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 586 13 810 012 428 000
municipal
USD 230 12 618 041 179
corporate
USD 19094 9 167 058 214 640
EUR 651 447 216 392 420
GBP 158 78 506 452 580
AUD 136 54 829 005 000
BRL 80 13 500 097 000
CHF 66 21 482 690 000
CAD 62 30 066 580 000
INR 58 441 426 500 000
JPY 55 1 686 034 000 000
MXN 53 84 367 650 000
RUR 39 75 321 600 000
CNY 37 21 498 540 000
ZAR 35 63 338 740 000
NZD 32 12 696 156 000
TRY 30 3 622 300 000
HKD 28 8 236 000 000
NOK 27 21 470 000 000
IDR 19 12 769 362 000 000
COP 13 1 601 950 000 000
ILS 13 5 430 295 005
SEK 10 15 075 000 000
SGD 9 3 110 000 000
ITL 8 5 000 000 000 000
CRC 4 11 650 000 000
PLN 3 480 000 000
NGN 3 18 260 000 000
MYR 3 159 000 000
CZK 3 1 155 000 000
DEM 3 1 200 000 000
SAR 2 1 180 000 000
RON 2 205 500 000
PEN 2 147 300 000
DOP 2 840 000 000
GHS 2 74 000 000
ZMW 1 127 500 000
UYU 1 437 000 000
JMD 1 10 000 000 000
DKK 1 2 000 000 000
CLP 1 18 000 000 000
HUF 1 7 950 000 000
KRW 1 31 750 000 000
NAD 1 180 000 000
LKR 1 500 000 000
PHP 1 250 000 000

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 ***
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Latest bond issues

issue ISIN coupon volume end of placement maturity date
Exelon, 3.4% 15mar2022, USD - International bonds US30161MAR43 3.4% 500 000 000  USD 08/07/2017 03/15/2022
Exelon, 2.95% 15jan2020, USD - International bonds US30161MAP86 2.95% 1 000 000 000  USD 08/07/2017 01/15/2020
Duke Energy Ohio, 3.7% 15jun2046, USD - International bonds US26442EAE05 3.7% 300 000 000  USD 03/27/2017 06/15/2046
Pfizer, 4.2% 17mar2047, USD - International bonds XS1572326145 4.2% 1 065 000 000  USD 03/24/2017 03/17/2047
Kimco Realty, 3.8% 1apr2027, USD - Domestic bonds US49446RAS85 3.8% 400 000 000  USD 03/22/2017 04/01/2027
Ventas Realty, 3.1% 15jan2023, USD - Domestic bonds US92277GAK31 3.1% 400 000 000  USD 03/22/2017 01/15/2023
Ventas Realty, 3.85% 1apr2027, USD - Domestic bonds US92277GAL14 3.85% 400 000 000  USD 03/22/2017 04/01/2027
IFC, 1.25% 5apr2027, SEK - International bonds XS1588019221 1.25% 800 000 000  SEK 03/22/2017 04/05/2027
Goldman Sachs, FRN 27dec2020, USD - International bonds US38141GWF70 3M LIBOR USD+0.73% 750 000 000  USD 03/22/2017 12/27/2020
Goldman Sachs, 2.6% 27dec2020, USD - International bonds US38141GWG53 2.6% 1 750 000 000  USD 03/22/2017 12/27/2020

World Bond Market Indicators

Daily indices

Type: 03/23/2017 03/22/2017 03/21/2017 03/20/2017 03/17/2017 03/16/2017 03/15/2017
T-Note Futures (USA)
2 Year T-Note Futures 108.44 108.47 108.41 108.36 108.34 108.33 108.20
5 Year T-Note Futures 117.47 117.62 117.46 117.26 117.15 117.11 116.71
10 Year T-Note Futures 124.25 124.53 124.29 123.96 123.76 123.63 123.12
30 Year T-Bond Futures 150.27 150.64 149.89 148.99 148.49 147.64 147.67
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World Bond market statistics

Monthly indices

Type Feb 2017 Jan 2017 Dec 2016 Nov 2016 Oct 2016 Sep 2016 Aug 2016
Corporate bond market (USA)
Number of new issues of US corporate bonds 338 518 283 310 348 402 527
Government agencies outst., USD mln 1 201 180.35 1 207 203.20 1 194 894.05 1 121 011.90 1 070 880.06 1 052 932.67 1 040 127.21
New issues of corporate bonds, USA, USD mln 103 335.16 186 200.90 79 105.52 148 125.25 156 920.35 190 640.21 204 269.07
New issues of financial inst. bonds, USA, USD mln 23 632.82 73 108.00 19 022.23 30 044.59 51 379.93 34 261.58 27 930.55
New issues of non-financial inst. bonds, USA, USD mln 79 595.47 112 892.95 58 055.61 118 001.92 105 162.99 155 050.34 174 450.68
Government Bond Market (USA)
USA govt Bonds outst., USD bln (without Bills) 13 154.44 13 066.81 13 055.91 12 991.49 13 000.31 12 591.18 12 463.06
New US government bond issues, USD bln (without Bills) 177.33 148.69 123.70 172.94 133.23 117.36 162.37
Number of US government bond issues outs. (without Bills) 364 361 361 362 362 362 362
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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 3 834 3 833 3 841 3 812 3 791 3 801 3 813
Treasury bonds outstanding, bln. USD 13 908 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 8 517 8 555 8 426 8 353 8 159 8 206 8 083
Federal Agency securities outstanding, bln. USD 1 972 1 994 2 005 1 947 1 995 1 959 1 963

Developed Markets International Bonds

Monthly indices

Type Feb 2017 Jan 2017 Dec 2016 Nov 2016 Oct 2016 Sep 2016 Aug 2016
International bonds Developed Markets
USA corporate international bonds, USD bln 3 468.335 3 315.912 3 127.639 3 037.485 2 924.972 2 795.129 3 081.168
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Money market

Daily indices

Type: 03/22/2017 03/21/2017 03/20/2017 03/17/2017 03/16/2017 03/15/2017 03/14/2017
IRS USD (mid-swaps) 
IRS USD 3M (mid-swap) * * * * * *  
IRS USD 6M (mid-swap) * * * * * *  
IRS USD 9M (mid-swap) * * * * * *  
IRS USD 1Y (mid-swap) * * * * * * *
IRS USD 18M (mid-swap)       *   *  
IRS USD 2Y (mid-swap) * * * * * * *
IRS USD 3Y (mid-swap) * * * * * * *
IRS USD 4Y (mid-swap) * * * * * * *
IRS USD 5Y (mid-swap) * * * * * * *
IRS USD 6Y (mid-swap) * * * * * * *
IRS USD 7Y (mid-swap) * * * * * * *
IRS USD 8Y (mid-swap) * * * * * * *
IRS USD 9Y (mid-swap) * * * * * * *
IRS USD 10Y (mid-swap) * * * * * * *
IRS USD 12Y (mid-swap) * * * * * *  
IRS USD 15Y (mid-swap) * * * * * * *
IRS USD 20Y (mid-swap) * * * * * * *
IRS USD 25Y (mid-swap) * * * * * *  
IRS USD 30Y (mid-swap) * * * * * * *
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BofA Merrill Lynch

Daily indices

Type: 03/22/2017 03/21/2017 03/20/2017 03/17/2017 03/16/2017 03/15/2017 03/14/2017
BofA Merrill Lynch US and Global High Yield Indices
H0A0 US High Yield Master II Index, Spread-Govt  416 404 397 391 388 402 405
H0A0, total return 1 190.98 1 194.70 1 196.51 1 197.43 1 197.61 1 192.01 1 187.24
H0A0, %YTD USD 1.42 1.74 1.89 1.97 1.98 1.51 1.10
H0A0, effective yield 6.11 6.03 5.99 5.96 5.95 6.07 6.19
H0A0, effective duration 4.19 4.17 4.16 4.16 4.16 4.21 4.25
BofA Merrill Lynch Global EM and EM Makets Credit Indices
IC00 The BofA Merrill Lynch Global Emerging Markets Credit Index, Spread-Govt  479 475 475 472 470 478 475
IC1B The BofA Merrill Lynch BB Global Emerging Markets Credit Index, Spread-Govt  302 299 300 297 297 304 301
IC1C The BofA Merrill Lynch CCC & Lower Global Emerging Markets Credit Index, Spread-Govt  1 784 1 770 1 764 1 747 1 734 1 752 1 758
IC2B The BofA Merrill Lynch Single-B Global Emerging Markets Credit Index, Spread-Govt   521 516 515 512 507 515 507
ICP0 The BofA Merrill Lynch Emerging Markets Credit Plus Index, Spread-Govt  293 290 291 291 291 296 294
ICPD The BofA Merrill Lynch US Emerging Markets Credit Plus Index, Spread-Govt  353 351 350 348 347 355 351
ICPC The BofA Merrill Lynch Emerging Markets Credit Plus Constrained Index, Spread-Govt  292 290 291 290 290 296 293
ICPE The BofA Merrill Lynch Euro Emerging Markets Credit Plus Index, Spread-Govt  208 206 209 210 211 214 214
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Risk Management Institute

Daily indices

Type: 03/22/2017 03/21/2017 03/20/2017 03/17/2017 03/16/2017 03/15/2017 03/14/2017
RMI CVI - North America
US CVI value weighted  5.69 5.65 5.48 5.44 5.43 5.49 5.54
US CVI tail  230.46 230.52 220.01 213.77 220.20 226.36 222.25
US CVI equally weighted  54.98 54.00 52.19 51.80 51.39 51.78 50.42
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Stock market (World)

Daily indices

Type: 03/23/2017 03/22/2017 03/21/2017 03/20/2017 03/17/2017 03/16/2017 03/15/2017
Stock market (Developed countries)
Dow Jones   20 661 20 668 20 906 20 915 20 935 20 950
S&P 500 2 353 2 348 2 344 2 373 2 378 2 381 2 385
NASDAQ Composite  5 829.44 5 821.64 5 793.83 5 901.53 5 901.00 5 900.76 5 900.05
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Bonds prices

