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USA: bonds

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

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

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

Outstanding bond issues

Сurrency Outstanding bond issues Cumulative volume
sovereign
USD 599 19 947 126 922 100
municipal
USD 795 82 407 903 434
corporate
USD 27007 12 585 851 489 162
EUR 1031 646 919 229 500
GBP 208 111 366 124 000
AUD 181 56 294 714 000
JPY 126 2 684 114 000 000
INR 90 171 020 000 000
CAD 82 56 695 083 000
MXN 81 142 213 480 000
ZAR 73 77 274 130 000
TRY 61 13 730 030 000
CHF 57 18 510 000 000
BRL 56 10 527 255 000
CNY 56 10 780 230 000
RUB 54 83 924 960 000
IDR 48 33 857 666 600 000
UAH 36 8 853 701 435
SEK 36 51 087 272 000
HKD 34 16 348 000 000
ILS 31 11 861 033 005
NOK 25 27 343 500 000
COP 24 1 441 199 500 000
NZD 22 8 985 930 000
KZT 17 128 648 367 110
PLN 14 738 000 000
PEN 12 665 226 250
EGP 9 1 773 250 000
RON 8 421 500 000
ARS 8 5 057 000 000
UYU 7 3 483 000 000
CLP 7 101 100 000 000
SGD 6 1 352 570 000
CRC 6 21 700 000 000
PHP 5 6 874 500 000
CZK 5 2 715 000 000
UZS 4 296 000 000 000
DOP 4 1 050 000 000
GEL 4 273 950 000
DEM 3 1 200 000 000
PKR 3 2 663 000 000
KRW 3 26 415 000 000
JMD 3 13 850 000 000
NGN 3 11 500 000 000
TWD 2 1 355 000 000
TTD 2 57 000 000
BDT 2 1 600 000 000
GHS 2 120 000 000
ITL 2 3 000 000 000 000
MYR 2 130 000 000
GTQ 1 11 500 000
KES 1 583 000 000
THB 1 178 000 000
NAD 1 180 000 000
HUF 1 6 480 000 000
PYG 1 30 000 000 000
DKK 1 4 000 000 000
BWP 1 260 000 000
RWF 1 37 000 000 000
TND 1 7 000 000

Sovereign rating

Rating AgencyRatingRating scaleDate
Dagong Global *** International scale rating (foreign curr.) ***
Dagong Global *** International scale rating (local curr.) ***
Rating-Agentur Expert RA *** Rating scale of the creditworthiness of sovereign governments (SGC) -National currency ***
Rating-Agentur Expert RA *** Rating scale of the creditworthiness of sovereign governments (SGC) - Foreign currency ***
Rating-Agentur Expert RA *** Rating scale of the country credit environment (CCE) rating - National currency ***
Rating-Agentur Expert RA *** Rating scale of the country credit environment (CCE) rating - Foreign currency ***
Scope Ratings *** Issuer Rating ***
Scope Ratings *** Issuer Rating (foreign currency) ***
Scope Ratings *** Senior Unsecured Debt Rating ***
Scope Ratings *** Senior Unsecured Debt Rating (foreign currency) ***
DBRS Limited *** Long-Term Foreign Currency - Issuer Rating ***
DBRS Limited *** Long-Term Local Currency - Issuer Rating ***
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.) ***
Japan Credit Rating Agency *** Foreign Currency Long-term Issuer Rating ***
Japan Credit Rating Agency *** Local Currency Long-term Issuer Rating ***
Registration required. Please log in or fill in the registration form.

Latest bond issues

issue ISIN coupon volume end of placement maturity date
AbbVie, 4.875% 15feb2021, USD - International bonds USU0029QAX44 4.875% 431 559 000  USD 10/25/2020 02/15/2021
Alexandria Taxable Utilities, 3.087% 1may2043, USD - Domestic bonds US015086NY34 3.087% 27 050 000  USD 07/16/2020 05/01/2043
IBRD, 1.1% 21jul2030, USD - International bonds XS2200578289 1.1% 20 000 000  USD 07/02/2020 07/21/2030
USA, Bill 8dec2020 5m - Domestic bonds US9127965B18 0% 30 000 424 900  USD 07/01/2020 12/08/2020
Mondelez International, 0.625% 1jul2022, USD - International bonds US609207AV77 0.625% 1 000 000 000  USD 06/30/2020 07/01/2022
Federal Home Loan Banks, 2.01% 16jul2040, USD - Domestic bonds US3130AJSU40 2.01% 50 000 000  USD 06/29/2020 07/16/2040
Federal Home Loan Banks, 0.22% 30nov2022, USD - Domestic bonds US3130AJSV23 0.22% 26 100 000  USD 06/29/2020 11/30/2022
Federal Home Loan Banks, 0.2% 26aug2022, USD - Domestic bonds US3130AJSW06 0.2% 21 340 000  USD 06/29/2020 08/26/2022
Federal Home Loan Banks, 1% 6jul2027, USD - Domestic bonds US3130AJSP54 1% 65 000 000  USD 06/26/2020 07/06/2027
Federal Home Loan Banks, 1.02% 6jul2027, USD - Domestic bonds US3130AJSQ38 1.02% 54 000 000  USD 06/26/2020 07/06/2027

Coronavirus

Daily indices

Type: 07/03/2020 07/02/2020 07/01/2020 06/30/2020 06/29/2020 06/28/2020 06/27/2020
North America
[25829] Coronavirus confirmed cases in USA 2 739 879 2 739 879 2 687 588 2 635 603 2 590 651 2 548 996 2 510 151
[26163] Coronavirus deaths in USA 128 740 128 740 128 105 127 417 126 140 125 803 125 539
[26497] Coronavirus recovered in USA 781 970 781 970 729 994 720 631 705 203 685 164 679 308
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Свалка

Monthly indices

Type: May 2020 Apr 2020 Mar 2020 Jan 2020 Dec 2019 Nov 2019 Oct 2019
Inflation Rate (United States) 0.10 0.30 1.50 2.50 2.30 2.10 1.80
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Yearly indices

Type: 2019 2018 2017 2016 2015 2014
Government Debt to GDP(United States) 107.00 106.10 105.40 106.10 104.17 103.00  

Domestic bonds outstanding volume

Monthly indices

Type: Jun 2020 May 2020 Apr 2020 Mar 2020 Feb 2020 Feb 2020 Jan 2020
US domestic bonds outstanding volume
[8633] USA govt Bonds outst., USD bln (without Bills) 16 928.61 16 629.70 16 506.13 16 324.01 16 127.51   16 062.49
[14227] Government agencies outst., USD mln 1 390 656.58 1 420 380.51 1 439 020.24 1 498 635.50   1 493 520.46 1 493 540.00
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Stocks indices

Daily indices

Type: 07/03/2020 07/02/2020 07/01/2020 06/30/2020 06/29/2020 06/26/2020 06/25/2020
Stock market (Developed countries, excl. Europe)
[222] S&P 500 3 134.00 3 130.01 3 115.86 3 100.29 3 053.24 3 009.05 3 083.76
[221] Dow Jones 25 807 25 827 25 735 25 813 25 596 25 016 25 746
[264] NASDAQ Composite   10 207.63 10 154.63 10 058.76 9 874.15 9 757.22 10 017.00
[1285] VIX Index   27.68 28.62 30.43 31.78 34.73 32.22
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Interest rates

Daily indices

Type: 07/01/2020 06/30/2020 06/29/2020 06/26/2020 06/25/2020 06/24/2020 06/23/2020
The U.S. interest rates indicators
[19081] Federal Funds Effective Rate US 0.080 0.080 0.080 0.080 0.080 0.080 0.080
[19097] US Prime Rate 3.250 3.250 3.250 3.250 3.250 3.250 3.250
SOFR
[22157] SOFR 0.11 0.10 0.08 0.08 0.09 0.08  
TED-spread
[553] TED-spread 0.159 0.142 0.156 0.168 0.146 0.134 0.137
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Yield curves

Daily indices

Type: 07/02/2020 07/01/2020 06/30/2020 06/29/2020 06/26/2020 06/25/2020 06/24/2020
USA Yield Curve Index
[24481] USD Yield Curve 6M 0.2004 0.1744 0.1718 0.1700 0.2270 0.1827 0.1923
[24483] USD Yield Curve 9M 0.1955 0.1678 0.1672 0.1665 0.1910 0.2011 0.1976
[24485] USD Yield Curve 1Y 0.1665 0.1627 0.1540 0.1515 0.1597 0.1709 0.1761
[24487] USD Yield Curve 2Y 0.1881 0.1921 0.1836 0.1827 0.2003 0.1990 0.2221
[24489] USD Yield Curve 3Y 0.1904 0.1850 0.1714 0.1788 0.1992 0.2114 0.2197
[24491] USD Yield Curve 5Y 0.3464 0.3510 0.3250 0.3266 0.3439 0.3613 0.3761
[24493] USD Yield Curve 7Y 0.5462 0.5561 0.5206 0.5159 0.5294 0.5532 0.5696
[24495] USD Yield Curve 10Y 0.6660 0.6824 0.6345 0.6296 0.6396 0.6674 0.6881
[24497] USD Yield Curve 15Y 1.1755 1.1775 1.1473 1.1361 1.1365 1.1665 1.2040
[24499] USD Yield Curve 20Y 1.4110 1.4126 1.3747 1.3607 1.3636 1.3959 1.4310
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International bonds outstanding volume

Monthly indices

Type: Jun 2020 May 2020 Apr 2020 Mar 2020 Feb 2020 Jan 2020 Dec 2019
DM international bonds outstanding volume
[11405] USA corporate international bonds, USD bln 7 655.499 7 495.749 7 268.445 7 062.558 6 919.489 6 878.282 6 820.855
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Central banks rates

Periodic indices

Type: Current value Change Last update
DM central banks rates
[160] Federal funds target rate (USA)  0.25 0 16.03.2020
[1607] Discount window primary credit interest rate (USA) 0.25 -1.5 16.03.2020

BofA Merrill Lynch

Daily indices

Type: 07/02/2020 07/01/2020 06/30/2020 06/29/2020 06/26/2020 06/25/2020 06/24/2020
H0A0 US High Yield Master II Index
[2109] H0A0 US High Yield Master II Index, Spread-Govt  617 633 644 652 641 630 623
[2111] H0A0, total return 1 354.80 1 348.00 1 343.96 1 343.33 1 348.85 1 352.96 1 357.69
[2113] H0A0, %YTD USD 4.01 4.49 4.78 4.82 4.43 4.14 3.81
[2115] H0A0, effective yield 6.56 6.72 6.81 6.88 6.78 6.69 6.62
[2117] H0A0, effective duration 4.07 4.14 4.20 4.09 4.07 4.04 4.02
IC00 ICE BofA Merrill Lynch Global Emerging Markets Credit Index
[11755] IC00 ICE BofA Merrill Lynch Global Emerging Markets Credit Index, Spread-Govt  749 755 759 792 788 786 783
IC1B ICE BofA Merrill Lynch BB Global Emerging Markets Credit Index
[11765] IC1B ICE BofA Merrill Lynch BB Global Emerging Markets Credit Index, Spread-Govt  488 495 499 495 492 491 489
IC1C ICE BofA Merrill Lynch CCC & Lower Global Emerging Markets Credit Index
[11785] IC1C ICE BofA Merrill Lynch CCC & Lower Global Emerging Markets Credit Index, Spread-Govt  1 655 1 659 1 664 1 806 1 801 1 799 1 788
IC2B ICE BofA Merrill Lynch Single-B Global Emerging Markets Credit Index
[11775] IC2B ICE BofA Merrill Lynch Single-B Global Emerging Markets Credit Index, Spread-Govt   723 724 730 724 719 717 715
ICP0 ICE BofA Merrill Lynch Emerging Markets Credit Plus Index
[11795] ICP0 ICE BofA Merrill Lynch Emerging Markets Credit Plus Index, Spread-Govt  446 449 452 462 460 458 455
ICPD ICE BofA Merrill Lynch US Emerging Markets Credit Plus Index
[11805] ICPD ICE BofA Merrill Lynch US Emerging Markets Credit Plus Index, Spread-Govt  513 516 519 533 529 527 525
ICPC ICE BofA Merrill Lynch Emerging Markets Credit Plus Constrained Index
[11807] ICPC ICE BofA Merrill Lynch Emerging Markets Credit Plus Constrained Index, Spread-Govt  439 442 445 456 453 452 449
ICPE ICE BofA Merrill Lynch Euro Emerging Markets Credit Plus Index
[11825] ICPE ICE BofA Merrill Lynch Euro Emerging Markets Credit Plus Index, Spread-Govt  280 281 286 288 287 287 283
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Historical yields

Daily indices

Type: 07/02/2020 07/01/2020 06/30/2020 06/29/2020 06/26/2020 06/25/2020 06/24/2020
US Treasuries
[4593] UST 1m YTM  0.13 0.12 0.13 0.11 0.12 0.13 0.11
[71] UST 2Y YTM 0.16 0.17 0.16 0.16 0.17 0.17 0.19
[1612] UST 3m YTM 0.14 0.14 0.16 0.14 0.14 0.16 0.15
[68] UST 3Y YTM 0.19 0.19 0.18 0.18 0.19 0.21 0.21
[65] UST 5Y YTM 0.29 0.31 0.29 0.28 0.30 0.32 0.33
[1611] UST 6m YTM 0.16 0.17 0.18 0.18 0.17 0.17 0.17
[1615] UST 7Y YTM 0.50 0.52 0.49 0.47 0.49 0.53 0.52
[59] UST 10Y YTM  0.68 0.69 0.66 0.64 0.64 0.68 0.69
[74] UST 12m YTM 0.16 0.16 0.16 0.16 0.17 0.17 0.17
[4595] UST 20Y YTM  1.20 1.20 1.18 1.16 1.15 1.20 1.21
[62] UST 30Y YTM  1.43 1.43 1.41 1.39 1.37 1.43 1.44
[4597] US TIPS 10Y  -0.73 -0.68 -0.68 -0.70 -0.68 -0.65 -0.64
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New domestic and international bonds volume

Monthly indices

Type: Jun 2020 May 2020 Apr 2020 Mar 2020 Feb 2020 Jan 2020 Dec 2019
New issues of USA bonds
[18179] New issues of USA bonds (Agriculture), USD bln 0.000 1.000 1.500 1.500 0.000 0.000 0.000
[18183] New issues of USA bonds (Banks), USD bln 14.285 14.604 33.163 33.380 20.241 31.698 5.952
[18187] New issues of USA bonds (Ferrous metals), USD bln 0.000 0.000 0.000 0.500 1.300 0.000 0.000
[18191] New issues of USA bonds (Other sectors), USD bln 50.019 15.242 94.027 41.244 51.723 91.240 70.473
[18195] New issues of USA bonds (Information and High Technologies), USD bln 17.755 41.923 33.350 36.895 10.892 7.400 4.093
[18199] New issues of USA bonds (Public utilities), USD bln 0.000 1.300 2.100 3.250 1.000 0.600 0.450
[18203] New issues of USA bonds (Light industry), USD bln 2.417 1.300 4.700 6.000 1.530 0.000 0.000
[18207] New issues of USA bonds (Engineering industry), USD bln 5.300 25.714 49.850 16.227 2.976 1.400 3.950
[18211] New issues of USA bonds (Healthcare), USD bln 15.582 34.554 13.011 16.256 13.390 7.752 1.310
[18215] New issues of USA bonds (Oil and gas), USD bln 13.165 13.923 20.587 10.141 3.080 19.316 7.880
[18219] New issues of USA bonds (Food industry), USD bln 2.000 11.950 26.396 24.900 2.250 0.899 0.000
[18223] New issues of USA bonds (Communication), USD bln 7.644 19.029 22.908 5.000 11.484 5.448 3.815
[18227] New issues of USA bonds (Media and Entertainment), USD bln 4.125 21.720 14.043 18.573 7.398 3.850 3.065
[18231] New issues of USA bonds (Construction and development), USD bln 4.100 5.800 0.600 0.000 4.646 2.048 1.543
[18235] New issues of USA bonds (Trade and retail), USD bln 13.575 6.313 15.250 17.263 2.465 6.775 0.750
[18239] New issues of USA bonds (Transportation), USD bln 7.200 8.158 24.206 4.750 3.000 4.750 0.565
[18243] New issues of USA bonds (Financial institutions), USD bln 23.698 51.211 49.659 47.898 25.167 46.565 5.899
[18247] New issues of USA bonds (Chemical and petrochemical industry), USD bln 3.410 2.925 14.234 6.000 3.304 0.411 1.196
[18251] New issues of USA bonds (Non-ferrous metals), USD bln 0.000 0.000 2.250 1.000 1.815 1.600 0.000
[18255] New issues of USA bonds (Timber and paper&pulp industry), USD bln 0.500 0.000 3.350 1.390 0.000 0.000 0.000
[18259] New issues of USA bonds (Ferrous metals), USD bln 1.020 2.056 0.400 0.725 0.000 9.034 1.000
[18263] New issues of USA bonds (Power), USD bln 15.595 15.729 10.250 21.869 4.167 10.344 1.100
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Interest Rate Swaps (IRS)

Daily indices

Type: 07/01/2020 06/30/2020 06/29/2020 06/26/2020 06/25/2020 06/24/2020 06/23/2020
IRS USD (mid-swaps) 
[14707] IRS USD 1Y (mid-swap) * * * * * * *
[14711] IRS USD 2Y (mid-swap) * * * * * * *
[14713] IRS USD 3Y (mid-swap) * * * * * * *
[14715] IRS USD 4Y (mid-swap) * * * * * * *
[14717] IRS USD 5Y (mid-swap) * * * * * * *
[14719] IRS USD 6Y (mid-swap) * * * * * * *
[14721] IRS USD 7Y (mid-swap) * * * * * * *
[14723] IRS USD 8Y (mid-swap) * * * * * * *
[14725] IRS USD 9Y (mid-swap) * * * * * * *
[14727] IRS USD 10Y (mid-swap) * * * * * * *
[14729] IRS USD 12Y (mid-swap) * * * * * * *
[14731] IRS USD 15Y (mid-swap) * * * * * * *
[14733] IRS USD 20Y (mid-swap) * * * * * * *
[14735] IRS USD 25Y (mid-swap) * * * * * * *
[14737] IRS USD 30Y (mid-swap) * * * * * * *
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New domestic bonds volume

Monthly indices

Type: Jun 2020 May 2020 Apr 2020 Mar 2020 Feb 2020 Jan 2020 Dec 2019
US new domestic bonds volume
[9455] New US government bond issues, USD bln (without Bills) 196.95 309.20 212.94 166.23 325.89 238.91 161.64
[9425] New issues of corporate bonds, USA, USD mln 261 614.85 293 731.26 326 733.40 390 237.66 258 127.59 338 754.13 165 253.15
[9427] New issues of financial inst. bonds, USA, USD mln 37 983.13 52 222.07 53 342.94 64 087.23 44 394.19 76 436.65 9 556.23
[9429] New issues of non-financial inst. bonds, USA, USD mln 223 631.71 0.00 273 390.45 326 150.43 210 714.81 260 540.29 155 696.92
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Yield spreads

Daily indices

Type: 07/02/2020 07/01/2020 06/30/2020 06/29/2020 06/26/2020 06/25/2020 06/24/2020
US Treasuries Spread
[1286] UST10-TIPS10 1.41 1.37 1.34 1.34 1.32 1.33 1.33
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FTSE

Daily indices

Type: 02/28/2019 02/27/2019 02/26/2019 02/25/2019 02/22/2019 02/21/2019 02/20/2019
US Government Bond Indices
[8735] US Government Bonds Performance Index 233.57 234.04 234.33 234.11 234.34 233.92 234.35
[8737] US Government Bonds Price Index 116.16 116.40 116.57 116.47 116.59 116.39 116.61
[8739] US Government Bonds Duration 6.26 6.28 6.30 6.30 6.31 6.30 6.32
[8741] US Government Bonds YTM 2.84 2.81 2.78 2.80 2.78 2.81 2.78
US Government Bond Indices TOP3
[8743] US Government Bonds Performance Index 1-3 years 170.40 170.47 170.46 170.42 170.42 170.34 170.42
[8745] US Government Bonds Price Index 1-3 years 95.59 95.64 95.65 95.64 95.64 95.60 95.66
[8747] US Government Bonds Duration 1-3 years 1.82 1.82 1.83 1.83 1.83 1.84 1.84
[8749] US Government Bonds YTM 1-3 years 2.55 2.53 2.52 2.53 2.52 2.55 2.52
US Government Bond Indices TOP5
[8751] US Government Bonds Performance Index 3-5 years 217.66 217.98 218.02 217.89 217.89 217.69 217.93
[8753] US Government Bonds Price Index 3-5 years 112.70 112.87 112.92 112.86 112.86 112.76 112.89
[8755] US Government Bonds Duration 3-5 years 3.72 3.73 3.74 3.74 3.74 3.74 3.74
[8757] US Government Bonds YTM 3-5 years 2.54 2.50 2.49 2.50 2.50 2.52 2.49
US Government Bond Indices TOP7
[8759] US Government Bonds Performance Index 5-7 years 255.51 256.11 256.30 256.05 256.12 255.75 256.17
[8761] US Government Bonds Price Index 5-7 years 123.82 124.12 124.24 124.13 124.17 124.00 124.21
[8763] US Government Bonds Duration 5-7 years 5.46 5.46 5.47 5.47 5.47 5.47 5.48
[8765] US Government Bonds YTM 5-7 years 2.60 2.56 2.54 2.55 2.55 2.57 2.54
US Government Bond Indices TOP10
[8767] US Government Bonds Performance Index 7-10 years 277.50 278.28 278.66 278.27 278.51 277.93 278.51
[8769] US Government Bonds Price Index 7-10 years 132.38 132.76 132.97 132.80 132.92 132.65 132.94
[8771] US Government Bonds Duration 7-10 years 7.50 7.51 7.52 7.52 7.52 7.52 7.53
[8773] US Government Bonds YTM 7-10 years 2.69 2.65 2.63 2.65 2.64 2.67 2.64
US Government Bond Indices TOP30
[8775] US Government Bonds Performance Index 10-30 years 357.70 359.36 361.09 360.25 361.85 360.00 361.75
[8777] US Government Bonds Price Index 10-30 years 145 146 147 146 147 146 147
[8779] US Government Bonds Duration 10-30 years 16.46 16.48 16.51 16.51 16.53 16.51 16.54
[8781] US Government Bonds YTM 10-30 years 3.05 3.02 2.99 3.00 2.97 3.00 2.97
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Risk Management Institute

Daily indices

Type: 07/02/2020 07/01/2020 06/30/2020 06/29/2020 06/26/2020 06/25/2020 06/24/2020
RMI CVI - North America
[4587] US CVI value weighted  10.86 10.94 10.86 11.06 11.51 10.90 11.04
[4899] US CVI tail  278.78 277.77 274.36 274.38 292.73 271.60 278.39
[4901] US CVI equally weighted  70.30 69.48 67.03 66.93 72.50 67.84 67.78
RMI CVI - Special Portfolios
[4947] S&P 500 CVI value weighted  8.73 8.79 8.73 8.87 9.22 8.73 8.86
[4949] S&P 500 CVI tail  123.49 122.75 118.85 119.36 128.70 126.32 126.91
[4951] S&P 500 CVI equally weighted  25.48 25.79 25.09 25.20 26.97 25.55 25.88
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Bond futures

Daily indices

Type: 07/03/2020 07/02/2020 07/01/2020 06/30/2020 06/29/2020 06/26/2020 06/25/2020
T-Note Futures (USA)
[12579] 2 Year T-Note Futures 110.41 110.39 110.39 110.41 110.40 110.40 110.36
[12581] 5 Year T-Note Futures 125.75 125.68 125.65 125.75 125.74 125.71 125.55
[12583] 10 Year T-Note Futures 139.15 139.05 138.99 139.16 139.24 139.24 138.95
[12585] 30 Year T-Bond Futures 178.45 178.17 178.17 178.45 178.86 179.20 178.33
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SIFMA

Quarterly indices

Type: IV 2019 III 2019 II 2019 I 2019 IV 2018 III 2018 II 2018
SIFMA international bonds outstanding volume
[14229] Municipal bonds outstanding, bln. USD 3 855 3 815 3 818 3 832 3 835 3 842 3 871
[14231] Treasury bonds outstanding, bln. USD 16 673 16 339 15 922 15 929 15 608 15 268 14 972
[14233] Mortgage Related bonds outstanding, bln. USD   10 334 9 881 9 817 9 732 9 614 9 484
[14235] Corporate bonds outstanding, bln. USD 9 598 9 608 9 483 9 360 9 233 9 189 9 106
[14237] Federal Agency securities outstanding, bln. USD 1 826 1 830 1 869 1 827 1 842 1 865 1 900

Domestic bonds number

Monthly indices

Type: Jun 2020 May 2020 Apr 2020 Mar 2020 Feb 2020 Jan 2020 Dec 2019
US domestic bonds number
[9457] Number of US government bond issues outs. (without Bills) 366 366 365 365 365 364 364
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New domestic and international bonds number

Monthly indices

Type: Jun 2020 May 2020 Apr 2020 Mar 2020 Feb 2020 Jan 2020 Dec 2019
Количество новых выпусков внутренних облигаций и еврооблигаций США
[18181] Number of new USA bond issues (Agriculture) 0.000 2.000 2.000 2.000 0.000 0.000 0.000
[18185] Number of new USA bond issues (Banks) 24.000 23.000 25.000 54.000 52.000 66.000 42.000
[18189] Number of new USA bond issues (Ferrous metals) 0.000 0.000 0.000 1.000 2.000 0.000 0.000
[18193] Number of new USA bond issues (Other sectors) 19.000 41.000 31.000 38.000 72.000 49.000 53.000
[18197] Number of new USA bond issues (Information and High Technologies) 23.000 42.000 31.000 24.000 16.000 12.000 8.000
[18201] Number of new USA bond issues (Public utilities) 0.000 2.000 4.000 4.000 2.000 1.000 1.000
[18205] Number of new USA bond issues (Light industry) 4.000 3.000 7.000 5.000 3.000 0.000 0.000
[18209] Number of new USA bond issues (Engineering industry) 11.000 31.000 26.000 24.000 5.000 3.000 5.000
[18213] Number of new USA bond issues (Healthcare) 20.000 47.000 21.000 22.000 15.000 15.000 4.000
[18217] Number of new USA bond issues (Oil and gas) 16.000 15.000 22.000 8.000 4.000 26.000 7.000
[18221] Number of new USA bond issues (Food industry) 2.000 17.000 28.000 29.000 3.000 2.000 0.000
[18225] Number of new USA bond issues (Communication) 10.000 12.000 12.000 6.000 7.000 7.000 3.000
[18229] Number of new USA bond issues (Media and Entertainment) 5.000 18.000 17.000 23.000 10.000 5.000 4.000
[18233] Number of new USA bond issues (Construction and development) 7.000 10.000 1.000 0.000 6.000 7.000 4.000
[18237] Number of new USA bond issues (Trade and retail) 11.000 10.000 22.000 18.000 5.000 9.000 2.000
[18241] Number of new USA bond issues (Transportation) 8.000 11.000 20.000 6.000 5.000 8.000 1.000
[18245] Number of new USA bond issues (Financial institutions) 52.000 84.000 78.000 83.000 71.000 97.000 41.000
[18249] Number of new USA bond issues (Chemical and petrochemical industry) 7.000 6.000 18.000 7.000 5.000 1.000 2.000
[18253] Number of new USA bond issues (Non-ferrous metals) 0.000 0.000 3.000 1.000 4.000 1.000 0.000
[18257] Number of new USA bond issues (Timber and paper&pulp industry) 1.000 0.000 5.000 3.000 0.000 0.000 0.000
[18261] Number of new USA bond issues (Ferrous metals) 3.000 3.000 1.000 2.000 0.000 2.000 2.000
[18265] Number of new USA bond issues (Power) 21.000 26.000 16.000 41.000 9.000 20.000 3.000
show other indices

New domestic bonds number

Monthly indices

Type: Jun 2020 May 2020 Apr 2020 Mar 2020 Feb 2020 Jan 2020 Dec 2019
US new domestic bonds number
[9431] Number of new issues of US corporate bonds 538 0 441 565 629 897 486
show other indices

