 2.8% 11apr2026, USD   USD 04/11/2026 02/20/2017 **.* *.** 02/20/2017 **.* *.**
BMW US Capital, FRN 18mar2019, EUR   EUR 03/18/2019 02/20/2017 ***.** * 02/20/2017 ***.** *
BNSF, 3% 1apr2025, USD   USD 04/01/2025 02/20/2017 **.*** *.* 02/20/2017 ***.*** *.**
BNSF, 4.15% 1apr2045, USD   USD 04/01/2045 02/20/2017 ***.** *.** 02/20/2017 ***.*** *.**
BNY Mellon, 4.62% perp., USD   USD 02/20/2017 **.** * 02/20/2017 **.** *
BNY Mellon, 6.044% 20jun2017, USD   USD 06/20/2017 02/20/2017 ***.*** *.** 02/20/2017 ***.*** *.**
Boardwalk Pipeline Partners, 4.45% 15jul2027, USD   USD 07/15/2027 02/20/2017 **.** *.** 02/20/2017 ***.** *.**
Boeing, 1.875% 15jun2023, USD   USD 06/15/2023 02/20/2017 **.*** *.** 02/20/2017 **.** *.**
Boeing, 2.125% 1mar2022, USD   USD 03/01/2022 02/20/2017 **.*** *.** 02/20/2017 **.*** *.**
Boeing, 2.25% 15jun2026, USD   USD 06/15/2026 02/20/2017 **.** *.** 02/20/2017 **.** *.**
Boeing, 2.8% 1mar2027, USD   USD 03/01/2027 02/20/2017 **.*** *.** 02/20/2017 **.*** *.**
Boeing, 3.375% 15jun2046, USD   USD 06/15/2046 02/20/2017 **.** *.** 02/20/2017 **.* *.**
Boeing, 3.65% 1mar2047, USD   USD 03/01/2047 02/20/2017 **.*** *.** 02/20/2017 **.*** *.**
BorgWarner, 1.80% 7nov2022, EUR   EUR 11/07/2022 02/20/2017 ***.** *.** 02/20/2017 ***.** *.**
BorgWarner, 3.375% 15mar2025, USD   USD 03/15/2025 02/20/2017 **.* *.** 02/20/2017 ***.* *.*
BorgWarner, 4.375% 15mar2045, USD   USD 03/15/2045 02/20/2017 **.*** *.** 02/20/2017 **.*** *.**
Boston Properties, 2.750% 1oct2026, USD   USD 10/01/2026 02/20/2017 **.** *.** 02/20/2017 **.** *.*
Boston Scientific, 2.85% 15may2020, USD   USD 05/15/2020 02/20/2017 ***.*** *.** 02/20/2017 ***.** *.**
Boston Scientific, 3.375% 15may2022, USD   USD 05/15/2022 02/20/2017 ***.*** * 02/20/2017 ***.*** *.**
Boston Scientific, 3.85% 15may2025, USD   USD 05/15/2025 02/20/2017 ***.*** *.** 02/20/2017 ***.*** *.**
Boyd Gaming, 6.375% 1apr2026, USD   USD 04/01/2026 02/20/2017 ***.** *.** 02/20/2017 ***.** *.**
BP Capital Markets America, 4.2% 15jun2018, USD   USD 06/15/2018 02/20/2017 ***.*** *.** 02/20/2017 ***.*** *.**
Branch Banking and Trust, 3.8% 30oct2026, USD   USD 10/30/2026 02/20/2017 ***.*** *.** 02/20/2017 ***.*** *.**
BreitBurn Energy Partners, 7.875% 15apr2022, USD   USD 04/15/2022 02/20/2017 **.* **.* 02/20/2017 **.** **.**
Bristol Myers Squibb, 1% 15may2025, EUR   EUR 05/15/2025 02/20/2017 ***.** *.** 02/20/2017 ***.** *.**
Bristol Myers Squibb, 1.75% 15may2035, EUR   EUR 05/15/2035 02/20/2017 **.** *.** 02/20/2017 **.** *.**
Bristol Myers Squibb, 3.25% 1nov2023, USD   USD 11/01/2023 02/20/2017 ***.** *.** 02/20/2017 ***.** *.*
British Transco Finance Inc, 6.625% 1jun2018   USD 06/01/2018 02/20/2017 ***.** *.* 02/20/2017 ***.*** *.**
Broadcom, 2.375% 15jan2020, USD   USD 01/15/2020 02/20/2017 **.* *.* 02/20/2017 ***.* *.**
Broadcom, 3.625% 15jan2024, USD   USD 01/15/2024 02/20/2017 ***.** *.* 02/20/2017 ***.** *.*
Broadcom, 3.875% 15jan2027, USD   USD 01/15/2027 02/20/2017 **.** *.** 02/20/2017 ***.** *.**
Brown-Forman, 1.2% 7jul2026, EUR   EUR 07/07/2026 02/20/2017 ***.*** *.** 02/20/2017 ***.** *.**
Brown-Forman, 2.6% 7jul2028, GBP   GBP 07/07/2028 02/20/2017 ***.** *.** 02/20/2017 *** *.*
Buckeye Partners, 3.95% 1dec2026, USD   USD 12/01/2026 02/20/2017 ** *.** 02/20/2017 **.** *.**
Bunge Limited Finance, 3.25% 15aug2026, USD   USD 08/15/2026 02/20/2017 **.* *.** 02/20/2017 **.*** *.**
Bunge Ltd, 1.85% 16jun2023, EUR   EUR 06/16/2023 02/20/2017 *** *.** 02/20/2017 ***.** *.**
Burger King, 6% 1apr2022, USD   USD 04/01/2022 02/20/2017 ***.** *.** 02/20/2017 ***.** *.**
CA Technologies, 3.6% 1aug2020, USD   USD 08/01/2020 02/20/2017 ***.*** *.** 02/20/2017 ***.*** *.**
CA Technologies, 5.375% 1dec2019, USD   USD 12/01/2019 02/20/2017 ***.*** *.** 02/20/2017 ***.*** *.**
Cable One Inc., 5.75% 15jun2022   USD 06/15/2022 02/20/2017 **.** *.** 02/20/2017 ***.** *.**
California Resources, 5.5% 15sep2021, USD   USD 09/15/2021 02/20/2017 **.** **.** 02/20/2017 **.** **.**
California Resources, 6% 15nov2024, USD   USD 11/15/2024 02/20/2017 ** **.** 02/20/2017 **.** *.**
Callon Petroleum Company (CPE), 6.125% 1oct2024, USD   USD 10/01/2024 02/20/2017 *** *.** 02/20/2017 ***.** *.**
Calpine, 5.25% 1jun2026, USD   USD 06/01/2026 02/20/2017 **.** *.** 02/20/2017 ***.** *.**
Calpine, 5.5% 1feb2024, USD   USD 02/01/2024 02/20/2017 **.** *.** 02/20/2017 ***.** *
Cameron International, 5.125% 15dec2043, USD   USD 12/15/2043 02/20/2017 ***.** *.** 02/20/2017 ***.** *.**
Campbell Soup, 3.3% 19mar2025, USD   USD 03/19/2025 02/20/2017 ***.*** *.** 02/20/2017 ***.*** *.**
Capital One Bank (USA), 2.3% 5jun2019, USD   USD 06/05/2019 02/20/2017 ***.** *.* 02/20/2017 ***.** *.**
Capital One Financial Corporation, 1.65% 5feb2018, USD   USD 02/05/2018 02/20/2017 **.*** *.** 02/20/2017 ***.*** *.**
Capital One Financial Corporation, 2.95% 23jul2021, USD   USD 07/23/2021 02/20/2017 **.** *.* 02/20/2017 ***.** *.**
Capital One Financial Corporation, 3.2% 5feb2025, USD   USD 02/05/2025 02/20/2017 **.*** *.** 02/20/2017 **.** *.**
Capital One Financial Corporation, 3.75% 28jul2026, USD   USD 07/28/2026 02/20/2017 **.** *.* 02/20/2017 **.** *.**
Cardinal Health, 1.7% 15mar2018, USD   USD 03/15/2018 02/20/2017 **.*** *.** 02/20/2017 ***.*** *.**
Cardinal Health, 1.95% 15jun2018, USD   USD 06/15/2018 02/20/2017 ***.*** *.** 02/20/2017 ***.*** *.**
Cardinal Health, 3.75% 15sep2025, USD   USD 09/15/2025 02/20/2017 ***.*** *.** 02/20/2017 ***.*** *.**
Cardinal Health, 4.9% 15sep2045, USD   USD 09/15/2045 02/20/2017 ***.*** *.** 02/20/2017 ***.*** *.**
Cargill Inc, 1.875% 4sep2019, EUR   EUR 09/04/2019 02/20/2017 ***.** -*.** 02/20/2017 ***.** -*.**
Cargill Inc, 2.5% 15feb2023, EUR   EUR 02/15/2023 02/20/2017 ***.** *.** 02/20/2017 ***.** *.**
Cargill Inc, 4.875% 29may2017, EUR   EUR 05/29/2017 02/20/2017 ***.*** *.** 02/20/2017 ***.*** -*.**
Cargill Inc, 5.375% 2mar2037, GBP   GBP 03/02/2037 02/20/2017 ***.*** *.** 02/20/2017 ***.**** *.**
Carlson Travel, FRN 15jun2023, EUR   EUR 06/15/2023 02/20/2017 ***.** * 02/20/2017 ***.* *
Carmike Cinemas, 6% 15jun2023, USD   USD 06/15/2023 02/20/2017 **.** *.** 02/20/2017 ***.* *.**
Carnival Corp, 1.625% 22feb2021, EUR   EUR 02/22/2021 02/20/2017 ***.*** *.** 02/20/2017 ***.** *.**
Carpenter, 4.45% 1mar2023, USD   USD 03/01/2023 02/20/2017 ***.** *.** 02/20/2017 ***.** *.*
Catalent Pharma Solutions, 4.75% 15dec2024, EUR   EUR 12/15/2024 02/20/2017 ***.** * 02/20/2017 ***.** *.*
Caterpillar, 3.55% 23jun2018, CNY   CNY 06/23/2018 02/20/2017 **.** *.** 02/20/2017 **.*** *.*
Caterpillar Financial Services, 1.35% 18may2019, USD   USD 05/18/2019 02/20/2017 **.** *.** 02/20/2017 **.** *.**
Caterpillar Financial Services, 2% 5mar2020, USD   USD 03/05/2020 02/20/2017 **.*** *.** 02/20/2017 **.** *.**
Caterpillar Financial Services, 3.4% 25nov2017, CNY   CNY 11/25/2017 02/20/2017 **.* *.** 02/20/2017 **.* *.**
Caterpillar Financial Services, FRN 20nov2017, USD   USD 11/20/2017 02/20/2017 ***.** * 02/20/2017 ***.** *
CBL, 5.25% 1dec2023, USD   USD 12/01/2023 02/20/2017 **.*** *.** 02/20/2017 ***.** *.**
CBL & Associates Limited Partnership, 5.95% 15dec2026, USD   USD 12/15/2026 02/20/2017 **.*** *.** 02/20/2017 **.*** *.**
CBOE Holdings, 3.65% 12jan2027, USD   USD 01/12/2027 02/20/2017 ***.*** *.** 02/20/2017 ***.*** *.**
CBRE Group, 4.875% 1mar2026, USD   USD 03/01/2026 02/20/2017 ***.*** *.** 02/20/2017 ***.*** *.**
CBS, 3.5% 15jan2025, USD   USD 01/15/2025 02/20/2017 **.*** *.** 02/20/2017 **.** *.**
CBS, 4% 15jan2025, USD   USD 01/15/2026 02/20/2017 ***.*** *.** 02/20/2017 ***.*** *.*
CBS, 4.6% 15jan2045, USD   USD 01/15/2045 02/20/2017 **.*** *.** 02/20/2017 **.*** *.**
Celanese, 1.125% 26sep2023, EUR   EUR 09/26/2023 02/20/2017 ***.** *.** 02/20/2017 ***.** *.**
Celanese, 3.25% 15oct2019, EUR   EUR 10/15/2019 02/20/2017 ***.** *.** 02/20/2017 ***.** *.**
Celgene, 2.125% 15aug2018, USD   USD 08/15/2018 02/20/2017 ***.** *.** 02/20/2017 ***.** *.**
Celgene, 2.875% 15aug2020, USD   USD 08/15/2020 02/20/2017 ***.*** *.** 02/20/2017 ***.** *.**
Celgene, 3.55% 15aug2022, USD   USD 08/15/2022 02/20/2017 ***.*** *.** 02/20/2017 ***.** *
Celgene, 3.875% 15aug2025, USD   USD 08/15/2025 02/20/2017 ***.*** *.* 02/20/2017 ***.** *.**
Celgene, 5% 15aug2045, USD   USD 08/15/2045 02/20/2017 ***.*** *.** 02/20/2017 ***.*** *.**
Centene, 5.625% 15feb2021, USD   USD 02/15/2021 02/20/2017 ***.** *.** 02/20/2017 ***.** *.**
CenturyLink, 7.5% 1apr2024, USD   USD 04/01/2024 02/20/2017 ***.** *.** 02/20/2017 ***.** *.**
CenturyLink, 7.65% 15mar2042, USD   USD 03/15/2042 02/20/2017 ** *.** 02/20/2017 ** *.**
Cenveo Corp, 11.5% 15may2017, USD   USD 05/15/2017 02/20/2017 **.** **.* 02/20/2017 ***.** **.**
Cenveo Corp, 8.5% 15sep2022, USD   USD 09/15/2022 02/20/2017 ** **.** 02/20/2017 **.** **.**
Charles Schwab, 1.5% 10mar2018, USD   USD 03/10/2018 02/20/2017 ***.*** *.** 02/20/2017 ***.** *.**
Charles Schwab, 3% 10mar2025, USD   USD 03/10/2025 02/20/2017 **.*** *.** 02/20/2017 **.*** *.**
Charles Schwab, 4.625% perp., USD   USD 02/20/2017 **.** * 02/20/2017 **.** *
Chemours, 6.125% 15may2023, EUR   EUR 05/15/2023 02/20/2017 ***.*** *.* 02/20/2017 ***.** *.**
Chesapeake Energy, 6.875% 15nov2020, USD   USD 11/15/2020 02/20/2017 **.** *.* 02/20/2017 *** *.**
Chevron, 1.345% 15nov2017, USD   USD 11/15/2017 02/20/2017 ***.** *.** 02/20/2017 ***.* *.**
Chevron, 1.365% 2mar2018, USD   USD 03/02/2018 02/20/2017 **.*** *.** 02/20/2017 ***.** *.**
Chevron, 1.7% 1may2018, USD   USD 05/01/2018 02/20/2017 **.** *.* 02/20/2017 ***.** *.**
Chevron, 1.961% 3mar2020, USD   USD 03/03/2020 02/20/2017 ***.*** *.** 02/20/2017 ***.** *.**
Chevron, 2.411% 3mar2022, USD   USD 03/03/2022 02/20/2017 **.** *.** 02/20/2017 **.* *.**
Chevron, 2.45% 1may2020, USD   USD 05/01/2020 02/20/2017 **.** *.** 02/20/2017 ***.* *.**
Chevron, FRN 16may2018, USD   USD 05/16/2018 02/20/2017 ***.** * 02/20/2017 ***.** *
Chevron, FRN 1may2020, USD   USD 05/01/2020 02/20/2017 ***.** * 02/20/2017 ***.** *
Chevron, FRN 3mar2022, USD   USD 03/03/2022 02/20/2017 **.** * 02/20/2017 ***.** *
Chubb INA Holdings, 3.15% 15mar2025, USD   USD 03/15/2025 02/20/2017 **.** *.** 02/20/2017 ***.*** *.**
Cigna, 3.25% 15apr2025, USD   USD 04/15/2025 02/20/2017 **.*** *.** 02/20/2017 **.*** *.**
Cisco Systems, 1.4% 20sep2019, USD   USD 09/20/2019 02/20/2017 **.** *.** 02/20/2017 **.*** *.**
Cisco Systems, 1.4% 28feb2018, USD   USD 02/28/2018 02/20/2017 ***.** *.** 02/20/2017 ***.** *.**
Cisco Systems, 1.65% 15jun2018, USD   USD 06/15/2018 02/20/2017 ***.*** *.** 02/20/2017 ***.** *.**
Cisco Systems, 1.85% 20sep2021, USD   USD 09/20/2021 02/20/2017 **.*** *.** 02/20/2017 **.** *.**
Cisco Systems, 2.2% 20sep2023, USD   USD 09/20/2023 02/20/2017 **.** *.** 02/20/2017 **.*** *.*
Cisco Systems, 2.45% 15jun2020, USD   USD 06/15/2020 02/20/2017 ***.** *.** 02/20/2017 ***.*** *.**
Cisco Systems, 2.5% 20sep2026, USD   USD 09/20/2026 02/20/2017 **.** *.** 02/20/2017 **.*** *.*
Cisco Systems, 3% 15jun2022, USD   USD 06/15/2022 02/20/2017 ***.*** *.** 02/20/2017 ***.** *.**
Cisco Systems, 3.5% 15jun2025, USD   USD 06/15/2025 02/20/2017 ***.** *.** 02/20/2017 ***.** *.**
Cisco Systems, FRN 15jun2018, USD   USD 06/15/2018 02/20/2017 ***.* * 02/20/2017 ***.** *
Cisco Systems, FRN 1mar2019, USD   USD 03/01/2019 02/20/2017 ***.** * 02/20/2017 ***.** *
Cisco Systems, FRN 20sep2019, USD   USD 09/20/2019 02/20/2017 ***.** * 02/20/2017 ***.** *
CIT Group, 5% 1aug2023, USD   USD 08/01/2023 02/20/2017 ***.** *.** 02/20/2017 ***.** *.**
CIT Group, 5.5% 15feb2019, USD (ABS)   USD 02/15/2019 02/20/2017 *** *.** 02/20/2017 ***.** *.**
Citgo Holding, 10.75% 15feb2020, USD   USD 02/15/2020 02/20/2017 ***.** *.** 02/20/2017 ***.** *.**
Citigroup, 0.457% 18feb2021, JPY   JPY 02/18/2021 02/20/2017 **.** *.** 02/20/2017 ***.** *.**
Citigroup, 0.75% 26oct2023, EUR   EUR 10/26/2023 02/20/2017 **.*** *.** 02/20/2017 **.* *.**
Citigroup, 1.5% 26oct2028, EUR   EUR 10/26/2028 02/20/2017 **.*** *.** 02/20/2017 **.** *.**
Citigroup, 1.55% 14aug2017, USD   USD 08/14/2017 02/20/2017 ***.** *.** 02/20/2017 ***.** *.**
Citigroup, 1.7% 27apr2018, USD   USD 04/27/2018 02/20/2017 ***.** *.** 02/20/2017 ***.** *.*
Citigroup, 1.75% 27oct2021, EUR   EUR 10/27/2021 02/20/2017 ***.** *.** 02/20/2017 ***.** *.**
Citigroup, 1.75% 28jan2025, EUR   EUR 01/28/2025 02/20/2017 ***.*** *.** 02/20/2017 ***.** *.**
Citigroup, 1.75% 29jan2018, EUR   EUR 01/29/2018 02/20/2017 ***.** -*.** 02/20/2017 ***.** -*.*
Citigroup, 1.85% 24nov2017, USD   USD 11/24/2017 02/20/2017 ***.*** *.* 02/20/2017 ***.** *.**
Citigroup, 11.3% 28sep2020, BRL   BRL 09/28/2020 02/20/2017 ***.** **.** 02/20/2017 ***.** **.**
Citigroup, 2.125% 10sep2026, EUR   EUR 09/10/2026 02/20/2017 ***.*** *.** 02/20/2017 ***.** *.**
Citigroup, 2.35% 2aug2021, USD   USD 08/02/2021 02/20/2017 **.* *.** 02/20/2017 **.** *.**
Citigroup, 2.375% 22may2024, EUR   EUR 05/22/2024 02/20/2017 ***.** *.* 02/20/2017 ***.** *.**
Citigroup, 2.4% 18feb2020, USD   USD 02/18/2020 02/20/2017 ***.*** *.** 02/20/2017 ***.** *.**
Citigroup, 2.5% 29jul2019, USD   USD 07/29/2019 02/20/2017 ***.* *.** 02/20/2017 ***.** *.**
Citigroup, 3% 25jun2018, NOK   NOK 06/25/2018 02/20/2017 ***.** *.** 02/20/2017 ***.** *.*
Citigroup, 3.2% 15jun2023, USD   USD 06/15/2023 02/20/2017 **.** * 02/20/2017 **.** *
Citigroup, 3.3% 27apr2025, USD   USD 04/27/2025 02/20/2017 **.*** *.** 02/20/2017 **.** *.**
Citigroup, 3.39% 18nov2021, CAD   CAD 11/18/2021 02/20/2017 ***.* *.** 02/20/2017 ***.** *.**
Citigroup, 3.4% 21dec2018, EUR   EUR 12/21/2018 02/20/2017 ***.** *.** 02/20/2017 ***.** -*.**
Citigroup, 3.5% 19aug2024, NOK   NOK 08/19/2024 02/20/2017 ***.** *.** 02/20/2017 ***.** *.**
Citigroup, 3.5% 8apr2020, SGD   SGD 04/08/2020 02/20/2017 ** * 02/20/2017 **.*** *
Citigroup, 3.625% 30nov2017, EUR   EUR 11/30/2017 02/20/2017 ***.** * 02/20/2017 ***.** *
Citigroup, 3.75% 27oct2023, AUD   AUD 10/27/2023 02/20/2017 **.** *.** 02/20/2017 ***.** *.**
Citigroup, 3.75% 4may2021, AUD   AUD 05/04/2021 02/20/2017 ***.** *.** 02/20/2017 ***.** *.**
Citigroup, 3.875% 26mar2025, USD   USD 03/26/2025 02/20/2017 **.** *.** 02/20/2017 **.** *.**
Citigroup, 4% 18feb2022, USD   USD 02/18/2022 02/20/2017 **.** * 02/20/2017 **.** *
Citigroup, 4.09% 9jun2025, CAD   CAD 06/09/2025 02/20/2017 ***.** *.** 02/20/2017 ***.** *.**
Citigroup, 4.125% 25jul2028, USD   USD 07/25/2028 02/20/2017 **.** *.** 02/20/2017 **.* *.**
Citigroup, 4.25% 25feb2030, EUR   EUR 02/25/2030 02/20/2017 ***.** * 02/20/2017 ***.** *
Citigroup, 4.3% 20nov2026, USD   USD 11/20/2026 02/20/2017 ***.*** *.** 02/20/2017 ***.*** *.**
Citigroup, 4.375% 2nov2018, EUR   EUR 11/02/2018 02/20/2017 ***.* -*.** 02/20/2017 ***.** -*.**
Citigroup, 4.5% 3mar2031, GBP   GBP 03/03/2031 02/20/2017 ***.** *.** 02/20/2017 ***.** *.**
Citigroup, 4.65% 11oct2022, CAD   CAD 10/11/2022 02/20/2017 ***.* * 02/20/2017 ***.** *
Citigroup, 4.7% 14mar2017, EUR   EUR 03/14/2017 02/20/2017 ***.** * 02/20/2017 ***.** *
Citigroup, 4.75% 10feb2019, EUR   EUR 02/10/2019 02/20/2017 ***.** * 02/20/2017 ***.** *
Citigroup, 4.95% 7nov2043, USD   USD 11/07/2043 02/20/2017 ***.** *.** 02/20/2017 ***.** *.**
Citigroup, 5% 2aug2019, EUR   EUR 08/02/2019 02/20/2017 ***.*** -*.** 02/20/2017 ***.** -*.**
Citigroup, 5% 2oct2019, EUR   EUR 10/02/2019 02/20/2017 ***.** *.** 02/20/2017 ***.** *.**
Citigroup, 5.13% 12nov2019, NZD   NZD 11/12/2019 02/20/2017 ***.** *.** 02/20/2017 ***.** *.**
Citigroup, 5.15% 21may2026, GBP   GBP 05/21/2026 02/20/2017 ***.** *.** 02/20/2017 ***.** *.**
Citigroup, 5.16% 24may2027, CAD   CAD 05/24/2027 02/20/2017 ***.* * 02/20/2017 ***.** *
Citigroup, 5.3% 6may2044, USD   USD 05/06/2044 02/20/2017 ***.** *.* 02/20/2017 ***.** *.**
Citigroup, 5.35% perp., USD   USD 02/20/2017 **.** * 02/20/2017 ***.** *
Citigroup, 5.875% 1jul2024, GBP   GBP 07/01/2024 02/20/2017 ***.** *.** 02/20/2017 ***.** *.**
Citigroup, 5.875% 22feb2033, USD   USD 02/22/2033 02/20/2017 ***.*** *.** 02/20/2017 ***.*** *.*
Citigroup, 5.875% perp., USD   USD 02/20/2017 ***.** * 02/20/2017 ***.** *
Citigroup, 5.95% perp., USD   USD 02/20/2017 ***.** * 02/20/2017 ***.* *
Citigroup, 6.125% perp., USD   USD 02/20/2017 ***.** * 02/20/2017 ***.** *
Citigroup, 6.25% 29jun2017, NZD   NZD 06/29/2017 02/20/2017 ***.** *.** 02/20/2017 ***.** *.**
Citigroup, 6.25% 2sep2019, GBP   GBP 09/02/2019 02/20/2017 ***.** *.** 02/20/2017 ***.** *.**
Citigroup, 6.25% perp., USD   USD 02/20/2017 ***.* * 02/20/2017 ***.** *
Citigroup, 6.3% perp., USD   USD 02/20/2017 ***.** * 02/20/2017 ***.** *
Citigroup, 6.8% 25jun2038, GBP   GBP 06/25/2038 02/20/2017 ***.** *.** 02/20/2017 ***.** *.**
Citigroup, 7.375% 1sep2039, GBP   GBP 09/01/2039 02/20/2017 ***.** *.** 02/20/2017 ***.** *.**
Citigroup, 7.375% 4sep2019, EUR   EUR 09/04/2019 02/20/2017 ***.*** -*.** 02/20/2017 ***.** -*.**
Citigroup, 7.625% 3apr2018, GBP   GBP 04/03/2018 02/20/2017 ***.* *.** 02/20/2017 ***.** *.**
Citigroup, FRN 11nov2019, EUR   EUR 11/11/2019 02/20/2017 ***.** * 02/20/2017 ***.** *
Citigroup, FRN 14aug2017, USD   USD 08/14/2017 02/20/2017 **.** * 02/20/2017 ***.** *
Citigroup, FRN 1sep2023, USD   USD 09/01/2023 02/20/2017 ***.** * 02/20/2017 ***.** *
Citigroup, FRN 24may2021, EUR   EUR 05/24/2021 02/20/2017 ***.** * 02/20/2017 ***.** *
Citigroup, FRN 27apr2018, USD   USD 04/27/2018 02/20/2017 ***.** * 02/20/2017 ***.** *
Citigroup, FRN 27aug2018   EUR 08/27/2018 02/20/2017 ***.** * 02/20/2017 ***.** *
Citigroup, FRN 27oct2023, AUD   AUD 10/27/2023 02/20/2017 ***.** * 02/20/2017 ***.** *
Citigroup, FRN 2aug2021, USD   USD 08/02/2021 02/20/2017 ***.** * 02/20/2017 ***.** *