issue volume maturity date bid prices ask prices
date bid price yield date ask price yield
21st Century Fox America, 3.7% 15sep2024, USD   USD 09/15/2024 03/22/2017 ***.** *.** 03/22/2017 ***.** *.**
21st Century Fox America, 3.7% 15sep2024, USD   USD 09/15/2024 03/22/2017 ***.*** *.** 03/22/2017 ***.*** *.**
21st Century Fox America, 4.5% 15feb2021, USD   USD 02/15/2021 03/22/2017 ***.*** *.** 03/22/2017 ***.*** *.**
21st Century Fox America, 4.75% 15sep2044, USD   USD 09/15/2044 03/22/2017 ***.*** *.** 03/22/2017 ***.*** *.**
21st Century Fox America, 4.95% 15oct2045, USD   USD 10/15/2045 03/22/2017 ***.*** *.** 03/22/2017 ***.*** *.**
21st Century Fox America, 6.40% 15dec2035, USD   USD 12/15/2035 03/22/2017 ***.*** *.** 03/22/2017 ***.*** *.**
21st Century Fox America, 7.85% 1mar2039, USD   USD 03/01/2039 03/22/2017 ***.*** *.** 03/22/2017 ***.*** *.**
3M Company, 0.375% 15feb2022, USD   EUR 02/15/2022 03/22/2017 ***.** *.** 03/22/2017 ***.** *.**
3M Company, 0.950% 15may2023, EUR   EUR 05/15/2023 03/22/2017 ***.** *.** 03/22/2017 ***.** *.**
3M Company, 1.5% 2jun2031, EUR   EUR 06/02/2031 03/22/2017 ***.** *.** 03/22/2017 ***.*** *.**
3M Company, 1.5% 9nov2026, EUR   EUR 11/09/2026 03/22/2017 ***.** *.** 03/22/2017 ***.* *.**
3M Company, 1.75% 15may2030, EUR   EUR 05/15/2030 03/22/2017 ***.** *.** 03/22/2017 ***.** *.**
3M Company, 1.875% 15nov2021, EUR   EUR 11/15/2021 03/22/2017 ***.** *.** 03/22/2017 ***.** *.**
3M Company, FRN 15may2020, EUR   EUR 05/15/2020 03/22/2017 ***.** * 03/22/2017 ***.** *
3M Company, FRN 9nov2018, EUR   EUR 11/09/2018 03/22/2017 ***.** * 03/22/2017 ***.* *
AB InBev Worldwide, 3.75% 15jan2022, USD   USD 01/15/2022 03/22/2017 ***.*** *.** 03/22/2017 ***.*** *.**
AB InBev Worldwide, 4.95% 15jan2042, USD   USD 01/15/2042 03/22/2017 ***.*** *.** 03/22/2017 ***.*** *.**
AB InBev Worldwide, 5.375% 15jan2020, USD   USD 01/15/2020 03/22/2017 ***.** *.** 03/22/2017 ***.** *.**
AB InBev Worldwide, 5.875% 15jun2035, USD   USD 06/15/2035 03/22/2017 ***.*** *.** 03/22/2017 ***.** *.**
AB InBev Worldwide, 6.875% 15nov2019, USD   USD 11/15/2019 03/22/2017 ***.** *.** 03/22/2017 ***.** *
AB InBev Worldwide, 8.2% 15jan2039, USD   USD 01/15/2039 03/22/2017 ***.** *.* 03/22/2017 ***.** *.**
Abbott Laboratories, 2% 15mar2020, USD   USD 03/15/2020 03/22/2017 **.*** *.** 03/22/2017 **.* *.**
Abbott Laboratories, 2.35% 22nov2019, USD   USD 11/22/2019 03/22/2017 ***.*** *.** 03/22/2017 ***.*** *.**
Abbott Laboratories, 2.55% 15mar2022, USD   USD 03/15/2022 03/22/2017 **.** *.** 03/22/2017 **.*** *.**
Abbott Laboratories, 2.9% 30nov2021, USD   USD 11/30/2021 03/22/2017 ***.** *.** 03/22/2017 ***.*** *.**
Abbott Laboratories, 2.95% 15mar2025, USD   USD 03/15/2025 03/22/2017 **.** *.** 03/22/2017 **.*** *.**
Abbott Laboratories, 3.4% 30nov2023, USD   USD 11/30/2023 03/22/2017 ***.*** *.** 03/22/2017 ***.** *.**
Abbott Laboratories, 3.75% 30nov2026, USD   USD 11/30/2026 03/22/2017 **.*** *.* 03/22/2017 **.** *.**
Abbott Laboratories, 4.75% 30nov2036, USD   USD 11/30/2036 03/22/2017 ***.** *.** 03/22/2017 ***.** *.**
Abbott Laboratories, 4.9% 30nov2046, USD   USD 11/30/2046 03/22/2017 ***.** *.** 03/22/2017 ***.** *.**
AbbVie, 0.375% 18nov2019, EUR   EUR 11/18/2019 03/22/2017 ***.** *.** 03/22/2017 ***.** *.**
AbbVie, 1.375% 17may2024, EUR   EUR 05/17/2024 03/22/2017 ***.** *.** 03/22/2017 ***.** *.**
AbbVie, 1.8% 14may2018, USD   USD 05/14/2018 03/22/2017 ***.** *.** 03/22/2017 ***.** *.**
AbbVie, 2.125% 17nov2028, EUR   EUR 11/17/2028 03/22/2017 ***.** *.** 03/22/2017 ***.* *.**
AbbVie, 2.5% 14may2020, USD   USD 05/14/2020 03/22/2017 ***.** *.** 03/22/2017 ***.*** *.**
AbbVie, 2.9% 6nov2022, USD   USD 11/06/2022 03/22/2017 **.*** *.** 03/22/2017 **.*** *
AbbVie, 3.2% 6nov2022, USD   USD 11/06/2022 03/22/2017 ***.*** *.** 03/22/2017 ***.** *.**
AbbVie, 3.6% 14may2025, USD   USD 05/14/2025 03/22/2017 **.*** *.** 03/22/2017 ***.*** *.**
AbbVie, 4.4% 6nov2042, USD   USD 11/06/2042 03/22/2017 **.** *.** 03/22/2017 **.*** *.**
AbbVie, 4.5% 14may2035, USD   USD 05/14/2035 03/22/2017 **.*** *.* 03/22/2017 **.** *.**
AbbVie, 4.7% 14may2045, USD   USD 05/14/2045 03/22/2017 **.*** *.** 03/22/2017 ***.* *.**
Actavis, 6.125% 15aug2019, USD   USD 08/15/2019 03/22/2017 ***.*** *.** 03/22/2017 ***.*** *.**
Adient Global Holdings, 3.5% 15aug2024, EUR   EUR 08/15/2024 03/22/2017 ***.* *.** 03/22/2017 *** *.**
Aetna, 1.7% 7jun2018, USD   USD 06/07/2018 03/22/2017 ***.** *.** 03/22/2017 ***.** *.**
Aflac, 2.4% 16mar2020, USD   USD 03/16/2020 03/22/2017 ***.*** *.** 03/22/2017 ***.*** *.**
Aflac, 2.875% 15oct2026, USD   USD 10/15/2026 03/22/2017 **.*** *.** 03/22/2017 **.*** *.**
Aflac, 3.25% 17mar2025, USD   USD 03/17/2025 03/22/2017 ***.*** *.** 03/22/2017 ***.*** *.**
Aflac, 4% 15oct2046, USD   USD 10/15/2046 03/22/2017 **.** *.** 03/22/2017 **.*** *.**
AGCO, 5.875% 1dec2021, USD   USD 12/01/2021 03/22/2017 ***.*** *.** 03/22/2017 ***.*** *.**
Agricultural Bank Of China (NY), 2% 21may2018   USD 05/21/2018 03/22/2017 **.** *.** 03/22/2017 **.*** *.**
Agricultural Bank Of China (NY), 2.75% 21may2020   USD 05/21/2020 03/22/2017 ***.*** *.* 03/22/2017 ***.*** *.**
AIG Global Funding, 2.7% 15dec2021, USD   USD 12/15/2021 03/22/2017 **.** *.** 03/22/2017 **.** *.**
AIG Sunamerica Global Financing X, 8.125% 28apr2023, USD   USD 04/28/2023 03/22/2017 ***.*** *.** 03/22/2017 ***.*** *.**
Air Lease Corp, 2.125% 15jan2020, USD   USD 01/15/2020 03/22/2017 **.** *.** 03/22/2017 **.** *.**
Air Lease Corp, 3% 15sep2023, USD   USD 09/15/2023 03/22/2017 **.*** *.** 03/22/2017 **.*** *.**
Air Lease Corp, 3.625% 1apr2027, USD   USD 04/01/2027 03/22/2017 ** *.* 03/22/2017 ** *.**
Air Products and Chemicals, 0.375% 1jun2021, EUR   EUR 06/01/2021 03/22/2017 ***.* *.** 03/22/2017 ***.* *.**
Air Products and Chemicals, 1% 12feb2025, EUR   EUR 02/12/2025 03/22/2017 ***.*** *.** 03/22/2017 ***.*** *.**
Air Products and Chemicals, 2% 7aug2020, EUR   EUR 08/07/2020 03/22/2017 ***.** *.** 03/22/2017 ***.*** *.**
Airgas, 3.05% 1aug2020, USD   USD 08/01/2020 03/22/2017 ***.*** *.** 03/22/2017 ***.*** *.*
Alabama Power, 2.45% 30mar2022, USD   USD 03/30/2022 03/22/2017 **.*** *.** 03/22/2017 **.*** *.**
Alabama Power, 3.75% 1mar2045, USD   USD 03/01/2045 03/22/2017 **.*** *.** 03/22/2017 **.*** *.**
Albemarle, 1.875% 8dec2021, EUR   EUR 12/08/2021 03/22/2017 ***.** *.** 03/22/2017 ***.** *.**
Albemarle, 4.15% 1dec2024, USD   USD 12/01/2024 03/22/2017 ***.*** *.** 03/22/2017 ***.*** *.**
Alcoa Upstream Corp, 6.75% 30sep2024, USD   USD 09/30/2024 03/22/2017 *** *.** 03/22/2017 *** *.**
Alcoa Upstream Corp, 7% 30sep2026, USD   USD 09/30/2026 03/22/2017 ***.* *.** 03/22/2017 ***.* *.**
Alliance Data Systems, 4.5% 15mar2022, EUR   EUR 03/15/2022 03/22/2017 ***.* *.** 03/22/2017 ***.** *.**
Alliance Data Systems, 5.25% 15nov2023, EUR   EUR 11/15/2023 03/22/2017 ***.* *.** 03/22/2017 ***.* *.**
Alliance One International, 9.875% 15jul2021, USD   USD 07/15/2021 03/22/2017 ** **.** 03/22/2017 **.* **.**
Allstate Corp, 7.45% 16may2019, USD   USD 05/16/2019 03/22/2017 ***.*** *.** 03/22/2017 ***.*** *.**
Alphabet, 1.998% 15aug2026, USD   USD 08/15/2026 03/22/2017 **.** *.** 03/22/2017 **.*** *.**
Altria Group, 2.625% 14jan2020, USD   USD 01/14/2020 03/22/2017 ***.** *.** 03/22/2017 ***.** *.**
Altria Group, 2.625% 16sep2026, USD   USD 09/16/2026 03/22/2017 **.*** *.** 03/22/2017 **.*** *.**
Altria Group, 3.875% 16sep2046, USD   USD 09/16/2046 03/22/2017 **.** *.** 03/22/2017 **.*** *.**
Amazon.com, 2.6% 5dec2019, USD   USD 12/05/2019 03/22/2017 ***.*** *.** 03/22/2017 ***.** *.**
Amazon.com, 3.3% 5dec2021, USD   USD 12/05/2021 03/22/2017 ***.*** *.** 03/22/2017 ***.*** *.**
Amazon.com, 3.8% 5dec2024, USD   USD 12/05/2024 03/22/2017 ***.*** *.** 03/22/2017 ***.** *.**
Amazon.com, 4.8% 5dec2034, USD   USD 12/05/2034 03/22/2017 ***.*** *.** 03/22/2017 ***.* *.**
Amazon.com, 4.95% 5dec2044, USD   USD 12/05/2044 03/22/2017 ***.** *.** 03/22/2017 ***.** *.**
Ameren Illinois, 4.15% 15mar2046, USD   USD 03/15/2046 03/22/2017 ***.*** *.** 03/22/2017 ***.** *.**
American Express Co, 4.05% 3dec2042, USD   USD 12/03/2042 03/22/2017 **.*** *.* 03/22/2017 **.*** *.**
American Express Co, 4.9% perp., USD   USD 03/22/2017 **.** * 03/22/2017 **.** *
American Express Credit Corp, 0.625% 22nov2021, EUR   EUR 11/22/2021 03/22/2017 ***.** *.** 03/22/2017 ***.** *.**
American Honda Finance, 0.17% 17jan2024, EUR   EUR 01/17/2024 03/22/2017 **.** *.* 03/22/2017 **.** *.**
American Honda Finance, 1.3% 21mar2022, GBP (Series A)   GBP 03/21/2022 03/22/2017 **.* *.** 03/22/2017 ***.** *.**
American Honda Finance, 1.375% 10nov2022, EUR   EUR 11/10/2022 03/22/2017 ***.*** *.** 03/22/2017 ***.** *.**
American Honda Finance, 1.5% 13mar2018, USD   USD 03/13/2018 03/22/2017 **.*** *.* 03/22/2017 ***.** *.**
American Honda Finance, FRN 11mar2019, EUR   EUR 03/11/2019 03/22/2017 ***.** * 03/22/2017 ***.** *
American Honda Motor, 1.875% 4sep2019, EUR   EUR 09/04/2019 03/22/2017 ***.*** * 03/22/2017 ***.** -*.**
American International Group, 1.5% 8jun2023, EUR   EUR 06/08/2023 03/22/2017 ***.** *.** 03/22/2017 ***.*** *.**
American International Group, 12% 9apr2018, ITL   ITL 04/09/2018 03/22/2017 ***.** * 03/22/2017 ***.** *
American International Group, 4.875% 15mar2067, EUR   EUR 03/15/2067 03/22/2017 ** * 03/22/2017 **.* *
American International Group, 5% 26apr2023, GBP   GBP 04/26/2023 03/22/2017 ***.** *.** 03/22/2017 ***.** *.**
American International Group, 5% 26jun2017, EUR   EUR 06/26/2017 03/22/2017 ***.** -*.** 03/22/2017 ***.** -*.**
American International Group, 5.45% 18may2017, USD   USD 05/18/2017 03/22/2017 ***.*** *.** 03/22/2017 ***.*** *.**
American International Group, 6.765% 15nov2017, GBP   GBP 11/15/2017 03/22/2017 ***.**** *.* 03/22/2017 ***.**** *.*
American International Group, 8% 22may2038, EUR   EUR 05/22/2038 03/22/2017 *** * 03/22/2017 *** *
American International Group, 8.175% 15may2058, USD   USD 05/15/2058 03/22/2017 ***.** * 03/22/2017 ***.** *
American Tower, 2.25% 15jan2022, USD   USD 01/15/2022 03/22/2017 **.** *.** 03/22/2017 **.*** *.**
American Tower, 2.8% 1jun2020, USD   USD 06/01/2020 03/22/2017 ***.*** *.** 03/22/2017 ***.*** *.**
American Tower, 3.125% 15jan2027, USD   USD 01/15/2027 03/22/2017 **.*** *.** 03/22/2017 **.*** *.**
American Tower, 4% 1jun2025, USD   USD 06/01/2025 03/22/2017 ***.*** *.** 03/22/2017 ***.*** *.*
AmeriGas Partners, 5.75% 20may2027, USD   USD 05/20/2027 03/22/2017 **.** *.** 03/22/2017 **.** *.**
Amgen, 0.41% 8mar2023, CHF   CHF 03/08/2023 03/22/2017 ***.** *.* 03/22/2017 ***.* *.**
Amgen, 1.85% 19aug2021, USD   USD 08/19/2021 03/22/2017 **.** *.** 03/22/2017 **.** *.**
Amgen, 2.125% 13sep2019, EUR   EUR 09/13/2019 03/22/2017 ***.** *.* 03/22/2017 ***.** *.**
Amgen, 2.125% 1may2020, USD   USD 05/01/2020 03/22/2017 **.** *.** 03/22/2017 **.*** *.**
Amgen, 2.25% 19aug2023, USD   USD 08/19/2023 03/22/2017 **.*** *.** 03/22/2017 **.*** *.**
Amgen, 2.6% 19aug2026, USD   USD 08/19/2026 03/22/2017 **.** *.** 03/22/2017 **.** *.**
Amgen, 2.7% 1may2022, USD   USD 05/01/2022 03/22/2017 **.*** *.** 03/22/2017 ***.** *.**
Amgen, 3.125% 1may2025, USD   USD 05/01/2025 03/22/2017 **.** *.** 03/22/2017 **.*** *.**
Amgen, 4% 13sep2029, GBP   GBP 09/13/2029 03/22/2017 ***.*** *.** 03/22/2017 ***.** *.**
Amgen, 4.375% 5dec2018, EUR   EUR 12/05/2018 03/22/2017 ***.** -*.** 03/22/2017 ***.** -*.**
Amgen, 4.4% 1may2045, USD   USD 05/01/2045 03/22/2017 **.** *.** 03/22/2017 **.** *.**
Amgen, 4.563% 15jun2048, USD   USD 06/15/2048 03/22/2017 **.*** *.** 03/22/2017 **.*** *.**
Amgen, 4.663% 15jun2051, USD   USD 06/15/2051 03/22/2017 **.*** *.** 03/22/2017 ***.*** *.**
Amgen, 5.5% 7dec2026, GBP   GBP 12/07/2026 03/22/2017 ***.*** *.** 03/22/2017 ***.*** *.**
Amgen, 5.85% 1jun2017, USD   USD 06/01/2017 03/22/2017 ***.** *.* 03/22/2017 ***.** *.**
AmSurg, 5.625% 15jul2022, USD   USD 07/15/2022 03/22/2017 ***.** *.** 03/22/2017 ***.** *.**
Analog Devices, 2.5% 5dec2021, USD   USD 12/05/2021 03/22/2017 **.** *.** 03/22/2017 **.** *.**
Analog Devices, 3.125% 5dec2023, USD   USD 12/05/2023 03/22/2017 **.*** *.** 03/22/2017 **.*** *.**
Analog Devices, 3.5% 5dec2026, USD   USD 12/05/2026 03/22/2017 **.** *.** 03/22/2017 **.*** *.**
Analog Devices, 4.5% 5dec2036, USD   USD 12/05/2036 03/22/2017 **.** *.* 03/22/2017 ***.** *.**
Anheuser-Busch, 2.625% 17jan2023, USD   USD 01/17/2023 03/22/2017 **.*** *.** 03/22/2017 **.** *.**
Anheuser-Busch InBev Finance, 5.95% 15jan2033, USD   USD 01/15/2033 03/22/2017 ***.*** *.** 03/22/2017 ***.*** *.**
Anheuser-Busch InBev Finance, 6% 1nov2041, USD   USD 11/01/2041 03/22/2017 ***.*** *.** 03/22/2017 ***.*** *.**
Anheuser-Busch InBev Finance, 6.5% 1feb2043, USD   USD 02/01/2043 03/22/2017 ***.*** *.** 03/22/2017 ***.*** *.**
Anheuser-Busch InBev Finance, 6.5% 1may2042, USD   USD 05/01/2042 03/22/2017 ***.*** *.** 03/22/2017 ***.*** *.**
Anheuser-Busch InBev Finance, 6.8% 15jan2031, USD   USD 01/15/2031 03/22/2017 ***.*** *.** 03/22/2017 ***.*** *.**
Anheuser-Busch InBev Finance, 6.8% 20aug2032, USD   USD 08/20/2032 03/22/2017 ***.*** *.** 03/22/2017 ***.*** *.**
Anheuser-Busch InBev Finance, 7.55% 1oct2030, USD   USD 10/01/2030 03/22/2017 ***.*** *.* 03/22/2017 ***.*** *.**
Anthem Inc, 3.7% 15aug2021, USD   USD 08/15/2021 03/22/2017 ***.** *.** 03/22/2017 ***.*** *.**
Anthem Inc, 4.35% 15aug2020, USD   USD 08/15/2020 03/22/2017 ***.*** *.** 03/22/2017 ***.*** *.**
Anthem Inc, 4.65% 15aug2044, USD   USD 08/15/2044 03/22/2017 ***.*** *.** 03/22/2017 ***.*** *.**
Anthem Inc, 5.95% 15dec2034, USD   USD 12/15/2034 03/22/2017 ***.*** *.** 03/22/2017 ***.*** *.**
Antonveneta Capital Trust, FRN perp., EUR   EUR 03/22/2017 **.*** * 03/22/2017 **.** *
ANZ, New York, 2.3% 1jun2021, USD   USD 06/01/2021 03/22/2017 **.** *.** 03/22/2017 **.** *.**
ANZ, New York, FRN 23sep2019, USD   USD 09/23/2019 03/22/2017 ***.** * 03/22/2017 ***.** *
Aon Corp, 2.80% 15mar2021, USD   USD 03/15/2021 03/22/2017 ***.*** *.** 03/22/2017 ***.*** *.**
Aon Corp, 2.875% 14may2026, EUR   EUR 05/14/2026 03/22/2017 ***.** *.** 03/22/2017 ***.** *.**
Aon Corp, 3.5% 14jun2024, USD   USD 06/14/2024 03/22/2017 ***.*** *.** 03/22/2017 ***.*** *.*
Aon Corp, 3.875% 15dec2025, USD   USD 12/15/2025 03/22/2017 ***.*** *.** 03/22/2017 ***.* *.**
Aon Corp, 4% 27nov2023, USD   USD 11/27/2023 03/22/2017 ***.*** *.** 03/22/2017 ***.*** *.**
Aon Corp, 4.75% 15may2045, USD   USD 05/15/2045 03/22/2017 **.*** *.** 03/22/2017 ***.*** *.**
Aon Corp, 5% 30sep2020, USD   USD 09/30/2020 03/22/2017 ***.*** *.** 03/22/2017 ***.*** *.**
Aon Corp, 6.25% 30sep2040, USD   USD 09/30/2040 03/22/2017 ***.*** *.** 03/22/2017 ***.*** *.**
Apple, 0.35% 10jun2020, JPY   JPY 06/10/2020 03/22/2017 ***.** *.** 03/22/2017 ***.** -*.*
Apple, 0.375% 25nov2024, CHF   CHF 11/25/2024 03/22/2017 ***.* *.** 03/22/2017 ***.** *.**
Apple, 0.75% 25feb2030, CHF   CHF 02/25/2030 03/22/2017 ***.** *.** 03/22/2017 ***.** *.**
Apple, 0.9% 12may2017, USD   USD 05/12/2017 03/22/2017 **.*** *.** 03/22/2017 *** *.*
Apple, 1% 10nov2022, EUR   EUR 11/10/2022 03/22/2017 ***.** *.** 03/22/2017 ***.** *.**
Apple, 1% 3may2018, USD   USD 05/03/2018 03/22/2017 **.*** *.** 03/22/2017 **.* *.**
Apple, 1.1% 2aug2019, USD   USD 08/02/2019 03/22/2017 **.*** *.** 03/22/2017 **.*** *.**
Apple, 1.3% 23feb2018, USD   USD 02/23/2018 03/22/2017 **.** *.** 03/22/2017 ***.** *.**
Apple, 1.375% 17jan2024, EUR   EUR 01/17/2024 03/22/2017 ***.* *.** 03/22/2017 ***.** *.**
Apple, 1.55% 4aug2021, USD   USD 08/04/2021 03/22/2017 **.** *.** 03/22/2017 **.** *.**
Apple, 1.55% 7feb2020, USD   USD 02/07/2020 03/22/2017 **.*** *.* 03/22/2017 **.* *.**
Apple, 1.55% 8feb2019, USD   USD 02/08/2019 03/22/2017 ***.** *.* 03/22/2017 ***.** *.**
Apple, 1.625% 10nov2026, EUR   EUR 11/10/2026 03/22/2017 ***.** * 03/22/2017 ***.* *.**
Apple, 1.9% 7feb2020, USD   USD 02/07/2020 03/22/2017 ***.** *.** 03/22/2017 ***.** *.**
Apple, 2% 17sep2027, EUR   EUR 09/17/2027 03/22/2017 ***.*** *.** 03/22/2017 ***.** *.**
Apple, 2% 6may2020, USD   USD 05/06/2020 03/22/2017 ***.** *.** 03/22/2017 ***.** *.**
Apple, 2.15% 9feb2022, USD   USD 02/09/2022 03/22/2017 **.*** *.** 03/22/2017 **.* *.*
Apple, 2.45% 4aug2026, USD   USD 08/04/2026 03/22/2017 **.** *.** 03/22/2017 **.*** *.**
Apple, 2.5% 9feb2022, USD   USD 02/09/2022 03/22/2017 ***.*** *.** 03/22/2017 ***.** *.**
Apple, 2.5% 9feb2025, USD   USD 02/09/2025 03/22/2017 **.** *.** 03/22/2017 **.*** *.**
Apple, 2.7% 13may2022, USD   USD 05/13/2022 03/22/2017 ***.** *.* 03/22/2017 ***.** *.**
Apple, 2.85% 28aug2019, AUD   AUD 08/28/2019 03/22/2017 ***.*** *.** 03/22/2017 ***.*** *.**
Apple, 3% 9feb2024, USD   USD 02/09/2024 03/22/2017 ***.** *.** 03/22/2017 ***.** *.**
Apple, 3.05% 31jul2029, GBP   GBP 07/31/2029 03/22/2017 ***.* *.** 03/22/2017 ***.** *.*
Apple, 3.2% 13may2025, USD   USD 05/13/2025 03/22/2017 ***.* *.** 03/22/2017 ***.*** *.**
Apple, 3.35% 9feb2027, USD   USD 02/09/2027 03/22/2017 ***.** *.** 03/22/2017 ***.*** *.**
Apple, 3.45% 9feb2045, USD   USD 02/09/2045 03/22/2017 **.** *.** 03/22/2017 **.* *.**
Apple, 3.60% 31jul2042, GBP   GBP 07/31/2042 03/22/2017 ***.* *.** 03/22/2017 ***.** *.*
Apple, 3.7% 28aug2022, AUD   AUD 08/28/2022 03/22/2017 ***.*** *.** 03/22/2017 ***.** *.**
Apple, 3.85% 4aug2046, USD   USD 08/04/2046 03/22/2017 **.** *.* 03/22/2017 **.*** *.**
Apple, 4.25% 9feb2047, USD   USD 02/09/2047 03/22/2017 ***.** *.** 03/22/2017 ***.** *.**
Apple, 4.375% 13may2045, USD   USD 05/13/2045 03/22/2017 ***.* *.** 03/22/2017 ***.*** *.**
Apple, FRN 2aug2019, USD   USD 08/02/2019 03/22/2017 ***.** * 03/22/2017 ***.** *
Apple, FRN 6may2020, USD   USD 05/06/2020 03/22/2017 ***.** * 03/22/2017 ***.** *
Apple, FRN 7feb2020, USD   USD 02/07/2020 03/22/2017 ***.** * 03/22/2017 ***.** *
Apple, FRN 7feb2020, USD   USD 02/07/2020 03/22/2017 ***.* * 03/22/2017 ***.** *
Apple, FRN 8feb2019, USD   USD 02/08/2019 03/22/2017 ***.** * 03/22/2017 ***.** *
Apple, FRN 9feb2022, USD   USD 02/09/2022 03/22/2017 ***.** * 03/22/2017 ***.* *
Archer Daniels Midland, 1.75% 23jun2023, EUR   EUR 06/23/2023 03/22/2017 ***.** *.** 03/22/2017 ***.** *.*
Archer Daniels Midland, 2.5% 11aug2026, USD   USD 08/11/2026 03/22/2017 **.** *.** 03/22/2017 **.* *.**
Archer Daniels Midland, FRN 24jun2019, EUR   EUR 06/24/2019 03/22/2017 ***.** * 03/22/2017 ***.** *
Arconic, 5.125% 1oct2024, USD   USD 10/01/2024 03/22/2017 ***.** *.** 03/22/2017 ***.* *.**
Arconic, 5.4% 15apr2021, USD   USD 04/15/2021 03/22/2017 ***.*** *.** 03/22/2017 ***.** *.**
Arconic, 5.72% 23feb2019, USD   USD 02/23/2019 03/22/2017 ***.* *.** 03/22/2017 *** *.**
Ardagh Holdings USA, 2.75% 15mar2024, EUR   EUR 03/15/2024 03/22/2017 **.** *.** 03/22/2017 **.*** *.**
Ardagh Holdings USA, 4.125% 15may2023, EUR   EUR 05/15/2023 03/22/2017 ***.** *.** 03/22/2017 ***.** *.**
Ardagh Holdings USA, 4.25% 15jan2022, EUR   EUR 01/15/2022 03/22/2017 *** *.* 03/22/2017 ***.* *.**
Ardagh Holdings USA, 6.75% 15may2024, EUR   EUR 05/15/2024 03/22/2017 ***.** *.* 03/22/2017 ***.*** *.**
Ares Capital, 3.875% 15jan2020, USD   USD 01/15/2020 03/22/2017 ***.** *.** 03/22/2017 ***.* *.**
Arizona Public Service, 3.15% 15may2025, USD   USD 05/15/2025 03/22/2017 **.*** *.** 03/22/2017 ***.*** *.**
AT&T Inc, 1.3% 5sep2023, EUR   EUR 09/05/2023 03/22/2017 ***.** *.** 03/22/2017 ***.*** *.**
AT&T Inc, 1.45% 1jun2022, EUR   EUR 06/01/2022 03/22/2017 ***.** *.** 03/22/2017 ***.** *.*
AT&T Inc, 1.7% 1jun2017, USD   USD 06/01/2017 03/22/2017 ***.** *.** 03/22/2017 ***.** *.**
AT&T Inc, 1.875% 4dec2020, EUR   EUR 12/04/2020 03/22/2017 ***.** *.** 03/22/2017 ***.** *.**
AT&T Inc, 2.3% 11mar2019, USD   USD 03/11/2019 03/22/2017 ***.** *.** 03/22/2017 ***.* *.**
AT&T Inc, 2.4% 15mar2024, EUR   EUR 03/15/2024 03/22/2017 ***.** *.* 03/22/2017 ***.** *.**
AT&T Inc, 2.45% 15mar2035, EUR   EUR 03/15/2035 03/22/2017 **.* *.** 03/22/2017 **.** *.**
AT&T Inc, 2.45% 30jun2020, USD   USD 06/30/2020 03/22/2017 **.*** *.** 03/22/2017 ***.*** *.**
AT&T Inc, 2.5% 15mar2023, EUR   EUR 03/15/2023 03/22/2017 ***.* *.* 03/22/2017 ***.*** *.**
AT&T Inc, 2.6% 17dec2029, EUR   EUR 12/17/2029 03/22/2017 ***.** *.** 03/22/2017 ***.*** *.**
AT&T Inc, 2.625% 1dec2022, USD   USD 12/01/2022 03/22/2017 **.*** *.** 03/22/2017 **.*** *.**
AT&T Inc, 2.65% 17dec2021, EUR   EUR 12/17/2021 03/22/2017 ***.** *.* 03/22/2017 ***.** *.**
AT&T Inc, 3% 30jun2022, USD   USD 06/30/2022 03/22/2017 **.** *.** 03/22/2017 **.** *.**
AT&T Inc, 3.2% 1mar2022, USD   USD 03/01/2022 03/22/2017 ***.** *.** 03/22/2017 ***.** *.**
AT&T Inc, 3.375% 15mar2034, EUR   EUR 03/15/2034 03/22/2017 ***.*** *.** 03/22/2017 ***.** *.**
AT&T Inc, 3.4% 15may2025, USD   USD 05/15/2025 03/22/2017 **.*** *.** 03/22/2017 **.*** *.*
AT&T Inc, 3.5% 17dec2025, EUR   EUR 12/17/2025 03/22/2017 ***.** *.** 03/22/2017 ***.** *.**
AT&T Inc, 3.55% 17dec2032, EUR   EUR 12/17/2032 03/22/2017 ***.** *.** 03/22/2017 ***.** *.**
AT&T Inc, 3.8% 15mar2022, USD   USD 03/15/2022 03/22/2017 ***.*** *.** 03/22/2017 ***.*** *.**
AT&T Inc, 3.8% 1mar2024, USD   USD 03/01/2024 03/22/2017 ***.*** *.** 03/22/2017 ***.*** *.**
AT&T Inc, 3.875% 15aug2021, USD   USD 08/15/2021 03/22/2017 ***.*** *.** 03/22/2017 ***.** *.**
AT&T Inc, 4.125% 17feb2026, USD   USD 02/17/2026 03/22/2017 ***.*** *.** 03/22/2017 ***.*** *.**
AT&T Inc, 4.25% 1jun2043, GBP   GBP 06/01/2043 03/22/2017 *** *.** 03/22/2017 ***.** *.**
AT&T Inc, 4.25% 1mar2027, USD   USD 03/01/2027 03/22/2017 ***.** *.* 03/22/2017 ***.*** *.**
AT&T Inc, 4.3% 15dec2042, USD   USD 12/15/2042 03/22/2017 **.** *.** 03/22/2017 **.*** *.**
AT&T Inc, 4.375% 14sep2029, GBP   GBP 09/14/2029 03/22/2017 ***.* *.** 03/22/2017 ***.* *.**
AT&T Inc, 4.5% 15may2035, USD   USD 05/15/2035 03/22/2017 **.*** *.** 03/22/2017 **.*** *.**
AT&T Inc, 4.5% 9mar2048, USD   USD 03/09/2048 03/22/2017 **.*** *.** 03/22/2017 **.*** *.**
AT&T Inc, 4.55% 9mar2049, USD   USD 03/09/2049 03/22/2017 **.*** *.** 03/22/2017 **.*** *.**
AT&T Inc, 4.6% 12feb2045, USD   USD 02/12/2045 03/22/2017 **.*** *.** 03/22/2017 **.** *.**
AT&T Inc, 4.75% 15may2046, USD   USD 05/15/2046 03/22/2017 **.** *.* 03/22/2017 **.*** *.**
AT&T Inc, 4.875% 1jun2044, GBP   GBP 06/01/2044 03/22/2017 ***.** *.** 03/22/2017 ***.** *.**
AT&T Inc, 5.15% 15mar2042, USD   USD 03/15/2042 03/22/2017 **.*** *.** 03/22/2017 **.*** *.**
AT&T Inc, 5.2% 15mar2020, USD   USD 03/15/2020 03/22/2017 ***.*** *.** 03/22/2017 ***.** *.**
AT&T Inc, 5.25% 1mar2037, USD   USD 03/01/2037 03/22/2017 ***.** *.** 03/22/2017 ***.** *.**
AT&T Inc, 5.45% 1mar2047, USD   USD 03/01/2047 03/22/2017 ***.*** *.** 03/22/2017 ***.*** *.**
AT&T Inc, 5.7% 1mar2057, USD   USD 03/01/2057 03/22/2017 ***.*** *.** 03/22/2017 ***.** *.**
AT&T Inc, 5.875% 1oct2019, USD   USD 10/01/2019 03/22/2017 ***.*** *.** 03/22/2017 ***.** *.**
AT&T Inc, 6.35% 15mar2040, USD   USD 03/15/2040 03/22/2017 ***.*** *.** 03/22/2017 ***.*** *.**
AT&T Inc, 6.375% 1mar2041, USD   USD 03/01/2041 03/22/2017 ***.* *.** 03/22/2017 ***.*** *.**
AT&T Inc, 7% 30apr2040, GBP   GBP 04/30/2040 03/22/2017 ***.*** *.** 03/22/2017 ***.*** *.**
AT&T Inc, 7.125% 15dec2031, USD   USD 12/15/2031 03/22/2017 ***.*** *.** 03/22/2017 ***.*** *.**
AT&T Inc, FRN 4jun2019, EUR   EUR 06/04/2019 03/22/2017 ***.** * 03/22/2017 ***.** *
Autodesk, 3.125% 15jun2020, USD   USD 06/15/2020 03/22/2017 ***.*** *.** 03/22/2017 ***.*** *.**
Autodesk, 4.375% 15jun2025, USD   USD 06/15/2025 03/22/2017 ***.** *.* 03/22/2017 ***.*** *.**
Automatic Data Processing, 2.25% 15sep2020, USD   USD 09/15/2020 03/22/2017 ***.*** *.** 03/22/2017 ***.*** *.**
Automatic Data Processing, 3.375% 15sep2025, USD   USD 09/15/2025 03/22/2017 ***.*** *.** 03/22/2017 ***.*** *.**
AutoZone, 3.25% 15apr2025, USD   USD 04/15/2025 03/22/2017 **.*** *.** 03/22/2017 **.*** *.**
AvalonBay Communities, 3.45% 1jun2025, USD   USD 06/01/2025 03/22/2017 ***.*** *.** 03/22/2017 ***.*** *.**
Avaya, 10.5% 1mar2021, USD   USD 03/01/2021 03/22/2017 **.** **.** 03/22/2017 **.** **.**
Avaya, 7% 1apr2019, USD   USD 04/01/2019 03/22/2017 **.*** **.** 03/22/2017 **.** **.**
Avery Dennison, 1.25% 3mar2025, EUR   EUR 03/03/2025 03/22/2017 **.** *.** 03/22/2017 **.** *.**
Avis Budget Car, 4.125% 15nov2024, EUR   EUR 11/15/2024 03/22/2017 **.** *.** 03/22/2017 **.** *.**
Avis Budget Car, 4.5% 15may2025, EUR   EUR 05/15/2025 03/22/2017 **.** *.** 03/22/2017 **.** *.**
Avis Budget Car, 5.5% 1apr2023, USD   USD 04/01/2023 03/22/2017 **.** *.** 03/22/2017 **.** *.**
Avis Budget Car, 6% 1mar2021, EUR   EUR 03/01/2021 03/22/2017 ***.* *.** 03/22/2017 ***.** *.**
Avon Products, 4.6% 15mar2020, USD   USD 03/15/2020 03/22/2017 ***.*** *.** 03/22/2017 ***.** *.**
Avon Products, 6.95% 15mar2043, USD   USD 03/15/2043 03/22/2017 ** **.** 03/22/2017 **.** *.**
Axalta Coating Systems, 4.25% 15aug2024, EUR   EUR 08/15/2024 03/22/2017 ***.** *.** 03/22/2017 ***.** *.**
Bacardi, 2.75% 3jul2023, EUR   EUR 07/03/2023 03/22/2017 ***.** *.** 03/22/2017 ***.* *.**
Baker Hughes, 3.2% 15aug2021, USD   USD 08/15/2021 03/22/2017 ***.*** *.** 03/22/2017 ***.*** *.**
Bank of America Corp., 0.736% 7feb2022, EUR   EUR 02/07/2022 03/22/2017 ***.*** * 03/22/2017 ***.** *
Bank of America Corp., 0.75% 26jul2023, EUR   EUR 07/26/2023 03/22/2017 **.** *.** 03/22/2017 **.** *.**
Bank of America Corp., 1.375% 10sep2021, EUR   EUR 09/10/2021 03/22/2017 ***.** *.** 03/22/2017 ***.** *.**
Bank of America Corp., 1.379% 7feb2025, EUR   EUR 02/07/2025 03/22/2017 ***.** * 03/22/2017 ***.** *
Bank of America Corp., 1.625% 14sep2022, EUR   EUR 09/14/2022 03/22/2017 ***.*** *.** 03/22/2017 ***.* *.**
Bank of America Corp., 1.65% 26mar2018, USD   USD 03/26/2018 03/22/2017 ***.** *.** 03/22/2017 ***.** *.**
Bank of America Corp., 1.875% 10jan2019, EUR   EUR 01/10/2019 03/22/2017 ***.** *.** 03/22/2017 ***.** -*.**
Bank of America Corp., 2% 11jan2018, USD   USD 01/11/2018 03/22/2017 ***.* *.** 03/22/2017 ***.** *.**
Bank of America Corp., 2.25% 21apr2020, USD   USD 04/21/2020 03/22/2017 **.** *.** 03/22/2017 **.*** *.**