Bonds prices

issue volume maturity date bid prices ask prices
date bid price yield date ask price yield
21st Century Fox America, 3% 15sep2022, USD   USD 09/15/2022 07/02/2020 ***.* *.* 07/02/2020 ***.* *.**
21st Century Fox America, 3.375% 15nov2026, USD   USD 11/15/2026 07/02/2020 **.*** *.** 07/02/2020 ***.*** *.*
21st Century Fox America, 3.375% 15nov2026, USD   USD 11/15/2026 07/02/2020 ***.** *.** 07/02/2020 ***.** *.**
21st Century Fox America, 3.7% 15oct2025, USD   USD 10/15/2025 07/02/2020 * 07/02/2020 ***.*** *.**
21st Century Fox America, 3.7% 15sep2024, USD   USD 09/15/2024 07/02/2020 **.** *.** 07/02/2020 ***.** *.**
21st Century Fox America, 4.5% 15feb2021, USD   USD 02/15/2021 07/02/2020 ***.* *.** 07/02/2020 ***.** *.**
21st Century Fox America, 5.4% 1oct2043, USD   USD 10/01/2043 07/02/2020 ***.*** *.** 07/02/2020 ***.*** *.**
21st Century Fox America, 6.15% 15feb2041, USD   USD 02/15/2041 07/02/2020 ***.*** *.** 07/02/2020 ***.*** *.**
21st Century Fox America, 6.15% 1mar2037, USD   USD 03/01/2037 07/02/2020 ***.*** *.** 07/02/2020 ***.** *.**
21st Century Fox America, 6.55% 15mar2033, USD   USD 03/15/2033 07/02/2020 ***.*** *.** 07/02/2020 ***.** *.**
21st Century Fox America, 6.65% 15nov2037, USD   USD 11/15/2037 07/02/2020 ***.*** *.** 07/02/2020 ***.** *.**
21st Century Fox America, 6.9% 15aug2039, USD   USD 08/15/2039 07/02/2020 ***.*** *.** 07/02/2020 ***.*** *.**
21st Century Fox America, 7.85% 1mar2039, USD   USD 03/01/2039 07/02/2020 ***.*** *.** 07/02/2020 ***.*** *.**
3M Company, 0.375% 15feb2022, EUR   EUR 02/15/2022 07/02/2020 ***.** *.** 07/02/2020 ***.*** -*.**
3M Company, 0.95% 15may2023, EUR   EUR 05/15/2023 07/02/2020 ***.** -*.** 07/02/2020 ***.*** -*.**
3M Company, 1.5% 2jun2031, EUR   EUR 06/02/2031 07/02/2020 ***.*** *.** 07/02/2020 ***.*** *.**
3M Company, 1.5% 9nov2026, EUR   EUR 11/09/2026 07/02/2020 ***.** *.** 07/02/2020 ***.*** *.**
3M Company, 1.75% 14feb2023, USD   USD 02/14/2023 07/02/2020 ***.** *.** 07/02/2020 ***.*** *.**
3M Company, 1.75% 15may2030, EUR   EUR 05/15/2030 07/02/2020 ***.*** *.** 07/02/2020 ***.*** *.**
3M Company, 1.875% 15nov2021, EUR   EUR 11/15/2021 07/02/2020 ***.*** *.** 07/02/2020 ***.*** -*.**
3M Company, 2% 14feb2025, USD   USD 02/14/2025 07/02/2020 ***.** *.** 07/02/2020 ***.** *.**
3M Company, 2% 26jun2022, USD   USD 06/26/2022 07/02/2020 ***.*** *.** 07/02/2020 ***.*** *.**
3M Company, 2% 7aug2020, USD   USD 08/07/2020 07/02/2020 ***.*** *.** 07/02/2020 ***.** *.**
3M Company, 2.375% 26aug2029, USD   USD 08/26/2029 07/02/2020 ***.** *.** 07/02/2020 ***.** *.**
3M Company, 2.65% 15apr2025, USD   USD 04/15/2025 07/02/2020 ***.** *.** 07/02/2020 ***.*** *.**
3M Company, 3% 7aug2025, USD   USD 08/07/2025 07/02/2020 ***.* *.** 07/02/2020 ***.*** *.**
3M Company, 3.05% 15apr2030, USD   USD 04/15/2030 07/02/2020 ***.*** *.** 07/02/2020 ***.*** *.**
3M Company, 3.25% 26aug2049, USD   USD 08/26/2049 07/02/2020 ***.** *.** 07/02/2020 ***.*** *.**
3M Company, 3.7% 15apr2050, USD   USD 04/15/2050 07/02/2020 ***.*** *.** 07/02/2020 ***.*** *.**
AB InBev Worldwide, 2.5% 15jul2022, USD   USD 07/15/2022 07/02/2020 ***.** *.** 07/02/2020 ***.** *.*
AB InBev Worldwide, 3.5% 12jan2024, USD   USD 01/12/2024 07/02/2020 ***.** *.** 07/02/2020 ***.** *.**
AB InBev Worldwide, 3.5% 1jun2030, USD   USD 06/01/2030 07/02/2020 ***.*** * 07/02/2020 ***.** *.**
AB InBev Worldwide, 3.75% 15jul2042, USD   USD 07/15/2042 07/02/2020 ***.*** *.** 07/02/2020 ***.*** *.**
AB InBev Worldwide, 4% 13apr2028, USD   USD 04/13/2028 07/02/2020 ***.*** *.** 07/02/2020 ***.*** *.**
AB InBev Worldwide, 4.35% 1jun2040, USD   USD 06/01/2040 07/02/2020 ***.*** *.** 07/02/2020 ***.** *.**
AB InBev Worldwide, 4.375% 15apr2038, USD   USD 04/15/2038 07/02/2020 ***.*** *.** 07/02/2020 ***.*** *.**
AB InBev Worldwide, 4.375% 15feb2021, USD   USD 02/15/2021 07/02/2020 ***.*** *.** 07/02/2020 ***.*** -*.**
AB InBev Worldwide, 4.439% 6oct2048, USD   USD 10/06/2048 07/02/2020 ***.** *.** 07/02/2020 ***.*** *.**
AB InBev Worldwide, 4.5% 1jun2050, USD   USD 06/01/2050 07/02/2020 ***.** *.** 07/02/2020 ***.*** *.*
AB InBev Worldwide, 4.6% 15apr2048, USD   USD 04/15/2048 07/02/2020 ***.*** *.** 07/02/2020 ***.*** *.**
AB InBev Worldwide, 4.6% 1jun2060, USD   USD 06/01/2060 07/02/2020 ***.*** *.** 07/02/2020 ***.*** *.**
AB InBev Worldwide, 4.75% 15apr2058, USD   USD 04/15/2058 07/02/2020 ***.** *.* 07/02/2020 ***.** *.**
AB InBev Worldwide, 4.95% 15jan2042, USD   USD 01/15/2042 07/02/2020 ***.** *.** 07/02/2020 ***.** *.**
AB InBev Worldwide, 5.875% 15jun2035, USD   USD 06/15/2035 07/02/2020 ***.*** *.** 07/02/2020 ***.*** *.**
AB InBev Worldwide, 8% 15nov2039, USD   USD 11/15/2039 07/02/2020 ***.** *.** 07/02/2020 ***.** *.**
AB InBev Worldwide, 8.2% 15jan2039, USD   USD 01/15/2039 07/02/2020 ***.** * 07/02/2020 ***.** *
AB InBev Worldwide, FRN 12jan2024, USD   USD 01/12/2024 07/02/2020 ***.* * 07/02/2020 ***.** *
ABB Finance USA, 3.375% 3apr2023, USD   USD 04/03/2023 07/02/2020 ***.** *.* 07/02/2020 ***.** *.*
ABB Finance USA, 3.8% 3apr2028, USD   USD 04/03/2028 07/02/2020 ***.*** *.** 07/02/2020 ***.** *.**
Abbott Laboratories, 0% 27sep2020, EUR (731D)   EUR 09/27/2020 07/02/2020 **.** *.** 07/02/2020 ***.** -*.**
Abbott Laboratories, 0.1% 19nov2024, EUR   EUR 11/19/2024 07/02/2020 **.*** *.** 07/02/2020 **.** *.**
Abbott Laboratories, 0.375% 19nov2027, EUR   EUR 11/19/2027 07/02/2020 **.** *.** 07/02/2020 **.** *.**
Abbott Laboratories, 0.875% 27sep2023, EUR   EUR 09/27/2023 07/02/2020 ***.** *.* 07/02/2020 ***.** *.**
Abbott Laboratories, 1.15% 30jan2028, USD   USD 01/30/2028 07/02/2020 ***.** *.* 07/02/2020 ***.*** *.**
Abbott Laboratories, 1.4% 30jun2030, USD   USD 06/30/2030 07/02/2020 **.*** *.** 07/02/2020 ***.*** *.**
Abbott Laboratories, 1.5% 27sep2026, EUR   EUR 09/27/2026 07/02/2020 ***.** *.** 07/02/2020 ***.** *.**
Abbott Laboratories, 2.55% 15mar2022, USD   USD 03/15/2022 07/02/2020 ***.*** *.** 07/02/2020 ***.*** *.**
Abbott Laboratories, 2.95% 15mar2025, USD   USD 03/15/2025 07/02/2020 ***.*** *.** 07/02/2020 ***.** *.**
Abbott Laboratories, 3.4% 30nov2023, USD   USD 11/30/2023 07/02/2020 ***.* *.** 07/02/2020 ***.** *.**
Abbott Laboratories, 3.75% 30nov2026, USD   USD 11/30/2026 07/02/2020 ***.** *.** 07/02/2020 ***.* *.**
Abbott Laboratories, 4.75% 30nov2036, USD   USD 11/30/2036 07/02/2020 ***.*** *.** 07/02/2020 ***.** *.**
Abbott Laboratories, 4.9% 30nov2046, USD   USD 11/30/2046 07/02/2020 ***.** *.** 07/02/2020 ***.** *.**
Abbott Laboratories, 5.3% 27may2040, USD   USD 05/27/2040 07/02/2020 ***.** *.** 07/02/2020 ***.** *.**
Abbott Laboratories, 6.15% 30nov2037, USD   USD 11/30/2037 07/02/2020 ***.** *.** 07/02/2020 ***.** *.**
AbbVie, 0.75% 18nov2027, EUR   EUR 11/18/2027 07/02/2020 **.*** *.* 07/02/2020 ***.** *.**
AbbVie, 1.25% 18nov2031, EUR   EUR 11/18/2031 07/02/2020 ***.*** *.** 07/02/2020 ***.*** *.**
AbbVie, 1.375% 17may2024, EUR   EUR 05/17/2024 07/02/2020 ***.*** *.** 07/02/2020 ***.*** *.**
AbbVie, 2.125% 17nov2028, EUR   EUR 11/17/2028 07/02/2020 ***.*** *.** 07/02/2020 ***.*** *.**
AbbVie, 2.15% 19nov2021, USD   USD 11/19/2021 07/02/2020 ***.** *.** 07/02/2020 ***.** *.**
AbbVie, 2.3% 14may2021, USD   USD 05/14/2021 07/02/2020 ***.*** *.** 07/02/2020 ***.** *.**
AbbVie, 2.3% 21nov2022, USD   USD 11/21/2022 07/02/2020 ***.** *.** 07/02/2020 ***.** *.**
AbbVie, 2.6% 21nov2024, USD   USD 11/21/2024 07/02/2020 ***.** *.* 07/02/2020 ***.** *.**
AbbVie, 2.85% 14may2023, USD   USD 05/14/2023 07/02/2020 ***.*** *.** 07/02/2020 ***.** *.**
AbbVie, 2.9% 6nov2022, USD   USD 11/06/2022 07/02/2020 ***.*** *.** 07/02/2020 ***.** *.**
AbbVie, 2.95% 21nov2026, USD   USD 11/21/2026 07/02/2020 ***.*** *.** 07/02/2020 ***.** *.**
AbbVie, 3.2% 14may2026, USD   USD 05/14/2026 07/02/2020 ***.*** *.** 07/02/2020 ***.** *.**
AbbVie, 3.2% 21nov2029, USD   USD 11/21/2029 07/02/2020 ***.** *.** 07/02/2020 ***.** *.**
AbbVie, 3.2% 6nov2022, USD   USD 11/06/2022 07/02/2020 ***.*** * 07/02/2020 ***.** *.**
AbbVie, 3.375% 14nov2021, USD   USD 11/14/2021 07/02/2020 ***.*** *.** 07/02/2020 ***.*** *.*
AbbVie, 3.6% 14may2025, USD   USD 05/14/2025 07/02/2020 ***.*** *.** 07/02/2020 ***.** *.**
AbbVie, 3.75% 14nov2023, USD   USD 11/14/2023 07/02/2020 ***.*** *.** 07/02/2020 ***.** *.**
AbbVie, 4.05% 21nov2039, USD   USD 11/21/2039 07/02/2020 ***.** *.** 07/02/2020 ***.* *.**
AbbVie, 4.25% 14nov2028, USD   USD 11/14/2028 07/02/2020 ***.** *.** 07/02/2020 ***.** *.**
AbbVie, 4.25% 21nov2049, USD   USD 11/21/2049 07/02/2020 ***.** *.** 07/02/2020 ***.** *.**
AbbVie, 4.3% 14may2036, USD   USD 05/14/2036 07/02/2020 ***.*** *.** 07/02/2020 ***.** *.**
AbbVie, 4.4% 6nov2042, USD   USD 11/06/2042 07/02/2020 ***.*** *.** 07/02/2020 ***.** *.**
AbbVie, 4.45% 14may2046, USD   USD 05/14/2046 07/02/2020 ***.*** *.** 07/02/2020 ***.*** *.*
AbbVie, 4.5% 14may2035, USD   USD 05/14/2035 07/02/2020 ***.*** *.** 07/02/2020 ***.** *.**
AbbVie, 4.7% 14may2045, USD   USD 05/14/2045 07/02/2020 ***.*** *.** 07/02/2020 ***.** *.**
AbbVie, 4.875% 14nov2048, USD   USD 11/14/2048 07/02/2020 ***.*** *.** 07/02/2020 ***.*** *.**
AbbVie, FRN 19nov2021, USD   USD 11/19/2021 07/02/2020 **.** * 07/02/2020 ***.** *
AbbVie, FRN 21may2021, USD   USD 05/21/2021 07/02/2020 **.** * 07/02/2020 **.** *
AbbVie, FRN 21nov2022, USD   USD 11/21/2022 07/02/2020 ***.** * 07/02/2020 ***.** *
ABC Supply, 5.875% 15may2026, USD   USD 05/15/2026 07/02/2020 **.*** *.** 07/02/2020 ***.*** *.**
Acadia Healthcare, 5.125% 1jul2022, USD   USD 07/01/2022 07/02/2020 **.** *.** 07/02/2020 ***.*** *.**
Acadia Healthcare, 5.625% 15feb2023, USD   USD 02/15/2023 07/02/2020 **.** *.** 07/02/2020 ***.*** *.**
Acadia Healthcare, 6.5% 1mar2024, USD   USD 03/01/2024 07/02/2020 **.** *.** 07/02/2020 ***.*** *.**
ACC Operating Partnership, 2.85% 1feb2030, USD   USD 02/01/2030 07/02/2020 **.*** *.** 07/02/2020 **.*** *.*
ACC Operating Partnership, 3.875% 30jan2031, USD   USD 01/30/2031 07/02/2020 ***.*** *.** 07/02/2020 ***.*** *.**
ACE Cash Express, 12% 15dec2022, USD   USD 12/15/2022 07/02/2020 **.** **.** 07/02/2020 **.*** **.**
ACI Worldwide, 5.75% 15aug2026, USD   USD 08/15/2026 07/02/2020 ***.*** *.** 07/02/2020 ***.*** *.**
Activision Blizzard, 2.3% 15sep2021, USD   USD 09/15/2021 07/02/2020 ***.** *.** 07/02/2020 ***.** *.*
Activision Blizzard, 3.4% 15sep2026, USD   USD 09/15/2026 07/02/2020 ***.*** *.** 07/02/2020 ***.*** *.*
Adient Global Holdings, 3.5% 15aug2024, EUR   EUR 08/15/2024 07/02/2020 **.*** *.** 07/02/2020 ** *.**
Adient US, 7% 15may2026, USD   USD 05/15/2026 07/02/2020 ***.*** *.** 07/02/2020 ***.*** *.**
Adobe, 1.7% 1feb2023, USD   USD 02/01/2023 07/02/2020 ***.** *.** 07/02/2020 ***.*** *.**
Adobe, 1.9% 1feb2025, USD   USD 02/01/2025 07/02/2020 ***.** *.** 07/02/2020 ***.* *.**
Adobe, 2.15% 1feb2027, USD   USD 02/01/2027 07/02/2020 ***.** *.** 07/02/2020 ***.*** *.**
Adobe, 2.3% 1feb2030, USD   USD 02/01/2030 07/02/2020 ***.** *.** 07/02/2020 ***.** *.**
Adobe, 3.25% 1feb2025, USD   USD 02/01/2025 07/02/2020 ***.*** *.** 07/02/2020 ***.** *.**
ADT Corp, 3.5% 15jul2022, USD   USD 07/15/2022 07/02/2020 **.** *.** 07/02/2020 ***.** *.**
ADT Corp, 4.125% 15jun2023, USD   USD 06/15/2023 07/02/2020 ***.** *.* 07/02/2020 ***.** *.*
ADT Corp, 6.25% 15oct2021, USD   USD 10/15/2021 07/02/2020 ***.** *.** 07/02/2020 ***.** *.**
Advance Auto Parts, 4.5% 15jan2022, USD   USD 01/15/2022 07/02/2020 ***.*** *.** 07/02/2020 ***.*** *.**
Advanced Micro Devices, 7.5% 15aug2022, USD   USD 08/15/2022 07/02/2020 ***.*** *.** 07/02/2020 ***.** *.**
AECOM, 5.125% 15mar2027, USD   USD 03/15/2027 07/02/2020 ***.** *.** 07/02/2020 ***.*** *.**
AECOM, 5.875% 15oct2024, USD   USD 10/15/2024 07/02/2020 ***.** *.** 07/02/2020 *** *.**
AEP Texas Central, 6.65% 15feb2033, USD   USD 02/15/2033 07/02/2020 ***.*** *.** 07/02/2020 ***.*** *.**
AEP Transmission Company, 3.65% 1apr2050, USD (M)   USD 04/01/2050 07/02/2020 ***.** *.** 07/02/2020 ***.** *.**
AEP Transmission Company, 3.75% 1dec2047, USD   USD 12/01/2047 07/02/2020 ***.** *.** 07/02/2020 ***.** *.**
AEP Transmission Company, 4.25% 15sep2048, USD   USD 09/15/2048 07/02/2020 ***.*** *.** 07/02/2020 ***.*** *.**
AES Corp, 4.5% 15mar2023, USD   USD 03/15/2023 07/02/2020 **.** *.** 07/02/2020 ***.*** *.**
Aetna, 2.8% 15jun2023, USD   USD 06/15/2023 07/02/2020 ***.*** *.** 07/02/2020 ***.*** *.**
Aetna, 3.5% 15nov2024, USD   USD 11/15/2024 07/02/2020 ***.** *.** 07/02/2020 ***.** *.**
Aetna, 3.875% 15aug2047, USD   USD 08/15/2047 07/02/2020 ***.*** *.** 07/02/2020 ***.*** *.**
Aetna, 4.125% 15nov2042, USD   USD 11/15/2042 07/02/2020 ***.*** *.** 07/02/2020 ***.*** *.**
Aetna, 6.75% 15dec2037, USD   USD 12/15/2037 07/02/2020 *** *.** 07/02/2020 ***.** *.**
Affiliated Managers Group, 3.3% 15jun2030, USD   USD 06/15/2030 07/02/2020 ***.*** *.** 07/02/2020 ***.*** *.**
Affiliated Managers Group, 3.5% 1aug2025, USD   USD 08/01/2025 07/02/2020 ***.** *.** 07/02/2020 ***.*** *.**
Affiliated Managers Group, 4.25% 15feb2024, USD   USD 02/15/2024 07/02/2020 ***.** *.* 07/02/2020 ***.** *.**
Aflac, 2.875% 15oct2026, USD   USD 10/15/2026 07/02/2020 ***.** *.** 07/02/2020 ***.** *.**
Aflac, 3.25% 17mar2025, USD   USD 03/17/2025 07/02/2020 ** *.** 07/02/2020 *** *.**
Aflac, 3.6% 1apr2030, USD   USD 04/01/2030 07/02/2020 ***.* *.** 07/02/2020 ***.*** *.**
Aflac, 3.625% 15jun2023, USD   USD 06/15/2023 07/02/2020 ***.** *.** 07/02/2020 ***.** *.**
Aflac, 4% 15oct2046, USD   USD 10/15/2046 07/02/2020 ***.** *.** 07/02/2020 ***.** *.**
Agilent Technologies, 2.1% 4jun2030, USD   USD 06/04/2030 07/02/2020 ***.*** *.* 07/02/2020 ***.*** *.**
Agilent Technologies, 2.75% 15sep2029, USD   USD 09/15/2029 07/02/2020 ***.*** *.* 07/02/2020 ***.*** *.**
Agilent Technologies, 3.05% 22sep2026, USD   USD 09/22/2026 07/02/2020 ***.*** *.** 07/02/2020 ***.*** *.**
Agilent Technologies, 3.2% 1oct2022, USD   USD 10/01/2022 07/02/2020 ***.*** *.** 07/02/2020 ***.*** *.**
AIG Global Funding, 1.9% 6oct2021, USD   USD 10/06/2021 07/02/2020 ***.** *.** 07/02/2020 ***.* *.**
AIG Global Funding, 2.3% 1jul2022, USD   USD 07/01/2022 07/02/2020 ***.*** *.* 07/02/2020 ***.*** *.**
AIG Global Funding, 2.7% 15dec2021, USD   USD 12/15/2021 07/02/2020 ***.*** * 07/02/2020 ***.*** *.**
Air Lease Corp, 2.25% 15jan2023, USD   USD 01/15/2023 07/02/2020 **.*** *.** 07/02/2020 **.*** *.**
Air Lease Corp, 2.5% 1mar2021, USD   USD 03/01/2021 07/02/2020 ***.*** *.** 07/02/2020 ***.*** *.**
Air Lease Corp, 2.625% 1jul2022, USD   USD 07/01/2022 07/02/2020 **.*** *.** 07/02/2020 **.** *.**
Air Lease Corp, 2.75% 15jan2023, USD   USD 01/15/2023 07/02/2020 **.** *.** 07/02/2020 **.* *.**
Air Lease Corp, 3% 15sep2023, USD   USD 09/15/2023 07/02/2020 **.*** *.** 07/02/2020 ***.** *.*
Air Lease Corp, 3.25% 1mar2025, USD   USD 03/01/2025 07/02/2020 ***.** *.** 07/02/2020 ***.** *.**
Air Lease Corp, 3.25% 1oct2029, USD   USD 10/01/2029 07/02/2020 **.** *.** 07/02/2020 **.*** *.**
Air Lease Corp, 3.375% 1jun2021, USD   USD 06/01/2021 07/02/2020 ***.*** *.** 07/02/2020 ***.*** *.**
Air Lease Corp, 3.5% 15jan2022, USD   USD 01/15/2022 07/02/2020 ***.*** *.** 07/02/2020 ***.*** *.**
Air Lease Corp, 3.625% 1apr2027, USD   USD 04/01/2027 07/02/2020 **.** *.** 07/02/2020 **.** *.**
Air Lease Corp, 3.625% 1dec2027, USD   USD 12/01/2027 07/02/2020 **.** *.** 07/02/2020 ***.** *.**
Air Lease Corp, 3.75% 1feb2022, USD   USD 02/01/2022 07/02/2020 ***.*** *.** 07/02/2020 ***.** *.**
Air Lease Corp, 3.75% 1jun2026, USD (A)   USD 06/01/2026 07/02/2020 ***.*** *.** 07/02/2020 ***.** *.**
Air Lease Corp, 3.875% 1apr2021, USD   USD 04/01/2021 07/02/2020 ***.** *.** 07/02/2020 ***.*** *.**
Air Lease Corp, 3.875% 3jul2023, USD   USD 07/03/2023 07/02/2020 ***.** *.** 07/02/2020 ***.*** *.**
Air Lease Corp, 4.25% 15sep2024, USD   USD 09/15/2024 07/02/2020 ***.*** *.** 07/02/2020 ***.** *.*
Air Lease Corp, 4.625% 1oct2028, USD   USD 10/01/2028 07/02/2020 ***.*** *.** 07/02/2020 ***.*** *.**
Air Products and Chemicals, 0.375% 1jun2021, EUR   EUR 06/01/2021 07/02/2020 ***.** *.** 07/02/2020 ***.*** -*
Air Products and Chemicals, 0.5% 5may2028, EUR   EUR 05/05/2028 07/02/2020 ***.*** *.** 07/02/2020 ***.** *.*
Air Products and Chemicals, 0.8% 5may2032, EUR   EUR 05/05/2032 07/02/2020 ***.*** *.** 07/02/2020 ***.** *.**
Air Products and Chemicals, 1% 12feb2025, EUR   EUR 02/12/2025 07/02/2020 ***.*** *.** 07/02/2020 ***.** -*.**
Air Products and Chemicals, 1.5% 15oct2025, USD   USD 10/15/2025 07/02/2020 ***.* *.** 07/02/2020 ***.** *.**
Air Products and Chemicals, 1.85% 15may2027, USD   USD 05/15/2027 07/02/2020 ***.** *.* 07/02/2020 ***.** *.**
Air Products and Chemicals, 2% 7aug2020, EUR   EUR 08/07/2020 07/02/2020 ***.*** *.** 07/02/2020 ***.** *.**
Air Products and Chemicals, 2.05% 15may2030, USD   USD 05/15/2030 07/02/2020 ***.** *.** 07/02/2020 ***.** *.**
Air Products and Chemicals, 2.7% 15may2040, USD   USD 05/15/2040 07/02/2020 ***.** *.** 07/02/2020 ***.** *.**
Air Products and Chemicals, 2.8% 15may2050, USD   USD 05/15/2050 07/02/2020 ***.** *.** 07/02/2020 ***.** *.**
Air Products and Chemicals, 3.35% 31jul2024, USD   USD 07/31/2024 07/02/2020 ***.*** *.** 07/02/2020 ***.** -*.**
Aircastle, 4.125% 1may2024, USD   USD 05/01/2024 07/02/2020 **.*** *.** 07/02/2020 **.* *.**
Aircastle, 4.25% 15jun2026, USD   USD 06/15/2026 07/02/2020 **.*** *.** 07/02/2020 **.* *.**
Alabama Power, 2.45% 30mar2022, USD   USD 03/30/2022 07/02/2020 ***.*** *.** 07/02/2020 ***.*** *.**
Alabama Power, 3.45% 1oct2049, USD (2019A)   USD 10/01/2049 07/02/2020 ***.*** *.** 07/02/2020 ***.*** *.**
Alabama Power, 3.7% 1dec2047, USD   USD 12/01/2047 07/02/2020 ***.*** *.** 07/02/2020 ***.*** *.**
Alabama Power, 4.3% 15jul2048, USD   USD 07/15/2048 07/02/2020 ***.*** *.** 07/02/2020 ***.** *.**
Alabama Power, 4.3% 2jan2046, USD   USD 01/02/2046 07/02/2020 ***.** *.** 07/02/2020 ***.** *.**
Alabama Power, 6% 1mar2039, USD   USD 03/01/2039 07/02/2020 ***.** *.* 07/02/2020 ***.** *.**
Albemarle, 1.125% 25nov2025, EUR   EUR 11/25/2025 07/02/2020 **.*** *.** 07/02/2020 **.*** *.**
Albemarle, 1.625% 25nov2028, EUR   EUR 11/25/2028 07/02/2020 **.*** *.** 07/02/2020 **.** *.**
Albemarle, 1.875% 8dec2021, EUR   EUR 12/08/2021 07/02/2020 **.*** *.* 07/02/2020 ***.*** *.**
Albemarle, 4.15% 1dec2024, USD   USD 12/01/2024 07/02/2020 ***.*** *.** 07/02/2020 ***.*** *.**
Alcatel Lucent USA, 6.45% 15mar2029, USD   USD 03/15/2029 07/02/2020 *** *.** 07/02/2020 ***.** *.**
Alexandria Real Estate Equities Inc., 2.75% 15dec2029, USD   USD 12/15/2029 07/02/2020 ***.*** *.** 07/02/2020 ***.*** *.**
Alexandria Real Estate Equities Inc., 3.375% 15aug2031, USD   USD 08/15/2031 07/02/2020 ***.** *.** 07/02/2020 ***.*** *.**
Alexandria Real Estate Equities Inc., 3.45% 30apr2025, USD   USD 04/30/2025 07/02/2020 ***.*** *.** 07/02/2020 ***.*** *.**
Alexandria Real Estate Equities Inc., 3.8% 15apr2026, USD   USD 04/15/2026 07/02/2020 ***.*** *.** 07/02/2020 ***.*** *.**
Alexandria Real Estate Equities Inc., 3.95% 15jan2027, USD   USD 01/15/2027 07/02/2020 ***.*** *.* 07/02/2020 ***.*** *.**
Alexandria Real Estate Equities Inc., 4% 15jan2024, USD   USD 01/15/2024 07/02/2020 ***.** *.** 07/02/2020 ***.*** *.**
Alexandria Real Estate Equities Inc., 4% 1feb2050, USD   USD 02/01/2050 07/02/2020 ***.*** *.** 07/02/2020 ***.*** *.**
Alexandria Real Estate Equities Inc., 4.7% 1jul2030, USD   USD 07/01/2030 07/02/2020 ***.** *.** 07/02/2020 ***.** *.**
Alexandria Real Estate Equities Inc., 4.85% 15apr2049, USD   USD 04/15/2049 07/02/2020 ***.*** *.** 07/02/2020 ***.*** *.**
Alexandria Real Estate Equities Inc., 4.9% 15dec2030, USD   USD 12/15/2030 07/02/2020 ***.** *.** 07/02/2020 ***.*** *.**
Alleghany, 3.625% 15may2030, USD   USD 05/15/2030 07/02/2020 * 07/02/2020 ***.* *.**
Allegheny Technologies, 5.875% 15aug2023, USD   USD 08/15/2023 07/02/2020 ***.** *.** 07/02/2020 ***.** *.**