Citigroup, FRN 30nov2018, EUR   EUR 11/30/2018 02/20/2017 ***.** * 02/20/2017 ***.** *
Citigroup, FRN 4may2021, AUD   AUD 05/04/2021 02/20/2017 ***.** * 02/20/2017 ***.** *
Citigroup, FRN 6jan2020, USD   USD 01/06/2020 02/20/2017 **.*** * 02/20/2017 **.*** *
Citigroup, FRN 7aug2019, AUD   AUD 08/07/2019 02/20/2017 ***.** * 02/20/2017 ***.** *
Citigroup Funding Inc., 5.5% 13sep2025, USD   USD 09/13/2025 02/20/2017 ***.** *.** 02/20/2017 ***.** *.*
Citigroup Global Markets, 2.5% 30sep2026, USD   USD 09/30/2026 02/20/2017 **.** * 02/20/2017 **.* *
Citigroup Global Markets, 5% 3mar2021, USD   USD 03/03/2021 02/20/2017 **.** * 02/20/2017 **.** *
Citizens Financial Group, 2.375% 28jul2021, USD   USD 07/28/2021 02/20/2017 **.*** *.** 02/20/2017 **.*** *.**
Clayton Williams Energy, 7.75% 1apr2019, USD   USD 04/01/2019 02/20/2017 **.** *.** 02/20/2017 ***.** *.**
Cliffs Natural Resources, 8.25% 31mar2020, USD   USD 03/31/2020 02/20/2017 ***.** *.** 02/20/2017 ***.** *.*
Cloud Peak Energy, 8.5% 15dec2019, USD   USD 12/15/2019 02/20/2017 **.** **.** 02/20/2017 ** *.*
CME Group, 3% 15mar2025, USD   USD 03/15/2025 02/20/2017 ***.*** *.** 02/20/2017 ***.*** *.**
CMS Energy, 2.95% 15feb2027, USD   USD 02/15/2027 02/20/2017 **.** *.** 02/20/2017 **.*** *.*
CMS Energy, 3% 15may2026, USD   USD 05/15/2026 02/20/2017 **.*** *.** 02/20/2017 **.*** *.**
CMS Energy, 3.45% 15aug2027, USD   USD 08/15/2027 02/20/2017 **.*** *.** 02/20/2017 **.*** *.**
Coach, 4.25% 1apr2025, USD   USD 04/01/2025 02/20/2017 ***.*** *.* 02/20/2017 ***.** *.**
Coca-Cola Enterprises, 1.875% 18mar2030, EUR   EUR 03/18/2030 02/20/2017 ***.** *.** 02/20/2017 ***.** *.**
Coca-Cola Enterprises, 2% 5dec2019, EUR   EUR 12/05/2019 02/20/2017 ***.** *.** 02/20/2017 ***.*** *.*
Coca-Cola Enterprises, 2.375% 7may2025, EUR   EUR 05/07/2025 02/20/2017 ***.** *.** 02/20/2017 ***.** *.**
Coca-Cola Enterprises, 2.625% 6nov2023, EUR   EUR 11/06/2023 02/20/2017 ***.** *.** 02/20/2017 ***.** *.*
Coca-Cola Enterprises, 2.75% 6may2026, EUR   EUR 05/06/2026 02/20/2017 ***.** *.** 02/20/2017 *** *.**
Coca-Cola Enterprises, 3.125% 29sep2017, EUR   EUR 09/29/2017 02/20/2017 ***.*** -*.** 02/20/2017 ***.** -*.*
Coeur Mining, 7.875% 1feb2021, USD   USD 02/01/2021 02/20/2017 ***.** *.** 02/20/2017 ***.** *.**
Colgate-Palmolive, FRN 14may2019, EUR   EUR 05/14/2019 02/20/2017 ***.** * 02/20/2017 ***.** *
Colorado Interstate Gas, 4.15% 15aug2026, USD   USD 08/15/2026 02/20/2017 **.** *.** 02/20/2017 **.** *.**
Columbia Pipeline Group Inc., 2.45% 1jun2018   USD 06/01/2018 02/20/2017 **.** *.* 02/20/2017 **.** *.**
Columbia Pipeline Group Inc., 2.45% 1jun2018, USD   USD 06/01/2018 02/20/2017 ***.*** *.** 02/20/2017 *** *.**
Columbia Pipeline Group Inc., 3.3% 1jun2020   USD 06/01/2020 02/20/2017 **.** *.** 02/20/2017 ***.** *.**
Columbia Pipeline Group Inc., 4.5% 1jun2025   USD 06/01/2025 02/20/2017 ***.** *.** 02/20/2017 ***.** *.**
Columbia Property Trust Operating Partnership, 3.65% 15aug2026, USD   USD 08/15/2026 02/20/2017 **.*** *.** 02/20/2017 **.*** *.**
Comcast, 1.625% 15jan2022, USD   USD 01/15/2022 02/20/2017 **.*** *.* 02/20/2017 **.* *.**
Comcast, 2.350% 15jan2027, USD   USD 01/15/2027 02/20/2017 **.*** *.** 02/20/2017 **.** *.**
Comcast, 3.15% 1mar2026, USD   USD 03/01/2026 02/20/2017 **.** *.** 02/20/2017 **.*** *.**
Comcast, 3.2% 15jul2036, USD   USD 07/15/2036 02/20/2017 **.*** *.** 02/20/2017 **.** *.**
Comcast, 3.4% 15jul2046, USD   USD 07/15/2046 02/20/2017 **.*** *.* 02/20/2017 **.*** *.**
Comcast, 5.5% 23nov2029, GBP   GBP 11/23/2029 02/20/2017 ***.** *.** 02/20/2017 ***.** *.**
Commonwealth Edison, 2.55% 15jun2026, USD   USD 06/15/2026 02/20/2017 **.*** *.** 02/20/2017 **.*** *.**
Commonwealth Edison, 3.650% 15jun2046, USD   USD 06/15/2046 02/20/2017 **.*** *.** 02/20/2017 **.*** *.**
Commonwealth Edison, 3.7% 1mar2045, USD   USD 03/01/2045 02/20/2017 **.*** *.* 02/20/2017 **.** *.**
Community Choice Financial, 10.75% 1may2019, USD   USD 05/01/2019 02/20/2017 **.* **.** 02/20/2017 **.** **.**
Compass Bank, 2.75% 29sep2019, USD   USD 09/29/2019 02/20/2017 **.** *.* 02/20/2017 ***.** *.**
Concho Resources, 5.5% 1apr2023, USD   USD 04/01/2023 02/20/2017 ***.** *.** 02/20/2017 ***.** *.**
Conn's, 7.25% 15jul2022, USD   USD 07/15/2022 02/20/2017 **.** **.** 02/20/2017 **.** **.**
ConocoPhillips, 1.5% 15may2018, USD   USD 05/15/2018 02/20/2017 **.*** *.** 02/20/2017 **.*** *.**
ConocoPhillips, 2.2% 15may2020, USD   USD 05/15/2020 02/20/2017 ***.*** *.** 02/20/2017 ***.** *.**
ConocoPhillips, 3.35% 15may2025, USD   USD 05/15/2025 02/20/2017 **.** *.** 02/20/2017 ***.*** *.**
ConocoPhillips, 4.2% 15mar2021, USD   USD 03/15/2021 02/20/2017 ***.* *.** 02/20/2017 ***.** *.**
ConocoPhillips, 4.95% 15mar2026, USD   USD 03/15/2026 02/20/2017 ***.*** *.** 02/20/2017 ***.*** *.**
ConocoPhillips, 5.75% 1feb2019, USD   USD 02/01/2019 02/20/2017 ***.*** *.** 02/20/2017 ***.*** *.**
ConocoPhillips, 5.9% 15oct2032, USD   USD 10/15/2032 02/20/2017 ***.*** *.** 02/20/2017 ***.*** *.**
ConocoPhillips, 5.95% 15mar2046, USD   USD 03/15/2046 02/20/2017 ***.*** *.** 02/20/2017 ***.*** *.**
CONSOL Energy, 5.875% 15apr2022, USD   USD 04/15/2022 02/20/2017 **.** *.** 02/20/2017 **.** *.**
Consumers Energy, 3.25% 15aug2046, USD   USD 08/15/2046 02/20/2017 **.*** *.** 02/20/2017 **.** *.**
Consumers Energy, 3.95% 15jul2047, USD   USD 07/15/2047 02/20/2017 ***.*** *.** 02/20/2017 ***.*** *.**
Continental Resources, 3.8% 1jun2024, USD   USD 06/01/2024 02/20/2017 **.** *.** 02/20/2017 **.** *.**
Continental Resources, 4.5% 15apr2023, USD   USD 04/15/2023 02/20/2017 ** *.** 02/20/2017 **.** *.**
ContourGlobal Power, 5.125% 15jun2021, EUR   EUR 06/15/2021 02/20/2017 ***.** *.** 02/20/2017 ***.*** *.**
COPT, 5% 1jul2025, USD   USD 07/01/2025 02/20/2017 ***.** *.** 02/20/2017 ***.*** *.**
Corning, 1.5% 8may2018, USD   USD 05/08/2018 02/20/2017 **.*** *.** 02/20/2017 ***.*** *.**
Corning, 2.9% 15may2022, USD   USD 05/15/2022 02/20/2017 **.*** *.** 02/20/2017 ***.*** *.**
Credit Acceptance, 6.125% 15feb2021, USD   USD 02/15/2021 02/20/2017 ***.* *.** 02/20/2017 ***.** *.**
Credit Suisse AG (New York) Branch, 1.375% 26may2017, USD   USD 05/26/2017 02/20/2017 **.* *.** 02/20/2017 ***.** *.**
Credit Suisse AG (New York) Branch, 2.3% 28may2019, USD   USD 05/28/2019 02/20/2017 ***.** *.** 02/20/2017 ***.** *.**
Credit Suisse AG (New York) Branch, FRN 26may2017, USD   USD 05/26/2017 02/20/2017 **.** * 02/20/2017 ***.** *
CRH America, 3.875% 18may2025, USD   USD 05/18/2025 02/20/2017 ***.* *.** 02/20/2017 ***.** *.**
CRH America, 5.125% 18may2045, USD   USD 05/18/2045 02/20/2017 ***.** *.** 02/20/2017 ***.** *.**
Crown Castle International, 2.25% 1sep2021, USD   USD 09/01/2021 02/20/2017 **.** *.** 02/20/2017 **.** *.**
Crown Castle International, 3.7% 15jun2026, USD   USD 06/15/2026 02/20/2017 **.*** *.** 02/20/2017 **.*** *.**
CSC Holdings, 5.25% 1jun2024, USD   USD 06/01/2024 02/20/2017 **.** *.** 02/20/2017 ***.** *.**
CSX Corporation, 2.6% 1nov2026, USD   USD 11/01/2026 02/20/2017 **.*** *.** 02/20/2017 **.*** *.**
CSX Corporation, 3.8% 1nov2046, USD   USD 11/01/2046 02/20/2017 **.*** *.** 02/20/2017 **.*** *.**
CSX Corporation, 3.95% 1may2050, USD   USD 05/01/2050 02/20/2017 **.** *.** 02/20/2017 **.** *.**
CSX Corporation, 4.25% 1nov2066, USD   USD 11/01/2066 02/20/2017 **.*** *.** 02/20/2017 **.*** *.**
CubeSmart, 3.125% 1sep2026, USD   USD 09/01/2026 02/20/2017 **.*** *.** 02/20/2017 **.*** *.**
CVS Health, 1.9% 20jul2018, USD   USD 07/20/2018 02/20/2017 ***.** *.** 02/20/2017 ***.** *.**
CVS Health, 2.125% 1jun2021, USD   USD 06/01/2021 02/20/2017 **.*** *.** 02/20/2017 **.** *.**
CVS Health, 2.8% 20jul2020, USD   USD 07/20/2020 02/20/2017 ***.*** *.** 02/20/2017 ***.*** *.**
CVS Health, 2.875% 1jun2026, USD   USD 06/01/2026 02/20/2017 **.** *.** 02/20/2017 **.*** *.**
CVS Health, 3.5% 20jul2022, USD   USD 07/20/2022 02/20/2017 ***.** *.** 02/20/2017 ***.** *.**
CVS Health, 3.875% 20jul2025, USD   USD 07/20/2025 02/20/2017 ***.*** *.** 02/20/2017 ***.*** *.**
CVS Health, 4.875% 20jul2035, USD   USD 07/20/2035 02/20/2017 ***.*** *.** 02/20/2017 ***.*** *.**
CVS Health, 5.125% 20jul2045, USD   USD 07/20/2045 02/20/2017 ***.** *.** 02/20/2017 ***.** *.**
D.R. Horton, 4% 15feb2020, USD   USD 02/15/2020 02/20/2017 ***.** *.** 02/20/2017 ***.*** *.**
Daimler Finance North America, 1.375% 1aug2017, USD   USD 08/01/2017 02/20/2017 **.** *.** 02/20/2017 ***.** *.**
Daimler Finance North America, 1.5% 5jul2019, USD   USD 07/05/2019 02/20/2017 **.** *.** 02/20/2017 **.** *.**
Daimler Finance North America, 1.65% 18may2018, USD   USD 05/18/2018 02/20/2017 **.** *.** 02/20/2017 **.** *.*
Daimler Finance North America, 1.75% 30oct2019, USD   USD 10/30/2019 02/20/2017 **.** *.** 02/20/2017 **.** *.**
Daimler Finance North America, 2% 6jul2021, USD   USD 07/06/2021 02/20/2017 **.** *.** 02/20/2017 **.** *.*
Daimler Finance North America, 2.125% 6apr2020, USD   USD 04/06/2020 02/20/2017 ***.* *.** 02/20/2017 ***.* *.**
Daimler Finance North America, 2.2% 30oct2021, USD   USD 10/30/2021 02/20/2017 **.* *.** 02/20/2017 **.* *.**
Daimler Finance North America, 2.25% 2mar2020, USD   USD 03/02/2020 02/20/2017 **.** *.** 02/20/2017 **.** *.**
Daimler Finance North America, 2.25% 31jul2019, USD   USD 07/31/2019 02/20/2017 ***.** *.** 02/20/2017 ***.** *.**
Daimler Finance North America, 2.25% 3sep2019, USD   USD 09/03/2019 02/20/2017 ***.** *.** 02/20/2017 ***.** *.**
Daimler Finance North America, 2.45% 18may2020, USD   USD 05/18/2020 02/20/2017 ***.** *.** 02/20/2017 ***.** *.**
Daimler Finance North America, 3.25% 1aug2024, USD   USD 08/01/2024 02/20/2017 ***.** *.** 02/20/2017 ***.** *.*
Daimler Finance North America, 3.3% 19may2025, USD   USD 05/19/2025 02/20/2017 **.** *.** 02/20/2017 ***.** *.**
Daimler Finance North America, 3.875% 15sep2021, USD   USD 09/15/2021 02/20/2017 ***.** *.** 02/20/2017 ***.** *.**
Daimler Finance North America, FRN 18may2018, USD   USD 05/18/2018 02/20/2017 **.** * 02/20/2017 ***.** *
Daimler Finance North America, FRN 1aug2017, USD   USD 08/01/2017 02/20/2017 **.** * 02/20/2017 ***.** *
Daimler Finance North America, FRN 30oct2019, USD   USD 10/30/2019 02/20/2017 ***.** * 02/20/2017 ***.** *
Danaher, 1% 8jul2019, EUR   EUR 07/08/2019 02/20/2017 ***.*** * 02/20/2017 ***.** -*.**
Danaher, 1.65% 15sep2018, USD   USD 09/15/2018 02/20/2017 ***.* *.** 02/20/2017 ***.** *.**
Danaher, 1.7% 4jan2022, EUR   EUR 01/04/2022 02/20/2017 ***.** *.** 02/20/2017 ***.** *.**
Danaher, 2.4% 15sep2020, USD   USD 09/15/2020 02/20/2017 ***.*** *.** 02/20/2017 ***.*** *.**
Danaher, 2.5% 8jul2025, EUR   EUR 07/08/2025 02/20/2017 ***.** *.** 02/20/2017 ***.** *.**
Danaher, 3.35% 15sep2025, USD   USD 09/15/2025 02/20/2017 ***.** *.** 02/20/2017 ***.** *.**
Danaher, 4.375% 15sep2045, USD   USD 09/15/2045 02/20/2017 ***.*** *.** 02/20/2017 ***.*** *.**
Danaher, FRN 30jun2017, EUR   EUR 06/30/2017 02/20/2017 **.* **.** 02/20/2017 **.* **.**
Darling Ingredients, 4.75% 30may2022, EUR   EUR 05/30/2022 02/20/2017 ***.*** *.** 02/20/2017 ***.*** *.**
DaVita HealthCare, 5% 1may2025, USD   USD 05/01/2025 02/20/2017 **.* *.** 02/20/2017 **.** *.**
Deere&Company, 2.6% 8jun2022, USD   USD 06/08/2022 02/20/2017 ***.*** *.** 02/20/2017 ***.*** *.**
Delhaize America, 9% 15apr2031   USD 04/15/2031 02/20/2017 ***.*** *.** 02/20/2017 ***.*** *.**
Dell, 5.875% 15jun2019, USD   USD 06/15/2019 02/20/2017 ***.*** *.** 02/20/2017 ***.** *.**
Dell, 6.5% 15apr2038, USD   USD 04/15/2038 02/20/2017 ** *.** 02/20/2017 **.** *.**
Dell EMC, 1.875% 1jun2018, USD   USD 06/01/2018 02/20/2017 **.** *.** 02/20/2017 **.* *.**
Dell EMC, 3.375% 1jun2023, USD   USD 06/01/2023 02/20/2017 **.* *.** 02/20/2017 **.* *.**
Devon Energy, 5% 15jun2045, USD   USD 06/15/2045 02/20/2017 ** *.* 02/20/2017 ***.** *.**
Devon Energy, 5.85% 15dec2025, USD   USD 12/15/2025 02/20/2017 ***.** *.** 02/20/2017 ***.* *.**
Diamond 1&2 Finance, 3.48% 1jun2019, USD   USD 06/01/2019 02/20/2017 ***.*** *.** 02/20/2017 ***.** *.**
Diamond 1&2 Finance, 4.42% 15jun2021, USD   USD 06/15/2021 02/20/2017 ***.** *.** 02/20/2017 ***.** *.**
Diamond 1&2 Finance, 5.45% 15jun2023, USD   USD 06/15/2023 02/20/2017 ***.* *.* 02/20/2017 ***.*** *.**
Diamond 1&2 Finance, 7.125% 15jun2024, USD   USD 06/15/2024 02/20/2017 ***.** *.* 02/20/2017 ***.** *.**
Digital Realty Trust, 4.75% 13oct2023, GBP   GBP 10/13/2023 02/20/2017 ***.** *.** 02/20/2017 ***.** *.**
Digital Realty Trust, 4.75% 1oct2025, USD   USD 10/01/2025 02/20/2017 ***.*** *.* 02/20/2017 ***.*** *.**
Digital Stout, 4.25% 17jan2025, GBP   GBP 01/17/2025 02/20/2017 ***.**** * 02/20/2017 ***.*** *.**
DIRECTV Holdings, 2.75% 19may2023, EUR   EUR 05/19/2023 02/20/2017 ***.** *.** 02/20/2017 ***.* *.*
DIRECTV Holdings, 3.8% 15mar2022, USD   USD 03/15/2022 02/20/2017 **.** *.* 02/20/2017 ***.** *.**
DIRECTV Holdings, 5.15% 15mar2042, USD   USD 03/15/2042 02/20/2017 **.*** *.** 02/20/2017 **.* *.**
DIRECTV Holdings, 5.2% 15mar2020, USD   USD 03/15/2020 02/20/2017 ***.*** *.** 02/20/2017 ***.*** *.**
DIRECTV Holdings, 5.2% 18nov2033, GBP   GBP 11/18/2033 02/20/2017 ***.*** *.** 02/20/2017 ***.*** *.**
Discover Financial, 3.75% 4mar2025, USD   USD 03/04/2025 02/20/2017 **.** *.** 02/20/2017 **.** *.**
Discovery Communications, Inc., 3.45% 15mar2025, USD   USD 03/15/2025 02/20/2017 **.*** *.** 02/20/2017 **.*** *.**
Discovery Communications, Inc., 4.9% 11mar2026, USD   USD 03/11/2026 02/20/2017 ***.*** *.** 02/20/2017 ***.*** *.**
Discovery Communications, LLC, 1.9% 19mar2027, EUR   EUR 03/19/2027 02/20/2017 **.*** *.** 02/20/2017 **.** *.**
Discovery Communications, LLC, 2.375% 7mar2022, EUR   EUR 03/07/2022 02/20/2017 ***.** *.** 02/20/2017 ***.** *.**
DISH DBS, 5.875% 15nov2024, USD   USD 11/15/2024 02/20/2017 ***.** *.** 02/20/2017 ***.** *.**
DISH DBS, 7.75% 1jul2026, USD   USD 07/01/2026 02/20/2017 ***.** *.** 02/20/2017 ***.* *.**
Dominion Resources, 1.6% 15aug2019, USD   USD 08/15/2019 02/20/2017 **.** *.** 02/20/2017 **.*** *.**
Dominion Resources, 1.875% 15jan2019, USD   USD 01/15/2019 02/20/2017 **.*** *.** 02/20/2017 ***.*** *.**
Dominion Resources, 1.9% 15jun2018, USD   USD 06/15/2018 02/20/2017 **.*** *.** 02/20/2017 ***.*** *.**
Dominion Resources, 2% 15aug2021, USD   USD 08/15/2021 02/20/2017 **.*** *.** 02/20/2017 **.*** *.**
Dominion Resources, 2.75% 15jan2022, USD   USD 01/15/2022 02/20/2017 **.*** *.* 02/20/2017 ***.*** *.**
Dominion Resources, 2.85% 15aug2026, USD   USD 08/15/2026 02/20/2017 **.** *.** 02/20/2017 **.*** *.**
Dover, 1.25% 9nov2026, EUR   EUR 11/09/2026 02/20/2017 **.*** *.** 02/20/2017 **.** *.**
Dover, 2.125% 1dec2020, EUR   EUR 12/01/2020 02/20/2017 *** *.** 02/20/2017 ***.** *.**
Dow Chemical, 4.375% 15nov2042, USD   USD 11/15/2042 02/20/2017 ***.*** *.** 02/20/2017 ***.* *.**
Dr Pepper Snapple Group, 2.53% 15nov2021, USD   USD 11/15/2021 02/20/2017 **.*** *.** 02/20/2017 **.*** *.*
Dr Pepper Snapple Group, 2.55% 15sep2026, USD   USD 09/15/2026 02/20/2017 **.** *.** 02/20/2017 **.** *.**
Dr Pepper Snapple Group, 3.13% 15dec2023, USD   USD 12/15/2023 02/20/2017 **.*** *.** 02/20/2017 ***.** *.**
Dr Pepper Snapple Group, 3.43% 15jun2027, USD   USD 06/15/2027 02/20/2017 **.*** *.** 02/20/2017 ***.*** *.*
Dr Pepper Snapple Group, 4.42% 15dec2046, USD   USD 12/15/2046 02/20/2017 ***.*** *.** 02/20/2017 ***.*** *.**
Dr Pepper Snapple Group, 6.82% 1may2018, USD   USD 05/01/2018 02/20/2017 ***.** *.** 02/20/2017 ***.** *.**
Dresdner Funding Trust I, 8.151% 30jun2031, USD   USD 06/30/2031 02/20/2017 ***.** *.** 02/20/2017 ***.* *.**
DriveTime Automotive, 8% 1jun2021, USD   USD 06/01/2021 02/20/2017 **.** *.** 02/20/2017 ***.** *.**
DTE Energy, 3.3% 15jun2022, USD   USD 06/15/2022 02/20/2017 ***.*** *.** 02/20/2017 ***.*** *.**
DTE Energy, 3.7% 15mar2045, USD   USD 03/15/2045 02/20/2017 **.*** *.** 02/20/2017 **.*** *.**
Duke Energy, 1.8% 1sep2021, USD   USD 09/01/2021 02/20/2017 **.** *.** 02/20/2017 **.** *.*
Duke Energy, 2.65% 1sep2026, USD   USD 09/01/2026 02/20/2017 **.** *.* 02/20/2017 **.*** *.**
Duke Energy, 3.75% 1sep2046, USD   USD 09/01/2046 02/20/2017 **.** *.** 02/20/2017 **.** *.**
Duke Energy Carolinas, 2.5% 15mar2023, USD   USD 03/15/2023 02/20/2017 **.*** *.** 02/20/2017 **.*** *.**
Duke Energy Carolinas, 2.95% 1dec2026, USD   USD 12/01/2026 02/20/2017 **.*** *.* 02/20/2017 **.*** *.**
Duke Energy Carolinas, 3.75% 1jun2045, USD   USD 06/01/2045 02/20/2017 **.*** *.** 02/20/2017 **.*** *.**
Duke Energy Carolinas, 3.875% 15mar2046, USD   USD 03/15/2046 02/20/2017 **.*** *.** 02/20/2017 **.** *.**
Duke Energy Florida, 1.85% 15jan2020, USD   USD 01/15/2020 02/20/2017 ***.*** *.** 02/20/2017 ***.*** *.**
Duke Energy Florida, 3.2% 15jan2027, USD   USD 01/15/2027 02/20/2017 ***.** *.** 02/20/2017 ***.*** *.**
Duke Energy Florida, 3.4% 1oct2046, USD   USD 10/01/2046 02/20/2017 **.*** *.** 02/20/2017 **.*** *.**
Duke Energy Progress, 3.25% 15aug2025, USD   USD 08/15/2025 02/20/2017 ***.*** *.** 02/20/2017 ***.*** *.**
Duke Energy Progress, 4.2% 15aug2045, USD   USD 08/15/2045 02/20/2017 ***.*** *.** 02/20/2017 ***.** *.**
Duke Realty, 3.25% 30jun2026, USD   USD 06/30/2026 02/20/2017 **.*** *.* 02/20/2017 **.*** *.**
E*Trade, 4.625% 15sep2023, USD   USD 09/15/2023 02/20/2017 ***.** *.** 02/20/2017 ***.*** *.**
Eastman Chemical, 1.5% 26may2023, EUR   EUR 05/26/2023 02/20/2017 ***.*** *.** 02/20/2017 ***.** *.**
Eastman Chemical, 1.875% 23nov2026, EUR   EUR 11/23/2026 02/20/2017 ***.** *.** 02/20/2017 ***.** *.**
Eastman Chemical, 3.8% 15jan2020, USD   USD 01/15/2020 02/20/2017 ***.*** *.** 02/20/2017 ***.*** *.**