Bank of America Corp., 2.3% 25jul2025, GBP   GBP 07/25/2025 03/22/2017 ***.* *.** 03/22/2017 ***.* *.**
Bank of America Corp., 2.375% 19jun2024, EUR   EUR 06/19/2024 03/22/2017 ***.** *.** 03/22/2017 ***.* *.*
Bank of America Corp., 2.5% 27jul2020, EUR   EUR 07/27/2020 03/22/2017 ***.* *.** 03/22/2017 ***.** *.**
Bank of America Corp., 2.6% 15jan2019, USD   USD 01/15/2019 03/22/2017 ***.** *.** 03/22/2017 ***.* *.**
Bank of America Corp., 2.65% 1apr2019, USD   USD 04/01/2019 03/22/2017 ***.** *.** 03/22/2017 ***.** *.**
Bank of America Corp., 3.3% 5aug2021, AUD   AUD 08/05/2021 03/22/2017 **.** *.** 03/22/2017 ***.** *.*
Bank of America Corp., 4% 22jan2025, USD   USD 01/22/2025 03/22/2017 ***.** *.** 03/22/2017 ***.*** *
Bank of America Corp., 4% 28sep2022, USD   USD 09/28/2022 03/22/2017 ***.** *.** 03/22/2017 *
Bank of America Corp., 4% 6apr2020, EUR   EUR 04/06/2020 03/22/2017 ***.** *.** 03/22/2017 ***.** *.*
Bank of America Corp., 4.25% 10dec2026, GBP   GBP 12/10/2026 03/22/2017 ***.* *.** 03/22/2017 ***.* *.**
Bank of America Corp., 4.625% 7aug2017, EUR   EUR 08/07/2017 03/22/2017 ***.** -*.** 03/22/2017 ***.** -*.**
Bank of America Corp., 4.75% 15sep2020, USD   USD 09/15/2020 03/22/2017 ***.*** *.** 03/22/2017 ***.*** *.**
Bank of America Corp., 4.75% 23may2017, EUR   EUR 05/23/2017 03/22/2017 ***.** * 03/22/2017 ***.** *
Bank of America Corp., 4.75% 3apr2017, EUR   EUR 04/03/2017 03/22/2017 ***.** *.** 03/22/2017 ***.** *.**
Bank of America Corp., 4.75% 6may2019, EUR   EUR 05/06/2019 03/22/2017 *** * 03/22/2017 ***.** *
Bank of America Corp., 4.85% 15jul2019, USD   USD 07/15/2019 03/22/2017 ***.*** *.** 03/22/2017 ***.*** *.**
Bank of America Corp., 5.1% 15feb2018, USD   USD 02/15/2018 03/22/2017 ***.*** *.** 03/22/2017 ***.*** *.**
Bank of America Corp., 5.25% 15oct2017, USD   USD 10/15/2017 03/22/2017 ***.*** *.** 03/22/2017 ***.*** *.**
Bank of America Corp., 5.25% 31jan2026, EUR   EUR 01/31/2026 03/22/2017 ***.** *.** 03/22/2017 ***.* *.**
Bank of America Corp., 5.5% 4dec2019, GBP   GBP 12/04/2019 03/22/2017 ***.*** *.** 03/22/2017 ***.*** *.**
Bank of America Corp., 6% 15aug2017, USD   USD 08/15/2017 03/22/2017 ***.*** *.* 03/22/2017 ***.** *.**
Bank of America Corp., 6% 18nov2020, EUR (Structured)   EUR 11/18/2020 03/22/2017 **.** * 03/22/2017 ***.** *
Bank of America Corp., 6.25% perp., USD   USD 03/22/2017 ***.** * 03/22/2017 ***.** *
Bank of America Corp., 6.4% 15aug2019, USD   USD 08/15/2019 03/22/2017 ***.** *.** 03/22/2017 ***.*** *.**
Bank of America Corp., 6.5% 15aug2017, USD   USD 08/15/2017 03/22/2017 ***.*** *.** 03/22/2017 ***.*** *.**
Bank of America Corp., 7% 31jul2028, GBP   GBP 07/31/2028 03/22/2017 ***.* *.* 03/22/2017 ***.*** *.**
Bank of America Corp., 8.49% 13sep2027, MXN   MXN 09/13/2027 03/22/2017 ** *.* 03/22/2017 **.** *.**
Bank of America Corp., Fix-to-float 15jun2018, EUR   EUR 06/15/2018 03/22/2017 ***.** * 03/22/2017 ***.*** *
Bank of America Corp., FRN 10may2018, EUR   EUR 05/10/2018 03/22/2017 ***.** * 03/22/2017 ***.*** *
Bank of America Corp., FRN 14sep2020, EUR   EUR 09/14/2020 03/22/2017 ***.** * 03/22/2017 ***.*** *
Bank of America Corp., FRN 19feb2018, EUR   EUR 02/19/2018 03/22/2017 ***.** * 03/22/2017 ***.* *
Bank of America Corp., FRN 19jun2019, EUR   EUR 06/19/2019 03/22/2017 ***.** * 03/22/2017 ***.** *
Bank of America Corp., FRN 26jul2019, EUR   EUR 07/26/2019 03/22/2017 ***.** * 03/22/2017 ***.** *
Bank of America Corp., FRN 28mar2018   EUR 03/28/2018 03/22/2017 ***.* * 03/22/2017 ***.** *
Bank of America Corp., FRN 5aug2021, AUD   AUD 08/05/2021 03/22/2017 ***.** * 03/22/2017 ***.*** *
Bank of America Corp., FRN 7feb2022, EUR   EUR 02/07/2022 03/22/2017 ***.** * 03/22/2017 ***.** *
Bank of America Merrill Lynch, 1.375% 26mar2025, EUR   EUR 03/26/2025 03/22/2017 ***.* *.** 03/22/2017 ***.** *.**
Bank of America Merrill Lynch, 4.625% 14sep2018, EUR   EUR 09/14/2018 03/22/2017 ***.* *.** 03/22/2017 ***.** -*.**
Bank of America Merrill Lynch, 5.7% 2may2017, USD   USD 05/02/2017 03/22/2017 **.** ** 03/22/2017 ***.** -*.**
Bank of America Merrill Lynch, 7.75% 30apr2018, GBP   GBP 04/30/2018 03/22/2017 ***.* *.** 03/22/2017 ***.* *.**
Bank of America Merrill Lynch, 8.125% 2jun2028, GBP   GBP 06/02/2028 03/22/2017 ***.*** *.** 03/22/2017 ***.**** *.**
Bank of America Merrill Lynch, FRN 14sep2018, EUR   EUR 09/14/2018 03/22/2017 ***.* * 03/22/2017 ***.** *
Bank of China (New York), 3.6% 12jul2018, CNY   CNY 07/12/2018 03/22/2017 **.*** *.** 03/22/2017 **.*** *.**
Barrick Gold (USA), 5.8% 15nov2034, USD   USD 11/15/2034 03/22/2017 ***.*** *.** 03/22/2017 ***.*** *.**
Barrick Gold (USA), 5.8% 15nov2034, USD   USD 11/15/2034 03/22/2017 ***.** *.** 03/22/2017 ***.*** *.**
Barrick Gold (USA), 6.45% 15oct2035, USD   USD 10/15/2035 03/22/2017 ***.** *.** 03/22/2017 ***.** *.**
Barrick North America Finance, 4.4% 30may2021, USD   USD 05/30/2021 03/22/2017 ***.*** *.** 03/22/2017 ***.** *.**
Baxter, 1.7% 15aug2021, USD   USD 08/15/2021 03/22/2017 **.*** *.* 03/22/2017 **.** *.**
Baxter, 2.6% 15aug2026, USD   USD 08/15/2026 03/22/2017 **.*** *.** 03/22/2017 **.*** *.**
Baxter, 3.5% 15aug2046, USD   USD 08/15/2046 03/22/2017 **.** *.** 03/22/2017 **.*** *.**
Bayer US Finance, 1.5% 6oct2017, USD   USD 10/06/2017 03/22/2017 **.** *.** 03/22/2017 *** *.**
Bayer US Finance, 2.375% 8oct2019, USD   USD 10/08/2019 03/22/2017 ***.** *.** 03/22/2017 ***.** *.**
Bayer US Finance, 3% 8oct2021, USD   USD 10/08/2021 03/22/2017 ***.** *.** 03/22/2017 ***.** *.**
Bayer US Finance, 3.375% 8oct2024, USD   USD 10/08/2024 03/22/2017 ***.** *.** 03/22/2017 ***.** *.**
Bear Stearns, 6% 13jun2017, EUR   EUR 06/13/2017 03/22/2017 **.** * 03/22/2017 ***.** *
Becton Dickinson, 1% 15dec2022, EUR   EUR 12/15/2022 03/22/2017 ***.** *.** 03/22/2017 ***.** *.**
Becton Dickinson, 1.9% 15dec2026, EUR   EUR 12/15/2026 03/22/2017 ***.* *.** 03/22/2017 ***.** *.**
Becton Dickinson, 3.3% 1mar2023, USD   USD 03/01/2023 03/22/2017 ***.*** *.** 03/22/2017 ***.*** *.**
Becton Dickinson, 3.875% 15may2024, USD   USD 05/15/2024 03/22/2017 ***.*** *.** 03/22/2017 ***.*** *.**
Becton Dickinson, 4.875% 15may2044, USD   USD 05/15/2044 03/22/2017 ***.*** *.** 03/22/2017 ***.** *.**
Becton Dickinson, 6.375% 1aug2019, USD   USD 08/01/2019 03/22/2017 ***.*** *.** 03/22/2017 ***.*** *.**
Belden, 4.125% 15oct2026, EUR   EUR 10/15/2026 03/22/2017 ***.*** *.** 03/22/2017 ***.*** *.**
Belden, 5.5% 1sep2022, USD   USD 09/01/2022 03/22/2017 * 03/22/2017 ***.* *.**
Bemis, 3.1% 15sep2026, USD   USD 09/15/2026 03/22/2017 **.*** *.** 03/22/2017 **.*** *.**
Berkshire Hathaway, 0.25% 17jan2021, EUR   EUR 01/17/2021 03/22/2017 ***.** *.** 03/22/2017 ***.** *.**
Berkshire Hathaway, 0.5% 13mar2020, EUR   EUR 03/13/2020 03/22/2017 ***.*** *.** 03/22/2017 ***.*** *.**
Berkshire Hathaway, 0.625% 17jan2023, EUR   EUR 01/17/2023 03/22/2017 **.** *.** 03/22/2017 **.** *.**
Berkshire Hathaway, 0.75% 16mar2023, EUR   EUR 03/16/2023 03/22/2017 ***.*** *.** 03/22/2017 ***.** *.**
Berkshire Hathaway, 0.75% 16mar2027, EUR   EUR 03/16/2027 03/22/2017 **.*** *.* 03/22/2017 **.** *.**
Berkshire Hathaway, 1.15% 15aug2018, USD   USD 08/15/2018 03/22/2017 **.*** *.** 03/22/2017 **.*** *.**
Berkshire Hathaway, 1.3% 15mar2024, EUR   EUR 03/15/2024 03/22/2017 ***.* *.** 03/22/2017 ***.** *.**
Berkshire Hathaway, 1.625% 16mar2035, EUR   EUR 03/16/2035 03/22/2017 **.*** *.** 03/22/2017 **.** *.**
Berkshire Hathaway, 2.15% 15mar2028, EUR   EUR 03/15/2028 03/22/2017 ***.*** *.** 03/22/2017 ***.*** *.**
Berkshire Hathaway, 2.2% 15mar2021, USD   USD 03/15/2021 03/22/2017 **.** *.** 03/22/2017 ***.** *.**
Berkshire Hathaway, 2.4% 1feb2020, USD   USD 02/01/2020 03/22/2017 ***.*** *.** 03/22/2017 ***.* *.**
Berkshire Hathaway, 2.75% 15mar2023, USD   USD 03/15/2023 03/22/2017 **.** *.** 03/22/2017 ***.*** *.**
Berkshire Hathaway, 3.125% 15mar2026, USD   USD 03/15/2026 03/22/2017 **.*** *.** 03/22/2017 **.*** *.**
Berkshire Hathaway, 4.5% 1feb2045, USD   USD 02/01/2045 03/22/2017 ***.*** *.* 03/22/2017 ***.*** *.**
Berkshire Hathaway Energy, 1.10% 15may2017, USD   USD 05/15/2017 03/22/2017 **.*** *.* 03/22/2017 ***.*** *.**
Berkshire Hathaway Energy, 3.5% 1feb2025, USD   USD 02/01/2025 03/22/2017 ***.*** *.** 03/22/2017 ***.*** *.**
Berkshire Hathaway Fin, 1.3% 15aug2019, USD   USD 08/15/2019 03/22/2017 **.*** *.** 03/22/2017 **.*** *.**
Berkshire Hathaway Fin, 1.45% 7mar2018, USD   USD 03/07/2018 03/22/2017 ***.*** *.** 03/22/2017 ***.*** *.**
Berkshire Hathaway Fin, 1.6% 15may2017, USD   USD 05/15/2017 03/22/2017 ***.** *.* 03/22/2017 ***.*** *.**
Berkshire Hathaway Fin, 1.7% 15mar2019, USD   USD 03/15/2019 03/22/2017 ***.** *.** 03/22/2017 ***.** *.**
Berkshire Hathaway Fin, 5.4% 15may2018, USD   USD 05/15/2018 03/22/2017 ***.*** *.** 03/22/2017 ***.** *.**
BGC Partners, 5.125% 27may2021, USD   USD 05/27/2021 03/22/2017 ***.** *.** 03/22/2017 ***.*** *.**
BGC Partners, 5.125% 27may2021, USD   USD 05/27/2021 03/22/2017 ***.* *.** 03/22/2017 ***.*** *.**
BGC Partners, 5.375% 9dec2019, USD   USD 12/09/2019 03/22/2017 ***.*** *.* 03/22/2017 ***.*** *.**
BGE, 2.4% 15aug2026, USD   USD 08/15/2026 03/22/2017 **.** *.** 03/22/2017 **.*** *.**
BGE, 3.5% 15aug2046, USD   USD 08/15/2046 03/22/2017 **.*** *.** 03/22/2017 **.*** *.**
Biogen Idec, 2.9% 15sep2020, USD   USD 09/15/2020 03/22/2017 ***.*** *.** 03/22/2017 ***.*** *.**
Biogen Idec, 3.625% 15sep2022, USD   USD 09/15/2022 03/22/2017 ***.** *.** 03/22/2017 ***.*** *.**
Biogen Idec, 4.05% 15sep2025, USD   USD 09/15/2025 03/22/2017 ***.* *.** 03/22/2017 ***.** *.**
Biogen Idec, 5.2% 15sep2045, USD   USD 09/15/2045 03/22/2017 ***.*** *.** 03/22/2017 ***.** *.**
Black Hills, 3.15% 15jan2027, USD   USD 01/15/2027 03/22/2017 **.*** *.** 03/22/2017 **.*** *.*
Blackboard, 7.75% 15nov2019, USD   USD 11/15/2019 03/22/2017 **.** * 03/22/2017 *** *.**
BlackRock, 1.25% 6may2025, EUR   EUR 05/06/2025 03/22/2017 ***.** *.** 03/22/2017 ***.*** *.**
Blackstone Holdings Finance, 1% 5oct2026, EUR   EUR 10/05/2026 03/22/2017 **.** *.** 03/22/2017 **.** *.**
Blackstone Holdings Finance, 2% 19may2025, EUR   EUR 05/19/2025 03/22/2017 ***.** *.** 03/22/2017 ***.*** *.**
BMW US Capital, 1.125% 18sep2021, EUR   EUR 09/18/2021 03/22/2017 ***.** *.** 03/22/2017 ***.** *.**
BMW US Capital, 1.45% 13sep2019, USD   USD 09/13/2019 03/22/2017 **.** *.** 03/22/2017 *
BMW US Capital, 1.5% 11apr2019, USD   USD 04/11/2019 03/22/2017 **.** *.** 03/22/2017 **.** *.**
BMW US Capital, 1.85% 15sep2021, USD   USD 09/15/2021 03/22/2017 **.** *.** 03/22/2017 **.** *.**
BMW US Capital, 2% 11apr2021, USD   USD 04/11/2021 03/22/2017 **.** *.** 03/22/2017 **.* *.**
BMW US Capital, 2.25% 15sep2023, USD   USD 09/15/2023 03/22/2017 **.** *.** 03/22/2017 **.** *.**
BMW US Capital, 2.75% 2dec2019, AUD   AUD 12/02/2019 03/22/2017 ***.** *.** 03/22/2017 ***.** *.*
BMW US Capital, 2.8% 11apr2026, USD   USD 04/11/2026 03/22/2017 **.** *.** 03/22/2017 **.** *.**
BMW US Capital, FRN 18mar2019, EUR   EUR 03/18/2019 03/22/2017 ***.** * 03/22/2017 ***.** *
BNSF, 3% 1apr2025, USD   USD 04/01/2025 03/22/2017 **.** *.* 03/22/2017 **.*** *.**
BNSF, 3.25% 15jun2027, USD   USD 06/15/2027 03/22/2017 ***.** *.** 03/22/2017 ***.*** *.**
BNSF, 4.125% 15jun2047, USD   USD 06/15/2047 03/22/2017 **.*** *.** 03/22/2017 ***.*** *.**
BNSF, 4.15% 1apr2045, USD   USD 04/01/2045 03/22/2017 **.*** *.** 03/22/2017 ***.*** *.**
BNY Mellon, 4.62% perp., USD   USD 03/22/2017 **.** * 03/22/2017 **.** *
BNY Mellon, 6.044% 20jun2017, USD   USD 06/20/2017 03/22/2017 ***.*** *.** 03/22/2017 ***.*** *.**
Boardwalk Pipeline Partners, 4.45% 15jul2027, USD   USD 07/15/2027 03/22/2017 ***.*** *.** 03/22/2017 ***.** *.**
Boeing, 1.875% 15jun2023, USD   USD 06/15/2023 03/22/2017 **.** *.** 03/22/2017 **.*** *.**
Boeing, 2.125% 1mar2022, USD   USD 03/01/2022 03/22/2017 **.** *.** 03/22/2017 **.*** *.**
Boeing, 2.25% 15jun2026, USD   USD 06/15/2026 03/22/2017 **.** *.** 03/22/2017 **.*** *.**
Boeing, 2.8% 1mar2027, USD   USD 03/01/2027 03/22/2017 **.** *.** 03/22/2017 **.** *.**
Boeing, 3.375% 15jun2046, USD   USD 06/15/2046 03/22/2017 **.** *.** 03/22/2017 **.* *.**
Boeing, 3.65% 1mar2047, USD   USD 03/01/2047 03/22/2017 **.*** *.** 03/22/2017 **.*** *.**
BorgWarner, 1.80% 7nov2022, EUR   EUR 11/07/2022 03/22/2017 ***.* *.** 03/22/2017 ***.** *.**
BorgWarner, 3.375% 15mar2025, USD   USD 03/15/2025 03/22/2017 **.*** *.** 03/22/2017 **.*** *.**
BorgWarner, 4.375% 15mar2045, USD   USD 03/15/2045 03/22/2017 **.*** *.** 03/22/2017 **.*** *.**
Boston Properties, 2.750% 1oct2026, USD   USD 10/01/2026 03/22/2017 **.*** *.** 03/22/2017 **.*** *.**
Boston Scientific, 2.85% 15may2020, USD   USD 05/15/2020 03/22/2017 ***.** *.* 03/22/2017 ***.** *.**
Boston Scientific, 3.375% 15may2022, USD   USD 05/15/2022 03/22/2017 ***.*** *.** 03/22/2017 ***.*** *.**
Boston Scientific, 3.85% 15may2025, USD   USD 05/15/2025 03/22/2017 ***.*** *.** 03/22/2017 ***.*** *.**
BP Capital Markets America, 4.2% 15jun2018, USD   USD 06/15/2018 03/22/2017 ***.*** *.** 03/22/2017 ***.*** *.**
Branch Banking and Trust, 3.8% 30oct2026, USD   USD 10/30/2026 03/22/2017 ***.*** *.** 03/22/2017 ***.*** *.**
BreitBurn Energy Partners, 7.875% 15apr2022, USD   USD 04/15/2022 03/22/2017 **.* **.** 03/22/2017 **.** **.**
Bristol Myers Squibb, 1% 15may2025, EUR   EUR 05/15/2025 03/22/2017 ***.** *.** 03/22/2017 ***.** *.**
Bristol Myers Squibb, 1.6% 27feb2019, USD   USD 02/27/2019 03/22/2017 **.** *.* 03/22/2017 **.** *.**
Bristol Myers Squibb, 1.75% 15may2035, EUR   EUR 05/15/2035 03/22/2017 **.*** *.** 03/22/2017 **.** *.**
Bristol Myers Squibb, 3.25% 1nov2023, USD   USD 11/01/2023 03/22/2017 ***.** *.** 03/22/2017 ***.*** *.**
Bristol Myers Squibb, 3.25% 27feb2027, USD   USD 02/27/2027 03/22/2017 **.*** *.** 03/22/2017 **.*** *.**
British Transco Finance Inc, 6.625% 1jun2018   USD 06/01/2018 03/22/2017 ***.*** *.* 03/22/2017 ***.*** *.*
Brixmor OP, 3.25% 15sep2023, USD   USD 09/15/2023 03/22/2017 **.*** *.** 03/22/2017 **.*** *.**
Brixmor OP, 3.9% 15mar2027, USD   USD 03/15/2027 03/22/2017 **.** *.** 03/22/2017 *** *.**
Broadcom, 2.375% 15jan2020, USD   USD 01/15/2020 03/22/2017 ***.** *.** 03/22/2017 ***.** *.*
Broadcom, 2.5% 15aug2022, USD   USD 08/15/2022 03/22/2017 **.*** *.** 03/22/2017 **.*** *.**
Broadcom, 3% 15jan2022, USD   USD 01/15/2022 03/22/2017 ***.* *.** 03/22/2017 ***.* *.**
Broadcom, 3.625% 15jan2024, USD   USD 01/15/2024 03/22/2017 ***.** *.** 03/22/2017 ***.* *.**
Broadcom, 3.875% 15jan2027, USD   USD 01/15/2027 03/22/2017 ***.** *.** 03/22/2017 ***.** *.**
Brown-Forman, 1.2% 7jul2026, EUR   EUR 07/07/2026 03/22/2017 **.** *.** 03/22/2017 ***.*** *.**
Brown-Forman, 2.6% 7jul2028, GBP   GBP 07/07/2028 03/22/2017 ***.* *.** 03/22/2017 ***.** *.**
Buckeye Partners, 3.95% 1dec2026, USD   USD 12/01/2026 03/22/2017 **.*** *.* 03/22/2017 **.** *.**
Bunge Limited Finance, 3.25% 15aug2026, USD   USD 08/15/2026 03/22/2017 **.*** *.** 03/22/2017 **.* *.**
Bunge Ltd, 1.85% 16jun2023, EUR   EUR 06/16/2023 03/22/2017 ***.** *.** 03/22/2017 ***.** *.**
Burger King, 6% 1apr2022, USD   USD 04/01/2022 03/22/2017 *** *.** 03/22/2017 ***.** *.**
CA Technologies, 3.6% 1aug2020, USD   USD 08/01/2020 03/22/2017 ***.*** *.** 03/22/2017 ***.** *.**
CA Technologies, 5.375% 1dec2019, USD   USD 12/01/2019 03/22/2017 ***.*** *.** 03/22/2017 ***.*** *.*
CA, Inc., 3.6% 15aug2022, USD   USD 08/15/2022 03/22/2017 ***.*** *.** 03/22/2017 ***.** *.**
CA, Inc., 4.7% 15mar2027, USD   USD 03/15/2027 03/22/2017 ***.*** *.** 03/22/2017 ***.*** *.**
Cameron International, 6.375% 15jul2018, USD   USD 07/15/2018 03/22/2017 ***.*** * 03/22/2017 ***.*** *.**
Campbell Soup, 3.3% 19mar2025, USD   USD 03/19/2025 03/22/2017 ***.*** *.** 03/22/2017 ***.*** *.**
Capital One Financial Corporation, 1.65% 5feb2018, USD   USD 02/05/2018 03/22/2017 **.*** *.** 03/22/2017 ***.*** *.**
Capital One Financial Corporation, 2.95% 23jul2021, USD   USD 07/23/2021 03/22/2017 ***.*** *.* 03/22/2017 ***.*** *.**
Capital One Financial Corporation, 3.05% 9mar2022, USD   USD 03/09/2022 03/22/2017 ***.** *.** 03/22/2017 ***.** *.**
Capital One Financial Corporation, 3.2% 5feb2025, USD   USD 02/05/2025 03/22/2017 **.*** *.** 03/22/2017 **.** *.**
Capital One Financial Corporation, 3.75% 28jul2026, USD   USD 07/28/2026 03/22/2017 **.*** *.** 03/22/2017 **.*** *.**
Capital One Financial Corporation, 3.75% 9mar2027, USD   USD 03/09/2027 03/22/2017 **.*** *.** 03/22/2017 **.*** *.**
Capital One Financial Corporation, FRN 9mar2022, USD   USD 03/09/2022 03/22/2017 **.* * 03/22/2017 ***.** *
Cardinal Health, 1.7% 15mar2018, USD   USD 03/15/2018 03/22/2017 **.*** *.** 03/22/2017 ***.*** *.**
Cardinal Health, 3.75% 15sep2025, USD   USD 09/15/2025 03/22/2017 ***.*** *.** 03/22/2017 ***.*** *.*
Cardinal Health, 4.9% 15sep2045, USD   USD 09/15/2045 03/22/2017 ***.*** *.** 03/22/2017 ***.*** *.**
Cargill Inc, 1.875% 4sep2019, EUR   EUR 09/04/2019 03/22/2017 ***.** *.** 03/22/2017 ***.* -*.**
Cargill Inc, 2.5% 15feb2023, EUR   EUR 02/15/2023 03/22/2017 ***.** *.** 03/22/2017 ***.** *.**
Cargill Inc, 4.875% 29may2017, EUR   EUR 05/29/2017 03/22/2017 ***.* *.** 03/22/2017 ***.** -*.**
Cargill Inc, 5.375% 2mar2037, GBP   GBP 03/02/2037 03/22/2017 ***.**** *.** 03/22/2017 ***.**** *.**
Carlson Travel, FRN 15jun2023, EUR   EUR 06/15/2023 03/22/2017 ***.** * 03/22/2017 ***.** *
Carnival Corp, 1.625% 22feb2021, EUR   EUR 02/22/2021 03/22/2017 ***.*** *.** 03/22/2017 ***.** *.**
Catalent Pharma Solutions, 4.75% 15dec2024, EUR   EUR 12/15/2024 03/22/2017 ***.** *.** 03/22/2017 ***.** *.**
Caterpillar, 3.55% 23jun2018, CNY   CNY 06/23/2018 03/22/2017 **.*** *.** 03/22/2017 **.*** *.**
Caterpillar Financial Services, 1.35% 18may2019, USD   USD 05/18/2019 03/22/2017 **.** *.** 03/22/2017 **.*** *.**
Caterpillar Financial Services, 3.4% 25nov2017, CNY   CNY 11/25/2017 03/22/2017 **.** *.* 03/22/2017 **.** *.**
CBL, 5.25% 1dec2023, USD   USD 12/01/2023 03/22/2017 **.*** *.** 03/22/2017 **.*** *.**
CBL & Associates Limited Partnership, 5.95% 15dec2026, USD   USD 12/15/2026 03/22/2017 **.*** *.** 03/22/2017 **.*** *.**
CBOE Holdings, 3.65% 12jan2027, USD   USD 01/12/2027 03/22/2017 ***.*** *.** 03/22/2017 ***.** *.**
CBRE Group, 4.875% 1mar2026, USD   USD 03/01/2026 03/22/2017 ***.*** *.** 03/22/2017 ***.*** *.**
CBS, 3.5% 15jan2025, USD   USD 01/15/2025 03/22/2017 **.*** *.** 03/22/2017 **.** *.**
CBS, 4% 15jan2025, USD   USD 01/15/2026 03/22/2017 ***.*** *.** 03/22/2017 ***.*** *.**
CBS, 4.6% 15jan2045, USD   USD 01/15/2045 03/22/2017 **.*** *.** 03/22/2017 **.** *.**
Celanese, 1.125% 26sep2023, EUR   EUR 09/26/2023 03/22/2017 **.** *.** 03/22/2017 **.*** *.**
Celanese, 3.25% 15oct2019, EUR   EUR 10/15/2019 03/22/2017 ***.** *.** 03/22/2017 ***.** *.**
Celgene, 2.125% 15aug2018, USD   USD 08/15/2018 03/22/2017 ***.* *.** 03/22/2017 ***.** *.*
Celgene, 2.875% 15aug2020, USD   USD 08/15/2020 03/22/2017 ***.*** *.** 03/22/2017 ***.*** *.**
Celgene, 3.55% 15aug2022, USD   USD 08/15/2022 03/22/2017 ***.*** *.** 03/22/2017 ***.** *.**
Celgene, 3.875% 15aug2025, USD   USD 08/15/2025 03/22/2017 ***.*** *.** 03/22/2017 ***.*** *.**
Celgene, 5% 15aug2045, USD   USD 08/15/2045 03/22/2017 ***.*** *.** 03/22/2017 ***.*** *.**
CenturyLink, 5.625% 1apr2025, USD   USD 04/01/2025 03/22/2017 **.** *.** 03/22/2017 ** *.**
CenturyLink, 5.8% 15mar2022, USD   USD 03/15/2022 03/22/2017 ***.* *.** 03/22/2017 ***.* *.**
CenturyLink, 7.5% 1apr2024, USD   USD 04/01/2024 03/22/2017 ***.* *.** 03/22/2017 *** *.**
Charles Schwab, 1.5% 10mar2018, USD   USD 03/10/2018 03/22/2017 **.** *.** 03/22/2017 ***.*** *.**
Charles Schwab, 3% 10mar2025, USD   USD 03/10/2025 03/22/2017 **.*** *.** 03/22/2017 **.*** *.**
Charles Schwab, 3.2% 2mar2027, USD   USD 03/02/2027 03/22/2017 **.*** *.* 03/22/2017 **.*** *.**
Charles Schwab, 3.225% 1sep2022, USD   USD 09/01/2022 03/22/2017 ***.*** *.** 03/22/2017 ***.** *.**
Charles Schwab, 4.625% perp., USD   USD 03/22/2017 ** * 03/22/2017 ** *
Charter Communications Operating, 3.579% 23jul2020, USD   USD 07/23/2020 03/22/2017 ***.** *.** 03/22/2017 ***.** *.**
Charter Communications Operating, 4.908% 23jul2025, USD   USD 07/23/2025 03/22/2017 ***.** *.** 03/22/2017 ***.** *.**
Chemours, 6.125% 15may2023, EUR   EUR 05/15/2023 03/22/2017 ***.*** *.** 03/22/2017 ***.** *.**
Chemours, 6.125% 2023, EUR   EUR 05/15/2023 03/22/2017 **.** *.** 03/22/2017 ***.** *.**
Chevron, 1.345% 15nov2017, USD   USD 11/15/2017 03/22/2017 **.*** *.** 03/22/2017 ***.*** *.**
Chevron, 1.365% 2mar2018, USD   USD 03/02/2018 03/22/2017 **.*** *.** 03/22/2017 ***.** *.**
Chevron, 1.686% 28feb2019, USD   USD 02/28/2019 03/22/2017 ***.** *.** 03/22/2017 ***.** *.**
Chevron, 1.961% 3mar2020, USD   USD 03/03/2020 03/22/2017 **.*** *.** 03/22/2017 ***.*** *.**
Chevron, 1.991% 3mar2020, USD   USD 03/03/2020 03/22/2017 *** * 03/22/2017 ***.*** *.**
Chevron, 2.411% 3mar2022, USD   USD 03/03/2022 03/22/2017 **.*** *.** 03/22/2017 **.** *.**
Chevron, 2.498% 3mar2022, USD   USD 03/03/2022 03/22/2017 **.* *.** 03/22/2017 ***.*** *.**
Chevron, 2.895% 3mar2024, USD   USD 03/03/2024 03/22/2017 **.*** *.** 03/22/2017 ***.** *.*
Chevron, FRN 28feb2019, USD   USD 02/28/2019 03/22/2017 ***.** * 03/22/2017 ***.** *
Chevron, FRN 3mar2020, USD   USD 03/03/2020 03/22/2017 **.** * 03/22/2017 ***.** *
Chevron, FRN 3mar2022, USD   USD 03/03/2022 03/22/2017 ***.** * 03/22/2017 ***.** *
China Merchants Bank (NY), 2.375% 14may2018   USD 05/14/2018 03/22/2017 **.*** *.** 03/22/2017 ***.*** *.**
Chubb INA Holdings, 3.15% 15mar2025, USD   USD 03/15/2025 03/22/2017 **.*** *.** 03/22/2017 ***.*** *.**
Cigna, 3.25% 15apr2025, USD   USD 04/15/2025 03/22/2017 **.*** *.** 03/22/2017 **.*** *.**
Cisco Systems, 1.4% 20sep2019, USD   USD 09/20/2019 03/22/2017 **.*** *.** 03/22/2017 **.** *.**
Cisco Systems, 1.4% 28feb2018, USD   USD 02/28/2018 03/22/2017 ***.*** *.** 03/22/2017 ***.** *.**
Cisco Systems, 1.65% 15jun2018, USD   USD 06/15/2018 03/22/2017 ***.** *.** 03/22/2017 ***.** *.**
Cisco Systems, 1.85% 20sep2021, USD   USD 09/20/2021 03/22/2017 **.*** *.** 03/22/2017 **.*** *.**
Cisco Systems, 2.2% 20sep2023, USD   USD 09/20/2023 03/22/2017 **.*** *.** 03/22/2017 **.*** *.**
Cisco Systems, 2.45% 15jun2020, USD   USD 06/15/2020 03/22/2017 ***.*** *.** 03/22/2017 ***.* *.**
Cisco Systems, 2.5% 20sep2026, USD   USD 09/20/2026 03/22/2017 **.** *.** 03/22/2017 **.*** *.**
Cisco Systems, 3% 15jun2022, USD   USD 06/15/2022 03/22/2017 ***.*** *.** 03/22/2017 ***.*** *.**
Cisco Systems, 3.5% 15jun2025, USD   USD 06/15/2025 03/22/2017 ***.*** *.** 03/22/2017 ***.** *.**
Cisco Systems, FRN 15jun2018, USD   USD 06/15/2018 03/22/2017 ***.** * 03/22/2017 ***.** *
Cisco Systems, FRN 20sep2019, USD   USD 09/20/2019 03/22/2017 ***.** * 03/22/2017 ***.** *
Citgo Holding, 10.75% 15feb2020, USD   USD 02/15/2020 03/22/2017 ***.** *.* 03/22/2017 ***.** *.**
Citigroup, 0.75% 26oct2023, EUR   EUR 10/26/2023 03/22/2017 **.** *.** 03/22/2017 **.*** *.**
Citigroup, 1.5% 26oct2028, EUR   EUR 10/26/2028 03/22/2017 **.** *.** 03/22/2017 **.*** *.**
Citigroup, 1.55% 14aug2017, USD   USD 08/14/2017 03/22/2017 **.*** *.** 03/22/2017 ***.** *.*
Citigroup, 1.7% 27apr2018, USD   USD 04/27/2018 03/22/2017 **.** *.** 03/22/2017 **.** *.**
Citigroup, 1.75% 27oct2021, EUR   EUR 10/27/2021 03/22/2017 ***.** *.** 03/22/2017 ***.** *.**
Citigroup, 1.75% 28jan2025, EUR   EUR 01/28/2025 03/22/2017 ***.** *.** 03/22/2017 ***.** *.**
Citigroup, 1.75% 29jan2018, EUR   EUR 01/29/2018 03/22/2017 ***.** -*.** 03/22/2017 ***.** -*.**
Citigroup, 1.85% 24nov2017, USD   USD 11/24/2017 03/22/2017 ***.** *.** 03/22/2017 ***.*** *.**
Citigroup, 2.125% 10sep2026, EUR   EUR 09/10/2026 03/22/2017 ***.** *.** 03/22/2017 ***.** *.**
Citigroup, 2.35% 2aug2021, USD   USD 08/02/2021 03/22/2017 **.*** *.** 03/22/2017 **.*** *.**
Citigroup, 2.375% 22may2024, EUR   EUR 05/22/2024 03/22/2017 ***.** *.** 03/22/2017 ***.* *.**
Citigroup, 2.4% 18feb2020, USD   USD 02/18/2020 03/22/2017 ***.*** *.** 03/22/2017 ***.*** *.**
Citigroup, 2.5% 29jul2019, USD   USD 07/29/2019 03/22/2017 ***.*** *.** 03/22/2017 ***.** *.**
Citigroup, 3% 25jun2018, NOK   NOK 06/25/2018 03/22/2017 ***.** *.** 03/22/2017 ***.** *.**
Citigroup, 3.2% 15jun2023, USD   USD 06/15/2023 03/22/2017 **.** * 03/22/2017 **.** *
Citigroup, 3.3% 27apr2025, USD   USD 04/27/2025 03/22/2017 **.** *.** 03/22/2017 **.** *.**
Citigroup, 3.39% 18nov2021, CAD   CAD 11/18/2021 03/22/2017 ***.** *.** 03/22/2017 ***.** *.**
Citigroup, 3.4% 21dec2018, EUR   EUR 12/21/2018 03/22/2017 * 03/22/2017 ***.** -*.**
Citigroup, 3.5% 19aug2024, NOK   NOK 08/19/2024 03/22/2017 ***.** *.** 03/22/2017 ***.** *.**
Citigroup, 3.5% 8apr2020, SGD   SGD 04/08/2020 03/22/2017 **.*** * 03/22/2017 **.*** *
Citigroup, 3.75% 27oct2023, AUD   AUD 10/27/2023 03/22/2017 ***.** *.** 03/22/2017 ***.** *.**
Citigroup, 3.75% 4may2021, AUD   AUD 05/04/2021 03/22/2017 ***.** *.** 03/22/2017 ***.* *.*
Citigroup, 3.875% 26mar2025, USD   USD 03/26/2025 03/22/2017 **.* *.** 03/22/2017 **.** *.**
Citigroup, 4% 18feb2022, USD   USD 02/18/2022 03/22/2017 **.** * 03/22/2017 **.** *
Citigroup, 4.09% 9jun2025, CAD   CAD 06/09/2025 03/22/2017 ***.** *.** 03/22/2017 ***.** *.**
Citigroup, 4.125% 25jul2028, USD   USD 07/25/2028 03/22/2017 **.*** *.** 03/22/2017 **.** *.**
Citigroup, 4.25% 25feb2030, EUR   EUR 02/25/2030 03/22/2017 ***.** * 03/22/2017 ***.** *
Citigroup, 4.3% 20nov2026, USD   USD 11/20/2026 03/22/2017 ***.*** *.** 03/22/2017 ***.*** *.**
Citigroup, 4.375% 2nov2018, EUR   EUR 11/02/2018 03/22/2017 ***.** -*.** 03/22/2017 ***.** -*.**
Citigroup, 4.75% 10feb2019, EUR   EUR 02/10/2019 03/22/2017 ***.** * 03/22/2017 ***.** *
Citigroup, 5% 2aug2019, EUR   EUR 08/02/2019 03/22/2017 ***.** *.** 03/22/2017 ***.** *.**
Citigroup, 5.13% 12nov2019, NZD   NZD 11/12/2019 03/22/2017 ***.** *.** 03/22/2017 ***.** *.**
Citigroup, 5.16% 24may2027, CAD   CAD 05/24/2027 03/22/2017 ***.** * 03/22/2017 ***.** *