Allegion, 3.5% 1oct2029, USD   USD 10/01/2029 07/02/2020 ***.*** *.** 07/02/2020 ***.*** *.**
Allergan Capital SARL, 1.5% 15nov2023, EUR   EUR 11/15/2023 07/02/2020 **.** *.** 07/02/2020 ***.*** *.**
Allergan Capital SARL, 2.625% 15nov2028, EUR   EUR 11/15/2028 07/02/2020 ***.** *.** 07/02/2020 ***.*** *.**
Allergan Capital SARL, 3.85% 15jun2024, USD   USD 06/15/2024 07/02/2020 ***.** *.** 07/02/2020 ***.** *.**
Allergan Capital SARL, FRN 15nov2020, EUR   EUR 11/15/2020 07/02/2020 **.*** * 07/02/2020 ***.*** *
Allergan Finance, 3.25% 1oct2022, USD   USD 10/01/2022 07/02/2020 ***.*** *.** 07/02/2020 ***.*** *.**
Allergan Finance, 4.625% 1oct2042, USD   USD 10/01/2042 07/02/2020 ***.** *.** 07/02/2020 ***.** *.**
Alliance Data Systems, 4.75% 15dec2024, USD   USD 12/15/2024 07/02/2020 ** **.** 07/02/2020 ** **.**
Alliance Resource Operating Partnership, 7.5% 1may2025, USD   USD 05/01/2025 07/02/2020 **.*** **.** 07/02/2020 **.*** **.**
Alliant Energy Finance, 3.75% 15jun2023, USD   USD 06/15/2023 07/02/2020 ***.** *.** 07/02/2020 ***.** *.**
Allison Transmission, 5% 1oct2024, USD   USD 10/01/2024 07/02/2020 **.** *.** 07/02/2020 ***.*** *.**
Allstate Corp, 3.15% 15jun2023, USD   USD 06/15/2023 07/02/2020 ***.** *.** 07/02/2020 ***.** *.**
Allstate Corp, 3.85% 10aug2049, USD   USD 08/10/2049 07/02/2020 ***.** *.** 07/02/2020 ***.** *.**
Allstate Corp, 4.5% 15jun2043, USD   USD 06/15/2043 07/02/2020 ***.** *.** 07/02/2020 ***.** *.*
Allstate Corp, 6.50% 15may2057, USD   USD 05/15/2057 07/02/2020 ***.** * 07/02/2020 ***.** *
Allstate Corp, FRN 29mar2021, USD   USD 03/29/2021 07/02/2020 **.** * 07/02/2020 ***.** *
Allstate Corp, FRN 29mar2023, USD   USD 03/29/2023 07/02/2020 **.** * 07/02/2020 ***.** *
Ally Financial, 3.05% 5jun2023, USD   USD 06/05/2023 07/02/2020 ***.*** *.** 07/02/2020 ***.*** *.**
Ally Financial, 3.875% 21may2024, USD   USD 05/21/2024 07/02/2020 ***.*** *.** 07/02/2020 ***.** *.**
Ally Financial, 4.125% 13feb2022, USD   USD 02/13/2022 07/02/2020 ***.** *.** 07/02/2020 ***.** *.**
Ally Financial, 4.25% 15apr2021, USD   USD 04/15/2021 07/02/2020 ***.*** *.** 07/02/2020 ***.** *.**
Ally Financial, 4.625% 19may2022, USD   USD 05/19/2022 07/02/2020 ***.** *.** 07/02/2020 ***.*** *.*
Ally Financial, 4.625% 30mar2025, USD   USD 03/30/2025 07/02/2020 ***.** *.** 07/02/2020 ***.** *.**
Ally Financial, 5.125% 30sep2024, USD   USD 09/30/2024 07/02/2020 ***.** *.** 07/02/2020 ***.** *.**
Ally Financial, 5.75% 20nov2025, USD   USD 11/20/2025 07/02/2020 ***.** *.** 07/02/2020 ***.** *.**
Ally Financial, 5.8% 1may2025, USD   USD 05/01/2025 07/02/2020 ***.*** *.** 07/02/2020 ***.*** *.**
Ally Financial, 7.5% 15sep2020, USD   USD 09/15/2020 07/02/2020 ***.*** * 07/02/2020 ***.*** *.**
Ally Financial, 8% 1nov2031, USD   USD 11/01/2031 07/02/2020 ***.** *.** 07/02/2020 ***.** *.**
Ally Financial, 8% 1nov2031, USD   USD 11/01/2031 07/02/2020 ***.** *.** 07/02/2020 ***.** *.*
Alphabet, 1.998% 15aug2026, USD   USD 08/15/2026 07/02/2020 ***.* *.** 07/02/2020 ***.** *.**
Alphabet, 3.375% 25feb2024, USD   USD 02/25/2024 07/02/2020 ***.** *.** 07/02/2020 ***.** *.**
Alphabet, 3.625% 19may2021, USD   USD 05/19/2021 07/02/2020 ***.*** *.** 07/02/2020 ***.** *.**
Altera, 4.1% 15nov2023, USD   USD 11/15/2023 07/02/2020 ***.*** *.* 07/02/2020 ***.*** *.**
Altice USA, 5.875% 15sep2022, USD   USD 09/15/2022 07/02/2020 ***.** *.** 07/02/2020 ***.*** *.**
Altria Group, 1% 15feb2023, EUR   EUR 02/15/2023 07/02/2020 ***.** *.** 07/02/2020 ***.*** *.**
Altria Group, 1.7% 15jun2025, EUR   EUR 06/15/2025 07/02/2020 ***.*** *.** 07/02/2020 ***.** *.**
Altria Group, 10.2% 6feb2039, USD   USD 02/06/2039 07/02/2020 ***.*** *.** 07/02/2020 ***.*** *.**
Altria Group, 2.2% 15jun2027, EUR   EUR 06/15/2027 07/02/2020 ***.** *.** 07/02/2020 ***.*** *.**
Altria Group, 2.35% 6may2025, USD   USD 05/06/2025 07/02/2020 ***.** *.** 07/02/2020 ***.** *.**
Altria Group, 2.625% 16sep2026, USD   USD 09/16/2026 07/02/2020 ***.*** *.** 07/02/2020 ***.** *.**
Altria Group, 2.85% 9aug2022, USD   USD 08/09/2022 07/02/2020 ***.*** *.** 07/02/2020 ***.** *.**
Altria Group, 2.95% 2may2023, USD   USD 05/02/2023 07/02/2020 ***.** *.** 07/02/2020 ***.*** *.**
Altria Group, 3.125% 15jun2031, EUR   EUR 06/15/2031 07/02/2020 ***.* *.** 07/02/2020 ***.*** *.**
Altria Group, 3.4% 6may2030, USD   USD 05/06/2030 07/02/2020 ***.*** *.** 07/02/2020 ***.** *.*
Altria Group, 3.49% 14feb2022, USD   USD 02/14/2022 07/02/2020 ***.*** *.** 07/02/2020 ***.** *.**
Altria Group, 3.8% 14feb2024, USD   USD 02/14/2024 07/02/2020 ***.* *.** 07/02/2020 ***.*** *.**
Altria Group, 3.875% 16sep2046, USD   USD 09/16/2046 07/02/2020 ***.** *.** 07/02/2020 ***.** *.**
Altria Group, 4% 31jan2024, USD   USD 01/31/2024 07/02/2020 ***.** *.** 07/02/2020 ***.** *.**
Altria Group, 4.25% 9aug2042, USD   USD 08/09/2042 07/02/2020 ***.** *.** 07/02/2020 ***.*** *.**
Altria Group, 4.4% 14feb2026, USD   USD 02/14/2026 07/02/2020 ***.*** *.** 07/02/2020 ***.** *.**
Altria Group, 4.45% 6may2050, USD   USD 05/06/2050 07/02/2020 ***.** *.** 07/02/2020 ***.** *.**
Altria Group, 4.5% 2may2043, USD   USD 05/02/2043 07/02/2020 ***.*** *.** 07/02/2020 ***.** *.**
Altria Group, 4.75% 5may2021, USD   USD 05/05/2021 07/02/2020 ***.*** *.** 07/02/2020 ***.*** *.**
Altria Group, 4.8% 14feb2029, USD   USD 02/14/2029 07/02/2020 ***.** *.** 07/02/2020 ***.** *.**
Altria Group, 5.375% 31jan2044, USD   USD 01/31/2044 07/02/2020 ***.*** * 07/02/2020 ***.*** *.**
Altria Group, 5.8% 14feb2039, USD   USD 02/14/2039 07/02/2020 ***.*** *.** 07/02/2020 ***.*** *.**
Altria Group, 5.95% 14feb2049, USD   USD 02/14/2049 07/02/2020 ***.*** *.** 07/02/2020 ***.* *.**
Altria Group, 6.2% 14feb2059, USD   USD 02/14/2059 07/02/2020 ***.** *.** 07/02/2020 ***.** *.**
Altria Group, 9.95% 10nov2038, USD   USD 11/10/2038 07/02/2020 ***.* *.* 07/02/2020 ***.** *.**
Amazon.com, 0.4% 3jun2023, USD   USD 06/03/2023 07/02/2020 ***.** *.** 07/02/2020 ***.** *.**
Amazon.com, 0.8% 3jun2025, USD   USD 06/03/2025 07/02/2020 ***.** *.** 07/02/2020 ***.** *.**
Amazon.com, 1.2% 3jun2027, USD   USD 06/03/2027 07/02/2020 ***.** *.** 07/02/2020 ***.** *.**
Amazon.com, 1.5% 3jun2030, USD   USD 06/03/2030 07/02/2020 ***.** *.** 07/02/2020 ***.** *.**
Amazon.com, 1.9% 21aug2020, USD   USD 08/21/2020 07/02/2020 ***.** *.** 07/02/2020 ***.* *.**
Amazon.com, 2.4% 22feb2023, USD   USD 02/22/2023 07/02/2020 ***.** *.** 07/02/2020 ***.*** *.**
Amazon.com, 2.5% 29nov2022, USD   USD 11/29/2022 07/02/2020 ***.** *.** 07/02/2020 ***.** *.**
Amazon.com, 2.5% 3jun2050, USD   USD 06/03/2050 07/02/2020 ***.** *.** 07/02/2020 ***.** *.**
Amazon.com, 2.7% 3jun2060, USD   USD 06/03/2060 07/02/2020 ***.** *.** 07/02/2020 ***.** *.**
Amazon.com, 2.8% 22aug2024, USD   USD 08/22/2024 07/02/2020 ***.** *.** 07/02/2020 ***.** *.**
Amazon.com, 3.15% 22aug2027, USD   USD 08/22/2027 07/02/2020 ***.** *.** 07/02/2020 ***.** *.**
Amazon.com, 3.3% 5dec2021, USD   USD 12/05/2021 07/02/2020 ***.*** *.** 07/02/2020 ***.*** *.**
Amazon.com, 3.8% 5dec2024, USD   USD 12/05/2024 07/02/2020 ***.*** *.** 07/02/2020 ***.** *.**
Amazon.com, 3.875% 22aug2037, USD   USD 08/22/2037 07/02/2020 ***.*** *.** 07/02/2020 ***.** *.**
Amazon.com, 4.05% 22aug2047, USD   USD 08/22/2047 07/02/2020 ***.*** *.** 07/02/2020 ***.* *.**
Amazon.com, 4.25% 22aug2057, USD   USD 08/22/2057 07/02/2020 ***.** *.** 07/02/2020 ***.** *.**
Amazon.com, 4.8% 5dec2034, USD   USD 12/05/2034 07/02/2020 ***.*** *.* 07/02/2020 ***.** *.**
Amazon.com, 4.95% 5dec2044, USD   USD 12/05/2044 07/02/2020 ***.*** *.** 07/02/2020 ***.* *.**
Amazon.com, 5.2% 3dec2025, USD   USD 12/03/2025 07/02/2020 ***.*** *.** 07/02/2020 ***.*** *.**
AMC Entertainment Holdings, 10.5% 15apr2025, USD   USD 04/15/2025 07/02/2020 **.** **.** 07/02/2020 **.** **.**
AMC Entertainment Holdings, 5.75% 15jun2025, USD   USD 06/15/2025 07/02/2020 **.*** **.** 07/02/2020 **.** **.**
AMC Networks, 4.75% 15dec2022, USD   USD 12/15/2022 07/02/2020 **.** *.** 07/02/2020 ***.** *.**
AMC Networks, 4.75% 1aug2025, USD   USD 08/01/2025 07/02/2020 **.*** *.** 07/02/2020 **.*** *.**
AMC Networks, 5% 1apr2024, USD   USD 04/01/2024 07/02/2020 **.** *.** 07/02/2020 ***.*** *.*
Amcor Finance (USA), 4.5% 15may2028, USD   USD 05/15/2028 07/02/2020 ***.** *.** 07/02/2020 ***.** *.**
Ameren, 2.5% 15sep2024, USD   USD 09/15/2024 07/02/2020 ***.*** *.** 07/02/2020 ***.*** *.**
Ameren, 2.7% 15nov2020, USD   USD 11/15/2020 07/02/2020 ***.*** *.* 07/02/2020 ***.*** *.**
Ameren, 3.5% 15jan2031, USD   USD 01/15/2031 07/02/2020 ***.*** *.** 07/02/2020 ***.*** *.**
Ameren, 3.65% 15feb2026, USD   USD 02/15/2026 07/02/2020 ***.** *.** 07/02/2020 ***.** *.**
Ameren, 4.3% 1jul2044, USD   USD 07/01/2044 07/02/2020 ***.* *.** 07/02/2020 ***.** *.*
Ameren Illinois, 3.25% 15mar2050, USD   USD 03/15/2050 07/02/2020 ***.*** *.** 07/02/2020 ***.*** *.**
Ameren Illinois, 3.25% 1mar2025, USD   USD 03/01/2025 07/02/2020 ***.*** *.** 07/02/2020 ***.** *.**
Ameren Illinois, 3.7% 1dec2047, USD   USD 12/01/2047 07/02/2020 ***.*** *.** 07/02/2020 ***.*** *.**
Ameren Illinois, 4.15% 15mar2046, USD   USD 03/15/2046 07/02/2020 ***.** *.** 07/02/2020 ***.** *.**
Ameren Illinois, 4.5% 15mar2049, USD   USD 03/15/2049 07/02/2020 ***.*** *.** 07/02/2020 ***.*** *.**
Ameren Illinois, 4.8% 15dec2043, USD   USD 12/15/2043 07/02/2020 ***.** *.* 07/02/2020 ***.*** *.**
American Airlines, 3.75% 1mar2025, USD   USD 03/01/2025 07/02/2020 **.*** **.** 07/02/2020 **.*** **.**
American Airlines, 5% 1jun2022, USD   USD 06/01/2022 07/02/2020 **.*** **.** 07/02/2020 **.** **.**
American Axle & Manufacturing, 6.25% 1apr2025, USD   USD 04/01/2025 07/02/2020 **.** *.** 07/02/2020 ***.** *.**
American Axle & Manufacturing, 6.5% 1apr2027, USD   USD 04/01/2027 07/02/2020 **.*** *.* 07/02/2020 **.** *.**
American Campus Communities (ACC), 3.625% 15nov2027, USD   USD 11/15/2027 07/02/2020 ***.*** *.** 07/02/2020 ***.*** *.**
American Electric Power, 2.3% 1mar2030, USD (K)   USD 03/01/2030 07/02/2020 ***.** *.** 07/02/2020 ***.** *.**
American Electric Power, 3.25% 1mar2050, USD (K)   USD 03/01/2050 07/02/2020 ***.** *.** 07/02/2020 ***.** *.**
American Electric Power, 3.65% 1dec2021, USD   USD 12/01/2021 07/02/2020 ***.** *.* 07/02/2020 ***.** *.**
American Electric Power, 4.3% 1dec2028, USD   USD 12/01/2028 07/02/2020 ***.** *.** 07/02/2020 ***.*** *.**
American Equity Investment Life, 5% 15jun2027, USD   USD 06/15/2027 07/02/2020 ***.*** *.** 07/02/2020 ***.*** *.*
American Express Co, 2.5% 1aug2022, USD   USD 08/01/2022 07/02/2020 ***.*** *.** 07/02/2020 ***.*** *.**
American Express Co, 2.5% 30jul2024, USD   USD 07/30/2024 07/02/2020 ***.*** *.** 07/02/2020 ***.*** *.**
American Express Co, 2.65% 2dec2022, USD   USD 12/02/2022 07/02/2020 ***.** *.** 07/02/2020 ***.** *.**
American Express Co, 2.75% 20may2022, USD   USD 05/20/2022 07/02/2020 ***.** *.** 07/02/2020 ***.** *.**
American Express Co, 3% 22feb2021, USD   USD 02/22/2021 07/02/2020 ***.** *.** 07/02/2020 ***.** *.**
American Express Co, 3.125% 20may2026, USD   USD 05/20/2026 07/02/2020 ***.** *.** 07/02/2020 ***.*** *.**
American Express Co, 3.375% 17may2021, USD   USD 05/17/2021 07/02/2020 ***.** *.** 07/02/2020 ***.* *.**
American Express Co, 3.4% 22feb2024, USD   USD 02/22/2024 07/02/2020 ***.** *.** 07/02/2020 ***.** *.**
American Express Co, 3.4% 27feb2023, USD   USD 02/27/2023 07/02/2020 ***.*** *.** 07/02/2020 ***.*** *.**
American Express Co, 3.625% 5dec2024, USD   USD 12/05/2024 07/02/2020 ***.** *.** 07/02/2020 ***.*** *.**
American Express Co, 3.7% 3aug2023, USD   USD 08/03/2023 07/02/2020 ***.** *.** 07/02/2020 ***.** *.**
American Express Co, 3.7% 5nov2021, USD   USD 11/05/2021 07/02/2020 ***.** *.** 07/02/2020 ***.*** *.**
American Express Co, 4.05% 3dec2042, USD   USD 12/03/2042 07/02/2020 ***.** *.** 07/02/2020 ***.*** *.**
American Express Co, 4.2% 6nov2025, USD   USD 11/06/2025 07/02/2020 ***.** *.** 07/02/2020 ***.*** *.**
American Express Co, 4.9% perp., USD   USD 07/02/2020 **.** * 07/02/2020 **.* *
American Express Co, 5.2% perp., USD   USD 07/02/2020 **.** * 07/02/2020 **.** *
American Express Co, 8.15% 19mar2038, USD   USD 03/19/2038 07/02/2020 ***.*** *.** 07/02/2020 ***.*** *.**
American Express Co, FRN 17may2021, USD   USD 05/17/2021 07/02/2020 ***.** * 07/02/2020 ***.* *
American Express Co, FRN 1aug2022, USD   USD 08/01/2022 07/02/2020 ***.** * 07/02/2020 ***.** *
American Express Co, FRN 20may2022, USD   USD 05/20/2022 07/02/2020 ***.** * 07/02/2020 ***.** *
American Express Co, FRN 27feb2023, USD   USD 02/27/2023 07/02/2020 **.*** * 07/02/2020 ***.** *
American Express Co, FRN 30oct2020, USD   USD 10/30/2020 07/02/2020 ***.** * 07/02/2020 ***.** *
American Express Co, FRN 3aug2023, USD   USD 08/03/2023 07/02/2020 ***.** * 07/02/2020 ***.** *
American Express Co, FRN 5nov2021, USD   USD 11/05/2021 07/02/2020 ***.** * 07/02/2020 ***.* *
American Express Credit Corp, 0.625% 22nov2021, EUR   EUR 11/22/2021 07/02/2020 ***.** *.** 07/02/2020 ***.** *.**
American Financial Group, 5.25% 2apr2030, USD   USD 04/02/2030 07/02/2020 ***.*** *.** 07/02/2020 ***.*** *.**
American Homes 4 Rent L.P., 4.9% 15feb2029, USD   USD 02/15/2029 07/02/2020 ***.*** *.** 07/02/2020 ***.*** *.**
American Honda Finance, 0.35% 26aug2022, EUR   EUR 08/26/2022 07/02/2020 **.*** *.** 07/02/2020 **.*** *.**
American Honda Finance, 0.55% 17mar2023, EUR   EUR 03/17/2023 07/02/2020 ***.** *.** 07/02/2020 ***.*** *.**
American Honda Finance, 0.75% 17jan2024, EUR   EUR 01/17/2024 07/02/2020 ***.* *.** 07/02/2020 ***.** *.**
American Honda Finance, 1.3% 21mar2022, GBP (Series A)   GBP 03/21/2022 07/02/2020 **.** *.** 07/02/2020 ***.** *.**
American Honda Finance, 1.375% 10nov2022, EUR   EUR 11/10/2022 07/02/2020 ***.*** *.* 07/02/2020 ***.*** *.**
American Honda Finance, 1.6% 20apr2022, EUR   EUR 04/20/2022 07/02/2020 ***.*** *.** 07/02/2020 ***.** *.**
American Honda Finance, 1.7% 9sep2021, USD   USD 09/09/2021 07/02/2020 ***.** *.** 07/02/2020 ***.** *.**
American Honda Finance, 1.95% 18oct2024, EUR   EUR 10/18/2024 07/02/2020 ***.** *.** 07/02/2020 ***.** *.**
American Honda Finance, 1.95% 20may2022, USD (A)   USD 05/20/2022 07/02/2020 ***.*** *.** 07/02/2020 ***.** *.**
American Honda Finance, 2.2% 27jun2022, USD (A)   USD 06/27/2022 07/02/2020 ***.*** *.** 07/02/2020 ***.*** *.**
American Honda Finance, 2.3% 9sep2026, USD   USD 09/09/2026 07/02/2020 ***.** *.** 07/02/2020 ***.** *.**
American Honda Finance, 2.4% 27jun2024, USD (A)   USD 06/27/2024 07/02/2020 ***.** *.** 07/02/2020 ***.** *.**
American Honda Finance, 2.625% 14oct2022, GBP   GBP 10/14/2022 07/02/2020 ***.*** *.** 07/02/2020 ***.*** *.**
American Honda Finance, 2.65% 12feb2021, USD   USD 02/12/2021 07/02/2020 ***.** *.** 07/02/2020 ***.*** *.**
American Honda Finance, 3.15% 8jan2021, USD   USD 01/08/2021 07/02/2020 ***.* *.** 07/02/2020 ***.** *.**
American Honda Finance, 3.45% 14jul2023, USD   USD 07/14/2023 07/02/2020 ***.** *.** 07/02/2020 ***.*** *.**
American Honda Finance, 3.5% 15feb2028, USD   USD 02/15/2028 07/02/2020 ***.*** *.** 07/02/2020 ***.*** *.**
American Honda Finance, 3.55% 12jan2024, USD   USD 01/12/2024 07/02/2020 ***.** *.** 07/02/2020 ***.*** *.**
American Honda Finance, FRN 11jun2021, USD   USD 06/11/2021 07/02/2020 **.** * 07/02/2020 **.* *
American Honda Finance, FRN 12feb2021, USD   USD 02/12/2021 07/02/2020 **.** * 07/02/2020 **.** *
American Honda Finance, FRN 27jun2022, USD (A)   USD 06/27/2022 07/02/2020 **.*** * 07/02/2020 ***.*** *
American Honda Finance, FRN 8jan2021, USD   USD 01/08/2021 07/02/2020 ***.** * 07/02/2020 ***.* *
American International Group, 1.5% 8jun2023, EUR   EUR 06/08/2023 07/02/2020 ***.* *.** 07/02/2020 ***.** *.*
American International Group, 1.875% 21jun2027, EUR   EUR 06/21/2027 07/02/2020 ***.*** *.** 07/02/2020 ***.** *.**
American International Group, 2.5% 30jun2025, USD   USD 06/30/2025 07/02/2020 ***.** *.** 07/02/2020 ***.** *.**
American International Group, 3.3% 1mar2021, USD   USD 03/01/2021 07/02/2020 ***.*** *.** 07/02/2020 ***.** *.**
American International Group, 3.375% 15aug2020, USD   USD 08/15/2020 07/02/2020 ***.* *.** 07/02/2020 ***.** *.**
American International Group, 3.4% 30jun2030, USD   USD 06/30/2030 07/02/2020 ***.** *.** 07/02/2020 ***.*** *.**
American International Group, 3.875% 15jan2035, USD   USD 01/15/2035 07/02/2020 ***.** *.** 07/02/2020 ***.* *.**
American International Group, 3.9% 1apr2026, USD   USD 04/01/2026 07/02/2020 ***.** *.** 07/02/2020 ***.** *.**
American International Group, 4.125% 15feb2024, USD   USD 02/15/2024 07/02/2020 ***.** *.** 07/02/2020 ***.** *.*
American International Group, 4.2% 1apr2028, USD   USD 04/01/2028 07/02/2020 ***.* *.** 07/02/2020 ***.** *.**
American International Group, 4.25% 15mar2029, USD   USD 03/15/2029 07/02/2020 ***.** *.** 07/02/2020 ***.** *.**
American International Group, 4.375% 15jan2055, USD   USD 01/15/2055 07/02/2020 ***.* *.** 07/02/2020 ***.** *.**
American International Group, 4.375% 30jun2050, USD   USD 06/30/2050 07/02/2020 ***.** *.* 07/02/2020 ***.** *.**
American International Group, 4.5% 16jul2044, USD   USD 07/16/2044 07/02/2020 ***.** *.** 07/02/2020 ***.** *.**
American International Group, 4.75% 1apr2048, USD   USD 04/01/2048 07/02/2020 ***.*** *.** 07/02/2020 ***.** *.**
American International Group, 4.8% 10jul2045, USD   USD 07/10/2045 07/02/2020 ***.*** *.* 07/02/2020 ***.** *.*
American International Group, 4.875% 15mar2067, EUR   EUR 03/15/2067 07/02/2020 **.** * 07/02/2020 **.** *
American International Group, 4.875% 1jun2022, USD   USD 06/01/2022 07/02/2020 ***.** *.* 07/02/2020 ***.** *.**
American International Group, 5% 26apr2023, GBP   GBP 04/26/2023 07/02/2020 ***.** *.** 07/02/2020 ***.*** *.**
American International Group, 5.75% 15mar2067, GBP   GBP 03/15/2067 07/02/2020 **.* * 07/02/2020 ** *
American International Group, 5.75% 1apr2048, USD   USD 04/01/2048 07/02/2020 ***.** * 07/02/2020 ***.** *
American International Group, 6.25% 15mar2087, USD   USD 03/15/2087 07/02/2020 ***.** * 07/02/2020 ***.** *
American International Group, 6.25% 1may2036, USD   USD 05/01/2036 07/02/2020 ***.** *.** 07/02/2020 ***.** *.**
American International Group, 6.375% 5oct2020, GBP   GBP 10/05/2020 07/02/2020 ***.** -*.** 07/02/2020 ***.** -*.**
American International Group, 6.4% 15dec2020, USD   USD 12/15/2020 07/02/2020 ***.*** *.** 07/02/2020 ***.*** *.**
American International Group, 8.175% 15may2068, USD   USD 05/15/2068 07/02/2020 ***.*** * 07/02/2020 ***.* *
American Midstream Partners, 8.5% 15dec2021, USD   USD 12/15/2021 07/02/2020 **.*** **.** 07/02/2020 **.*** **.**
American Tower, 1.3% 15sep2025, USD   USD 09/15/2025 07/02/2020 ***.*** *.** 07/02/2020 ***.** *.**
American Tower, 1.375% 4apr2025, EUR   EUR 04/04/2025 07/02/2020 ***.** *.** 07/02/2020 ***.** *.**
American Tower, 1.95% 22may2026, EUR   EUR 05/22/2026 07/02/2020 ***.** *.** 07/02/2020 ***.* *.**
American Tower, 2.1% 15jun2030, USD   USD 06/15/2030 07/02/2020 ***.*** *.** 07/02/2020 ***.*** *.**
American Tower, 2.25% 15jan2022, USD   USD 01/15/2022 07/02/2020 ***.*** *.* 07/02/2020 ***.** *.**
American Tower, 2.4% 15mar2025, USD   USD 03/15/2025 07/02/2020 ***.** *.** 07/02/2020 ***.** *.**
American Tower, 2.75% 15jan2027, USD   USD 01/15/2027 07/02/2020 ***.*** *.** 07/02/2020 ***.*** *.**
American Tower, 2.9% 15jan2030, USD   USD 01/15/2030 07/02/2020 ***.** *.** 07/02/2020 ***.*** *.**
American Tower, 2.95% 15jan2025, USD   USD 01/15/2025 07/02/2020 ***.*** *.** 07/02/2020 ***.*** *.**
American Tower, 3% 15jun2023, USD   USD 06/15/2023 07/02/2020 ***.*** *.** 07/02/2020 ***.*** *.**
American Tower, 3.1% 15jun2050, USD   USD 06/15/2050 07/02/2020 **.*** *.** 07/02/2020 ***.*** *.**
American Tower, 3.125% 15jan2027, USD   USD 01/15/2027 07/02/2020 ***.*** *.** 07/02/2020 ***.** *.**
American Tower, 3.375% 15may2024, USD   USD 05/15/2024 07/02/2020 ***.** *.** 07/02/2020 ***.** *.**