Eastman Chemical, 3.8% 15mar2025, USD   USD 03/15/2025 02/20/2017 ***.*** *.** 02/20/2017 ***.*** *.**
Eaton, 0.75% 20sep2024, EUR   EUR 09/20/2024 02/20/2017 **.** * 02/20/2017 **.** *.**
eBay, 2.2% 1aug2019, USD   USD 08/01/2019 02/20/2017 ***.*** *.** 02/20/2017 ***.* *.**
eBay, 2.5% 9mar2018, USD   USD 03/09/2018 02/20/2017 ***.*** *.** 02/20/2017 ***.*** *.**
eBay, 3.8% 9mar2022, USD   USD 03/09/2022 02/20/2017 ***.** *.** 02/20/2017 ***.** *.**
Ecolab, 1% 15jan2024, EUR   EUR 01/15/2024 02/20/2017 ***.** *.** 02/20/2017 ***.** *.**
Ecolab, 2.625% 8jul2025, EUR   EUR 07/08/2025 02/20/2017 ***.** *.** 02/20/2017 ***.** *.**
Ecolab, 2.7% 1nov2026, USD   USD 11/01/2026 02/20/2017 **.*** *.** 02/20/2017 **.*** *.**
Ecolab, 3.7% 1nov2046, USD   USD 11/01/2046 02/20/2017 **.*** *.** 02/20/2017 **.*** *.**
Eldorado Resorts, 7% 1aug2023, USD   USD 08/01/2023 02/20/2017 ***.** *.* 02/20/2017 ***.** *.**
Eli Lilly, 0% 24may2018, CHF (730D)   CHF 05/24/2018 02/20/2017 ***.** -*.** 02/20/2017 ***.** -*.**
Eli Lilly, 0.15% 24may2024, CHF   CHF 05/24/2024 02/20/2017 ***.** -*.** 02/20/2017 ***.* -*.**
Eli Lilly, 0.45% 24may2028, CHF   CHF 05/24/2028 02/20/2017 ***.* *.** 02/20/2017 ***.** *.**
Eli Lilly, 1% 2jun2022, EUR   EUR 06/02/2022 02/20/2017 ***.** *.* 02/20/2017 ***.** *.**
Eli Lilly, 1.25% 1mar2018, USD   USD 03/01/2018 02/20/2017 **.*** *.** 02/20/2017 **.** *.**
Eli Lilly, 1.625% 2jun2026   EUR 06/02/2026 02/20/2017 ***.*** *.** 02/20/2017 ***.** *.**
Eli Lilly, 2.125% 3jun2030   EUR 06/03/2030 02/20/2017 ***.*** *.** 02/20/2017 ***.** *.**
Eli Lilly, 2.75% 1jun2025, USD   USD 06/01/2025 02/20/2017 **.** *.** 02/20/2017 **.*** *.**
Eli Lilly, 3.7% 1mar2045, USD   USD 03/01/2045 02/20/2017 **.*** *.** 02/20/2017 **.*** *.**
Emera US Finance, 2.15% 15jun2019, USD   USD 06/15/2019 02/20/2017 **.*** *.** 02/20/2017 ***.*** *.**
Emera US Finance, 2.7% 15jun2021, USD   USD 06/15/2021 02/20/2017 **.*** *.** 02/20/2017 **.** *.**
Emera US Finance, 3.55% 15jun2026, USD   USD 06/15/2026 02/20/2017 **.*** *.** 02/20/2017 **.*** *.**
Emera US Finance, 4.75% 15jun2046, USD   USD 06/15/2046 02/20/2017 ***.*** *.** 02/20/2017 ***.*** *.**
Endurance Holdings, 7% 15jul2034, USD   USD 07/15/2034 02/20/2017 ***.** *.** 02/20/2017 ***.** *.**
Energizer, 4.70% 19may2021, USD   USD 05/19/2021 02/20/2017 ***.** *.** 02/20/2017 ***.** *.**
Energy Transfer Equity, 7.5% 15oct2020, USD   USD 10/15/2020 02/20/2017 ***.** *.** 02/20/2017 ***.** *.**
Energy Transfer Partners, 4.05% 15mar2025, USD   USD 03/15/2025 02/20/2017 **.*** *.* 02/20/2017 ***.** *.**
Energy Transfer Partners, 4.9% 15mar2035, USD   USD 03/15/2035 02/20/2017 **.*** *.** 02/20/2017 **.*** *.*
Energy Transfer Partners, 5.15% 15mar2045, USD   USD 03/15/2045 02/20/2017 **.*** *.** 02/20/2017 **.*** *.**
EnLink Midstream Partners, 5.05% 1apr2045, USD   USD 04/01/2045 02/20/2017 **.** *.** 02/20/2017 **.** *.**
Ensco, 4.5% 1oct2024, USD   USD 10/01/2024 02/20/2017 **.** *.** 02/20/2017 **.** *.**
Ensco, 4.7% 15mar2021, USD   USD 03/15/2021 02/20/2017 **.* *.** 02/20/2017 **.*** *.**
Ensco, 5.2% 15mar2025, USD   USD 03/15/2025 02/20/2017 **.** *.** 02/20/2017 **.* *.**
Ensco, 5.75% 1oct2044, USD   USD 10/01/2044 02/20/2017 **.** *.** 02/20/2017 **.** *.**
Entergy, 2.95% 1sep2026, USD   USD 09/01/2026 02/20/2017 **.*** *.* 02/20/2017 **.*** *.**
Entergy, 4% 15jul2022, USD   USD 07/15/2022 02/20/2017 ***.*** *.** 02/20/2017 ***.** *
Enterprise Products Partners, 1.65% 7may2018, USD   USD 05/07/2018 02/20/2017 **.*** *.** 02/20/2017 ***.*** *.*
Enterprise Products Partners, 3.7% 15feb2026, USD   USD 02/15/2026 02/20/2017 ***.*** *.* 02/20/2017 ***.*** *.**
Enterprise Products Partners, 4.9% 15may2046, USD   USD 05/15/2046 02/20/2017 ***.** *.** 02/20/2017 ***.** *.*
EOG Resources, 3.15% 1apr2025, USD   USD 04/01/2025 02/20/2017 **.** *.** 02/20/2017 **.*** *.*
EOG Resources, 3.9% 1apr2035, USD   USD 04/01/2035 02/20/2017 **.** *.** 02/20/2017 **.** *.**
EPR Properties, 4.5% 1apr2025, USD   USD 04/01/2025 02/20/2017 **.** *.** 02/20/2017 ***.** *.**
EPR Properties, 4.75% 15dec2026, USD   USD 12/15/2026 02/20/2017 **.*** *.** 02/20/2017 ***.*** *.**
ERAC USA Finance, 2.7% 1nov2023, USD   USD 11/01/2023 02/20/2017 **.** *.** 02/20/2017 **.** *.**
ERAC USA Finance, 3.85% 15nov2024, USD   USD 11/15/2024 02/20/2017 ***.* *.** 02/20/2017 ***.** *.**
ERAC USA Finance, 4.2% 1nov2046, USD   USD 11/01/2046 02/20/2017 **.** *.** 02/20/2017 **.** *.*
ERAC USA Finance, 4.5% 15feb2045, USD   USD 02/15/2045 02/20/2017 **.** *.** 02/20/2017 **.** *.**
ERP Operating, 2.85% 1nov2026, USD   USD 11/01/2026 02/20/2017 **.*** *.** 02/20/2017 **.*** *.**
Essex Portfolio, 3.5% 1apr2025, USD   USD 04/01/2025 02/20/2017 **.** *.** 02/20/2017 ***.*** *.**
Estee Lauder, 1.8% 7feb2020, USD   USD 02/07/2020 02/20/2017 **.** *.** 02/20/2017 **.* *.**
Estee Lauder, 3.15% 15mar2027, USD   USD 03/15/2027 02/20/2017 ***.** *.** 02/20/2017 ***.** *.**
Estee Lauder, 4.15% 15mar2047, USD   USD 03/15/2047 02/20/2017 ***.** *.** 02/20/2017 ***.** *.**
Estee Lauder, 4.375% 15jun2045, USD   USD 06/15/2045 02/20/2017 ***.*** *.** 02/20/2017 ***.*** *.**
Exelon, 1.55% 9jun2017, USD   USD 06/09/2017 02/20/2017 ***.** *.** 02/20/2017 ***.** *.**
Exelon, 2.85% 15jun2020, USD   USD 06/15/2020 02/20/2017 ***.*** *.** 02/20/2017 ***.*** *.**
Exelon, 3.95% 15jun2025, USD   USD 06/15/2025 02/20/2017 ***.*** *.** 02/20/2017 ***.** *.**
Expedia, 2.5% 3jun2022, EUR   EUR 06/03/2022 02/20/2017 ***.** *.** 02/20/2017 ***.*** *.**
Expedia, 4.5% 15aug2024, USD   USD 08/15/2024 02/20/2017 ***.** *.** 02/20/2017 ***.** *.**
Express Scripts, 3% 15jul2023, USD   USD 07/15/2023 02/20/2017 **.** *.* 02/20/2017 **.* *.**
Express Scripts, 3.4% 1mar2027, USD   USD 03/01/2027 02/20/2017 **.** *.** 02/20/2017 **.** *.**
Express Scripts, 4.8% 15jul2046, USD   USD 07/15/2046 02/20/2017 **.** *.** 02/20/2017 **.** *.**
Exxon Mobil, 1.305% 6mar2018, USD   USD 03/06/2018 02/20/2017 **.** *.** 02/20/2017 ***.** *.**
Exxon Mobil, 1.439% 1mar2018, USD   USD 03/01/2018 02/20/2017 ***.** *.** 02/20/2017 ***.** *.*
Exxon Mobil, 1.912% 6mar2020, USD   USD 03/06/2020 02/20/2017 **.*** *.** 02/20/2017 ***.** *.**
Exxon Mobil, 2.397% 6mar2022, USD   USD 03/06/2022 02/20/2017 **.*** *.** 02/20/2017 **.*** *.**
Exxon Mobil, 2.709% 6mar2025, USD   USD 03/06/2025 02/20/2017 **.*** *.** 02/20/2017 **.** *.**
Exxon Mobil, 3.567% 6mar2045, USD   USD 03/06/2045 02/20/2017 **.*** *.** 02/20/2017 **.** *.**
Exxon Mobil, FRN 1mar2018, USD   USD 03/01/2018 02/20/2017 **.** * 02/20/2017 ***.** *
Exxon Mobil, FRN 6mar2022, USD   USD 03/06/2022 02/20/2017 **.** * 02/20/2017 ***.** *
Fairfax (USA), 7.375% 15apr2018, USD   USD 04/15/2018 02/20/2017 ***.*** *.* 02/20/2017 ***.*** *.*
FBHS, 3% 2020, USD   USD 06/15/2020 02/20/2017 **.** * 02/20/2017 ***.** *.**
FBHS, 4% 2020, USD   USD 06/15/2025 02/20/2017 ***.*** *.* 02/20/2017 ***.** *.**
Federal Home Loan Banks, 0.75% 28aug2017, USD   USD 08/28/2017 02/20/2017 ***.* *.** 02/20/2017 ***.* -*.**
Federal Home Loan Banks, 0.875% 19mar2018, USD   USD 03/19/2018 02/20/2017 ***.** *.** 02/20/2017 ***.** *.**
FedEx, 0.5% 9apr2020, EUR   EUR 04/09/2020 02/20/2017 ***.** *.** 02/20/2017 ***.** *.**
FedEx, 1% 11jan2023, EUR   EUR 01/11/2023 02/20/2017 ***.** *.** 02/20/2017 ***.** *.*
FedEx, 1.65% 11jan2027, EUR   EUR 01/11/2027 02/20/2017 ***.** *.* 02/20/2017 ***.*** *.**
FedEx, FRN 11apr2019, EUR   EUR 04/11/2019 02/20/2017 ***.*** * 02/20/2017 ***.** *
Fidelity International (FIL), 2.5% 4nov2026, EUR   EUR 11/04/2026 02/20/2017 **.** *.** 02/20/2017 **.*** *.**
Fidelity International (FIL), 6.75% 19oct2020, GBP   GBP 10/19/2020 02/20/2017 ***.** *.** 02/20/2017 ***.** *.**
Fidelity International (FIL), 6.875% 24feb2017, EUR   EUR 02/24/2017 02/20/2017 ***.*** *.** 02/20/2017 ***.** *.**
Fidelity International (FIL), 7.125% 13feb2024, GBP   GBP 02/13/2024 02/20/2017 ***.** *.** 02/20/2017 ***.** *.**
Fifth Third Bancorp, 2.875% 27jul2020, USD   USD 07/27/2020 02/20/2017 ***.* *.** 02/20/2017 ***.** *.**
FIS, 2.25% 15aug2021, USD   USD 08/15/2021 02/20/2017 **.** *.* 02/20/2017 **.** *.**
FIS, 3% 15aug2026, USD   USD 08/15/2026 02/20/2017 **.** *.** 02/20/2017 **.** *.**
FIS, 4.5% 15aug2046, USD   USD 08/15/2046 02/20/2017 **.** *.** 02/20/2017 **.** *.**
Fiserv, 2.7% 1jun2020, USD   USD 06/01/2020 02/20/2017 ***.*** *.** 02/20/2017 ***.*** *.**
Fiserv, 3.85% 1jun2025, USD   USD 06/01/2025 02/20/2017 ***.*** *.** 02/20/2017 ***.*** *.**
Flowserve, 1.25% 17mar2022, EUR   EUR 03/17/2022 02/20/2017 ***.** *.** 02/20/2017 ***.*** *.**
Fluor, 1.75% 21mar2023, EUR   EUR 03/21/2023 02/20/2017 ***.** *.** 02/20/2017 ***.** *.**
Ford, 2.597% 4nov2019, USD   USD 11/04/2019 02/20/2017 **.** *.** 02/20/2017 ***.* *.**
Ford, 4.346% 8dec2026, USD   USD 12/08/2026 02/20/2017 ***.*** *.** 02/20/2017 ***.** *.**
Ford, 5.291% 8dec2046, USD   USD 12/08/2046 02/20/2017 ***.** *.** 02/20/2017 ***.** *.*
Ford Motor Credit Company, 1.461% 27mar2017, USD   USD 03/27/2017 02/20/2017 **.** *.** 02/20/2017 ***.** -*.*
Ford Motor Credit Company, 1.897% 12aug2019, USD   USD 08/12/2019 02/20/2017 **.** *.** 02/20/2017 **.** *.**
Ford Motor Credit Company, 2.021% 3may2019, USD   USD 05/03/2019 02/20/2017 **.** *.** 02/20/2017 **.* *.**
Ford Motor Credit Company, 2.24% 15jun2018, USD   USD 06/15/2018 02/20/2017 ***.** *.** 02/20/2017 ***.** *.**
Ford Motor Credit Company, 2.459% 27mar2020, USD   USD 03/27/2020 02/20/2017 **.** *.** 02/20/2017 ***.** *.**
Ford Motor Credit Company, 2.681% 9jan2020, USD   USD 01/09/2020 02/20/2017 ***.** *.** 02/20/2017 ***.** *.**
Ford Motor Credit Company, 2.943% 8jan2019, USD   USD 01/08/2019 02/20/2017 ***.** *.** 02/20/2017 ***.** *.**
Ford Motor Credit Company, 3.096% 4may2023, USD   USD 05/04/2023 02/20/2017 **.** *.** 02/20/2017 **.** *.**
Ford Motor Credit Company, 3.157% 4aug2020, USD   USD 08/04/2020 02/20/2017 ***.** *.** 02/20/2017 ***.** *.**
Ford Motor Credit Company, 3.588% 2jun2020, AUD   AUD 06/02/2020 02/20/2017 ***.*** *.** 02/20/2017 ***.** *.**
Ford Motor Credit Company, 3.7% 11mar2019, SGD   SGD 03/11/2019 02/20/2017 ***.*** *.** 02/20/2017 ***.*** *.**
Ford Motor Credit Company, 3.81% 9jan2024, USD   USD 01/09/2024 02/20/2017 ***.** *.** 02/20/2017 ***.** *.**
Ford Motor Credit Company, 4% 20feb2024, USD   USD 02/20/2024 02/20/2017 **.*** *.** 02/20/2017 ***.** *.**
Ford Motor Credit Company, 4.05% 10dec2018, AUD   AUD 12/10/2018 02/20/2017 ***.** *.** 02/20/2017 ***.** *.**
Ford Motor Credit Company, 4.134% 4aug2025, USD   USD 08/04/2025 02/20/2017 ***.** *.* 02/20/2017 ***.** *.**
Ford Motor Credit Company, FRN 15jun2018, USD   USD 06/15/2018 02/20/2017 **.** * 02/20/2017 ***.* *
Ford Motor Credit Company, FRN 27mar2017, USD   USD 03/27/2017 02/20/2017 **.** * 02/20/2017 ***.** *
Ford Motor Credit Company, FRN 9jan2020, USD   USD 01/09/2020 02/20/2017 ***.** * 02/20/2017 ***.** *
Freddie Mac, 0.75% 14jul2017, USD   USD 07/14/2017 02/20/2017 **.** *.** 02/20/2017 ***.** -*.**
Freeport-McMoRan, 4% 14nov2017, USD   USD 11/14/2017 02/20/2017 **.** *.** 02/20/2017 ***.** *.**
Freeport-McMoRan, 4% 14nov2021, USD   USD 11/14/2021 02/20/2017 **.** *.** 02/20/2017 **.* *.*
Freeport-McMoRan, 4.55% 14nov2024, USD   USD 11/14/2024 02/20/2017 **.* *.** 02/20/2017 **.* *.**
Freeport-McMoRan, 5.4% 14nov2034, USD   USD 11/14/2034 02/20/2017 ** *.** 02/20/2017 **.** *.**
Fresenius Medical Care US Finance II Inc, 5.625% 31jul2019, USD   USD 07/31/2019 02/20/2017 ***.** *.** 02/20/2017 ***.** *.**
Fresenius Medical Care US Finance II Inc, 5.875% 31jan2022, USD   USD 01/31/2022 02/20/2017 ***.* * 02/20/2017 ***.* *.**
Fresenius Medical Care US Finance II Inc, 6.5% 15sep2018, USD   USD 09/15/2018 02/20/2017 ***.** *.** 02/20/2017 *** *.**
Fresenius U.S Finance II, 4.25% 1feb2021, USD   USD 02/01/2021 02/20/2017 ***.** *.* 02/20/2017 ***.** *.**
Frontier Communications, 10.5% 15sep2022, USD   USD 09/15/2022 02/20/2017 ***.* *.** 02/20/2017 ***.** *.**
Frontier Communications, 10.5% 15sep2022, USD   USD 09/15/2022 02/20/2017 ***.*** *.** 02/20/2017 ***.*** *.**
Frontier Communications, 11% 15sep2025, USD   USD 09/15/2025 02/20/2017 ***.** **.** 02/20/2017 ***.* **.*
Frontier Communications, 8.5% 15apr2020, USD   USD 04/15/2020 02/20/2017 ***.** *.* 02/20/2017 *** *.**
GameStop, 6.75% 15mar2021, USD   USD 03/15/2021 02/20/2017 ***.** *.** 02/20/2017 ***.** *.**
Gates Global, 5.75% 15jul2022, EUR   EUR 07/15/2022 02/20/2017 **.** *.** 02/20/2017 **.** *.**
General Dynamics, 1.875% 15aug2023, USD   USD 08/15/2023 02/20/2017 **.*** *.** 02/20/2017 **.*** *.**
General Dynamics, 2.125% 15aug2026, USD   USD 08/15/2026 02/20/2017 **.*** *.** 02/20/2017 **.** *.**
General Electric, 1% 2may2017, EUR   EUR 05/02/2017 02/20/2017 ***.** -*.** 02/20/2017 ***.** -*.**
General Electric, 1.25% 26may2023, EUR   EUR 05/26/2023 02/20/2017 ***.** *.** 02/20/2017 ***.** *.**
General Electric, 1.875% 28may2027, EUR   EUR 05/28/2027 02/20/2017 ***.** *.** 02/20/2017 ***.** *
General Electric, 2.25% 20jul2020, EUR   EUR 07/20/2020 02/20/2017 ***.** -*.** 02/20/2017 ***.** -*.**
General Electric, 3.6% 15dec2032, USD   USD 12/15/2032 02/20/2017 **.** *.** 02/20/2017 **.** *.**
General Electric, 4% 15feb2023, USD   USD 02/15/2023 02/20/2017 ***.*** *.** 02/20/2017 ***.** *.**
General Electric, 4% 15jul2035, USD   USD 07/15/2035 02/20/2017 **.** *.** 02/20/2017 *** *.**
General Electric, 4% 15jun2032, USD   USD 06/15/2032 02/20/2017 **.*** *.** 02/20/2017 **.*** *.**
General Electric, 4.125% 15apr2030, USD   USD 04/15/2030 02/20/2017 ***.** *.** 02/20/2017 ***.* *.**
General Electric, 4.125% 28sep2017, GBP   GBP 09/28/2017 02/20/2017 ***.** *.** 02/20/2017 ***.* *.**
General Electric, 4.125% 30jul2018, AUD   AUD 07/30/2018 02/20/2017 ***.** *.** 02/20/2017 ***.** *.**
General Electric, 4.150% 15may2034, USD   USD 05/15/2034 02/20/2017 **.*** *.** 02/20/2017 ***.** *.**
General Electric, 4.25% 1mar2017, EUR   EUR 03/01/2017 02/20/2017 ***.** *.** 02/20/2017 ***.** *.**
General Electric, 4.35% 3nov2021, EUR   EUR 11/03/2021 02/20/2017 ***.** *.** 02/20/2017 ***.** *.*
General Electric, 4.375% 31jul2019, GBP   GBP 07/31/2019 02/20/2017 ***.** *.** 02/20/2017 ***.* *.**
General Electric, 4.5% 15oct2025, USD   USD 10/15/2025 02/20/2017 ***.*** *.** 02/20/2017 *** *.**
General Electric, 4.625% 22feb2027, EUR   EUR 02/22/2027 02/20/2017 ***.** *.** 02/20/2017 ***.** *.**
General Electric, 5.125% 24may2023, GBP   GBP 05/24/2023 02/20/2017 ***.** *.** 02/20/2017 ***.* *.**
General Electric, 5.2% 15jul2034, USD   USD 07/15/2034 02/20/2017 ***.*** *.* 02/20/2017 ***.*** *.**
General Electric, 5.25% 15jun2034, USD   USD 06/15/2034 02/20/2017 ***.** *.** 02/20/2017 ***.** *.**
General Electric, 5.375% 16jan2018, EUR   EUR 01/16/2018 02/20/2017 ***.*** -*.* 02/20/2017 ***.** -*.**
General Electric, 5.375% 23jan2020, EUR   EUR 01/23/2020 02/20/2017 ***.** -*.* 02/20/2017 ***.* -*.**
General Electric, 5.875% 18jan2033, GBP   GBP 01/18/2033 02/20/2017 ***.** *.** 02/20/2017 ***.** *.**
General Electric, 5.875% 4nov2020, GBP   GBP 11/04/2020 02/20/2017 ***.** * 02/20/2017 ***.** *.*
General Electric, 6% 15jan2019, EUR   EUR 01/15/2019 02/20/2017 ***.** -*.** 02/20/2017 ***.** -*.**
General Electric, 6.025% 1mar2038, EUR   EUR 03/01/2038 02/20/2017 ***.** *.** 02/20/2017 ***.** *.**
General Electric, 6.75% 6aug2018, GBP   GBP 08/06/2018 02/20/2017 ***.** *.** 02/20/2017 ***.* *.**
General Electric, FRN 28may2020, EUR   EUR 05/28/2020 02/20/2017 ***.** *.* 02/20/2017 ***.** *.**
General Electric Capital, 15.75% 16apr2018, TRY   TRY 04/16/2018 02/20/2017 ***.* **.** 02/20/2017 ***.** **.**
General Electric Capital, 2.2% 9jan2020, USD   USD 01/09/2020 02/20/2017 ***.** *.** 02/20/2017 ***.* *.**
General Electric Capital, 2.3% 14jan2019, USD   USD 01/14/2019 02/20/2017 ***.** *.** 02/20/2017 ***.** *.*
General Electric Capital, 2.5% 28mar2020, USD   USD 03/28/2020 02/20/2017 ***.** *.** 02/20/2017 ***.** *.**
General Electric Capital, 2.625% 16jan2018, SEK   SEK 01/16/2018 02/20/2017 ***.* *.** 02/20/2017 ***.** *.**
General Electric Capital, 2.875% 18jun2019, EUR   EUR 06/18/2019 02/20/2017 ***.** -*.** 02/20/2017 ***.** -*.**
General Electric Capital, 3% 28feb2018, NOK   NOK 02/28/2018 02/20/2017 ***.** *.** 02/20/2017 ***.** *.**
General Electric Capital, 3.25% 30jul2019, SEK   SEK 07/30/2019 02/20/2017 ***.** *.** 02/20/2017 ***.* *.**
General Electric Capital, 3.625% 15jun2017, EUR   EUR 06/15/2017 02/20/2017 ***.** -*.** 02/20/2017 ***.** -*.*
General Electric Capital, 3.856% 20jun2030, EUR   EUR 06/20/2030 02/20/2017 ***.**** *.** 02/20/2017 ***.**** *.**
General Electric Capital, 4% 15aug2018, USD   USD 08/15/2018 02/20/2017 ***.*** *.** 02/20/2017 ***.*** *.**
General Electric Capital, 4% 15aug2019, USD   USD 08/15/2019 02/20/2017 ***.*** *.** 02/20/2017 ***.*** *.**
General Electric Capital, 4% 15jul2032, USD   USD 07/15/2032 02/20/2017 **.*** *.** 02/20/2017 ***.** *.**
General Electric Capital, 4.125% 15may2017, MXN   MXN 05/15/2017 02/20/2017 **.** *.** 02/20/2017 **.* *.**
General Electric Capital, 4.125% 19sep2035, EUR   EUR 09/19/2035 02/20/2017 ***.** *.** 02/20/2017 ***.** *.*
General Electric Capital, 4.25% 17jan2018, NZD   NZD 01/17/2018 02/20/2017 ***.** *.** 02/20/2017 ***.** *.**
General Electric Capital, 4.625% 30jan2043, USD   USD 01/30/2043 02/20/2017 ***.** *.** 02/20/2017 ***.** *.**
General Electric Capital, 4.875% 18sep2037, GBP   GBP 09/18/2037 02/20/2017 ***.** *.** 02/20/2017 ***.** *.**