Citigroup, 5.3% 6may2044, USD   USD 05/06/2044 03/22/2017 ***.** *.* 03/22/2017 ***.** *.**
Citigroup, 5.35% perp., USD   USD 03/22/2017 **.** * 03/22/2017 ***.** *
Citigroup, 5.875% 1jul2024, GBP   GBP 07/01/2024 03/22/2017 ***.** *.** 03/22/2017 ***.** *.**
Citigroup, 5.875% 22feb2033, USD   USD 02/22/2033 03/22/2017 ***.*** *.** 03/22/2017 ***.*** *.**
Citigroup, 5.875% perp., USD   USD 03/22/2017 ***.*** * 03/22/2017 ***.** *
Citigroup, 5.95% perp., USD   USD 03/22/2017 ***.** * 03/22/2017 ***.** *
Citigroup, 6.125% perp., USD   USD 03/22/2017 ***.** * 03/22/2017 ***.** *
Citigroup, 6.25% 29jun2017, NZD   NZD 06/29/2017 03/22/2017 *** *.** 03/22/2017 ***.** *.**
Citigroup, 6.25% perp., USD   USD 03/22/2017 ***.** * 03/22/2017 ***.** *
Citigroup, 6.3% perp., USD   USD 03/22/2017 ***.** * 03/22/2017 ***.** *
Citigroup, 7.375% 1sep2039, GBP   GBP 09/01/2039 03/22/2017 ***.*** *.** 03/22/2017 ***.*** *.**
Citigroup, 7.375% 4sep2019, EUR   EUR 09/04/2019 03/22/2017 ***.** *.* 03/22/2017 ***.** *.*
Citigroup, 7.625% 3apr2018, GBP   GBP 04/03/2018 03/22/2017 ***.** *.** 03/22/2017 ***.** *.**
Citigroup, FRN 11nov2019, EUR   EUR 11/11/2019 03/22/2017 ***.* * 03/22/2017 ***.** *
Citigroup, FRN 1sep2023, USD   USD 09/01/2023 03/22/2017 ***.** * 03/22/2017 ***.** *
Citigroup, FRN 24may2021, EUR   EUR 05/24/2021 03/22/2017 ***.* * 03/22/2017 ***.** *
Citigroup, FRN 27apr2018, USD   USD 04/27/2018 03/22/2017 ***.** * 03/22/2017 ***.** *
Citigroup, FRN 27oct2023, AUD   AUD 10/27/2023 03/22/2017 ***.** * 03/22/2017 ***.** *
Citigroup, FRN 2aug2021, USD   USD 08/02/2021 03/22/2017 ***.** * 03/22/2017 ***.** *
Citigroup, FRN 30nov2018, EUR   EUR 11/30/2018 03/22/2017 ***.** * 03/22/2017 ***.* *
Citigroup, FRN 4may2021, AUD   AUD 05/04/2021 03/22/2017 ***.** * 03/22/2017 ***.** *
Citigroup, FRN 6jan2020, USD   USD 01/06/2020 03/22/2017 **.**** * 03/22/2017 **.**** *
Citigroup, FRN 7aug2019, AUD   AUD 08/07/2019 03/22/2017 ***.** * 03/22/2017 ***.** *
Citigroup Funding Inc., 5.5% 13sep2025, USD   USD 09/13/2025 03/22/2017 ***.*** *.** 03/22/2017 ***.** *.**
Citigroup Global Markets, 2.5% 30sep2026, USD   USD 09/30/2026 03/22/2017 **.** * 03/22/2017 **.** *
Citigroup Global Markets, 5% 3mar2021, USD   USD 03/03/2021 03/22/2017 **.** * 03/22/2017 **.** *
Citizens Financial Group, 2.375% 28jul2021, USD   USD 07/28/2021 03/22/2017 **.*** *.** 03/22/2017 **.*** *.**
CME Group, 3% 15mar2025, USD   USD 03/15/2025 03/22/2017 ***.*** *.** 03/22/2017 ***.*** *.**
CMS Energy, 2.95% 15feb2027, USD   USD 02/15/2027 03/22/2017 **.*** *.** 03/22/2017 **.*** *.**
CMS Energy, 3% 15may2026, USD   USD 05/15/2026 03/22/2017 **.*** *.** 03/22/2017 **.*** *.**
CMS Energy, 3.45% 15aug2027, USD   USD 08/15/2027 03/22/2017 **.*** *.** 03/22/2017 **.** *.**
CNH Industrial Capital, 3.625% 15apr2018, USD   USD 04/15/2018 03/22/2017 **.* *.** 03/22/2017 ***.** *.**
CNH Industrial Capital, 3.875% 16jul2018, USD   USD 07/16/2018 03/22/2017 ***.** *.** 03/22/2017 ***.** *.**
Coach, 4.25% 1apr2025, USD   USD 04/01/2025 03/22/2017 ***.*** *.** 03/22/2017 ***.** *.**
Coca-Cola Enterprises, 1.875% 18mar2030, EUR   EUR 03/18/2030 03/22/2017 ***.*** *.** 03/22/2017 ***.* *.**
Coca-Cola Enterprises, 2% 5dec2019, EUR   EUR 12/05/2019 03/22/2017 ***.** *.** 03/22/2017 ***.** *.**
Coca-Cola Enterprises, 2.375% 7may2025, EUR   EUR 05/07/2025 03/22/2017 ***.*** *.** 03/22/2017 ***.** *.*
Coca-Cola Enterprises, 2.625% 6nov2023, EUR   EUR 11/06/2023 03/22/2017 ***.** *.** 03/22/2017 ***.*** *.*
Coca-Cola Enterprises, 2.75% 6may2026, EUR   EUR 05/06/2026 03/22/2017 ***.*** *.** 03/22/2017 ***.** *.**
Coca-Cola Enterprises, 3.125% 29sep2017, EUR   EUR 09/29/2017 03/22/2017 ***.*** -*.** 03/22/2017 ***.*** -*.**
Colgate-Palmolive, FRN 14may2019, EUR   EUR 05/14/2019 03/22/2017 ***.* * 03/22/2017 ***.*** *
Columbia Pipeline Group Inc., 2.45% 1jun2018   USD 06/01/2018 03/22/2017 **.** *.** 03/22/2017 **.** *.**
Columbia Pipeline Group Inc., 2.45% 1jun2018, USD   USD 06/01/2018 03/22/2017 ***.*** *.** 03/22/2017 ***.*** *.**
Columbia Property Trust Operating Partnership, 3.65% 15aug2026, USD   USD 08/15/2026 03/22/2017 **.*** *.** 03/22/2017 **.*** *.**
Comcast, 1.625% 15jan2022, USD   USD 01/15/2022 03/22/2017 **.*** *.** 03/22/2017 **.*** *.*
Comcast, 2.350% 15jan2027, USD   USD 01/15/2027 03/22/2017 **.*** *.** 03/22/2017 **.** *.**
Comcast, 3.15% 1mar2026, USD   USD 03/01/2026 03/22/2017 **.*** *.** 03/22/2017 **.*** *.**
Comcast, 3.2% 15jul2036, USD   USD 07/15/2036 03/22/2017 **.*** *.** 03/22/2017 **.*** *.**
Comcast, 3.4% 15jul2046, USD   USD 07/15/2046 03/22/2017 **.** *.** 03/22/2017 **.*** *.**
Commonwealth Edison, 2.55% 15jun2026, USD   USD 06/15/2026 03/22/2017 **.*** *.** 03/22/2017 **.*** *.**
Commonwealth Edison, 3.650% 15jun2046, USD   USD 06/15/2046 03/22/2017 **.*** *.** 03/22/2017 **.** *
Commonwealth Edison, 3.7% 1mar2045, USD   USD 03/01/2045 03/22/2017 **.*** *.** 03/22/2017 **.*** *
Concho Resources, 5.5% 1apr2023, USD   USD 04/01/2023 03/22/2017 ***.** *.** 03/22/2017 ***.** *.*
ConocoPhillips, 5.75% 1feb2019, USD   USD 02/01/2019 03/22/2017 ***.*** *.** 03/22/2017 ***.*** *.**
ConocoPhillips, 5.9% 15oct2032, USD   USD 10/15/2032 03/22/2017 ***.*** *.** 03/22/2017 ***.*** *.**
ConocoPhillips, 6% 15jan2020, USD   USD 01/15/2020 03/22/2017 ***.*** *.** 03/22/2017 ***.*** *.**
ConocoPhillips, 6.5% 1feb2039, USD   USD 02/01/2039 03/22/2017 ***.*** *.** 03/22/2017 ***.*** *.*
ConocoPhillips Co, 1.05% 15dec2017, USD   USD 12/15/2017 03/22/2017 **.*** *.** 03/22/2017 **.*** *.**
ConocoPhillips Co, 1.5% 15may2018, USD   USD 05/15/2018 03/22/2017 **.*** *.** 03/22/2017 **.*** *.**
ConocoPhillips Co, 2.2% 15may2020, USD   USD 05/15/2020 03/22/2017 ***.*** *.* 03/22/2017 ***.*** *.**
ConocoPhillips Co, 2.4% 15dec2022, USD   USD 12/15/2022 03/22/2017 **.** * 03/22/2017 **.*** *.**
ConocoPhillips Co, 3.35% 15may2025, USD   USD 05/15/2025 03/22/2017 **.* *.** 03/22/2017 **.*** *.*
ConocoPhillips Co, 4.2% 15mar2021, USD   USD 03/15/2021 03/22/2017 ***.** *.** 03/22/2017 ***.*** *.**
ConocoPhillips Co, 4.95% 15mar2026, USD   USD 03/15/2026 03/22/2017 ***.*** *.** 03/22/2017 ***.*** *.*
ConocoPhillips Co, 5.95% 15mar2046, USD   USD 03/15/2046 03/22/2017 ***.*** *.** 03/22/2017 ***.*** *.**
Consumers Energy, 6.875% 1mar2018, USD   USD 03/01/2018 03/22/2017 ***.*** *.** 03/22/2017 ***.*** *.**
Continental Resources, 4.5% 15apr2023, USD   USD 04/15/2023 03/22/2017 **.** *.** 03/22/2017 **.** *.**
ContourGlobal Power, 5.125% 15jun2021, EUR   EUR 06/15/2021 03/22/2017 ***.** *.** 03/22/2017 ***.** *.**
COPT, 5% 1jul2025, USD   USD 07/01/2025 03/22/2017 ***.** *.** 03/22/2017 ***.*** *.**
Corning, 1.5% 8may2018, USD   USD 05/08/2018 03/22/2017 **.*** *.* 03/22/2017 ***.*** *.**
Corning, 2.9% 15may2022, USD   USD 05/15/2022 03/22/2017 **.*** *.** 03/22/2017 ***.*** *.**
Covidien International Finance, 2.95% 15jun2023, USD   USD 06/15/2023 03/22/2017 **.*** *.** 03/22/2017 ***.*** *.**
Covidien International Finance, 3.2% 15jun2022, USD   USD 06/15/2022 03/22/2017 ***.*** *.** 03/22/2017 ***.*** *.**
Covidien International Finance, 4.2% 15jun2020, USD   USD 06/15/2020 03/22/2017 ***.*** *.** 03/22/2017 ***.*** *.**
Covidien International Finance, 6% 15oct2017, USD   USD 10/15/2017 03/22/2017 ***.** *.** 03/22/2017 ***.* *.**
Credit Suisse AG (New York) Branch, 1.375% 26may2017, USD   USD 05/26/2017 03/22/2017 **.** *.** 03/22/2017 *** *.**
Credit Suisse AG (New York) Branch, 2.3% 28may2019, USD   USD 05/28/2019 03/22/2017 ***.*** *.** 03/22/2017 ***.** *.**
Credit Suisse AG (New York) Branch, 3% 29oct2021, USD   USD 10/29/2021 03/22/2017 ***.* *.** 03/22/2017 ***.*** *.**
Credit Suisse AG (New York) Branch, 6% 15feb2018, USD   USD 02/15/2018 03/22/2017 ***.*** *.** 03/22/2017 ***.** *.**
CRH America, 3.875% 18may2025, USD   USD 05/18/2025 03/22/2017 ***.* *.** 03/22/2017 ***.** *.**
Crown Castle International, 2.25% 1sep2021, USD   USD 09/01/2021 03/22/2017 **.*** *.** 03/22/2017 **.*** *.**
Crown Castle International, 3.7% 15jun2026, USD   USD 06/15/2026 03/22/2017 **.*** *.** 03/22/2017 **.*** *.**
CSX Corporation, 2.6% 1nov2026, USD   USD 11/01/2026 03/22/2017 **.** *.* 03/22/2017 **.*** *.**
CSX Corporation, 3.8% 1nov2046, USD   USD 11/01/2046 03/22/2017 **.*** *.** 03/22/2017 **.*** *.**
CSX Corporation, 4.25% 1nov2066, USD   USD 11/01/2066 03/22/2017 **.*** *.** 03/22/2017 **.*** *.**
CubeSmart, 3.125% 1sep2026, USD   USD 09/01/2026 03/22/2017 **.*** *.** 03/22/2017 **.*** *.**
CVS Health, 1.9% 20jul2018, USD   USD 07/20/2018 03/22/2017 ***.** *.** 03/22/2017 ***.** *.**
CVS Health, 2.125% 1jun2021, USD   USD 06/01/2021 03/22/2017 **.*** *.** 03/22/2017 **.*** *.**
CVS Health, 2.8% 20jul2020, USD   USD 07/20/2020 03/22/2017 ***.** *.** 03/22/2017 ***.*** *.**
CVS Health, 2.875% 1jun2026, USD   USD 06/01/2026 03/22/2017 **.*** *.** 03/22/2017 **.*** *.**
CVS Health, 3.5% 20jul2022, USD   USD 07/20/2022 03/22/2017 ***.*** *.** 03/22/2017 ***.*** *.**
CVS Health, 3.875% 20jul2025, USD   USD 07/20/2025 03/22/2017 ***.** *.** 03/22/2017 ***.*** *.**
CVS Health, 4.875% 20jul2035, USD   USD 07/20/2035 03/22/2017 ***.*** *.** 03/22/2017 ***.*** *.**
CVS Health, 5.125% 20jul2045, USD   USD 07/20/2045 03/22/2017 ***.*** *.** 03/22/2017 ***.*** *.**
D.R. Horton, 4% 15feb2020, USD   USD 02/15/2020 03/22/2017 ***.** *.** 03/22/2017 *** *.**
Daimler Finance North America, 1.375% 1aug2017, USD   USD 08/01/2017 03/22/2017 **.** *.** 03/22/2017 ***.** *.**
Daimler Finance North America, 1.5% 5jul2019, USD   USD 07/05/2019 03/22/2017 **.** *.** 03/22/2017 **.* *
Daimler Finance North America, 1.65% 18may2018, USD   USD 05/18/2018 03/22/2017 **.** *.** 03/22/2017 **.** *.*
Daimler Finance North America, 1.75% 30oct2019, USD   USD 10/30/2019 03/22/2017 **.** *.** 03/22/2017 **.** *.**
Daimler Finance North America, 2% 6jul2021, USD   USD 07/06/2021 03/22/2017 **.** *.** 03/22/2017 **.** *.*
Daimler Finance North America, 2.125% 6apr2020, USD   USD 04/06/2020 03/22/2017 **.** *.** 03/22/2017 ***.** *.**
Daimler Finance North America, 2.2% 30oct2021, USD   USD 10/30/2021 03/22/2017 **.* *.** 03/22/2017 **.** *.**
Daimler Finance North America, 2.25% 2mar2020, USD   USD 03/02/2020 03/22/2017 **.** *.** 03/22/2017 ***.* *.**
Daimler Finance North America, 2.25% 31jul2019, USD   USD 07/31/2019 03/22/2017 ***.** *.** 03/22/2017 ***.** *.**
Daimler Finance North America, 2.25% 3sep2019, USD   USD 09/03/2019 03/22/2017 ***.** *.** 03/22/2017 ***.** *.**
Daimler Finance North America, 2.45% 18may2020, USD   USD 05/18/2020 03/22/2017 ***.** *.** 03/22/2017 ***.** *.**
Daimler Finance North America, 3.25% 1aug2024, USD   USD 08/01/2024 03/22/2017 *** *.** 03/22/2017 ***.** *.**
Daimler Finance North America, 3.3% 19may2025, USD   USD 05/19/2025 03/22/2017 **.** *.** 03/22/2017 ***.* *.**
Daimler Finance North America, 3.875% 15sep2021, USD   USD 09/15/2021 03/22/2017 ***.** *.* 03/22/2017 ***.* *.**
Daimler Finance North America, FRN 30oct2019, USD   USD 10/30/2019 03/22/2017 ***.** * 03/22/2017 ***.** *
Danaher, 1% 8jul2019, EUR   EUR 07/08/2019 03/22/2017 ***.** *.** 03/22/2017 ***.** *.**
Danaher, 1.65% 15sep2018, USD   USD 09/15/2018 03/22/2017 ***.** *.** 03/22/2017 ***.*** *.*
Danaher, 1.7% 4jan2022, EUR   EUR 01/04/2022 03/22/2017 ***.*** *.** 03/22/2017 ***.** *.*
Danaher, 2.4% 15sep2020, USD   USD 09/15/2020 03/22/2017 ***.*** *.** 03/22/2017 ***.*** *.**
Danaher, 2.5% 8jul2025, EUR   EUR 07/08/2025 03/22/2017 ***.*** *.** 03/22/2017 ***.** *.**
Danaher, 3.35% 15sep2025, USD   USD 09/15/2025 03/22/2017 ***.** *.** 03/22/2017 ***.*** *.**
Danaher, 4.375% 15sep2045, USD   USD 09/15/2045 03/22/2017 ***.*** *.** 03/22/2017 ***.*** *.**
Danaher, FRN 30jun2017, EUR   EUR 06/30/2017 03/22/2017 ***.*** *.** 03/22/2017 ***.** *.**
Darling Ingredients, 4.75% 30may2022, EUR   EUR 05/30/2022 03/22/2017 ***.*** *.* 03/22/2017 ***.** *.**
Dartmouth College, 4.95% 1mar2019, USD   USD 03/01/2019 03/22/2017 ***.*** *.** 03/22/2017 ***.*** *.**
Deere&Company, 2.6% 8jun2022, USD   USD 06/08/2022 03/22/2017 ***.*** *.** 03/22/2017 ***.*** *.**
Delhaize America, 9% 15apr2031   USD 04/15/2031 03/22/2017 ***.*** *.** 03/22/2017 ***.** *.**
Dell, 5.875% 15jun2019, USD   USD 06/15/2019 03/22/2017 ***.** *.** 03/22/2017 ***.* *.**
Dell, 6.5% 15apr2038, USD   USD 04/15/2038 03/22/2017 **.* *.** 03/22/2017 **.** *.**
Dell EMC, 1.875% 1jun2018, USD   USD 06/01/2018 03/22/2017 **.* *.** 03/22/2017 **.* *.**
Dell EMC, 3.375% 1jun2023, USD   USD 06/01/2023 03/22/2017 **.** *.** 03/22/2017 **.** *.*
Diamond 1&2 Finance, 3.48% 1jun2019, USD   USD 06/01/2019 03/22/2017 ***.*** *.** 03/22/2017 ***.*** *.**
Diamond 1&2 Finance, 4.42% 15jun2021, USD   USD 06/15/2021 03/22/2017 ***.** *.** 03/22/2017 ***.*** *.**
Diamond 1&2 Finance, 5.45% 15jun2023, USD   USD 06/15/2023 03/22/2017 ***.*** *.** 03/22/2017 ***.*** *.**
Diamond 1&2 Finance, 7.125% 15jun2024, USD   USD 06/15/2024 03/22/2017 ***.** *.** 03/22/2017 ***.** *.**
Digital Realty Trust, 4.75% 1oct2025, USD   USD 10/01/2025 03/22/2017 ***.*** *.** 03/22/2017 ***.** *.**
Digital Realty Trust, 5.875% 1feb2020, USD   USD 02/01/2020 03/22/2017 ***.*** *.* 03/22/2017 ***.*** *.**
Digital Stout, 4.25% 17jan2025, GBP   GBP 01/17/2025 03/22/2017 ***.** *.** 03/22/2017 ***.**** *.**
DIRECTV Holdings, 2.75% 19may2023, EUR   EUR 05/19/2023 03/22/2017 ***.** *.** 03/22/2017 ***.** *.**
DIRECTV Holdings, 3.8% 15mar2022, USD   USD 03/15/2022 03/22/2017 ***.*** *.** 03/22/2017 ***.*** *.**
DIRECTV Holdings, 5.2% 18nov2033, GBP   GBP 11/18/2033 03/22/2017 ***.*** *.** 03/22/2017 ***.*** *.**
Discover Bank of Greenwood Delaware, 2.6 13nov2018, USD   USD 11/13/2018 03/22/2017 ***.*** *.** 03/22/2017 ***.*** *.**
Discover Bank of Greenwood Delaware, 3.45% 27jul2026, USD   USD 07/27/2026 03/22/2017 **.*** * 03/22/2017 **.*** *.**
Discovery Communications, Inc., 3.45% 15mar2025, USD   USD 03/15/2025 03/22/2017 **.*** *.** 03/22/2017 **.*** *.**
Discovery Communications, Inc., 5.05% 1jun2020, USD   USD 06/01/2020 03/22/2017 ***.** *.** 03/22/2017 ***.** *.*
Discovery Communications, LLC, 1.9% 19mar2027, EUR   EUR 03/19/2027 03/22/2017 **.*** *.** 03/22/2017 **.** *.**
Discovery Communications, LLC, 2.375% 7mar2022, EUR   EUR 03/07/2022 03/22/2017 ***.** *.** 03/22/2017 ***.** *.*
Discovery Communications, LLC, 3.8% 13mar2024, USD   USD 03/13/2024 03/22/2017 **.*** * 03/22/2017 **.* *.**
Discovery Communications, LLC, 4.9% 11mar2026, USD   USD 03/11/2026 03/22/2017 ***.*** *.* 03/22/2017 ***.** *.**
DISH DBS, 5.875% 15nov2024, USD   USD 11/15/2024 03/22/2017 *** *.** 03/22/2017 ***.* *.**
DISH DBS, 7.75% 1jul2026, USD   USD 07/01/2026 03/22/2017 ***.* *.** 03/22/2017 ***.** *.**
Dominion Resources, 1.6% 15aug2019, USD   USD 08/15/2019 03/22/2017 **.*** *.** 03/22/2017 **.*** *.**
Dominion Resources, 1.875% 15jan2019, USD   USD 01/15/2019 03/22/2017 **.*** *.** 03/22/2017 ***.*** *.**
Dominion Resources, 1.9% 15jun2018, USD   USD 06/15/2018 03/22/2017 ***.*** *.* 03/22/2017 ***.*** *.**
Dominion Resources, 2% 15aug2021, USD   USD 08/15/2021 03/22/2017 **.*** *.** 03/22/2017 **.*** *.**
Dominion Resources, 2.75% 15jan2022, USD   USD 01/15/2022 03/22/2017 **.*** *.** 03/22/2017 **.*** *.**
Dominion Resources, 2.85% 15aug2026, USD   USD 08/15/2026 03/22/2017 **.* *.** 03/22/2017 **.*** *.**
Dominion Resources, 3.90% 1oct2025, USD   USD 10/01/2025 03/22/2017 ***.*** *.** 03/22/2017 ***.** *.**
Dover, 1.25% 9nov2026, EUR   EUR 11/09/2026 03/22/2017 **.*** *.** 03/22/2017 **.** *.**
Dover, 2.125% 1dec2020, EUR   EUR 12/01/2020 03/22/2017 ***.** *.** 03/22/2017 ***.** *.**
Dow Chemical, 4.375% 15nov2042, USD   USD 11/15/2042 03/22/2017 **.** *.** 03/22/2017 **.** *.**
Dr Pepper Snapple Group, 2.53% 15nov2021, USD   USD 11/15/2021 03/22/2017 **.** *.** 03/22/2017 **.*** *.**
Dr Pepper Snapple Group, 2.55% 15sep2026, USD   USD 09/15/2026 03/22/2017 **.** *.** 03/22/2017 **.* *.**
Dr Pepper Snapple Group, 3.13% 15dec2023, USD   USD 12/15/2023 03/22/2017 ***.*** *.** 03/22/2017 ***.** *.**
Dr Pepper Snapple Group, 3.43% 15jun2027, USD   USD 06/15/2027 03/22/2017 **.** *.** 03/22/2017 **.** *.**
Dr Pepper Snapple Group, 4.42% 15dec2046, USD   USD 12/15/2046 03/22/2017 ***.** *.** 03/22/2017 ***.*** *.**
DTE Energy, 3.3% 15jun2022, USD   USD 06/15/2022 03/22/2017 ***.*** *.** 03/22/2017 ***.** *.**
DTE Energy, 3.7% 15mar2045, USD   USD 03/15/2045 03/22/2017 **.*** *.** 03/22/2017 **.*** *.*
Duke Energy, 1.8% 1sep2021, USD   USD 09/01/2021 03/22/2017 **.** *.** 03/22/2017 **.*** *.*
Duke Energy, 2.65% 1sep2026, USD   USD 09/01/2026 03/22/2017 **.** *.* 03/22/2017 **.*** *.**
Duke Energy, 3.75% 1sep2046, USD   USD 09/01/2046 03/22/2017 **.** *.** 03/22/2017 **.*** *.**
Duke Energy Carolinas, 2.5% 15mar2023, USD   USD 03/15/2023 03/22/2017 **.*** *.** 03/22/2017 **.*** *.*
Duke Energy Carolinas, 2.95% 1dec2026, USD   USD 12/01/2026 03/22/2017 **.*** *.* 03/22/2017 **.*** *.**
Duke Energy Carolinas, 3.75% 1jun2045, USD   USD 06/01/2045 03/22/2017 **.*** *.** 03/22/2017 **.*** *.**
Duke Energy Carolinas, 3.875% 15mar2046, USD   USD 03/15/2046 03/22/2017 **.*** *.** 03/22/2017 **.*** *.**
Duke Energy Florida, 1.85% 15jan2020, USD   USD 01/15/2020 03/22/2017 **.*** *.** 03/22/2017 ***.*** *.**
Duke Energy Florida, 3.2% 15jan2027, USD   USD 01/15/2027 03/22/2017 ***.*** *.** 03/22/2017 ***.*** *.**
Duke Energy Florida, 3.4% 1oct2046, USD   USD 10/01/2046 03/22/2017 **.*** *.** 03/22/2017 **.* *.**
Duke Energy Ohio, 3.7% 15jun2046, USD   USD 06/15/2046 03/22/2017 **.** *.** 03/22/2017 **.*** *.*
Duke Energy Progress, 3.25% 15aug2025, USD   USD 08/15/2025 03/22/2017 ***.*** *.* 03/22/2017 ***.*** *.**
Duke Energy Progress, 4.2% 15aug2045, USD   USD 08/15/2045 03/22/2017 ***.*** *.** 03/22/2017 ***.*** *.**
Duke Realty, 3.25% 30jun2026, USD   USD 06/30/2026 03/22/2017 **.*** *.** 03/22/2017 **.*** *.**
E*Trade, 4.625% 15sep2023, USD   USD 09/15/2023 03/22/2017 ***.*** *.** 03/22/2017 ***.** *.**
Eastman Chemical, 1.5% 26may2023, EUR   EUR 05/26/2023 03/22/2017 ***.*** * 03/22/2017 ***.** *.**
Eastman Chemical, 1.875% 23nov2026, EUR   EUR 11/23/2026 03/22/2017 ***.** *.** 03/22/2017 ***.** *.**
Eastman Chemical, 3.8% 15jan2020, USD   USD 01/15/2020 03/22/2017 ***.*** *.** 03/22/2017 ***.*** *.**
Eastman Chemical, 3.8% 15mar2025, USD   USD 03/15/2025 03/22/2017 ***.*** *.** 03/22/2017 ***.*** *.*
Eaton, 0.75% 20sep2024, EUR   EUR 09/20/2024 03/22/2017 **.** *.** 03/22/2017 **.** *.**
eBay, 2.2% 1aug2019, USD   USD 08/01/2019 03/22/2017 ***.*** *.** 03/22/2017 ***.** *.**
eBay, 2.5% 9mar2018, USD   USD 03/09/2018 03/22/2017 ***.*** *.** 03/22/2017 ***.** *.*
eBay, 3.8% 9mar2022, USD   USD 03/09/2022 03/22/2017 ***.*** *.** 03/22/2017 ***.* *.**
Ecolab, 1% 15jan2024, EUR   EUR 01/15/2024 03/22/2017 ***.** *.** 03/22/2017 ***.** *.**
Ecolab, 2.625% 8jul2025, EUR   EUR 07/08/2025 03/22/2017 ***.*** *.** 03/22/2017 ***.** *.**
Ecolab, 2.7% 1nov2026, USD   USD 11/01/2026 03/22/2017 **.*** *.** 03/22/2017 **.*** *.**
Eldorado Resorts, 7% 1aug2023, USD   USD 08/01/2023 03/22/2017 ***.** *.** 03/22/2017 ***.** *.**
Eli Lilly, 0% 24may2018, CHF (730D)   CHF 05/24/2018 03/22/2017 ***.** -*.** 03/22/2017 ***.* -*.**
Eli Lilly, 0.15% 24may2024, CHF   CHF 05/24/2024 03/22/2017 ***.* *.** 03/22/2017 ***.** *.**
Eli Lilly, 0.45% 24may2028, CHF   CHF 05/24/2028 03/22/2017 **.* *.** 03/22/2017 **.** *.**
Eli Lilly, 1% 2jun2022, EUR   EUR 06/02/2022 03/22/2017 ***.** *.** 03/22/2017 ***.** *.**
Eli Lilly, 1.625% 2jun2026   EUR 06/02/2026 03/22/2017 ***.** *.** 03/22/2017 ***.* *.**
Eli Lilly, 2.125% 3jun2030   EUR 06/03/2030 03/22/2017 ***.*** *.** 03/22/2017 ***.** *.**
Eli Lilly, 2.75% 1jun2025, USD   USD 06/01/2025 03/22/2017 **.* *.** 03/22/2017 **.*** *.**
Eli Lilly, 3.7% 1mar2045, USD   USD 03/01/2045 03/22/2017 **.*** *.** 03/22/2017 **.*** *.**
EMD Finance, 2.4% 19mar2020, USD   USD 03/19/2020 03/22/2017 **.** *.** 03/22/2017 ***.** *.**
EMD Finance, 2.95% 19mar2022, USD   USD 03/19/2022 03/22/2017 **.** *.** 03/22/2017 ***.** *.**
EMD Finance, 3.25% 19mar2025, USD   USD 03/19/2025 03/22/2017 **.** *.** 03/22/2017 **.* *.**
Emera US Finance, 2.15% 15jun2019, USD   USD 06/15/2019 03/22/2017 **.*** *.** 03/22/2017 **.*** *.**
Emera US Finance, 3.55% 15jun2026, USD   USD 06/15/2026 03/22/2017 **.*** *.** 03/22/2017 **.*** *.**
Emera US Finance, 4.75% 15jun2046, USD   USD 06/15/2046 03/22/2017 ***.*** *.** 03/22/2017 ***.*** *.**
Endurance Holdings, 7% 15jul2034, USD   USD 07/15/2034 03/22/2017 ***.*** *.** 03/22/2017 ***.*** *.**
Energy Transfer Partners, 4.05% 15mar2025, USD   USD 03/15/2025 03/22/2017 **.*** *.** 03/22/2017 **.*** *.**
Energy Transfer Partners, 4.9% 15mar2035, USD   USD 03/15/2035 03/22/2017 **.*** *.** 03/22/2017 **.*** *.**
Energy Transfer Partners, 5.15% 15mar2045, USD   USD 03/15/2045 03/22/2017 **.*** *.** 03/22/2017 **.*** *.**
Ensco, 4.7% 15mar2021, USD   USD 03/15/2021 03/22/2017 **.** *.** 03/22/2017 ** *.**
Ensco, 5.2% 15mar2025, USD   USD 03/15/2025 03/22/2017 ** *.** 03/22/2017 **.* *.*
Entergy, 2.95% 1sep2026, USD   USD 09/01/2026 03/22/2017 **.** *.** 03/22/2017 **.*** *.*
Entergy, 4% 15jul2022, USD   USD 07/15/2022 03/22/2017 ***.*** *.** 03/22/2017 ***.*** *.**
Enterprise Products Partners, 1.65% 7may2018, USD   USD 05/07/2018 03/22/2017 **.*** *.** 03/22/2017 **.*** *.**
Enterprise Products Partners, 3.7% 15feb2026, USD   USD 02/15/2026 03/22/2017 **.*** *.* 03/22/2017 **.** *.**
Enterprise Products Partners, 4.9% 15may2046, USD   USD 05/15/2046 03/22/2017 ***.*** *.** 03/22/2017 ***.** *.**
EOG Resources, 3.15% 1apr2025, USD   USD 04/01/2025 03/22/2017 **.*** *.** 03/22/2017 **.*** *.**
EOG Resources, 3.9% 1apr2035, USD   USD 04/01/2035 03/22/2017 **.*** *.** 03/22/2017 **.*** *.**
EPR Properties, 4.5% 1apr2025, USD   USD 04/01/2025 03/22/2017 **.*** *.** 03/22/2017 ***.*** *.**
ERAC USA Finance, 2.7% 1nov2023, USD   USD 11/01/2023 03/22/2017 **.** *.* 03/22/2017 **.** *.**
ERP Operating, 2.85% 1nov2026, USD   USD 11/01/2026 03/22/2017 **.*** *.** 03/22/2017 **.*** *.**
Essex Portfolio, 3.5% 1apr2025, USD   USD 04/01/2025 03/22/2017 **.** *.** 03/22/2017 ***.*** *.**
Estee Lauder, 1.8% 7feb2020, USD   USD 02/07/2020 03/22/2017 **.** *.** 03/22/2017 **.** *.**
Estee Lauder, 3.15% 15mar2027, USD   USD 03/15/2027 03/22/2017 **.** *.** 03/22/2017 **.** *.**
Estee Lauder, 4.15% 15mar2047, USD   USD 03/15/2047 03/22/2017 *** *.** 03/22/2017 ***.** *.**
Estee Lauder, 4.375% 15jun2045, USD   USD 06/15/2045 03/22/2017 ***.** *.** 03/22/2017 ***.*** *.**
Eversource Energy, 2.75% 15mar2022, USD   USD 03/15/2022 03/22/2017 **.** *.** 03/22/2017 ***.*** *.**
Exelon, 1.55% 9jun2017, USD   USD 06/09/2017 03/22/2017 **.** *.** 03/22/2017 **.** *.**
Exelon, 2.85% 15jun2020, USD   USD 06/15/2020 03/22/2017 ***.*** *.** 03/22/2017 ***.*** *.**
Exelon, 2.95% 15jan2020, USD   USD 01/15/2020 03/22/2017 ***.*** *.** 03/22/2017 ***.*** *.**
Exelon, 3.4% 15mar2022, USD   USD 03/15/2022 03/22/2017 ***.*** *.** 03/22/2017 ***.*** *.**
Exelon, 3.95% 15jun2025, USD   USD 06/15/2025 03/22/2017 ***.*** *.** 03/22/2017 ***.*** *.**
Expedia, 2.5% 3jun2022, EUR   EUR 06/03/2022 03/22/2017 ***.** *.** 03/22/2017 ***.*** *.*
Expedia, 4.5% 15aug2024, USD   USD 08/15/2024 03/22/2017 ***.** *.** 03/22/2017 ***.** *.**
Express Scripts, 3% 15jul2023, USD   USD 07/15/2023 03/22/2017 **.*** *.** 03/22/2017 **.** *.**
Express Scripts, 3.4% 1mar2027, USD   USD 03/01/2027 03/22/2017 **.*** *.** 03/22/2017 **.*** *.**
Express Scripts, 4.8% 15jul2046, USD   USD 07/15/2046 03/22/2017 ** *.* 03/22/2017 **.** *.**
Exxon Mobil, 1.305% 6mar2018, USD   USD 03/06/2018 03/22/2017 **.** *.** 03/22/2017 ***.** *.**
Exxon Mobil, 1.439% 1mar2018, USD   USD 03/01/2018 03/22/2017 **.** *.** 03/22/2017 ***.*** *.**
Exxon Mobil, 1.912% 6mar2020, USD   USD 03/06/2020 03/22/2017 ***.*** *.** 03/22/2017 ***.** *.*
Exxon Mobil, 2.397% 6mar2022, USD   USD 03/06/2022 03/22/2017 **.*** *.** 03/22/2017 **.*** *.**
Exxon Mobil, 2.709% 6mar2025, USD   USD 03/06/2025 03/22/2017 **.** *.** 03/22/2017 **.** *.**
Exxon Mobil, 3.567% 6mar2045, USD   USD 03/06/2045 03/22/2017 **.** * 03/22/2017 **.** *.**
Fairfax (USA), 7.375% 15apr2018, USD   USD 04/15/2018 03/22/2017 ***.*** *.** 03/22/2017 ***.** *.*
FBHS, 3% 2020, USD   USD 06/15/2020 03/22/2017 ***.*** *.** 03/22/2017 ***.*** *.**
FBHS, 4% 2020, USD   USD 06/15/2025 03/22/2017 ***.*** *.** 03/22/2017 ***.*** *.**
FedEx, 0.5% 9apr2020, EUR   EUR 04/09/2020 03/22/2017 ***.** *.** 03/22/2017 ***.** *.*
FedEx, 1% 11jan2023, EUR   EUR 01/11/2023 03/22/2017 ***.** *.** 03/22/2017 ***.** *.**
FedEx, 1.65% 11jan2027, EUR   EUR 01/11/2027 03/22/2017 ***.*** *.** 03/22/2017 ***.** *.**
FedEx, FRN 11apr2019, EUR   EUR 04/11/2019 03/22/2017 ***.** * 03/22/2017 ***.** *
Fidelity International (FIL), 2.5% 4nov2026, EUR   EUR 11/04/2026 03/22/2017 **.** *.** 03/22/2017 ***.** *.*
Fidelity International (FIL), 7.125% 13feb2024, GBP   GBP 02/13/2024 03/22/2017 ***.* *.** 03/22/2017 ***.** *.**
Fifth Third Bancorp, 2.875% 27jul2020, USD   USD 07/27/2020 03/22/2017 ***.*** *.* 03/22/2017 ***.*** *.*
FirstMerit Corp, 4.27% 25nov2026, USD   USD 11/25/2026 03/22/2017 ***.*** *.* 03/22/2017 ***.*** *.**
FIS, 2.25% 15aug2021, USD   USD 08/15/2021 03/22/2017 **.** *.** 03/22/2017 **.** *.**
FIS, 3% 15aug2026, USD   USD 08/15/2026 03/22/2017 **.** *.** 03/22/2017 **.** *.**
Fiserv, 2.7% 1jun2020, USD   USD 06/01/2020 03/22/2017 ***.*** *.** 03/22/2017 ***.*** *.**
Fiserv, 3.85% 1jun2025, USD   USD 06/01/2025 03/22/2017 ***.*** *.** 03/22/2017 ***.*** *.*
Flowserve, 1.25% 17mar2022, EUR   EUR 03/17/2022 03/22/2017 ***.*** *.* 03/22/2017 ***.** *.**
Fluor, 1.75% 21mar2023, EUR   EUR 03/21/2023 03/22/2017 ***.** *.** 03/22/2017 ***.*** *.**
Ford, 2.597% 4nov2019, USD   USD 11/04/2019 03/22/2017 ***.** *.** 03/22/2017 ***.*** *.**
Ford, 4.346% 8dec2026, USD   USD 12/08/2026 03/22/2017 ***.** *.** 03/22/2017 ***.*** *.**