American Tower, 3.375% 15oct2026, USD   USD 10/15/2026 07/02/2020 ***.** *.** 07/02/2020 ***.*** *.**
American Tower, 3.5% 31jan2023, USD   USD 01/31/2023 07/02/2020 ***.** *.** 07/02/2020 ***.** *.**
American Tower, 3.55% 15jul2027, USD   USD 07/15/2027 07/02/2020 ***.*** *.** 07/02/2020 ***.*** *.*
American Tower, 3.6% 15jan2028, USD   USD 01/15/2028 07/02/2020 ***.*** *.* 07/02/2020 ***.*** *.*
American Tower, 3.7% 15oct2049, USD   USD 10/15/2049 07/02/2020 ***.*** *.** 07/02/2020 ***.*** *.**
American Tower, 3.8% 15aug2029, USD   USD 08/15/2029 07/02/2020 ***.*** *.** 07/02/2020 ***.*** *
American Tower, 3.95% 15mar2029, USD   USD 03/15/2029 07/02/2020 ***.** *.** 07/02/2020 ***.*** *.**
American Tower, 4% 1jun2025, USD   USD 06/01/2025 07/02/2020 ***.*** *.** 07/02/2020 ***.*** *.*
American Tower, 4.4% 15feb2026, USD   USD 02/15/2026 07/02/2020 ***.*** *.** 07/02/2020 ***.*** *.**
American Tower, 4.7% 15mar2022, USD   USD 03/15/2022 07/02/2020 ***.** *.** 07/02/2020 ***.** *.**
American Tower, 5% 15feb2024, USD   USD 02/15/2024 07/02/2020 ***.*** *.** 07/02/2020 ***.** *.**
American Water Capital, 3.45% 1may2050, USD   USD 05/01/2050 07/02/2020 ***.** *.** 07/02/2020 ***.** *.**
American Water Capital, 3.75% 1sep2047, USD   USD 09/01/2047 07/02/2020 ***.*** *.** 07/02/2020 ***.*** *.**
American Water Works, 2.95% 1sep2027, USD   USD 09/01/2027 07/02/2020 ***.*** *.** 07/02/2020 ***.*** *.**
American Water Works, 3.45% 1jun2029, USD   USD 06/01/2029 07/02/2020 ***.*** *.** 07/02/2020 ***.*** *.**
American Water Works, 3.75% 1sep2028, USD   USD 09/01/2028 07/02/2020 ***.*** *.** 07/02/2020 ***.*** *.**
American Water Works, 4.15% 1jun2049, USD   USD 06/01/2049 07/02/2020 ***.** *.** 07/02/2020 ***.*** *.**
American Water Works, 4.2% 1sep2048, USD   USD 09/01/2048 07/02/2020 ***.** *.* 07/02/2020 ***.** *.**
American Water Works, 6.593% 15oct2037, USD   USD 10/15/2037 07/02/2020 ***.* * 07/02/2020 ***.*** *.**
AmeriGas Partners, 5.625% 20may2024, USD   USD 05/20/2024 07/02/2020 ***.** *.** 07/02/2020 ***.** *.**
AmeriGas Partners, 5.75% 20may2027, USD   USD 05/20/2027 07/02/2020 ***.*** *.** 07/02/2020 ***.** *.**
AmeriGas Partners, 5.875% 20aug2026, USD   USD 08/20/2026 07/02/2020 ***.*** *.** 07/02/2020 ***.** *.**
Ameriprise Financial, 2.875% 15sep2026, USD   USD 09/15/2026 07/02/2020 ***.** *.** 07/02/2020 ***.** *.**
Ameriprise Financial, 3% 22mar2022, USD   USD 03/22/2022 07/02/2020 ***.*** *.** 07/02/2020 ***.** *.**
Ameriprise Financial, 3% 2apr2025, USD   USD 04/02/2025 07/02/2020 ***.** *.* 07/02/2020 ***.** *.**
Ameriprise Financial, 3.7% 15oct2024, USD   USD 10/15/2024 07/02/2020 ***.*** *.** 07/02/2020 ***.** *.**
Ameriprise Financial, 4% 15oct2023, USD   USD 10/15/2023 07/02/2020 ***.** *.** 07/02/2020 ***.** *.**
AmerisourceBergen, 2.8% 15may2030, USD   USD 05/15/2030 07/02/2020 ***.*** *.** 07/02/2020 ***.*** *.**
AmerisourceBergen, 3.25% 1mar2025, USD   USD 03/01/2025 07/02/2020 ***.** *.** 07/02/2020 ***.*** *.**
AmerisourceBergen, 3.45% 15dec2027, USD   USD 12/15/2027 07/02/2020 ***.*** *.** 07/02/2020 ***.*** *.**
AmerisourceBergen, 4.3% 15dec2047, USD   USD 12/15/2047 07/02/2020 ***.*** *.* 07/02/2020 ***.*** *.**
Amgen, 0.41% 8mar2023, CHF   CHF 03/08/2023 07/02/2020 ***.** *.** 07/02/2020 ***.** -*.**
Amgen, 1.25% 25feb2022, EUR   EUR 02/25/2022 07/02/2020 ***.*** *.** 07/02/2020 ***.** *.**
Amgen, 1.9% 21feb2025, USD   USD 02/21/2025 07/02/2020 ***.** *.** 07/02/2020 ***.** *.**
Amgen, 2% 25feb2026, EUR   EUR 02/25/2026 07/02/2020 ***.** *.** 07/02/2020 ***.*** *.**
Amgen, 2.2% 21feb2027, USD   USD 02/21/2027 07/02/2020 ***.** *.** 07/02/2020 ***.** *.**
Amgen, 2.25% 19aug2023, USD   USD 08/19/2023 07/02/2020 ***.** *.** 07/02/2020 ***.** *.**
Amgen, 2.3% 25feb2031, USD   USD 02/25/2031 07/02/2020 ***.*** *.** 07/02/2020 ***.** *.**
Amgen, 2.45% 21feb2030, USD   USD 02/21/2030 07/02/2020 ***.** * 07/02/2020 ***.** *.**
Amgen, 2.6% 19aug2026, USD   USD 08/19/2026 07/02/2020 ***.** *.** 07/02/2020 ***.** *.**
Amgen, 2.65% 11may2022, USD   USD 05/11/2022 07/02/2020 ***.** *.** 07/02/2020 *** *.**
Amgen, 2.7% 1may2022, USD   USD 05/01/2022 07/02/2020 ***.*** *.* 07/02/2020 ***.** *.**
Amgen, 3.125% 1may2025, USD   USD 05/01/2025 07/02/2020 ***.*** *.** 07/02/2020 ***.*** *
Amgen, 3.15% 21feb2040, USD   USD 02/21/2040 07/02/2020 ***.** *.** 07/02/2020 ***.*** *.**
Amgen, 3.2% 2nov2027, USD   USD 11/02/2027 07/02/2020 ***.*** *.** 07/02/2020 ***.*** *.**
Amgen, 3.375% 21feb2050, USD   USD 02/21/2050 07/02/2020 ***.*** *.** 07/02/2020 ***.** *.**
Amgen, 3.625% 15may2022, USD   USD 05/15/2022 07/02/2020 ***.** *.** 07/02/2020 ***.** *.**
Amgen, 3.625% 22may2024, USD   USD 05/22/2024 07/02/2020 ***.** *.** 07/02/2020 ***.*** *.**
Amgen, 3.875% 15nov2021, USD   USD 11/15/2021 07/02/2020 ***.* *.** 07/02/2020 ***.** *.**
Amgen, 4% 13sep2029, GBP   GBP 09/13/2029 07/02/2020 ***.** *.** 07/02/2020 ***.** *.**
Amgen, 4.4% 1may2045, USD   USD 05/01/2045 07/02/2020 ***.*** *.** 07/02/2020 ***.** *.**
Amgen, 4.563% 15jun2048, USD   USD 06/15/2048 07/02/2020 ***.*** *.** 07/02/2020 ***.** *.**
Amgen, 4.663% 15jun2051, USD   USD 06/15/2051 07/02/2020 ***.** * 07/02/2020 ***.** *.**
Amgen, 5.15% 15nov2041, USD   USD 11/15/2041 07/02/2020 ***.* *.** 07/02/2020 ***.*** *.**
Amgen, 5.375% 15may2043, USD   USD 05/15/2043 07/02/2020 * 07/02/2020 ***.*** *.**
Amgen, 5.5% 7dec2026, GBP   GBP 12/07/2026 07/02/2020 *** *.** 07/02/2020 ***.* *.*
Amgen, 5.65% 15jun2042, USD   USD 06/15/2042 07/02/2020 ***.*** * 07/02/2020 ***.*** *.**
Amgen, 5.75% 15mar2040, USD   USD 03/15/2040 07/02/2020 ***.** *.** 07/02/2020 ***.** *.**
Amgen, 6.375% 1jun2037, USD   USD 06/01/2037 07/02/2020 ***.*** *.** 07/02/2020 ***.*** *.**
Amgen, 6.4% 1feb2039, USD   USD 02/01/2039 07/02/2020 ***.** *.** 07/02/2020 ***.** *.**
Amgen, 6.9% 1jun2038, USD   USD 06/01/2038 07/02/2020 ***.** *.** 07/02/2020 ***.** *.*
Amkor Technology, 6.625% 15sep2027, USD   USD 09/15/2027 07/02/2020 ***.** *.** 07/02/2020 ***.** *.**
Amphenol, 2.8% 15feb2030, USD   USD 02/15/2030 07/02/2020 ***.*** *.* 07/02/2020 ***.** *.**
Amphenol, 4.35% 1jun2029, USD   USD 06/01/2029 07/02/2020 ***.** *.** 07/02/2020 ***.* *.**
AmWINS Group, 7.75% 1jul2026, USD   USD 07/01/2026 07/02/2020 ***.*** *.** 07/02/2020 ***.*** *.**
Anadarko Petroleum, 6.45% 15sep2036, USD   USD 09/15/2036 07/02/2020 **.** *.** 07/02/2020 ***.** *.**
Anadarko Petroleum, 7.5% 1may2031, USD   USD 05/01/2031 07/02/2020 ***.*** *.** 07/02/2020 ***.*** *.*
Analog Devices, 2.5% 5dec2021, USD   USD 12/05/2021 07/02/2020 ***.** *.** 07/02/2020 ***.*** *.**
Analog Devices, 2.875% 1jun2023, USD   USD 06/01/2023 07/02/2020 ***.** *.** 07/02/2020 ***.*** *.**
Analog Devices, 2.95% 12jan2021, USD   USD 01/12/2021 07/02/2020 ***.*** *.** 07/02/2020 ***.*** *.**
Analog Devices, 2.95% 1apr2025, USD   USD 04/01/2025 07/02/2020 ***.*** *.** 07/02/2020 ***.*** *.**
Analog Devices, 3.125% 5dec2023, USD   USD 12/05/2023 07/02/2020 ***.*** *.** 07/02/2020 ***.*** *.**
Analog Devices, 3.5% 5dec2026, USD   USD 12/05/2026 07/02/2020 ***.*** *.** 07/02/2020 ***.** *.*
Analog Devices, 3.9% 15dec2025, USD   USD 12/15/2025 07/02/2020 ***.*** *.** 07/02/2020 ***.*** *.**
Analog Devices, 4.5% 5dec2036, USD   USD 12/05/2036 07/02/2020 ***.** *.** 07/02/2020 ***.** *.**
Analog Devices, 5.3% 15dec2045, USD   USD 12/15/2045 07/02/2020 ***.*** *.* 07/02/2020 ***.** *.**
Andeavor, 3.8% 1apr2028, USD   USD 04/01/2028 07/02/2020 ***.** *.** 07/02/2020 ***.** *.**
Andeavor, 4.5% 1apr2048, USD   USD 04/01/2048 07/02/2020 **.** *.** 07/02/2020 **.* *.**
Andeavor, 5.125% 1apr2024, USD   USD 04/01/2024 07/02/2020 ***.** *.** 07/02/2020 *** *.**
Andeavor Logistics, 3.5% 1dec2022, USD   USD 12/01/2022 07/02/2020 **.*** *.** 07/02/2020 ***.*** *.**
Andeavor Logistics, 6.375% 1may2024, USD   USD 05/01/2024 07/02/2020 **.** *.** 07/02/2020 **.** *.**
Anheuser-Busch, 4.7% 1feb2036, USD   USD 02/01/2036 07/02/2020 ***.** *.** 07/02/2020 ***.*** *.**
Anheuser-Busch, 4.9% 1feb2046, USD   USD 02/01/2046 07/02/2020 ***.*** *.** 07/02/2020 ***.** *.**
Anheuser-Busch InBev Finance, 2.625% 17jan2023, USD   USD 01/17/2023 07/02/2020 ***.** *.** 07/02/2020 *** *.**
Anheuser-Busch InBev Finance, 4% 17jan2043, USD   USD 01/17/2043 07/02/2020 ***.** *.** 07/02/2020 ***.** *.**
Anthem Inc, 2.25% 15may2030, USD   USD 05/15/2030 07/02/2020 ***.*** *.* 07/02/2020 ***.** *.**
Anthem Inc, 2.375% 15jan2025, USD   USD 01/15/2025 07/02/2020 ***.*** *.** 07/02/2020 ***.** *.**
Anthem Inc, 2.5% 21nov2020, USD   USD 11/21/2020 07/02/2020 ***.*** *.** 07/02/2020 ***.*** -*.**
Anthem Inc, 2.875% 15sep2029, USD   USD 09/15/2029 07/02/2020 ***.** *.** 07/02/2020 ***.** *.**
Anthem Inc, 2.95% 1dec2022, USD   USD 12/01/2022 07/02/2020 ***.*** *.** 07/02/2020 ***.** *.**
Anthem Inc, 3.125% 15may2022, USD   USD 05/15/2022 07/02/2020 ***.*** *.* 07/02/2020 ***.*** *.**
Anthem Inc, 3.3% 15jan2023, USD   USD 01/15/2023 07/02/2020 ***.*** *.** 07/02/2020 ***.*** *.**
Anthem Inc, 3.35% 1dec2024, USD   USD 12/01/2024 07/02/2020 ***.** *.** 07/02/2020 ***.** *.**
Anthem Inc, 3.5% 15aug2024, USD   USD 08/15/2024 07/02/2020 ***.** *.** 07/02/2020 ***.** *.**
Anthem Inc, 3.65% 1dec2027, USD   USD 12/01/2027 07/02/2020 ***.** *.* 07/02/2020 ***.** *.**
Anthem Inc, 3.7% 15sep2049, USD   USD 09/15/2049 07/02/2020 ***.*** *.** 07/02/2020 ***.** *.**
Anthem Inc, 4.101% 1mar2028, USD   USD 03/01/2028 07/02/2020 ***.*** *.** 07/02/2020 ***.*** *.**
Anthem Inc, 4.375% 1dec2047, USD   USD 12/01/2047 07/02/2020 ***.**** *.** 07/02/2020 ***.** *.*
Anthem Inc, 4.55% 1mar2048, USD   USD 03/01/2048 07/02/2020 ***.** *.** 07/02/2020 ***.** *.**
Anthem Inc, 4.625% 15may2042, USD   USD 05/15/2042 07/02/2020 ***.** * 07/02/2020 ***.* *.**
Anthem Inc, 4.65% 15aug2044, USD   USD 08/15/2044 07/02/2020 ***.** *.** 07/02/2020 ***.*** *.**
Anthem Inc, 4.65% 15jan2043, USD   USD 01/15/2043 07/02/2020 ***.** *.** 07/02/2020 ***.** *.**
Anthem Inc, 5.1% 15jan2044, USD   USD 01/15/2044 07/02/2020 ***.** *.** 07/02/2020 ***.** *.**
Anthem Inc, 6.375% 15jun2037, USD   USD 06/15/2037 07/02/2020 ***.** *.** 07/02/2020 ***.** *.**
Aon Corp, 2.2% 15nov2022, USD   USD 11/15/2022 07/02/2020 ***.** *.** 07/02/2020 ***.** *.*
Aon Corp, 2.8% 15mar2021, USD   USD 03/15/2021 07/02/2020 **.* *.* 07/02/2020 *** *.**
Aon Corp, 2.8% 15may2030, USD   USD 05/15/2030 07/02/2020 ***.* *.** 07/02/2020 ***.** *.**
Aon Corp, 2.875% 14may2026, EUR   EUR 05/14/2026 07/02/2020 ***.** *.** 07/02/2020 ***.*** *.**
Aon Corp, 3.5% 14jun2024, USD   USD 06/14/2024 07/02/2020 ***.** *.** 07/02/2020 ***.*** *.**
Aon Corp, 3.75% 2may2029, USD   USD 05/02/2029 07/02/2020 ***.*** *.** 07/02/2020 ***.** *.**
Aon Corp, 3.875% 15dec2025, USD   USD 12/15/2025 07/02/2020 ** *.** 07/02/2020 ** *.**
Aon Corp, 4.45% 24may2043, USD   USD 05/24/2043 07/02/2020 ***.*** *.** 07/02/2020 ***.*** *.**
Aon Corp, 4.6% 14jun2044, USD   USD 06/14/2044 07/02/2020 ***.** *.** 07/02/2020 ***.** *.**
Aon Corp, 4.75% 15may2045, USD   USD 05/15/2045 07/02/2020 ***.* *.** 07/02/2020 ***.** *.**
Apache, 2.625% 15jan2023, USD   USD 01/15/2023 07/02/2020 **.** *.** 07/02/2020 **.** *.**
Apache, 3.25% 15apr2022, USD   USD 04/15/2022 07/02/2020 **.** *.** 07/02/2020 **.** *.**
Apache, 4.25% 15jan2030, USD   USD 01/15/2030 07/02/2020 **.** *.** 07/02/2020 **.** *.**
Apache, 4.25% 15jan2044, USD   USD 01/15/2044 07/02/2020 **.** *.** 07/02/2020 **.** *.**
Apache, 4.375% 15oct2028, USD   USD 10/15/2028 07/02/2020 **.** *.** 07/02/2020 **.** *.**
Apache, 4.75% 15apr2043, USD   USD 04/15/2043 07/02/2020 **.* *.* 07/02/2020 ** *.**
Apache, 5.35% 1jul2049, USD   USD 07/01/2049 07/02/2020 **.** *.** 07/02/2020 **.* *.**
Apex Tool Group, 9% 15feb2023, USD   USD 02/15/2023 07/02/2020 **.* **.** 07/02/2020 **.** **.**
Apollo Management Holdings, 5% 15mar2048, USD   USD 03/15/2048 07/02/2020 ***.*** *.** 07/02/2020 ***.** *.*
Apple, 0% 15nov2025, EUR (2192D)   EUR 11/15/2025 07/02/2020 **.*** *.** 07/02/2020 ***.*** -*.**
Apple, 0.375% 25nov2024, CHF   CHF 11/25/2024 07/02/2020 ***.* -*.** 07/02/2020 ***.** -*.**
Apple, 0.5% 15nov2031, EUR   EUR 11/15/2031 07/02/2020 ***.*** *.** 07/02/2020 ***.*** *.**
Apple, 0.75% 11may2023, USD   USD 05/11/2023 07/02/2020 ***.** *.** 07/02/2020 ***.*** *.**
Apple, 0.75% 25feb2030, CHF   CHF 02/25/2030 07/02/2020 ***.** *.* 07/02/2020 ***.* *.**
Apple, 0.875% 24may2025, EUR   EUR 05/24/2025 07/02/2020 ***.*** -*.** 07/02/2020 ***.*** -*.**
Apple, 1% 10nov2022, EUR   EUR 11/10/2022 07/02/2020 ***.*** -*.** 07/02/2020 ***.*** -*.**
Apple, 1.125% 11may2025, USD   USD 05/11/2025 07/02/2020 ***.** *.** 07/02/2020 ***.** *.**
Apple, 1.375% 17jan2024, EUR   EUR 01/17/2024 07/02/2020 ***.*** -*.** 07/02/2020 ***.** -*.**
Apple, 1.375% 24may2029, EUR   EUR 05/24/2029 07/02/2020 ***.** *.** 07/02/2020 ***.*** *.**
Apple, 1.55% 4aug2021, USD   USD 08/04/2021 07/02/2020 ***.* *.** 07/02/2020 ***.*** *.**
Apple, 1.625% 10nov2026, EUR   EUR 11/10/2026 07/02/2020 ***.** *.* 07/02/2020 ***.* *
Apple, 1.65% 11may2030, USD   USD 05/11/2030 07/02/2020 ***.*** *.* 07/02/2020 ***.** *.**
Apple, 1.7% 11sep2022, USD   USD 09/11/2022 07/02/2020 ***.*** *.** 07/02/2020 ***.** *.**
Apple, 1.8% 11sep2024, USD   USD 09/11/2024 07/02/2020 ***.** *.* 07/02/2020 ***.* *.**
Apple, 2% 13nov2020, USD   USD 11/13/2020 07/02/2020 ***.*** *.** 07/02/2020 ***.*** *.**
Apple, 2% 17sep2027, EUR   EUR 09/17/2027 07/02/2020 ***.** *.** 07/02/2020 ***.*** *.**
Apple, 2.05% 11sep2026, USD   USD 09/11/2026 07/02/2020 ***.*** *.** 07/02/2020 ***.** *.**
Apple, 2.1% 12sep2022, USD   USD 09/12/2022 07/02/2020 ***.*** *.** 07/02/2020 ***.* *.**
Apple, 2.15% 9feb2022, USD   USD 02/09/2022 07/02/2020 ***.*** *.** 07/02/2020 ***.*** *.**
Apple, 2.2% 11sep2029, USD   USD 09/11/2029 07/02/2020 ***.*** *.** 07/02/2020 ***.** *.**
Apple, 2.25% 23feb2021, USD   USD 02/23/2021 07/02/2020 ***.** *.** 07/02/2020 ***.*** *.**
Apple, 2.3% 11may2022, USD   USD 05/11/2022 07/02/2020 ***.*** *.** 07/02/2020 ***.*** *.**
Apple, 2.4% 13jan2023, USD   USD 01/13/2023 07/02/2020 ***.** *.** 07/02/2020 ***.* *.**
Apple, 2.4% 3may2023, USD   USD 05/03/2023 07/02/2020 ***.** *.** 07/02/2020 ***.** *.**
Apple, 2.45% 4aug2026, USD   USD 08/04/2026 07/02/2020 ***.*** *.** 07/02/2020 ***.** *.**
Apple, 2.5% 9feb2022, USD   USD 02/09/2022 07/02/2020 ***.** *.** 07/02/2020 ***.** *.**
Apple, 2.5% 9feb2025, USD   USD 02/09/2025 07/02/2020 ***.** *.** 07/02/2020 ***.*** *.**
Apple, 2.65% 11may2050, USD   USD 05/11/2050 07/02/2020 ***.*** *.** 07/02/2020 ***.** *.**
Apple, 2.7% 13may2022, USD   USD 05/13/2022 07/02/2020 ***.*** *.** 07/02/2020 ***.** *.**
Apple, 2.75% 13jan2025, USD   USD 01/13/2025 07/02/2020 ***.*** *.** 07/02/2020 ***.*** *.*
Apple, 2.85% 11may2024, USD   USD 05/11/2024 07/02/2020 ***.*** *.** 07/02/2020 ***.** *.**
Apple, 2.85% 23feb2023, USD   USD 02/23/2023 07/02/2020 ***.*** *.** 07/02/2020 ***.*** *.**
Apple, 2.85% 6may2021, USD   USD 05/06/2021 07/02/2020 ***.** *.** 07/02/2020 ***.*** *.**
Apple, 2.9% 12sep2027, USD   USD 09/12/2027 07/02/2020 ***.*** *.** 07/02/2020 ***.** *.**
Apple, 2.95% 11sep2049, USD   USD 09/11/2049 07/02/2020 ***.** *.** 07/02/2020 ***.** *.**
Apple, 3% 13nov2027, USD   USD 11/13/2027 07/02/2020 ***.*** *.** 07/02/2020 ***.* *.**
Apple, 3% 20jun2027, USD   USD 06/20/2027 07/02/2020 ***.*** *.** 07/02/2020 ***.** *.**
Apple, 3% 9feb2024, USD   USD 02/09/2024 07/02/2020 ***.*** *.** 07/02/2020 ***.** *.**
Apple, 3.05% 31jul2029, GBP   GBP 07/31/2029 07/02/2020 ***.* *.** 07/02/2020 ***.** *.**
Apple, 3.2% 11may2027, USD   USD 05/11/2027 07/02/2020 ***.*** *.** 07/02/2020 ***.*** *.**
Apple, 3.2% 13may2025, USD   USD 05/13/2025 07/02/2020 ***.*** *.** 07/02/2020 ***.**** *.**
Apple, 3.25% 23feb2026, USD   USD 02/23/2026 07/02/2020 ***.*** *.** 07/02/2020 ***.** *.**
Apple, 3.35% 9feb2027, USD   USD 02/09/2027 07/02/2020 *** *.** 07/02/2020 ***.** *.**
Apple, 3.45% 6may2024, USD   USD 05/06/2024 07/02/2020 ***.*** *.** 07/02/2020 ***.**** *.**
Apple, 3.45% 9feb2045, USD   USD 02/09/2045 07/02/2020 ***.** *.** 07/02/2020 ***.*** *.**
Apple, 3.60% 31jul2042, GBP   GBP 07/31/2042 07/02/2020 ***.** *.* 07/02/2020 ***.** *.**
Apple, 3.75% 12sep2047, USD   USD 09/12/2047 07/02/2020 ***.** *.** 07/02/2020 ***.** *.**
Apple, 3.75% 13nov2047, USD   USD 11/13/2047 07/02/2020 ***.** *.** 07/02/2020 ***.** *.**
Apple, 3.85% 4aug2046, USD   USD 08/04/2046 07/02/2020 ***.* *.** 07/02/2020 ***.*** *.**
Apple, 3.85% 4may2043, USD   USD 05/04/2043 07/02/2020 ***.** *.** 07/02/2020 ***.** *.**
Apple, 4.25% 9feb2047, USD   USD 02/09/2047 07/02/2020 ***.** *.** 07/02/2020 ***.*** *.**
Apple, 4.375% 13may2045, USD   USD 05/13/2045 07/02/2020 ***.*** *.** 07/02/2020 ***.** *.*
Apple, 4.45% 6may2044, USD   USD 05/06/2044 07/02/2020 ***.*** *.** 07/02/2020 ***.** *.**
Apple, 4.5% 23feb2036, USD   USD 02/23/2036 07/02/2020 ***.** *.** 07/02/2020 ***.** *.**
Apple, 4.65% 23feb2046, USD   USD 02/23/2046 07/02/2020 ***.** *.** 07/02/2020 ***.** *.**
Apple, FRN 11may2022, USD   USD 05/11/2022 07/02/2020 ***.** * 07/02/2020 ***.** *
Apple, FRN 23feb2021, USD   USD 02/23/2021 07/02/2020 ***.** * 07/02/2020 ***.** *
Apple, FRN 9feb2022, USD   USD 02/09/2022 07/02/2020 ***.** * 07/02/2020 ***.** *
Applied Materials, 1.75% 1jun2030, USD   USD 06/01/2030 07/02/2020 ***.*** *.** 07/02/2020 ***.*** *.**
Applied Materials, 2.75% 1jun2050, USD   USD 06/01/2050 07/02/2020 ***.*** *.* 07/02/2020 *** *.**
Applied Materials, 3.3% 1apr2027, USD   USD 04/01/2027 07/02/2020 ***.*** *.* 07/02/2020 ***.** *.**
Applied Materials, 3.9% 1oct2025, USD   USD 10/01/2025 07/02/2020 ***.*** *.** 07/02/2020 ***.** *.**
Applied Materials, 4.35% 1apr2047, USD   USD 04/01/2047 07/02/2020 ***.*** *.** 07/02/2020 ***.** *.**
Applied Materials, 5.1% 1oct2035, USD   USD 10/01/2035 07/02/2020 ***.** *.* 07/02/2020 ***.** *.**
APX Group, 8.5% 1nov2024, USD   USD 11/01/2024 07/02/2020 **.** *.** 07/02/2020 **.*** *.**
Aramark, 3.125% 1apr2025, EUR   EUR 04/01/2025 07/02/2020 **.*** *.** 07/02/2020 **.** *.*
Aramark Services, 5% 1apr2025, USD   USD 04/01/2025 07/02/2020 **.** *.** 07/02/2020 ***.** *.**
Aramark Services, 5% 1feb2028, USD   USD 02/01/2028 07/02/2020 **.** *.** 07/02/2020 **.*** *.*
Aramark Services, 6.375% 1may2025, USD   USD 05/01/2025 07/02/2020 ***.*** *.** 07/02/2020 ***.*** *.**
Archer Daniels Midland, 1% 12sep2025, EUR   EUR 09/12/2025 07/02/2020 ***.** *.** 07/02/2020 ***.** *.**
Archer Daniels Midland, 1.75% 23jun2023, EUR   EUR 06/23/2023 07/02/2020 ***.** *.** 07/02/2020 ***.*** *.**
Archer Daniels Midland, 2.5% 11aug2026, USD   USD 08/11/2026 07/02/2020 ***.*** *.** 07/02/2020 ***.** *.**
Archer Daniels Midland, 2.75% 27mar2025, USD   USD 03/27/2025 07/02/2020 ***.* *.** 07/02/2020 ***.** *.**
Archer Daniels Midland, 3.25% 27mar2030, USD   USD 03/27/2030 07/02/2020 ***.*** *.** 07/02/2020 ***.** *.**
Archer Daniels Midland, 3.375% 15mar2022, USD   USD 03/15/2022 07/02/2020 ***.** *.* 07/02/2020 ***.*** *.**
Archer Daniels Midland, 3.75% 15sep2047, USD   USD 09/15/2047 07/02/2020 ***.** *.** 07/02/2020 ***.*** *.**
Archer Daniels Midland, 4.016% 16apr2043, USD   USD 04/16/2043 07/02/2020 ***.*** *.** 07/02/2020 ***.*** *.**
Archer Daniels Midland, 4.5% 15mar2049, USD   USD 03/15/2049 07/02/2020 ***.*** *.** 07/02/2020 ***.* *.**
Archer Daniels Midland, 4.535% 26mar2042, USD   USD 03/26/2042 07/02/2020 ***.*** *.** 07/02/2020 ***.*** *.**
Archer Daniels Midland, 6.45% 15jan2038, USD   USD 01/15/2038 07/02/2020 ***.*** *.** 07/02/2020 ***.*** *.**
Ares Capital, 3.25% 15jul2025, USD   USD 07/15/2025 07/02/2020 **.*** *.** 07/02/2020 **.*** *.**
Ares Capital, 4.2% 10jun2024, USD   USD 06/10/2024 07/02/2020 ***.** *.* 07/02/2020 ***.*** *.**
Arizona Public Service, 3.35% 15may2050, USD   USD 05/15/2050 07/02/2020 ***.*** *.** 07/02/2020 ***.*** *.**
Arrow Electronics, 3.25% 8sep2024, USD   USD 09/08/2024 07/02/2020 ***.*** *.** 07/02/2020 ***.** *.**