General Electric Capital, 5% 15apr2022, USD   USD 04/15/2022 02/20/2017 ***.*** *.** 02/20/2017 ***.*** *.**
General Electric Capital, 5% 15jul2023, USD   USD 07/15/2023 02/20/2017 ***.*** *.** 02/20/2017 ***.*** *.**
General Electric Capital, 5% 15mar2017, USD   USD 03/15/2017 02/20/2017 *** * 02/20/2017 ***.*** *.**
General Electric Capital, 5.125% 15apr2019, USD   USD 04/15/2019 02/20/2017 ***.*** *.** 02/20/2017 ***.*** *.**
General Electric Capital, 5.25% 15mar2020, USD   USD 03/15/2020 02/20/2017 ***.*** *.** 02/20/2017 ***.*** *.**
General Electric Capital, 5.25% 15may2018, USD   USD 05/15/2018 02/20/2017 ***.*** *.* 02/20/2017 ***.*** *.*
General Electric Capital, 5.25% 7dec2028, GBP   GBP 12/07/2028 02/20/2017 ***.** *.** 02/20/2017 ***.** *.**
General Electric Capital, 5.36% 10may2017   PLN 05/10/2017 02/20/2017 ***.** *.** 02/20/2017 ***.** *.**
General Electric Capital, 5.375% 18dec2040, GBP   GBP 12/18/2040 02/20/2017 ***.** *.** 02/20/2017 ***.** *.**
General Electric Capital, 5.45% 15oct2020, USD   USD 10/15/2020 02/20/2017 ***.*** *.** 02/20/2017 ***.** *.**
General Electric Capital, 5.5% 15mar2023, USD   USD 03/15/2023 02/20/2017 ***.*** *.** 02/20/2017 ***.*** *.**
General Electric Capital, 5.5% 15sep2020, USD   USD 09/15/2020 02/20/2017 ***.*** *.** 02/20/2017 ***.*** *.**
General Electric Capital, 5.5% 15sep2067, EUR   EUR 09/15/2067 02/20/2017 ***.* * 02/20/2017 ***.* *
General Electric Capital, 5.5% 15sep2067, EUR   EUR 09/15/2067 02/20/2017 ***.** * 02/20/2017 ***.** *
General Electric Capital, 5.5% 7jun2021, GBP   GBP 06/07/2021 02/20/2017 ***.* *.** 02/20/2017 ***.** *.**
General Electric Capital, 5.500% 15feb2022, USD   USD 02/15/2022 02/20/2017 ***.*** *.** 02/20/2017 ***.** *.**
General Electric Capital, 5.875% 14jan2038, USD   USD 01/14/2038 02/20/2017 ***.** *.** 02/20/2017 ***.*** *.**
General Electric Capital, 6% 15jul2018, USD   USD 07/15/2018 02/20/2017 ***.** *.** 02/20/2017 ***.** *.**
General Electric Capital, 6% 18apr2017, TRY   TRY 04/18/2017 02/20/2017 **.* **.** 02/20/2017 **.** **.*
General Electric Capital, 6.15% 15jun2018, USD   USD 06/15/2018 02/20/2017 ***.** *.** 02/20/2017 ***.*** *.**
General Electric Capital, 6.25% 29sep2020, GBP   GBP 09/29/2020 02/20/2017 ***.* *.** 02/20/2017 ***.* *.**
General Electric Capital, 6.3% 15may2018, USD   USD 05/15/2018 02/20/2017 ***.* *.** 02/20/2017 *** *.**
General Electric Capital, 6.3% 15may2018, USD   USD 05/15/2018 02/20/2017 ***.*** *.* 02/20/2017 ***.*** *.**
General Electric Capital, 6.375% 15nov2067, USD   USD 11/15/2067 02/20/2017 ***.** * 02/20/2017 ***.** *
General Electric Capital, 6.5% 15sep2067, GBP   GBP 09/15/2067 02/20/2017 ***.* * 02/20/2017 ***.* *
General Electric Capital, 6.75% 15apr2018, USD   USD 04/15/2018 02/20/2017 ***.** *.** 02/20/2017 ***.* *.**
General Electric Capital, 6.75% 15may2018, USD   USD 05/15/2018 02/20/2017 *** *.** 02/20/2017 ***.** *.**
General Electric Capital, 8.35% 3sep2022, MXN   MXN 09/03/2022 02/20/2017 ***.* *.** 02/20/2017 ***.* *.*
General Electric Capital, 8.5% 6apr2018, MXN   MXN 04/06/2018 02/20/2017 ***.** *.** 02/20/2017 ***.** *.**
General Electric Capital, 8.87% 2jun2018, MXN   MXN 06/02/2018 02/20/2017 *** *.** 02/20/2017 ***.** *.**
General Electric Capital, FRN 14jan2019, USD   USD 01/14/2019 02/20/2017 ***.** * 02/20/2017 ***.** *
General Electric Capital, FRN 15jun2017, EUR   EUR 06/15/2017 02/20/2017 ***.** * 02/20/2017 ***.** *
General Electric Capital, FRN 16jan2018, SEK   SEK 01/16/2018 02/20/2017 ***.* * 02/20/2017 ***.** *
General Electric Capital, FRN 17may2021, EUR   EUR 05/17/2021 02/20/2017 ***.** * 02/20/2017 ***.** *
General Electric Capital, FRN 20dec2017, USD   USD 12/20/2017 02/20/2017 ***.** * 02/20/2017 ***.** *
General Electric Capital, FRN 20mar2017, GBP   GBP 03/20/2017 02/20/2017 **.** * 02/20/2017 ***.** *
General Electric Capital, FRN 20mar2017, USD   USD 03/20/2017 02/20/2017 **.** * 02/20/2017 ***.** *
General Electric Capital, FRN 20mar2017, USD   USD 03/20/2017 02/20/2017 **.** * 02/20/2017 ***.** *
General Electric Capital, FRN 28dec2018, USD   USD 12/28/2018 02/20/2017 **.** * 02/20/2017 **.** *
General Electric Capital, FRN 28mar2020, USD   USD 03/28/2020 02/20/2017 ***.** * 02/20/2017 ***.* *
General Electric Capital, FRN 9jan2020, USD   USD 01/09/2020 02/20/2017 ***.** * 02/20/2017 ***.* *
General Mills, 1% 27apr2023, EUR   EUR 04/27/2023 02/20/2017 ***.** *.** 02/20/2017 ***.** *.*
General Mills, 1.5% 27apr2027, EUR   EUR 04/27/2027 02/20/2017 ***.** *.** 02/20/2017 ***.*** *.**
General Mills, 2.1% 16nov2020, EUR   EUR 11/16/2020 02/20/2017 ***.** *.** 02/20/2017 ***.** *.**
General Mills, 3.2% 10feb2027, USD   USD 02/10/2027 02/20/2017 **.** *.** 02/20/2017 **.*** *.*
General Mills, FRN 15jan2020, EUR   EUR 01/15/2020 02/20/2017 ***.** * 02/20/2017 ***.*** *
General Motors, 3.25% 15may2018, USD   USD 05/15/2018 02/20/2017 ***.*** *.** 02/20/2017 ***.** *.**
General Motors, 6.75% 1jun2018, USD   USD 06/01/2018 02/20/2017 ***.*** *.** 02/20/2017 ***.*** *.**
Gilead, 1.85% 4sep2018, USD   USD 09/04/2018 02/20/2017 ***.*** *.** 02/20/2017 ***.** *.**
Gilead, 1.95% 1mar2022, USD   USD 03/01/2022 02/20/2017 **.** *.** 02/20/2017 **.** *.**
Gilead, 2.5% 1sep2023, USD   USD 09/01/2023 02/20/2017 **.*** *.** 02/20/2017 **.*** *.**
Gilead, 2.55% 1sep2020, USD   USD 09/01/2020 02/20/2017 ***.** *.** 02/20/2017 ***.** *.**
Gilead, 2.95% 1mar2027, USD   USD 03/01/2027 02/20/2017 **.** *.** 02/20/2017 **.** *.**
Gilead, 3.25% 1sep2022, USD   USD 09/01/2022 02/20/2017 ***.** *.** 02/20/2017 ***.*** *.*
Gilead, 3.65% 1mar2026, USD   USD 03/01/2026 02/20/2017 ***.*** *.** 02/20/2017 ***.*** *.**
Gilead, 4% 1sep2036, USD   USD 09/01/2036 02/20/2017 **.*** *.** 02/20/2017 **.*** *.**
Gilead, 4.15% 1mar2047, USD   USD 03/01/2047 02/20/2017 **.*** *.** 02/20/2017 **.** *.**
Gilead, 4.6% 1sep2035, USD   USD 09/01/2035 02/20/2017 ***.*** *.** 02/20/2017 ***.** *.**
Gilead, 4.75% 1mar2046, USD   USD 03/01/2046 02/20/2017 ***.*** *.** 02/20/2017 ***.** *.**
Glencore Funding, 2.125% 16apr2018, USD   USD 04/16/2018 02/20/2017 ***.** *.** 02/20/2017 ***.** *.*
Glencore Funding, 2.875% 16apr2020, USD   USD 04/16/2020 02/20/2017 ***.** *.** 02/20/2017 ***.** *.**
Glencore Funding, 3.125% 29apr2019, USD   USD 04/29/2019 02/20/2017 ***.** *.* 02/20/2017 *** *.*
Glencore Funding, 4% 16apr2025, USD   USD 04/16/2025 02/20/2017 **.** *.** 02/20/2017 ***.** *.**
Glencore Funding, 4.625% 29apr2024, USD   USD 04/29/2024 02/20/2017 ***.* *.** 02/20/2017 ***.** *.**
Glencore Funding, FRN 15jan2019, USD   USD 01/15/2019 02/20/2017 ***.** * 02/20/2017 ***.* *
Glencore Funding, FRN 16apr2018, USD   USD 04/16/2018 02/20/2017 ***.** * 02/20/2017 ***.* *
GM Financial, 0.955% 7sep2023, EUR   EUR 09/07/2023 02/20/2017 **.** *.* 02/20/2017 **.** *.**
GM Financial, 1.875% 15oct2019, EUR   EUR 10/15/2019 02/20/2017 ***.** *.** 02/20/2017 ***.** *
GM Financial, 2.35% 4oct2019, USD   USD 10/04/2019 02/20/2017 ***.** *.** 02/20/2017 ***.** *.**
GM Financial, 2.4% 10apr2018, USD   USD 04/10/2018 02/20/2017 ***.** *.** 02/20/2017 ***.** *.**
GM Financial, 3.10% 15jan2019, USD   USD 01/15/2019 02/20/2017 ***.** *.** 02/20/2017 ***.** *.**
GM Financial, 3.2% 6jul2021, USD   USD 07/06/2021 02/20/2017 ***.** *.** 02/20/2017 ***.*** *.**
GM Financial, 3.45% 14jan2022, USD   USD 01/14/2022 02/20/2017 ***.** *.* 02/20/2017 ***.** *.**
GM Financial, 4% 6oct2026, USD   USD 10/06/2026 02/20/2017 **.** *.** 02/20/2017 **.** *.**
GM Financial, 5.25% 1mar2026, USD   USD 03/01/2026 02/20/2017 ***.** *.* 02/20/2017 ***.** *.**
GM Financial, FRN 10apr2018, USD   USD 04/10/2018 02/20/2017 ***.** * 02/20/2017 ***.** *
Gogo Intermediate Holdings, 12.5% 1jul2022, USD   USD 07/01/2022 02/20/2017 ***.** **.** 02/20/2017 ***.** **.**
Goldman Sachs, 0.55% 9sep2021, CHF   CHF 09/09/2021 02/20/2017 ***.** -*.** 02/20/2017 ***.** -*.*
Goldman Sachs, 0.75% 10may2019, EUR   EUR 05/10/2019 02/20/2017 ***.*** -*.** 02/20/2017 ***.** -*.**
Goldman Sachs, 1.25% 11sep2019, CHF   CHF 09/11/2019 02/20/2017 ***.** -*.** 02/20/2017 ***.** -*.**
Goldman Sachs, 1.25% 1may2025, EUR   EUR 05/01/2025 02/20/2017 **.*** *.* 02/20/2017 **.** *.**
Goldman Sachs, 1.375% 26jul2022, EUR   EUR 07/26/2022 02/20/2017 ***.** *.** 02/20/2017 ***.** *.**
Goldman Sachs, 1.625% 27jul2026, EUR   EUR 07/27/2026 02/20/2017 **.*** *.* 02/20/2017 **.* *.**
Goldman Sachs, 1.8% 26nov2022, USD   USD 11/26/2022 02/20/2017 **.** *.** 02/20/2017 **.* *.**
Goldman Sachs, 2% 17feb2026, EUR   EUR 02/17/2026 02/20/2017 **.* * 02/20/2017 **.* *
Goldman Sachs, 2% 22oct2025, EUR   EUR 10/22/2025 02/20/2017 **.** * 02/20/2017 **.** *
Goldman Sachs, 2% 27jul2023, EUR   EUR 07/27/2023 02/20/2017 ***.** *.** 02/20/2017 ***.*** *.**
Goldman Sachs, 2% 31jan2022, USD   USD 01/31/2022 02/20/2017 **.** *.** 02/20/2017 **.** *.**
Goldman Sachs, 2.125% 30sep2024, EUR   EUR 09/30/2024 02/20/2017 ***.** *.** 02/20/2017 ***.** *.**
Goldman Sachs, 2.2% 19may2022, USD   USD 05/19/2022 02/20/2017 **.* * 02/20/2017 ** *
Goldman Sachs, 2.20% 18sep2025, EUR   EUR 09/18/2025 02/20/2017 **.* *.** 02/20/2017 **.** *.*
Goldman Sachs, 2.3% 13dec2019, USD   USD 12/13/2019 02/20/2017 ***.** *.* 02/20/2017 ***.** *.**
Goldman Sachs, 2.35% 15nov2021, USD   USD 11/15/2021 02/20/2017 **.** *.* 02/20/2017 **.** *.**
Goldman Sachs, 2.425% 2dec2021, USD   USD 12/02/2021 02/20/2017 **.** *.** 02/20/2017 **.** *.**
Goldman Sachs, 2.45% 31jan2022, USD   USD 01/31/2022 02/20/2017 **.** * 02/20/2017 **.** *
Goldman Sachs, 2.5% 18oct2021, EUR   EUR 10/18/2021 02/20/2017 ***.** *.** 02/20/2017 ***.* *.**
Goldman Sachs, 2.5% 4apr2024, EUR   EUR 04/04/2024 02/20/2017 **.* * 02/20/2017 ***.** *
Goldman Sachs, 2.5% 6jul2025, EUR   EUR 07/06/2025 02/20/2017 **.** * 02/20/2017 **.** *
Goldman Sachs, 2.55% 23oct2019, USD   USD 10/23/2019 02/20/2017 ***.** *.** 02/20/2017 ***.** *.**
Goldman Sachs, 2.6% 23apr2020, USD   USD 04/23/2020 02/20/2017 ***.* *.** 02/20/2017 ***.*** *.**
Goldman Sachs, 2.625% 19aug2020, EUR   EUR 08/19/2020 02/20/2017 ***.*** *.** 02/20/2017 ***.* *.**
Goldman Sachs, 2.7% 12nov2021, USD   USD 11/12/2021 02/20/2017 **.** *.** 02/20/2017 **.* *.**
Goldman Sachs, 2.75% 15sep2020, USD   USD 09/15/2020 02/20/2017 ***.** *.** 02/20/2017 ***.** *.*
Goldman Sachs, 2.8% 12aug2025, EUR   EUR 08/12/2025 02/20/2017 **.** *.** 02/20/2017 **.* *.**
Goldman Sachs, 2.844% 23sep2019, USD   USD 09/23/2019 02/20/2017 ***.** *.** 02/20/2017 ***.** *.**
Goldman Sachs, 2.875% 3jun2026, EUR   EUR 06/03/2026 02/20/2017 ***.** *.** 02/20/2017 ***.*** *.**
Goldman Sachs, 2.9% 19jul2018, USD   USD 07/19/2018 02/20/2017 ***.** *.** 02/20/2017 ***.** *.**
Goldman Sachs, 3% 12feb2031, EUR   EUR 02/12/2031 02/20/2017 ***.** *.** 02/20/2017 ***.** *.**
Goldman Sachs, 3% 26apr2022, USD   USD 04/26/2022 02/20/2017 **.** *.** 02/20/2017 **.** *.**
Goldman Sachs, 3.05% 8apr2022, USD   USD 04/08/2022 02/20/2017 **.** * 02/20/2017 **.* *
Goldman Sachs, 3.25% 1feb2023, EUR   EUR 02/01/2023 02/20/2017 ***.*** *.** 02/20/2017 ***.** *.*
Goldman Sachs, 3.5% 16nov2026, USD   USD 11/16/2026 02/20/2017 **.** *.** 02/20/2017 **.*** *.**
Goldman Sachs, 3.5% 20dec2021, EUR   EUR 12/20/2021 02/20/2017 **.* * 02/20/2017 ***.** *
Goldman Sachs, 3.5% 23jan2025, USD   USD 01/23/2025 02/20/2017 **.** *.** 02/20/2017 **.** *.**
Goldman Sachs, 3.55% 12feb2021, CAD   CAD 02/12/2021 02/20/2017 ***.** *.** 02/20/2017 ***.** *.**
Goldman Sachs, 3.7% 8feb2019, AUD   AUD 02/08/2019 02/20/2017 ***.* *.** 02/20/2017 ***.** *.**
Goldman Sachs, 3.75% 22may2025, USD   USD 05/22/2025 02/20/2017 ***.*** *.** 02/20/2017 ***.** *.**
Goldman Sachs, 3.85% 26jan2027, USD   USD 01/26/2027 02/20/2017 ***.** *.** 02/20/2017 ***.** *.**
Goldman Sachs, 3.85% 8jul2024, USD   USD 07/08/2024 02/20/2017 ***.** *.* 02/20/2017 ***.** *.*
Goldman Sachs, 3.9% 19sep2019, CNY   CNY 09/19/2019 02/20/2017 ** *.** 02/20/2017 *** *.**
Goldman Sachs, 4.25% 29jan2026, GBP   GBP 01/29/2026 02/20/2017 ***.** *.** 02/20/2017 ***.** *.*
Goldman Sachs, 4.3% 15dec2032, USD   USD 12/15/2032 02/20/2017 **.*** *.** 02/20/2017 ***.*** *.**
Goldman Sachs, 4.3% 9nov2021, CNY   CNY 11/09/2021 02/20/2017 *** *.* 02/20/2017 *** *.**
Goldman Sachs, 4.375% 16mar2017, EUR   EUR 03/16/2017 02/20/2017 ***.*** *.** 02/20/2017 ***.** -*.**
Goldman Sachs, 4.4% 15nov2032, USD   USD 11/15/2032 02/20/2017 **.*** *.** 02/20/2017 ***.* *.**
Goldman Sachs, 4.75% 12oct2021, EUR   EUR 10/12/2021 02/20/2017 ***.** *.** 02/20/2017 ***.** *.**
Goldman Sachs, 4.8% 8jul2044, USD   USD 07/08/2044 02/20/2017 ***.** *.** 02/20/2017 ***.** *.**
Goldman Sachs, 5% 15aug2042, USD   USD 08/15/2042 02/20/2017 ***.*** *.** 02/20/2017 ***.** *.**
Goldman Sachs, 5% 15may2022, USD   USD 05/15/2022 02/20/2017 ***.*** *.** 02/20/2017 ***.*** *.*
Goldman Sachs, 5.1% 15aug2025, USD   USD 08/15/2025 02/20/2017 ***.*** *.** 02/20/2017 ***.*** *.**
Goldman Sachs, 5.11% 1jul2025, EUR   EUR 07/01/2025 02/20/2017 ***.** * 02/20/2017 ***.** *
Goldman Sachs, 5.125% 23oct2019, EUR   EUR 10/23/2019 02/20/2017 ***.*** -*.** 02/20/2017 ***.** -*.**
Goldman Sachs, 5.2% 17dec2019, NZD   NZD 12/17/2019 02/20/2017 ***.** *.** 02/20/2017 ***.** *.**
Goldman Sachs, 5.2% 19apr2022, CAD   CAD 04/19/2022 02/20/2017 **.** * 02/20/2017 **.** *
Goldman Sachs, 5.25% 15aug2024, USD   USD 08/15/2024 02/20/2017 ***.*** *.** 02/20/2017 ***.*** *.**
Goldman Sachs, 5.5% 12oct2021, GBP   GBP 10/12/2021 02/20/2017 ***.** *.** 02/20/2017 ***.* *.**
Goldman Sachs, 5.85% 15jun2032, USD   USD 06/15/2032 02/20/2017 ***.*** *.** 02/20/2017 ***.*** *.**
Goldman Sachs, 5.95% 18jan2018, USD   USD 01/18/2018 02/20/2017 ***.** *.* 02/20/2017 ***.** *.**
Goldman Sachs, 6% 15mar2041, USD   USD 03/15/2041 02/20/2017 ***.*** *.** 02/20/2017 ***.*** *.*
Goldman Sachs, 6% 15mar2041, USD   USD 03/15/2041 02/20/2017 ***.*** *.** 02/20/2017 ***.*** *.**
Goldman Sachs, 6.125% 14may2017, GBP   GBP 05/14/2017 02/20/2017 ***.** *.** 02/20/2017 ***.** *.**
Goldman Sachs, 6.375% 2may2018, EUR   EUR 05/02/2018 02/20/2017 ***.** -*.** 02/20/2017 ***.*** -*.**
Goldman Sachs, 6.75% 1oct2037, USD   USD 10/01/2037 02/20/2017 ***.** *.** 02/20/2017 ***.** *.**
Goldman Sachs, 6.77% 18jan2018, CNY   CNY 01/18/2019 02/20/2017 **.* *.** 02/20/2017 *** *.**
Goldman Sachs, 6.875% 18jan2038, GBP   GBP 01/18/2038 02/20/2017 ***.*** *.* 02/20/2017 ***.*** *.**
Goldman Sachs, 7.125% 7aug2025, GBP   GBP 08/07/2025 02/20/2017 ***.** *.** 02/20/2017 ***.** *.**
Goldman Sachs, 7.25% 10apr2028, GBP   GBP 04/10/2028 02/20/2017 ***.** *.** 02/20/2017 ***.** *.**
Goldman Sachs, FRN 11sep2018, EUR   EUR 09/11/2018 02/20/2017 ***.** * 02/20/2017 ***.** *
Goldman Sachs, FRN 13dec2019, USD   USD 12/13/2019 02/20/2017 ***.** * 02/20/2017 ***.** *
Goldman Sachs, FRN 15nov2021, USD   USD 11/15/2021 02/20/2017 *** * 02/20/2017 ***.** *
Goldman Sachs, FRN 17sep2017, USD   USD 09/17/2017 02/20/2017 ***.* * 02/20/2017 ***.* *
Goldman Sachs, FRN 18dec2017, EUR   EUR 12/18/2017 02/20/2017 ***.*** * 02/20/2017 ***.*** *
Goldman Sachs, FRN 22may2017, USD   USD 05/22/2017 02/20/2017 ***.** * 02/20/2017 ***.** *
Goldman Sachs, FRN 26apr2022, USD   USD 04/26/2022 02/20/2017 ***.** * 02/20/2017 ***.** *
Goldman Sachs, FRN 26jan2022, EUR   EUR 01/26/2022 02/20/2017 **.** * 02/20/2017 **.** *
Goldman Sachs, FRN 26jul2022, EUR   EUR 07/26/2022 02/20/2017 ***.** * 02/20/2017 ***.** *
Goldman Sachs, FRN 27jul2017, EUR   EUR 07/27/2017 02/20/2017 ***.*** *.* 02/20/2017 ***.** *.**
Goldman Sachs, FRN 27jul2021, EUR   EUR 07/27/2021 02/20/2017 ***.** * 02/20/2017 ***.*** *
Goldman Sachs, FRN 28jun2020, EUR   EUR 06/28/2020 02/20/2017 ***.** * 02/20/2017 *
Goldman Sachs, FRN 28oct2027, USD   USD 10/28/2027 02/20/2017 ***.*** * 02/20/2017 ***.** *
Goldman Sachs, FRN 29may2020, EUR   EUR 05/29/2020 02/20/2017 ***.** * 02/20/2017 ***.** *
Goldman Sachs, FRN 29oct2019, EUR   EUR 10/29/2019 02/20/2017 ***.** * 02/20/2017 ***.*** *
Goldman Sachs, FRN 2mar2017, EUR   EUR 03/02/2017 02/20/2017 ***.** * 02/20/2017 ***.** *
Goldman Sachs, FRN 30jun2025, EUR   EUR 06/30/2025 02/20/2017 ** * 02/20/2017 **.** *
Goldman Sachs, FRN 6feb2018, EUR   EUR 02/06/2018 02/20/2017 ***.** * 02/20/2017 *
Gray Television, 5.875% 15jul2026, USD   USD 07/15/2026 02/20/2017 **.** *.** 02/20/2017 **.** *.**
Greif, 7.375% 15jul2021, EUR   EUR 07/15/2021 02/20/2017 ***.** *.** 02/20/2017 ***.* *.**
GulfMark Offshore, 6.375% 15mar2022, USD   USD 03/15/2022 02/20/2017 **.** **.** 02/20/2017 **.** **.**
Hanesbrands, 3.5% 15jun2024, EUR   EUR 06/15/2024 02/20/2017 ***.** *.** 02/20/2017 ***.* *.**
Hanesbrands, 4.625% 15may2024, USD   USD 05/15/2024 02/20/2017 **.** *.** 02/20/2017 **.** *.**
Hanjin International Corporation, FRN 30oct2017   USD 10/30/2017 02/20/2017 ***.**** * 02/20/2017 ***.**** *
Harley-Davidson, 3.5% 28jul2025, USD   USD 07/28/2025 02/20/2017 ***.*** *.** 02/20/2017 ***.*** *.**
Harley-Davidson, 4.625% 28jul2045, USD   USD 07/28/2045 02/20/2017 **.*** *.** 02/20/2017 ***.** *.**
Harley-Davidson Financial Services Inc, 1.55% 17nov2017, USD   USD 11/17/2017 02/20/2017 **.** *.** 02/20/2017 **.** *.**
Harley-Davidson Financial Services Inc, 2.15% 26feb2020, USD   USD 02/26/2020 02/20/2017 **.** *.* 02/20/2017 ***.** *.**
Harley-Davidson Financial Services Inc, 2.25% 15jan2019, USD   USD 01/15/2019 02/20/2017 ***.** *.** 02/20/2017 ***.** *.**
Harley-Davidson Financial Services Inc, 2.4% 15sep2019, USD   USD 09/15/2019 02/20/2017 ***.** *.** 02/20/2017 ***.** *.**
Harley-Davidson Financial Services Inc, 2.7% 15mar2017, USD   USD 03/15/2017 02/20/2017 **.** *.** 02/20/2017 ***.** -*.**