Ford, 5.291% 8dec2046, USD   USD 12/08/2046 03/22/2017 ***.** *.** 03/22/2017 ***.** *.**
Ford Motor Credit Company, 1.461% 27mar2017, USD   USD 03/27/2017 03/22/2017 *** *.** 03/22/2017 *** *.**
Ford Motor Credit Company, 1.897% 12aug2019, USD   USD 08/12/2019 03/22/2017 **.* *.* 03/22/2017 **.** *.**
Ford Motor Credit Company, 2.021% 3may2019, USD   USD 05/03/2019 03/22/2017 **.** *.** 03/22/2017 **.** *.**
Ford Motor Credit Company, 2.24% 15jun2018, USD   USD 06/15/2018 03/22/2017 ***.*** *.** 03/22/2017 ***.*** *.**
Ford Motor Credit Company, 2.459% 27mar2020, USD   USD 03/27/2020 03/22/2017 **.** *.** 03/22/2017 **.** *.**
Ford Motor Credit Company, 2.681% 9jan2020, USD   USD 01/09/2020 03/22/2017 ***.** *.** 03/22/2017 ***.** *.**
Ford Motor Credit Company, 2.943% 8jan2019, USD   USD 01/08/2019 03/22/2017 ***.* *.** 03/22/2017 ***.*** *.**
Ford Motor Credit Company, 3.096% 4may2023, USD   USD 05/04/2023 03/22/2017 **.*** *.** 03/22/2017 **.*** *.*
Ford Motor Credit Company, 3.157% 4aug2020, USD   USD 08/04/2020 03/22/2017 ***.*** *.** 03/22/2017 ***.*** *.**
Ford Motor Credit Company, 3.588% 2jun2020, AUD   AUD 06/02/2020 03/22/2017 ***.** *.** 03/22/2017 ***.** *.**
Ford Motor Credit Company, 3.7% 11mar2019, SGD   SGD 03/11/2019 03/22/2017 ***.*** *.** 03/22/2017 ***.*** *.**
Ford Motor Credit Company, 3.81% 9jan2024, USD   USD 01/09/2024 03/22/2017 ***.** *.** 03/22/2017 ***.** *.**
Ford Motor Credit Company, 4% 20feb2024, USD   USD 02/20/2024 03/22/2017 ***.*** *.** 03/22/2017 ***.*** *.**
Ford Motor Credit Company, 4.05% 10dec2018, AUD   AUD 12/10/2018 03/22/2017 *** *.** 03/22/2017 ***.* *.**
Ford Motor Credit Company, 4.134% 4aug2025, USD   USD 08/04/2025 03/22/2017 *** *.** 03/22/2017 ***.*** *.**
Ford Motor Credit Company, FRN 27mar2017, USD   USD 03/27/2017 03/22/2017 **.* * 03/22/2017 ***.** *
Ford Motor Credit Company, FRN 9jan2020, USD   USD 01/09/2020 03/22/2017 ***.** * 03/22/2017 ***.** *
Franklin Resources, 2.850% 30mar2025, USD   USD 03/30/2025 03/22/2017 **.** *.** 03/22/2017 **.*** *.**
Freeport-McMoRan, 4% 14nov2017, USD   USD 11/14/2017 03/22/2017 **.* *.** 03/22/2017 *** *.**
Freeport-McMoRan, 4% 14nov2021, USD   USD 11/14/2021 03/22/2017 ** *.** 03/22/2017 ** *.**
Freeport-McMoRan, 4.55% 14nov2024, USD   USD 11/14/2024 03/22/2017 **.* *.** 03/22/2017 **.** *.**
Freeport-McMoRan, 5.4% 14nov2034, USD   USD 11/14/2034 03/22/2017 ** * 03/22/2017 ** *.**
Fresenius Medical Care US Finance II Inc, 5.625% 31jul2019, USD   USD 07/31/2019 03/22/2017 ***.** *.* 03/22/2017 ***.** *.*
Fresenius Medical Care US Finance II Inc, 5.875% 31jan2022, USD   USD 01/31/2022 03/22/2017 *** *.** 03/22/2017 ***.** *.**
Fresenius Medical Care US Finance II Inc, 6.5% 15sep2018, USD   USD 09/15/2018 03/22/2017 ***.** *.** 03/22/2017 ***.** *.**
Fresenius U.S Finance II, 4.25% 1feb2021, USD   USD 02/01/2021 03/22/2017 ***.** *.** 03/22/2017 ***.** *.**
Frontier Communications, 10.5% 15sep2022, USD   USD 09/15/2022 03/22/2017 **.* **.** 03/22/2017 ***.* **.**
Frontier Communications, 10.5% 15sep2022, USD   USD 09/15/2022 03/22/2017 **.*** **.** 03/22/2017 *** **.**
Frontier Communications, 11% 15sep2025, USD   USD 09/15/2025 03/22/2017 **.** **.** 03/22/2017 **.** **.**
Frontier Communications, 11% 15sep2025, USD   USD 09/15/2025 03/22/2017 **.** **.** 03/22/2017 **.** **.**
Frontier Communications, 8.5% 15apr2020, USD   USD 04/15/2020 03/22/2017 *** *.** 03/22/2017 ***.** *.**
Frontier Communications, 8.75% 15apr2022, USD   USD 04/15/2022 03/22/2017 **.* **.** 03/22/2017 **.* **.**
Frontier Communications, 8.875% 15sep2020, USD   USD 09/15/2020 03/22/2017 ***.* *.* 03/22/2017 ***.** *.**
FS Investment, 4.25% 15jan2020, USD   USD 01/15/2020 03/22/2017 ***.*** *.** 03/22/2017 ***.*** *.**
Gap, 5.95% 12apr2021, USD   USD 04/12/2021 03/22/2017 ***.*** *.** 03/22/2017 ***.* *.**
General Dynamics, 1.875% 15aug2023, USD   USD 08/15/2023 03/22/2017 **.*** *.** 03/22/2017 **.*** *.**
General Dynamics, 2.125% 15aug2026, USD   USD 08/15/2026 03/22/2017 **.*** *.** 03/22/2017 **.*** *.**
General Electric, 1% 2may2017, EUR   EUR 05/02/2017 03/22/2017 ***.** -*.** 03/22/2017 ***.*** -*.**
General Electric, 1.25% 26may2023, EUR   EUR 05/26/2023 03/22/2017 ***.** *.* 03/22/2017 ***.** *.**
General Electric, 1.875% 28may2027, EUR   EUR 05/28/2027 03/22/2017 ***.** *.** 03/22/2017 ***.** *.**
General Electric, 2.25% 20jul2020, EUR   EUR 07/20/2020 03/22/2017 ***.** *.** 03/22/2017 ***.** *.**
General Electric, 3.6% 15dec2032, USD   USD 12/15/2032 03/22/2017 **.*** *.** 03/22/2017 **.* *.**
General Electric, 4% 15jul2035, USD   USD 07/15/2035 03/22/2017 **.*** *.** 03/22/2017 *** *.**
General Electric, 4.125% 15apr2030, USD   USD 04/15/2030 03/22/2017 ***.*** *.** 03/22/2017 ***.** *.**
General Electric, 4.125% 28sep2017, GBP   GBP 09/28/2017 03/22/2017 ***.** *.** 03/22/2017 ***.** *.**
General Electric, 4.125% 30jul2018, AUD   AUD 07/30/2018 03/22/2017 ***.** *.** 03/22/2017 ***.** *.**
General Electric, 4.150% 15may2034, USD   USD 05/15/2034 03/22/2017 **.*** *.** 03/22/2017 ***.*** *.**
General Electric, 4.35% 3nov2021, EUR   EUR 11/03/2021 03/22/2017 ***.** *.* 03/22/2017 ***.*** *.**
General Electric, 4.375% 31jul2019, GBP   GBP 07/31/2019 03/22/2017 ***.** *.** 03/22/2017 ***.** *.**
General Electric, 4.5% 15oct2025, USD   USD 10/15/2025 03/22/2017 ***.*** *.** 03/22/2017 ***.*** *.**
General Electric, 4.625% 22feb2027, EUR   EUR 02/22/2027 03/22/2017 ***.** *.** 03/22/2017 ***.** *.**
General Electric, 5.125% 24may2023, GBP   GBP 05/24/2023 03/22/2017 *** *.** 03/22/2017 *** *.**
General Electric, 5.2% 15jul2034, USD   USD 07/15/2034 03/22/2017 ***.*** *.** 03/22/2017 ***.*** *.**
General Electric, 5.25% 15jun2034, USD   USD 06/15/2034 03/22/2017 ***.*** *.** 03/22/2017 ***.** *.**
General Electric, 5.375% 16jan2018, EUR   EUR 01/16/2018 03/22/2017 ***.** -*.** 03/22/2017 ***.** -*.**
General Electric, 5.375% 23jan2020, EUR   EUR 01/23/2020 03/22/2017 ***.** *.** 03/22/2017 ***.* -*.**
General Electric, 5.875% 18jan2033, GBP   GBP 01/18/2033 03/22/2017 ***.*** *.** 03/22/2017 ***.*** *.**
General Electric, 5.875% 4nov2020, GBP   GBP 11/04/2020 03/22/2017 ***.*** *.** 03/22/2017 ***.*** *.**
General Electric, 6% 15jan2019, EUR   EUR 01/15/2019 03/22/2017 ***.* -*.** 03/22/2017 ***.** -*.**
General Electric, 6.025% 1mar2038, EUR   EUR 03/01/2038 03/22/2017 ***.* *.** 03/22/2017 ***.* *.*
General Electric, 6.75% 6aug2018, GBP   GBP 08/06/2018 03/22/2017 ***.** *.* 03/22/2017 ***.** -*.**
General Electric, FRN 28may2020, EUR   EUR 05/28/2020 03/22/2017 ***.* *.** 03/22/2017 ***.* *.**
General Electric Capital, 15.75% 16apr2018, TRY   TRY 04/16/2018 03/22/2017 ***.** **.** 03/22/2017 ***.** **.**
General Electric Capital, 2.2% 9jan2020, USD   USD 01/09/2020 03/22/2017 ***.** *.** 03/22/2017 ***.*** *.**
General Electric Capital, 2.3% 14jan2019, USD   USD 01/14/2019 03/22/2017 ***.*** *.** 03/22/2017 ***.* *.**
General Electric Capital, 2.5% 28mar2020, USD   USD 03/28/2020 03/22/2017 ***.** *.** 03/22/2017 ***.** *.**
General Electric Capital, 2.625% 16jan2018, SEK   SEK 01/16/2018 03/22/2017 ***.** *.** 03/22/2017 ***.** *.**
General Electric Capital, 2.875% 18jun2019, EUR   EUR 06/18/2019 03/22/2017 ***.** -*.** 03/22/2017 ***.*** -*.**
General Electric Capital, 3% 28feb2018, NOK   NOK 02/28/2018 03/22/2017 ***.** *.** 03/22/2017 ***.** *.**
General Electric Capital, 3.25% 30jul2019, SEK   SEK 07/30/2019 03/22/2017 ***.** *.** 03/22/2017 ***.** *.**
General Electric Capital, 3.625% 15jun2017, EUR   EUR 06/15/2017 03/22/2017 ***.** -*.** 03/22/2017 ***.** -*.*
General Electric Capital, 3.856% 20jun2030, EUR   EUR 06/20/2030 03/22/2017 ***.**** *.** 03/22/2017 ***.**** *.**
General Electric Capital, 4% 15aug2018, USD   USD 08/15/2018 03/22/2017 ***.*** *.** 03/22/2017 ***.*** *.**
General Electric Capital, 4% 15aug2019, USD   USD 08/15/2019 03/22/2017 ***.*** *.** 03/22/2017 ***.*** *.**
General Electric Capital, 4% 15jul2032, USD   USD 07/15/2032 03/22/2017 **.*** *.* 03/22/2017 ***.*** *
General Electric Capital, 4.125% 15may2017, MXN   MXN 05/15/2017 03/22/2017 **.** *.** 03/22/2017 **.** *.**
General Electric Capital, 4.125% 19sep2035, EUR   EUR 09/19/2035 03/22/2017 ***.** *.** 03/22/2017 ***.*** *.**
General Electric Capital, 4.25% 17jan2018, NZD   NZD 01/17/2018 03/22/2017 ***.** *.** 03/22/2017 ***.** *.*
General Electric Capital, 4.625% 30jan2043, USD   USD 01/30/2043 03/22/2017 ***.** *.** 03/22/2017 ***.* *.**
General Electric Capital, 4.875% 18sep2037, GBP   GBP 09/18/2037 03/22/2017 ***.*** *.** 03/22/2017 ***.** *.**
General Electric Capital, 5% 15apr2022, USD   USD 04/15/2022 03/22/2017 ***.*** *.* 03/22/2017 ***.*** *.**
General Electric Capital, 5% 15jul2023, USD   USD 07/15/2023 03/22/2017 ***.*** *.** 03/22/2017 ***.* *.**
General Electric Capital, 5.125% 15apr2019, USD   USD 04/15/2019 03/22/2017 ***.*** *.** 03/22/2017 ***.*** *.**
General Electric Capital, 5.25% 15mar2020, USD   USD 03/15/2020 03/22/2017 ***.*** *.** 03/22/2017 ***.*** *.**
General Electric Capital, 5.25% 15may2018, USD   USD 05/15/2018 03/22/2017 ***.*** *.** 03/22/2017 ***.*** *.**
General Electric Capital, 5.350% 15oct2020, USD   USD 10/15/2020 03/22/2017 ***.*** *.** 03/22/2017 ***.* *.**
General Electric Capital, 5.36% 10may2017   PLN 05/10/2017 03/22/2017 ***.** *.** 03/22/2017 ***.** *.**
General Electric Capital, 5.4% 15may2022, USD   USD 05/15/2022 03/22/2017 ***.*** *.** 03/22/2017 ***.*** *.**
General Electric Capital, 5.45% 15oct2020, USD   USD 10/15/2020 03/22/2017 ***.*** *.** 03/22/2017 ***.*** *.**
General Electric Capital, 5.5% 15mar2023, USD   USD 03/15/2023 03/22/2017 ***.*** *.** 03/22/2017 *** *.**
General Electric Capital, 5.5% 15sep2020, USD   USD 09/15/2020 03/22/2017 ***.*** *.** 03/22/2017 ***.*** *.**
General Electric Capital, 5.5% 15sep2067, EUR   EUR 09/15/2067 03/22/2017 ***.* * 03/22/2017 ***.** *
General Electric Capital, 5.5% 15sep2067, EUR   EUR 09/15/2067 03/22/2017 ***.* * 03/22/2017 ***.*** *
General Electric Capital, 5.5% 7jun2021, GBP   GBP 06/07/2021 03/22/2017 ***.** * 03/22/2017 *** *.**
General Electric Capital, 5.875% 14jan2038, USD   USD 01/14/2038 03/22/2017 ***.*** *.** 03/22/2017 ***.*** *.**
General Electric Capital, 6% 18apr2017, TRY   TRY 04/18/2017 03/22/2017 **.** **.** 03/22/2017 **.** **.**
General Electric Capital, 6.15% 15jun2018, USD   USD 06/15/2018 03/22/2017 ***.*** *.** 03/22/2017 ***.*** *.**
General Electric Capital, 6.25% 15dec2017, GBP   GBP 12/15/2017 03/22/2017 ***.** *.* 03/22/2017 ***.*** *.**
General Electric Capital, 6.25% 29sep2020, GBP   GBP 09/29/2020 03/22/2017 ***.** *.** 03/22/2017 ***.*** *.**
General Electric Capital, 6.3% 15may2018, USD   USD 05/15/2018 03/22/2017 ***.*** *.** 03/22/2017 ***.*** *.**
General Electric Capital, 6.5% 15sep2067, GBP   GBP 09/15/2067 03/22/2017 ***.* * 03/22/2017 ***.* *
General Electric Capital, 6.75% 15may2018, USD   USD 05/15/2018 03/22/2017 ***.*** *.** 03/22/2017 ***.*** *.**
General Electric Capital, 8.35% 3sep2022, MXN   MXN 09/03/2022 03/22/2017 ***.** *.** 03/22/2017 ***.** *.*
General Electric Capital, 8.5% 6apr2018, MXN   MXN 04/06/2018 03/22/2017 ***.*** *.** 03/22/2017 ***.*** *.**
General Electric Capital, 8.87% 2jun2018, MXN   MXN 06/02/2018 03/22/2017 ***.** *.** 03/22/2017 ***.** *.**
General Electric Capital, FRN 14jan2019, USD   USD 01/14/2019 03/22/2017 ***.** * 03/22/2017 ***.* *
General Electric Capital, FRN 15jun2017, EUR   EUR 06/15/2017 03/22/2017 ***.** * 03/22/2017 ***.** *
General Electric Capital, FRN 17may2021, EUR   EUR 05/17/2021 03/22/2017 ***.** * 03/22/2017 ***.** *
General Electric Capital, FRN 20dec2017, USD   USD 12/20/2017 03/22/2017 ***.** * 03/22/2017 ***.* *
General Electric Capital, FRN 28dec2018, USD   USD 12/28/2018 03/22/2017 **.* * 03/22/2017 **.* *
General Electric Capital, FRN 28mar2020, USD   USD 03/28/2020 03/22/2017 ***.** * 03/22/2017 ***.** *
General Electric Capital, FRN 9jan2020, USD   USD 01/09/2020 03/22/2017 ***.* * 03/22/2017 ***.** *
General Mills, 1% 27apr2023, EUR   EUR 04/27/2023 03/22/2017 ***.* *.** 03/22/2017 ***.** *.**
General Mills, 1.4% 20oct2017, USD   USD 10/20/2017 03/22/2017 **.*** *.** 03/22/2017 ***.** *.**
General Mills, 1.5% 27apr2027, EUR   EUR 04/27/2027 03/22/2017 ***.*** *.** 03/22/2017 ***.* *.**
General Mills, 2.1% 16nov2020, EUR   EUR 11/16/2020 03/22/2017 ***.** *.** 03/22/2017 ***.** *.**
General Mills, 3.2% 10feb2027, USD   USD 02/10/2027 03/22/2017 **.*** *.** 03/22/2017 **.*** *.**
General Mills, FRN 15jan2020, EUR   EUR 01/15/2020 03/22/2017 ***.*** * 03/22/2017 ***.** *
General Motors, 3.5% 2oct2018, USD   USD 10/02/2018 03/22/2017 ***.* *.** 03/22/2017 ***.** *.**
General Motors, 3.5% 2oct2018, USD   USD 10/02/2018 03/22/2017 ***.*** *.** 03/22/2017 ***.*** *.**
General Motors, 4.875% 2oct2023, USD   USD 10/02/2023 03/22/2017 ***.*** *.* 03/22/2017 ***.** *.**
General Motors, 6.25% 2oct2043, USD   USD 10/02/2043 03/22/2017 ***.*** *.** 03/22/2017 ***.*** *.**
General Motors, 6.75% 1jun2018, USD   USD 06/01/2018 03/22/2017 ***.*** *.** 03/22/2017 ***.*** *.**
Georgia Power, 2% 30mar2020, USD   USD 03/30/2020 03/22/2017 **.* *.** 03/22/2017 **.*** *.**
Georgia Power, 3.25% 30mar2027, USD   USD 03/30/2027 03/22/2017 **.*** *.* 03/22/2017 **.*** *.**
Gilead, 1.85% 4sep2018, USD   USD 09/04/2018 03/22/2017 ***.*** *.** 03/22/2017 ***.** *.**
Gilead, 1.95% 1mar2022, USD   USD 03/01/2022 03/22/2017 **.*** *.** 03/22/2017 **.*** *.**
Gilead, 2.5% 1sep2023, USD   USD 09/01/2023 03/22/2017 **.** *.* 03/22/2017 **.*** *.**
Gilead, 2.55% 1sep2020, USD   USD 09/01/2020 03/22/2017 ***.*** *.** 03/22/2017 ***.*** *.*
Gilead, 2.95% 1mar2027, USD   USD 03/01/2027 03/22/2017 **.* *.** 03/22/2017 **.*** *.**
Gilead, 3.25% 1sep2022, USD   USD 09/01/2022 03/22/2017 ***.*** *.** 03/22/2017 ***.*** *.**
Gilead, 3.65% 1mar2026, USD   USD 03/01/2026 03/22/2017 ***.** *.** 03/22/2017 ***.*** *.**
Gilead, 4% 1sep2036, USD   USD 09/01/2036 03/22/2017 **.** *.** 03/22/2017 **.*** *.**
Gilead, 4.15% 1mar2047, USD   USD 03/01/2047 03/22/2017 **.*** *.** 03/22/2017 **.*** *.**
Gilead, 4.6% 1sep2035, USD   USD 09/01/2035 03/22/2017 ***.** *.** 03/22/2017 ***.** *.**
Gilead, 4.75% 1mar2046, USD   USD 03/01/2046 03/22/2017 ***.** *.** 03/22/2017 ***.*** *.**
Glencore Funding, 2.125% 16apr2018, USD   USD 04/16/2018 03/22/2017 **.** *.* 03/22/2017 ***.** *.**
Glencore Funding, 2.875% 16apr2020, USD   USD 04/16/2020 03/22/2017 ***.** *.** 03/22/2017 ***.** *.**
Glencore Funding, 3.125% 29apr2019, USD   USD 04/29/2019 03/22/2017 ***.** *.** 03/22/2017 ***.** *.**
Glencore Funding, 4% 16apr2025, USD   USD 04/16/2025 03/22/2017 **.* *.** 03/22/2017 ***.** *.**
Glencore Funding, 4.625% 29apr2024, USD   USD 04/29/2024 03/22/2017 ***.** *.** 03/22/2017 ***.** *.**
Glencore Funding, FRN 15jan2019, USD   USD 01/15/2019 03/22/2017 *** * 03/22/2017 ***.* *
Glencore Funding, FRN 16apr2018, USD   USD 04/16/2018 03/22/2017 ***.*** * 03/22/2017 ***.** *
GM Financial, 0.955% 7sep2023, EUR   EUR 09/07/2023 03/22/2017 **.*** *.** 03/22/2017 **.** *.**
GM Financial, 1.875% 15oct2019, EUR   EUR 10/15/2019 03/22/2017 ***.** *.* 03/22/2017 ***.* *.**
GM Financial, 2.35% 4oct2019, USD   USD 10/04/2019 03/22/2017 ***.** *.** 03/22/2017 ***.** *.**
GM Financial, 2.4% 10apr2018, USD   USD 04/10/2018 03/22/2017 ***.** *.* 03/22/2017 ***.*** *.**
GM Financial, 3.10% 15jan2019, USD   USD 01/15/2019 03/22/2017 ***.** *.** 03/22/2017 ***.** *.**
GM Financial, 3.2% 6jul2021, USD   USD 07/06/2021 03/22/2017 ***.*** *.** 03/22/2017 ***.*** *.**
GM Financial, 3.25% 15may2018, USD   USD 05/15/2018 03/22/2017 ***.*** * 03/22/2017 ***.** *.**
GM Financial, 3.45% 14jan2022, USD   USD 01/14/2022 03/22/2017 ***.*** *.** 03/22/2017 ***.*** *.**
GM Financial, 4% 6oct2026, USD   USD 10/06/2026 03/22/2017 **.** *.** 03/22/2017 **.** *.**
GM Financial, 4.25% 15may2023, USD   USD 05/15/2023 03/22/2017 ***.** *.* 03/22/2017 ***.* *.**
GM Financial, 4.75% 15aug2017, USD   USD 08/15/2017 03/22/2017 ***.*** *.** 03/22/2017 ***.** *.**
GM Financial, 5.25% 1mar2026, USD   USD 03/01/2026 03/22/2017 ***.** *.** 03/22/2017 ***.** *.**
Goldman Sachs, 0.55% 9sep2021, CHF   CHF 09/09/2021 03/22/2017 ***.** *.** 03/22/2017 ***.* *.**
Goldman Sachs, 0.75% 10may2019, EUR   EUR 05/10/2019 03/22/2017 ***.** *.** 03/22/2017 ***.** *.**
Goldman Sachs, 1.25% 11sep2019, CHF   CHF 09/11/2019 03/22/2017 ***.** -*.** 03/22/2017 ***.** -*.**
Goldman Sachs, 1.25% 1may2025, EUR   EUR 05/01/2025 03/22/2017 **.*** *.** 03/22/2017 **.** *.**
Goldman Sachs, 1.375% 26jul2022, EUR   EUR 07/26/2022 03/22/2017 ***.** *.* 03/22/2017 ***.** *.**
Goldman Sachs, 1.625% 27jul2026, EUR   EUR 07/27/2026 03/22/2017 **.* *.** 03/22/2017 **.** *.**
Goldman Sachs, 1.8% 26nov2022, USD   USD 11/26/2022 03/22/2017 **.** *.** 03/22/2017 **.** *.**
Goldman Sachs, 2% 17feb2026, EUR   EUR 02/17/2026 03/22/2017 **.* * 03/22/2017 **.* *
Goldman Sachs, 2% 22oct2025, EUR   EUR 10/22/2025 03/22/2017 **.** * 03/22/2017 **.* *
Goldman Sachs, 2% 27jul2023, EUR   EUR 07/27/2023 03/22/2017 ***.** *.* 03/22/2017 ***.** *.**
Goldman Sachs, 2.125% 30sep2024, EUR   EUR 09/30/2024 03/22/2017 ***.** *.** 03/22/2017 ***.** *.**
Goldman Sachs, 2.2% 19may2022, USD   USD 05/19/2022 03/22/2017 **.** * 03/22/2017 **.** *
Goldman Sachs, 2.20% 18sep2025, EUR   EUR 09/18/2025 03/22/2017 **.** *.** 03/22/2017 **.** *.**
Goldman Sachs, 2.3% 12nov2021, USD   USD 11/12/2021 03/22/2017 **.** *.** 03/22/2017 **.** *.**
Goldman Sachs, 2.3% 13dec2019, USD   USD 12/13/2019 03/22/2017 ***.** *.** 03/22/2017 ***.*** *.**
Goldman Sachs, 2.35% 15nov2021, USD   USD 11/15/2021 03/22/2017 **.* *.** 03/22/2017 **.*** *.*
Goldman Sachs, 2.425% 2dec2021, USD   USD 12/02/2021 03/22/2017 **.** *.** 03/22/2017 **.** *.**
Goldman Sachs, 2.45% 31jan2022, USD   USD 01/31/2022 03/22/2017 **.** * 03/22/2017 **.** *
Goldman Sachs, 2.5% 18oct2021, EUR   EUR 10/18/2021 03/22/2017 ***.*** *.** 03/22/2017 ***.** *.*
Goldman Sachs, 2.5% 6jul2025, EUR   EUR 07/06/2025 03/22/2017 **.* * 03/22/2017 **.** *
Goldman Sachs, 2.55% 23oct2019, USD   USD 10/23/2019 03/22/2017 ***.** *.** 03/22/2017 ***.*** *.**
Goldman Sachs, 2.6% 23apr2020, USD   USD 04/23/2020 03/22/2017 ***.*** *.** 03/22/2017 ***.** *.**
Goldman Sachs, 2.625% 19aug2020, EUR   EUR 08/19/2020 03/22/2017 ***.** *.** 03/22/2017 ***.** *.**
Goldman Sachs, 2.7% 12nov2021, USD   USD 11/12/2021 03/22/2017 **.** *.** 03/22/2017 **.** *.*
Goldman Sachs, 2.75% 15sep2020, USD   USD 09/15/2020 03/22/2017 ***.** *.** 03/22/2017 ***.*** *.**
Goldman Sachs, 2.8% 12aug2025, EUR   EUR 08/12/2025 03/22/2017 **.** *.** 03/22/2017 **.** *.**
Goldman Sachs, 2.844% 23sep2019, USD   USD 09/23/2019 03/22/2017 ***.** *.** 03/22/2017 ***.** *.**
Goldman Sachs, 2.875% 3jun2026, EUR   EUR 06/03/2026 03/22/2017 ***.** *.** 03/22/2017 ***.** *.**
Goldman Sachs, 2.9% 19jul2018, USD   USD 07/19/2018 03/22/2017 ***.** *.** 03/22/2017 ***.** *.**
Goldman Sachs, 3% 12feb2031, EUR   EUR 02/12/2031 03/22/2017 ***.* *.** 03/22/2017 ***.*** *.**
Goldman Sachs, 3% 26apr2022, USD   USD 04/26/2022 03/22/2017 ***.** *.** 03/22/2017 ***.*** *.**
Goldman Sachs, 3.05% 8apr2022, USD   USD 04/08/2022 03/22/2017 **.* * 03/22/2017 **.** *
Goldman Sachs, 3.25% 1feb2023, EUR   EUR 02/01/2023 03/22/2017 ***.** *.** 03/22/2017 ***.** *.**
Goldman Sachs, 3.25% 30jun2024, USD   USD 06/30/2024 03/22/2017 **.** * 03/22/2017 **.* *
Goldman Sachs, 3.5% 16nov2026, USD   USD 11/16/2026 03/22/2017 **.*** *.** 03/22/2017 **.*** *.**
Goldman Sachs, 3.5% 20dec2021, EUR   EUR 12/20/2021 03/22/2017 ***.** * 03/22/2017 ***.** *
Goldman Sachs, 3.5% 23jan2025, USD   USD 01/23/2025 03/22/2017 **.*** *.** 03/22/2017 **.** *.**
Goldman Sachs, 3.55% 12feb2021, CAD   CAD 02/12/2021 03/22/2017 ***.** *.** 03/22/2017 ***.** *.**
Goldman Sachs, 3.75% 22may2025, USD   USD 05/22/2025 03/22/2017 ***.*** *.** 03/22/2017 ***.** *.*
Goldman Sachs, 3.85% 26jan2027, USD   USD 01/26/2027 03/22/2017 ***.** *.** 03/22/2017 ***.** *.**
Goldman Sachs, 3.85% 8jul2024, USD   USD 07/08/2024 03/22/2017 ***.** *.** 03/22/2017 ***.** *.**
Goldman Sachs, 3.9% 19sep2019, CNY   CNY 09/19/2019 03/22/2017 **.** *.** 03/22/2017 **.** *.**
Goldman Sachs, 4% 15mar2018, USD   USD 03/15/2018 03/22/2017 ***.* *.** 03/22/2017 ***.*** *.**
Goldman Sachs, 4.25% 15dec2034, USD   USD 12/15/2034 03/22/2017 **.** *.** 03/22/2017 ***.*** *.**
Goldman Sachs, 4.25% 29jan2026, GBP   GBP 01/29/2026 03/22/2017 ***.** *.** 03/22/2017 ***.* *.**
Goldman Sachs, 4.3% 15dec2032, USD   USD 12/15/2032 03/22/2017 **.*** *.** 03/22/2017 *** *.**
Goldman Sachs, 4.3% 9nov2021, CNY   CNY 11/09/2021 03/22/2017 *** *.** 03/22/2017 *** *.**
Goldman Sachs, 4.4% 15nov2032, USD   USD 11/15/2032 03/22/2017 **.*** *.** 03/22/2017 ***.*** *.**
Goldman Sachs, 4.75% 12oct2021, EUR   EUR 10/12/2021 03/22/2017 ***.** *.** 03/22/2017 ***.* *.*
Goldman Sachs, 4.8% 8jul2044, USD   USD 07/08/2044 03/22/2017 ***.* *.** 03/22/2017 ***.*** *.**
Goldman Sachs, 5% 15aug2042, USD   USD 08/15/2042 03/22/2017 ***.*** *.** 03/22/2017 ***.** *.**
Goldman Sachs, 5% 15may2022, USD   USD 05/15/2022 03/22/2017 ***.*** *.** 03/22/2017 ***.** *.**
Goldman Sachs, 5% 29dec2019, CNY   CNY 12/29/2019 03/22/2017 **.** *.** 03/22/2017 *** *.**
Goldman Sachs, 5% 8aug2018, AUD   AUD 08/08/2018 03/22/2017 ***.** *.** 03/22/2017 ***.** *.**
Goldman Sachs, 5.1% 15aug2025, USD   USD 08/15/2025 03/22/2017 ***.*** *.** 03/22/2017 ***.*** *.*
Goldman Sachs, 5.125% 23oct2019, EUR   EUR 10/23/2019 03/22/2017 ***.** *.** 03/22/2017 ***.** *.**
Goldman Sachs, 5.2% 17dec2019, NZD   NZD 12/17/2019 03/22/2017 ***.** *.** 03/22/2017 ***.*** *.**
Goldman Sachs, 5.2% 19apr2022, CAD   CAD 04/19/2022 03/22/2017 ***.** * 03/22/2017 ***.** *
Goldman Sachs, 5.25% 15aug2024, USD   USD 08/15/2024 03/22/2017 ***.* *.** 03/22/2017 ***.*** *.**
Goldman Sachs, 5.25% 15nov2025, USD   USD 11/15/2025 03/22/2017 ***.** *.* 03/22/2017 ***.** *.*
Goldman Sachs, 5.5% 12oct2021, GBP   GBP 10/12/2021 03/22/2017 ***.** *.** 03/22/2017 ***.** *.**
Goldman Sachs, 5.85% 15jun2032, USD   USD 06/15/2032 03/22/2017 ***.*** *.** 03/22/2017 ***.*** *.**
Goldman Sachs, 5.95% 18jan2018, USD   USD 01/18/2018 03/22/2017 ***.*** *.** 03/22/2017 ***.** *.**
Goldman Sachs, 6% 15mar2041, USD   USD 03/15/2041 03/22/2017 ***.*** *.** 03/22/2017 ***.** *.*
Goldman Sachs, 6% 15mar2041, USD   USD 03/15/2041 03/22/2017 ***.*** *.** 03/22/2017 ***.*** *.*
Goldman Sachs, 6.125% 14may2017, GBP   GBP 05/14/2017 03/22/2017 ***.** *.** 03/22/2017 ***.** *.**
Goldman Sachs, 6.2% 26aug2020, USD (Series D)   USD 08/26/2020 03/22/2017 **.**** * 03/22/2017 ***.**** *
Goldman Sachs, 6.375% 2may2018, EUR   EUR 05/02/2018 03/22/2017 ***.*** -*.** 03/22/2017 ***.** -*.**
Goldman Sachs, 6.75% 1oct2037, USD   USD 10/01/2037 03/22/2017 ***.** *.** 03/22/2017 ***.*** *.**
Goldman Sachs, 6.77% 18jan2018, CNY   CNY 01/18/2019 03/22/2017 **.* *.** 03/22/2017 *** *.**
Goldman Sachs, 6.875% 18jan2038, GBP   GBP 01/18/2038 03/22/2017 ***.*** *.** 03/22/2017 ***.*** *.**
Goldman Sachs, 7.25% 10apr2028, GBP   GBP 04/10/2028 03/22/2017 ***.* *.** 03/22/2017 ***.* *.**
Goldman Sachs, FRN 11sep2018, EUR   EUR 09/11/2018 03/22/2017 ***.** * 03/22/2017 ***.** *
Goldman Sachs, FRN 13dec2019, USD   USD 12/13/2019 03/22/2017 ***.* * 03/22/2017 ***.** *
Goldman Sachs, FRN 15nov2021, USD   USD 11/15/2021 03/22/2017 ***.** * 03/22/2017 ***.** *
Goldman Sachs, FRN 17sep2017, USD   USD 09/17/2017 03/22/2017 ***.** * 03/22/2017 ***.** *
Goldman Sachs, FRN 18dec2017, EUR   EUR 12/18/2017 03/22/2017 ***.** * 03/22/2017 ***.** *
Goldman Sachs, FRN 1mar2021, USD   USD 03/01/2021 03/22/2017 **.** * 03/22/2017 **.* *
Goldman Sachs, FRN 22may2017, USD   USD 05/22/2017 03/22/2017 ***.** * 03/22/2017 ***.** *
Goldman Sachs, FRN 26apr2022, USD   USD 04/26/2022 03/22/2017 ***.* * 03/22/2017 ***.** *
Goldman Sachs, FRN 26jan2022, EUR   EUR 01/26/2022 03/22/2017 ***.** * 03/22/2017 ***.** *
Goldman Sachs, FRN 26jul2022, EUR   EUR 07/26/2022 03/22/2017 ***.** * 03/22/2017 ***.** *
Goldman Sachs, FRN 27jul2017, EUR   EUR 07/27/2017 03/22/2017 ***.** *.** 03/22/2017 ***.** *.**
Goldman Sachs, FRN 27jul2021, EUR   EUR 07/27/2021 03/22/2017 ***.** * 03/22/2017 ***.** *
Goldman Sachs, FRN 28jun2020, EUR   EUR 06/28/2020 03/22/2017 ***.** * 03/22/2017 *
Goldman Sachs, FRN 28oct2027, USD   USD 10/28/2027 03/22/2017 ***.** * 03/22/2017 ***.*** *
Goldman Sachs, FRN 29may2020, EUR   EUR 05/29/2020 03/22/2017 ***.** * 03/22/2017 ***.** *
Goldman Sachs, FRN 29oct2019, EUR   EUR 10/29/2019 03/22/2017 ***.** * 03/22/2017 ***.** *
Goldman Sachs, FRN 30jun2025, EUR   EUR 06/30/2025 03/22/2017 ** * 03/22/2017 *** *
Goldman Sachs, FRN 6feb2018, EUR   EUR 02/06/2018 03/22/2017 ***.** * 03/22/2017 *
Goldman Sachs, FRN 9sep2022, EUR   EUR 09/09/2022 03/22/2017 *** * 03/22/2017 ***.** *
Great Plains Energy, 2.5% 9mar2020, USD   USD 03/09/2020 03/22/2017 ***.** *.** 03/22/2017 ***.** *.**
Great Plains Energy, 3.15% 1apr2022, USD   USD 04/01/2022 03/22/2017 ***.*** *.** 03/22/2017 ***.*** *.**
Great Plains Energy, 3.9% 1apr2027, USD   USD 04/01/2027 03/22/2017 ***.*** *.* 03/22/2017 ***.*** *.**
Great Plains Energy, 4.85% 1apr2047, USD   USD 04/01/2047 03/22/2017 ***.*** *.* 03/22/2017 ***.*** *.**
Hanesbrands, 3.5% 15jun2024, EUR   EUR 06/15/2024 03/22/2017 ***.** *.** 03/22/2017 ***.** *.**
Hanjin International Corporation, FRN 30oct2017   USD 10/30/2017 03/22/2017 ***.*** * 03/22/2017 ***.**** *
Harley-Davidson, 3.5% 28jul2025, USD   USD 07/28/2025 03/22/2017 ***.*** *.** 03/22/2017 ***.** *.**
Harley-Davidson, 4.625% 28jul2045, USD   USD 07/28/2045 03/22/2017 ***.*** *.** 03/22/2017 ***.*** *.**
Harley-Davidson Financial Services Inc, 1.55% 17nov2017, USD   USD 11/17/2017 03/22/2017 **.** *.** 03/22/2017 **.** *.**
Harley-Davidson Financial Services Inc, 2.15% 26feb2020, USD   USD 02/26/2020 03/22/2017 **.** *.** 03/22/2017 **.** *.**