Arrow Electronics, 3.5% 1apr2022, USD   USD 04/01/2022 07/02/2020 ***.*** *.** 07/02/2020 ***.*** *.**
Arrow Electronics, 3.875% 12jan2028, USD   USD 01/12/2028 07/02/2020 ***.*** *.** 07/02/2020 ***.* *.**
Arrow Electronics, 4% 1apr2025, USD   USD 04/01/2025 07/02/2020 ***.** *.** 07/02/2020 ***.*** *.**
Arrow Electronics, 7.5% 15jan2027, USD   USD 01/15/2027 07/02/2020 ***.*** *.** 07/02/2020 ***.*** *.**
Aruba Investment, 8.75% 15feb2023, USD   USD 02/15/2023 07/02/2020 ***.* *.** 07/02/2020 ***.*** *.**
Assurant, 4.2% 27sep2023, USD   USD 09/27/2023 07/02/2020 ***.*** *.** 07/02/2020 ***.*** *.**
Assurant, 4.9% 27mar2028, USD   USD 03/27/2028 07/02/2020 ***.*** *.** 07/02/2020 ***.*** *.**
Assurant, 6.75% 15feb2034, USD   USD 02/15/2034 07/02/2020 ***.*** *.** 07/02/2020 ***.*** *.**
Assurant, 7% 27mar2048, USD   USD 03/27/2048 07/02/2020 ***.** * 07/02/2020 ***.*** *
Assured GTY US Holdings, 5% 1jul2024, USD   USD 07/01/2024 07/02/2020 ***.** *.** 07/02/2020 ***.*** *.**
AssuredPartners, 7% 15aug2025, USD   USD 08/15/2025 07/02/2020 **.*** *.** 07/02/2020 ***.*** *.**
AT&T Corp., 6.5% 15mar2029, USD   USD 03/15/2029 07/02/2020 ***.*** *.** 07/02/2020 ***.*** *.**
AT&T Corp., 8% 15nov2031, USD   USD 11/15/2031 07/02/2020 ***.*** *.* 07/02/2020 ***.* *.**
AT&T Inc, 0.25% 4mar2026, EUR   EUR 03/04/2026 07/02/2020 **.* *.** 07/02/2020 **.** *.**
AT&T Inc, 0.8% 4mar2030, EUR   EUR 03/04/2030 07/02/2020 **.** *.** 07/02/2020 **.** *.**
AT&T Inc, 1.3% 5sep2023, EUR   EUR 09/05/2023 07/02/2020 ***.** *.** 07/02/2020 ***.* *.**
AT&T Inc, 1.45% 1jun2022, EUR   EUR 06/01/2022 07/02/2020 ***.* *.** 07/02/2020 ***.** *.**
AT&T Inc, 1.6% 19may2028, EUR   EUR 05/19/2028 07/02/2020 ***.** *.** 07/02/2020 ***.** *.**
AT&T Inc, 1.8% 14sep2039, EUR   EUR 09/14/2039 07/02/2020 **.** *.** 07/02/2020 **.** *.**
AT&T Inc, 1.8% 5sep2026, EUR   EUR 09/05/2026 07/02/2020 ***.** *.** 07/02/2020 ***.** *.**
AT&T Inc, 1.875% 4dec2020, EUR   EUR 12/04/2020 07/02/2020 ***.** *.** 07/02/2020 ***.** *.*
AT&T Inc, 2.05% 19may2032, EUR   EUR 05/19/2032 07/02/2020 ***.** *.** 07/02/2020 ***.** *.**
AT&T Inc, 2.3% 1jun2027, USD   USD 06/01/2027 07/02/2020 ***.** *.** 07/02/2020 ***.*** *.**
AT&T Inc, 2.4% 15mar2024, EUR   EUR 03/15/2024 07/02/2020 ***.** *.** 07/02/2020 ***.** *.*
AT&T Inc, 2.45% 15mar2035, EUR   EUR 03/15/2035 07/02/2020 ***.** *.** 07/02/2020 ***.*** *.*
AT&T Inc, 2.5% 15mar2023, EUR   EUR 03/15/2023 07/02/2020 ***.** *.** 07/02/2020 ***.** *.**
AT&T Inc, 2.6% 17dec2029, EUR   EUR 12/17/2029 07/02/2020 ***.*** *.** 07/02/2020 ***.** *.**
AT&T Inc, 2.6% 19may2038, EUR   EUR 05/19/2038 07/02/2020 ***.** *.** 07/02/2020 ***.** *.**
AT&T Inc, 2.625% 1dec2022, USD   USD 12/01/2022 07/02/2020 ***.*** *.** 07/02/2020 ***.** *.**
AT&T Inc, 2.65% 17dec2021, EUR   EUR 12/17/2021 07/02/2020 ***.** *.** 07/02/2020 ***.** *.**
AT&T Inc, 2.75% 1jun2031, USD   USD 06/01/2031 07/02/2020 ***.*** *.** 07/02/2020 ***.** *.*
AT&T Inc, 2.875% perp., EUR (B)   EUR 07/02/2020 **.*** * 07/02/2020 **.*** *
AT&T Inc, 2.9% 4dec2026, GBP   GBP 12/04/2026 07/02/2020 ***.** *.** 07/02/2020 ***.*** *.**
AT&T Inc, 2.95% 15jul2026, USD   USD 07/15/2026 07/02/2020 ***.*** *.** 07/02/2020 ***.** *.**
AT&T Inc, 3% 15feb2022, USD   USD 02/15/2022 07/02/2020 ***.** *.** 07/02/2020 ***.** *.**
AT&T Inc, 3% 30jun2022, USD   USD 06/30/2022 07/02/2020 ***.** *.** 07/02/2020 ***.* *.**
AT&T Inc, 3.15% 4sep2036, EUR   EUR 09/04/2036 07/02/2020 ***.** *.** 07/02/2020 ***.** *.**
AT&T Inc, 3.2% 1mar2022, USD   USD 03/01/2022 07/02/2020 ***.** *.** 07/02/2020 ***.** *.**
AT&T Inc, 3.375% 15mar2034, EUR   EUR 03/15/2034 07/02/2020 ***.* *.** 07/02/2020 ***.** *.**
AT&T Inc, 3.4% 15jun2022, USD   USD 06/15/2022 07/02/2020 ***.*** *.** 07/02/2020 ***.*** *.**
AT&T Inc, 3.4% 15may2025, USD   USD 05/15/2025 07/02/2020 ***.** *.** 07/02/2020 ***.*** *.**
AT&T Inc, 3.5% 17dec2025, EUR   EUR 12/17/2025 07/02/2020 *** *.** 07/02/2020 ***.** *.*
AT&T Inc, 3.5% 1jun2041, USD   USD 06/01/2041 07/02/2020 ***.* *.** 07/02/2020 ***.** *.**
AT&T Inc, 3.55% 17dec2032, EUR   EUR 12/17/2032 07/02/2020 ***.** *.** 07/02/2020 ***.** *.**
AT&T Inc, 3.55% 1jun2024, USD   USD 06/01/2024 07/02/2020 ***.*** *.** 07/02/2020 ***.*** *.**
AT&T Inc, 3.6% 15jul2025, USD   USD 07/15/2025 07/02/2020 ***.*** *.** 07/02/2020 ***.** *.**
AT&T Inc, 3.6% 17feb2023, USD   USD 02/17/2023 07/02/2020 ***.* *.** 07/02/2020 ***.*** *.**
AT&T Inc, 3.65% 1jun2051, USD   USD 06/01/2051 07/02/2020 ***.* *.** 07/02/2020 ***.** *.*
AT&T Inc, 3.75% 1sep2050, USD   USD 09/01/2050 07/02/2020 ***.** *.** 07/02/2020 ***.** *.**
AT&T Inc, 3.8% 15feb2027, USD   USD 02/15/2027 07/02/2020 ***.*** *.** 07/02/2020 ***.*** *.**
AT&T Inc, 3.8% 15mar2022, USD   USD 03/15/2022 07/02/2020 ***.** *.** 07/02/2020 ***.** *.**
AT&T Inc, 3.8% 1mar2024, USD   USD 03/01/2024 07/02/2020 ***.*** *.** 07/02/2020 ***.** *.**
AT&T Inc, 3.85% 1jun2060, USD   USD 06/01/2060 07/02/2020 ***.** *.** 07/02/2020 ***.** *.**
AT&T Inc, 3.875% 15jan2026, USD   USD 01/15/2026 07/02/2020 ***.** *.* 07/02/2020 ***.** *.*
AT&T Inc, 3.9% 11mar2024, USD   USD 03/11/2024 07/02/2020 ***.*** *.** 07/02/2020 ***.*** *.**
AT&T Inc, 4% 1jun2049, USD   USD 06/01/2049 07/02/2020 ***.** *.** 07/02/2020 ***.** *.**
AT&T Inc, 4% 25nov2025, CAD   CAD 11/25/2025 07/02/2020 ***.* *.** 07/02/2020 ***.** *.**
AT&T Inc, 4.05% 15dec2023, USD   USD 12/15/2023 07/02/2020 ***.** *.** 07/02/2020 ***.** *.**
AT&T Inc, 4.1% 15feb2028, USD   USD 02/15/2028 07/02/2020 ***.*** *.** 07/02/2020 ***.** *.**
AT&T Inc, 4.125% 17feb2026, USD   USD 02/17/2026 07/02/2020 *** *.** 07/02/2020 ***.** *.**
AT&T Inc, 4.25% 1jun2043, GBP   GBP 06/01/2043 07/02/2020 ***.** *.** 07/02/2020 ***.** *.**
AT&T Inc, 4.25% 1mar2027, USD   USD 03/01/2027 07/02/2020 ***.*** *.** 07/02/2020 ***.** *.**
AT&T Inc, 4.25% 1mar2050, USD   USD 03/01/2050 07/02/2020 ***.** *.** 07/02/2020 *** *.**
AT&T Inc, 4.3% 15dec2042, USD   USD 12/15/2042 07/02/2020 ***.*** *.** 07/02/2020 ***.** *.**
AT&T Inc, 4.3% 15feb2030, USD   USD 02/15/2030 07/02/2020 ***.*** *.** 07/02/2020 ***.*** *.**
AT&T Inc, 4.35% 15jun2045, USD   USD 06/15/2045 07/02/2020 ***.** *.** 07/02/2020 ***.*** *.**
AT&T Inc, 4.35% 1mar2029, USD   USD 03/01/2029 07/02/2020 ***.** *.** 07/02/2020 ***.** *.**
AT&T Inc, 4.375% 14sep2029, GBP   GBP 09/14/2029 07/02/2020 ***.** *.* 07/02/2020 ***.** *.**
AT&T Inc, 4.5% 15may2035, USD   USD 05/15/2035 07/02/2020 ***.*** *.** 07/02/2020 ***.** *.**
AT&T Inc, 4.5% 9mar2048, USD   USD 03/09/2048 07/02/2020 ***.** *.** 07/02/2020 ***.** *.**
AT&T Inc, 4.55% 9mar2049, USD   USD 03/09/2049 07/02/2020 ***.*** *.** 07/02/2020 ***.** *.*
AT&T Inc, 4.75% 15may2046, USD   USD 05/15/2046 07/02/2020 ***.** *.** 07/02/2020 ***.** *.**
AT&T Inc, 4.8% 15jun2044, USD   USD 06/15/2044 07/02/2020 ***.*** *.** 07/02/2020 ***.** *.**
AT&T Inc, 4.85% 15jul2045, USD   USD 07/15/2045 07/02/2020 ***.*** *.** 07/02/2020 ***.*** *.**
AT&T Inc, 4.85% 1mar2039, USD   USD 03/01/2039 07/02/2020 ***.*** *.** 07/02/2020 ***.* *.**
AT&T Inc, 4.875% 1jun2044, GBP   GBP 06/01/2044 07/02/2020 ***.* *.** 07/02/2020 ***.** *.**
AT&T Inc, 4.9% 15aug2037, USD   USD 08/15/2037 07/02/2020 ***.*** *.** 07/02/2020 ***.** *.**
AT&T Inc, 5.15% 15feb2050, USD   USD 02/15/2050 07/02/2020 ***.*** *.** 07/02/2020 ***.** *.**
AT&T Inc, 5.15% 15mar2042, USD   USD 03/15/2042 07/02/2020 ***.*** *.** 07/02/2020 ***.*** *.**
AT&T Inc, 5.15% 15nov2046, USD   USD 11/15/2046 07/02/2020 ***.*** *.** 07/02/2020 ***.** *.**
AT&T Inc, 5.25% 1mar2037, USD   USD 03/01/2037 07/02/2020 ***.*** *.** 07/02/2020 ***.** *.**
AT&T Inc, 5.35% 1sep2040, USD   USD 09/01/2040 07/02/2020 ***.*** *.** 07/02/2020 ***.** *.**
AT&T Inc, 5.45% 1mar2047, USD   USD 03/01/2047 07/02/2020 ***.*** *.** 07/02/2020 ***.** *.**
AT&T Inc, 5.5% 15mar2027, GBP   GBP 03/15/2027 07/02/2020 ***.* *.* 07/02/2020 ***.* *.**
AT&T Inc, 5.55% 15aug2041, USD   USD 08/15/2041 07/02/2020 ***.*** *.** 07/02/2020 ***.** *.**
AT&T Inc, 5.65% 15feb2047, USD   USD 02/15/2047 07/02/2020 ***.** *.** 07/02/2020 ***.** *.*
AT&T Inc, 5.7% 1mar2057, USD   USD 03/01/2057 07/02/2020 ***.** *.** 07/02/2020 ***.*** *.**
AT&T Inc, 6.1% 15jul2040, USD   USD 07/15/2040 07/02/2020 ***.*** *.** 07/02/2020 ***.*** *.*
AT&T Inc, 6.15% 15sep2034, USD   USD 09/15/2034 07/02/2020 ***.*** *.** 07/02/2020 ***.** *.**
AT&T Inc, 6.2% 15mar2040, USD   USD 03/15/2040 07/02/2020 ***.*** *.** 07/02/2020 ***.*** *.**
AT&T Inc, 6.25% 29mar2041, USD   USD 03/29/2041 07/02/2020 ***.*** *.** 07/02/2020 ***.** *.**
AT&T Inc, 6.3% 15jan2038, USD   USD 01/15/2038 07/02/2020 ***.*** *.* 07/02/2020 ***.*** *.**
AT&T Inc, 6.35% 15mar2040, USD   USD 03/15/2040 07/02/2020 ***.*** *.** 07/02/2020 ***.*** *.**
AT&T Inc, 6.4% 15may2038, USD   USD 05/15/2038 07/02/2020 ***.** *.** 07/02/2020 ***.** *.**
AT&T Inc, 6.45% 15jun2034, USD   USD 06/15/2034 07/02/2020 ***.** *.** 07/02/2020 ***.** *.**
AT&T Inc, 6.55% 15feb2039, USD   USD 02/15/2039 07/02/2020 ***.** *.** 07/02/2020 ***.*** *.*
AT&T Inc, 6.625% 15may2029, USD   USD 05/15/2029 07/02/2020 ***.*** *.** 07/02/2020 ***.** *.**
AT&T Inc, 6.8% 15may2036, USD   USD 05/15/2036 07/02/2020 ***.** *.** 07/02/2020 ***.*** *.**
AT&T Inc, 7% 30apr2040, GBP   GBP 04/30/2040 07/02/2020 ***.** *.** 07/02/2020 ***.** *.**
AT&T Inc, 7.125% 15dec2031, USD   USD 12/15/2031 07/02/2020 ***.**** *.** 07/02/2020 ***.**** *.**
AT&T Inc, 7.125% 15dec2031, USD   USD 12/15/2031 07/02/2020 ***.** *.** 07/02/2020 ***.*** *.**
AT&T Inc, 7.125% 15mar2026, USD   USD 03/15/2026 07/02/2020 ***.*** *.** 07/02/2020 ***.*** *.**
AT&T Inc, 7.875% 15feb2030, USD   USD 02/15/2030 07/02/2020 ***.**** *.** 07/02/2020 ***.**** *.**
AT&T Inc, 8.75% 15nov2031, USD   USD 11/15/2031 07/02/2020 ***.*** *.** 07/02/2020 ***.**** *.**
AT&T Inc, FRN 12jun2024, USD   USD 06/12/2024 07/02/2020 ***.** * 07/02/2020 ***.** *
AT&T Inc, FRN 15jul2021, USD   USD 07/15/2021 07/02/2020 ***.** * 07/02/2020 ***.*** *
Athene Holding, 6.15% 3apr2030, USD   USD 04/03/2030 07/02/2020 * 07/02/2020 ***.** *
Atlantic City Electric, 4% 15oct2028, USD   USD 10/15/2028 07/02/2020 ***.*** *.** 07/02/2020 ***.*** *.**
Atmos Energy, 2.625% 15sep2029, USD   USD 09/15/2029 07/02/2020 ***.*** *.** 07/02/2020 ***.*** *.**
Atmos Energy, 3% 15jun2027, USD   USD 06/15/2027 07/02/2020 ***.** *.** 07/02/2020 ***.** *.*
Atmos Energy, 3.375% 15sep2049, USD   USD 09/15/2049 07/02/2020 ***.** *.** 07/02/2020 ***.** *.*
Atmos Energy, 4.125% 15mar2049, USD   USD 03/15/2049 07/02/2020 ***.*** *.* 07/02/2020 ***.*** *.**
Atmos Energy, 4.3% 1oct2048, USD   USD 10/01/2048 07/02/2020 ***.** *.** 07/02/2020 ***.*** *.**
Autodesk, 2.85% 15jan2030, USD   USD 01/15/2030 07/02/2020 ***.*** *.** 07/02/2020 ***.** *.**
Autodesk, 3.5% 15jun2027, USD   USD 06/15/2027 07/02/2020 ***.*** *.** 07/02/2020 ***.** *.**
Autodesk, 3.6% 15dec2022, USD   USD 12/15/2022 07/02/2020 ***.*** *.** 07/02/2020 ***.*** *.**
Autodesk, 4.375% 15jun2025, USD   USD 06/15/2025 07/02/2020 ***.** *.** 07/02/2020 ***.** *.**
Automatic Data Processing, 2.25% 15sep2020, USD   USD 09/15/2020 07/02/2020 ***.*** *.** 07/02/2020 ***.** -*.**
Automatic Data Processing, 3.375% 15sep2025, USD   USD 09/15/2025 07/02/2020 ***.*** *.** 07/02/2020 ***.** *.**
AutoNation, 3.5% 15nov2024, USD   USD 11/15/2024 07/02/2020 ***.** *.** 07/02/2020 ***.** *.*
AutoNation, 3.8% 15nov2027, USD   USD 11/15/2027 07/02/2020 ***.** *.* 07/02/2020 ***.** *.**
AutoNation, 4.5% 1oct2025, USD   USD 10/01/2025 07/02/2020 ***.** *.** 07/02/2020 ***.** *.**
AutoZone, 2.5% 15apr2021, USD   USD 04/15/2021 07/02/2020 ***.** *.* 07/02/2020 ***.*** *.*
AutoZone, 2.875% 15jan2023, USD   USD 01/15/2023 07/02/2020 ***.** *.** 07/02/2020 ***.*** *.*
AutoZone, 3.125% 18apr2024, USD   USD 04/18/2024 07/02/2020 ***.*** *.** 07/02/2020 ***.*** *.**
AutoZone, 3.125% 21apr2026, USD   USD 04/21/2026 07/02/2020 ***.** *.** 07/02/2020 ***.** *.**
AutoZone, 3.25% 15apr2025, USD   USD 04/15/2025 07/02/2020 ***.*** *.* 07/02/2020 ***.*** *.**
AutoZone, 3.625% 15apr2025, USD   USD 04/15/2025 07/02/2020 ***.*** *.** 07/02/2020 ***.*** *.**
AutoZone, 3.7% 15apr2022, USD   USD 04/15/2022 07/02/2020 ***.*** *.* 07/02/2020 ***.*** *.**
AutoZone, 3.75% 18apr2029, USD   USD 04/18/2029 07/02/2020 ***.*** *.** 07/02/2020 *** *.**
AutoZone, 3.75% 1jun2027, USD   USD 06/01/2027 07/02/2020 ***.*** *.** 07/02/2020 ***.*** *.**
AutoZone, 4% 15apr2030, USD   USD 04/15/2030 07/02/2020 ***.*** *.** 07/02/2020 ***.** *.**
AvalonBay Communities, 2.3% 1mar2030, USD   USD 03/01/2030 07/02/2020 ***.* *.** 07/02/2020 ***.*** *.**
AvalonBay Communities, 2.95% 11may2026, USD   USD 05/11/2026 07/02/2020 ***.*** *.** 07/02/2020 ***.*** *.**
AvalonBay Communities, 2.95% 15sep2022, USD   USD 09/15/2022 07/02/2020 ***.*** *.** 07/02/2020 ***.*** *.**
AvalonBay Communities, 3.45% 1jun2025, USD   USD 06/01/2025 07/02/2020 ***.** *.** 07/02/2020 ***.** *.**
AvalonBay Communities, 3.5% 15nov2024, USD   USD 11/15/2024 07/02/2020 ***.*** *.** 07/02/2020 ***.*** *.**
AvalonBay Communities, 3.5% 15nov2025, USD   USD 11/15/2025 07/02/2020 ***.*** *.* 07/02/2020 ***.** *.**
Avangrid, 3.15% 1dec2024, USD   USD 12/01/2024 07/02/2020 ***.** *.** 07/02/2020 ***.** *.**
Avangrid, 3.2% 15apr2025, USD   USD 04/15/2025 07/02/2020 ***.** *.** 07/02/2020 ***.** *
Avangrid, 3.8% 1jun2029, USD   USD 06/01/2029 07/02/2020 ***.** *.** 07/02/2020 ***.** *.**
Avantor, 4.75% 1oct2024, EUR   EUR 10/01/2024 07/02/2020 *** *.** 07/02/2020 ***.** *.**
Avantor, 9% 1oct2025, USD   USD 10/01/2025 07/02/2020 ***.** *.** 07/02/2020 ***.*** *.**
Avery Dennison, 1.25% 3mar2025, EUR   EUR 03/03/2025 07/02/2020 ***.** *.** 07/02/2020 ***.** *.**
Avery Dennison, 2.65% 30apr2030, USD   USD 04/30/2030 07/02/2020 ***.*** *.** 07/02/2020 ***.** *.**
Avery Dennison, 3.35% 15apr2023, USD   USD 04/15/2023 07/02/2020 ***.*** *.** 07/02/2020 ***.*** *.**
Avery Dennison, 4.875% 6dec2028, USD   USD 12/06/2028 07/02/2020 ***.** *.** 07/02/2020 ***.* *.**
Aviation Capital Group, 3.5% 1nov2027, USD   USD 11/01/2027 07/02/2020 **.*** *.** 07/02/2020 **.** *.**
Aviation Capital Group, 3.875% 1may2023, USD   USD 05/01/2023 07/02/2020 **.** *.** 07/02/2020 **.** *.**
Avis Budget Car Rental, 4.125% 15nov2024, EUR   EUR 11/15/2024 07/02/2020 **.** **.** 07/02/2020 **.* *.**
Avis Budget Car Rental, 4.5% 15may2025, EUR   EUR 05/15/2025 07/02/2020 **.** **.** 07/02/2020 **.** *.*
Avis Budget Car Rental, 4.75% 30jan2026, EUR   EUR 01/30/2026 07/02/2020 **.*** **.** 07/02/2020 **.*** *.**
Avis Budget Car Rental, 5.25% 15mar2025, USD   USD 03/15/2025 07/02/2020 **.** ** 07/02/2020 **.** **.**
Avis Budget Car Rental, 5.5% 1apr2023, USD   USD 04/01/2023 07/02/2020 **.** **.** 07/02/2020 **.* **.**
Avis Budget Car Rental, 5.75% 15jul2027, USD   USD 07/15/2027 07/02/2020 **.** **.** 07/02/2020 **.* *.**
Avis Budget Car Rental, 6.375% 1apr2024, USD   USD 04/01/2024 07/02/2020 **.*** **.** 07/02/2020 **.*** **.**
Avnet, 4.625% 15apr2026, USD   USD 04/15/2026 07/02/2020 ***.*** *.** 07/02/2020 ***.*** *.**
Avon International Operations, 7.875% 15aug2022, USD   USD 08/15/2022 07/02/2020 ***.*** *.** 07/02/2020 ***.*** *.**
AXA Equitable Holdings, 3.9% 20apr2023, USD   USD 04/20/2023 07/02/2020 ***.** *.** 07/02/2020 ***.** *.**
AXA Equitable Holdings, 4.35% 20apr2028, USD   USD 04/20/2028 07/02/2020 ***.** *.** 07/02/2020 ***.** *.**
AXA Equitable Holdings, 5% 20apr2048, USD   USD 04/20/2048 07/02/2020 ***.** *.** 07/02/2020 ***.** *.**
Axalta Coating Systems LLC, 4.25% 15aug2024, EUR   EUR 08/15/2024 07/02/2020 **.*** *.** 07/02/2020 ***.*** *.**
Axalta Coating Systems LLC, 4.875% 15aug2024, USD   USD 08/15/2024 07/02/2020 **.** *.** 07/02/2020 ***.** *.**
AXIS Capital Holdings, 4.000% 6dec2027, USD   USD 12/06/2027 07/02/2020 ***.*** *.** 07/02/2020 ***.*** *.*
AXIS Specialty Finance, 3.9% 15jul2029, USD   USD 07/15/2029 07/02/2020 *** *.** 07/02/2020 ***.*** *.**
Bacardi Corp, 2.75% 3jul2023, EUR   EUR 07/03/2023 07/02/2020 ***.** *.** 07/02/2020 *** *.**
Bacardi Corp, 4.45% 15may2025, USD   USD 05/15/2025 07/02/2020 ***.*** *.** 07/02/2020 ***.*** *.**
Bacardi Corp, 4.7% 15may2028, USD   USD 05/15/2028 07/02/2020 ***.*** *.** 07/02/2020 ***.** *.**
Bacardi Corp, 5.3% 15may2048, USD   USD 05/15/2048 07/02/2020 ***.*** *.** 07/02/2020 ***.** *.*
Bacardi Ltd, 2.75% 15jul2026, USD   USD 07/15/2026 07/02/2020 ***.*** *.** 07/02/2020 ***.*** *.**
Bacardi Ltd, 5.15% 15may2038, USD   USD 05/15/2038 07/02/2020 ***.*** *.** 07/02/2020 ***.* *.**
BAE Systems Holdings, 2.85% 15dec2020, USD   USD 12/15/2020 07/02/2020 **.*** *.** 07/02/2020 ***.*** *.**
BAE Systems Holdings, 3.8% 7oct2024, USD   USD 10/07/2024 07/02/2020 ***.** *.** 07/02/2020 ***.*** *.**
BAE Systems Holdings, 3.85% 15dec2025, USD   USD 12/15/2025 07/02/2020 ***.*** *.** 07/02/2020 ***.** *.**
BAE Systems Holdings, 4.75% 7oct2044, USD   USD 10/07/2044 07/02/2020 ***.** *.** 07/02/2020 ***.** *.**
Baker Hughes Holdings, 4.486% 1may2030, USD   USD 05/01/2030 07/02/2020 ***.** *.** 07/02/2020 ***.** *.**
Baker Hughes, a GE company, 2.773% 15dec2022, USD   USD 12/15/2022 07/02/2020 ***.** *.** 07/02/2020 ***.** *.**
Baker Hughes, a GE company, 3.138% 7nov2029, USD   USD 11/07/2029 07/02/2020 ***.** *.** 07/02/2020 ***.** *.*
Baker Hughes, a GE company, 3.337% 15dec2027, USD   USD 12/15/2027 07/02/2020 ***.** *.** 07/02/2020 ***.** *.**
Baker Hughes, a GE company, 4.08% 15dec2047, USD   USD 12/15/2047 07/02/2020 ***.** *.** 07/02/2020 ***.** *.*
Ball, 0.875% 15mar2024, EUR   EUR 03/15/2024 07/02/2020 **.*** *.** 07/02/2020 **.** *.**
Ball, 1.5% 15mar2027, EUR   EUR 03/15/2027 07/02/2020 **.*** *.* 07/02/2020 **.** *
Ball, 4% 15nov2023, USD   USD 11/15/2023 07/02/2020 ***.*** *.** 07/02/2020 ***.** *.**
Ball, 4.375% 15dec2023, EUR   EUR 12/15/2023 07/02/2020 ***.** * 07/02/2020 ***.*** *.**
Ball, 4.875% 15mar2026, USD   USD 03/15/2026 07/02/2020 ***.** *.* 07/02/2020 ***.* *.**
Ball, 5% 15mar2022, USD   USD 03/15/2022 07/02/2020 ***.** *.** 07/02/2020 ***.** *.**
Ball, 5.25% 1jul2025, USD   USD 07/01/2025 07/02/2020 ***.*** *.** 07/02/2020 ***.*** *.**
Baltimore Gas and Electric (BGE), 2.8% 15aug2022, USD   USD 08/15/2022 07/02/2020 ***.*** *.** 07/02/2020 ***.*** *.**
Baltimore Gas and Electric (BGE), 3.5% 15aug2046, USD   USD 08/15/2046 07/02/2020 ***.** *.** 07/02/2020 ***.** *.**
Baltimore Gas and Electric (BGE), 3.75% 15aug2047, USD   USD 08/15/2047 07/02/2020 ***.*** *.* 07/02/2020 ***.*** *.**
Baltimore Gas and Electric (BGE), 6.35% 1oct2036, USD   USD 10/01/2036 07/02/2020 ***.*** *.** 07/02/2020 ***.*** *.**
Bank of America Corporation, 0% 11feb2060, USD (14635D)   USD 02/11/2060 07/02/2020 ***.** *.** 07/02/2020 ***.** *.**
Bank of America Corporation, 0% 11jun2048, USD (10958D)   USD 06/11/2048 07/02/2020 ***.** *.** 07/02/2020 ***.** *.**
Bank of America Corporation, 0% 11jun2049, USD (10958D)   USD 06/11/2049 07/02/2020 ***.** *.** 07/02/2020 ***.** *.**
Bank of America Corporation, 0% 13mar2048, USD (10958D)   USD 03/13/2048 07/02/2020 ***.** *.** 07/02/2020 ***.** *.**
Bank of America Corporation, 0% 20jun2047, USD (10957D)   USD 06/20/2047 07/02/2020 ***.** *.** 07/02/2020 ***.** *.**
Bank of America Corporation, 0% 23sep2059, USD (14610D)   USD 09/23/2059 07/02/2020 ***.** *.** 07/02/2020 ***.** *.**
Bank of America Corporation, 0% 28mar2047, USD (10957D)   USD 03/28/2047 07/02/2020 ***.** *.* 07/02/2020 ***.** *.*
Bank of America Corporation, 0% 31mar2060, USD (14610D)   USD 03/31/2060 07/02/2020 ***.** *.** 07/02/2020 ***.** *.**
Bank of America Corporation, 0.58% 8aug2029, EUR   EUR 08/08/2029 07/02/2020 **.** * 07/02/2020 **.** *
Bank of America Corporation, 0.736% 7feb2022, EUR   EUR 02/07/2022 07/02/2020 ***.*** * 07/02/2020 ***.** *
Bank of America Corporation, 0.75% 26jul2023, EUR   EUR 07/26/2023 07/02/2020 ***.** *.** 07/02/2020 ***.** *.**