Harley-Davidson Financial Services Inc, 2.85% 15jan2021, USD   USD 01/15/2021 02/20/2017 **.** *.** 02/20/2017 ***.** *.**
Harman International Industries, 2% 27may2022, EUR   EUR 05/27/2022 02/20/2017 ***.** *.** 02/20/2017 ***.*** *.**
Harman International Industries, 4.15% 15may2025, USD   USD 05/15/2025 02/20/2017 ***.*** *.** 02/20/2017 ***.*** *.**
Harris, 1.999% 27apr2018, USD   USD 04/27/2018 02/20/2017 ***.*** *.* 02/20/2017 ***.*** *.**
Harris, 2.7% 27apr2020, USD   USD 04/27/2020 02/20/2017 ***.*** *.** 02/20/2017 ***.** *.**
Harris, 3.832% 27apr2025, USD   USD 04/27/2025 02/20/2017 ***.** *.** 02/20/2017 ***.*** *.*
Harris, 4.854% 27apr2035, USD   USD 04/27/2035 02/20/2017 ***.*** *.** 02/20/2017 ***.*** *.**
Harris, 5.054% 27apr2045, USD   USD 04/27/2045 02/20/2017 ***.*** *.** 02/20/2017 ***.*** *.**
HCP, 4% 1jun2025, USD   USD 06/01/2025 02/20/2017 ***.*** *.** 02/20/2017 ***.*** *.*
HD Supply, 5.75% 15apr2024, USD   USD 04/15/2024 02/20/2017 ***.** * 02/20/2017 ***.** *.**
Healthcare Realty, 3.875% 1may2025, USD   USD 05/01/2025 02/20/2017 **.** *.** 02/20/2017 ***.** *.**
Helmerich & Payne, 4.65% 15mar2025, USD   USD 03/15/2025 02/20/2017 ***.** *.** 02/20/2017 ***.** *.**
Hersheys, 1.6% 21aug2018, USD   USD 08/21/2018 02/20/2017 ***.*** *.** 02/20/2017 ***.*** *.**
Hersheys, 2.3% 15aug2026, USD   USD 08/15/2026 02/20/2017 **.** *.** 02/20/2017 **.** *.**
Hersheys, 3.2% 21aug2025, USD   USD 08/21/2025 02/20/2017 ***.** *.** 02/20/2017 ***.** *.**
Hersheys, 3.375% 15aug2046, USD   USD 08/15/2046 02/20/2017 **.** *.** 02/20/2017 **.** *.*
Hertz, 4.375% 15jan2019, EUR   EUR 01/15/2019 02/20/2017 ***.** *.** 02/20/2017 ***.* *.**
Hertz, 5.5% 15oct2024, USD   USD 10/15/2024 02/20/2017 **.** *.** 02/20/2017 **.** *.**
Hertz, 6.75% 15apr2019, USD   USD 04/15/2019 02/20/2017 **.** *.** 02/20/2017 ***.** *.**
Hess, 4.3% 1apr2027, USD   USD 04/01/2027 02/20/2017 **.* *.** 02/20/2017 **.** *.**
Hess, 5.8% 1apr2047, USD   USD 04/01/2047 02/20/2017 ***.** *.** 02/20/2017 ***.* *.**
Hess, 8.125% 15feb2019, USD   USD 02/15/2019 02/20/2017 ***.** *.** 02/20/2017 ***.** *.**
Hewlett Packard Enterprise, 2.85% 5oct2018, USD   USD 10/05/2018 02/20/2017 ***.** *.** 02/20/2017 ***.** *.**
Hewlett Packard Enterprise, 2.85% 5oct2018, USD   USD 10/05/2018 02/20/2017 ***.*** * 02/20/2017 ***.*** *.**
Hewlett Packard Enterprise, 4.40% 15oct2022, USD   USD 10/15/2022 02/20/2017 ***.*** *.** 02/20/2017 ***.*** *.**
Hewlett Packard Enterprise, 4.9% 15oct2025, USD   USD 10/15/2025 02/20/2017 ***.** *.** 02/20/2017 ***.*** *.**
Hewlett Packard Enterprise, 4.90% 15oct2025, USD   USD 10/15/2025 02/20/2017 ***.*** *.** 02/20/2017 ***.** *.**
Hewlett Packard Enterprise, 6.20% 15oct2035, USD   USD 10/15/2035 02/20/2017 ***.** *.** 02/20/2017 ***.*** *.**
Hewlett Packard Enterprise, 6.35% 15oct2045, USD   USD 10/15/2045 02/20/2017 ***.** *.** 02/20/2017 ***.** *.**
Hewlett Packard Enterprise, 6.35% 15oct2045, USD   USD 10/15/2045 02/20/2017 ***.** *.** 02/20/2017 ***.** *
Hewlett-Packard, 4.3% 1jun2021, USD   USD 06/01/2021 02/20/2017 ***.*** *.** 02/20/2017 ***.** *.**
Hewlett-Packard, 4.65% 9dec2021, USD   USD 12/09/2021 02/20/2017 ***.** *.** 02/20/2017 ***.*** *.**
Hexcel, FRN 2025, USD   USD 08/15/2025 02/20/2017 ***.** *.** 02/20/2017 ***.** *
Hexion Inc., 6.625% 15apr2020, USD   USD 04/15/2020 02/20/2017 **.** **.** 02/20/2017 **.** *.**
Hexion Inc., 8.875% 1feb2018, USD   USD 02/01/2018 02/20/2017 ** **.** 02/20/2017 ***.** *.**
Hexion Inc., 9% 15nov2020, USD   USD 11/15/2020 02/20/2017 **.** **.** 02/20/2017 **.** **.**
Hill-Rom Holdings Inc, 5.75% 2023, USD   USD 09/01/2023 02/20/2017 **.** *.** 02/20/2017 ***.** *.**
HollyFrontier, 5.875% 1apr2026, USD   USD 04/01/2026 02/20/2017 ***.* *.** 02/20/2017 ***.*** *.**
Hologic, 5.25% 15jul2022, USD   USD 07/15/2022 02/20/2017 ***.** *.** 02/20/2017 ***.** *.**
Honeywell International, 0.65% 21feb2020, EUR   EUR 02/21/2020 02/20/2017 ***.*** *.** 02/20/2017 ***.** -*.**
Honeywell International, 1.3% 21feb2020, EUR   EUR 02/22/2023 02/20/2017 ***.** *.** 02/20/2017 ***.** *.**
Honeywell International, 1.4% 30oct2019, USD   USD 10/30/2019 02/20/2017 **.** *.** 02/20/2017 **.** *.**
Honeywell International, 1.85% 1nov2021, USD   USD 11/01/2021 02/20/2017 **.*** *.** 02/20/2017 **.** *.*
Honeywell International, 2.25% 22feb2028, EUR   EUR 02/22/2028 02/20/2017 ***.*** *.** 02/20/2017 ***.** *.**
Honeywell International, 2.5% 1nov2026, USD   USD 11/01/2026 02/20/2017 **.* *.** 02/20/2017 **.** *.**
Honeywell International, FRN 22feb2018, EUR   EUR 02/22/2018 02/20/2017 ***.*** * 02/20/2017 ***.** *
Host Hotels & Resorts, 4% 15jun2025, USD   USD 06/15/2025 02/20/2017 **.*** *.** 02/20/2017 ***.*** *.**
Host Hotels & Resorts, 6% 1oct2021, USD   USD 10/01/2021 02/20/2017 ***.** *.** 02/20/2017 ***.** *.**
HSBC Bank USA, 1.3% 23jun2017, USD   USD 06/23/2017 02/20/2017 **.** *.** 02/20/2017 ***.** *.**
HSBC Bank USA, 2.25% 23jun2019, USD   USD 06/23/2019 02/20/2017 ***.** *.** 02/20/2017 ***.** *.**
HSBC Bank USA, 2.35% 5mar2020, USD   USD 03/05/2020 02/20/2017 **.** *.** 02/20/2017 **.** *.**
HSBC Bank USA, 3.5% 23jun2024, USD   USD 06/23/2024 02/20/2017 ***.** *.** 02/20/2017 ***.** *.**
HSBC Bank USA, FRN 23jun2017, USD   USD 06/23/2017 02/20/2017 **.** * 02/20/2017 ***.** *
HSBC Finance Corporation, 6.676% 15jan2021, USD   USD 01/15/2021 02/20/2017 ***.** *.** 02/20/2017 ***.** *.**
HSBC USA, 1.5% 13nov2017, USD   USD 11/13/2017 02/20/2017 **.** *.** 02/20/2017 ***.** *.**
HSBC USA, 1.7% 5mar2018, USD   USD 03/05/2018 02/20/2017 **.** *.** 02/20/2017 **.** *.**
HSBC USA, 2% 7aug2018, USD   USD 08/07/2018 02/20/2017 ***.** *.** 02/20/2017 ***.** *.**
HSBC USA, 2.375% 13nov2019, USD   USD 11/13/2019 02/20/2017 **.** *.** 02/20/2017 ***.** *.**
HSBC USA, 2.75% 7aug2020, USD   USD 08/07/2020 02/20/2017 ***.** *.** 02/20/2017 ***.** *.**
Hughes Satellite Sys, 6.5% 15jun2019, USD   USD 06/15/2019 02/20/2017 *** *.** 02/20/2017 ***.** *.**
Huntington, 2.3% 14jan2022, USD   USD 01/14/2022 02/20/2017 **.*** *.** 02/20/2017 **.*** *.**
Huntington, 3.15% 14mar2021, USD   USD 03/14/2021 02/20/2017 ***.*** *.* 02/20/2017 ***.*** *.**
Huntsman International, 4.25% 1apr2025, EUR   EUR 04/01/2025 02/20/2017 *** *.** 02/20/2017 ***.*** *.**
Huntsman International, 4.25% 1apr2025, EUR   EUR 04/01/2025 02/20/2017 **.** *.** 02/20/2017 *
Huntsman International, 4.875% 15nov2020, USD   USD 11/15/2020 02/20/2017 ***.* *.** 02/20/2017 ***.** *.**
Huntsman International, 5.125% 15apr2021, EUR   EUR 04/15/2021 02/20/2017 ***.** *.** 02/20/2017 ***.** *.**
Huntsman International, 5.125% 15apr2021, EUR   EUR 04/15/2021 02/20/2017 ***.** *.** 02/20/2017 ***.*** *.**
Hypo Real Estate International Trust, 5.864% perp., EUR   EUR 02/20/2017 ** * 02/20/2017 **.* *
Hyundai Capital America, 1.75% 27sep2019, USD   USD 09/27/2019 02/20/2017 **.** *.** 02/20/2017 **.** *.**
Hyundai Capital America, 2% 19mar2018, USD   USD 03/19/2018 02/20/2017 ***.** *.** 02/20/2017 ***.** *.**
Hyundai Capital America, 2.55% 6feb2019, USD   USD 02/06/2019 02/20/2017 ***.** *.** 02/20/2017 ***.** *.**
Hyundai Capital America, 2.6% 19mar2020, USD   USD 03/19/2020 02/20/2017 **.** *.** 02/20/2017 ***.** *.**
Hyundai Capital America, 2.75% 27sep2026, USD   USD 09/27/2026 02/20/2017 **.** *.** 02/20/2017 **.** *.**
IBM, 0.5% 7sep2021, EUR   EUR 09/07/2021 02/20/2017 ***.** *.** 02/20/2017 ***.** *.**
IBM, 1.125% 6sep2024, EUR   EUR 09/06/2024 02/20/2017 ***.** *.** 02/20/2017 ***.** *.**
IBM, 1.25% 26may2023, EUR   EUR 05/26/2023 02/20/2017 ***.** *.** 02/20/2017 ***.** *.**
IBM, 1.25% 8feb2018, USD   USD 02/08/2018 02/20/2017 ***.** *.** 02/20/2017 ***.** *.**
IBM, 1.375% 19nov2019, EUR   EUR 11/19/2019 02/20/2017 ***.*** -*.** 02/20/2017 ***.** -*.**
IBM, 1.75% 7mar2028, EUR   EUR 03/07/2028 02/20/2017 ***.** *.** 02/20/2017 ***.* *
IBM, 1.875% 6nov2020, EUR   EUR 11/06/2020 02/20/2017 ***.** -*.** 02/20/2017 ***.** -*.**
IBM, 1.9% 27jan2020, USD   USD 01/27/2020 02/20/2017 ***.** *.** 02/20/2017 ***.* *.**
IBM, 2.5% 27jan2022, USD   USD 01/27/2022 02/20/2017 ***.** *.* 02/20/2017 ***.*** *.**
IBM, 2.625% 5aug2022, GBP   GBP 08/05/2022 02/20/2017 ***.** *.** 02/20/2017 ***.** *.**
IBM, 2.875% 7nov2025, EUR   EUR 11/07/2025 02/20/2017 ***.** *.** 02/20/2017 ***.*** *.**
IBM, 3.3% 27jan2027, USD   USD 01/27/2027 02/20/2017 ***.** *.** 02/20/2017 ***.** *.**
IBM, FRN 27jan2020, USD   USD 01/27/2020 02/20/2017 ***.** *.** 02/20/2017 ***.** *.**
IBRD, 0% 14jul2027, ZAR (10957D)   ZAR 07/14/2027 02/20/2017 **.** *.** 02/20/2017 **.*** *.**
IBRD, 0% 16aug2019, USD (10957D)   USD 08/16/2019 02/20/2017 **.** *.* 02/20/2017 **.** *.**
IBRD, 0% 17feb2026, ZAR (10227D)   ZAR 02/17/2026 02/20/2017 **.** *.** 02/20/2017 **.*** *.**
IBRD, 0% 19sep2022, MXN (5479D)   MXN 09/19/2022 02/20/2017 ** *.** 02/20/2017 **.* *.*
IBRD, 0% 1apr2022, ZAR (7305D)   ZAR 04/01/2022 02/20/2017 **.** *.** 02/20/2017 **.** *.**
IBRD, 0% 1may2030, USD (10939D)   USD 05/01/2030 02/20/2017 **.** *.** 02/20/2017 **.** *.**
IBRD, 0% 29dec2017, ZAR (7365D)   ZAR 12/29/2017 02/20/2017 **.*** * 02/20/2017 **.** *.**
IBRD, 0% 29dec2028, ZAR (11323D)   ZAR 12/29/2028 02/20/2017 **.** *.** 02/20/2017 **.** *.**
IBRD, 0% 29may2035, ZAR (7305D)   ZAR 05/29/2035 02/20/2017 **.* *.** 02/20/2017 **.** *.**
IBRD, 0% 31dec2025, ZAR (10092D)   ZAR 12/31/2025 02/20/2017 **.** *.** 02/20/2017 **.** *.**
IBRD, 0% 4apr2017, ZAR (7305D)   ZAR 04/04/2017 02/20/2017 **.** *.** 02/20/2017 **.* *.**
IBRD, 0.25% 20mar2017, EUR   EUR 03/20/2017 02/20/2017 ***.** *.** 02/20/2017 ***.** -**.**
IBRD, 0.375% 15jun2021, GBP   GBP 06/15/2021 02/20/2017 **.** *.** 02/20/2017 ** *.**
IBRD, 0.5% 16apr2030, EUR   EUR 04/16/2030 02/20/2017 **.*** *.** 02/20/2017 **.** *.**
IBRD, 0.5% 20dec2018, CAD   CAD 12/20/2018 02/20/2017 **.** *.* 02/20/2017 **.** *.**
IBRD, 0.5% 20dec2019, ZAR   ZAR 12/20/2019 02/20/2017 **.** *.** 02/20/2017 **.* *.**
IBRD, 0.5% 20feb2020, ZAR   ZAR 02/20/2020 02/20/2017 **.** *.** 02/20/2017 **.** *.**
IBRD, 0.5% 20may2020, ZAR   ZAR 05/20/2020 02/20/2017 **.** *.* 02/20/2017 **.** *.**
IBRD, 0.5% 20nov2019, ZAR   ZAR 11/20/2019 02/20/2017 **.* *.** 02/20/2017 **.** *.**
IBRD, 0.5% 25feb2019, ZAR   ZAR 02/25/2019 02/20/2017 **.** *.** 02/20/2017 **.** *.**
IBRD, 0.5% 25jan2019, ZAR   ZAR 01/25/2019 02/20/2017 **.** *.** 02/20/2017 **.* *.**
IBRD, 0.5% 26apr2017, ZAR   ZAR 04/26/2017 02/20/2017 **.** *.** 02/20/2017 ** *.**
IBRD, 0.5% 28mar2019, ZAR   ZAR 03/28/2019 02/20/2017 **.** *.** 02/20/2017 **.* *.**
IBRD, 0.5% 29jul2022, AUD   AUD 07/29/2022 02/20/2017 **.* *.* 02/20/2017 **.* *.**
IBRD, 0.5% 2aug2018, ZAR   ZAR 08/02/2018 02/20/2017 **.** *.** 02/20/2017 **.** *
IBRD, 0.5% 2sep2020, ZAR   ZAR 09/02/2020 02/20/2017 **.** *.** 02/20/2017 **.* *.**
IBRD, 0.5% 6may2035, EUR   EUR 05/06/2035 02/20/2017 ** *.* 02/20/2017 *** *.**
IBRD, 0.625% 12jan2033, EUR   EUR 01/12/2033 02/20/2017 **.*** *.** 02/20/2017 **.*** *.**
IBRD, 0.625% 15dec2023, GBP   GBP 12/15/2023 02/20/2017 **.* *.** 02/20/2017 **.** *.**
IBRD, 0.75% 7dec2021, GBP   GBP 12/07/2021 02/20/2017 ***.* *.** 02/20/2017 ***.** *.**
IBRD, 0.875% 15aug2019, USD   USD 08/15/2019 02/20/2017 **.** *.** 02/20/2017 **.** *.**
IBRD, 0.875% 17apr2017, USD   USD 04/17/2017 02/20/2017 ***.** *.** 02/20/2017 ***.** *.**
IBRD, 0.875% 19jul2018, USD   USD 07/19/2018 02/20/2017 **.** *.** 02/20/2017 **.** *.*
IBRD, 0.875% 9mar2020, JPY   JPY 03/09/2020 02/20/2017 ***.**** -*.** 02/20/2017 ***.**** -*.**
IBRD, 1% 15jun2018, USD   USD 06/15/2018 02/20/2017 **.** *.** 02/20/2017 **.** *.**
IBRD, 1% 15nov2017, USD   USD 11/15/2017 02/20/2017 **.** *.** 02/20/2017 **.** *.**
IBRD, 1% 2feb2022, NOK   NOK 02/02/2022 02/20/2017 **.** *.** 02/20/2017 **.** *.**
IBRD, 1% 5oct2018, USD   USD 10/05/2018 02/20/2017 **.** *.** 02/20/2017 **.*** *.*
IBRD, 1% 6jul2020, AUD   AUD 07/06/2020 02/20/2017 **.** *.** 02/20/2017 **.** *.**
IBRD, 1.125% 10aug2020, USD   USD 08/10/2020 02/20/2017 **.** *.** 02/20/2017 **.** *.**
IBRD, 1.125% 11mar2020, CAD   CAD 03/11/2020 02/20/2017 **.** *.** 02/20/2017 **.** *.**
IBRD, 1.125% 18jul2017, USD   USD 07/18/2017 02/20/2017 ***.** *.** 02/20/2017 ***.** *.**
IBRD, 1.125% 2017, PLN   PLN 08/07/2017 02/20/2017 **.** *.** 02/20/2017 ***.** *.**
IBRD, 1.125% 27nov2019, USD   USD 11/27/2019 02/20/2017 **.** *.** 02/20/2017 **.** *.**
IBRD, 1.2% 20oct2026, USD   USD 10/20/2026 02/20/2017 **.** *.** 02/20/2017 **.** *.**
IBRD, 1.25% 26apr2019, USD   USD 04/26/2019 02/20/2017 **.** *.** 02/20/2017 **.** *.**
IBRD, 1.25% 26jul2019, USD   USD 07/26/2019 02/20/2017 **.** *.** 02/20/2017 **.** *.**
IBRD, 1.25% 2oct2017, GBP   GBP 10/02/2017 02/20/2017 ***.** *.* 02/20/2017 ***.* *.**
IBRD, 1.375% 10apr2018, USD   USD 04/10/2018 02/20/2017 ***.** *.** 02/20/2017 ***.** *.**
IBRD, 1.375% 15dec2020, GBP   GBP 12/15/2020 02/20/2017 ***.** *.** 02/20/2017 ***.** *.**
IBRD, 1.375% 20sep2021, USD   USD 09/20/2021 02/20/2017 **.** *.** 02/20/2017 **.** *.**
IBRD, 1.375% 23jun2019, SEK   SEK 06/23/2019 02/20/2017 ***.** -*.** 02/20/2017 ***.** -*.**
IBRD, 1.375% 24may2021, USD   USD 05/24/2021 02/20/2017 **.** * 02/20/2017 **.** *.**
IBRD, 1.375% 30mar2020, USD   USD 03/30/2020 02/20/2017 **.** *.** 02/20/2017 **.** *.**
IBRD, 1.473% 13aug2019, SGD   SGD 08/13/2019 02/20/2017 **.*** *.** 02/20/2017 **.*** *.**
IBRD, 1.625% 10feb2022, USD   USD 02/10/2022 02/20/2017 **.** *.** 02/20/2017 **.** *.**
IBRD, 1.625% 9mar2021, USD   USD 03/09/2021 02/20/2017 **.** *.** 02/20/2017 **.** *.**
IBRD, 1.75% 19apr2023, USD   USD 04/19/2023 02/20/2017 **.** *.** 02/20/2017 **.** *.*
IBRD, 1.75% 29mar2026, USD   USD 03/29/2026 02/20/2017 **.* *.** 02/20/2017 **.* *.**
IBRD, 1.75% 5jul2023, USD   USD 07/05/2023 02/20/2017 **.** * 02/20/2017 **.** *
IBRD, 1.82% 11aug2026, USD   USD 08/11/2026 02/20/2017 **.** * 02/20/2017 **.** *
IBRD, 1.85% 24feb2022, SGD   SGD 02/24/2022 02/20/2017 **.*** *.** 02/20/2017 **.*** *.**
IBRD, 1.875% 27oct2026, USD   USD 10/27/2026 02/20/2017 **.** *.** 02/20/2017 **.** *.**
IBRD, 1.875% 30may2019, CAD   CAD 05/30/2019 02/20/2017 ***.** *.** 02/20/2017 ***.** *.*
IBRD, 1.875% 7oct2019, USD   USD 10/07/2019 02/20/2017 ***.** *.** 02/20/2017 ***.* *.**
IBRD, 1.875% 7oct2022, USD   USD 10/07/2022 02/20/2017 **.* *.** 02/20/2017 **.** *.**
IBRD, 1.95% 8may2025, USD   USD 05/08/2025 02/20/2017 **.**** *.** 02/20/2017 **.**** *.**
IBRD, 10% 16sep2019, RUR   RUR 09/16/2019 02/20/2017 ***.** *.** 02/20/2017 ***.* *.**
IBRD, 10% 2mar2017, TRY   TRY 03/02/2017 02/20/2017 **.** **.** 02/20/2017 *** *.**
IBRD, 10% 31jan2018, BRL   BRL 01/31/2018 02/20/2017 ***.* *.* 02/20/2017 ***.* *.**
IBRD, 10.3% 5mar2019, RUR   RUR 03/05/2019 02/20/2017 ***.* *.** 02/20/2017 ***.** *.**
IBRD, 11% 29jan2018, BRL   BRL 01/29/2018 02/20/2017 ***.** *.** 02/20/2017 ***.** *.**
IBRD, 11.6% 10feb2020, RUR   RUR 02/10/2020 02/20/2017 ***.** *.** 02/20/2017 ***.** *.**
IBRD, 11.75% 4nov2020, BRL   BRL 11/04/2020 02/20/2017 ***.** *.** 02/20/2017 ***.** *.**
IBRD, 12% 18feb2019, EUR   EUR 02/18/2019 02/20/2017 ***.** -**.* 02/20/2017 *
IBRD, 13.625% 9may2017, TRY   TRY 05/09/2017 02/20/2017 ***.** **.** 02/20/2017 ***.** **.**
IBRD, 2% 26jan2022, USD   USD 01/26/2022 02/20/2017 **.** *.** 02/20/2017 **.** *.**
IBRD, 2.01% 13apr2022, SGD   SGD 04/13/2022 02/20/2017 **.*** *.** 02/20/2017 **.*** *.**
IBRD, 2.125% 1nov2020, USD   USD 11/01/2020 02/20/2017 ***.** *.** 02/20/2017 ***.** *.**
IBRD, 2.125% 29may2017, NOK   NOK 05/29/2017 02/20/2017 ***.** *.* 02/20/2017 ***.** *.**
IBRD, 2.125% 3mar2025, USD   USD 03/03/2025 02/20/2017 **.* *.** 02/20/2017 **.** *.**
IBRD, 2.25% 24jun2021, USD   USD 06/24/2021 02/20/2017 ***.** *.** 02/20/2017 ***.** *.**
IBRD, 2.33% 31may2026, USD   USD 05/31/2026 02/20/2017 **.** * 02/20/2017 **.** *
IBRD, 2.35% 28jun2026, USD   USD 06/28/2026 02/20/2017 **.** * 02/20/2017 **.** *
IBRD, 2.375% 2mar2017, NOK   NOK 03/02/2017 02/20/2017 ***.** *.** 02/20/2017 ***.** *.**
IBRD, 2.5% 19may2017, EUR   EUR 05/19/2017 02/20/2017 ***.*** -*.** 02/20/2017 ***.**** -*.**
IBRD, 2.5% 22jul2021, CNY   CNY 07/22/2021 02/20/2017 **.** *.** 02/20/2017 **.** *.**
IBRD, 2.5% 25nov2024, USD   USD 11/25/2024 02/20/2017 *** *.** 02/20/2017 ***.** *.**
IBRD, 2.5% 29jul2025, USD   USD 07/29/2025 02/20/2017 **.** *.** 02/20/2017 **.*** *.*
IBRD, 2.8% 12jan2022, AUD   AUD 01/12/2022 02/20/2017 **.** *.** 02/20/2017 ***.** *.**
IBRD, 2.91% 24oct2017, AUD   AUD 10/24/2017 02/20/2017 ***.** *.** 02/20/2017 ***.** *.**
IBRD, 3% 6feb2027, AUD   AUD 02/06/2027 02/20/2017 **.** *.** 02/20/2017 **.** *.**
IBRD, 3.24% 13jun2017, AUD   AUD 06/13/2017 02/20/2017 ***.** *.** 02/20/2017 ***.* *.**
IBRD, 3.25% 15dec2017, SEK   SEK 12/15/2017 02/20/2017 ***.** -*.** 02/20/2017 ***.** -*.**
IBRD, 3.25% 2019, PLN   PLN 01/31/2019 02/20/2017 ***.**** *.** 02/20/2017 ***.**** *.**
IBRD, 3.25% 23jul2018, CNY   CNY 07/23/2018 02/20/2017 **.* *.* 02/20/2017 **.* *.**
IBRD, 3.375% 25jan2022, NZD   NZD 01/25/2022 02/20/2017 **.** *.** 02/20/2017 **.** *.**
IBRD, 3.38% 12jul2017, AUD   AUD 07/12/2017 02/20/2017 ***.** *.** 02/20/2017 ***.** *.**
IBRD, 3.39% 7nov2018, MXN   MXN 11/07/2018 02/20/2017 **.** *.** 02/20/2017 **.** *.**
IBRD, 3.4% 18dec2017, MXN   MXN 12/18/2017 02/20/2017 **.* *.** 02/20/2017 **.** *.**
IBRD, 3.48% 8dec2018, CNY   CNY 12/08/2018 02/20/2017 ** *.** 02/20/2017 **.* *.**
IBRD, 3.5% 29apr2019, AUD   AUD 04/29/2019 02/20/2017 ***.** *.** 02/20/2017 ***.** *.**
IBRD, 3.5% 2nov2020, SEK   SEK 11/02/2020 02/20/2017 ***.*** *.** 02/20/2017 ***.**** *.**