Harley-Davidson Financial Services Inc, 2.25% 15jan2019, USD   USD 01/15/2019 03/22/2017 ***.** *.** 03/22/2017 ***.** *.**
Harley-Davidson Financial Services Inc, 2.4% 15jun2020, USD   USD 06/15/2020 03/22/2017 ***.** *.* 03/22/2017 ***.** *.**
Harley-Davidson Financial Services Inc, 2.4% 15sep2019, USD   USD 09/15/2019 03/22/2017 ***.* *.** 03/22/2017 ***.** *.**
Harley-Davidson Financial Services Inc, 2.85% 15jan2021, USD   USD 01/15/2021 03/22/2017 ***.** *.** 03/22/2017 ***.** *.*
Harman International Industries, 2% 27may2022, EUR   EUR 05/27/2022 03/22/2017 ***.*** *.** 03/22/2017 ***.*** *.**
Harris, 1.999% 27apr2018, USD   USD 04/27/2018 03/22/2017 ***.*** *.** 03/22/2017 ***.*** *.*
Harris, 2.7% 27apr2020, USD   USD 04/27/2020 03/22/2017 ***.*** *.** 03/22/2017 ***.*** *.*
Harris, 3.832% 27apr2025, USD   USD 04/27/2025 03/22/2017 ***.*** *.** 03/22/2017 ***.*** *.**
Harris, 4.854% 27apr2035, USD   USD 04/27/2035 03/22/2017 ***.*** *.** 03/22/2017 ***.*** *.**
Harris, 5.054% 27apr2045, USD   USD 04/27/2045 03/22/2017 ***.*** *.** 03/22/2017 ***.*** *.**
HCP, 4% 1jun2025, USD   USD 06/01/2025 03/22/2017 ***.*** *.** 03/22/2017 ***.*** *.**
Hersheys, 1.6% 21aug2018, USD   USD 08/21/2018 03/22/2017 ***.** *.** 03/22/2017 ***.*** *.**
Hertz, 4.375% 15jan2019, EUR   EUR 01/15/2019 03/22/2017 ***.** *.** 03/22/2017 *** *.**
Hertz, 5.5% 15oct2024, USD   USD 10/15/2024 03/22/2017 **.** *.** 03/22/2017 **.** *.*
Hertz, 6.75% 15apr2019, USD   USD 04/15/2019 03/22/2017 **.* *.** 03/22/2017 ***.** *.**
Hess, 5.8% 1apr2047, USD   USD 04/01/2047 03/22/2017 ***.* *.* 03/22/2017 ***.** *.*
Hewlett Packard Enterprise, 2.45% 5oct2017, USD   USD 10/05/2017 03/22/2017 ***.** *.** 03/22/2017 ***.** *.**
Hewlett Packard Enterprise, 2.85% 5oct2018, USD   USD 10/05/2018 03/22/2017 ***.* *.** 03/22/2017 ***.** *.**
Hewlett Packard Enterprise, 3.6% 15oct2020, USD   USD 10/15/2020 03/22/2017 ***.** *.** 03/22/2017 ***.** *.**
Hewlett Packard Enterprise, 4.4% 15oct2022, USD   USD 10/15/2022 03/22/2017 ***.** *.** 03/22/2017 ***.** *.**
Hewlett Packard Enterprise, 4.40% 15oct2022, USD   USD 10/15/2022 03/22/2017 ***.*** *.** 03/22/2017 ***.*** *.**
Hewlett Packard Enterprise, 4.9% 15oct2025, USD   USD 10/15/2025 03/22/2017 ***.** *.** 03/22/2017 ***.* *.**
Hewlett Packard Enterprise, 4.90% 15oct2025, USD   USD 10/15/2025 03/22/2017 ***.*** *.** 03/22/2017 ***.*** *.**
Hewlett Packard Enterprise, 6.20% 15oct2035, USD   USD 10/15/2035 03/22/2017 ***.*** *.** 03/22/2017 ***.* *.**
Hewlett Packard Enterprise, 6.35% 15oct2045, USD   USD 10/15/2045 03/22/2017 ***.*** *.** 03/22/2017 ***.** *.**
Hewlett-Packard, 4.3% 1jun2021, USD   USD 06/01/2021 03/22/2017 ***.*** *.** 03/22/2017 ***.** *.**
Hewlett-Packard, 4.65% 9dec2021, USD   USD 12/09/2021 03/22/2017 ***.*** *.* 03/22/2017 ***.** *.**
Hilton Domestic Operating Co Inc., 4.25% 1sep2024, USD   USD 09/01/2024 03/22/2017 **.* *.** 03/22/2017 ***.* *.**
Hilton Worldwide Finance, 4.875% 1apr2027, USD   USD 04/01/2027 03/22/2017 **.* * 03/22/2017 ***.** *.**
HollyFrontier, 5.875% 1apr2026, USD   USD 04/01/2026 03/22/2017 ***.*** *.** 03/22/2017 ***.*** *.**
Honeywell International, 0.65% 21feb2020, EUR   EUR 02/21/2020 03/22/2017 ***.** *.** 03/22/2017 ***.** *.**
Honeywell International, 1.3% 21feb2020, EUR   EUR 02/22/2023 03/22/2017 ***.** *.** 03/22/2017 ***.** *.*
Honeywell International, 1.4% 30oct2019, USD   USD 10/30/2019 03/22/2017 **.** *.** 03/22/2017 **.** *.**
Honeywell International, 1.85% 1nov2021, USD   USD 11/01/2021 03/22/2017 **.** *.** 03/22/2017 ** *.**
Honeywell International, 2.25% 22feb2028, EUR   EUR 02/22/2028 03/22/2017 ***.** *.** 03/22/2017 ***.** *.**
Honeywell International, 2.5% 1nov2026, USD   USD 11/01/2026 03/22/2017 **.* *.** 03/22/2017 **.** *.**
Honeywell International, FRN 22feb2018, EUR   EUR 02/22/2018 03/22/2017 ***.** * 03/22/2017 ***.*** *
Host Hotels & Resorts, 3.875% 1apr2024, USD   USD 04/01/2024 03/22/2017 ***.*** *.* 03/22/2017 ***.*** *.**
Host Hotels & Resorts, 4% 15jun2025, USD   USD 06/15/2025 03/22/2017 ***.*** *.** 03/22/2017 ***.*** *.*
Host Hotels & Resorts, 6% 1oct2021, USD   USD 10/01/2021 03/22/2017 ***.*** *.** 03/22/2017 ***.** *.**
HSBC Bank USA, 1.3% 23jun2017, USD   USD 06/23/2017 03/22/2017 **.** *.** 03/22/2017 ***.* *.**
HSBC Bank USA, 2.25% 23jun2019, USD   USD 06/23/2019 03/22/2017 ***.* *.** 03/22/2017 ***.** *.**
HSBC Bank USA, 2.35% 5mar2020, USD   USD 03/05/2020 03/22/2017 **.** *.** 03/22/2017 ***.** *.**
HSBC Bank USA, 3.5% 23jun2024, USD   USD 06/23/2024 03/22/2017 ***.* *.** 03/22/2017 ***.** *.**
HSBC Finance Corporation, 6.676% 15jan2021, USD   USD 01/15/2021 03/22/2017 ***.*** *.** 03/22/2017 ***.*** *.**
HSBC USA, 1.5% 13nov2017, USD   USD 11/13/2017 03/22/2017 **.** *.** 03/22/2017 **.** *.**
HSBC USA, 1.7% 5mar2018, USD   USD 03/05/2018 03/22/2017 **.** *.** 03/22/2017 ***.** *.**
HSBC USA, 2% 7aug2018, USD   USD 08/07/2018 03/22/2017 ***.** *.** 03/22/2017 ***.** *.*
HSBC USA, 2.375% 13nov2019, USD   USD 11/13/2019 03/22/2017 ***.** *.** 03/22/2017 ***.** *.**
HSBC USA, 2.75% 7aug2020, USD   USD 08/07/2020 03/22/2017 ***.** *.** 03/22/2017 ***.** *.**
Humana, 3.95% 15mar2027, USD   USD 03/15/2027 03/22/2017 ***.*** *.** 03/22/2017 ***.*** *.**
Huntington, 1.7% 26feb2018, USD   USD 02/26/2018 03/22/2017 **.** *.** 03/22/2017 ***.*** *.**
Huntington, 2.3% 14jan2022, USD   USD 01/14/2022 03/22/2017 **.*** *.** 03/22/2017 **.*** *.**
Huntington, 2.4% 1apr2020, USD   USD 04/01/2020 03/22/2017 ***.*** *.** 03/22/2017 ***.*** *.**
Huntington, 3.15% 14mar2021, USD   USD 03/14/2021 03/22/2017 ***.*** *.** 03/22/2017 ***.*** *.**
Huntsman International, 4.25% 1apr2025, EUR   EUR 04/01/2025 03/22/2017 ***.*** *.** 03/22/2017 ***.*** *.**
Huntsman International, 4.25% 1apr2025, EUR   EUR 04/01/2025 03/22/2017 **.** * 03/22/2017 *
Huntsman International, 5.125% 15apr2021, EUR   EUR 04/15/2021 03/22/2017 ***.** *.** 03/22/2017 ***.** *.**
Huntsman International, 5.125% 15apr2021, EUR   EUR 04/15/2021 03/22/2017 ***.** *.** 03/22/2017 ***.** *.**
Hypo Real Estate International Trust, 5.864% perp., EUR   EUR 03/22/2017 *** * 03/22/2017 ***.** *
Hyundai Capital America, 2% 19mar2018, USD   USD 03/19/2018 03/22/2017 ***.** *.** 03/22/2017 ***.** *.**
Hyundai Capital America, 2.55% 6feb2019, USD   USD 02/06/2019 03/22/2017 ***.** *.** 03/22/2017 ***.** *.**
Hyundai Capital America, 2.6% 19mar2020, USD   USD 03/19/2020 03/22/2017 *** *.** 03/22/2017 ***.** *.**
Hyundai Capital America, 2.75% 27sep2026, USD   USD 09/27/2026 03/22/2017 **.** *.** 03/22/2017 **.** *.**
IBM, 0.3% 2nov2026, JPY   JPY 11/02/2026 03/22/2017 **.** *.** 03/22/2017 ***.** *.**
IBM, 0.5% 7sep2021, EUR   EUR 09/07/2021 03/22/2017 ***.** *.** 03/22/2017 ***.** *.**
IBM, 1.125% 6sep2024, EUR   EUR 09/06/2024 03/22/2017 ***.** *.** 03/22/2017 ***.** *.**
IBM, 1.25% 26may2023, EUR   EUR 05/26/2023 03/22/2017 ***.** *.** 03/22/2017 ***.** *.**
IBM, 1.25% 8feb2018, USD   USD 02/08/2018 03/22/2017 **.** *.** 03/22/2017 **.** *.*
IBM, 1.375% 19nov2019, EUR   EUR 11/19/2019 03/22/2017 ***.** -*.** 03/22/2017 ***.** -*.**
IBM, 1.75% 7mar2028, EUR   EUR 03/07/2028 03/22/2017 ***.*** *.** 03/22/2017 ***.* *.**
IBM, 1.875% 6nov2020, EUR   EUR 11/06/2020 03/22/2017 ***.** *.** 03/22/2017 ***.** *.**
IBM, 1.9% 27jan2020, USD   USD 01/27/2020 03/22/2017 ***.*** *.* 03/22/2017 ***.* *.*
IBM, 2.5% 27jan2022, USD   USD 01/27/2022 03/22/2017 ***.** *.** 03/22/2017 ***.** *.**
IBM, 2.875% 7nov2025, EUR   EUR 11/07/2025 03/22/2017 ***.** *.* 03/22/2017 ***.** *.**
IBM, 3.3% 27jan2027, USD   USD 01/27/2027 03/22/2017 ***.*** *.** 03/22/2017 ***.** *.**
IBM, FRN 27jan2020, USD   USD 01/27/2020 03/22/2017 ***.** *.** 03/22/2017 ***.** *.**
IBRD, 0% 14jul2027, ZAR (10957D)   ZAR 07/14/2027 03/22/2017 **.** *.* 03/22/2017 **.** *.**
IBRD, 0% 16aug2019, USD (10957D)   USD 08/16/2019 03/22/2017 **.** *.** 03/22/2017 **.** *.**
IBRD, 0% 17feb2026, ZAR (10227D)   ZAR 02/17/2026 03/22/2017 **.*** *.* 03/22/2017 **.*** *.**
IBRD, 0% 19sep2022, MXN (5479D)   MXN 09/19/2022 03/22/2017 **.** *.** 03/22/2017 **.** *.**
IBRD, 0% 1apr2022, ZAR (7305D)   ZAR 04/01/2022 03/22/2017 **.** *.** 03/22/2017 **.*** *.**
IBRD, 0% 1may2030, USD (10939D)   USD 05/01/2030 03/22/2017 **.** *.** 03/22/2017 ** *.**
IBRD, 0% 24feb2020, TRY (1095D)   TRY 02/24/2020 03/22/2017 **.** **.** 03/22/2017 **.** **.**
IBRD, 0% 29dec2017, ZAR (7365D)   ZAR 12/29/2017 03/22/2017 **.** *.** 03/22/2017 **.** *.**
IBRD, 0% 29dec2028, ZAR (11323D)   ZAR 12/29/2028 03/22/2017 **.** *.** 03/22/2017 **.* *.**
IBRD, 0% 29may2035, ZAR (7305D)   ZAR 05/29/2035 03/22/2017 **.** *.** 03/22/2017 **.** *.**
IBRD, 0% 31dec2025, ZAR (10092D)   ZAR 12/31/2025 03/22/2017 **.* *.* 03/22/2017 **.* *.**
IBRD, 0% 4apr2017, ZAR (7305D)   ZAR 04/04/2017 03/22/2017 **.** *.** 03/22/2017 **.*** *.**
IBRD, 0.375% 15jun2021, GBP   GBP 06/15/2021 03/22/2017 **.** *.** 03/22/2017 **.** *.**
IBRD, 0.5% 16apr2030, EUR   EUR 04/16/2030 03/22/2017 **.** *.** 03/22/2017 **.** *.**
IBRD, 0.5% 20dec2019, ZAR   ZAR 12/20/2019 03/22/2017 **.** *.** 03/22/2017 **.** *.**
IBRD, 0.5% 20feb2020, ZAR   ZAR 02/20/2020 03/22/2017 **.** *.** 03/22/2017 **.** *.**
IBRD, 0.5% 20may2020, ZAR   ZAR 05/20/2020 03/22/2017 **.** *.** 03/22/2017 **.* *.**
IBRD, 0.5% 20nov2019, ZAR   ZAR 11/20/2019 03/22/2017 **.** *.** 03/22/2017 ** *.**
IBRD, 0.5% 25feb2019, ZAR   ZAR 02/25/2019 03/22/2017 **.** *.** 03/22/2017 **.** *.**
IBRD, 0.5% 25jan2019, ZAR   ZAR 01/25/2019 03/22/2017 **.*** *.** 03/22/2017 **.** *.**
IBRD, 0.5% 28mar2019, ZAR   ZAR 03/28/2019 03/22/2017 **.** *.** 03/22/2017 **.** *.**
IBRD, 0.5% 29jul2022, AUD   AUD 07/29/2022 03/22/2017 **.* *.** 03/22/2017 **.* *.**
IBRD, 0.5% 2sep2020, ZAR   ZAR 09/02/2020 03/22/2017 **.** *.** 03/22/2017 **.** *.**
IBRD, 0.625% 12jan2033, EUR   EUR 01/12/2033 03/22/2017 **.** *.** 03/22/2017 **.*** *.**
IBRD, 0.625% 15dec2023, GBP   GBP 12/15/2023 03/22/2017 **.** *.** 03/22/2017 **.* *.*
IBRD, 0.75% 7dec2021, GBP   GBP 12/07/2021 03/22/2017 ***.* *.** 03/22/2017 ***.* *.**
IBRD, 0.875% 15aug2019, USD   USD 08/15/2019 03/22/2017 **.** *.** 03/22/2017 **.* *.**
IBRD, 0.875% 17apr2017, USD   USD 04/17/2017 03/22/2017 *** *.** 03/22/2017 ***.** *.**
IBRD, 0.875% 19jul2018, USD   USD 07/19/2018 03/22/2017 **.** *.** 03/22/2017 **.* *.**
IBRD, 0.875% 9mar2020, JPY   JPY 03/09/2020 03/22/2017 ***.**** *.** 03/22/2017 ***.**** *.**
IBRD, 1% 15jun2018, USD   USD 06/15/2018 03/22/2017 **.** *.** 03/22/2017 **.** *.**
IBRD, 1% 15nov2017, USD   USD 11/15/2017 03/22/2017 **.** *.** 03/22/2017 **.** *.**
IBRD, 1% 2feb2022, NOK   NOK 02/02/2022 03/22/2017 **.** *.** 03/22/2017 **.** *.**
IBRD, 1% 5oct2018, USD   USD 10/05/2018 03/22/2017 **.** *.** 03/22/2017 **.*** *.**
IBRD, 1.125% 10aug2020, USD   USD 08/10/2020 03/22/2017 **.** *.** 03/22/2017 **.** *.**
IBRD, 1.125% 11mar2020, CAD   CAD 03/11/2020 03/22/2017 **.** *.* 03/22/2017 **.** *.*
IBRD, 1.125% 18jul2017, USD   USD 07/18/2017 03/22/2017 ***.** *.** 03/22/2017 ***.** *.**
IBRD, 1.125% 27nov2019, USD   USD 11/27/2019 03/22/2017 **.** *.** 03/22/2017 **.** *.**
IBRD, 1.2% 20oct2026, USD   USD 10/20/2026 03/22/2017 **.* *.* 03/22/2017 **.** *.**
IBRD, 1.25% 26jul2019, USD   USD 07/26/2019 03/22/2017 **.** *.** 03/22/2017 **.** *.**
IBRD, 1.25% 2oct2017, GBP   GBP 10/02/2017 03/22/2017 ***.* *.** 03/22/2017 ***.** *.**
IBRD, 1.375% 10apr2018, USD   USD 04/10/2018 03/22/2017 ***.** *.** 03/22/2017 ***.** *.**
IBRD, 1.375% 20sep2021, USD   USD 09/20/2021 03/22/2017 **.** *.** 03/22/2017 **.** *.**
IBRD, 1.375% 23jun2019, SEK   SEK 06/23/2019 03/22/2017 ***.** *.** 03/22/2017 ***.** -*.**
IBRD, 1.375% 24may2021, USD   USD 05/24/2021 03/22/2017 **.*** *.** 03/22/2017 **.*** *.**
IBRD, 1.375% 30mar2020, USD   USD 03/30/2020 03/22/2017 **.** *.** 03/22/2017 **.** *.**
IBRD, 1.473% 13aug2019, SGD   SGD 08/13/2019 03/22/2017 **.*** *.** 03/22/2017 **.*** *
IBRD, 1.625% 10feb2022, USD   USD 02/10/2022 03/22/2017 **.** *.** 03/22/2017 **.** *.*
IBRD, 1.625% 9mar2021, USD   USD 03/09/2021 03/22/2017 **.** *.** 03/22/2017 **.** *.**
IBRD, 1.75% 19apr2023, USD   USD 04/19/2023 03/22/2017 **.** *.** 03/22/2017 **.* *.**
IBRD, 1.75% 29mar2026, USD   USD 03/29/2026 03/22/2017 **.** *.** 03/22/2017 **.** *.**
IBRD, 1.75% 5jul2023, USD   USD 07/05/2023 03/22/2017 **.** * 03/22/2017 **.** *
IBRD, 1.82% 11aug2026, USD   USD 08/11/2026 03/22/2017 **.** * 03/22/2017 **.* *
IBRD, 1.85% 24feb2022, SGD   SGD 02/24/2022 03/22/2017 **.*** *.** 03/22/2017 **.*** *.**
IBRD, 1.875% 21apr2020, USD   USD 04/21/2020 03/22/2017 ***.** *.** 03/22/2017 ***.** *.**
IBRD, 1.875% 27oct2026, USD   USD 10/27/2026 03/22/2017 **.** *.** 03/22/2017 **.** *.**
IBRD, 1.875% 30may2019, CAD   CAD 05/30/2019 03/22/2017 ***.** *.** 03/22/2017 ***.** *.**
IBRD, 1.875% 7oct2019, USD   USD 10/07/2019 03/22/2017 ***.* *.* 03/22/2017 ***.** *.**
IBRD, 1.875% 7oct2022, USD   USD 10/07/2022 03/22/2017 **.** *.** 03/22/2017 **.** *.**
IBRD, 1.95% 8may2025, USD   USD 05/08/2025 03/22/2017 **.**** *.* 03/22/2017 **.**** *.*
IBRD, 10% 16mar2020, TRY   TRY 03/16/2020 03/22/2017 **.** **.** 03/22/2017 **.** **.**
IBRD, 10% 16sep2019, RUR   RUR 09/16/2019 03/22/2017 ***.* *.** 03/22/2017 ***.* *.**
IBRD, 10% 31jan2018, BRL   BRL 01/31/2018 03/22/2017 ***.** *.** 03/22/2017 ***.* *.**
IBRD, 10.3% 5mar2019, RUR   RUR 03/05/2019 03/22/2017 ***.** *.** 03/22/2017 ***.** *.**
IBRD, 11% 29jan2018, BRL   BRL 01/29/2018 03/22/2017 ***.* *.** 03/22/2017 ***.* *.**
IBRD, 11.6% 10feb2020, RUR   RUR 02/10/2020 03/22/2017 ***.** *.** 03/22/2017 ***.** *.**
IBRD, 11.75% 4nov2020, BRL   BRL 11/04/2020 03/22/2017 ***.** *.** 03/22/2017 ***.* *.**
IBRD, 12% 18feb2019, EUR   EUR 02/18/2019 03/22/2017 ***.** -**.** 03/22/2017 *
IBRD, 13.625% 9may2017, TRY   TRY 05/09/2017 03/22/2017 ***.** **.** 03/22/2017 ***.** **.**
IBRD, 2% 26jan2022, USD   USD 01/26/2022 03/22/2017 **.** *.* 03/22/2017 **.** *.**
IBRD, 2.01% 13apr2022, SGD   SGD 04/13/2022 03/22/2017 **.*** *.** 03/22/2017 **.*** *.**
IBRD, 2.125% 1nov2020, USD   USD 11/01/2020 03/22/2017 ***.** *.** 03/22/2017 ***.** *.**
IBRD, 2.125% 29may2017, NOK   NOK 05/29/2017 03/22/2017 ***.** *.** 03/22/2017 ***.* *.**
IBRD, 2.125% 3mar2025, USD   USD 03/03/2025 03/22/2017 **.** *.** 03/22/2017 **.** *.**
IBRD, 2.25% 24jun2021, USD   USD 06/24/2021 03/22/2017 ***.* *.** 03/22/2017 ***.** *.**
IBRD, 2.33% 31may2026, USD   USD 05/31/2026 03/22/2017 **.** * 03/22/2017 **.** *
IBRD, 2.35% 28jun2026, USD   USD 06/28/2026 03/22/2017 ** * 03/22/2017 **.* *
IBRD, 2.5% 19may2017, EUR   EUR 05/19/2017 03/22/2017 ***.**** -*.** 03/22/2017 ***.**** -*.**
IBRD, 2.5% 22jul2021, CNY   CNY 07/22/2021 03/22/2017 ** *.** 03/22/2017 **.** *.**
IBRD, 2.5% 25nov2024, USD   USD 11/25/2024 03/22/2017 **.**** *.** 03/22/2017 **.**** *.**
IBRD, 2.5% 25nov2024, USD   USD 11/25/2024 03/22/2017 ***.** *.** 03/22/2017 ***.** *.**
IBRD, 2.5% 29jul2025, USD   USD 07/29/2025 03/22/2017 **.** *.** 03/22/2017 **.** *.**
IBRD, 2.8% 12jan2022, AUD   AUD 01/12/2022 03/22/2017 ***.** *.** 03/22/2017 ***.** *.*
IBRD, 3% 6feb2027, AUD   AUD 02/06/2027 03/22/2017 **.** *.** 03/22/2017 ***.** *
IBRD, 3.25% 15dec2017, SEK   SEK 12/15/2017 03/22/2017 ***.** -*.** 03/22/2017 ***.** -*.**
IBRD, 3.25% 2019, PLN   PLN 01/31/2019 03/22/2017 ***.*** *.** 03/22/2017 ***.*** *.*
IBRD, 3.25% 23jul2018, CNY   CNY 07/23/2018 03/22/2017 **.** *.** 03/22/2017 **.** *.**
IBRD, 3.375% 25jan2022, NZD   NZD 01/25/2022 03/22/2017 ***.** *.** 03/22/2017 ***.** *.**
IBRD, 3.4% 18dec2017, MXN   MXN 12/18/2017 03/22/2017 **.** *.** 03/22/2017 **.* *.**
IBRD, 3.48% 8dec2018, CNY   CNY 12/08/2018 03/22/2017 **.** *.** 03/22/2017 **.** *.**
IBRD, 3.5% 2nov2020, SEK   SEK 11/02/2020 03/22/2017 ***.**** *.** 03/22/2017 ***.**** *.**
IBRD, 3.6% 6feb2027, NZD   NZD 02/06/2027 03/22/2017 ***.** *.** 03/22/2017 ***.** *.**
IBRD, 3.625% 22jun2020, NOK   NOK 06/22/2020 03/22/2017 ***.** *.** 03/22/2017 ***.** *.**
IBRD, 3.75% 19may2017, NOK   NOK 05/19/2017 03/22/2017 ***.** *.** 03/22/2017 ***.** *.**
IBRD, 3.75% 23jan2019, AUD   AUD 01/23/2019 03/22/2017 ***.** *.** 03/22/2017 ***.** *.**
IBRD, 3.875% 20may2019, EUR   EUR 05/20/2019 03/22/2017 ***.** -*.** 03/22/2017 ***.*** -*.*
IBRD, 4% 16aug2018, MXN   MXN 08/16/2018 03/22/2017 **.** *.** 03/22/2017 **.** *.**
IBRD, 4.1% 16nov2019, MXN   MXN 11/16/2019 03/22/2017 **.** *.** 03/22/2017 **.** *.**
IBRD, 4.5% 3aug2017, COP   COP 08/03/2017 03/22/2017 **.*** *.** 03/22/2017 **.*** *.**
IBRD, 4.75% 15feb2035, USD   USD 02/15/2035 03/22/2017 ***.* *.** 03/22/2017 ***.** *.**
IBRD, 5% 24may2017, INR   INR 05/24/2017 03/22/2017 **.* *.** 03/22/2017 **.* *.**
IBRD, 5.25% 17oct2019, MXN   MXN 10/17/2019 03/22/2017 **.* *.** 03/22/2017 **.** *.**
IBRD, 5.25% 18may2025, MXN   MXN 05/18/2025 03/22/2017 **.** *.** 03/22/2017 **.** *.**
IBRD, 5.52% 28jul2017, BRL   BRL 07/28/2017 03/22/2017 **.** **.** 03/22/2017 **.** **.**
IBRD, 5.52% 28jun2017, ZAR   ZAR 06/28/2017 03/22/2017 **.** *.** 03/22/2017 **.** *.**
IBRD, 5.58% 28mar2018, BRL   BRL 03/28/2018 03/22/2017 **.* *.** 03/22/2017 **.** *.**
IBRD, 5.64% 28apr2017, BRL   BRL 04/28/2017 03/22/2017 **.** ** 03/22/2017 **.** *.**
IBRD, 5.73% 16aug2018, INR   INR 08/16/2018 03/22/2017 **.** *.** 03/22/2017 **.** *.**
IBRD, 5.73% 30may2017, BRL   BRL 05/30/2017 03/22/2017 **.** **.** 03/22/2017 **.** **.**
IBRD, 5.75% 28oct2019, INR   INR 10/28/2019 03/22/2017 **.** *.* 03/22/2017 ***.** *.**
IBRD, 5.8% 22jul2021, INR   INR 07/22/2021 03/22/2017 ***.** *.** 03/22/2017 ***.** *.*
IBRD, 5.88% 28jun2017, BRL   BRL 06/28/2017 03/22/2017 **.** **.** 03/22/2017 **.** *.**
IBRD, 6.25% 5jul2017, RUR   RUR 07/05/2017 03/22/2017 **.* *.** 03/22/2017 ***.* *.**
IBRD, 6.375% 7aug2018, INR   INR 08/07/2018 03/22/2017 ***.** *.** 03/22/2017 ***.* *
IBRD, 6.50% 26jul2019, RUR   RUR 07/26/2019 03/22/2017 **.** *.** 03/22/2017 **.** *.**
IBRD, 6.6% 26sep2019, ZAR   ZAR 09/26/2019 03/22/2017 ***.** *.** 03/22/2017 ***.** *.**
IBRD, 6.625% 5dec2017, ZAR   ZAR 12/05/2017 03/22/2017 **.** *.** 03/22/2017 **.** *.**
IBRD, 6.75% 20jun2023, RUR   RUR 06/20/2023 03/22/2017 **.** *.** 03/22/2017 ***.* *.**
IBRD, 6.8% 16nov2019, TRY   TRY 11/16/2019 03/22/2017 **.* *.** 03/22/2017 **.* *.**
IBRD, 7% 7jun2023, ZAR   ZAR 06/07/2023 03/22/2017 **.** *.** 03/22/2017 **.* *.**
IBRD, 7.05% 18aug2017, TRY   TRY 08/18/2017 03/22/2017 **.** **.** 03/22/2017 **.** **.**
IBRD, 7.125% 9feb2021, MXN   MXN 02/09/2021 03/22/2017 ***.* *.** 03/22/2017 ***.** *.**
IBRD, 7.25% 23nov2020, RUR   RUR 11/23/2020 03/22/2017 ***.** *.** 03/22/2017 ***.** *.**
IBRD, 7.5% 5mar2020, MXN   MXN 03/05/2020 03/22/2017 ***.** *.** 03/22/2017 ***.** *.**
IBRD, 7.6% 26sep2019, BRL   BRL 09/26/2019 03/22/2017 ***.** *.* 03/22/2017 ***.* *.**
IBRD, 7.625% 19jan2023, USD   USD 01/19/2023 03/22/2017 ***.** *.** 03/22/2017 ***.** *.**
IBRD, 7.86% 26may2017, BRL   BRL 05/26/2017 03/22/2017 **.** **.** 03/22/2017 **.** **.**
IBRD, 8% 22aug2018, RUR   RUR 08/22/2018 03/22/2017 ***.** *.** 03/22/2017 ***.** *.**
IBRD, 8% 2mar2020, COP   COP 03/02/2020 03/22/2017 ***.*** *.** 03/22/2017 ***.*** *.**
IBRD, 8.13% 28apr2017, BRL   BRL 04/28/2017 03/22/2017 **.** **.** 03/22/2017 **.** **.*
IBRD, 8.25% 4mar2022, TRY   TRY 03/04/2022 03/22/2017 **.* **.* 03/22/2017 **.** **.**
IBRD, 8.43% 30may2017, BRL   BRL 05/30/2017 03/22/2017 **.** **.* 03/22/2017 **.** **.**
IBRD, 8.5% 2mar2018, RUR   RUR 03/02/2018 03/22/2017 ***.** *.** 03/22/2017 ***.* *.**
IBRD, 8.75% 8jun2018, BRL   BRL 06/08/2018 03/22/2017 **.* *.** 03/22/2017 **.* *.**
IBRD, 9.15% 28jun2017, BRL   BRL 06/28/2017 03/22/2017 **.** ** 03/22/2017 **.** **.**
IBRD, 9.21% 29aug2017, BRL   BRL 08/29/2017 03/22/2017 **.* **.** 03/22/2017 **.** **.**
IBRD, 9.625% 13jul2018, TRY   TRY 07/13/2018 03/22/2017 **.*** **.** 03/22/2017 ***.** *.**
IBRD, 9.75% 27sep2017, BRL   BRL 09/27/2017 03/22/2017 **.** *.** 03/22/2017 ***.** *.**
IBRD, FRN 13oct2020, USD   USD 10/13/2020 03/22/2017 ***.** * 03/22/2017 ***.** *
IBRD, FRN 28feb2018, BRL   BRL 02/28/2018 03/22/2017 **.** * 03/22/2017 **.* *
Icahn Enterprises, 5.875% 1feb2022, USD   USD 02/01/2022 03/22/2017 ***.** *.* 03/22/2017 ***.** *.**
Idaho Power, 3.65% 1mar2045, USD   USD 03/01/2045 03/22/2017 **.*** *.* 03/22/2017 **.*** *.**
IFC, 0% 15feb2029, TRY (4383D)   TRY 02/15/2029 03/22/2017 **.*** *.** 03/22/2017 **.** *.**
IFC, 0% 20jan2037, MXN (7305D)   MXN 01/20/2037 03/22/2017 **.* *.** 03/22/2017 **.** *.**
IFC, 0% 21oct2022, ZAR (9131D)   ZAR 10/21/2022 03/22/2017 **.** *.** 03/22/2017 **.** *.**
IFC, 0% 27jan2037, MXN (7305D)   MXN 01/27/2037 03/22/2017 **.** *.** 03/22/2017 **.** *.**
IFC, 0.5% 28aug2019, BRL   BRL 08/28/2019 03/22/2017 **.*** *.** 03/22/2017 **.*** *.**
IFC, 0.50% 15aug2023, MXN   MXN 08/15/2023 03/22/2017 ** *.** 03/22/2017 **.* *.**
IFC, 0.625% 21dec2017, USD   USD 12/21/2017 03/22/2017 **.** *.* 03/22/2017 **.* *.**
IFC, 0.875% 15jun2018, USD   USD 06/15/2018 03/22/2017 **.* *.** 03/22/2017 **.** *.**
IFC, 1% 24apr2017, USD   USD 04/24/2017 03/22/2017 ***.** *.** 03/22/2017 ***.** *.*
IFC, 1.125% 20jul2021, USD   USD 07/20/2021 03/22/2017 **.** *.** 03/22/2017 **.** *.**
IFC, 1.25% 16jul2018, USD   USD 07/16/2018 03/22/2017 **.** *.* 03/22/2017 *** *.**
IFC, 1.625% 16jul2020, USD   USD 07/16/2020 03/22/2017 **.** *.** 03/22/2017 **.** *.**
IFC, 1.75% 16sep2019, USD   USD 09/16/2019 03/22/2017 ***.** *.** 03/22/2017 ***.* *.**
IFC, 1.75% 4sep2018, USD   USD 09/04/2018 03/22/2017 ***.** *.** 03/22/2017 ***.** *.**
IFC, 10% 12jun2017, BRL   BRL 06/12/2017 03/22/2017 **.** **.** 03/22/2017 **.** **.**
IFC, 10% 14jun2019, BRL   BRL 06/14/2019 03/22/2017 ***.*** *.** 03/22/2017 ***.*** *.**
IFC, 10.5% 17apr2018, BRL   BRL 04/17/2018 03/22/2017 *** *.** 03/22/2017 ***.* *.**
IFC, 11% 21jan2020, RUR   RUR 01/21/2020 03/22/2017 ***.* *.** 03/22/2017 ***.* *.**
IFC, 11% 3feb2021, TRY   TRY 02/03/2021 03/22/2017 **.** **.** 03/22/2017 ***.** **.**
IFC, 11.5% 30oct2020, BRL   BRL 10/30/2020 03/22/2017 ***.*** *.** 03/22/2017 ***.*** *.**
IFC, 12% 29jan2019, BRL   BRL 01/29/2019 03/22/2017 ***.* *.** 03/22/2017 ***.*** *.**
IFC, 13.5% 12feb2019, EUR   EUR 02/12/2019 03/22/2017 ***.** * 03/22/2017 ***.** *
IFC, 2% 26jun2017, CNY   CNY 06/26/2017 03/22/2017 **.** *.** 03/22/2017 **.* *.**
IFC, 2.125% 17nov2017, USD   USD 11/17/2017 03/22/2017 ***.** *.** 03/22/2017 ***.** *.**
IFC, 2.125% 7apr2026, USD   USD 04/07/2026 03/22/2017 **.** *.** 03/22/2017 **.** *.**
IFC, 2.35% 22jan2018, SGD   SGD 01/22/2018 03/22/2017 ***.*** *.** 03/22/2017 ***.*** *.**
IFC, 2.695% 20aug2024, USD   USD 08/20/2024 03/22/2017 ***.**** *.** 03/22/2017 ***.**** *.**
IFC, 2.7% 5feb2021, AUD   AUD 02/05/2021 03/22/2017 ***.** *.** 03/22/2017 ***.*** *.**
IFC, 2.8% 15aug2022, AUD   AUD 08/15/2022 03/22/2017 ***.** *.** 03/22/2017 ***.** *.**
IFC, 3.1% 24sep2019, CNY   CNY 09/24/2019 03/22/2017 **.** *.** 03/22/2017 ***.* *.**
IFC, 3.25% 22jul2019, AUD   AUD 07/22/2019 03/22/2017 ***.** *.** 03/22/2017 ***.** *.**
IFC, 3.25% 26jul2017, AUD   AUD 07/26/2017 03/22/2017 ***.** *.** 03/22/2017 ***.** *.**
IFC, 3.5% 5sep2017, NZD   NZD 09/05/2017 03/22/2017 ***.** *.** 03/22/2017 ***.** *.**
IFC, 3.625% 20may2020, NZD   NZD 05/20/2020 03/22/2017 ***.*** *.** 03/22/2017 ***.*** *.**
IFC, 3.78% 22aug2018, MXN   MXN 08/22/2018 03/22/2017 **.** *.** 03/22/2017 **.** *.**
IFC, 3.875% 26feb2018, NZD   NZD 02/26/2018 03/22/2017 ***.** *.** 03/22/2017 ***.** *.**
IFC, 4.75% 29apr2021, MXN   MXN 04/29/2021 03/22/2017 **.*** *.** 03/22/2017 **.*** *.**
IFC, 5.75% 28jul2020, AUD   AUD 07/28/2020 03/22/2017 ***.** *.** 03/22/2017 ***.** *.**
IFC, 6.25% 15dec2017, NZD   NZD 12/15/2017 03/22/2017 ***.** *.** 03/22/2017 ***.** *.**
IFC, 6.3% 25nov2024, INR   INR 11/25/2024 03/22/2017 **.** *.** 03/22/2017 ***.** *.**
IFC, 6.45% 30oct2018, INR   INR 10/30/2018 03/22/2017 ***.* *.** 03/22/2017 ***.** *.**
IFC, 6.75% 3feb2020, RUR   RUR 02/03/2020 03/22/2017 **.** *.** 03/22/2017 **.* *.**
IFC, 7.25% 2feb2024, MXN   MXN 02/02/2024 03/22/2017 ***.** *.** 03/22/2017 ***.** *.**
IFC, 7.8% 3jun2019, INR   INR 06/03/2019 03/22/2017 ***.** *.** 03/22/2017 ***.* *.**
IFC, 8.25% 10jun2021, INR   INR 06/10/2021 03/22/2017 ***.** *.** 03/22/2017 ***.** *.**
IFC, 8.5% 27jul2017, RUR   RUR 07/27/2017 03/22/2017 **.** *.* 03/22/2017 **.** *.**
IFC, 8.75% 17dec2018, RUR   RUR 12/17/2018 03/22/2017 ***.*** *.** 03/22/2017 ***.*** *.**
IFC, FRN 6mar2018, USD   USD 03/06/2018 03/22/2017 *** * 03/22/2017 ***.** *
IFC, FRN 9jan2019, USD   USD 01/09/2019 03/22/2017 ***.* * 03/22/2017 ***.** *
IKB Funding Trust II, 6% perp., EUR   EUR 03/22/2017 **.** * 03/22/2017 **.* *
ILFC, 6.25% 15may2019, USD   USD 05/15/2019 03/22/2017 ***.** *.** 03/22/2017 ***.*** *.*
ILFC, 8.625% 15jan2022, USD   USD 01/15/2022 03/22/2017 ***.* *.** 03/22/2017 ***.*** *.**
Illinois Tool Works, 1.25% 22may2023, EUR   EUR 05/22/2023 03/22/2017 ***.** *.** 03/22/2017 ***.** *.**
Illinois Tool Works, 1.75% 20may2022, EUR   EUR 05/20/2022 03/22/2017 ***.** *.** 03/22/2017 ***.** *.**
Illinois Tool Works, 2.125% 22may2030, EUR   EUR 05/22/2030 03/22/2017 ***.*** *.* 03/22/2017 ***.** *.**
Illinois Tool Works, 2.65% 15nov2026, USD   USD 11/15/2026 03/22/2017 **.*** *.** 03/22/2017 **.*** *.**
Illinois Tool Works, 3% 19may2034, EUR   EUR 05/19/2034 03/22/2017 ***.*** *.** 03/22/2017 ***.** *.*
Illinois Tool Works, 3.375% 15sep2021, USD   USD 09/15/2021 03/22/2017 ***.*** *.** 03/22/2017 ***.*** *.*
Infor (US), 5.75% 15may2022, EUR   EUR 05/15/2022 03/22/2017 ***.* *.** 03/22/2017 ***.*** *.**
Ingersoll-Rand, 2.625% 1may2020, USD   USD 05/01/2020 03/22/2017 ***.*** *.** 03/22/2017 ***.*** *.**
Ingersoll-Rand, 3.55% 1nov2024, USD   USD 11/01/2024 03/22/2017 ***.*** *.** 03/22/2017 ***.*** *.*
Ingersoll-Rand, 4.65% 1nov2044, USD   USD 11/01/2044 03/22/2017 ***.*** *.** 03/22/2017 ***.** *.**
Ingram Micro, 4.95% 15dec2024, USD   USD 12/15/2024 03/22/2017 **.* *.** 03/22/2017 **.* *.**