Bank of America Corporation, 0.808% 9may2026, EUR   EUR 05/09/2026 07/02/2020 ***.** * 07/02/2020 ***.** *
Bank of America Corporation, 1.375% 10sep2021, EUR   EUR 09/10/2021 07/02/2020 ***.** *.** 07/02/2020 ***.** -*.**
Bank of America Corporation, 1.379% 7feb2025, EUR   EUR 02/07/2025 07/02/2020 ***.** * 07/02/2020 ***.** *
Bank of America Corporation, 1.381% 9may2030, EUR   EUR 05/09/2030 07/02/2020 ***.** * 07/02/2020 ***.** *
Bank of America Corporation, 1.625% 14sep2022, EUR   EUR 09/14/2022 07/02/2020 ***.** *.** 07/02/2020 ***.** *.**
Bank of America Corporation, 1.662% 25apr2028, EUR   EUR 04/25/2028 07/02/2020 ***.** * 07/02/2020 ***.** *
Bank of America Corporation, 1.776% 4may2027, EUR   EUR 05/04/2027 07/02/2020 ***.** * 07/02/2020 ***.** *
Bank of America Corporation, 2.3% 25jul2025, GBP   GBP 07/25/2025 07/02/2020 ***.** *.** 07/02/2020 ***.* *.*
Bank of America Corporation, 2.369% 21jul2021, USD   USD 07/21/2021 07/02/2020 **.** * 07/02/2020 ***.*** *
Bank of America Corporation, 2.375% 19jun2024, EUR   EUR 06/19/2024 07/02/2020 ***.** *.* 07/02/2020 ***.** *.**
Bank of America Corporation, 2.5% 27jul2020, EUR   EUR 07/27/2020 07/02/2020 **.* *.** 07/02/2020 ***.** *.**
Bank of America Corporation, 2.592% 29apr2031, USD   USD 04/29/2031 07/02/2020 ***.** * 07/02/2020 ***.** *
Bank of America Corporation, 2.625% 19apr2021, USD   USD 04/19/2021 07/02/2020 ***.** *.** 07/02/2020 ***.** *.**
Bank of America Corporation, 2.816% 21jul2023, USD   USD 07/21/2023 07/02/2020 ***.** * 07/02/2020 ***.** *
Bank of America Corporation, 2.881% 24apr2023, USD   USD 04/24/2023 07/02/2020 ***.** * 07/02/2020 ***.** *
Bank of America Corporation, 3.004% 20dec2023, USD   USD 12/20/2023 07/02/2020 ***.*** * 07/02/2020 ***.*** *
Bank of America Corporation, 3.3% 11jan2023, USD   USD 01/11/2023 07/02/2020 ***.** *.** 07/02/2020 ***.** *.*
Bank of America Corporation, 3.3% 5aug2021, AUD   AUD 08/05/2021 07/02/2020 ***.** *.* 07/02/2020 ***.** *.**
Bank of America Corporation, 3.419% 20dec2028, USD   USD 12/20/2028 07/02/2020 ***.*** * 07/02/2020 ***.*** *
Bank of America Corporation, 3.5% 19apr2026, USD   USD 04/19/2026 07/02/2020 ***.** *.** 07/02/2020 ***.** *.**
Bank of America Corporation, 3.55% 5mar2024, USD   USD 03/05/2024 07/02/2020 ***.** * 07/02/2020 ***.* *
Bank of America Corporation, 3.593% 21jul2028, USD   USD 07/21/2028 07/02/2020 ***.** * 07/02/2020 ***.** *
Bank of America Corporation, 3.705% 24apr2028, USD   USD 04/24/2028 07/02/2020 ***.** * 07/02/2020 ***.** *
Bank of America Corporation, 4.083% 20mar2051, USD   USD 03/20/2051 07/02/2020 ***.*** * 07/02/2020 ***.*** *
Bank of America Corporation, 4.1% 24jul2023, USD   USD 07/24/2023 07/02/2020 ***.*** *.** 07/02/2020 ***.** *.**
Bank of America Corporation, 4.244% 24apr2038, USD   USD 04/24/2038 07/02/2020 ***.** * 07/02/2020 ***.* *
Bank of America Corporation, 4.25% 10dec2026, GBP   GBP 12/10/2026 07/02/2020 ***.** *.** 07/02/2020 ***.** *.**
Bank of America Corporation, 4.271% 23jul2029, USD   USD 07/23/2029 07/02/2020 ***.** * 07/02/2020 ***.*** *
Bank of America Corporation, 4.65% 29mar2046, USD   USD 03/29/2046 07/02/2020 ***.** *.** 07/02/2020 ***.** *.**
Bank of America Corporation, 5.25% 31jan2026, EUR   EUR 01/31/2026 07/02/2020 ***.** *.** 07/02/2020 ***.* *.**
Bank of America Corporation, 5.65% 28feb2031, EUR   EUR 02/28/2031 07/02/2020 ***.**** *.** 07/02/2020 ***.**** *.**
Bank of America Corporation, 5.7% 24jan2022, USD   USD 01/24/2022 07/02/2020 ***.* *.** 07/02/2020 ***.** *.**
Bank of America Corporation, 5.875% 7feb2042, USD   USD 02/07/2042 07/02/2020 ***.** *.** 07/02/2020 ***.** *.**
Bank of America Corporation, 6.11% 29jan2037, USD   USD 01/29/2037 07/02/2020 ***.*** *.** 07/02/2020 ***.** *.**
Bank of America Corporation, 6.125% 15sep2021, GBP   GBP 09/15/2021 07/02/2020 ***.** *.** 07/02/2020 *** *.**
Bank of America Corporation, 6.22% 15sep2026, USD   USD 09/15/2026 07/02/2020 ***.** *.** 07/02/2020 ***.** -*.*
Bank of America Corporation, 7% 31jul2028, GBP   GBP 07/31/2028 07/02/2020 ***.* *.** 07/02/2020 ***.*** *.**
Bank of America Corporation, 7.75% 14may2038, USD   USD 05/14/2038 07/02/2020 ***.*** *.** 07/02/2020 ***.*** *.*
Bank of America Corporation, 8.49% 13sep2027, MXN   MXN 09/13/2027 07/02/2020 ***.** *.** 07/02/2020 ***.** *.**
Bank of America Corporation, FRN 14sep2020, EUR   EUR 09/14/2020 07/02/2020 **.** * 07/02/2020 ***.** *
Bank of America Corporation, FRN 15jan2023, EUR   EUR 01/15/2023 07/02/2020 ***.**** * 07/02/2020 ***.**** *
Bank of America Corporation, FRN 19apr2021, USD   USD 04/19/2021 07/02/2020 ***.** * 07/02/2020 ***.** *
Bank of America Corporation, FRN 21jul2021, USD   USD 07/21/2021 07/02/2020 **.* * 07/02/2020 ***.* *
Bank of America Corporation, FRN 21sep2021, EUR   EUR 09/21/2021 07/02/2020 **.** * 07/02/2020 *** *
Bank of America Corporation, FRN 23jul2024, USD   USD 07/23/2024 07/02/2020 ***.** * 07/02/2020 ***.** *
Bank of America Corporation, FRN 24apr2023, USD   USD 04/24/2023 07/02/2020 ***.* * 07/02/2020 ***.*** *
Bank of America Corporation, FRN 25apr2024, EUR   EUR 04/25/2024 07/02/2020 **.** * 07/02/2020 **.* *
Bank of America Corporation, FRN 4may2023, EUR   EUR 05/04/2023 07/02/2020 **.*** * 07/02/2020 ***.* *
Bank of America Corporation, FRN 5aug2021, AUD   AUD 08/05/2021 07/02/2020 ***.** * 07/02/2020 ***.** *
Bank of America Corporation, FRN 5feb2026, USD   USD 02/05/2026 07/02/2020 **.** * 07/02/2020 ***.** *
Bank of America Corporation, FRN 5mar2024, USD   USD 03/05/2024 07/02/2020 **.** * 07/02/2020 ***.** *
Bank of America Corporation, FRN 7feb2022, EUR   EUR 02/07/2022 07/02/2020 **.** * 07/02/2020 ***.** *
Bank of America N.A., 0% 1sep2047, USD (10957D)   USD 09/01/2047 07/02/2020 ***.** *.** 07/02/2020 ***.** *.**
Bank of America N.A., 0% 31may2021, EUR (5499D)   EUR 05/31/2021 07/02/2020 ***.**** *.** 07/02/2020 ***.**** *.**
Bank of America N.A., 1.375% 26mar2025, EUR   EUR 03/26/2025 07/02/2020 ***.** *.** 07/02/2020 ***.** *.*
Bank of America N.A., 3.335% 25jan2023, USD   USD 01/25/2023 07/02/2020 ***.** * 07/02/2020 ***.** *
Bank of America N.A., 5.5% 22nov2021, GBP   GBP 11/22/2021 07/02/2020 ***.** *.** 07/02/2020 ***.** *.**
Bank of America N.A., 8.125% 2jun2028, GBP   GBP 06/02/2028 07/02/2020 ***.**** *.** 07/02/2020 ***.**** *.**
BankUnited Inc, 4.875% 17nov2025, USD   USD 11/17/2025 07/02/2020 ***.*** *.** 07/02/2020 ***.** *.**
BankUnited Inc, 5.125% 11jun2030, USD   USD 06/11/2030 07/02/2020 ***.** *.** 07/02/2020 ***.*** *.*
Basic Energy Services, 10.75% 15oct2023, USD   USD 10/15/2023 07/02/2020 **.** **.** 07/02/2020 **.** **.*
Basin Electric Power, 4.75% 26apr2047, USD   USD 04/26/2047 07/02/2020 ***.** *.** 07/02/2020 ***.** *.**
Baxalta Inc, 3.6% 23jun2022, USD   USD 06/23/2022 07/02/2020 ***.*** *.** 07/02/2020 ***.*** *.**
Baxalta Inc, 4% 2025, USD   USD 06/23/2025 07/02/2020 **.* *.** 07/02/2020 **.*** *.*
Baxalta Inc, 4% 23jun2025, USD   USD 06/23/2025 07/02/2020 ***.** * 07/02/2020 ***.** *.**
Baxalta Inc, 5.25% 23jun2045, USD   USD 06/23/2045 07/02/2020 ***.*** *.** 07/02/2020 ***.*** *.**
Baxter International, 0.4% 15may2024, EUR   EUR 05/15/2024 07/02/2020 ***.*** *.** 07/02/2020 ***.*** *.**
Baxter International, 1.3% 15may2029, EUR   EUR 05/15/2029 07/02/2020 ***.*** *.** 07/02/2020 ***.** *.**
Baxter International, 1.3% 30may2025, EUR   EUR 05/30/2025 07/02/2020 ***.*** *.** 07/02/2020 ***.*** *.**
Baxter International, 1.7% 15aug2021, USD   USD 08/15/2021 07/02/2020 ***.*** *.** 07/02/2020 ***.** *.**
Baxter International, 2.6% 15aug2026, USD   USD 08/15/2026 07/02/2020 ***.** *.** 07/02/2020 ***.** *.**
Baxter International, 3.5% 15aug2046, USD   USD 08/15/2046 07/02/2020 ***.*** *.** 07/02/2020 ***.** *.*
Baxter International, 3.75% 1oct2025, USD   USD 10/01/2025 07/02/2020 ***.*** *.** 07/02/2020 ***.** *.**
Baxter International, 3.95% 1apr2030, USD   USD 04/01/2030 07/02/2020 ***.** *.** 07/02/2020 ***.** *.**
Bayer US Finance, 3% 8oct2021, USD   USD 10/08/2021 07/02/2020 ***.** *.** 07/02/2020 ***.** *.**
Bayer US Finance, 3.375% 8oct2024, USD   USD 10/08/2024 07/02/2020 ***.** *.** 07/02/2020 ***.** *.**
Beacon Roofing Supply, 4.875% 1nov2025, USD   USD 11/01/2025 07/02/2020 **.*** *.** 07/02/2020 **.*** *.**
Beam, 3.25% 15jun2023, USD   USD 06/15/2023 07/02/2020 ***.*** *.** 07/02/2020 ***.** *.*
Becton Dickinson, 0.174% 4jun2021, EUR   EUR 06/04/2021 07/02/2020 **.*** *.** 07/02/2020 **.*** *.**
Becton Dickinson, 0.632% 4jun2023, EUR   EUR 06/04/2023 07/02/2020 **.*** *.** 07/02/2020 **.*** *.**
Becton Dickinson, 1% 15dec2022, EUR   EUR 12/15/2022 07/02/2020 ***.*** *.** 07/02/2020 ***.*** *.**
Becton Dickinson, 1.208% 4jun2026, EUR   EUR 06/04/2026 07/02/2020 ***.*** *.** 07/02/2020 ***.*** *.**
Becton Dickinson, 1.401% 24may2023, EUR   EUR 05/24/2023 07/02/2020 ***.*** *.** 07/02/2020 ***.*** *.*
Becton Dickinson, 1.9% 15dec2026, EUR   EUR 12/15/2026 07/02/2020 ***.*** *.** 07/02/2020 ***.** *.**
Becton Dickinson, 3.125% 8nov2021, USD   USD 11/08/2021 07/02/2020 ***.** *.** 07/02/2020 ***.** *.**
Becton Dickinson, 3.794% 20may2050, USD   USD 05/20/2050 07/02/2020 ***.** *.** 07/02/2020 ***.** *.**
Becton Dickinson, 4.875% 15may2044, USD   USD 05/15/2044 07/02/2020 ***.**** *.** 07/02/2020 ***.**** *.**
Bed Bath&Beyond, 3.749% 1aug2024, USD   USD 08/01/2024 07/02/2020 **.** *.** 07/02/2020 **.** *.*
Bed Bath&Beyond, 4.915% 1aug2034, USD   USD 08/01/2034 07/02/2020 **.** **.** 07/02/2020 **.** *.**
Bed Bath&Beyond, 5.165% 1aug2044, USD   USD 08/01/2044 07/02/2020 ** **.* 07/02/2020 **.** **.**
Belden, 2.875% 15sep2025, EUR   EUR 09/15/2025 07/02/2020 **.** *.** 07/02/2020 **.*** *.**
Belden, 3.375% 15jul2027, EUR   EUR 07/15/2027 07/02/2020 **.** *.** 07/02/2020 **.** *.**
Belden, 3.875% 15mar2028, EUR   EUR 03/15/2028 07/02/2020 **.*** *.** 07/02/2020 **.*** *.**
Belden, 4.125% 15oct2026, EUR   EUR 10/15/2026 07/02/2020 **.** *.** 07/02/2020 ***.** *.**
BellSouth, 6% 15nov2034, USD   USD 11/15/2034 07/02/2020 ***.*** *.** 07/02/2020 ***.*** *.**
BellSouth, 6.875% 15oct2031, USD   USD 10/15/2031 07/02/2020 ***.*** *.** 07/02/2020 ***.*** *.**
Bemis Company, 2.63% 19jun2030, USD   USD 06/19/2030 07/02/2020 ***.** *.* 07/02/2020 ***.* *.**
Bemis Company, 3.1% 15sep2026, USD   USD 09/15/2026 07/02/2020 ** *.** 07/02/2020 ** *.**
Bemis Company, 3.1% 15sep2026, USD   USD 09/15/2026 07/02/2020 ***.** *.** 07/02/2020 ***.*** *.**
Bemis Company, 4.5% 15oct2021, USD   USD 10/15/2021 07/02/2020 ***.*** *.** 07/02/2020 ***.*** *.**
Berkshire Hathaway, 0% 12mar2025, EUR (1826D)   EUR 03/12/2025 07/02/2020 **.*** *.** 07/02/2020 **.*** *.**
Berkshire Hathaway, 0.25% 17jan2021, EUR   EUR 01/17/2021 07/02/2020 ***.*** *.** 07/02/2020 ***.** -*.**
Berkshire Hathaway, 0.625% 17jan2023, EUR   EUR 01/17/2023 07/02/2020 ***.** *.** 07/02/2020 ***.** -*.**
Berkshire Hathaway, 0.75% 16mar2023, EUR   EUR 03/16/2023 07/02/2020 ***.** *.* 07/02/2020 ***.** -*.**
Berkshire Hathaway, 1.125% 16mar2027, EUR   EUR 03/16/2027 07/02/2020 ***.** *.** 07/02/2020 ***.** *.**
Berkshire Hathaway, 1.3% 15mar2024, EUR   EUR 03/15/2024 07/02/2020 ***.* *.** 07/02/2020 ***.** *.**
Berkshire Hathaway, 1.585% 16apr2040, JPY   JPY 04/16/2040 07/02/2020 **.**** *.** 07/02/2020 **.**** *.**
Berkshire Hathaway, 1.625% 16mar2035, EUR   EUR 03/16/2035 07/02/2020 ***.** *.** 07/02/2020 ***.** *.**
Berkshire Hathaway, 2.15% 15mar2028, EUR   EUR 03/15/2028 07/02/2020 ***.* *.** 07/02/2020 ***.** *.*
Berkshire Hathaway, 2.2% 15mar2021, USD   USD 03/15/2021 07/02/2020 ***.** *.** 07/02/2020 ***.*** *.**
Berkshire Hathaway, 2.375% 19jun2039, GBP   GBP 06/19/2039 07/02/2020 ***.** *.** 07/02/2020 ***.** *.**
Berkshire Hathaway, 2.625% 19jun2059, GBP   GBP 06/19/2059 07/02/2020 ***.** *.** 07/02/2020 ***.** *.**
Berkshire Hathaway, 2.75% 15mar2023, USD   USD 03/15/2023 07/02/2020 ***.*** *.** 07/02/2020 ***.** *.**
Berkshire Hathaway, 2.9% 15oct2020, USD   USD 10/15/2020 07/02/2020 ***.** *.** 07/02/2020 ***.** *.**
Berkshire Hathaway, 3% 11feb2023, USD   USD 02/11/2023 07/02/2020 ***.** *.** 07/02/2020 ***.** *.**
Berkshire Hathaway, 3% 15may2022, USD   USD 05/15/2022 07/02/2020 ***.** *.** 07/02/2020 ***.*** *.**
Berkshire Hathaway, 3.125% 15mar2026, USD   USD 03/15/2026 07/02/2020 ***.** *.** 07/02/2020 ***.** *.**
Berkshire Hathaway, 3.4% 31jan2022, USD   USD 01/31/2022 07/02/2020 ***.* *.** 07/02/2020 ***.** *.**
Berkshire Hathaway, 3.75% 15aug2021, USD   USD 08/15/2021 07/02/2020 ***.*** *.** 07/02/2020 ***.*** *.**
Berkshire Hathaway, 4.2% 15aug2048, USD   USD 08/15/2048 07/02/2020 ***.*** *.** 07/02/2020 ***.*** *.**
Berkshire Hathaway, 4.25% 15jan2021, USD   USD 01/15/2021 07/02/2020 ***.** *.** 07/02/2020 ***.*** *.**
Berkshire Hathaway, 4.25% 15jan2049, USD   USD 01/15/2049 07/02/2020 ***.*** *.** 07/02/2020 ***.*** *.**
Berkshire Hathaway, 4.3% 15may2043, USD   USD 05/15/2043 07/02/2020 ***.*** *.** 07/02/2020 ***.* *.**
Berkshire Hathaway, 4.4% 15may2042, USD   USD 05/15/2042 07/02/2020 ***.*** *.** 07/02/2020 ***.** *.**
Berkshire Hathaway, 4.5% 11feb2043, USD   USD 02/11/2043 07/02/2020 ***.** *.** 07/02/2020 ***.** *.**
Berkshire Hathaway Energy, 3.25% 15apr2028, USD   USD 04/15/2028 07/02/2020 ***.** *.** 07/02/2020 ***.** *.*
Berkshire Hathaway Energy, 3.7% 15jul2030, USD   USD 07/15/2030 07/02/2020 ***.*** *.* 07/02/2020 ***.*** *.*
Berkshire Hathaway Energy, 3.75% 15nov2023, USD   USD 11/15/2023 07/02/2020 ***.* *.** 07/02/2020 ***.** *.**
Berkshire Hathaway Energy, 3.8% 15jul2048, USD   USD 07/15/2048 07/02/2020 ***.* *.** 07/02/2020 ***.** *.**
Berkshire Hathaway Energy, 4.05% 15apr2025, USD   USD 04/15/2025 07/02/2020 *** *.** 07/02/2020 ***.** *.**
Berkshire Hathaway Energy, 4.25% 15oct2050, USD   USD 10/15/2050 07/02/2020 ***.** *.** 07/02/2020 ***.** *.**
Berkshire Hathaway Energy, 4.45% 15jan2049, USD   USD 01/15/2049 07/02/2020 ***.** *.** 07/02/2020 ***.** *.**
Berkshire Hathaway Energy, 4.5% 1feb2045, USD   USD 02/01/2045 07/02/2020 ***.*** *.** 07/02/2020 ***.** *.**
Berkshire Hathaway Energy, 5.15% 15nov2043, USD   USD 11/15/2043 07/02/2020 ***.* * 07/02/2020 ***.** *.*
Berkshire Hathaway Energy, 5.95% 15may2037, USD   USD 05/15/2037 07/02/2020 ***.** *.** 07/02/2020 ***.** *.**
Berkshire Hathaway Energy, 6.125% 1apr2036, USD   USD 04/01/2036 07/02/2020 ***.** *.** 07/02/2020 ***.** *.**
Berkshire Hathaway Finance, 1.85% 12mar2030, USD   USD 03/12/2030 07/02/2020 ***.** *.** 07/02/2020 ***.** *.**
Berry Global, 1% 15jan2025, EUR   EUR 01/15/2025 07/02/2020 **.** *.** 07/02/2020 **.** *.**
Berry Global, 1.5% 15jan2027, EUR   EUR 01/15/2027 07/02/2020 **.*** *.** 07/02/2020 **.*** *.**
Berry Global, 4.5% 15feb2026, USD   USD 02/15/2026 07/02/2020 **.*** *.* 07/02/2020 ***.*** *.**
Berry Global, 5.125% 15jul2023, USD   USD 07/15/2023 07/02/2020 ***.*** *.** 07/02/2020 ***.** *.**
Berry Petroleum, 7% 15feb2026, USD   USD 02/15/2026 07/02/2020 **.** **.** 07/02/2020 **.** *.**
Best Buy, 4.45% 1oct2028, USD   USD 10/01/2028 07/02/2020 ***.*** *.** 07/02/2020 ***.*** *.**
Best Buy, 5.5% 15mar2021, USD   USD 03/15/2021 07/02/2020 ***.*** *.** 07/02/2020 ***.** *.**
Bestfoods, 7.25% 15dec2026, USD   USD 12/15/2026 07/02/2020 ***.** *.* 07/02/2020 ***.*** *.**
BGC Partners, 3.75% 1oct2024, USD   USD 10/01/2024 07/02/2020 **.* *.** 07/02/2020 ***.*** *.**
BGC Partners, 5.125% 27may2021, USD   USD 05/27/2021 07/02/2020 ***.*** *.** 07/02/2020 ***.*** *.*
BGC Partners, 5.125% 27may2021, USD   USD 05/27/2021 07/02/2020 ***.** *.** 07/02/2020 ***.** *.**
Biogen, 2.25% 1may2030, USD   USD 05/01/2030 07/02/2020 ***.*** *.* 07/02/2020 ***.*** *.**
Biogen, 3.15% 1may2050, USD   USD 05/01/2050 07/02/2020 **.*** *.** 07/02/2020 **.** *.**
Biogen, 3.625% 15sep2022, USD   USD 09/15/2022 07/02/2020 ***.*** *.** 07/02/2020 ***.*** *.**
Biogen, 4.05% 15sep2025, USD   USD 09/15/2025 07/02/2020 ***.** *.** 07/02/2020 ***.*** *.**
Biogen, 5.2% 15sep2045, USD   USD 09/15/2045 07/02/2020 ***.*** *.** 07/02/2020 ***.** *.**
Black Hills, 2.5% 15jun2030, USD   USD 06/15/2030 07/02/2020 ***.* *.** 07/02/2020 *** *.**
Black Hills, 3.05% 15oct2029, USD   USD 10/15/2029 07/02/2020 ***.*** *.** 07/02/2020 ***.*** *.**
Black Hills, 3.15% 15jan2027, USD   USD 01/15/2027 07/02/2020 ***.** *.* 07/02/2020 ***.*** *.**
Black Hills, 3.875% 15oct2049, USD   USD 10/15/2049 07/02/2020 ***.*** *.** 07/02/2020 ***.*** *.**
Black Hills, 4.2% 15sep2046, USD   USD 09/15/2046 07/02/2020 ***.** *.** 07/02/2020 ***.** *.*
Black Hills, 4.35% 1may2033, USD   USD 05/01/2033 07/02/2020 ***.** *.** 07/02/2020 ***.*** *.**
BlackRock, 1.25% 6may2025, EUR   EUR 05/06/2025 07/02/2020 ***.** *.** 07/02/2020 ***.** *.**
BlackRock, 1.9% 28jan2031, USD   USD 01/28/2031 07/02/2020 ***.** *.** 07/02/2020 ***.** *.**
BlackRock, 2.4% 30apr2030, USD   USD 04/30/2030 07/02/2020 ***.** *.** 07/02/2020 ***.** *.**
BlackRock, 3.25% 30apr2029, USD   USD 04/30/2029 07/02/2020 ***.*** *.** 07/02/2020 ***.** *.**
BlackRock, 3.375% 1jun2022, USD   USD 06/01/2022 07/02/2020 ***.*** *.** 07/02/2020 ***.*** *.**
BlackRock, 3.5% 18mar2024, USD   USD 03/18/2024 07/02/2020 ***.*** *.** 07/02/2020 ***.*** *.**
BlackRock, 4.25% 24may2021, USD   USD 05/24/2021 07/02/2020 ***.*** *.** 07/02/2020 ***.*** *.**
Blackstone Holdings Finance, 1% 5oct2026, EUR   EUR 10/05/2026 07/02/2020 ***.*** *.** 07/02/2020 ***.** *.**
Blackstone Holdings Finance, 1.5% 10apr2029, EUR   EUR 04/10/2029 07/02/2020 ***.* *.** 07/02/2020 ***.** *.**
Blackstone Holdings Finance, 2% 19may2025, EUR   EUR 05/19/2025 07/02/2020 ***.*** *.** 07/02/2020 ***.* *.**
Blackstone Holdings Finance, 2.5% 10jan2030, USD   USD 01/10/2030 07/02/2020 ***.*** *.** 07/02/2020 ***.*** *.**
Blackstone Holdings Finance, 3.15% 2oct2027, USD   USD 10/02/2027 07/02/2020 **.** *.** 07/02/2020 ***.*** *.**
Blackstone Holdings Finance, 4% 2oct2047, USD   USD 10/02/2047 07/02/2020 ***.*** *.* 07/02/2020 ***.*** *.**
Blackstone Holdings Finance, 4.75% 15feb2023, USD   USD 02/15/2023 07/02/2020 ***.*** *.** 07/02/2020 ***.** *.**
Blackstone Holdings Finance, 5% 15jun2044, USD   USD 06/15/2044 07/02/2020 ***.*** *.** 07/02/2020 ***.*** *.**
Block Financial, 4.125% 1oct2020, USD   USD 10/01/2020 07/02/2020 ***.*** *.** 07/02/2020 ***.*** *.**
Block Financial, 5.25% 1oct2025, USD   USD 10/01/2025 07/02/2020 ***.*** *.** 07/02/2020 ***.*** *.**
BMC East, 5.5% 1oct2024, USD   USD 10/01/2024 07/02/2020 ***.** *.** 07/02/2020 ***.*** *.*
BNY Mellon, 3.55% 23sep2021, USD   USD 09/23/2021 07/02/2020 ***.*** *.** 07/02/2020 ***.*** *.**
BNY Mellon, 4.62% perp., USD   USD 07/02/2020 **.** * 07/02/2020 **.** *
BNY Mellon, 4.7% perp., USD   USD 07/02/2020 ***.** * 07/02/2020 ***.** *
Boardwalk Pipelines, 4.45% 15jul2027, USD   USD 07/15/2027 07/02/2020 ***.** *.** 07/02/2020 ***.** *.**
Boardwalk Pipelines, 4.8% 3may2029, USD   USD 05/03/2029 07/02/2020 ***.** *.** 07/02/2020 ***.** *.**
Boardwalk Pipelines, 5.95% 1jun2026, USD   USD 06/01/2026 07/02/2020 ** **.** 07/02/2020 **.*** **.**
Boeing, 1.65% 30oct2020, USD   USD 10/30/2020 07/02/2020 **.*** *.** 07/02/2020 ***.** -*.**
Boeing, 1.875% 15jun2023, USD   USD 06/15/2023 07/02/2020 **.** *.** 07/02/2020 ***.*** *.*
Boeing, 2.125% 1mar2022, USD   USD 03/01/2022 07/02/2020 ***.*** *.** 07/02/2020 ***.*** *.**
Boeing, 2.2% 30oct2022, USD   USD 10/30/2022 07/02/2020 ***.*** *.** 07/02/2020 ***.*** *.**
Boeing, 2.25% 15jun2026, USD   USD 06/15/2026 07/02/2020 **.*** *.** 07/02/2020 **.** *.**
Boeing, 2.3% 1aug2021, USD   USD 08/01/2021 07/02/2020 ***.*** *.** 07/02/2020 ***.** *.**
Boeing, 2.6% 30oct2025, USD   USD 10/30/2025 07/02/2020 ***.*** *.** 07/02/2020 ***.*** *.*
Boeing, 2.7% 1feb2027, USD   USD 02/01/2027 07/02/2020 **.* *.** 07/02/2020 **.** *.**
Boeing, 2.7% 1may2022, USD   USD 05/01/2022 07/02/2020 ***.*** *.** 07/02/2020 ***.** *.**
Boeing, 2.8% 1mar2023, USD   USD 03/01/2023 07/02/2020 ***.*** *.** 07/02/2020 ***.*** *.**