IBRD, 3.6% 6feb2027, NZD   NZD 02/06/2027 02/20/2017 **.* *.** 02/20/2017 **.** *.**
IBRD, 3.625% 22jun2020, NOK   NOK 06/22/2020 02/20/2017 ***.** *.** 02/20/2017 ***.** *.**
IBRD, 3.75% 19may2017, NOK   NOK 05/19/2017 02/20/2017 ***.** *.** 02/20/2017 ***.** *.**
IBRD, 3.75% 23jan2019, AUD   AUD 01/23/2019 02/20/2017 ***.** *.* 02/20/2017 ***.** *.**
IBRD, 3.875% 20may2019, EUR   EUR 05/20/2019 02/20/2017 ***.*** -*.** 02/20/2017 ***.*** -*.**
IBRD, 4% 16aug2018, MXN   MXN 08/16/2018 02/20/2017 **.* *.** 02/20/2017 **.** *.**
IBRD, 4.1% 16nov2019, MXN   MXN 11/16/2019 02/20/2017 **.** *.* 02/20/2017 **.* *.**
IBRD, 4.5% 3aug2017, COP   COP 08/03/2017 02/20/2017 **.** *.** 02/20/2017 **.** *.**
IBRD, 4.75% 15feb2035, USD   USD 02/15/2035 02/20/2017 ***.** *.** 02/20/2017 ***.** *.**
IBRD, 4.875% 7dec2028, GBP   GBP 12/07/2028 02/20/2017 ***.** *.** 02/20/2017 ***.** *.*
IBRD, 5% 24may2017, INR   INR 05/24/2017 02/20/2017 **.* *.** 02/20/2017 **.** *.**
IBRD, 5.25% 17oct2019, MXN   MXN 10/17/2019 02/20/2017 **.** *.** 02/20/2017 **.** *.**
IBRD, 5.25% 18may2025, MXN   MXN 05/18/2025 02/20/2017 **.** *.** 02/20/2017 **.** *.**
IBRD, 5.4% 7jun2021, GBP   GBP 06/07/2021 02/20/2017 ***.** *.** 02/20/2017 ***.** *.*
IBRD, 5.52% 28jul2017, BRL   BRL 07/28/2017 02/20/2017 **.** **.** 02/20/2017 **.** **.**
IBRD, 5.52% 28jun2017, ZAR   ZAR 06/28/2017 02/20/2017 **.** *.** 02/20/2017 **.** *.**
IBRD, 5.58% 28mar2018, BRL   BRL 03/28/2018 02/20/2017 **.** *.** 02/20/2017 **.** *.**
IBRD, 5.625% 3mar2017, NZD   NZD 03/03/2017 02/20/2017 ***.** *.* 02/20/2017 ***.* -*.**
IBRD, 5.64% 28apr2017, BRL   BRL 04/28/2017 02/20/2017 **.** **.** 02/20/2017 **.** *.**
IBRD, 5.73% 16aug2018, INR   INR 08/16/2018 02/20/2017 **.** * 02/20/2017 **.** *.**
IBRD, 5.73% 30may2017, BRL   BRL 05/30/2017 02/20/2017 **.** **.** 02/20/2017 **.** **.**
IBRD, 5.75% 28oct2019, INR   INR 10/28/2019 02/20/2017 **.* *.** 02/20/2017 ***.* *.**
IBRD, 5.8% 22jul2021, INR   INR 07/22/2021 02/20/2017 ***.* *.** 02/20/2017 ***.** *.**
IBRD, 5.88% 28jun2017, BRL   BRL 06/28/2017 02/20/2017 **.** **.** 02/20/2017 **.** *.**
IBRD, 6.25% 5jul2017, RUR   RUR 07/05/2017 02/20/2017 **.** *.** 02/20/2017 **.** *.*
IBRD, 6.375% 7aug2018, INR   INR 08/07/2018 02/20/2017 ***.** *.** 02/20/2017 ***.** *.**
IBRD, 6.50% 26jul2019, RUR   RUR 07/26/2019 02/20/2017 ***.** *.** 02/20/2017 ***.** *.**
IBRD, 6.6% 26sep2019, ZAR   ZAR 09/26/2019 02/20/2017 **.** *.** 02/20/2017 ***.** *.**
IBRD, 6.625% 5dec2017, ZAR   ZAR 12/05/2017 02/20/2017 **.** *.** 02/20/2017 **.* *.**
IBRD, 6.75% 20jun2023, RUR   RUR 06/20/2023 02/20/2017 **.** *.** 02/20/2017 ***.** *.**
IBRD, 6.8% 16nov2019, TRY   TRY 11/16/2019 02/20/2017 **.** *.** 02/20/2017 **.** *.**
IBRD, 7% 7jun2023, ZAR   ZAR 06/07/2023 02/20/2017 **.** *.* 02/20/2017 **.** *.**
IBRD, 7.05% 18aug2017, TRY   TRY 08/18/2017 02/20/2017 **.** **.** 02/20/2017 **.** **.**
IBRD, 7.25% 23nov2020, RUR   RUR 11/23/2020 02/20/2017 ***.* *.** 02/20/2017 ***.** *.**
IBRD, 7.5% 5mar2020, MXN   MXN 03/05/2020 02/20/2017 ***.** *.** 02/20/2017 ***.** *.**
IBRD, 7.50% 2mar2017, RUR   RUR 03/02/2017 02/20/2017 **.** *.** 02/20/2017 **.** *.**
IBRD, 7.6% 26sep2019, BRL   BRL 09/26/2019 02/20/2017 ***.** *.** 02/20/2017 ***.** *.**
IBRD, 7.62% 19sep2017, TRY   TRY 09/19/2017 02/20/2017 **.* **.** 02/20/2017 **.** **.**
IBRD, 7.625% 19jan2023, USD   USD 01/19/2023 02/20/2017 ***.** *.** 02/20/2017 ***.** *.**
IBRD, 7.86% 26may2017, BRL   BRL 05/26/2017 02/20/2017 **.** **.** 02/20/2017 **.** **.**
IBRD, 7.875% 14mar2023, IDR   IDR 03/14/2023 02/20/2017 ***.** *.** 02/20/2017 ***.** *.**
IBRD, 8% 22aug2018, RUR   RUR 08/22/2018 02/20/2017 ***.** *.** 02/20/2017 ***.** *.**
IBRD, 8% 2mar2020, COP   COP 03/02/2020 02/20/2017 ***.** *.** 02/20/2017 ***.** *.**
IBRD, 8.13% 28apr2017, BRL   BRL 04/28/2017 02/20/2017 **.** **.** 02/20/2017 **.** **.**
IBRD, 8.25% 4mar2022, TRY   TRY 03/04/2022 02/20/2017 **.* **.** 02/20/2017 **.** **.**
IBRD, 8.43% 30may2017, BRL   BRL 05/30/2017 02/20/2017 **.* **.** 02/20/2017 **.* **.**
IBRD, 8.5% 2mar2018, RUR   RUR 03/02/2018 02/20/2017 ***.* *.** 02/20/2017 ***.** *.**
IBRD, 8.55% 28mar2017, BRL   BRL 03/28/2017 02/20/2017 **.** **.** 02/20/2017 ***.** *.**
IBRD, 8.75% 1mar2017, ZAR   ZAR 03/01/2017 02/20/2017 *** *.* 02/20/2017 ***.** *.**
IBRD, 8.75% 8jun2018, BRL   BRL 06/08/2018 02/20/2017 **.** **.** 02/20/2017 **.** *.**
IBRD, 8.82% 29aug2017, BRL   BRL 08/29/2017 02/20/2017 **.** **.** 02/20/2017 **.** *.**
IBRD, 8.875% 1mar2026, USD   USD 03/01/2026 02/20/2017 ***.** *.** 02/20/2017 ***.** *.**
IBRD, 9.15% 28jun2017, BRL   BRL 06/28/2017 02/20/2017 **.* **.** 02/20/2017 **.** **.**
IBRD, 9.21% 29aug2017, BRL   BRL 08/29/2017 02/20/2017 **.* **.** 02/20/2017 **.* **.**
IBRD, 9.25% 15jul2017, USD   USD 07/15/2017 02/20/2017 ***.** *.** 02/20/2017 ***.** *.**
IBRD, 9.3% 28apr2017, BRL   BRL 04/28/2017 02/20/2017 **.** **.** 02/20/2017 **.** **
IBRD, 9.5% 2mar2017, BRL   BRL 03/02/2017 02/20/2017 **.** **.** 02/20/2017 **.** **.*
IBRD, 9.55% 19oct2020, BRL   BRL 10/19/2020 02/20/2017 ***.** *.** 02/20/2017 ***.** *.**
IBRD, 9.625% 13jul2018, TRY   TRY 07/13/2018 02/20/2017 **.* **.** 02/20/2017 **.** **.**
IBRD, 9.75% 27sep2017, BRL   BRL 09/27/2017 02/20/2017 **.** **.** 02/20/2017 ***.** *.**
IBRD, FRN 13oct2020, USD   USD 10/13/2020 02/20/2017 ***.** * 02/20/2017 ***.** *
IBRD, FRN 15apr2020, USD   USD 04/15/2020 02/20/2017 ***.** * 02/20/2017 ***.* *
IBRD, FRN 16dec2017, USD   USD 12/16/2017 02/20/2017 **.** * 02/20/2017 ***.** *
IBRD, FRN 28feb2018, BRL   BRL 02/28/2018 02/20/2017 **.** * 02/20/2017 **.** *
IBRD, FRN 30sep2017, USD   USD 09/30/2017 02/20/2017 **.** * 02/20/2017 ***.** *
Icahn Enterprises, 5.875% 1feb2022, USD   USD 02/01/2022 02/20/2017 ***.** *.** 02/20/2017 ***.** *.**
IFC, 0% 15feb2029, TRY (4383D)   TRY 02/15/2029 02/20/2017 **.** *.** 02/20/2017 **.*** *.**
IFC, 0% 20jan2037, MXN (7305D)   MXN 01/20/2037 02/20/2017 **.** *.** 02/20/2017 ** *.**
IFC, 0% 21oct2022, ZAR (9131D)   ZAR 10/21/2022 02/20/2017 **.** *.** 02/20/2017 **.** *.**
IFC, 0% 24aug2026, ZAR (3652D)   ZAR 08/24/2026 02/20/2017 **.** *.** 02/20/2017 **.** *.**
IFC, 0% 27jan2037, MXN (7305D)   MXN 01/27/2037 02/20/2017 ** *.** 02/20/2017 **.* *.**
IFC, 0.5% 10jan2023, MXN   MXN 01/10/2023 02/20/2017 **.** *.** 02/20/2017 **.** *.**
IFC, 0.5% 28aug2019, BRL   BRL 08/28/2019 02/20/2017 **.*** *.** 02/20/2017 **.** *
IFC, 0.50% 15aug2023, MXN   MXN 08/15/2023 02/20/2017 **.* *.** 02/20/2017 **.** *.**
IFC, 0.625% 21dec2017, USD   USD 12/21/2017 02/20/2017 **.** *.** 02/20/2017 **.* *.**
IFC, 0.875% 15jun2018, USD   USD 06/15/2018 02/20/2017 **.** *.** 02/20/2017 **.** *.**
IFC, 1% 24apr2017, USD   USD 04/24/2017 02/20/2017 ***.** *.** 02/20/2017 ***.** *.**
IFC, 1.125% 20jul2021, USD   USD 07/20/2021 02/20/2017 **.** *.** 02/20/2017 **.** *.**
IFC, 1.25% 16jul2018, USD   USD 07/16/2018 02/20/2017 **.** *.* 02/20/2017 ***.** *.*
IFC, 1.25% 27nov2018, USD   USD 11/27/2018 02/20/2017 **.** *.** 02/20/2017 **.** *.**
IFC, 1.625% 16jul2020, USD   USD 07/16/2020 02/20/2017 **.** *.* 02/20/2017 **.** *.**
IFC, 1.75% 16sep2019, USD   USD 09/16/2019 02/20/2017 ***.** *.** 02/20/2017 ***.** *.**
IFC, 1.75% 4sep2018, USD   USD 09/04/2018 02/20/2017 ***.** *.** 02/20/2017 ***.** *.**
IFC, 10% 12jun2017, BRL   BRL 06/12/2017 02/20/2017 **.** **.* 02/20/2017 **.** **.**
IFC, 10% 14jun2019, BRL   BRL 06/14/2019 02/20/2017 ***.* *.** 02/20/2017 ***.* *.**
IFC, 10.5% 17apr2018, BRL   BRL 04/17/2018 02/20/2017 ***.** *.** 02/20/2017 ***.** *.*
IFC, 11% 21jan2020, RUR   RUR 01/21/2020 02/20/2017 ***.* *.** 02/20/2017 ***.* *.**
IFC, 11% 3feb2021, TRY   TRY 02/03/2021 02/20/2017 **.** ** 02/20/2017 ***.** **.**
IFC, 11.5% 30oct2020, BRL   BRL 10/30/2020 02/20/2017 ***.** *.** 02/20/2017 ***.** *.**
IFC, 12% 29jan2019, BRL   BRL 01/29/2019 02/20/2017 ***.* *.** 02/20/2017 ***.** *.**
IFC, 13.5% 12feb2019, EUR   EUR 02/12/2019 02/20/2017 ***.** * 02/20/2017 ***.** *
IFC, 2% 26jun2017, CNY   CNY 06/26/2017 02/20/2017 **.** *.** 02/20/2017 **.** *.**
IFC, 2.125% 17nov2017, USD   USD 11/17/2017 02/20/2017 ***.** *.** 02/20/2017 ***.** *.**
IFC, 2.125% 7apr2026, USD   USD 04/07/2026 02/20/2017 **.** *.** 02/20/2017 **.** *.**
IFC, 2.35% 22jan2018, SGD   SGD 01/22/2018 02/20/2017 ***.*** *.** 02/20/2017 ***.*** *.**
IFC, 2.695% 20aug2024, USD   USD 08/20/2024 02/20/2017 ***.**** *.** 02/20/2017 ***.**** *.**
IFC, 2.7% 5feb2021, AUD   AUD 02/05/2021 02/20/2017 **.** *.** 02/20/2017 ***.** *.**
IFC, 2.8% 15aug2022, AUD   AUD 08/15/2022 02/20/2017 **.** *.** 02/20/2017 **.** *.*
IFC, 3% 6may2021, NZD   NZD 05/06/2021 02/20/2017 **.** *.** 02/20/2017 **.** *.**
IFC, 3.1% 24sep2019, CNY   CNY 09/24/2019 02/20/2017 ** *.** 02/20/2017 **.* *.**
IFC, 3.25% 22jul2019, AUD   AUD 07/22/2019 02/20/2017 ***.** *.** 02/20/2017 ***.** *.**
IFC, 3.25% 26jul2017, AUD   AUD 07/26/2017 02/20/2017 ***.** *.** 02/20/2017 ***.** *.**
IFC, 3.5% 5sep2017, NZD   NZD 09/05/2017 02/20/2017 ***.** *.* 02/20/2017 ***.* *.**
IFC, 3.5% 6jun2018, AUD   AUD 06/06/2018 02/20/2017 ***.** *.** 02/20/2017 ***.** *.**
IFC, 3.625% 20may2020, NZD   NZD 05/20/2020 02/20/2017 ***.** *.** 02/20/2017 ***.** *.**
IFC, 3.78% 22aug2018, MXN   MXN 08/22/2018 02/20/2017 **.** *.** 02/20/2017 **.* *.**
IFC, 3.875% 26feb2018, NZD   NZD 02/26/2018 02/20/2017 ***.** *.** 02/20/2017 ***.** *.**
IFC, 4% 3apr2025, AUD   AUD 04/03/2025 02/20/2017 ***.** *.** 02/20/2017 ***.** *.**
IFC, 4.24% 26feb2019, NZD   NZD 02/26/2019 02/20/2017 ***.** *.** 02/20/2017 ***.** *.**
IFC, 4.25% 21aug2023, AUD   AUD 08/21/2023 02/20/2017 ***.** *.** 02/20/2017 ***.** *.**
IFC, 4.75% 29apr2021, MXN   MXN 04/29/2021 02/20/2017 **.** *.** 02/20/2017 **.** *.**
IFC, 5.75% 28jul2020, AUD   AUD 07/28/2020 02/20/2017 ***.* *.** 02/20/2017 ***.** *.**
IFC, 6.25% 15dec2017, NZD   NZD 12/15/2017 02/20/2017 ***.** *.** 02/20/2017 ***.** *.**
IFC, 6.3% 25nov2024, INR   INR 11/25/2024 02/20/2017 **.** *.* 02/20/2017 ***.** *.**
IFC, 6.45% 30oct2018, INR   INR 10/30/2018 02/20/2017 ***.* *.** 02/20/2017 ***.** *.**
IFC, 6.75% 3feb2020, RUR   RUR 02/03/2020 02/20/2017 **.** *.** 02/20/2017 **.** *.**
IFC, 7.25% 2feb2024, MXN   MXN 02/02/2024 02/20/2017 **.** *.** 02/20/2017 **.** *.**
IFC, 7.8% 3jun2019, INR   INR 06/03/2019 02/20/2017 *** *.** 02/20/2017 ***.** *.**
IFC, 8% 23feb2018, BRL   BRL 02/23/2018 02/20/2017 **.** **.** 02/20/2017 **.** *.**
IFC, 8.25% 10jun2021, INR   INR 06/10/2021 02/20/2017 ***.** *.** 02/20/2017 ***.** *.**
IFC, 8.5% 27jul2017, RUR   RUR 07/27/2017 02/20/2017 **.** **.** 02/20/2017 **.* *.**
IFC, 8.75% 17dec2018, RUR   RUR 12/17/2018 02/20/2017 ***.** *.** 02/20/2017 ***.* *.**
IFC, FRN 15dec2020, USD   USD 12/15/2020 02/20/2017 **.** * 02/20/2017 ***.** *
IFC, FRN 15dec2021, USD   USD 12/15/2021 02/20/2017 ***.* * 02/20/2017 ***.** *
IFC, FRN 2feb2018, USD   USD 02/02/2018 02/20/2017 **.** * 02/20/2017 **.** *
IFC, FRN 9jan2019, USD   USD 01/09/2019 02/20/2017 ***.** * 02/20/2017 ***.** *
iHeartCommunications, 10% 15jan2018, USD   USD 01/15/2018 02/20/2017 **.** **.** 02/20/2017 **.** **.**
IKB Funding Trust II, 6% perp., EUR   EUR 02/20/2017 **.** * 02/20/2017 **.* *
ILFC, 6.25% 15may2019, USD   USD 05/15/2019 02/20/2017 ***.*** *.** 02/20/2017 ***.*** *.**
ILFC, 8.625% 15jan2022, USD   USD 01/15/2022 02/20/2017 ***.*** *.** 02/20/2017 ***.*** *.**
Illinois Tool Works, 1.25% 22may2023, EUR   EUR 05/22/2023 02/20/2017 ***.** *.** 02/20/2017 ***.** *.**
Illinois Tool Works, 1.75% 20may2022, EUR   EUR 05/20/2022 02/20/2017 ***.** *.** 02/20/2017 ***.** *.**
Illinois Tool Works, 2.125% 22may2030, EUR   EUR 05/22/2030 02/20/2017 ***.*** *.** 02/20/2017 ***.** *.**
Illinois Tool Works, 2.65% 15nov2026, USD   USD 11/15/2026 02/20/2017 **.*** *.** 02/20/2017 **.** *.**
Illinois Tool Works, 3% 19may2034, EUR   EUR 05/19/2034 02/20/2017 ***.*** *.** 02/20/2017 ***.** *.**
Illinois Tool Works, 3.375% 15sep2021, USD   USD 09/15/2021 02/20/2017 ***.*** *.** 02/20/2017 ***.*** *.**
Infor (US), 5.75% 15may2022, EUR   EUR 05/15/2022 02/20/2017 ***.** *.* 02/20/2017 ***.** *.**
Ingersoll-Rand, 2.625% 1may2020, USD   USD 05/01/2020 02/20/2017 ***.*** *.** 02/20/2017 ***.*** *.**
Ingersoll-Rand, 4.65% 1nov2044, USD   USD 11/01/2044 02/20/2017 ***.*** *.** 02/20/2017 ***.*** *.*
Ingredion, 3.2% 1oct2026, USD   USD 10/01/2026 02/20/2017 **.*** *.** 02/20/2017 **.* *.**
Intel, 2.45% 29jul2020, USD   USD 07/29/2020 02/20/2017 ***.*** *.** 02/20/2017 ***.** *.**
Intel, 3.1% 29jul2022, USD   USD 07/29/2022 02/20/2017 ***.*** *.** 02/20/2017 ***.* *.**
Intel, 3.7% 29jul2025, USD   USD 07/29/2025 02/20/2017 ***.** *.** 02/20/2017 ***.** *.**
Intel, 4.70% 14dec2045, USD   USD 12/14/2045 02/20/2017 ***.** *.** 02/20/2017 ***.** *.**
Intel, 4.9% 29jul2045, USD   USD 07/29/2045 02/20/2017 ***.** *.* 02/20/2017 ***.*** *.**
Inter-American Development Bank (IDB), 0.33% 20oct2018, EUR   EUR 10/20/2018 02/20/2017 **.** *.** 02/20/2017 ***.** -*.**
Inter-American Development Bank (IDB), 0.5% 20oct2026, ZAR   ZAR 10/20/2026 02/20/2017 **.** *.** 02/20/2017 **.** *.**
Inter-American Development Bank (IDB), 0.5% 28dec2018, AUD   AUD 12/28/2018 02/20/2017 **.** *.** 02/20/2017 **.** *.**
Inter-American Development Bank (IDB), 0.5% 30oct2020, ZAR   ZAR 10/30/2020 02/20/2017 **.** *.** 02/20/2017 **.** *.**
Inter-American Development Bank (IDB), 0.875% 15mar2018, USD   USD 03/15/2018 02/20/2017 **.** *.** 02/20/2017 **.** *.*
Inter-American Development Bank (IDB), 1% 13may2019, USD   USD 05/13/2019 02/20/2017 **.** *.** 02/20/2017 ** *.**
Inter-American Development Bank (IDB), 1% 14jul2017, USD   USD 07/14/2017 02/20/2017 ***.** *.** 02/20/2017 ***.** *.**
Inter-American Development Bank (IDB), 1.125% 12sep2019, USD   USD 09/12/2019 02/20/2017 **.* *.** 02/20/2017 **.** *.**
Inter-American Development Bank (IDB), 1.125% 15mar2017, USD   USD 03/15/2017 02/20/2017 ***.** *.* 02/20/2017 ***.** *.**
Inter-American Development Bank (IDB), 1.125% 17dec2019, GBP   GBP 12/17/2019 02/20/2017 ***.* *.** 02/20/2017 ***.** *.**
Inter-American Development Bank (IDB), 1.125% 28aug2018, USD   USD 08/28/2018 02/20/2017 **.** *.** 02/20/2017 **.** *.**
Inter-American Development Bank (IDB), 1.25% 14sep2021, USD   USD 09/14/2021 02/20/2017 **.** *.** 02/20/2017 **.** *.**
Inter-American Development Bank (IDB), 1.25% 15dec2017, GBP   GBP 12/15/2017 02/20/2017 ***.** *.** 02/20/2017 ***.** *.**
Inter-American Development Bank (IDB), 1.25% 15oct2019, USD   USD 10/15/2019 02/20/2017 **.** *.** 02/20/2017 **.** *.**
Inter-American Development Bank (IDB), 1.25% 16jan2018, USD   USD 01/16/2018 02/20/2017 ***.** *.** 02/20/2017 ***.** *.**
Inter-American Development Bank (IDB), 1.375% 15jul2020, USD   USD 07/15/2020 02/20/2017 **.** *.** 02/20/2017 **.** *.*
Inter-American Development Bank (IDB), 1.625% 18oct2017, GBP   GBP 10/18/2017 02/20/2017 ***.** *.** 02/20/2017 ***.** *.*
Inter-American Development Bank (IDB), 1.75% 14apr2022, USD   USD 04/14/2022 02/20/2017 **.** *.** 02/20/2017 ** *.**
Inter-American Development Bank (IDB), 1.75% 15oct2019, USD   USD 10/15/2019 02/20/2017 ***.* *.** 02/20/2017 ***.** *.**
Inter-American Development Bank (IDB), 1.75% 24aug2018, USD   USD 08/24/2018 02/20/2017 ***.** *.** 02/20/2017 ***.** *.**
Inter-American Development Bank (IDB), 1.8118% 17jul2019, USD   USD 07/17/2019 02/20/2017 **.**** *.** 02/20/2017 **.**** *.**
Inter-American Development Bank (IDB), 1.875% 15mar2021, USD   USD 03/15/2021 02/20/2017 **.** *.** 02/20/2017 **.** *.**
Inter-American Development Bank (IDB), 1.875% 16jun2020, USD   USD 06/16/2020 02/20/2017 ***.** *.* 02/20/2017 ***.** *.**
Inter-American Development Bank (IDB), 1.875% 20mar2020, CAD   CAD 03/20/2020 02/20/2017 ***.** *.** 02/20/2017 ***.** *.**
Inter-American Development Bank (IDB), 10.25% 18may2018, BRL   BRL 05/18/2018 02/20/2017 ***.** *.** 02/20/2017 ***.** *.**
Inter-American Development Bank (IDB), 11% 24dec2018, ITL   ITL 12/24/2018 02/20/2017 ***.*** *.** 02/20/2017 ***.** *.**
Inter-American Development Bank (IDB), 12% 6nov2018, ITL   ITL 11/06/2018 02/20/2017 ***.*** * 02/20/2017 ***.** *
Inter-American Development Bank (IDB), 12% 9nov2018, ITL (Structured)   ITL 11/09/2018 02/20/2017 ***.** * 02/20/2017 ***.** *
Inter-American Development Bank (IDB), 2% 2jun2026, USD   USD 06/02/2026 02/20/2017 **.* *.** 02/20/2017 ** *.*
Inter-American Development Bank (IDB), 2.125% 15jan2025, USD   USD 01/15/2025 02/20/2017 **.** *.** 02/20/2017 **.* *.**
Inter-American Development Bank (IDB), 2.125% 18jan2022, USD   USD 01/18/2022 02/20/2017 ***.** *.** 02/20/2017 ***.** *.**
Inter-American Development Bank (IDB), 2.125% 9nov2020, USD   USD 11/09/2020 02/20/2017 ***.** *.** 02/20/2017 ***.** *.*
Inter-American Development Bank (IDB), 2.375% 15aug2017, USD   USD 08/15/2017 02/20/2017 ***.** *.* 02/20/2017 ***.** *.**
Inter-American Development Bank (IDB), 2.7% 18aug2021, AUD   AUD 08/18/2021 02/20/2017 **.** *.** 02/20/2017 ***.** *.**
Inter-American Development Bank (IDB), 2.75% 15apr2019, CHF   CHF 04/15/2019 02/20/2017 ***.* -*.** 02/20/2017 ***.** -*.**
Inter-American Development Bank (IDB), 2.75% 30oct2025, AUD   AUD 10/30/2025 02/20/2017 **.** *.** 02/20/2017 **.** *.**
Inter-American Development Bank (IDB), 3% 21feb2024, USD   USD 02/21/2024 02/20/2017 ***.** *.** 02/20/2017 ***.** *.**
Inter-American Development Bank (IDB), 3% 4oct2023, USD   USD 10/04/2023 02/20/2017 ***.* *.** 02/20/2017 ***.** *.**
Inter-American Development Bank (IDB), 3.2% 7aug2042, USD   USD 08/07/2042 02/20/2017 **.** *.** 02/20/2017 **.** *.**