Ingredion, 3.2% 1oct2026, USD   USD 10/01/2026 03/22/2017 **.*** *.** 03/22/2017 **.*** *.**
Intel, 2.45% 29jul2020, USD   USD 07/29/2020 03/22/2017 ***.*** *.** 03/22/2017 ***.*** *.**
Intel, 3.1% 29jul2022, USD   USD 07/29/2022 03/22/2017 ***.*** *.** 03/22/2017 ***.*** *.**
Intel, 3.7% 29jul2025, USD   USD 07/29/2025 03/22/2017 ***.* *.** 03/22/2017 ***.** *.**
Intel, 4.9% 11aug2045, USD   USD 08/11/2045 03/22/2017 ***.**** *.** 03/22/2017 ***.**** *.**
Intel, 4.9% 29jul2045, USD   USD 07/29/2045 03/22/2017 ***.** *.** 03/22/2017 ***.** *.**
Inter-American Development Bank (IDB), 0.33% 20oct2018, EUR   EUR 10/20/2018 03/22/2017 *** *.** 03/22/2017 *** -*.*
Inter-American Development Bank (IDB), 0.5% 20oct2026, ZAR   ZAR 10/20/2026 03/22/2017 **.** *.** 03/22/2017 **.* *.**
Inter-American Development Bank (IDB), 0.5% 23may2023, CAD   CAD 05/23/2023 03/22/2017 **.** *.** 03/22/2017 **.** *.**
Inter-American Development Bank (IDB), 0.625% 15dec2021, GBP   GBP 12/15/2021 03/22/2017 **.** *.** 03/22/2017 **.*** *.**
Inter-American Development Bank (IDB), 0.875% 15mar2018, USD   USD 03/15/2018 03/22/2017 **.** *.* 03/22/2017 **.* *.**
Inter-American Development Bank (IDB), 1% 13may2019, USD   USD 05/13/2019 03/22/2017 **.** *.** 03/22/2017 **.** *.**
Inter-American Development Bank (IDB), 1% 14jul2017, USD   USD 07/14/2017 03/22/2017 **.** *.* 03/22/2017 **.** *.**
Inter-American Development Bank (IDB), 1.125% 12sep2019, USD   USD 09/12/2019 03/22/2017 **.** *.** 03/22/2017 **.** *.**
Inter-American Development Bank (IDB), 1.125% 17dec2019, GBP   GBP 12/17/2019 03/22/2017 ***.* *.** 03/22/2017 ***.** *.**
Inter-American Development Bank (IDB), 1.125% 28aug2018, USD   USD 08/28/2018 03/22/2017 **.** *.** 03/22/2017 **.** *.**
Inter-American Development Bank (IDB), 1.25% 14sep2021, USD   USD 09/14/2021 03/22/2017 **.** *.** 03/22/2017 **.** *.**
Inter-American Development Bank (IDB), 1.25% 15dec2017, GBP   GBP 12/15/2017 03/22/2017 ***.* *.** 03/22/2017 ***.** *.**
Inter-American Development Bank (IDB), 1.25% 15oct2019, USD   USD 10/15/2019 03/22/2017 **.* *.** 03/22/2017 **.** *.**
Inter-American Development Bank (IDB), 1.375% 15jul2020, USD   USD 07/15/2020 03/22/2017 **.** *.** 03/22/2017 **.** *.*
Inter-American Development Bank (IDB), 1.625% 18oct2017, GBP   GBP 10/18/2017 03/22/2017 ***.** *.** 03/22/2017 ***.** *.**
Inter-American Development Bank (IDB), 1.75% 14apr2022, USD   USD 04/14/2022 03/22/2017 **.** *.** 03/22/2017 **.** *.**
Inter-American Development Bank (IDB), 1.75% 15oct2019, USD   USD 10/15/2019 03/22/2017 ***.** *.** 03/22/2017 ***.** *.**
Inter-American Development Bank (IDB), 1.75% 24aug2018, USD   USD 08/24/2018 03/22/2017 ***.** *.** 03/22/2017 ***.** *.**
Inter-American Development Bank (IDB), 1.8118% 17jul2019, USD   USD 07/17/2019 03/22/2017 **.**** *.** 03/22/2017 **.**** *.**
Inter-American Development Bank (IDB), 1.875% 15mar2021, USD   USD 03/15/2021 03/22/2017 **.** * 03/22/2017 **.** *.**
Inter-American Development Bank (IDB), 1.875% 16jun2020, USD   USD 06/16/2020 03/22/2017 ***.** *.** 03/22/2017 ***.** *.**
Inter-American Development Bank (IDB), 1.875% 20mar2020, CAD   CAD 03/20/2020 03/22/2017 ***.** *.** 03/22/2017 ***.** *.**
Inter-American Development Bank (IDB), 10.25% 18may2018, BRL   BRL 05/18/2018 03/22/2017 ***.*** *.** 03/22/2017 ***.* *.**
Inter-American Development Bank (IDB), 11% 24dec2018, ITL   ITL 12/24/2018 03/22/2017 ***.*** *.** 03/22/2017 ***.*** *.**
Inter-American Development Bank (IDB), 12% 6nov2018, ITL   ITL 11/06/2018 03/22/2017 ***.*** * 03/22/2017 ***.*** *
Inter-American Development Bank (IDB), 12% 9nov2018, ITL (Structured)   ITL 11/09/2018 03/22/2017 ***.** * 03/22/2017 ***.** *
Inter-American Development Bank (IDB), 2% 2jun2026, USD   USD 06/02/2026 03/22/2017 **.** *.** 03/22/2017 **.** *.**
Inter-American Development Bank (IDB), 2.125% 15jan2025, USD   USD 01/15/2025 03/22/2017 **.** *.** 03/22/2017 **.** *.**
Inter-American Development Bank (IDB), 2.125% 18jan2022, USD   USD 01/18/2022 03/22/2017 ***.** *.** 03/22/2017 ***.** *.**
Inter-American Development Bank (IDB), 2.125% 9nov2020, USD   USD 11/09/2020 03/22/2017 ***.** *.* 03/22/2017 ***.** *.*
Inter-American Development Bank (IDB), 2.375% 15aug2017, USD   USD 08/15/2017 03/22/2017 ***.** *.** 03/22/2017 ***.** *.**
Inter-American Development Bank (IDB), 2.75% 15apr2019, CHF   CHF 04/15/2019 03/22/2017 ***.** -*.** 03/22/2017 ***.* -*.**
Inter-American Development Bank (IDB), 3% 21feb2024, USD   USD 02/21/2024 03/22/2017 ***.** *.** 03/22/2017 ***.** *.*
Inter-American Development Bank (IDB), 3% 4oct2023, USD   USD 10/04/2023 03/22/2017 ***.** *.** 03/22/2017 ***.** *.**
Inter-American Development Bank (IDB), 3.2% 7aug2042, USD   USD 08/07/2042 03/22/2017 **.** *.** 03/22/2017 **.** *.**
Inter-American Development Bank (IDB), 3.25% 7feb2020, AUD   AUD 02/07/2020 03/22/2017 ***.*** *.** 03/22/2017 ***.** *.**
Inter-American Development Bank (IDB), 3.5% 15may2021, NZD   NZD 05/15/2021 03/22/2017 ***.** *.** 03/22/2017 ***.** *.**
Inter-American Development Bank (IDB), 3.5% 26sep2017, AUD   AUD 09/26/2017 03/22/2017 ***.** *.** 03/22/2017 ***.** *.**
Inter-American Development Bank (IDB), 3.75% 25jul2022, AUD   AUD 07/25/2022 03/22/2017 ***.** *.** 03/22/2017 ***.** *.*
Inter-American Development Bank (IDB), 3.75% 9oct2018, AUD   AUD 10/09/2018 03/22/2017 ***.** *.* 03/22/2017 ***.** *.**
Inter-American Development Bank (IDB), 3.875% 14feb2020, USD   USD 02/14/2020 03/22/2017 ***.** *.** 03/22/2017 ***.** *.**
Inter-American Development Bank (IDB), 3.875% 17sep2019, USD   USD 09/17/2019 03/22/2017 ***.** *.** 03/22/2017 ***.*** *.**
Inter-American Development Bank (IDB), 4% 22may2023, AUD   AUD 05/22/2023 03/22/2017 ***.** *.** 03/22/2017 ***.** *.**
Inter-American Development Bank (IDB), 4.25% 10sep2018, USD   USD 09/10/2018 03/22/2017 ***.** *.* 03/22/2017 ***.** *.**
Inter-American Development Bank (IDB), 4.375% 24jan2044, USD   USD 01/24/2044 03/22/2017 ***.** *.** 03/22/2017 ***.** *.**
Inter-American Development Bank (IDB), 4.4% 26jan2026, CAD   CAD 01/26/2026 03/22/2017 ***.** *.** 03/22/2017 ***.** *.**
Inter-American Development Bank (IDB), 6% 15dec2017, NZD   NZD 12/15/2017 03/22/2017 ***.** *.** 03/22/2017 ***.** *.**
Inter-American Development Bank (IDB), 6% 26feb2021, AUD   AUD 02/26/2021 03/22/2017 ***.** *.* 03/22/2017 ***.** *.**
Inter-American Development Bank (IDB), 6% 5sep2017, INR   INR 09/05/2017 03/22/2017 ***.** *.** 03/22/2017 ***.** *.**
Inter-American Development Bank (IDB), 6.25% 15dec2017, NZD   NZD 12/15/2017 03/22/2017 ***.** *.** 03/22/2017 ***.* *.**
Inter-American Development Bank (IDB), 6.5% 20aug2019, AUD   AUD 08/20/2019 03/22/2017 ***.** *.** 03/22/2017 ***.** *.**
Inter-American Development Bank (IDB), 7% 4feb2019, IDR   IDR 02/04/2019 03/22/2017 ***.** *.** 03/22/2017 ***.** *.**
Inter-American Development Bank (IDB), 7.2% 22jan2018, IDR   IDR 01/22/2018 03/22/2017 ***.* *.** 03/22/2017 ***.** *.**
Inter-American Development Bank (IDB), 7.25% 10jun2021, MXN   MXN 06/10/2021 03/22/2017 ***.** *.** 03/22/2017 ***.** *.**
Inter-American Development Bank (IDB), 7.25% 17jul2017, IDR   IDR 07/17/2017 03/22/2017 ***.** *.** 03/22/2017 ***.** *.**
Inter-American Development Bank (IDB), 7.35% 12sep2018, IDR   IDR 09/12/2018 03/22/2017 ***.** *.* 03/22/2017 ***.* *.**
Inter-American Development Bank (IDB), 7.5% 5dec2024, MXN   MXN 12/05/2024 03/22/2017 ***.*** *.** 03/22/2017 ***.* *.**
Inter-American Development Bank (IDB), 8% 11jun2018, IDR   IDR 06/11/2018 03/22/2017 ***.** *.** 03/22/2017 ***.** *.**
Inter-American Development Bank (IDB), 9.5% 15apr2019, IDR   IDR 04/15/2019 03/22/2017 ***.* *.** 03/22/2017 ***.* *.**
Inter-American Development Bank (IDB), FRN 24oct2022   USD 09/25/2018 03/22/2017 ***.* *.** 03/22/2017 ***.** *.**
Inter-American Development Bank (IDB), FRN 26nov2018, USD   USD 11/26/2018 03/22/2017 **.* * 03/22/2017 ***.** *
International Flavors & Fragrances, 1.75% 14mar2024, EUR   EUR 03/14/2024 03/22/2017 ***.*** *.** 03/22/2017 ***.*** *.**
International Game Technology, 4.125% 15feb2020, EUR   EUR 02/15/2020 03/22/2017 ***.** *.** 03/22/2017 ***.** *.**
International Game Technology, 4.75% 15feb2023, EUR   EUR 02/15/2023 03/22/2017 ***.** *.** 03/22/2017 ***.* *.**
International Paper, 3.8% 15jan2026, USD   USD 01/15/2026 03/22/2017 ***.*** *.** 03/22/2017 ***.*** *.**
International Paper, 5% 15sep2035, USD   USD 09/15/2035 03/22/2017 ***.*** *.** 03/22/2017 ***.*** *.**
International Paper, 5.15% 15may2046, USD   USD 05/15/2046 03/22/2017 ***.*** *.** 03/22/2017 ***.*** *.**
Invesco, 3.75% 15jan2026, USD   USD 01/15/2026 03/22/2017 ***.*** *.** 03/22/2017 ***.*** *.**
Iron Mountain, 6.125% 15sep2022, GBP   GBP 09/15/2022 03/22/2017 ***.** *.** 03/22/2017 ***.** *.**
J.B. Hunt, 3.3% 15aug2022, USD   USD 08/15/2022 03/22/2017 ***.*** *.** 03/22/2017 ***.*** *.**
J.M. Smucker, 1.75% 15mar2018, USD   USD 03/15/2018 03/22/2017 **.*** *.** 03/22/2017 ***.*** *.**
J.M. Smucker, 2.5% 15mar2020, USD   USD 03/15/2020 03/22/2017 ***.*** *.** 03/22/2017 ***.*** *.**
J.M. Smucker, 3% 15mar2022, USD   USD 03/15/2022 03/22/2017 ***.*** *.** 03/22/2017 ***.** *.**
J.M. Smucker, 3.5% 15mar2025, USD   USD 03/15/2025 03/22/2017 ***.*** *.** 03/22/2017 ***.*** *.**
J.M. Smucker, 4.25% 15mar2035, USD   USD 03/15/2035 03/22/2017 ***.*** *.** 03/22/2017 ***.*** *.**
J.M. Smucker, 4.375% 15mar2045, USD   USD 03/15/2045 03/22/2017 **.*** *.** 03/22/2017 ***.*** *.**
Janus Capital Group, 4.875% 1aug2025, USD   USD 08/01/2025 03/22/2017 ***.** *.** 03/22/2017 ***.*** *
Jarden, 3.75% 1oct2021, EUR   EUR 10/01/2021 03/22/2017 ***.** *.** 03/22/2017 ***.** *.**
Jefferies, 2.375% 20may2020, EUR   EUR 05/20/2020 03/22/2017 ***.* *.** 03/22/2017 ***.* *.**
Jefferies Group, 4.85% 15jan2027, USD   USD 01/15/2027 03/22/2017 ***.*** *.** 03/22/2017 ***.*** *.**
John Deere Capital, 1.5% 16jul2018, EUR   EUR 07/16/2018 03/22/2017 ***.** -*.** 03/22/2017 ***.** -*.**
John Deere Capital, 2.05% 10mar2020, USD   USD 03/10/2020 03/22/2017 **.*** *.** 03/22/2017 ***.** *.*
John Deere Capital, FRN 19mar2019, EUR   EUR 03/19/2019 03/22/2017 ***.** * 03/22/2017 ***.** *
John Deere Capital, FRN 21apr2020, EUR   EUR 04/21/2020 03/22/2017 ***.*** * 03/22/2017 ***.** *
Johnson Controls, 1.375% 25feb2025, EUR   EUR 02/25/2025 03/22/2017 **.** *.** 03/22/2017 **.** *.**
Johnson Controls, 3.9% 14feb2026, USD   USD 02/14/2026 03/22/2017 ***.*** *.** 03/22/2017 ***.*** *.**
Johnson Controls, 5.125% 14sep2045, USD   USD 09/14/2045 03/22/2017 ***.*** *.** 03/22/2017 ***.*** *.**
Johnson Controls International, 1.4% 2nov2017, USD   USD 11/02/2017 03/22/2017 **.*** *.** 03/22/2017 ***.*** *.**
Johnson Controls International, 3.625% 2jul2024, USD   USD 07/02/2024 03/22/2017 ***.*** *.** 03/22/2017 ***.*** *.**
Johnson Controls International, 3.75% 1dec2021, USD   USD 12/01/2021 03/22/2017 ***.*** *.* 03/22/2017 ***.*** *.**
Johnson Controls International, 4.5% 15feb2047, USD   USD 02/15/2047 03/22/2017 ***.*** *.** 03/22/2017 ***.*** *.*
Johnson Controls International, 5% 30mar2020, USD   USD 03/30/2020 03/22/2017 ***.*** *.** 03/22/2017 ***.*** *.**
Johnson&Johnson, 0.25% 20jan2022, EUR   EUR 01/20/2022 03/22/2017 **.*** *.** 03/22/2017 ***.** *.**
Johnson&Johnson, 0.65% 20may2024, EUR   EUR 05/20/2024 03/22/2017 ***.*** *.** 03/22/2017 ***.*** *.**
Johnson&Johnson, 1.125% 21nov2017, USD   USD 11/21/2017 03/22/2017 **.*** *.** 03/22/2017 ***.*** *.**
Johnson&Johnson, 1.15% 20nov2028, EUR   EUR 11/20/2028 03/22/2017 ***.*** *.** 03/22/2017 ***.*** *.*
Johnson&Johnson, 1.65% 20may2035, EUR   EUR 05/20/2035 03/22/2017 ***.*** *.** 03/22/2017 ***.** *.**
Johnson&Johnson, 1.65% 5dec2018, USD   USD 12/05/2018 03/22/2017 ***.*** *.* 03/22/2017 ***.*** *.**
Johnson&Johnson, 1.875% 5dec2019, USD   USD 12/05/2019 03/22/2017 ***.*** *.** 03/22/2017 ***.*** *.**
Johnson&Johnson, 2.25% 3mar2022, USD   USD 03/03/2022 03/22/2017 **.*** *.** 03/22/2017 ***.** *.**
Johnson&Johnson, 2.45% 5dec2021, USD   USD 12/05/2021 03/22/2017 ***.*** *.* 03/22/2017 ***.** *.**
Johnson&Johnson, 2.95% 3mar2027, USD   USD 03/03/2027 03/22/2017 **.** * 03/22/2017 **.*** *.**
Johnson&Johnson, 3.375% 5dec2023, USD   USD 12/05/2023 03/22/2017 ***.* *.** 03/22/2017 ***.*** *.**
Johnson&Johnson, 3.625% 3mar2037, USD   USD 03/03/2037 03/22/2017 **.** *.** 03/22/2017 **.** *.**
Johnson&Johnson, 3.75% 3mar2047, USD   USD 03/03/2047 03/22/2017 **.*** *.** 03/22/2017 **.** *.**
Johnson&Johnson, 4.375% 5dec2033, USD   USD 12/05/2033 03/22/2017 ***.*** *.* 03/22/2017 ***.*** *.**
Johnson&Johnson, 4.5% 5dec2043, USD   USD 12/05/2043 03/22/2017 ***.*** *.** 03/22/2017 ***.*** *.**
Johnson&Johnson, 4.75% 6nov2019, EUR   EUR 11/06/2019 03/22/2017 ***.*** -*.** 03/22/2017 ***.** -*.**
JP Morgan, 0% 24mar2045, ZAR (1826D)   ZAR 03/24/2045 03/22/2017 *.** **.** 03/22/2017 *.* **.**
JP Morgan, 0.625% 25jan2024, EUR   EUR 01/25/2024 03/22/2017 **.** * 03/22/2017 **.*** *.**
JP Morgan, 1.375% 16sep2021, EUR   EUR 09/16/2021 03/22/2017 ***.** *.** 03/22/2017 ***.** *.**
JP Morgan, 1.5% 26oct2022, EUR   EUR 10/26/2022 03/22/2017 ***.** *.** 03/22/2017 ***.** *.**
JP Morgan, 1.5% 27jan2025, EUR   EUR 01/27/2025 03/22/2017 ***.** *.** 03/22/2017 ***.** *.**
JP Morgan, 1.5% 29oct2026, EUR   EUR 10/29/2026 03/22/2017 ***.* *.* 03/22/2017 ***.** *.**
JP Morgan, 1.5% 4nov2020, NOK   NOK 11/04/2020 03/22/2017 **.** *.** 03/22/2017 **.** *.**
JP Morgan, 1.625% 15may2018, USD   USD 05/15/2018 03/22/2017 ***.** *.* 03/22/2017 ***.** *.*
JP Morgan, 1.7% 1mar2018, USD   USD 03/01/2018 03/22/2017 ***.** *.** 03/22/2017 ***.** *.**
JP Morgan, 1.8% 25jan2018, USD   USD 01/25/2018 03/22/2017 ***.** *.** 03/22/2017 ***.** *.**
JP Morgan, 1.875% 21nov2019, EUR   EUR 11/21/2019 03/22/2017 ***.** *.** 03/22/2017 ***.** *
JP Morgan, 2.55% 1mar2021, USD   USD 03/01/2021 03/22/2017 ***.** *.** 03/22/2017 ***.*** *.**
JP Morgan, 2.625% 23apr2021, EUR   EUR 04/23/2021 03/22/2017 ***.*** *.* 03/22/2017 ***.** *.**
JP Morgan, 2.75% 1feb2023, EUR   EUR 02/01/2023 03/22/2017 ***.** *.** 03/22/2017 ***.** *.**
JP Morgan, 2.75% 23jun2020, USD   USD 06/23/2020 03/22/2017 ***.** *.** 03/22/2017 ***.** *.**
JP Morgan, 2.75% 24aug2022, EUR   EUR 08/24/2022 03/22/2017 ***.* *.* 03/22/2017 *** *.**
JP Morgan, 2.875% 24may2028, EUR   EUR 05/24/2028 03/22/2017 ***.** *.** 03/22/2017 ***.** *.*
JP Morgan, 3% 19feb2026, EUR   EUR 02/19/2026 03/22/2017 ***.** *.** 03/22/2017 ***.** *.*
JP Morgan, 3.190% 5mar2021, CAD   CAD 03/05/2021 03/22/2017 ***.** *.** 03/22/2017 ***.** *.**
JP Morgan, 3.5% 18dec2026, GBP   GBP 12/18/2026 03/22/2017 ***.** *.** 03/22/2017 ***.* *.**
JP Morgan, 3.625% 1dec2027, USD   USD 12/01/2027 03/22/2017 **.*** *.** 03/22/2017 **.** *.**
JP Morgan, 3.782% 1feb2028, USD   USD 02/01/2028 03/22/2017 ***.** * 03/22/2017 ***.** *
JP Morgan, 3.875% 23sep2020, EUR   EUR 09/23/2020 03/22/2017 ***.** *.** 03/22/2017 ***.** *.**
JP Morgan, 4.25% 2nov2018, NZD   NZD 11/02/2018 03/22/2017 ***.** *.** 03/22/2017 ***.** *.**
JP Morgan, 4.26% 22feb2048, USD   USD 02/22/2048 03/22/2017 **.** * 03/22/2017 ***.** *
JP Morgan, 4.4% 22jul2020, USD   USD 07/22/2020 03/22/2017 ***.*** *.* 03/22/2017 ***.*** *.**
JP Morgan, 5.15% perp., USD   USD 03/22/2017 **.** * 03/22/2017 **.** *
JP Morgan, 6% perp., USD   USD 03/22/2017 ***.** * 03/22/2017 ***.** *
JP Morgan, 6.1% perp., USD   USD 03/22/2017 ***.** * 03/22/2017 ***.** *
JP Morgan, 7% 28jun2017, RUR   RUR 06/28/2017 03/22/2017 **.** *.** 03/22/2017 **.** *.*
JP Morgan, 7% 5sep2017, RON   RON 09/05/2017 03/22/2017 ***.*** *.** 03/22/2017 ***.*** -*.**
JP Morgan, FRN 12jun2017, EUR   EUR 06/12/2017 03/22/2017 ***.** * 03/22/2017 ***.** *
JP Morgan, FRN 15jan2023, USD   USD 01/15/2023 03/22/2017 ***.** * 03/22/2017 ***.** *
JP Morgan, FRN 24oct2023, USD   USD 10/24/2023 03/22/2017 ***.** * 03/22/2017 ***.* *
JP Morgan, FRN 27jan2020, EUR   EUR 01/27/2020 03/22/2017 *** * 03/22/2017 ***.** *
JP Morgan, FRN 30may2017 (Step Up)   GBP 05/30/2017 03/22/2017 **.** * 03/22/2017 ***.** *
JP Morgan, FRN 7may2019, EUR   EUR 05/07/2019 03/22/2017 ***.** * 03/22/2017 ***.** *
JP Morgan, FRN 9mar2021, USD   USD 03/09/2021 03/22/2017 **.** * 03/22/2017 **.** *
JPMorgan Chase Bank, 1.45% 21sep2018, USD   USD 09/21/2018 03/22/2017 **.** *.** 03/22/2017 **.** *.**
JPMorgan Chase Bank, 1.65% 23sep2019, USD   USD 09/23/2019 03/22/2017 **.** *.** 03/22/2017 **.** *.*
JPMorgan Chase Bank, FRN 21sep2018, USD   USD 09/21/2018 03/22/2017 ***.** * 03/22/2017 ***.** *
JPMorgan Chase Bank, FRN 23sep2019, USD   USD 09/23/2019 03/22/2017 ***.** * 03/22/2017 ***.** *
JPMorgan Chase Bank, N. A. (New York Branch), 0% 21jan2027, ITL (10957D)   ITL 01/21/2027 03/22/2017 **.** *.* 03/22/2017 **.** *.**
JPMorgan Chase Bank, N. A. (New York Branch), 0.5% 4dec2023, CHF   CHF 12/04/2023 03/22/2017 ***.** *.** 03/22/2017 ***.* *.**
JPMorgan Chase Bank, N. A. (New York Branch), 2.95% 1oct2026, USD   USD 10/01/2026 03/22/2017 **.** *.** 03/22/2017 **.*** *.*
JPMorgan Chase Bank, N. A. (New York Branch), 5% perp., USD   USD 03/22/2017 ***.** * 03/22/2017 ***.** *
JPMorgan Chase Bank, N. A. (New York Branch), FRN 14jun2018, EUR   EUR 06/14/2018 03/22/2017 ***.** * 03/22/2017 ***.** *
Juniper Networks, 3.3% 15jun2020, USD   USD 06/15/2020 03/22/2017 ***.** *.** 03/22/2017 ***.*** *.**
Juniper Networks, 4.35% 15jun2025, USD   USD 06/15/2025 03/22/2017 ***.*** *.** 03/22/2017 ***.*** *.**
Kansas City Southern, 2.35% 15may2020, USD   USD 05/15/2020 03/22/2017 **.*** *.** 03/22/2017 **.*** *.**
Kellogg, 1% 17may2024, EUR   EUR 05/17/2024 03/22/2017 **.** *.* 03/22/2017 ** *.**
Kellogg, 1.25% 10mar2025, EUR   EUR 03/10/2025 03/22/2017 **.** *.** 03/22/2017 **.** *.**
Kellogg, 1.75% 24may2021, EUR   EUR 05/24/2021 03/22/2017 ***.** *.** 03/22/2017 ***.** *.*
Kellogg, 2.65% 1dec2023, USD   USD 12/01/2023 03/22/2017 **.** *.** 03/22/2017 **.*** *.**
Kemper Corporation, 4.35% 15feb2025, USD   USD 02/15/2025 03/22/2017 ***.*** *.** 03/22/2017 ***.*** *.**
Kennedy-Wilson, 3.25% 12nov2025, EUR   EUR 11/12/2025 03/22/2017 ***.** *.* 03/22/2017 ***.** *.**
Kennedy-Wilson, 3.95% 2022, GBP   GBP 06/30/2022 03/22/2017 ***.**** *.** 03/22/2017 ***.**** *.**
Kentucky Utilities, 3.25% 1nov2020, USD   USD 11/01/2020 03/22/2017 ***.*** *.** 03/22/2017 ***.** *.**
KeyBank, 2.25% 16mar2020, USD   USD 03/16/2020 03/22/2017 **.*** *.** 03/22/2017 ***.*** *.**
Keysight Technologies, 3.3% 30oct2019, USD   USD 10/30/2019 03/22/2017 ***.** *.** 03/22/2017 ***.*** *.**
Keysight Technologies, 4.55% 30oct2024, USD   USD 10/30/2024 03/22/2017 ***.*** *.* 03/22/2017 ***.*** *.**
Kilroy Realty, 6.625% 1jun2020, USD   USD 06/01/2020 03/22/2017 ***.*** *.** 03/22/2017 ***.*** *.**
Kimberly-Clark, 1.85% 1mar2020, USD   USD 03/01/2020 03/22/2017 **.*** *.** 03/22/2017 ***.*** *.**
Kimberly-Clark, 2.65% 1mar2025, USD   USD 03/01/2025 03/22/2017 **.*** *.** 03/22/2017 **.*** *.**
Kimberly-Clark, 3.05% 15aug2025, USD   USD 08/15/2025 03/22/2017 ***.*** *.** 03/22/2017 ***.*** *.**
Kimco Realty, 2.7% 1mar2024, USD   USD 03/01/2024 03/22/2017 **.*** *.** 03/22/2017 **.*** *.**
Kimco Realty, 4.25% 1apr2045, USD   USD 04/01/2045 03/22/2017 **.*** *.** 03/22/2017 **.*** *.**
Kinder Morgan, 1.5% 16mar2022, EUR   EUR 03/16/2022 03/22/2017 ***.** *.** 03/22/2017 ***.** *.**
Kinder Morgan, 2.25% 16mar2027, EUR   EUR 03/16/2027 03/22/2017 ***.** *.** 03/22/2017 ***.** *.**
Kinder Morgan, 5.05% 15feb2046, USD   USD 02/15/2046 03/22/2017 **.*** *.** 03/22/2017 **.*** *.**
Kinder Morgan, 5.625% 15nov2023, USD   USD 11/15/2023 03/22/2017 **.** *.** 03/22/2017 ***.** *.**
Kinder Morgan EP, 7.3% 15aug2033, USD   USD 08/15/2033 03/22/2017 ***.*** *.** 03/22/2017 ***.*** *.**
Kloeckner Pentaplast, 7.125% 1nov2020, EUR   EUR 11/01/2020 03/22/2017 ***.*** *.** 03/22/2017 ***.* *.**
Kohls, 4.25% 17jul2025, USD   USD 07/17/2025 03/22/2017 **.*** *.** 03/22/2017 **.*** *.**
Kohls, 5.55% 17jul2045, USD   USD 07/17/2045 03/22/2017 **.*** *.** 03/22/2017 **.*** *.*
Komatsu Ltd, FRN 24oct2018   USD 10/24/2018 03/22/2017 ***.**** * 03/22/2017 ***.**** *
Kosmos Energy, 7.875% 1aug2021, USD   USD 08/01/2021 03/22/2017 **.** *.** 03/22/2017 ***.** *.**
Kraft Heinz, 1.5% 25may2024, EUR   EUR 05/24/2024 03/22/2017 **.** *.** 03/22/2017 **.** *.**
Kraft Heinz, 1.6% 30jun2017, USD   USD 06/30/2017 03/22/2017 ***.** *.** 03/22/2017 ***.** *.**
Kraft Heinz, 2% 2jul2018, USD   USD 07/02/2018 03/22/2017 ***.** *.** 03/22/2017 ***.** *.**
Kraft Heinz, 2% 30jun2023, EUR   EUR 06/30/2023 03/22/2017 ***.** *.** 03/22/2017 ***.*** *.**
Kraft Heinz, 2.25% 25may2028, EUR   EUR 05/25/2028 03/22/2017 **.*** *.** 03/22/2017 ***.** *.**
Kraft Heinz, 2.25% 5jun2017, USD   USD 06/05/2017 03/22/2017 ***.** *.** 03/22/2017 ***.** *.**
Kraft Heinz, 2.8% 2jul2020, USD   USD 07/02/2020 03/22/2017 ***.*** *.** 03/22/2017 ***.** *.**
Kraft Heinz, 3% 1jun2026, USD   USD 06/01/2026 03/22/2017 **.*** *.** 03/22/2017 **.** *.**
Kraft Heinz, 3.5% 15jul2022, USD   USD 07/15/2022 03/22/2017 ***.** *.** 03/22/2017 ***.** *.**
Kraft Heinz, 3.5% 6jun2022, USD   USD 06/06/2022 03/22/2017 ***.** *.** 03/22/2017 ***.** *.**
Kraft Heinz, 3.5% 6jun2022, USD   USD 06/06/2022 03/22/2017 ***.** *.** 03/22/2017 ***.** *.**
Kraft Heinz, 3.95% 15jul2025, USD   USD 07/15/2025 03/22/2017 ***.** *.** 03/22/2017 ***.** *.**
Kraft Heinz, 4.375% 1jun2046, USD   USD 06/01/2046 03/22/2017 **.* *.** 03/22/2017 **.** *.**
Kraft Heinz, 5.2% 15jul2045, USD   USD 07/15/2045 03/22/2017 ***.*** *.** 03/22/2017 ***.*** *.**
Kraft Heinz, 5.375% 10feb2020, USD   USD 02/10/2020 03/22/2017 ***.*** *.** 03/22/2017 ***.** *.*
Kroger, 1.5% 30sep2019, USD   USD 09/30/2019 03/22/2017 **.*** *.** 03/22/2017 **.*** *.**
Kroger, 2.3% 15jan2019, USD   USD 01/15/2019 03/22/2017 ***.*** *.* 03/22/2017 ***.*** *.*
Kroger, 2.65% 15oct2026, USD   USD 10/15/2026 03/22/2017 **.*** *.** 03/22/2017 **.** *.**
Kroger, 3.3% 15jan2021, USD   USD 01/15/2021 03/22/2017 ***.*** *.** 03/22/2017 ***.*** *.**
Kroger, 3.875% 15oct2046, USD   USD 10/15/2046 03/22/2017 **.*** *.** 03/22/2017 **.** *.**
Kroger, 4.45% 1feb2047, USD   USD 02/01/2047 03/22/2017 **.** *.** 03/22/2017 **.*** *.**
Kroger, 7.7% 1jun2029, USD   USD 06/01/2029 03/22/2017 ***.*** *.** 03/22/2017 ***.*** *.**
L Brands, 6.875% 1nov2035, USD   USD 11/01/2035 03/22/2017 **.** *.** 03/22/2017 **.** *.**
L-3 Communications, 3.85% 15dec2026, USD   USD 12/15/2026 03/22/2017 ***.*** *.** 03/22/2017 ***.*** *.**
LafargeHolcim Finance US, 4.75% 22sep2046, USD   USD 09/22/2046 03/22/2017 ***.* *.** 03/22/2017 ***.** *.**
LafargeHolcim Finance US, 4.75% 22sep2046, USD   USD 09/22/2026 03/22/2017 **.** *.** 03/22/2017 **.** *.**
Lam Research, 2.75% 15mar2020, USD   USD 03/15/2020 03/22/2017 ***.*** *.** 03/22/2017 ***.*** *.**
Lam Research, 3.8% 15mar2025, USD   USD 03/15/2025 03/22/2017 ***.** *.** 03/22/2017 ***.*** *.**
Lear Corporation, 4.75% 15jan2023, USD   USD 01/15/2023 03/22/2017 ***.** *.** 03/22/2017 ***.*** *.**
Lear Corporation, 5.25% 15jan2025, USD   USD 01/15/2025 03/22/2017 ***.*** *.* 03/22/2017 ***.** *.**
Level 3 Communications, 5.375% 15aug2022, USD   USD 08/15/2022 03/22/2017 ***.** *.** 03/22/2017 ***.* *.**
Levi Strauss, 3.375% 15mar2027, EUR   EUR 03/15/2027 03/22/2017 *** *.* 03/22/2017 ***.** *.**
Lexmark International, 5.125% 15mar2020, USD   USD 03/15/2020 03/22/2017 ***.* *.** 03/22/2017 ***.* *.*
LG&E, 4.375% 1oct2021, USD   USD 10/01/2021 03/22/2017 ***.*** *.** 03/22/2017 ***.*** *.**
Liberty Mutual, 2.75% 4may2026, EUR   EUR 05/04/2026 03/22/2017 ***.* *.** 03/22/2017 ***.** *.**
Liberty Mutual, 7.8% 15mar2037, USD   USD 03/15/2037 03/22/2017 ***.* *.** 03/22/2017 ***.** *.**
Liberty Property, 3.25% 1oct2026, USD   USD 10/01/2026 03/22/2017 **.*** *.** 03/22/2017 **.*** *.**
Liberty Property Trust, 3.75% 1apr2025, USD   USD 04/01/2025 03/22/2017 **.*** *.** 03/22/2017 ***.*** *.**
Lincoln National, 3.35% 9mar2025, USD   USD 03/09/2025 03/22/2017 **.*** *.** 03/22/2017 **.*** *.**
Lincoln National, 3.625% 12dec2026, USD   USD 12/12/2026 03/22/2017 **.*** *.** 03/22/2017 ***.*** *.**
Lincoln National, 6.15% 7apr2036, USD   USD 04/07/2036 03/22/2017 ***.*** *.** 03/22/2017 ***.*** *.**
Lockheed Martin, 3.55% 15jan2026, USD   USD 01/15/2026 03/22/2017 ***.*** *.** 03/22/2017 ***.** *.**
Lorillard, 6.875% 1may2020, USD   USD 05/01/2020 03/22/2017 ***.** *.** 03/22/2017 ***.** *.**
Lowe`s, 3.375% 15sep2025, USD   USD 09/15/2025 03/22/2017 ***.** *.** 03/22/2017 ***.** *.*
Lowe`s, 4.375% 15sep2045, USD   USD 09/15/2045 03/22/2017 ***.*** *.** 03/22/2017 ***.*** *.**
Lowe`s, 6.5% 15mar2029, USD   USD 03/15/2029 03/22/2017 ***.*** *.** 03/22/2017 ***.*** *.*
LyondellBasell, 3.5% 2mar2027, USD   USD 03/02/2027 03/22/2017 **.** *.** 03/22/2017 **.** *.**
LyondellBasell, 4.875% 15mar2044, USD   USD 03/15/2044 03/22/2017 ***.*** *.** 03/22/2017 ***.*** *.**
LyondellBasell, 5% 15apr2019, USD   USD 04/15/2019 03/22/2017 ***.** *.** 03/22/2017 ***.** *.**
LyondellBasell, 6% 15nov2021, USD   USD 11/15/2021 03/22/2017 ***.** *.** 03/22/2017 ***.** *.**
Mackenzie, 9.25% 21jan2020, GBP   GBP 01/21/2020 03/22/2017 ***.**** *.** 03/22/2017 ***.**** *.*
Magellan Midstream, 3.2% 15mar2025, USD   USD 03/15/2025 03/22/2017 **.*** *.* 03/22/2017 **.*** *.**
Magellan Midstream, 4.2% 15mar2045, USD   USD 03/15/2045 03/22/2017 **.*** *.** 03/22/2017 **.*** *.**
ManpowerGroup, 1.875% 11sep2022, EUR   EUR 09/11/2022 03/22/2017 ***.*** *.** 03/22/2017 ***.**** *.**
ManpowerGroup, 4.5% 22jun2018, EUR   EUR 06/22/2018 03/22/2017 ***.** *.* 03/22/2017 ***.** *
Marriott International, 2.875% 1mar2021, USD   USD 03/01/2021 03/22/2017 ***.** *.** 03/22/2017 ***.* *.**
Marriott International, 3.125% 15feb2023, USD   USD 02/15/2023 03/22/2017 **.*** *.** 03/22/2017 **.*** *.**
Marriott International, 3.75% 15mar2025, USD   USD 03/15/2025 03/22/2017 ***.** *.* 03/22/2017 ***.*** *.**