Boeing, 2.8% 1mar2024, USD   USD 03/01/2024 07/02/2020 ***.*** *.** 07/02/2020 ***.*** *.**
Boeing, 2.8% 1mar2027, USD   USD 03/01/2027 07/02/2020 **.*** *.** 07/02/2020 **.** *.**
Boeing, 2.95% 1feb2030, USD   USD 02/01/2030 07/02/2020 **.** *.** 07/02/2020 **.** *.**
Boeing, 3.1% 1may2026, USD   USD 05/01/2026 07/02/2020 ***.** *.** 07/02/2020 ***.** *.**
Boeing, 3.2% 1mar2029, USD   USD 03/01/2029 07/02/2020 **.** *.** 07/02/2020 ***.* *.*
Boeing, 3.25% 1feb2035, USD   USD 02/01/2035 07/02/2020 **.*** *.** 07/02/2020 **.* *.**
Boeing, 3.25% 1mar2028, USD   USD 03/01/2028 07/02/2020 **.*** *.* 07/02/2020 ***.** *.**
Boeing, 3.3% 1mar2035, USD   USD 03/01/2035 07/02/2020 **.** *.** 07/02/2020 **.** *.**
Boeing, 3.375% 15jun2046, USD   USD 06/15/2046 07/02/2020 **.** *.** 07/02/2020 **.** *.**
Boeing, 3.45% 1nov2028, USD   USD 11/01/2028 07/02/2020 **.** *.** 07/02/2020 ***.*** *.**
Boeing, 3.5% 1mar2039, USD   USD 03/01/2039 07/02/2020 **.*** *.** 07/02/2020 **.** *.**
Boeing, 3.5% 1mar2045, USD   USD 03/01/2045 07/02/2020 **.*** *.** 07/02/2020 **.** *.**
Boeing, 3.55% 1mar2038, USD   USD 03/01/2038 07/02/2020 **.*** *.** 07/02/2020 **.*** *.*
Boeing, 3.6% 1may2034, USD   USD 05/01/2034 07/02/2020 **.** *.** 07/02/2020 **.** *.**
Boeing, 3.625% 1mar2048, USD   USD 03/01/2048 07/02/2020 **.** *.** 07/02/2020 **.*** *.**
Boeing, 3.65% 1mar2047, USD   USD 03/01/2047 07/02/2020 **.** *.** 07/02/2020 **.** *.*
Boeing, 3.75% 1feb2050, USD   USD 02/01/2050 07/02/2020 **.*** *.** 07/02/2020 **.*** *.**
Boeing, 3.825% 1mar2059, USD   USD 03/01/2059 07/02/2020 **.** *.** 07/02/2020 **.** *.**
Boeing, 3.85% 1nov2048, USD   USD 11/01/2048 07/02/2020 **.*** *.* 07/02/2020 **.*** *.**
Boeing, 3.9% 1may2049, USD   USD 05/01/2049 07/02/2020 ** *.** 07/02/2020 **.*** *.**
Boeing, 3.95% 1aug2059, USD   USD 08/01/2059 07/02/2020 **.** *.** 07/02/2020 **.** *.**
Boeing, 4.508% 1may2023, USD   USD 05/01/2023 07/02/2020 ***.** *.* 07/02/2020 ***.** *.**
Boeing, 4.875% 1may2025, USD   USD 05/01/2025 07/02/2020 ***.* *.* 07/02/2020 ***.** *.**
Boeing, 5.04% 1may2027, USD   USD 05/01/2027 07/02/2020 ***.** *.** 07/02/2020 ***.** *.**
Boeing, 5.15% 1may2030, USD   USD 05/01/2030 07/02/2020 ***.** *.** 07/02/2020 ***.** *.**
Boeing, 5.705% 1may2040, USD   USD 05/01/2040 07/02/2020 ***.** *.** 07/02/2020 ***.*** *.**
Boeing, 5.805% 1may2050, USD   USD 05/01/2050 07/02/2020 ***.** *.** 07/02/2020 ***.** *.**
Boeing, 5.875% 15feb2040, USD   USD 02/15/2040 07/02/2020 ***.** *.** 07/02/2020 ***.** *.**
Boeing, 5.93% 1may2060, USD   USD 05/01/2060 07/02/2020 ***.* *.** 07/02/2020 ***.* *.**
Boeing, 6.125% 15feb2033, USD   USD 02/15/2033 07/02/2020 ***.*** *.** 07/02/2020 ***.*** *.**
Booking Holdings, 0.8% 10mar2022, EUR   EUR 03/10/2022 07/02/2020 ***.** *.** 07/02/2020 ***.*** *.**
Booking Holdings, 1.8% 3mar2027, EUR   EUR 03/03/2027 07/02/2020 ***.*** *.** 07/02/2020 ***.** *.*
Booking Holdings, 2.15% 25nov2022, EUR   EUR 11/25/2022 07/02/2020 ***.* *.** 07/02/2020 ***.*** *.**
Booking Holdings, 2.375% 23sep2024, EUR   EUR 09/23/2024 07/02/2020 ***.** *.** 07/02/2020 ***.** *.**
Booking Holdings, 2.75% 15mar2023, USD   USD 03/15/2023 07/02/2020 ***.** *.* 07/02/2020 ***.** *.**
Booking Holdings, 3.55% 15mar2028, USD   USD 03/15/2028 07/02/2020 ***.** *.** 07/02/2020 ***.** *.**
Booking Holdings, 3.6% 1jun2026, USD   USD 06/01/2026 07/02/2020 ***.*** *.** 07/02/2020 ***.** *.**
Booking Holdings, 3.65% 15mar2025, USD   USD 03/15/2025 07/02/2020 ***.** *.** 07/02/2020 ***.** *.*
Booking Holdings, 4.1% 13apr2025, USD   USD 04/13/2025 07/02/2020 ***.*** *.* 07/02/2020 ***.** *.**
Booking Holdings, 4.5% 13apr2027, USD   USD 04/13/2027 07/02/2020 ***.*** *.** 07/02/2020 ***.** *.**
Booking Holdings, 4.625% 13apr2030, USD   USD 04/13/2030 07/02/2020 ***.** *.** 07/02/2020 ***.** *.**
BorgWarner, 1.8% 7nov2022, EUR   EUR 11/07/2022 07/02/2020 ***.*** *.** 07/02/2020 ***.*** *
BorgWarner, 2.65% 1jul2027, USD   USD 07/01/2027 07/02/2020 ***.*** *.** 07/02/2020 ***.** *.**
BorgWarner, 3.375% 15mar2025, USD   USD 03/15/2025 07/02/2020 ***.*** * 07/02/2020 ***.** *.**
BorgWarner, 4.375% 15mar2045, USD   USD 03/15/2045 07/02/2020 ** *.** 07/02/2020 *** *.**
Boston Gas, 3.001% 1aug2029, USD   USD 08/01/2029 07/02/2020 ***.** * 07/02/2020 ***.** *.**
Boston Gas, 3.15% 1aug2027, USD   USD 08/01/2027 07/02/2020 ***.** *.* 07/02/2020 ***.** *.**
Boston Properties Inc, 3.2% 15jan2025, USD   USD 01/15/2025 07/02/2020 ***.* *.** 07/02/2020 ***.** *.**
Boston Properties LP, 2.75% 1oct2026, USD   USD 10/01/2026 07/02/2020 ***.** *.** 07/02/2020 ***.*** *.**
Boston Properties LP, 2.9% 15mar2030, USD   USD 03/15/2030 07/02/2020 *** *.** 07/02/2020 ***.*** *.**
Boston Properties LP, 3.25% 30jan2031, USD   USD 01/30/2031 07/02/2020 ***.** *.* 07/02/2020 ***.*** *.**
Boston Properties LP, 3.4% 21jun2029, USD   USD 06/21/2029 07/02/2020 ***.** *.** 07/02/2020 ***.*** *.**
Boston Scientific, 0.625% 1dec2027, EUR   EUR 12/01/2027 07/02/2020 **.*** *.** 07/02/2020 **.** *.*
Boston Scientific, 1.9% 1jun2025, USD   USD 06/01/2025 07/02/2020 ***.** *.** 07/02/2020 ***.** *.**
Boston Scientific, 2.65% 1jun2030, USD   USD 06/01/2030 07/02/2020 ***.*** *.** 07/02/2020 ***.** *.**
Boston Scientific, 3.375% 15may2022, USD   USD 05/15/2022 07/02/2020 ***.** *.** 07/02/2020 ***.*** *.**
Boston Scientific, 3.45% 1mar2024, USD   USD 03/01/2024 07/02/2020 ***.** *.** 07/02/2020 ***.** *.**
Boston Scientific, 3.75% 1mar2026, USD   USD 03/01/2026 07/02/2020 ***.* *.** 07/02/2020 ***.** *.**
Boston Scientific, 3.85% 15may2025, USD   USD 05/15/2025 07/02/2020 ***.** *.** 07/02/2020 ***.*** *.**
Boston Scientific, 4% 1mar2028, USD   USD 03/01/2028 07/02/2020 ***.** *.** 07/02/2020 ***.*** *.**
Boston Scientific, 4% 1mar2029, USD   USD 03/01/2029 07/02/2020 ***.*** *.* 07/02/2020 ***.** *.**
Boston Scientific, 4.125% 1oct2023, USD   USD 10/01/2023 07/02/2020 ***.** *.* 07/02/2020 ***.** *.**
Boston Scientific, 4.55% 1mar2039, USD   USD 03/01/2039 07/02/2020 ***.** *.** 07/02/2020 ***.** *.**
Boston Scientific, 4.7% 1mar2049, USD   USD 03/01/2049 07/02/2020 ***.** *.** 07/02/2020 ***.** *.**
Boxer Parent, 6.5% 2oct2025, EUR   EUR 10/02/2025 07/02/2020 ***.*** *.** 07/02/2020 ***.** *.**
Boxer Parent, 8.375% 1sep2026, EUR   EUR 09/01/2026 07/02/2020 ***.* *.** 07/02/2020 ***.* *.**
Boxer Parent, 9.75% 1sep2026, USD   USD 09/01/2026 07/02/2020 ***.*** *.** 07/02/2020 ***.*** *.**
Boyd Gaming, 6% 15aug2026, USD   USD 08/15/2026 07/02/2020 **.** *.** 07/02/2020 **.*** *.**
Boyd Gaming, 6.375% 1apr2026, USD   USD 04/01/2026 07/02/2020 ***.** *.** 07/02/2020 ***.*** *.**
BP Capital Markets America, 2.937% 6apr2023, USD   USD 04/06/2023 07/02/2020 ***.** *.* 07/02/2020 ***.** *.**
BP Capital Markets America, 3% 24feb2050, USD   USD 02/24/2050 07/02/2020 **.** *.** 07/02/2020 ***.*** *.**
BP Capital Markets America, 3.194% 6apr2025, USD   USD 04/06/2025 07/02/2020 ***.** *.** 07/02/2020 ***.** *.**
BP Capital Markets America, 3.543% 6apr2027, USD   USD 04/06/2027 07/02/2020 ***.** *.** 07/02/2020 ***.** *.**
BP Capital Markets America, 3.633% 6apr2030, USD   USD 04/06/2030 07/02/2020 ***.** *.** 07/02/2020 ***.** *.**
Brighthouse Financial, 3.7% 22jun2027, USD   USD 06/22/2027 07/02/2020 ***.* *.** 07/02/2020 ***.*** *.**
Brighthouse Financial, 3.7% 22jun2027, USD   USD 06/22/2027 07/02/2020 ***.* *.** 07/02/2020 *** *.**
Brighthouse Financial, 4.7% 22jun2047, USD   USD 06/22/2047 07/02/2020 **.** *.* 07/02/2020 **.** *.**
Brighthouse Financial, 4.7% 22jun2047, USD   USD 06/22/2047 07/02/2020 **.** *.* 07/02/2020 **.** *.**
Brighthouse Financial, 5.625% 15may2030, USD   USD 05/15/2030 07/02/2020 * 07/02/2020 ***.** *.**
Bristol Myers Squibb, 1% 15may2025, EUR   EUR 05/15/2025 07/02/2020 ***.* -*.** 07/02/2020 ***.** -*.**
Bristol Myers Squibb, 1.75% 15may2035, EUR   EUR 05/15/2035 07/02/2020 ***.** *.** 07/02/2020 ***.** *.**
Bristol Myers Squibb, 2% 1aug2022, USD   USD 08/01/2022 07/02/2020 ***.** *.** 07/02/2020 ***.*** *.**
Bristol Myers Squibb, 2.55% 14may2021, USD   USD 05/14/2021 07/02/2020 ***.** *.** 07/02/2020 ***.** *.**
Bristol Myers Squibb, 2.6% 16may2022, USD   USD 05/16/2022 07/02/2020 ***.** *.** 07/02/2020 ***.** *.**
Bristol Myers Squibb, 2.9% 26jul2024, USD   USD 07/26/2024 07/02/2020 ***.** *.* 07/02/2020 ***.** *.**
Bristol Myers Squibb, 3.2% 15jun2026, USD   USD 06/15/2026 07/02/2020 ***.** *.** 07/02/2020 ***.** *.**
Bristol Myers Squibb, 3.25% 1aug2042, USD   USD 08/01/2042 07/02/2020 ***.*** *.** 07/02/2020 ***.*** *.**
Bristol Myers Squibb, 3.25% 1nov2023, USD   USD 11/01/2023 07/02/2020 ***.** *.** 07/02/2020 ***.*** *.**
Bristol Myers Squibb, 3.25% 27feb2027, USD   USD 02/27/2027 07/02/2020 ** *.** 07/02/2020 ** *.**
Bristol Myers Squibb, 3.4% 26jul2029, USD   USD 07/26/2029 07/02/2020 ***.** *.** 07/02/2020 ***.** *.*
Bristol Myers Squibb, 4.125% 15jun2039, USD   USD 06/15/2039 07/02/2020 *** *.** 07/02/2020 ***.** *.**
Bristol Myers Squibb, 4.25% 26oct2049, USD   USD 10/26/2049 07/02/2020 ***.** *.** 07/02/2020 ***.** *.**
Bristol Myers Squibb, 4.5% 1mar2044, USD   USD 03/01/2044 07/02/2020 ***.*** *.* 07/02/2020 ***.** *.**
Bristol Myers Squibb, 5.7% 15oct2040, USD   USD 10/15/2040 07/02/2020 ***.**** *.** 07/02/2020 ***.**** *.**
Bristol Myers Squibb, 6.125% 1may2038, USD   USD 05/01/2038 07/02/2020 ***.** *.** 07/02/2020 ***.* *.*
Bristol Myers Squibb, FRN 16may2022, USD   USD 05/16/2022 07/02/2020 ***.** * 07/02/2020 ***.** *
Bristol Myers Squibb, FRN 16nov2020, USD   USD 11/16/2020 07/02/2020 **.*** * 07/02/2020 **.*** *
Brixmor OP, 3.25% 15sep2023, USD   USD 09/15/2023 07/02/2020 ***.** *.** 07/02/2020 ***.** *.**
Brixmor OP, 3.65% 15jun2024, USD   USD 06/15/2024 07/02/2020 ***.*** *.** 07/02/2020 ***.*** *.**
Brixmor OP, 3.9% 15mar2027, USD   USD 03/15/2027 07/02/2020 ***.*** *.** 07/02/2020 ***.*** *.**
Brixmor OP, 4.05% 1jul2030, USD   USD 07/01/2030 07/02/2020 ***.*** *.** 07/02/2020 ***.*** *.**
Brixmor OP, 4.125% 15may2029, USD   USD 05/15/2029 07/02/2020 ***.** *.** 07/02/2020 ***.*** *.**
Broadcom Corp, 2.2% 15jan2021, USD   USD 01/15/2021 07/02/2020 ***.*** *.** 07/02/2020 ***.*** -*.**
Broadcom Corp, 2.5% 15aug2022, USD   USD 08/15/2022 07/02/2020 ***.* *.** 07/02/2020 ***.** *.**
Broadcom Corp, 2.65% 15jan2023, USD   USD 01/15/2023 07/02/2020 ***.*** *.** 07/02/2020 ***.** *.**
Broadcom Corp, 3% 15jan2022, USD   USD 01/15/2022 07/02/2020 ***.*** *.* 07/02/2020 ***.* *.**
Broadcom Corp, 3.125% 15jan2025, USD   USD 01/15/2025 07/02/2020 ***.*** *.** 07/02/2020 ***.*** *.**
Broadcom Corp, 3.5% 15jan2028, USD   USD 01/15/2028 07/02/2020 ***.*** *.** 07/02/2020 ***.* *.**
Broadcom Corp, 3.625% 15jan2024, USD   USD 01/15/2024 07/02/2020 ***.*** *.** 07/02/2020 ***.** *.**
Broadcom Corp, 3.625% 15jan2024, USD   USD 01/15/2024 07/02/2020 ***.** *.** 07/02/2020 ***.** *.**
Broadcom Corp, 3.875% 15jan2027, USD   USD 01/15/2027 07/02/2020 ***.*** *.** 07/02/2020 ***.** *.**
Broadcom Corp, 3.875% 15jan2027, USD   USD 01/15/2027 07/02/2020 ***.** *.** 07/02/2020 ***.** *.**
Broadcom Inc, 2.25% 15nov2023, USD   USD 11/15/2023 07/02/2020 ***.* *.** 07/02/2020 ***.** *.**
Broadcom Inc, 3.125% 15apr2021, USD   USD 04/15/2021 07/02/2020 ***.** *.** 07/02/2020 ***.*** *.**
Broadcom Inc, 3.125% 15oct2022, USD   USD 10/15/2022 07/02/2020 ***.** *.** 07/02/2020 ***.** *.**
Broadcom Inc, 3.15% 15nov2025, USD   USD 11/15/2025 07/02/2020 ***.** *.** 07/02/2020 ***.** *.**
Broadcom Inc, 3.625% 15oct2024, USD   USD 10/15/2024 07/02/2020 ***.** *.** 07/02/2020 *** *.**
Broadcom Inc, 4.15% 15nov2030, USD   USD 11/15/2030 07/02/2020 ***.*** *.** 07/02/2020 ***.** *.**
Broadcom Inc, 4.25% 15apr2026, USD   USD 04/15/2026 07/02/2020 ***.** *.** 07/02/2020 ***.*** *.**
Broadcom Inc, 4.3% 15nov2032, USD   USD 11/15/2032 07/02/2020 ***.** *.** 07/02/2020 ***.** *.**
Broadcom Inc, 4.7% 15apr2025, USD   USD 04/15/2025 07/02/2020 ***.** *.** 07/02/2020 ***.** *.*
Broadcom Inc, 4.75% 15apr2029, USD   USD 04/15/2029 07/02/2020 ***.** *.** 07/02/2020 ***.** *.**
Broadcom Inc, 5% 15apr2030, USD   USD 04/15/2030 07/02/2020 ***.*** *.** 07/02/2020 ***.** *.**
Broadridge, 2.9% 1dec2029, USD   USD 12/01/2029 07/02/2020 ***.*** *.** 07/02/2020 ***.** *.**
Broadridge, 3.4% 27jun2026, USD   USD 06/27/2026 07/02/2020 ***.** *.** 07/02/2020 ***.*** *.*
Brooklyn Union Gas, 3.865% 4mar2029, USD   USD 03/04/2029 07/02/2020 ***.*** *.** 07/02/2020 ***.*** *.**
Brooklyn Union Gas, 4.487% 4mar2049, USD   USD 03/04/2049 07/02/2020 ***.*** *.** 07/02/2020 ***.*** *.**
Brown & Brown, 4.2% 15sep2024, USD   USD 09/15/2024 07/02/2020 ***.** *.** 07/02/2020 ***.** *.*
Brown-Forman, 1.2% 7jul2026, EUR   EUR 07/07/2026 07/02/2020 ***.*** *.** 07/02/2020 ***.*** *.**
Brown-Forman, 2.6% 7jul2028, GBP   GBP 07/07/2028 07/02/2020 ***.** *.** 07/02/2020 ***.** *.*
Buckeye Partners, 3.95% 1dec2026, USD   USD 12/01/2026 07/02/2020 **.*** *.* 07/02/2020 **.*** *.**
Buckeye Partners, 4.125% 1dec2027, USD   USD 12/01/2027 07/02/2020 **.*** *.** 07/02/2020 **.*** *.**
Buckeye Partners, 5.6% 15oct2044, USD   USD 10/15/2044 07/02/2020 **.*** *.** 07/02/2020 **.** *.**
Buena Vista Gaming Authority, 13% 1apr2023, USD   USD 04/01/2023 07/02/2020 **.*** **.** 07/02/2020 **.* **.**
Bunge Ltd, 1.85% 16jun2023, EUR   EUR 06/16/2023 07/02/2020 ***.*** *.** 07/02/2020 ***.* *.**
Bunge Ltd, 3% 25sep2022, USD   USD 09/25/2022 07/02/2020 ***.** *.** 07/02/2020 ***.** *.**
Bunge Ltd, 3.25% 15aug2026, USD   USD 08/15/2026 07/02/2020 ***.*** *.** 07/02/2020 ***.** *.**
Bunge Ltd, 3.75% 25sep2027, USD   USD 09/25/2027 07/02/2020 ***.** *.** 07/02/2020 ***.** *.**
Bunge Ltd, 4.35% 15mar2024, USD   USD 03/15/2024 07/02/2020 ***.** *.** 07/02/2020 ***.** *.**
Burford Capital Ltd., 5% 1dec2026, GBP (0025)   GBP 12/01/2026 07/02/2020 **.** *.** 07/02/2020 ** *.**
Burford Capital Ltd., 6.125% 12aug2025, USD   USD 08/12/2025 07/02/2020 **.* *.** 07/02/2020 **.** *.**
Burlington Northern Santa Fe, 3% 15mar2023, USD   USD 03/15/2023 07/02/2020 ***.** *.** 07/02/2020 ***.** *.*
Burlington Northern Santa Fe, 3% 1apr2025, USD   USD 04/01/2025 07/02/2020 ***.*** *.** 07/02/2020 ***.** *.**
Burlington Northern Santa Fe, 3.25% 15jun2027, USD   USD 06/15/2027 07/02/2020 **.** *.** 07/02/2020 ***.** *.**
Burlington Northern Santa Fe, 4.125% 15jun2047, USD   USD 06/15/2047 07/02/2020 ***.** *.** 07/02/2020 ***.** *.**
Burlington Northern Santa Fe, 4.15% 1apr2045, USD   USD 04/01/2045 07/02/2020 ***.** *.** 07/02/2020 ***.** *.**
Burlington Northern Santa Fe, 4.45% 15mar2043, USD   USD 03/15/2043 07/02/2020 ***.** *.** 07/02/2020 ***.** *.**
Burlington Northern Santa Fe, 6.15% 1may2037, USD   USD 05/01/2037 07/02/2020 ***.*** *.** 07/02/2020 ***.** *.**
Burlington Resources, 7.4% 1dec2031, USD   USD 12/01/2031 07/02/2020 ***.*** *.** 07/02/2020 ***.*** *.**
BWX Technologies (BWXT), 5.375% 15jul2026, USD   USD 07/15/2026 07/02/2020 ***.*** *.** 07/02/2020 ***.*** *.*
C.H. Robinson Worldwide, 4.2% 15apr2028, USD   USD 04/15/2028 07/02/2020 ***.*** *.** 07/02/2020 ***.** *.**
CA, Inc., 3.6% 15aug2022, USD   USD 08/15/2022 07/02/2020 ***.** *.** 07/02/2020 ***.* *.**
CA, Inc., 4.5% 15aug2023, USD   USD 08/15/2023 07/02/2020 ***.** *.** 07/02/2020 *** *.**
CA, Inc., 4.7% 15mar2027, USD   USD 03/15/2027 07/02/2020 ***.*** *.** 07/02/2020 ***.** *.**
Cabot, 3.4% 15sep2026, USD   USD 09/15/2026 07/02/2020 **.* *.** 07/02/2020 ** *.**
Cabot, 3.7% 15jul2022, USD   USD 07/15/2022 07/02/2020 ***.*** *.** 07/02/2020 ***.*** *.**
Cabot, 4% 1jul2029, USD   USD 07/01/2029 07/02/2020 ***.*** *.** 07/02/2020 ***.*** *.**
Cadence Design Systems, 4.375% 15oct2024, USD   USD 10/15/2024 07/02/2020 ***.*** *.** 07/02/2020 ***.*** *.**
Caelus Re V, FRN 5jun2024, USD   USD 06/05/2024 07/02/2020 ** * 07/02/2020 **.** *
Caesars Entertainment, 5% 1oct2024, USD (Conv.)   USD 10/01/2024 07/02/2020 ***.** -*.** 07/02/2020 ***.** -*.**
Caesars Growth Partners, 5.25% 15oct2025, USD   USD 10/15/2025 07/02/2020 **.*** *.** 07/02/2020 **.** *.**
California Resources, 5.5% 15sep2021, USD   USD 09/15/2021 07/02/2020 *.** ****.* 07/02/2020 *.*** ***.**
California Resources, 6% 15nov2024, USD   USD 11/15/2024 07/02/2020 *.*** ****.** 07/02/2020 **.** *
California Resources, 8% 15dec2022, USD   USD 12/15/2022 07/02/2020 *.*** * 07/02/2020 *.*** *
Calpine, 4.5% 15feb2028, USD   USD 02/15/2028 07/02/2020 **.** *.* 07/02/2020 **.** *.**
Calpine, 5.125% 15mar2028, USD   USD 03/15/2028 07/02/2020 ***.** *.** 07/02/2020 ***.** *.**
Calpine, 5.25% 1jun2026, USD   USD 06/01/2026 07/02/2020 ***.*** *.** 07/02/2020 ***.*** *.**
Calpine, 5.5% 1feb2024, USD   USD 02/01/2024 07/02/2020 **.** *.** 07/02/2020 ***.*** *.**
Calpine, 5.75% 15jan2025, USD   USD 01/15/2025 07/02/2020 ***.** *.** 07/02/2020 ***.* *.**
Calumet Specialty Products Partners, 7.625% 15jan2022, USD   USD 01/15/2022 07/02/2020 **.** **.** 07/02/2020 **.*** *.**
Camden Property Trust, 2.8% 15may2030, USD   USD 05/15/2030 07/02/2020 ***.*** *.** 07/02/2020 ***.*** *.**
Camden Property Trust, 3.15% 1jul2029, USD   USD 07/01/2029 07/02/2020 ***.** *.** 07/02/2020 ***.*** *.**
Camden Property Trust, 4.1% 15oct2028, USD   USD 10/15/2028 07/02/2020 ***.*** *.** 07/02/2020 ***.*** *.**
Cameron International, 4% 15dec2023, USD   USD 12/15/2023 07/02/2020 ***.** *.** 07/02/2020 ***.*** *.**
Campbell Soup, 2.375% 24apr2030, USD   USD 04/24/2030 07/02/2020 ***.** *.** 07/02/2020 ***.** *.**
Campbell Soup, 2.5% 2aug2022, USD   USD 08/02/2022 07/02/2020 ***.*** *.** 07/02/2020 ***.*** *.**
Campbell Soup, 3.125% 24apr2050, USD   USD 04/24/2050 07/02/2020 ***.*** *.** 07/02/2020 ***.** *.**
Campbell Soup, 3.3% 15mar2021, USD   USD 03/15/2021 07/02/2020 ***.** *.** 07/02/2020 ***.** -*.**
Campbell Soup, 3.3% 19mar2025, USD   USD 03/19/2025 07/02/2020 ***.* *.** 07/02/2020 ***.*** *.**
Campbell Soup, 3.65% 15mar2023, USD   USD 03/15/2023 07/02/2020 ***.*** *.** 07/02/2020 ***.*** *.**
Campbell Soup, 3.95% 15mar2025, USD   USD 03/15/2025 07/02/2020 ***.*** *.* 07/02/2020 ***.* *.**
Campbell Soup, 4.15% 15mar2028, USD   USD 03/15/2028 07/02/2020 ***.** *.** 07/02/2020 ***.** *.*
Campbell Soup, 4.8% 15mar2048, USD   USD 03/15/2048 07/02/2020 ***.** *.** 07/02/2020 ***.** *.**
Campbell Soup, FRN 15mar2021, USD   USD 03/15/2021 07/02/2020 **.** * 07/02/2020 ***.** *
Cantor Fitzgerald, 4.875% 1may2024, USD   USD 05/01/2024 07/02/2020 ***.** * 07/02/2020 ***.** *.*
Capital One Financial Corporation, 0.8% 12jun2024, EUR   EUR 06/12/2024 07/02/2020 **.** *.** 07/02/2020 **.** *.**
Capital One Financial Corporation, 1.65% 12jun2029, EUR   EUR 06/12/2029 07/02/2020 ***.** *.** 07/02/2020 ***.** *.**
Capital One Financial Corporation, 2.4% 30oct2020, USD   USD 10/30/2020 07/02/2020 ***.** *.** 07/02/2020 ***.** *.**
Capital One Financial Corporation, 2.6% 11may2023, USD   USD 05/11/2023 07/02/2020 ***.** *.** 07/02/2020 ***.** *.**
Capital One Financial Corporation, 3.05% 9mar2022, USD   USD 03/09/2022 07/02/2020 ***.*** *.** 07/02/2020 ***.** *.**
Capital One Financial Corporation, 3.2% 30jan2023, USD   USD 01/30/2023 07/02/2020 ***.** *.** 07/02/2020 ***.** *.**
Capital One Financial Corporation, 3.2% 5feb2025, USD   USD 02/05/2025 07/02/2020 ***.*** *.** 07/02/2020 ***.*** *.**
Capital One Financial Corporation, 3.3% 30oct2024, USD   USD 10/30/2024 07/02/2020 ***.*** *.** 07/02/2020 ***.** *.**
Capital One Financial Corporation, 3.45% 30apr2021, USD   USD 04/30/2021 07/02/2020 ***.*** *.** 07/02/2020 ***.** *.**
Capital One Financial Corporation, 3.5% 15jun2023, USD   USD 06/15/2023 07/02/2020 ***.** *.** 07/02/2020 ***.** *.**
Capital One Financial Corporation, 3.65% 11may2027, USD   USD 05/11/2027 07/02/2020 ***.** *.** 07/02/2020 ***.** *.**
Capital One Financial Corporation, 3.75% 28jul2026, USD   USD 07/28/2026 07/02/2020 ***.*** *.** 07/02/2020 ***.*** *.**