Inter-American Development Bank (IDB), 3.25% 7feb2020, AUD   AUD 02/07/2020 02/20/2017 ***.** *.** 02/20/2017 ***.** *.**
Inter-American Development Bank (IDB), 3.5% 15may2021, NZD   NZD 05/15/2021 02/20/2017 ***.** *.** 02/20/2017 ***.** *.**
Inter-American Development Bank (IDB), 3.5% 26sep2017, AUD   AUD 09/26/2017 02/20/2017 ***.** * 02/20/2017 ***.** *.**
Inter-American Development Bank (IDB), 3.75% 25jul2022, AUD   AUD 07/25/2022 02/20/2017 ***.** *.** 02/20/2017 ***.** *.**
Inter-American Development Bank (IDB), 3.75% 9oct2018, AUD   AUD 10/09/2018 02/20/2017 ***.** *.** 02/20/2017 ***.** *.**
Inter-American Development Bank (IDB), 3.875% 14feb2020, USD   USD 02/14/2020 02/20/2017 ***.** *.** 02/20/2017 ***.*** *.**
Inter-American Development Bank (IDB), 3.875% 17sep2019, USD   USD 09/17/2019 02/20/2017 ***.** *.** 02/20/2017 ***.*** *.**
Inter-American Development Bank (IDB), 3.875% 28oct2041, USD   USD 10/28/2041 02/20/2017 *** *.** 02/20/2017 ***.** *.**
Inter-American Development Bank (IDB), 4% 22may2023, AUD   AUD 05/22/2023 02/20/2017 ***.** *.** 02/20/2017 ***.** *.**
Inter-American Development Bank (IDB), 4.25% 10sep2018, USD   USD 09/10/2018 02/20/2017 ***.** *.** 02/20/2017 ***.** *.**
Inter-American Development Bank (IDB), 4.25% 22jul2020, MXN   MXN 07/22/2020 02/20/2017 **.* *.** 02/20/2017 **.** *.**
Inter-American Development Bank (IDB), 4.375% 24jan2044, USD   USD 01/24/2044 02/20/2017 ***.** *.** 02/20/2017 ***.** *.*
Inter-American Development Bank (IDB), 4.4% 26jan2026, CAD   CAD 01/26/2026 02/20/2017 ***.** *.** 02/20/2017 ***.* *.**
Inter-American Development Bank (IDB), 4.75% 27aug2024, AUD   AUD 08/27/2024 02/20/2017 ***.** *.** 02/20/2017 ***.** *.**
Inter-American Development Bank (IDB), 6% 15dec2017, NZD   NZD 12/15/2017 02/20/2017 ***.** *.** 02/20/2017 ***.** *.**
Inter-American Development Bank (IDB), 6% 26feb2021, AUD   AUD 02/26/2021 02/20/2017 ***.** *.** 02/20/2017 ***.** *.**
Inter-American Development Bank (IDB), 6% 5sep2017, INR   INR 09/05/2017 02/20/2017 **.** *.** 02/20/2017 **.** *.**
Inter-American Development Bank (IDB), 6.25% 15dec2017, NZD   NZD 12/15/2017 02/20/2017 ***.** *.** 02/20/2017 ***.** *.**
Inter-American Development Bank (IDB), 6.5% 20aug2019, AUD   AUD 08/20/2019 02/20/2017 ***.** *.** 02/20/2017 ***.* *.**
Inter-American Development Bank (IDB), 7% 15jun2025, USD   USD 06/15/2025 02/20/2017 ***.** *.** 02/20/2017 ***.* *.**
Inter-American Development Bank (IDB), 7% 4feb2019, IDR   IDR 02/04/2019 02/20/2017 **.** *.** 02/20/2017 ***.* *.**
Inter-American Development Bank (IDB), 7.2% 14nov2017, IDR   IDR 11/14/2017 02/20/2017 **.** *.** 02/20/2017 ***.** *.**
Inter-American Development Bank (IDB), 7.2% 22jan2018, IDR   IDR 01/22/2018 02/20/2017 **.** *.** 02/20/2017 ***.* *.**
Inter-American Development Bank (IDB), 7.25% 17jul2017, IDR   IDR 07/17/2017 02/20/2017 **.** *.* 02/20/2017 ***.** *.**
Inter-American Development Bank (IDB), 7.35% 12sep2018, IDR   IDR 09/12/2018 02/20/2017 **.** *.** 02/20/2017 ***.* *.**
Inter-American Development Bank (IDB), 7.5% 5dec2024, MXN   MXN 12/05/2024 02/20/2017 *** *.* 02/20/2017 ***.* *.**
Inter-American Development Bank (IDB), 8% 11jun2018, IDR   IDR 06/11/2018 02/20/2017 ***.** *.** 02/20/2017 ***.* *.**
Inter-American Development Bank (IDB), 9.5% 15apr2019, IDR   IDR 04/15/2019 02/20/2017 ***.** *.** 02/20/2017 ***.** *.**
Inter-American Development Bank (IDB), FRN 12jun2017, USD   USD 06/12/2017 02/20/2017 **.** * 02/20/2017 ***.** *
Inter-American Development Bank (IDB), FRN 15jan2019, USD   USD 01/15/2019 02/20/2017 ** * 02/20/2017 ***.** *
Inter-American Development Bank (IDB), FRN 15jul2020, USD   USD 07/15/2020 02/20/2017 **.** * 02/20/2017 ***.** *
Inter-American Development Bank (IDB), FRN 15jul2021, USD   USD 07/15/2021 02/20/2017 ***.** * 02/20/2017 ***.** *
Inter-American Development Bank (IDB), FRN 15oct2017, USD   USD 10/15/2017 02/20/2017 **.** * 02/20/2017 ***.** *
Inter-American Development Bank (IDB), FRN 15oct2019, USD   USD 10/15/2019 02/20/2017 **.** * 02/20/2017 ***.** *
Inter-American Development Bank (IDB), FRN 15oct2020, USD   USD 10/15/2020 02/20/2017 ***.** * 02/20/2017 ***.* *
Inter-American Development Bank (IDB), FRN 16jan2018, USD   USD 01/16/2018 02/20/2017 ***.** * 02/20/2017 ***.** *
Inter-American Development Bank (IDB), FRN 20jun2018, USD   USD 06/20/2018 02/20/2017 **.** * 02/20/2017 ***.* *
Inter-American Development Bank (IDB), FRN 24oct2022   USD 09/25/2018 02/20/2017 ***.** *.** 02/20/2017 ***.** *.**
Inter-American Development Bank (IDB), FRN 26nov2018, USD   USD 11/26/2018 02/20/2017 **.** * 02/20/2017 ***.* *
Inter-American Investment Corporation, FRN 26apr2019, USD   USD 04/26/2019 02/20/2017 **.** * 02/20/2017 ***.** *
Inter-American Investment Corporation, FRN 2oct2017, USD   USD 10/02/2017 02/20/2017 **.** * 02/20/2017 ***.** *
International Flavors & Fragrances, 1.75% 14mar2024, EUR   EUR 03/14/2024 02/20/2017 ***.*** *.** 02/20/2017 ***.** *.**
International Game Technology, 4.125% 15feb2020, EUR   EUR 02/15/2020 02/20/2017 ***.** *.** 02/20/2017 ***.** *.*
International Game Technology, 4.75% 15feb2023, EUR   EUR 02/15/2023 02/20/2017 *** *.** 02/20/2017 ***.*** *.**
International Game Technology, 5.625% 15feb2020, USD (ABS)   USD 02/15/2020 02/20/2017 ***.** *.** 02/20/2017 *** *.**
International Paper, 3% 15feb2027, USD   USD 02/15/2027 02/20/2017 **.** *.** 02/20/2017 **.* *.**
International Paper, 3.8% 15jan2026, USD   USD 01/15/2026 02/20/2017 ***.*** *.** 02/20/2017 ***.*** *.**
International Paper, 4.4% 15aug2047, USD   USD 08/15/2047 02/20/2017 **.** *.** 02/20/2017 **.** *.**
International Paper, 5% 15sep2035, USD   USD 09/15/2035 02/20/2017 ***.** *.** 02/20/2017 ***.*** *.**
International Paper, 5.15% 15may2046, USD   USD 05/15/2046 02/20/2017 ***.*** *.** 02/20/2017 ***.*** *.**
International Paper, 7.95% 15jun2018, USD   USD 06/15/2018 02/20/2017 ***.** *.** 02/20/2017 ***.** *.**
Invesco, 3.75% 15jan2026, USD   USD 01/15/2026 02/20/2017 ***.** *.** 02/20/2017 ***.* *.**
Iron Mountain, 6.125% 15sep2022, GBP   GBP 09/15/2022 02/20/2017 ***.* *.** 02/20/2017 ***.* *.**
J.B. Hunt, 3.3% 15aug2022, USD   USD 08/15/2022 02/20/2017 ***.*** *.** 02/20/2017 ***.*** *.**
J.M. Smucker, 1.75% 15mar2018, USD   USD 03/15/2018 02/20/2017 ***.*** *.** 02/20/2017 ***.*** *.**
J.M. Smucker, 2.5% 15mar2020, USD   USD 03/15/2020 02/20/2017 ***.** *.** 02/20/2017 ***.** *.**
J.M. Smucker, 2.5% 15mar2020, USD   USD 03/15/2020 02/20/2017 ***.*** *.** 02/20/2017 ***.** *.**
J.M. Smucker, 3% 15mar2022, USD   USD 03/15/2022 02/20/2017 ***.*** *.** 02/20/2017 ***.* *.**
Janus Capital Group, 4.875% 1aug2025, USD   USD 08/01/2025 02/20/2017 ***.*** *.** 02/20/2017 ***.*** *.**
Jarden, 3.75% 1oct2021, EUR   EUR 10/01/2021 02/20/2017 ***.** *.** 02/20/2017 ***.** *.**
Jefferies, 2.375% 20may2020, EUR   EUR 05/20/2020 02/20/2017 ***.** *.** 02/20/2017 ***.** *.**
Jefferies Group, 4.85% 15jan2027, USD   USD 01/15/2027 02/20/2017 ***.*** *.** 02/20/2017 ***.** *.**
John Deere Capital, 1.5% 16jul2018, EUR   EUR 07/16/2018 02/20/2017 ***.** -*.** 02/20/2017 ***.* -*.**
John Deere Capital, 2.05% 10mar2020, USD   USD 03/10/2020 02/20/2017 **.*** *.** 02/20/2017 ***.** *.**
John Deere Capital, FRN 19mar2019, EUR   EUR 03/19/2019 02/20/2017 ***.*** * 02/20/2017 ***.** *
John Deere Capital, FRN 1mar2017, USD   USD 03/01/2017 02/20/2017 **.* * 02/20/2017 ***.** *
John Deere Capital, FRN 21apr2020, EUR   EUR 04/21/2020 02/20/2017 ***.** * 02/20/2017 ***.** *
Johnson Controls, 1.4% 2nov2017, USD   USD 11/02/2017 02/20/2017 **.** *.** 02/20/2017 ***.** *.**
Johnson Controls, 3.625% 2jul2024, USD   USD 07/02/2024 02/20/2017 **.** *.** 02/20/2017 ***.** *.**
Johnson Controls, 3.9% 14feb2026, USD   USD 02/14/2026 02/20/2017 ***.*** *.* 02/20/2017 ***.*** *.**
Johnson Controls, 4.625% 2jul2044, USD   USD 07/02/2044 02/20/2017 **.** *.** 02/20/2017 ***.* *.**
Johnson Controls, 4.95% 2jul2064, USD   USD 07/02/2064 02/20/2017 **.** *.** 02/20/2017 **.** *.**
Johnson Controls International, 1.4% 2nov2017, USD   USD 11/02/2017 02/20/2017 **.*** *.** 02/20/2017 ***.*** *.**
Johnson Controls International, 3.625% 2jul2024, USD   USD 07/02/2024 02/20/2017 ***.*** *.** 02/20/2017 ***.* *.**
Johnson Controls International, 3.75% 1dec2021, USD   USD 12/01/2021 02/20/2017 ***.** *.** 02/20/2017 ***.*** *.**
Johnson Controls International, 4.5% 15feb2047, USD   USD 02/15/2047 02/20/2017 ***.** *.** 02/20/2017 ***.*** *.**
Johnson Controls International, 4.625% 2jul2044, USD   USD 07/02/2044 02/20/2017 ***.*** *.* 02/20/2017 ***.*** *.**
Johnson Controls International, 5% 30mar2020, USD   USD 03/30/2020 02/20/2017 ***.*** *.** 02/20/2017 ***.*** *.**
Johnson&Johnson, 0.25% 20jan2022, EUR   EUR 01/20/2022 02/20/2017 ***.** *.** 02/20/2017 ***.** *.**
Johnson&Johnson, 0.65% 20may2024, EUR   EUR 05/20/2024 02/20/2017 ***.** *.** 02/20/2017 ***.*** *.**
Johnson&Johnson, 1.15% 20nov2028, EUR   EUR 11/20/2028 02/20/2017 ***.** *.** 02/20/2017 ***.*** *
Johnson&Johnson, 1.65% 20may2035, EUR   EUR 05/20/2035 02/20/2017 ***.** *.** 02/20/2017 ***.*** *.**
Johnson&Johnson, 1.65% 5dec2018, USD   USD 12/05/2018 02/20/2017 ***.** *.* 02/20/2017 ***.*** *.**
Johnson&Johnson, 1.875% 5dec2019, USD   USD 12/05/2019 02/20/2017 ***.*** *.** 02/20/2017 ***.*** *.**
Johnson&Johnson, 2.45% 5dec2021, USD   USD 12/05/2021 02/20/2017 ***.*** *.** 02/20/2017 ***.** *.**
Johnson&Johnson, 3.375% 5dec2023, USD   USD 12/05/2023 02/20/2017 ***.** *.** 02/20/2017 ***.*** *.**
Johnson&Johnson, 4.375% 5dec2033, USD   USD 12/05/2033 02/20/2017 ***.** *.** 02/20/2017 ***.** *.*
Johnson&Johnson, 4.5% 5dec2043, USD   USD 12/05/2043 02/20/2017 ***.*** *.** 02/20/2017 ***.*** *.**
Johnson&Johnson, 4.75% 6nov2019, EUR   EUR 11/06/2019 02/20/2017 ***.** -*.* 02/20/2017 ***.** -*.**
Johnson&Johnson, 5.5% 6nov2024, GBP   GBP 11/06/2024 02/20/2017 ***.** *.** 02/20/2017 ***.** *.**
JP Morgan, 0% 24mar2045, ZAR (1826D)   ZAR 03/24/2045 02/20/2017 * **.** 02/20/2017 *.** **.**
JP Morgan, 0% 4oct2017, TRY (3653D)   TRY 10/04/2017 02/20/2017 **.** **.* 02/20/2017 **.** **.**
JP Morgan, 0.625% 25jan2024, EUR   EUR 01/25/2024 02/20/2017 **.** *.** 02/20/2017 **.** *.**
JP Morgan, 1.375% 16sep2021, EUR   EUR 09/16/2021 02/20/2017 ***.** *.** 02/20/2017 ***.** *.**
JP Morgan, 1.5% 26oct2022, EUR   EUR 10/26/2022 02/20/2017 ***.*** *.** 02/20/2017 ***.** *.**
JP Morgan, 1.5% 27jan2025, EUR   EUR 01/27/2025 02/20/2017 ***.*** *.** 02/20/2017 ***.** *.**
JP Morgan, 1.5% 29oct2026, EUR   EUR 10/29/2026 02/20/2017 ***.*** *.** 02/20/2017 ***.** *.**
JP Morgan, 1.5% 4nov2020, NOK   NOK 11/04/2020 02/20/2017 **.** *.** 02/20/2017 **.** *.**
JP Morgan, 1.625% 15may2018, USD   USD 05/15/2018 02/20/2017 ***.** *.** 02/20/2017 ***.** *.**
JP Morgan, 1.7% 1mar2018, USD   USD 03/01/2018 02/20/2017 ***.** *.** 02/20/2017 ***.** *.**
JP Morgan, 1.8% 25jan2018, USD   USD 01/25/2018 02/20/2017 ***.** *.** 02/20/2017 ***.** *.**
JP Morgan, 1.875% 10feb2020, GBP   GBP 02/10/2020 02/20/2017 ***.** *.* 02/20/2017 ***.** *.**
JP Morgan, 1.875% 21nov2019, EUR   EUR 11/21/2019 02/20/2017 ***.** -*.** 02/20/2017 ***.* -*.**
JP Morgan, 2.625% 23apr2021, EUR   EUR 04/23/2021 02/20/2017 ***.** *.** 02/20/2017 ***.*** *.**
JP Morgan, 2.75% 1feb2023, EUR   EUR 02/01/2023 02/20/2017 ***.** *.** 02/20/2017 ***.** *.**
JP Morgan, 2.75% 23jun2020, USD   USD 06/23/2020 02/20/2017 ***.*** *.** 02/20/2017 ***.** *.**
JP Morgan, 2.75% 24aug2022, EUR   EUR 08/24/2022 02/20/2017 ***.*** *.** 02/20/2017 ***.** *.**
JP Morgan, 2.875% 24may2028, EUR   EUR 05/24/2028 02/20/2017 ***.*** *.** 02/20/2017 ***.** *.**
JP Morgan, 3% 19feb2026, EUR   EUR 02/19/2026 02/20/2017 ***.*** *.** 02/20/2017 ***.** *.*
JP Morgan, 3.190% 5mar2021, CAD   CAD 03/05/2021 02/20/2017 ***.** *.** 02/20/2017 ***.** *.**
JP Morgan, 3.5% 18dec2026, GBP   GBP 12/18/2026 02/20/2017 ***.* *.** 02/20/2017 *** *.**
JP Morgan, 3.625% 1dec2027, USD   USD 12/01/2027 02/20/2017 **.*** *.** 02/20/2017 **.*** *.**
JP Morgan, 3.782% 1feb2028, USD   USD 02/01/2028 02/20/2017 ***.** * 02/20/2017 ***.** *
JP Morgan, 3.875% 23sep2020, EUR   EUR 09/23/2020 02/20/2017 ***.** *.** 02/20/2017 ***.** *.**
JP Morgan, 4.25% 2nov2018, NZD   NZD 11/02/2018 02/20/2017 ***.** *.** 02/20/2017 ***.** *.**
JP Morgan, 4.26% 22feb2048, USD   USD 02/22/2048 02/20/2017 ***.** * 02/20/2017 ***.** *
JP Morgan, 4.4% 22jul2020, USD   USD 07/22/2020 02/20/2017 ***.*** *.** 02/20/2017 ***.** *.**
JP Morgan, 5.058% 22feb2021, CAD   CAD 02/22/2021 02/20/2017 **.** * 02/20/2017 ***.** *
JP Morgan, 5.15% perp., USD   USD 02/20/2017 **.** * 02/20/2017 ***.** *
JP Morgan, 6% perp., USD   USD 02/20/2017 ***.** * 02/20/2017 ***.** *
JP Morgan, 6.1% perp., USD   USD 02/20/2017 ***.* * 02/20/2017 ***.** *
JP Morgan, 7% 5sep2017, RON   RON 09/05/2017 02/20/2017 ***.*** *.** 02/20/2017 ***.*** -*.**
JP Morgan, FRN 12jun2017, EUR   EUR 06/12/2017 02/20/2017 **.** * 02/20/2017 ***.** *
JP Morgan, FRN 15jan2023, USD   USD 01/15/2023 02/20/2017 ***.** * 02/20/2017 ***.** *
JP Morgan, FRN 24oct2023, USD   USD 10/24/2023 02/20/2017 ***.** * 02/20/2017 ***.** *
JP Morgan, FRN 27jan2020, EUR   EUR 01/27/2020 02/20/2017 ***.** * 02/20/2017 ***.** *
JP Morgan, FRN 30may2017 (Step Up)   GBP 05/30/2017 02/20/2017 **.* * 02/20/2017 ***.** *
JP Morgan, FRN 7dec2021, EUR   EUR 12/07/2021 02/20/2017 ** * 02/20/2017 ***.* *
JP Morgan, FRN 7may2019, EUR   EUR 05/07/2019 02/20/2017 ***.** * 02/20/2017 ***.** *
JPMorgan Chase Bank, 1.65% 23sep2019, USD   USD 09/23/2019 02/20/2017 **.** *.** 02/20/2017 **.** *.**
JPMorgan Chase Bank, N. A. (New York Branch), 0% 21jan2027, ITL (10957D)   ITL 01/21/2027 02/20/2017 **.** *.** 02/20/2017 **.** *.**
JPMorgan Chase Bank, N. A. (New York Branch), 0.5% 4dec2023, CHF   CHF 12/04/2023 02/20/2017 ***.* *.** 02/20/2017 ***.* *.**
JPMorgan Chase Bank, N. A. (New York Branch), 2.95% 1oct2026, USD   USD 10/01/2026 02/20/2017 **.*** *.** 02/20/2017 **.** *.**
JPMorgan Chase Bank, N. A. (New York Branch), 5% perp., USD   USD 02/20/2017 ***.** * 02/20/2017 ***.** *
JPMorgan Chase Bank, N. A. (New York Branch), FRN 14jun2018, EUR   EUR 06/14/2018 02/20/2017 ***.*** * 02/20/2017 ***.*** *
Juniper Networks, 3.3% 15jun2020, USD   USD 06/15/2020 02/20/2017 ***.** *.** 02/20/2017 ***.** *.**
Juniper Networks, 4.35% 15jun2025, USD   USD 06/15/2025 02/20/2017 ***.** *.** 02/20/2017 ***.*** *.**
Kansas City Southern Railway, 4.95% 15aug2045, USD   USD 08/15/2045 02/20/2017 **.** *.** 02/20/2017 ***.** *.**
Kansas City Southern Railway, 4.95% 15aug2045, USD   USD 08/15/2045 02/20/2017 ***.** *.** 02/20/2017 ***.*** *.**
KCP&L, 6.05% 15nov2035, USD   USD 11/15/2035 02/20/2017 ***.*** *.** 02/20/2017 ***.*** *.**
Kellogg, 1% 17may2024, EUR   EUR 05/17/2024 02/20/2017 **.** *.** 02/20/2017 **.** *.**
Kellogg, 1.25% 10mar2025, EUR   EUR 03/10/2025 02/20/2017 ***.*** *.** 02/20/2017 ***.** *.*
Kellogg, 1.75% 24may2021, EUR   EUR 05/24/2021 02/20/2017 ***.* *.** 02/20/2017 ***.** *.**
Kellogg, 2.65% 1dec2023, USD   USD 12/01/2023 02/20/2017 **.** *.** 02/20/2017 **.*** *.**
Kennedy-Wilson, 3.25% 12nov2025, EUR   EUR 11/12/2025 02/20/2017 ***.** *.** 02/20/2017 ***.** *.**
Kennedy-Wilson, 3.95% 2022, GBP   GBP 06/30/2022 02/20/2017 ***.**** *.** 02/20/2017 ***.**** *.**
Kentucky Utilities, 3.25% 1nov2020, USD   USD 11/01/2020 02/20/2017 ***.*** *.** 02/20/2017 ***.*** *.**
Keysight Technologies, 4.55% 30oct2024, USD   USD 10/30/2024 02/20/2017 **.*** *.** 02/20/2017 ***.** *.**
Kilroy Realty, 6.625% 1jun2020, USD   USD 06/01/2020 02/20/2017 ***.** *.** 02/20/2017 ***.** *.**
Kimberly-Clark, 1.85% 1mar2020, USD   USD 03/01/2020 02/20/2017 **.* *.** 02/20/2017 ***.*** *.**
Kimberly-Clark, 2.65% 1mar2025, USD   USD 03/01/2025 02/20/2017 **.*** *.** 02/20/2017 **.** *.**
Kimberly-Clark, 3.05% 15aug2025, USD   USD 08/15/2025 02/20/2017 **.*** *.** 02/20/2017 ***.** *.**
Kimco Realty, 4.25% 1apr2045, USD   USD 04/01/2045 02/20/2017 **.*** *.** 02/20/2017 **.*** *.*
Kinder Morgan, 1.5% 16mar2022, EUR   EUR 03/16/2022 02/20/2017 ***.** *.** 02/20/2017 ***.*** *.**
Kinder Morgan, 2.25% 16mar2027, EUR   EUR 03/16/2027 02/20/2017 ***.* *.** 02/20/2017 ***.* *.**
Kinder Morgan, 5.05% 15feb2046, USD   USD 02/15/2046 02/20/2017 **.*** *.** 02/20/2017 **.*** *.**
Kinder Morgan, 5.625% 15nov2023, USD   USD 11/15/2023 02/20/2017 ***.** *.* 02/20/2017 ***.** *.*
Kinder Morgan, 6.95% 1jun2028, USD   USD 06/01/2028 02/20/2017 ***.*** *.** 02/20/2017 ***.*** *.**
Kinder Morgan EP, 7.3% 15aug2033, USD   USD 08/15/2033 02/20/2017 ***.** *.** 02/20/2017 ***.*** *.**
Kloeckner Pentaplast, 7.125% 1nov2020, EUR   EUR 11/01/2020 02/20/2017 ***.** *.** 02/20/2017 ***.** *.**
Kohls, 4.25% 17jul2025, USD   USD 07/17/2025 02/20/2017 **.*** *.** 02/20/2017 **.*** *.**
Kohls, 5.55% 17jul2045, USD   USD 07/17/2045 02/20/2017 **.*** *.** 02/20/2017 **.*** *.**
Komatsu Ltd, FRN 24oct2018   USD 10/24/2018 02/20/2017 ***.**** * 02/20/2017 ***.**** *
Kraft Heinz, 1.5% 25may2024, EUR   EUR 05/24/2024 02/20/2017 ***.** *.* 02/20/2017 ***.** *.**
Kraft Heinz, 1.6% 30jun2017, USD   USD 06/30/2017 02/20/2017 **.** *.** 02/20/2017 ***.** *.**
Kraft Heinz, 1.6% 30jun2017, USD   USD 06/30/2017 02/20/2017 ***.** *.** 02/20/2017 ***.* *.**
Kraft Heinz, 2% 2jul2018, USD   USD 07/02/2018 02/20/2017 ***.** *.** 02/20/2017 ***.* *.**
Kraft Heinz, 2% 2jul2018, USD   USD 07/02/2018 02/20/2017 **.** *.** 02/20/2017 ***.** *.*
Kraft Heinz, 2% 30jun2023, EUR   EUR 06/30/2023 02/20/2017 ***.** *.** 02/20/2017 ***.** *.**