Marriott International, 3.75% 1oct2025, USD   USD 10/01/2025 03/22/2017 ***.*** *.** 03/22/2017 ***.** *.**
Marriott International, 6.75% 15may2018, USD   USD 05/15/2018 03/22/2017 ***.*** *.** 03/22/2017 ***.*** *.**
Marsh & McLennan, 2.35% 6mar2020, USD   USD 03/06/2020 03/22/2017 ***.*** *.** 03/22/2017 ***.*** *.**
Marsh & McLennan, 2.75% 30jan2022, USD   USD 01/30/2022 03/22/2017 ***.** *.** 03/22/2017 ***.*** *.**
Marsh & McLennan, 3.3% 14mar2023, USD   USD 03/14/2023 03/22/2017 ***.*** *.** 03/22/2017 ***.*** *.**
Marsh & McLennan, 3.75% 14mar2026, USD   USD 03/14/2026 03/22/2017 ***.*** *.* 03/22/2017 ***.** *.**
Marsh & McLennan, 4.05% 15oct2023, USD   USD 10/15/2023 03/22/2017 ***.*** *.** 03/22/2017 ***.*** *.**
Marsh & McLennan, 4.35% 30jan2047, USD   USD 01/30/2047 03/22/2017 ***.*** *.** 03/22/2017 ***.** *.**
Mastercard, 2% 21nov2021, USD   USD 11/21/2021 03/22/2017 **.*** *.** 03/22/2017 **.*** *.**
Mastercard, 2.95% 21nov2026, USD   USD 11/21/2026 03/22/2017 **.** *.** 03/22/2017 **.** *.**
Mastercard, 3.8% 21nov2046, USD   USD 11/21/2046 03/22/2017 **.** *.** 03/22/2017 **.** *.**
Mattel, 2.35% 15aug2021, USD   USD 08/15/2021 03/22/2017 **.*** * 03/22/2017 **.*** *.**
May Department Stores, 6.65% 15jul2024, USD   USD 07/15/2024 03/22/2017 ***.*** *.** 03/22/2017 ***.*** *.**
May Department Stores, 6.7% 15jul2034, USD   USD 07/15/2034 03/22/2017 ***.*** *.** 03/22/2017 ***.*** *.**
MBIA Global Funding, 2.5% 15feb2035, EUR   EUR 02/15/2035 03/22/2017 **.** **.** 03/22/2017 **.* *.**
McDonalds, 0.17% 4oct2024, CHF   CHF 10/04/2024 03/22/2017 **.** *.** 03/22/2017 **.** *.**
McDonalds, 0.5% 15jan2021, EUR   EUR 01/15/2021 03/22/2017 ***.** *.** 03/22/2017 ***.** *.**
McDonalds, 1% 15nov2023, EUR   EUR 11/15/2023 03/22/2017 ***.*** *.** 03/22/2017 ***.** *.**
McDonalds, 1.125% 26may2022, EUR   EUR 05/26/2022 03/22/2017 ***.** *.** 03/22/2017 ***.** *.**
McDonalds, 1.75% 3may2028, EUR   EUR 05/03/2028 03/22/2017 ***.** *.** 03/22/2017 ***.** *.**
McDonalds, 1.875% 26may2027, EUR   EUR 05/26/2027 03/22/2017 ***.** *.* 03/22/2017 ***.** *.**
McDonalds, 2% 1jun2023, EUR   EUR 06/01/2023 03/22/2017 ***.** *.** 03/22/2017 ***.** *.*
McDonalds, 2.375% 27nov2024, EUR   EUR 11/27/2024 03/22/2017 ***.** *.** 03/22/2017 ***.** *.**
McDonalds, 2.625% 11jun2029, EUR   EUR 06/11/2029 03/22/2017 ***.*** *.* 03/22/2017 ***.*** *.**
McDonalds, 2.875% 17dec2025, EUR   EUR 12/17/2025 03/22/2017 ***.*** *.* 03/22/2017 ***.** *.**
McDonalds, 4% 17feb2021, EUR   EUR 02/17/2021 03/22/2017 ***.** *.** 03/22/2017 ***.** *.**
McDonalds, 4.125% 11jun2054, GBP   GBP 06/11/2054 03/22/2017 ***.** *.** 03/22/2017 ***.** *.**
McDonalds, FRN 26aug2019, EUR   EUR 08/26/2019 03/22/2017 ***.* * 03/22/2017 ***.** *
McKesson, 0.625% 17aug2021, EUR   EUR 08/17/2021 03/22/2017 **.** *.** 03/22/2017 **.** *.**
McKesson, 1.5% 17nov2025, EUR   EUR 11/17/2025 03/22/2017 ***.** *.** 03/22/2017 ***.*** *.**
Mead Johnson, 4.9% 1nov2019, USD   USD 11/01/2019 03/22/2017 ***.*** *.* 03/22/2017 ***.*** *.**
Mead Johnson, 5.9% 1nov2039, USD   USD 11/01/2039 03/22/2017 ***.*** *.** 03/22/2017 ***.*** *.**
Medtronic, 1.375% 1apr2018, USD   USD 04/01/2018 03/22/2017 **.*** *.** 03/22/2017 ***.** *.**
Medtronic, 1.5% 15mar2018, USD   USD 03/15/2018 03/22/2017 **.*** *.** 03/22/2017 ***.*** *.**
Medtronic, 1.7% 28mar2019, USD   USD 03/28/2019 03/22/2017 **.** *.** 03/22/2017 **.** *.**
Medtronic, 2.5% 15mar2020, USD   USD 03/15/2020 03/22/2017 ***.*** *.** 03/22/2017 ***.*** *.**
Medtronic, 3.15% 15mar2022, USD   USD 03/15/2022 03/22/2017 ***.*** *.** 03/22/2017 ***.*** *.**
Medtronic, 3.35% 1apr2027, USD   USD 04/01/2027 03/22/2017 **.** *.* 03/22/2017 ***.** *.**
Medtronic, 3.5% 15mar2025, USD   USD 03/15/2025 03/22/2017 ***.** *.** 03/22/2017 ***.*** *.*
Medtronic, 4.375% 15mar2035, USD   USD 03/15/2035 03/22/2017 ***.*** *.** 03/22/2017 ***.*** *.**
Medtronic, 4.625% 15mar2045, USD   USD 03/15/2045 03/22/2017 ***.*** *.** 03/22/2017 ***.*** *.**
Merck & Co, 0.5% 2nov2024, EUR   EUR 11/02/2024 03/22/2017 **.** *.** 03/22/2017 **.* *.**
Merck & Co, 1.1% 31jan2018, USD   USD 01/31/2018 03/22/2017 **.** *.** 03/22/2017 **.*** *.*
Merck & Co, 1.125% 15oct2021, EUR   EUR 10/15/2021 03/22/2017 ***.** *.** 03/22/2017 ***.** *.**
Merck & Co, 1.3% 18may2018, USD   USD 05/18/2018 03/22/2017 **.** *.** 03/22/2017 **.** *.**
Merck & Co, 1.375% 2nov2036, EUR   EUR 11/02/2036 03/22/2017 **.* *.** 03/22/2017 **.** *.*
Merck & Co, 1.875% 15oct2026, EUR   EUR 10/15/2026 03/22/2017 ***.** *.** 03/22/2017 ***.** *.**
Merck & Co, 2.5% 15oct2034, EUR   EUR 10/15/2034 03/22/2017 ***.*** *.** 03/22/2017 ***.** *.**
Mercury General, 4.4% 15mar2027, USD   USD 03/15/2027 03/22/2017 **.*** *.** 03/22/2017 ***.*** *.**
Metlife, 0.875% 20jan2022, EUR (ABS)   EUR 01/20/2022 03/22/2017 ***.*** *.** 03/22/2017 ***.*** *.**
Metlife, 2.375% 11jan2023, EUR (ABS)   EUR 01/11/2023 03/22/2017 ***.** *.** 03/22/2017 ***.** *.**
Metlife, 2.375% 30sep2019, EUR (ABS)   EUR 09/30/2019 03/22/2017 ***.** *.** 03/22/2017 ***.* -*.**
Metlife, 3% 1mar2025, USD   USD 03/01/2025 03/22/2017 **.*** *.** 03/22/2017 **.*** *.**
Metlife, 3.5% 30sep2026, GBP (ABS)   GBP 09/30/2026 03/22/2017 *** *.** 03/22/2017 ***.* *.*
Metlife, 4.05% 1mar2045, USD   USD 03/01/2045 03/22/2017 **.** *.** 03/22/2017 **.*** *.**
Metlife, 4.625% 16may2017, EUR (ABS)   EUR 05/16/2017 03/22/2017 ***.** -*.** 03/22/2017 ***.** -*.**
Metlife, 5.25% perp., USD   USD 03/22/2017 ***.** * 03/22/2017 ***.** *
MetLife Global Funding I, 0.3% 19jan2026, CHF   CHF 01/19/2026 03/22/2017 **.** *.* 03/22/2017 **.** *.**
MetLife Global Funding I, 0.75% 17apr2019, CHF   CHF 04/17/2019 03/22/2017 ***.** -*.** 03/22/2017 ***.* -*.**
MetLife Global Funding I, 1.25% 17sep2021, EUR   EUR 09/17/2021 03/22/2017 ***.** *.* 03/22/2017 ***.** *.**
MetLife Global Funding I, 1.35% 14sep2018, USD   USD 09/14/2018 03/22/2017 **.** *.** 03/22/2017 **.** *.**
MetLife Global Funding I, 1.55% 13sep2019, USD   USD 09/13/2019 03/22/2017 **.** *.* 03/22/2017 **.** *.**
MetLife Global Funding I, 1.75% 19dec2018, USD   USD 12/19/2018 03/22/2017 **.** *.** 03/22/2017 ***.** *.**
MetLife Global Funding I, 1.95% 15sep2021, USD   USD 09/15/2021 03/22/2017 **.** *.** 03/22/2017 **.** *.**
MetLife Global Funding I, 2.625% 5dec2022, GBP   GBP 12/05/2022 03/22/2017 *** *.** 03/22/2017 ***.* *.**
MetLife Global Funding I, 3.45% 18dec2026, USD   USD 12/18/2026 03/22/2017 ***.** *.** 03/22/2017 ***.* *.**
MetLife Global Funding I, FRN 14sep2018, USD   USD 09/14/2018 03/22/2017 ***.** * 03/22/2017 ***.** *
MetLife Global Funding I, FRN 19dec2018, USD   USD 12/19/2018 03/22/2017 ***.** * 03/22/2017 ***.** *
Micron Technology, 5.25% 15jan2024, USD   USD 01/15/2024 03/22/2017 **.* *.** 03/22/2017 *** *.**
Micron Technology, 5.25% 1aug2023, USD   USD 08/01/2023 03/22/2017 **.** *.** 03/22/2017 ***.* *.**
Micron Technology, 5.875% 15feb2022, USD   USD 02/15/2022 03/22/2017 ***.* *.** 03/22/2017 *** *.**
Microsoft, 1.1% 8aug2019, USD   USD 08/08/2019 03/22/2017 **.*** *.** 03/22/2017 **.** *.**
Microsoft, 1.55% 8aug2021, USD   USD 08/08/2021 03/22/2017 **.*** *.** 03/22/2017 **.*** *.**
Microsoft, 1.625% 6dec2018, USD   USD 12/06/2018 03/22/2017 ***.*** *.** 03/22/2017 ***.* *.**
Microsoft, 1.85% 6feb2020, USD   USD 02/06/2020 03/22/2017 ***.** *.** 03/22/2017 ***.** *.**
Microsoft, 2% 8aug2023, USD   USD 08/08/2023 03/22/2017 **.* *.** 03/22/2017 **.*** *.*
Microsoft, 2.125% 6dec2021, EUR   EUR 12/06/2021 03/22/2017 ***.** *.** 03/22/2017 ***.** *.**
Microsoft, 2.4% 6feb2022, USD   USD 02/06/2022 03/22/2017 ***.*** *.** 03/22/2017 ***.** *.**
Microsoft, 2.4% 8aug2026, USD   USD 08/08/2026 03/22/2017 **.*** *.** 03/22/2017 **.*** *.**
Microsoft, 2.625% 2may2033, EUR   EUR 05/02/2033 03/22/2017 ***.** *.** 03/22/2017 ***.** *.**
Microsoft, 2.875% 6feb2024, USD   USD 02/06/2024 03/22/2017 ***.** *.** 03/22/2017 ***.*** *.*
Microsoft, 3.125% 6dec2028, EUR   EUR 12/06/2028 03/22/2017 ***.** *.** 03/22/2017 ***.** *.**
Microsoft, 3.3% 6feb2027, USD   USD 02/06/2027 03/22/2017 ***.** *.** 03/22/2017 ***.*** *.**
Microsoft, 3.45% 8aug2036, USD   USD 08/08/2036 03/22/2017 **.* *.** 03/22/2017 **.*** *.**
Microsoft, 3.625% 15dec2023, USD   USD 12/15/2023 03/22/2017 ***.** *.* 03/22/2017 ***.** *.**
Microsoft, 3.7% 8aug2046, USD   USD 08/08/2046 03/22/2017 **.** *.** 03/22/2017 **.*** *.*
Microsoft, 3.95% 8aug2056, USD   USD 08/08/2056 03/22/2017 **.*** *.** 03/22/2017 **.*** *.**
Microsoft, 4.1% 6feb2037, USD   USD 02/06/2037 03/22/2017 ***.*** *.** 03/22/2017 ***.*** *.**
Microsoft, 4.25% 6feb2047, USD   USD 02/06/2047 03/22/2017 ***.*** *.** 03/22/2017 ***.** *.**
Microsoft, 4.5% 6feb2057, USD   USD 02/06/2057 03/22/2017 ***.*** *.** 03/22/2017 ***.*** *.**
Microsoft, 4.875% 15dec2043, USD   USD 12/15/2043 03/22/2017 ***.*** *.** 03/22/2017 ***.*** *.**
MidAmerican Energy Holdings, 3.75% 15nov2023, USD   USD 11/15/2023 03/22/2017 ***.*** *.** 03/22/2017 *** *.**
MidAmerican Energy Holdings, 5.15% 15nov2043, USD   USD 11/15/2043 03/22/2017 ***.*** *.** 03/22/2017 ***.*** *.*
MidAmerican Energy Holdings, 6.5% 15sep2037, USD   USD 09/15/2037 03/22/2017 ***.*** *.* 03/22/2017 ***.*** *.**
MidAmerican Funding, 6.927% 1mar2029   USD 03/01/2029 03/22/2017 ***.*** *.** 03/22/2017 ***.*** *.**
Mohawk, 2% 14jan2022, EUR   EUR 01/14/2022 03/22/2017 ***.** *.** 03/22/2017 *** *.**
Molson Coors Brewing, 1.25% 15jul2024, EUR   EUR 07/15/2024 03/22/2017 **.** *.** 03/22/2017 **.** *.**
Molson Coors Brewing, 2.1% 15jul2021, USD   USD 07/15/2021 03/22/2017 **.** *.** 03/22/2017 **.*** *.**
Molson Coors Brewing, 3% 15jul2026, USD   USD 07/15/2026 03/22/2017 **.*** *.** 03/22/2017 **.** *.*
Molson Coors Brewing, FRN 15mar2019, EUR   EUR 03/15/2019 03/22/2017 ***.** * 03/22/2017 ***.* *
Mondelez International, 0.05% 30mar2020, CHF   CHF 03/30/2020 03/22/2017 **.** *.** 03/22/2017 ***.** *.**
Mondelez International, 0.617% 30sep2024, CHF   CHF 09/30/2024 03/22/2017 **.** *.** 03/22/2017 ***.* *.**
Mondelez International, 1% 7mar2022, EUR   EUR 03/07/2022 03/22/2017 ***.** *.** 03/22/2017 ***.** *.**
Mondelez International, 1.625% 20jan2023, EUR   EUR 01/20/2023 03/22/2017 ***.* *.** 03/22/2017 ***.** *.**
Mondelez International, 1.625% 28oct2019, USD   USD 10/28/2019 03/22/2017 **.** *.** 03/22/2017 **.** *.*
Mondelez International, 1.625% 8mar2027, EUR   EUR 03/08/2027 03/22/2017 **.** *.** 03/22/2017 **.** *.**
Mondelez International, 2% 28oct2021, USD   USD 10/28/2021 03/22/2017 **.** *.** 03/22/2017 **.** *.**
Mondelez International, 2.375% 26jan2021, EUR   EUR 01/26/2021 03/22/2017 ***.* *.** 03/22/2017 ***.** *.**
Mondelez International, 2.375% 6mar2035, EUR   EUR 03/06/2035 03/22/2017 **.** *.** 03/22/2017 **.** *.**
Mondelez International, 3.875% 6mar2045, GBP   GBP 03/06/2045 03/22/2017 ***.**** *.** 03/22/2017 ***.**** *.**
Mondelez International, 4% 1feb2024, USD   USD 02/01/2024 03/22/2017 ***.*** *.** 03/22/2017 ***.*** *.**
Mondelez International, 6.125% 1feb2018, USD   USD 02/01/2018 03/22/2017 ***.*** *.** 03/22/2017 ***.*** *.**
Mondelez International, 6.125% 23aug2018, USD   USD 08/23/2018 03/22/2017 ***.*** *.* 03/22/2017 ***.*** *.**
Mondelez International, 6.5% 11aug2017, USD   USD 08/11/2017 03/22/2017 ***.* *.* 03/22/2017 ***.** *.**
Mondelez International, 6.5% 1nov2031, USD   USD 11/01/2031 03/22/2017 ***.*** *.** 03/22/2017 ***.*** *.**
Mondelez International, 6.875% 1feb2038, USD   USD 02/01/2038 03/22/2017 ***.*** *.** 03/22/2017 ***.*** *.**
Monsanto, 2.85% 15apr2025, USD   USD 04/15/2025 03/22/2017 **.*** *.** 03/22/2017 **.** *.**
Monsanto, 4.3% 29jan2045, USD   USD 01/29/2045 03/22/2017 **.*** *.** 03/22/2017 **.** *.**
Monsanto, 5.5% 15aug2025, USD   USD 08/15/2025 03/22/2017 ***.*** *.** 03/22/2017 ***.*** *.**
Moody's, 1.75% 9mar2027, EUR   EUR 03/09/2027 03/22/2017 ***.** *.** 03/22/2017 ***.** *.**
Moody's, 2.75% 15dec2021, USD   USD 12/15/2021 03/22/2017 **.*** *.** 03/22/2017 **.*** *.**
Morgan Stanley, 1% 2dec2022, EUR   EUR 12/02/2022 03/22/2017 ***.** *.* 03/22/2017 ***.** *.**
Morgan Stanley, 1.375% 27oct2026, EUR   EUR 10/27/2026 03/22/2017 **.** *.* 03/22/2017 **.** *.*
Morgan Stanley, 1.75% 11mar2024, USD   EUR 03/11/2024 03/22/2017 ***.* *.** 03/22/2017 ***.*** *.**
Morgan Stanley, 1.75% 30jan2025, EUR   EUR 01/30/2025 03/22/2017 ***.*** *.** 03/22/2017 ***.** *.**
Morgan Stanley, 1.875% 30mar2023, EUR   EUR 03/30/2023 03/22/2017 ***.** *.** 03/22/2017 ***.** *
Morgan Stanley, 1.875% 5jan2018, USD   USD 01/05/2018 03/22/2017 ***.** *.** 03/22/2017 ***.** *.**
Morgan Stanley, 2.2% 7dec2018, USD   USD 12/07/2018 03/22/2017 ***.** *.** 03/22/2017 ***.* *.**
Morgan Stanley, 2.25% 12mar2018, EUR   EUR 03/12/2018 03/22/2017 ***.** -*.** 03/22/2017 ***.** -*.**
Morgan Stanley, 2.375% 23jul2019, USD   USD 07/23/2019 03/22/2017 ***.** *.** 03/22/2017 ***.*** *.**
Morgan Stanley, 2.375% 31mar2021, EUR   EUR 03/31/2021 03/22/2017 ***.** *.** 03/22/2017 ***.** *.**
Morgan Stanley, 2.625% 9mar2027, GBP   GBP 03/09/2027 03/22/2017 **.* *.** 03/22/2017 **.** *.**
Morgan Stanley, 2.8% 16jun2020, USD   USD 06/16/2020 03/22/2017 ***.*** *.** 03/22/2017 ***.** *.**
Morgan Stanley, 3% 7feb2024, CAD   CAD 02/07/2024 03/22/2017 ***.** *.** 03/22/2017 *** *.**
Morgan Stanley, 3.125% 27jul2026, USD   USD 07/27/2026 03/22/2017 **.** *.** 03/22/2017 **.** *.**
Morgan Stanley, 3.125% 5aug2021, CAD   CAD 08/05/2021 03/22/2017 ***.** *.** 03/22/2017 ***.** *.**
Morgan Stanley, 3.625% 20jan2027, USD   USD 01/20/2027 03/22/2017 **.** *.** 03/22/2017 **.*** *.**
Morgan Stanley, 3.7% 23oct2024, USD   USD 10/23/2024 03/22/2017 ***.*** *.** 03/22/2017 ***.** *.**
Morgan Stanley, 3.75% 21sep2017, EUR   EUR 09/21/2017 03/22/2017 ***.** -*.** 03/22/2017 ***.** -*.**
Morgan Stanley, 3.95% 23apr2027, USD   USD 04/23/2027 03/22/2017 **.*** *.** 03/22/2017 **.** *.**
Morgan Stanley, 4% 23jul2025, USD   USD 07/23/2025 03/22/2017 ***.** *.* 03/22/2017 ***.** *.**
Morgan Stanley, 4% 23oct2017, SGD   SGD 10/23/2017 03/22/2017 ***.*** *.** 03/22/2017 ***.*** *.**
Morgan Stanley, 4.35% 8sep2026, USD   USD 09/08/2026 03/22/2017 ***.** *.** 03/22/2017 ***.** *.**
Morgan Stanley, 4.375% 22jan2047, USD   USD 01/22/2047 03/22/2017 ***.** *.* 03/22/2017 ***.*** *.**
Morgan Stanley, 4.75% 16nov2018, AUD   AUD 11/16/2018 03/22/2017 ***.*** *.** 03/22/2017 ***.*** *.**
Morgan Stanley, 5% 24nov2025, USD   USD 11/24/2025 03/22/2017 ***.*** *.** 03/22/2017 ***.*** *.**
Morgan Stanley, 5% 2may2019, EUR   EUR 05/02/2019 03/22/2017 ***.*** *.** 03/22/2017 ***.** -*.**
Morgan Stanley, 5% 30sep2021, AUD   AUD 09/30/2021 03/22/2017 ***.** *.** 03/22/2017 ***.** *.**
Morgan Stanley, 5.375% 10aug2020, EUR   EUR 08/10/2020 03/22/2017 ***.** *.** 03/22/2017 *** *.**
Morgan Stanley, 5.5% 2oct2017, EUR   EUR 10/02/2017 03/22/2017 ***.** -*.** 03/22/2017 ***.** -*.**
Morgan Stanley, 5.55% perp., USD   USD 03/22/2017 *** * 03/22/2017 ***.* *
Morgan Stanley, 5.95% 28dec2017, USD   USD 12/28/2017 03/22/2017 ***.*** *.** 03/22/2017 ***.*** *.**
Morgan Stanley, 6.5% 28dec2018, EUR   EUR 12/28/2018 03/22/2017 ***.** -*.** 03/22/2017 ***.** -*.**
Morgan Stanley, 7.375% 22feb2018, AUD   AUD 02/22/2018 03/22/2017 ***.* *.** 03/22/2017 ***.** *.**
Morgan Stanley, 7.6% 8aug2017, NZD   NZD 08/08/2017 03/22/2017 ***.* *.** 03/22/2017 ***.** *.**
Morgan Stanley, 8% 9may2017, AUD   AUD 05/09/2017 03/22/2017 ***.** *.** 03/22/2017 ***.** *.**
Morgan Stanley, FRN 12nov2019, USD   USD 11/12/2019 03/22/2017 **.** * 03/22/2017 ***.** *
Morgan Stanley, FRN 14feb2020, USD (Series I)   USD 02/14/2020 03/22/2017 ***.** * 03/22/2017 ***.** *
Morgan Stanley, FRN 19nov2019, EUR   EUR 11/19/2019 03/22/2017 ***.** * 03/22/2017 ***.** *
Morgan Stanley, FRN 20jan2022, USD   USD 01/20/2022 03/22/2017 ***.** * 03/22/2017 ***.** *
Morgan Stanley, FRN 23jul2019, USD   USD 07/23/2019 03/22/2017 ***.** * 03/22/2017 ***.** *
Morgan Stanley, FRN 23sep2019, EUR   EUR 09/23/2019 03/22/2017 ***.* * 03/22/2017 ***.* *
Morgan Stanley, FRN 27jan2022, EUR   EUR 01/27/2022 03/22/2017 ***.*** * 03/22/2017 ***.** *
Morgan Stanley, FRN 3dec2019, EUR   EUR 12/03/2019 03/22/2017 ***.* * 03/22/2017 ***.** *
Morgan Stanley, FRN 5jan2018, USD   USD 01/05/2018 03/22/2017 ***.** * 03/22/2017 ***.* *
Mosaic, 7.3% 15jan2028, USD   USD 01/15/2028 03/22/2017 ***.** *.** 03/22/2017 ***.*** *.**
Motorola Solutions, 3.5% 1mar2023, USD   USD 03/01/2023 03/22/2017 **.*** *.** 03/22/2017 **.*** *.**
Motorola Solutions, 4% 1sep2024, USD   USD 09/01/2024 03/22/2017 **.*** *.** 03/22/2017 ***.*** *.**
Motors Liquidation, 8.375% 5jul2033, EUR   EUR 07/05/2033 03/22/2017 **.** **.** 03/22/2017 *
MPLX, 4.145% 1mar2027, USD   USD 03/01/2027 03/22/2017 **.** *.** 03/22/2017 **.*** *.*
MPLX, 4.5% 15jul2023, USD   USD 07/15/2023 03/22/2017 ***.*** *.** 03/22/2017 ***.*** *.**
MPLX, 4.875% 1dec2024, USD   USD 12/01/2024 03/22/2017 ***.*** *.** 03/22/2017 ***.*** *.**
MPLX, 4.875% 1jun2025, USD   USD 06/01/2025 03/22/2017 ***.*** *.** 03/22/2017 ***.*** *.**
MPLX, 5.2% 1mar2047, USD   USD 03/01/2047 03/22/2017 **.*** *.** 03/22/2017 **.** *.**
MPLX, 5.5% 15feb2023, USD   USD 02/15/2023 03/22/2017 ***.*** *.** 03/22/2017 ***.*** *.**
MPS Capital Trust I, 7.99% perp., EUR   EUR 03/22/2017 **.** * 03/22/2017 **.* *
MPT Operating Partnership, 3.325% 24mar2025, EUR   EUR 03/24/2025 03/22/2017 **.** *.** 03/22/2017 *** *.**
MPT Operating Partnership, 4% 19aug2022, EUR   EUR 08/19/2022 03/22/2017 ***.** *.* 03/22/2017 ***.** *.**
MSCI Inc, 5.75% 15aug2025, USD   USD 08/15/2025 03/22/2017 ***.** *.** 03/22/2017 ***.** *.**
Murphy Oil, 4% 1jun2022, USD   USD 06/01/2022 03/22/2017 **.** *.* 03/22/2017 **.** *.**
NAB (New York), 2.25% 10jan2020, USD   USD 01/10/2020 03/22/2017 ***.** *.** 03/22/2017 ***.** *.**
NAB (New York), 2.8% 10jan2022, USD   USD 01/10/2022 03/22/2017 ***.** *.** 03/22/2017 ***.** *.**
Nasdaq, 1.75% 19may2023, EUR   EUR 05/19/2023 03/22/2017 ***.*** *.** 03/22/2017 ***.** *
Nasdaq, 3.875% 7jun2021, EUR   EUR 06/07/2021 03/22/2017 ***.** *.* 03/22/2017 ***.** *.**
National Grid North America, 0.75% 11feb2022, EUR   EUR 02/11/2022 03/22/2017 ***.** *.** 03/22/2017 ***.** *.**
National Grid North America, 0.90% 2nov2020, GBP   GBP 11/02/2020 03/22/2017 ***.* *.** 03/22/2017 ***.** *.**
National Grid North America, 1.75% 20feb2018, EUR   EUR 02/20/2018 03/22/2017 ***.* -*.* 03/22/2017 ***.** -*.**
National Retail Properties, 3.6% 15dec2026, USD   USD 12/15/2026 03/22/2017 **.*** *.** 03/22/2017 **.*** *.**
National Rural Utilities, 0.95% 24apr2017, USD   USD 04/24/2017 03/22/2017 **.*** *.** 03/22/2017 ***.*** *.**
National Rural Utilities, 2.15% 1feb2019, USD   USD 02/01/2019 03/22/2017 ***.*** *.** 03/22/2017 ***.** *.**
National Rural Utilities, 2.95% 7feb2024, USD   USD 02/07/2024 03/22/2017 **.*** *.** 03/22/2017 ***.*** *.*
National Rural Utilities, 3.4% 15nov2023, USD   USD 11/15/2023 03/22/2017 ***.*** *.** 03/22/2017 ***.*** *.**
National Rural Utilities, 4.23% 1nov2032, USD   USD 11/01/2032 03/22/2017 ***.*** *.* 03/22/2017 ***.*** *.*
National Rural Utilities, 5.45% 1feb2018, USD   USD 02/01/2018 03/22/2017 ***.*** *.** 03/22/2017 ***.*** *.**
NBCUniversal Media, 6.4% 30apr2040, USD   USD 04/30/2040 03/22/2017 ***.*** *.* 03/22/2017 ***.*** *.**
Nestle Holdings USA, 1.25% 16jan2018, USD   USD 01/16/2018 03/22/2017 **.** *.** 03/22/2017 **.** *.*
Nestle Holdings USA, 1.375% 13jul2021, USD   USD 07/13/2021 03/22/2017 **.** *.** 03/22/2017 **.** *.**
Nestle Holdings USA, 1.375% 21jun2017, USD   USD 06/21/2017 03/22/2017 ***.** *.** 03/22/2017 ***.** *.**
Nestle Holdings USA, 1.375% 24jul2018, USD   USD 07/24/2018 03/22/2017 **.* *.** 03/22/2017 **.** *.**
Nestle Holdings USA, 1.625% 11dec2017, GBP   GBP 12/11/2017 03/22/2017 ***.** *.** 03/22/2017 ***.** *.**
Nestle Holdings USA, 2% 11dec2019, USD   USD 12/11/2019 03/22/2017 ***.** *.** 03/22/2017 ***.** *.**
Nestle Holdings USA, 2.125% 14jan2020, USD   USD 01/14/2020 03/22/2017 ***.* *.** 03/22/2017 ***.** *.**
Nestle Holdings USA, 2.25% 12mar2019, USD   USD 03/12/2019 03/22/2017 ***.** *.** 03/22/2017 ***.** *.**
Nestle Holdings USA, 2.25% 20nov2017, NOK   NOK 11/20/2017 03/22/2017 ***.** *.** 03/22/2017 ***.** *.**
Nestle Holdings USA, 2.375% 18jan2022, USD   USD 01/18/2022 03/22/2017 ***.** *.** 03/22/2017 ***.** *.**
Nestle Holdings USA, 2.5% 10jul2017, NOK   NOK 07/10/2017 03/22/2017 ***.** *.** 03/22/2017 ***.** *.**
Nestle Holdings USA, 2.625% 14feb2018, CHF   CHF 02/14/2018 03/22/2017 ***.** -*.** 03/22/2017 ***.** -*.**
Nestle Holdings USA, 2.75% 15apr2020, NOK   NOK 04/15/2020 03/22/2017 ***.* *.** 03/22/2017 ***.** *.**
Nestle Holdings USA, 3.625% 3nov2020, AUD   AUD 11/03/2020 03/22/2017 ***.** *.** 03/22/2017 ***.* *.**
Nestle Holdings USA, 3.75% 18jan2018, AUD   AUD 01/18/2018 03/22/2017 ***.** *.* 03/22/2017 ***.** *.**
Nestle Holdings USA, 3.875% 19jul2018, AUD   AUD 07/19/2018 03/22/2017 ***.** *.** 03/22/2017 ***.** *.**
Nestle Holdings USA, 4.125% 6dec2018, AUD   AUD 12/06/2018 03/22/2017 ***.** *.** 03/22/2017 ***.** *.**
Nestle Holdings USA, 4.25% 18mar2020, AUD   AUD 03/18/2020 03/22/2017 ***.** *.** 03/22/2017 ***.* *.*
NetFlix, 4.375% 15nov2026, USD   USD 11/15/2026 03/22/2017 **.** *.** 03/22/2017 **.** *.**
NetFlix, 5.375% 1feb2021, USD   USD 02/01/2021 03/22/2017 ***.** *.** 03/22/2017 *** *.**
NetFlix, 5.5% 15feb2022, USD   USD 02/15/2022 03/22/2017 ***.** *.** 03/22/2017 ***.** *.**
NetFlix, 5.75% 1mar2024, USD   USD 03/01/2024 03/22/2017 ***.* *.** 03/22/2017 *** *.**
New York Life Global FDG, 0.375% 2feb2022, CHF   CHF 02/02/2022 03/22/2017 ***.* * 03/22/2017 ***.* -*.**
Newell Brands, 5% 15nov2023, USD   USD 11/15/2023 03/22/2017 ***.*** *.** 03/22/2017 ***.*** *.**
Newmont Mining, 3.5% 15mar2022, USD   USD 03/15/2022 03/22/2017 ***.** * 03/22/2017 *** *.**
NIKE, 2.375% 1nov2026, USD   USD 11/01/2026 03/22/2017 **.** *.** 03/22/2017 **.** *.**
NIKE, 3.375% 1nov2046, USD   USD 11/01/2046 03/22/2017 **.** *.** 03/22/2017 **.** *.**
Nissan Motor Acceptance, 1.55% 13sep2019, USD   USD 09/13/2019 03/22/2017 **.*** *.** 03/22/2017 **.*** *.**
Nissan Motor Acceptance, 1.9% 14sep2021, USD   USD 09/14/2021 03/22/2017 **.** *.** 03/22/2017 **.*** *.**
Nissan Motor Acceptance, FRN 13jan2020, USD   USD 01/13/2020 03/22/2017 ***.** * 03/22/2017 ***.** *
Nissan Motor Acceptance, FRN 13jan2022, USD   USD 01/13/2022 03/22/2017 ***.** * 03/22/2017 ***.** *
Noble Corp, 3.95% 15mar2022, USD   USD 03/15/2022 03/22/2017 **.** *.** 03/22/2017 **.** *.**
Noble Energy, 5.625% 1may2021, USD   USD 05/01/2021 03/22/2017 ***.* *.** 03/22/2017 ***.** *.**
Nordstrom, 4% 15mar2027, USD   USD 03/15/2027 03/22/2017 **.*** *.** 03/22/2017 **.*** *.**
Nordstrom, 5% 15jan2044, USD   USD 01/15/2044 03/22/2017 **.** *.** 03/22/2017 **.*** *.**
Norfolk Southern Corp, 4.45% 15jun2045, USD   USD 06/15/2045 03/22/2017 ***.*** *.** 03/22/2017 ***.*** *.**
Norfolk Southern Corp, 5.75% 1apr2018, USD   USD 04/01/2018 03/22/2017 ***.*** *.** 03/22/2017 ***.*** *.**
North American Development Bank (NADB), 0.25% 30apr2025, CHF   CHF 04/30/2025 03/22/2017 ***.* *.** 03/22/2017 ***.** -*.**
North American Development Bank (NADB), 2.4% 26oct2022, USD   USD 10/26/2022 03/22/2017 **.** *.** 03/22/2017 **.** *.**
Northrop Grumman, 1.75% 1jun2018, USD   USD 06/01/2018 03/22/2017 ***.*** *.** 03/22/2017 ***.*** *.**
Northrop Grumman, 3.2% 1feb2027, USD   USD 02/01/2027 03/22/2017 **.** *.** 03/22/2017 **.*** *.**
Northwest Pipeline, 5.95% 2017, USD   USD 04/15/2017 03/22/2017 ***.*** *.** 03/22/2017 ***.** *.**
Northwest Pipeline, 6.05% 2018, USD   USD 06/15/2018 03/22/2017 ***.*** *.** 03/22/2017 ***.*** *.**
NOVA Gas Transmission, 8.9% 27may2025, CAD   CAD 05/27/2025 03/22/2017 ***.** *.** 03/22/2017 ***.** *.**
Novartis Capital, 1.8% 14feb2020, USD   USD 02/14/2020 03/22/2017 **.*** *.** 03/22/2017 **.** *.**
Novartis Capital, 2.4% 17may2022, USD   USD 05/17/2022 03/22/2017 **.** *.** 03/22/2017 **.** *.**
Novartis Capital, 3.1% 17may2027, USD   USD 05/17/2027 03/22/2017 **.** *.* 03/22/2017 **.*** *.*
NVIDIA, 2.2% 16sep2021, USD   USD 09/16/2021 03/22/2017 **.*** *.** 03/22/2017 **.*** *.**
NVIDIA, 3.2% 16sep2026, USD   USD 09/16/2026 03/22/2017 **.** *.** 03/22/2017 **.*** *.**
NY State Electric & Gas, 3.25% 1dec2026, USD   USD 12/01/2026 03/22/2017 **.** *.** 03/22/2017 **.** *.**
Occidental Petroleum, 2.6% 15apr2022, USD   USD 04/15/2022 03/22/2017 **.*** *.** 03/22/2017 **.*** *.**
Occidental Petroleum, 3% 15feb2027, USD   USD 02/15/2027 03/22/2017 **.*** *.** 03/22/2017 **.*** *.**
Occidental Petroleum, 3.5% 15jun2025, USD   USD 06/15/2025 03/22/2017 ***.*** *.** 03/22/2017 ***.*** *.**
Occidental Petroleum, 4.1% 15feb2047, USD   USD 02/15/2047 03/22/2017 **.** *.** 03/22/2017 **.*** *.**
Occidental Petroleum, 4.625% 15jun2045, USD   USD 06/15/2045 03/22/2017 ***.*** *.** 03/22/2017 ***.*** *.*
Oglethorpe Power, 5.95% 1nov2039, USD   USD 11/01/2039 03/22/2017 ***.*** *.** 03/22/2017 ***.*** *.**
Oglethorpe Power, 6.1% 15mar2019, USD   USD 03/15/2019 03/22/2017 ***.*** *.** 03/22/2017 ***.** *.**
Ohio Power, 6.6% 15feb2033, USD   USD 02/15/2033 03/22/2017 ***.*** *.** 03/22/2017 ***.*** *.**
Old Republic, 3.875% 26aug2026, USD   USD 08/26/2026 03/22/2017 **.* *.* 03/22/2017 **.* *.**
Omega Healthcare, 4.375% 1aug2023, USD   USD 08/01/2023 03/22/2017 ***.*** *.** 03/22/2017 ***.*** *.**
Omega Healthcare, 4.5% 15jan2025, USD   USD 01/15/2025 03/22/2017 **.*** *.** 03/22/2017 **.*** *.**
Omega Healthcare, 4.5% 1apr2027, USD   USD 04/01/2027 03/22/2017 **.** *.** 03/22/2017 **.** *.**
Omega Healthcare, 4.95% 1apr2024, USD   USD 04/01/2024 03/22/2017 ***.*** *.** 03/22/2017 ***.*** *.**
Omega Healthcare, 5.25% 15jan2026, USD   USD 01/15/2026 03/22/2017 ***.*** *.** 03/22/2017 ***.*** *.**
Oncor Electric Delivery, 2.15% 1jun2019, USD   USD 06/01/2019 03/22/2017 ***.*** *.** 03/22/2017 ***.** *.**
Oncor Electric Delivery, 2.95% 1apr2025, USD