FAQ

USA: bonds

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

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

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

Outstanding bond issues

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

all issues

News and comments

News

04/12/2017	Fitch Ratings affirms USA at "AAA" (LT Int. Scale (local curr.) credit rating); outlook stable
04/12/2017	Fitch Ratings affirms USA at "AAA" (LT Int. Scale (foreign curr.) credit rating); outlook stable
02/20/2017	Russia’s investments in US treasuries shrunk by 0.6% based on December 2016 results; Japan remains biggest UST holder – US Treasury
01/03/2017	U.S.Treasuries: Treasuries Continue Win Streak to End Volatile Year
12/30/2016	U.S. Treasuries: Treasuries Follow Through on Wednesday's Rally
12/29/2016	U.S. Treasuries: Treasuries Rally on Strong Auction and Risk Aversion
12/28/2016	U.S.Treasuries: Stuck
12/26/2016	U.S. Treasuries: Moving the Market
12/23/2016	U.S. Treasuries: Keeping Things Tight
11/17/2016	Russia cuts investment in US Treasuries 12.6% to $76.5 bln in Sep

All news

Sovereign rating

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

sovereign rating history

Latest bond issues

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

all issues

World Bond Market Indicators

Daily indices

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

World Bond market statistics

Monthly indices

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

Quarterly indices

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

Developed Markets International Bonds

Monthly indices

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

Money market

Daily indices

Type:	07/20/2017	07/19/2017	07/18/2017	07/17/2017	07/14/2017	07/13/2017	07/12/2017
IRS USD (mid-swaps)
IRS USD 3M (mid-swap)	*	*	*	*	*	*	*
IRS USD 6M (mid-swap)	*	*	*	*	*	*	*
IRS USD 9M (mid-swap)	*	*	*	*	*	*	*
IRS USD 1Y (mid-swap)	*	*	*	*	*	*	*
IRS USD 18M (mid-swap)	*	*			*	*	*
IRS USD 2Y (mid-swap)	*	*	*	*	*	*	*
IRS USD 3Y (mid-swap)	*	*	*	*	*	*	*
IRS USD 4Y (mid-swap)	*	*	*	*	*	*	*
IRS USD 5Y (mid-swap)	*	*	*	*	*	*	*
IRS USD 6Y (mid-swap)	*	*	*	*	*	*	*
IRS USD 7Y (mid-swap)	*	*	*	*	*	*	*
IRS USD 8Y (mid-swap)	*	*	*	*	*	*	*
IRS USD 9Y (mid-swap)	*	*	*	*	*	*	*
IRS USD 10Y (mid-swap)	*	*	*	*	*	*	*
IRS USD 12Y (mid-swap)	*	*	*	*	*	*	*
IRS USD 15Y (mid-swap)	*	*	*	*	*	*	*
IRS USD 20Y (mid-swap)	*	*	*	*	*	*	*
IRS USD 25Y (mid-swap)	*	*	*	*	*	*	*
IRS USD 30Y (mid-swap)	*	*	*	*	*	*	*
show other indices

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

Periodic indices

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

BofA Merrill Lynch

Daily indices

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

Risk Management Institute

Daily indices

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

Macroeconomic Indicators (World economy)

Monthly indices

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

Yearly indices

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

Stock market (World)

Daily indices

Type:	07/21/2017	07/20/2017	07/19/2017	07/18/2017	07/17/2017	07/14/2017	07/13/2017
Stock market (Developed countries)
Dow Jones	21 580	21 612	21 641	21 575	21 630	21 638	21 553
S&P 500	2 473	2 473	2 474	2 461	2 459	2 459	2 448
NASDAQ Composite	6 387.75	6 390.00	6 385.04	6 344.31	6 314.43	6 312.47	6 274.44
show other indices

Bonds prices

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