Kraft Heinz, 2.25% 25may2028, EUR   EUR 05/25/2028 02/20/2017 ***.** *.** 02/20/2017 ***.** *.**
Kraft Heinz, 2.25% 5jun2017, USD   USD 06/05/2017 02/20/2017 ***.** *.** 02/20/2017 ***.** *.**
Kraft Heinz, 2.8% 2jul2020, USD   USD 07/02/2020 02/20/2017 ***.* *.** 02/20/2017 ***.*** *.**
Kraft Heinz, 2.8% 2jul2020, USD   USD 07/02/2020 02/20/2017 ***.* *.** 02/20/2017 *** *.*
Kraft Heinz, 3% 1jun2026, USD   USD 06/01/2026 02/20/2017 **.*** *.** 02/20/2017 **.** *.**
Kraft Heinz, 3.5% 15jul2022, USD   USD 07/15/2022 02/20/2017 ***.*** *.* 02/20/2017 ***.*** *.**
Kraft Heinz, 3.5% 15jul2022, USD   USD 07/15/2022 02/20/2017 ***.* *.** 02/20/2017 ***.** *.**
Kraft Heinz, 3.5% 6jun2022, USD   USD 06/06/2022 02/20/2017 ***.** *.* 02/20/2017 ***.*** *.**
Kraft Heinz, 3.95% 15jul2025, USD   USD 07/15/2025 02/20/2017 ***.** *.** 02/20/2017 ***.* *.**
Kraft Heinz, 4.125% 1jul2027, GBP   GBP 07/01/2027 02/20/2017 ***.** *.** 02/20/2017 ***.** *.*
Kraft Heinz, 4.375% 1jun2046, USD   USD 06/01/2046 02/20/2017 **.** *.** 02/20/2017 **.*** *.**
Kraft Heinz, 5.2% 15jul2045, USD   USD 07/15/2045 02/20/2017 ***.** *.** 02/20/2017 ***.** *.**
Kraft Heinz, 5.2% 15jul2045, USD   USD 07/15/2045 02/20/2017 ***.** *.** 02/20/2017 ***.** *.**
Kraft Heinz, 5.375% 10feb2020, USD   USD 02/10/2020 02/20/2017 ***.*** *.** 02/20/2017 ***.* *.**
Kroger, 1.5% 30sep2019, USD   USD 09/30/2019 02/20/2017 **.*** *.** 02/20/2017 **.** *.**
Kroger, 2.3% 15jan2019, USD   USD 01/15/2019 02/20/2017 ***.*** *.** 02/20/2017 ***.*** *.**
Kroger, 2.65% 15oct2026, USD   USD 10/15/2026 02/20/2017 **.** *.** 02/20/2017 **.** *.**
Kroger, 3.3% 15jan2021, USD   USD 01/15/2021 02/20/2017 ***.*** *.** 02/20/2017 ***.*** *.**
Kroger, 3.875% 15oct2046, USD   USD 10/15/2046 02/20/2017 **.** *.** 02/20/2017 **.** *.**
Kroger, 4.45% 1feb2047, USD   USD 02/01/2047 02/20/2017 **.** *.** 02/20/2017 **.*** *.**
L Brands, 5.625% 15oct2023, USD   USD 10/15/2023 02/20/2017 ***.** *.** 02/20/2017 ***.** *.*
L-3 Communications, 3.85% 15dec2026, USD   USD 12/15/2026 02/20/2017 ***.** *.** 02/20/2017 ***.*** *.*
Lam Research, 2.75% 15mar2020, USD   USD 03/15/2020 02/20/2017 ***.* *.* 02/20/2017 ***.** *.**
Lam Research, 3.8% 15mar2025, USD   USD 03/15/2025 02/20/2017 ***.*** *.* 02/20/2017 ***.** *.**
Laredo Petroleum, 6.25% 15mar2023, USD   USD 03/15/2023 02/20/2017 **.** *.** 02/20/2017 ***.** *.**
Lear Corporation, 4.75% 15jan2023, USD   USD 01/15/2023 02/20/2017 ***.** * 02/20/2017 ***.*** *.**
Lear Corporation, 5.25% 15jan2025, USD   USD 01/15/2025 02/20/2017 ***.*** *.** 02/20/2017 ***.*** *.**
Lehigh University, 3.479% 15nov2046, USD   USD 11/15/2046 02/20/2017 **.*** *.** 02/20/2017 **.*** *.**
Lennar, 4.75% 1apr2021, USD   USD 04/01/2021 02/20/2017 ***.** *.** 02/20/2017 ***.** *.**
Lennar, 4.75% 30may2025, USD   USD 05/30/2025 02/20/2017 ***.** *.** 02/20/2017 ***.** *.**
Levi Strauss, 5% 1may2025, USD   USD 05/01/2025 02/20/2017 ***.** *.** 02/20/2017 ***.** *.**
Levi Strauss, 6.875% 1may2022, USD   USD 05/01/2022 02/20/2017 ***.** *.** 02/20/2017 ***.** *.**
Lexmark International, 5.125% 15mar2020, USD   USD 03/15/2020 02/20/2017 ***.* *.** 02/20/2017 ***.** *.**
LG&E, 3.75% 15nov2020, USD   USD 11/15/2020 02/20/2017 ***.*** *.** 02/20/2017 ***.*** *.**
LG&E, 5.125% 15nov2040, USD   USD 11/15/2040 02/20/2017 ***.*** *.* 02/20/2017 ***.*** *.**
Liberty Mutual, 2.75% 4may2026, EUR   EUR 05/04/2026 02/20/2017 ***.** *.** 02/20/2017 ***.** *.**
Liberty Mutual, 4.85% 1aug2044, USD   USD 08/01/2044 02/20/2017 **.** *.** 02/20/2017 ***.** *.**
Liberty Mutual, 7.8% 15mar2037, USD   USD 03/15/2037 02/20/2017 ***.*** *.** 02/20/2017 ***.*** *.**
Liberty Property, 3.25% 1oct2026, USD   USD 10/01/2026 02/20/2017 **.*** *.** 02/20/2017 **.*** *.**
Liberty Property Trust, 3.75% 1apr2025, USD   USD 04/01/2025 02/20/2017 ***.*** *.** 02/20/2017 ***.** *.**
Lincoln National, 3.35% 9mar2025, USD   USD 03/09/2025 02/20/2017 **.*** *.** 02/20/2017 **.*** *.**
Lincoln National, 3.625% 12dec2026, USD   USD 12/12/2026 02/20/2017 **.** *.** 02/20/2017 **.** *.**
Linn Energy, 7.75% 1feb2021, USD   USD 02/01/2021 02/20/2017 **.* **.** 02/20/2017 **.* **.**
Lockheed Martin, 6.15% 1sep2036, USD   USD 09/01/2036 02/20/2017 ***.*** *.** 02/20/2017 ***.** *.**
Lorillard, 6.875% 1may2020, USD   USD 05/01/2020 02/20/2017 ***.*** *.** 02/20/2017 ***.** *.**
Lowe`s, 3.375% 15sep2025, USD   USD 09/15/2025 02/20/2017 ***.*** *.* 02/20/2017 ***.*** *.**
Lowe`s, 4.375% 15sep2045, USD   USD 09/15/2045 02/20/2017 ***.*** *.** 02/20/2017 ***.*** *.**
Lubrizol, 7.25% 15jun2025, USD   USD 06/15/2025 02/20/2017 ***.** *.** 02/20/2017 ***.** *.**
Mackenzie, 9.25% 21jan2020, GBP   GBP 01/21/2020 02/20/2017 ***.**** *.** 02/20/2017 ***.**** *.**
Magellan Midstream, 3.2% 15mar2025, USD   USD 03/15/2025 02/20/2017 **.*** *.** 02/20/2017 **.*** *.**
Magellan Midstream, 4.2% 15mar2045, USD   USD 03/15/2045 02/20/2017 **.*** *.** 02/20/2017 **.*** *.**
ManpowerGroup, 1.875% 11sep2022, EUR   EUR 09/11/2022 02/20/2017 ***.**** *.** 02/20/2017 ***.**** *.**
ManpowerGroup, 4.5% 22jun2018, EUR   EUR 06/22/2018 02/20/2017 ***.** *.** 02/20/2017 ***.*** -*.**
Marriott International, 2.875% 1mar2021, USD   USD 03/01/2021 02/20/2017 ***.*** *.** 02/20/2017 ***.*** *.**
Marriott International, 3.125% 15feb2023, USD   USD 02/15/2023 02/20/2017 **.*** *.** 02/20/2017 ***.*** *.*
Marriott International, 3.75% 15mar2025, USD   USD 03/15/2025 02/20/2017 ***.*** *.** 02/20/2017 ***.*** *.**
Marriott International, 3.75% 1oct2025, USD   USD 10/01/2025 02/20/2017 ***.** *.** 02/20/2017 ***.*** *.**
Marriott International, 4.5% 1oct2034, USD   USD 10/01/2034 02/20/2017 **.*** *.** 02/20/2017 ***.*** *.**
Marriott International, 6.75% 15may2018, USD   USD 05/15/2018 02/20/2017 ***.*** *.* 02/20/2017 ***.*** *.**
Marsh & McLennan, 2.35% 6mar2020, USD   USD 03/06/2020 02/20/2017 **.** *.** 02/20/2017 ***.** *.**
Marsh & McLennan, 2.75% 30jan2022, USD   USD 01/30/2022 02/20/2017 **.** *.** 02/20/2017 ***.** *.**
Marsh & McLennan, 3.3% 14mar2023, USD   USD 03/14/2023 02/20/2017 ***.*** *.** 02/20/2017 ***.*** *.**
Marsh & McLennan, 3.75% 14mar2026, USD   USD 03/14/2026 02/20/2017 ***.*** *.** 02/20/2017 ***.*** *.**
Marsh & McLennan, 4.35% 30jan2047, USD   USD 01/30/2047 02/20/2017 ***.*** *.* 02/20/2017 ***.*** *.**
Masco, 3.5% 1apr2021, USD   USD 04/01/2021 02/20/2017 ***.** *.* 02/20/2017 ***.** *.**
Masco, 4.375% 1apr2026, USD   USD 04/01/2026 02/20/2017 ***.** *.* 02/20/2017 ***.** *.**
Masco, 4.45% 1apr2025, USD   USD 04/01/2025 02/20/2017 ** *.** 02/20/2017 ***.* *.**
MassMutual, 4.5% 15apr2065, USD   USD 04/15/2065 02/20/2017 **.** *.** 02/20/2017 **.** *.*
Mastercard, 2% 21nov2021, USD   USD 11/21/2021 02/20/2017 **.** *.** 02/20/2017 **.** *.**
Mastercard, 2.95% 21nov2026, USD   USD 11/21/2026 02/20/2017 **.** *.** 02/20/2017 **.*** *.**
Mastercard, 3.8% 21nov2046, USD   USD 11/21/2046 02/20/2017 **.*** *.** 02/20/2017 **.*** *.**
Matador Resources, 6.875% 15apr2023, USD   USD 04/15/2023 02/20/2017 ***.** *.** 02/20/2017 ***.* *.**
Mattel, 2.35% 15aug2021, USD   USD 08/15/2021 02/20/2017 **.*** *.** 02/20/2017 **.*** *.**
May Department Stores, 6.65% 15jul2024, USD   USD 07/15/2024 02/20/2017 ***.*** *.** 02/20/2017 *** *.*
May Department Stores, 6.7% 15jul2034, USD   USD 07/15/2034 02/20/2017 **.*** *.** 02/20/2017 ***.* *.**
MBIA Global Funding, 2.5% 15feb2035, EUR   EUR 02/15/2035 02/20/2017 **.* **.** 02/20/2017 **.** *.**
McDonalds, 0.17% 4oct2024, CHF   CHF 10/04/2024 02/20/2017 **.* *.** 02/20/2017 ***.** *.**
McDonalds, 0.5% 15jan2021, EUR   EUR 01/15/2021 02/20/2017 ***.** *.** 02/20/2017 ***.* *.**
McDonalds, 1% 15nov2023, EUR   EUR 11/15/2023 02/20/2017 ***.*** *.** 02/20/2017 ***.** *.**
McDonalds, 1.125% 26may2022, EUR   EUR 05/26/2022 02/20/2017 ***.** *.** 02/20/2017 ***.** *.**
McDonalds, 1.75% 3may2028, EUR   EUR 05/03/2028 02/20/2017 ***.* *.** 02/20/2017 ***.** *.**
McDonalds, 1.875% 26may2027, EUR   EUR 05/26/2027 02/20/2017 ***.** *.** 02/20/2017 ***.** *.**
McDonalds, 2% 1jun2023, EUR   EUR 06/01/2023 02/20/2017 ***.** *.** 02/20/2017 ***.** *.**
McDonalds, 2.375% 27nov2024, EUR   EUR 11/27/2024 02/20/2017 ***.** *.** 02/20/2017 ***.** *.**
McDonalds, 2.625% 11jun2029, EUR   EUR 06/11/2029 02/20/2017 ***.** *.** 02/20/2017 ***.*** *.**
McDonalds, 2.875% 17dec2025, EUR   EUR 12/17/2025 02/20/2017 ***.*** *.** 02/20/2017 ***.* *.**
McDonalds, 4% 17feb2021, EUR   EUR 02/17/2021 02/20/2017 ***.** *.** 02/20/2017 ***.** *.**
McDonalds, 4.125% 11jun2054, GBP   GBP 06/11/2054 02/20/2017 ***.** *.** 02/20/2017 ***.** *.**
McDonalds, 6.375% 3feb2020, GBP   GBP 02/03/2020 02/20/2017 ***.** *.** 02/20/2017 ***.** *.**
McDonalds, FRN 26aug2019, EUR   EUR 08/26/2019 02/20/2017 ***.** * 02/20/2017 ***.** *
McKesson, 0.625% 17aug2021, EUR   EUR 08/17/2021 02/20/2017 ***.** *.* 02/20/2017 ***.** *.**
McKesson, 1.5% 17aug2021, EUR   EUR 08/17/2021 02/20/2017 ***.** *.** 02/20/2017 ***.** *.**
Mead Johnson, 4.9% 1nov2019, USD   USD 11/01/2019 02/20/2017 ***.*** *.** 02/20/2017 ***.*** *.**
MeadWestvaco, 7.95% 15feb2031, USD   USD 02/15/2031 02/20/2017 ***.*** *.** 02/20/2017 ***.*** *.**
Medtronic, 1.375% 1apr2018, USD   USD 04/01/2018 02/20/2017 **.** *.** 02/20/2017 **.** *.**
Medtronic, 1.5% 15mar2018, USD   USD 03/15/2018 02/20/2017 ***.*** *.** 02/20/2017 ***.** *.*
Medtronic, 2.5% 15mar2020, USD   USD 03/15/2020 02/20/2017 ***.*** *.** 02/20/2017 ***.*** *.**
Medtronic, 3.15% 15mar2022, USD   USD 03/15/2022 02/20/2017 ***.*** *.** 02/20/2017 ***.*** *.**
Medtronic, 3.5% 15mar2025, USD   USD 03/15/2025 02/20/2017 ***.*** *.** 02/20/2017 ***.*** *.**
Medtronic, 4.375% 15mar2035, USD   USD 03/15/2035 02/20/2017 ***.*** *.** 02/20/2017 ***.*** *.**
Medtronic, 4.625% 15mar2045, USD   USD 03/15/2045 02/20/2017 ***.*** *.** 02/20/2017 ***.*** *.**
Medtronic, FRN 16mar2020, USD   USD 03/16/2020 02/20/2017 ***.** * 02/20/2017 ***.** *
Mellon Capital III, 6.369% 5sep2066, GBP   GBP 09/05/2066 02/20/2017 ** * 02/20/2017 *** *
Mellon Capital IV, 6.244% perp., USD   USD 02/20/2017 **.** * 02/20/2017 **.** *
Merck & Co, 0.5% 2nov2024, EUR   EUR 11/02/2024 02/20/2017 **.** *.** 02/20/2017 **.** *.**
Merck & Co, 1.1% 31jan2018, USD   USD 01/31/2018 02/20/2017 **.** *.** 02/20/2017 ***.** *.**
Merck & Co, 1.125% 15oct2021, EUR   EUR 10/15/2021 02/20/2017 ***.** *.** 02/20/2017 ***.** *.**
Merck & Co, 1.3% 18may2018, USD   USD 05/18/2018 02/20/2017 **.** *.** 02/20/2017 *** *.*
Merck & Co, 1.375% 2nov2036, EUR   EUR 11/02/2036 02/20/2017 **.** *.** 02/20/2017 ** *.**
Merck & Co, 1.875% 15oct2026, EUR   EUR 10/15/2026 02/20/2017 ***.*** *.** 02/20/2017 ***.** *.**
Merck & Co, 2.5% 15oct2034, EUR   EUR 10/15/2034 02/20/2017 ***.** *.** 02/20/2017 ***.*** *.**
Meritage Homes, 7.15% 2020, USD   USD 04/15/2020 02/20/2017 ***.** *.** 02/20/2017 ***.** *.**
Metlife, 0.875% 20jan2022, EUR (ABS)   EUR 01/20/2022 02/20/2017 ***.*** *.** 02/20/2017 ***.*** *.**
Metlife, 2.375% 11jan2023, EUR (ABS)   EUR 01/11/2023 02/20/2017 ***.*** *.** 02/20/2017 ***.** *.*
Metlife, 2.375% 30sep2019, EUR (ABS)   EUR 09/30/2019 02/20/2017 ***.*** -*.** 02/20/2017 ***.** -*.**
Metlife, 2.463% 15dec2044, USD   USD 12/15/2044 02/20/2017 ***.** *.* 02/20/2017 ***.** *.**
Metlife, 3.5% 30sep2026, GBP (ABS)   GBP 09/30/2026 02/20/2017 ***.* *.** 02/20/2017 ***.* *.**
Metlife, 4.625% 16may2017, EUR (ABS)   EUR 05/16/2017 02/20/2017 ***.* -*.** 02/20/2017 ***.** -*.**
Metlife, 5.25% 29jun2020, GBP   GBP 06/29/2020 02/20/2017 ***.** *.** 02/20/2017 *** *.**
Metlife, 5.25% perp., USD   USD 02/20/2017 ***.** * 02/20/2017 ***.** *
Metlife, 5.375% 9dec2024, GBP   GBP 12/09/2024 02/20/2017 ***.* *.** 02/20/2017 ***.** *.**
Metlife, 6.4% 15dec2036, USD   USD 12/15/2036 02/20/2017 ***.** *.** 02/20/2017 ***.** *.**
MetLife Global Funding I, 0.3% 19jan2026, CHF   CHF 01/19/2026 02/20/2017 ***.* *.** 02/20/2017 ***.* *.**
MetLife Global Funding I, 0.75% 17apr2019, CHF   CHF 04/17/2019 02/20/2017 ***.* -*.** 02/20/2017 ***.* -*.**
MetLife Global Funding I, 1.25% 17sep2021, EUR   EUR 09/17/2021 02/20/2017 ***.* *.** 02/20/2017 ***.** *.*
MetLife Global Funding I, 1.3% 10apr2017, USD   USD 04/10/2017 02/20/2017 **.** *.** 02/20/2017 ***.** -*.**
MetLife Global Funding I, 1.35% 14sep2018, USD   USD 09/14/2018 02/20/2017 **.** *.** 02/20/2017 **.** *.**
MetLife Global Funding I, 1.55% 13sep2019, USD   USD 09/13/2019 02/20/2017 **.** *.** 02/20/2017 **.* *.**
MetLife Global Funding I, 1.75% 19dec2018, USD   USD 12/19/2018 02/20/2017 **.** *.* 02/20/2017 ***.** *.**
MetLife Global Funding I, 1.95% 15sep2021, USD   USD 09/15/2021 02/20/2017 **.** *.* 02/20/2017 **.** *.**
MetLife Global Funding I, 2% 14apr2020, USD   USD 04/14/2020 02/20/2017 **.** *.** 02/20/2017 ***.** *.*
MetLife Global Funding I, 2.3% 10apr2019, USD   USD 04/10/2019 02/20/2017 ***.** *.** 02/20/2017 ***.** *.**
MetLife Global Funding I, 2.625% 5dec2022, GBP   GBP 12/05/2022 02/20/2017 ***.** *.** 02/20/2017 ***.* *.*
MetLife Global Funding I, 2.875% 11jan2023, GBP   GBP 01/11/2023 02/20/2017 ***.** *.* 02/20/2017 ***.* *.**
MetLife Global Funding I, 3.45% 18dec2026, USD   USD 12/18/2026 02/20/2017 ***.** *.** 02/20/2017 ***.** *.**
MetLife Global Funding I, FRN 14sep2018, USD   USD 09/14/2018 02/20/2017 ***.** * 02/20/2017 ***.** *
MetLife Global Funding I, FRN 19dec2018, USD   USD 12/19/2018 02/20/2017 **.** * 02/20/2017 ***.** *
MGM Resorts International, 11.375% 1mar2018, USD   USD 03/01/2018 02/20/2017 ***.** *.** 02/20/2017 ***.** *.**
Micron Technology, 5.25% 15jan2024, USD   USD 01/15/2024 02/20/2017 ***.** *.** 02/20/2017 ***.** *.**
Micron Technology, 5.25% 1aug2023, USD   USD 08/01/2023 02/20/2017 ** *.* 02/20/2017 *** *.*
Micron Technology, 5.625% 15jan2026, USD   USD 01/15/2026 02/20/2017 ***.* *.** 02/20/2017 ***.** *.**
Microsoft, 1.1% 8aug2019, USD   USD 08/08/2019 02/20/2017 **.** *.** 02/20/2017 **.** *.**
Microsoft, 1.55% 8aug2021, USD   USD 08/08/2021 02/20/2017 **.** *.** 02/20/2017 **.** *.**
Microsoft, 1.625% 6dec2018, USD   USD 12/06/2018 02/20/2017 ***.** *.** 02/20/2017 ***.** *.**
Microsoft, 1.85% 6feb2020, USD   USD 02/06/2020 02/20/2017 ***.* *.** 02/20/2017 ***.** *.**
Microsoft, 2% 8aug2023, USD   USD 08/08/2023 02/20/2017 **.** *.** 02/20/2017 **.*** *.**
Microsoft, 2.125% 6dec2021, EUR   EUR 12/06/2021 02/20/2017 ***.*** *.** 02/20/2017 ***.** *.*
Microsoft, 2.4% 6feb2022, USD   USD 02/06/2022 02/20/2017 ***.** *.** 02/20/2017 ***.*** *.**
Microsoft, 2.4% 8aug2026, USD   USD 08/08/2026 02/20/2017 **.*** *.** 02/20/2017 **.** *.**
Microsoft, 2.625% 2may2033, EUR   EUR 05/02/2033 02/20/2017 ***.** *.** 02/20/2017 ***.** *.**
Microsoft, 2.875% 6feb2024, USD   USD 02/06/2024 02/20/2017 ***.** *.** 02/20/2017 ***.*** *.**
Microsoft, 3.125% 6dec2028, EUR   EUR 12/06/2028 02/20/2017 ***.*** *.** 02/20/2017 ***.** *.*
Microsoft, 3.3% 6feb2027, USD   USD 02/06/2027 02/20/2017 ***.*** *.** 02/20/2017 ***.*** *.*
Microsoft, 3.45% 8aug2036, USD   USD 08/08/2036 02/20/2017 **.** *.* 02/20/2017 **.*** *.**
Microsoft, 3.625% 15dec2023, USD   USD 12/15/2023 02/20/2017 ***.*** *.** 02/20/2017 ***.*** *.**
Microsoft, 3.7% 8aug2046, USD   USD 08/08/2046 02/20/2017 **.** *.** 02/20/2017 **.*** *.*
Microsoft, 3.95% 8aug2056, USD   USD 08/08/2056 02/20/2017 **.** *.** 02/20/2017 **.*** *.**
Microsoft, 4.1% 6feb2037, USD   USD 02/06/2037 02/20/2017 ***.** *.** 02/20/2017 ***.** *.**
Microsoft, 4.25% 6feb2047, USD   USD 02/06/2047 02/20/2017 ***.*** *.** 02/20/2017 ***.* *.**
Microsoft, 4.5% 6feb2057, USD   USD 02/06/2057 02/20/2017 ***.** *.** 02/20/2017 ***.** *.**
Microsoft, 4.875% 15dec2043, USD   USD 12/15/2043 02/20/2017 ***.*** *.** 02/20/2017 ***.*** *.**
MidAmerican Energy Holdings, 3.75% 15nov2023, USD   USD 11/15/2023 02/20/2017 ***.*** *.** 02/20/2017 ***.*** *.*
MidAmerican Energy Holdings, 5.15% 15nov2043, USD   USD 11/15/2043 02/20/2017 ***.*** *.** 02/20/2017 ***.*** *.**
MidAmerican Energy Holdings, 5.95% 15may2037, USD   USD 05/15/2037 02/20/2017 ***.*** *.** 02/20/2017 ***.** *.**
MidAmerican Energy Holdings, 6.5% 15sep2037, USD   USD 09/15/2037 02/20/2017 ***.*** *.** 02/20/2017 ***.*** *.**
MidAmerican Funding, 6.927% 1mar2029   USD 03/01/2029 02/20/2017 ***.*** *.** 02/20/2017 ***.*** *.**
Mississippi Power, 4.75% 15oct2041, USD   USD 10/15/2041 02/20/2017 **.*** *.* 02/20/2017 **.*** *.**
Mohawk, 2% 14jan2022, EUR   EUR 01/14/2022 02/20/2017 ***.** *.** 02/20/2017 ***.** *.**
Molson Coors Brewing, 1.25% 15jul2024, EUR   EUR 07/15/2024 02/20/2017 ***.** *.* 02/20/2017 ***.** *.**
Molson Coors Brewing, 2.1% 15jul2021, USD   USD 07/15/2021 02/20/2017 **.** *.** 02/20/2017 **.* *.**
Molson Coors Brewing, 3% 15jul2026, USD   USD 07/15/2026 02/20/2017 **.*** *.** 02/20/2017 **.** *.*
Mondelez International, 1% 7mar2022, EUR   EUR 03/07/2022 02/20/2017 ***.*** *.** 02/20/2017 ***.* *.**
Mondelez International, 1.625% 20jan2023, EUR   EUR 01/20/2023 02/20/2017 ***.** *.** 02/20/2017 ***.** *.*
Mondelez International, 1.625% 8mar2027, EUR   EUR 03/08/2027 02/20/2017 **.** *.* 02/20/2017 **.** *.**
Mondelez International, 2% 28oct2021, USD   USD 10/28/2021 02/20/2017 **.** *.** 02/20/2017 **.** *.**
Mondelez International, 2.375% 26jan2021, EUR   EUR 01/26/2021 02/20/2017 ***.** *.** 02/20/2017 ***.** *.**
Mondelez International, 2.375% 6mar2035, EUR   EUR 03/06/2035 02/20/2017 **.*** *.** 02/20/2017 **.** *.**
Mondelez International, 3.875% 6mar2045, GBP   GBP 03/06/2045 02/20/2017 ***.**** *.** 02/20/2017 ***.**** *.**
Mondelez International, 4% 1feb2024, USD   USD 02/01/2024 02/20/2017 ***.*** *.** 02/20/2017