Capital One Financial Corporation, 3.75% 9mar2027, USD   USD 03/09/2027 07/02/2020 ***.*** *.** 07/02/2020 ***.*** *.**
Capital One Financial Corporation, 3.8% 31jan2028, USD   USD 01/31/2028 07/02/2020 ***.*** *.** 07/02/2020 ***.*** *.**
Capital One Financial Corporation, 3.9% 29jan2024, USD   USD 01/29/2024 07/02/2020 ***.** *.** 07/02/2020 ***.** *.**
Capital One Financial Corporation, 4.2% 29oct2025, USD   USD 10/29/2025 07/02/2020 ***.** *.** 07/02/2020 ***.*** *.**
Capital One Financial Corporation, 4.25% 30apr2025, USD   USD 04/30/2025 07/02/2020 ***.*** *.** 07/02/2020 ***.*** *.**
Capital One Financial Corporation, 4.75% 15jul2021, USD   USD 07/15/2021 07/02/2020 ***.*** *.** 07/02/2020 ***.*** *.**
Capital One Financial Corporation, 5.55% perp., USD   USD 07/02/2020 **.** * 07/02/2020 **.** *
Capital One Financial Corporation, FRN 9mar2022, USD   USD 03/09/2022 07/02/2020 **.** * 07/02/2020 ***.** *
Cardinal Health, 2.616% 15jun2022, USD   USD 06/15/2022 07/02/2020 ***.*** *.** 07/02/2020 ***.*** *.**
Cardinal Health, 3.079% 15jun2024, USD   USD 06/15/2024 07/02/2020 ***.** *.** 07/02/2020 ***.** *.**
Cardinal Health, 3.2% 15jun2022, USD   USD 06/15/2022 07/02/2020 ***.*** *.* 07/02/2020 ***.*** *.**
Cardinal Health, 3.2% 15mar2023, USD   USD 03/15/2023 07/02/2020 ***.** *.** 07/02/2020 ***.*** *.**
Cardinal Health, 3.41% 15jun2027, USD   USD 06/15/2027 07/02/2020 ***.** *.** 07/02/2020 ***.*** *.**
Cardinal Health, 3.75% 15sep2025, USD   USD 09/15/2025 07/02/2020 ***.*** *.** 07/02/2020 ***.*** *.**
Cardinal Health, 4.368% 15jun2047, USD   USD 06/15/2047 07/02/2020 ***.*** *.** 07/02/2020 ***.*** *.**
Cardinal Health, 4.6% 15mar2043, USD   USD 03/15/2043 07/02/2020 **.** *.** 07/02/2020 ***.** *.**
Cardinal Health, 4.9% 15sep2045, USD   USD 09/15/2045 07/02/2020 **.** *.** 07/02/2020 ***.** *.**
Cardinal Health, FRN 15jun2022, USD   USD 06/15/2022 07/02/2020 **.** * 07/02/2020 ***.** *
Cardtronics, 5.5% 1may2025, USD   USD 05/01/2025 07/02/2020 **.*** *.** 07/02/2020 **.** *.*
Cargill Inc, 2.5% 15feb2023, EUR   EUR 02/15/2023 07/02/2020 ***.*** *.** 07/02/2020 ***.*** *.*
Cargill Inc, 3.25% 1mar2023, USD   USD 03/01/2023 07/02/2020 ***.*** *.* 07/02/2020 ***.*** *.**
Cargill Inc, 3.25% 23may2029, USD   USD 05/23/2029 07/02/2020 **.** *.** 07/02/2020 ***.** *.**
Cargill Inc, 4.1% 1nov2042, USD   USD 11/01/2042 07/02/2020 ***.**** *.** 07/02/2020 ***.**** *.**
Cargill Inc, 5.375% 2mar2037, GBP   GBP 03/02/2037 07/02/2020 ***.**** *.** 07/02/2020 ***.**** *.**
Carlisle, 2.75% 1mar2030, USD   USD 03/01/2030 07/02/2020 ***.** *.** 07/02/2020 ***.*** *.**
Carlisle, 3.5% 1dec2024, USD   USD 12/01/2024 07/02/2020 ***.*** *.** 07/02/2020 ***.*** *.**
Carlisle, 3.75% 15nov2022, USD   USD 11/15/2022 07/02/2020 ***.*** *.** 07/02/2020 ***.*** *.**
Carlisle, 3.75% 1dec2027, USD   USD 12/01/2027 07/02/2020 ***.** *.** 07/02/2020 ***.** *.**
Carlson Travel, FRN 15jun2023, EUR   EUR 06/15/2023 07/02/2020 **.** * 07/02/2020 **.*** *
Carnival Corp, 1% 28oct2029, EUR   EUR 10/28/2029 07/02/2020 **.** *.** 07/02/2020 **.*** *.**
Carnival Corp, 1.625% 22feb2021, EUR   EUR 02/22/2021 07/02/2020 **.** **.** 07/02/2020 **.** **.**
Carnival Corp, 11.5% 1apr2023, USD   USD 04/01/2023 07/02/2020 ***.** *.** 07/02/2020 ***.** *.**
Carnival Corp, 3.95% 15oct2020, USD   USD 10/15/2020 07/02/2020 **.*** **.** 07/02/2020 **.** *.**
Carpenter, 4.45% 1mar2023, USD   USD 03/01/2023 07/02/2020 **.** *.** 07/02/2020 ***.** *.**
Carvana, 8.875% 1oct2023, USD   USD 10/01/2023 07/02/2020 ***.*** *.** 07/02/2020 ***.*** *.**
Catalent Pharma Solutions, 2.375% 1mar2028, EUR   EUR 03/01/2028 07/02/2020 **.** *.** 07/02/2020 **.** *.**
Catalent Pharma Solutions, 5% 15jul2027, USD   USD 07/15/2027 07/02/2020 ***.*** *.** 07/02/2020 ***.*** *.**
Caterpillar, 2.6% 19sep2029, USD   USD 09/19/2029 07/02/2020 ***.*** *.* 07/02/2020 ***.*** *.**
Caterpillar, 2.6% 26jun2022, USD   USD 06/26/2022 07/02/2020 ***.** *.* 07/02/2020 ***.*** *.**
Caterpillar, 2.6% 9apr2030, USD   USD 04/09/2030 07/02/2020 ***.*** *.** 07/02/2020 ***.*** *.**
Caterpillar, 3.25% 19sep2049, USD   USD 09/19/2049 07/02/2020 ***.** *.** 07/02/2020 ***.** *.**
Caterpillar, 3.25% 9apr2050, USD   USD 04/09/2050 07/02/2020 ***.*** *.** 07/02/2020 ***.** *.**
Caterpillar, 3.4% 15may2024, USD   USD 05/15/2024 07/02/2020 ***.** *.** 07/02/2020 ***.*** *.**
Caterpillar, 3.803% 15aug2042, USD   USD 08/15/2042 07/02/2020 ***.*** *.** 07/02/2020 ***.*** *.**
Caterpillar, 3.9% 27may2021, USD   USD 05/27/2021 07/02/2020 ***.*** *.** 07/02/2020 ***.*** *.**
Caterpillar, 4.3% 15may2044, USD   USD 05/15/2044 07/02/2020 ***.** *.** 07/02/2020 ***.** *.**
Caterpillar, 4.75% 15may2064, USD   USD 05/15/2064 07/02/2020 ***.*** *.** 07/02/2020 ***.*** *.**
Caterpillar, 5.2% 27may2041, USD   USD 05/27/2041 07/02/2020 ***.** *.** 07/02/2020 ***.** *.**
Caterpillar Financial Services Corp., 1.85% 4sep2020, USD   USD 09/04/2020 07/02/2020 ***.** *.** 07/02/2020 ***.** -*.**
Caterpillar Financial Services Corp., 1.931% 1oct2021, USD   USD 10/01/2021 07/02/2020 ***.** *.** 07/02/2020 ***.** *.**
Caterpillar Financial Services Corp., 2.5% 13nov2020, USD   USD 11/13/2020 07/02/2020 ***.** *.** 07/02/2020 ***.*** -*.**
Caterpillar Financial Services Corp., 3.25% 1dec2024, USD   USD 12/01/2024 07/02/2020 ***.*** *.** 07/02/2020 ***.*** *.**
Caterpillar Financial Services Corp., FRN 4sep2020, USD   USD 09/04/2020 07/02/2020 **.*** *.** 07/02/2020 **.*** *.**
CB Escrow, 8% 15oct2025, USD   USD 10/15/2025 07/02/2020 ***.** *.** 07/02/2020 ***.*** *.*
CBL & Associates Limited Partnership, 5.25% 1dec2023, USD   USD 12/01/2023 07/02/2020 **.** **.* 07/02/2020 **.** **.*
CBL & Associates Limited Partnership, 5.95% 15dec2026, USD   USD 12/15/2026 07/02/2020 **.*** **.** 07/02/2020 **.*** **.**
CBOE Global Markets, 3.65% 12jan2027, USD   USD 01/12/2027 07/02/2020 ***.*** *.** 07/02/2020 ***.** *.**
CBRE Group, 4.875% 1mar2026, USD   USD 03/01/2026 07/02/2020 ***.*** *.** 07/02/2020 ***.*** *.**
CBRE Group, 5.25% 15mar2025, USD   USD 03/15/2025 07/02/2020 ***.*** *.* 07/02/2020 ***.** *.**
CCO Holdings, 4% 1mar2023, USD   USD 03/01/2023 07/02/2020 ***.*** *.* 07/02/2020 ***.*** *.**
CCO Holdings, 5% 1feb2028, USD   USD 02/01/2028 07/02/2020 ***.*** *.** 07/02/2020 ***.*** *.**
CCO Holdings, 5.5% 1may2026, USD   USD 05/01/2026 07/02/2020 ***.** *.** 07/02/2020 ***.*** *.**
CD&R Waterworks Merger, 6.125% 15aug2025, USD   USD 08/15/2025 07/02/2020 **.*** *.** 07/02/2020 ***.*** *.*
Celanese US Holdings, 1.125% 26sep2023, EUR   EUR 09/26/2023 07/02/2020 **.*** *.** 07/02/2020 **.*** *.**
Celanese US Holdings, 1.25% 11feb2025, EUR   EUR 02/11/2025 07/02/2020 **.** *.** 07/02/2020 **.** *.**
Celanese US Holdings, 2.125% 1mar2027, EUR   EUR 03/01/2027 07/02/2020 **.*** *.** 07/02/2020 ***.** *.**
Celanese US Holdings, 3.5% 8may2024, USD   USD 05/08/2024 07/02/2020 ***.*** *.** 07/02/2020 ***.** *.**
Celgene, 2.75% 15feb2023, USD   USD 02/15/2023 07/02/2020 ***.* *.** 07/02/2020 ***.** *.*
Celgene, 2.875% 15aug2020, USD   USD 08/15/2020 07/02/2020 **.*** *.** 07/02/2020 **.*** *.**
Celgene, 2.875% 19feb2021, USD   USD 02/19/2021 07/02/2020 ***.** *.** 07/02/2020 ***.** *.**
Celgene, 3.25% 15aug2022, USD   USD 08/15/2022 07/02/2020 ***.*** *.** 07/02/2020 ***.*** *.*
Celgene, 3.25% 20feb2023, USD   USD 02/20/2023 07/02/2020 ***.*** *.** 07/02/2020 ***.*** *.**
Celgene, 3.45% 15nov2027, USD   USD 11/15/2027 07/02/2020 ***.*** *.** 07/02/2020 ***.** *.**
Celgene, 3.55% 15aug2022, USD   USD 08/15/2022 07/02/2020 ***.*** *.* 07/02/2020 ***.*** *.**
Celgene, 3.625% 15may2024, USD   USD 05/15/2024 07/02/2020 ***.*** *.** 07/02/2020 ***.*** *
Celgene, 3.875% 15aug2025, USD   USD 08/15/2025 07/02/2020 ***.*** *.** 07/02/2020 ***.*** *.**
Celgene, 3.9% 20feb2028, USD   USD 02/20/2028 07/02/2020 ***.** *.** 07/02/2020 ***.** *.**
Celgene, 4% 15aug2023, USD   USD 08/15/2023 07/02/2020 ***.*** *.** 07/02/2020 ***.*** *.**
Celgene, 4.55% 20feb2048, USD   USD 02/20/2048 07/02/2020 **.*** *.** 07/02/2020 **.*** *.*
Celgene, 4.625% 15may2044, USD   USD 05/15/2044 07/02/2020 ***.** *.** 07/02/2020 ***.** *.**
Celgene, 5% 15aug2045, USD   USD 08/15/2045 07/02/2020 * 07/02/2020 ***.*** *.**
Celgene, 5.25% 15aug2043, USD   USD 08/15/2043 07/02/2020 ***.*** *.** 07/02/2020 ***.** *.**
Cengage Learning, Inc., 9.5% 15jun2024, USD   USD 06/15/2024 07/02/2020 **.*** **.** 07/02/2020 **.** **.**
Centene, 5.375% 1jun2026, USD   USD 06/01/2026 07/02/2020 ***.** *.** 07/02/2020 ***.*** *.**
CenterPoint Energy, 2.5% 1sep2024, USD   USD 09/01/2024 07/02/2020 ***.** *.** 07/02/2020 ***.*** *.**
CenterPoint Energy, 2.95% 1mar2030, USD   USD 03/01/2030 07/02/2020 ***.*** *.* 07/02/2020 ***.*** *.**
CenterPoint Energy, 3.6% 1nov2021, USD   USD 11/01/2021 07/02/2020 ***.** *.** 07/02/2020 ***.*** *.**
CenterPoint Energy, 3.85% 1feb2024, USD   USD 02/01/2024 07/02/2020 ***.*** *.** 07/02/2020 ***.** *.**
CenterPoint Energy, 4.25% 1nov2028, USD   USD 11/01/2028 07/02/2020 ***.*** *.** 07/02/2020 ***.** *.**
Centerpoint Energy Houston Electric, 4.25% 1feb2049, USD   USD 02/01/2049 07/02/2020 ***.*** *.** 07/02/2020 ***.*** *.**
CenterPoint Energy Resources Corp., 5.85% 15jan2041, USD   USD 01/15/2041 07/02/2020 ***.** *.** 07/02/2020 ***.*** *.**
Central Garden & Pet, 5.125% 1feb2028, USD   USD 02/01/2028 07/02/2020 ***.*** *.** 07/02/2020 ***.*** *.**
Century Communities, 5.875% 15jul2025, USD   USD 07/15/2025 07/02/2020 *** *.** 07/02/2020 ***.*** *.**
CenturyLink, 4% 15feb2027, USD   USD 02/15/2027 07/02/2020 **.*** *.** 07/02/2020 **.** *.**
CenturyLink, 5.125% 15dec2026, USD   USD 12/15/2026 07/02/2020 ***.** *.** 07/02/2020 ***.*** *.**
CenturyLink, 5.625% 1apr2025, USD   USD 04/01/2025 07/02/2020 ***.** *.** 07/02/2020 ***.*** *.**
CenturyLink, 5.8% 15mar2022, USD   USD 03/15/2022 07/02/2020 ***.** *.** 07/02/2020 ***.** *.**
CenturyLink, 6.75% 1dec2023, USD   USD 12/01/2023 07/02/2020 *** *.** 07/02/2020 ***.*** *.**
CenturyLink, 7.5% 1apr2024, USD   USD 04/01/2024 07/02/2020 ***.** *.* 07/02/2020 ***.*** *.**
CenturyLink, 7.6% 15sep2039, USD   USD 09/15/2039 07/02/2020 ***.*** *.** 07/02/2020 ***.** *.**
CenturyLink, 7.65% 15mar2042, USD   USD 03/15/2042 07/02/2020 ***.*** *.** 07/02/2020 ***.*** *.**
Cequel Communications Holdings I, 7.75% 15jul2025, USD   USD 07/15/2025 07/02/2020 ***.** *.** 07/02/2020 ***.*** *.**
CF Industries, 3.4% 1dec2021, USD   USD 12/01/2021 07/02/2020 ***.*** *.** 07/02/2020 ***.*** *.*
CF Industries, 4.5% 1dec2026, USD   USD 12/01/2026 07/02/2020 ***.* *.** 07/02/2020 ***.** *.**
CFX Escrow, 6% 15feb2024, USD   USD 02/15/2024 07/02/2020 ***.** *.** 07/02/2020 ***.*** *.**
CGG Holding, 7.875% 1may2023, USD   EUR 05/01/2023 07/02/2020 ***.** *.** 07/02/2020 ***.*** *.**
CGG Holding, 9% 1may2023, USD   USD 05/01/2023 07/02/2020 **.*** **.** 07/02/2020 ***.** *.**
Chaparral Energy, 8.75% 15jul2023, USD   USD 07/15/2023 07/02/2020 *.*** ***.** 07/02/2020 **.*** ***.**
Charles River Laboratories International, 5.5% 1apr2026, USD   USD 04/01/2026 07/02/2020 ***.* *.* 07/02/2020 ***.** *.**
Charles Schwab, 2.65% 25jan2023, USD   USD 01/25/2023 07/02/2020 ***.*** *.** 07/02/2020 ***.*** *.**
Charles Schwab, 3% 10mar2025, USD   USD 03/10/2025 07/02/2020 *** *.** 07/02/2020 ***.*** *.**
Charles Schwab, 3.2% 25jan2028, USD   USD 01/25/2028 07/02/2020 ***.*** *.** 07/02/2020 ***.*** *.**
Charles Schwab, 3.2% 2mar2027, USD   USD 03/02/2027 07/02/2020 ***.*** *.** 07/02/2020 ***.** *.**
Charles Schwab, 3.225% 1sep2022, USD   USD 09/01/2022 07/02/2020 ***.*** *.** 07/02/2020 ***.*** *.**
Charles Schwab, 3.25% 21may2021, USD   USD 05/21/2021 07/02/2020 ***.** *.** 07/02/2020 ***.** *.**
Charles Schwab, 3.25% 22may2029, USD   USD 05/22/2029 07/02/2020 ***.* *.* 07/02/2020 ***.*** *.**
Charles Schwab, 3.45% 13feb2026, USD   USD 02/13/2026 07/02/2020 ***.** *.** 07/02/2020 ***.** *.**
Charles Schwab, 3.55% 1feb2024, USD   USD 02/01/2024 07/02/2020 ***.** *.** 07/02/2020 ***.** *.**
Charles Schwab, 3.85% 21may2025, USD   USD 05/21/2025 07/02/2020 ***.** *.** 07/02/2020 ***.*** *.**
Charles Schwab, 4% 1feb2029, USD   USD 02/01/2029 07/02/2020 ***.** *.** 07/02/2020 ***.*** *.**
Charles Schwab, 4.2% 24mar2025, USD   USD 03/24/2025 07/02/2020 ***.** *.** 07/02/2020 ***.** *.**
Charles Schwab, 4.625% 22mar2030, USD   USD 03/22/2030 07/02/2020 ***.** *.** 07/02/2020 ***.** *.**
Charles Schwab, 4.625% perp., USD   USD 07/02/2020 **.** * 07/02/2020 **.** *
Charles Schwab, 5% perp., USD   USD 07/02/2020 **.** * 07/02/2020 ***.** *
Charles Schwab, 5.37% perp., USD   USD 07/02/2020 ***.** * 07/02/2020 ***.** *
Charles Schwab, FRN 21may2021, USD   USD 05/21/2021 07/02/2020 **.** * 07/02/2020 ***.** *
Charter Communications Operating, 2.8% 1apr2031, USD   USD 04/01/2031 07/02/2020 ***.** *.** 07/02/2020 ***.** *.**
Charter Communications Operating, 3.7% 1apr2051, USD   USD 04/01/2051 07/02/2020 **.** *.** 07/02/2020 ***.** *.**
Charter Communications Operating, 3.75% 15feb2028, USD   USD 02/15/2028 07/02/2020 ***.*** *.** 07/02/2020 ***.*** *.*
Charter Communications Operating, 4.125% 15feb2021, USD   USD 02/15/2021 07/02/2020 ***.*** *.** 07/02/2020 ***.* *.**
Charter Communications Operating, 4.2% 15mar2028, USD   USD 03/15/2028 07/02/2020 ***.** *.** 07/02/2020 ***.** *.**
Charter Communications Operating, 4.464% 23jul2022, USD   USD 07/23/2022 07/02/2020 ***.** *.** 07/02/2020 ***.** *.**
Charter Communications Operating, 4.908% 23jul2025, USD   USD 07/23/2025 07/02/2020 ***.** *.** 07/02/2020 ***.** *.**
Charter Communications Operating, 5.375% 1apr2038, USD   USD 04/01/2038 07/02/2020 ***.** *.** 07/02/2020 ***.** *.**
Charter Communications Operating, 5.75% 1apr2048, USD   USD 04/01/2048 07/02/2020 ***.** *.* 07/02/2020 ***.* *.**
Charter Communications Operating, 6.384% 23oct2035, USD   USD 10/23/2035 07/02/2020 ***.** *.** 07/02/2020 ***.** *.**
Charter Communications Operating, 6.484% 23oct2045, USD   USD 10/23/2045 07/02/2020 ***.** *.** 07/02/2020 ***.** *.**
Charter Communications Operating, 6.55% 1may2037, USD   USD 05/01/2037 07/02/2020 ***.* *.** 07/02/2020 ***.** *.**
Charter Communications Operating, 6.75% 15jun2039, USD   USD 06/15/2039 07/02/2020 ***.** *.** 07/02/2020 ***.** *.*
Charter Communications Operating, 7.3% 1jul2038, USD   USD 07/01/2038 07/02/2020 ***.** *.** 07/02/2020 ***.*** *
Chemours, 4% 15may2026, EUR   EUR 05/15/2026 07/02/2020 **.*** *.** 07/02/2020 **.*** *.**
Chemours, 5.375% 15may2027, USD   USD 05/15/2027 07/02/2020 **.** *.** 07/02/2020 **.*** *.**
Chemours, 7% 15may2025, USD   USD 05/15/2025 07/02/2020 **.** *.** 07/02/2020 **.** *.**
Cheniere Corpus Christi Holdings, 7% 30jun2024, USD   USD 06/30/2024 07/02/2020 ***.**** *.* 07/02/2020 ***.**** *.**
Chesapeake Energy, 8% 15jan2025, USD   USD 01/15/2025 07/02/2020 *.** ***.** 07/02/2020 *.*** ***.**
Chesapeake Energy, 8% 15jun2027, USD   USD 06/15/2027 07/02/2020 *.** ****.** 07/02/2020 *.*** ***.**
Chevron, 1.141% 11may2023, USD   USD 05/11/2023 07/02/2020 ***.*** *.** 07/02/2020 ***.*** *.**
Chevron, 1.554% 11may2025, USD   USD 05/11/2025 07/02/2020 ***.*** *.** 07/02/2020 ***.*** *.**
Chevron, 1.995% 11may2027, USD   USD 05/11/2027 07/02/2020 ***.* *.** 07/02/2020 ***.*** *.*
Chevron, 2.1% 16may2021, USD   USD 05/16/2021 07/02/2020 ***.*** *.** 07/02/2020 ***.*** *.**
Chevron, 2.236% 11may2030, USD   USD 05/11/2030 07/02/2020 ***.** *.** 07/02/2020 ***.*** *.**
Chevron, 2.355% 5dec2022, USD   USD 12/05/2022 07/02/2020 ***.*** *.** 07/02/2020 ***.*** *.**
Chevron, 2.411% 3mar2022, USD   USD 03/03/2022 07/02/2020 ***.** *.** 07/02/2020 ***.** *.**
Chevron, 2.419% 17nov2020, USD   USD 11/17/2020 07/02/2020 ***.*** *.** 07/02/2020 ***.*** *.**
Chevron, 2.498% 3mar2022, USD   USD 03/03/2022 07/02/2020 ***.*** *.** 07/02/2020 ***.*** *.**
Chevron, 2.566% 16may2023, USD   USD 05/16/2023 07/02/2020 ***.*** *.* 07/02/2020 ***.*** *.**
Chevron, 2.895% 3mar2024, USD   USD 03/03/2024 07/02/2020 ***.*** *.** 07/02/2020 ***.*** *.**
Chevron, 2.954% 16may2026, USD   USD 05/16/2026 07/02/2020 ***.*** *.** 07/02/2020 ***.* *.**
Chevron, 2.978% 11may2040, USD   USD 05/11/2040 07/02/2020 ***.** *.** 07/02/2020 ***.** *.**
Chevron, 3.078% 11may2050, USD   USD 05/11/2050 07/02/2020 ***.*** *.** 07/02/2020 ***.** *.*
Chevron, 3.191% 24jun2023, USD   USD 06/24/2023 07/02/2020 ***.** *.* 07/02/2020 ***.** *.**
Chevron, 3.326% 17nov2025, USD   USD 11/17/2025 07/02/2020 ***.*** *.** 07/02/2020 ***.** *.*
Chevron, FRN 16may2021, USD   USD 05/16/2021 07/02/2020 **.* * 07/02/2020 ***.* *
Chevron, FRN 3mar2022, USD   USD 03/03/2022 07/02/2020 **.** * 07/02/2020 ***.** *
Chevron, FRN 3mar2022, USD   USD 03/03/2022 07/02/2020 ***.** * 07/02/2020 ***.** *
Chevron Phillips Chemical, 3.4% 1dec2026, USD   USD 12/01/2026 07/02/2020 ***.** *.* 07/02/2020 ***.** *.**
Chubb Corp, 6% 11may2037, USD   USD 05/11/2037 07/02/2020 ***.** *.** 07/02/2020 ***.** *.**
Chubb INA Holdings, 0.3% 15dec2024, EUR   EUR 12/15/2024 07/02/2020 **.*** *.** 07/02/2020 **.*** *.**
Chubb INA Holdings, 0.875% 15dec2029, EUR   EUR 12/15/2029 07/02/2020 **.*** *.** 07/02/2020 **.*** *.**
Chubb INA Holdings, 0.875% 15jun2027, EUR   EUR 06/15/2027 07/02/2020 ***.*** *.** 07/02/2020 ***.** *.**
Chubb INA Holdings, 1.4% 15jun2031, EUR   EUR 06/15/2031 07/02/2020 ***.*** *.** 07/02/2020 ***.*** *.**
Chubb INA Holdings, 1.55% 15mar2028, EUR   EUR 03/15/2028 07/02/2020 ***.* *.** 07/02/2020 ***.** *.**
Chubb INA Holdings, 2.3% 3nov2020, USD   USD 11/03/2020 07/02/2020 ***.*** *.** 07/02/2020 ***.*** *.**
Chubb INA Holdings, 2.5% 15mar2038, EUR   EUR 03/15/2038 07/02/2020 ***.** *.** 07/02/2020 ***.*** *.**
Chubb INA Holdings, 2.875% 3nov2022, USD   USD 11/03/2022 07/02/2020 ***.*** *.** 07/02/2020 ***.** *.**
Chubb INA Holdings, 3.15% 15mar2025, USD   USD 03/15/2025 07/02/2020 ***.** *.** 07/02/2020 ***.*** *.*
Chubb INA Holdings, 3.35% 3may2026, USD   USD 05/03/2026 07/02/2020 ***.*** *.** 07/02/2020 ***.** *.**
Chubb INA Holdings, 4.35% 3nov2045, USD   USD 11/03/2045 07/02/2020 ***.** *.** 07/02/2020 ***.** *.**
Church & Dwight, 2.45% 1aug2022, USD   USD 08/01/2022 07/02/2020 ***.*** *.** 07/02/2020 ***.*** *.**
Church & Dwight, 3.15% 1aug2027, USD   USD 08/01/2027 07/02/2020 ***.*** *.** 07/02/2020 ***.*** *.**
Church & Dwight, 3.95% 1aug2047, USD   USD 08/01/2047 07/02/2020 ***.** *.** 07/02/2020 ***.** *.**
Cigna, 2.4% 15mar2030, USD   USD 03/15/2030 07/02/2020 ***.** *.** 07/02/2020 ***.** *.*
Cigna, 3.2% 15mar2040, USD   USD 03/15/2040 07/02/2020 ***.*** *.* 07/02/2020 ***.** *.**
Cigna, 3.4% 15mar2050, USD   USD 03/15/2050 07/02/2020 ***.*** *.** 07/02/2020 ***.*** *.**
Cigna, 3.4% 17sep2021, USD   USD 09/17/2021 07/02/2020 ***.*** *.** 07/02/2020 ***.*** *.**
Cigna, 3.75% 15jul2023, USD   USD 07/15/2023 07/02/2020 ***.** *.* 07/02/2020 ***.* *.**
Cigna, 4.125% 15nov2025, USD   USD 11/15/2025 07/02/2020 ***.*** *.** 07/02/2020 ***.*** *.**
Cigna, 4.375% 15oct2028, USD   USD 10/15/2028 07/02/2020 ***.** *.** 07/02/2020 ***.** *.**
Cigna, 4.9% 15dec2048, USD   USD 12/15/2048 07/02/2020 ***.*** *.** 07/02/2020 ***.*** *.**
Cigna Holding Co, 3.05% 15oct2027, USD   USD 10/15/2027 07/02/2020 ***.*** *.** 07/02/2020 ***.** *.**
Cigna Holding Co, 3.25% 15apr2025, USD   USD 04/15/2025 07/02/2020 **.*** *.** 07/02/2020 ***.** *.**
Cigna Holding Co, 3.875% 15oct2047, USD   USD 10/15/2047 07/02/2020 ***.** *.** 07/02/2020 ***.** *.**
Cigna Holding Co, 4% 15feb2022, USD   USD 02/15/2022 07/02/2020 ***.*** *.** 07/02/2020 ***.*** *.**
Cimarex Energy, 3.9% 15may2027, USD   USD 05/15/2027 07/02/2020 ***.*** *.* 07/02/2020 ***.** *.**
Cinemark USA, 4.875% 1jun2023, USD   USD 06/01/2023 07/02/2020 **.* **.* 07/02/2020 **.*** *.**
Cinemark USA, 5.125% 15dec2022, USD   USD 12/15/2022 07/02/2020 **.*** **.** 07/02/2020 **.** *.**
Cisco Systems, 1.85% 20sep2021, USD   USD 09/20/2021 07/02/2020 ***.* *.** 07/02/2020 ***.*** *.*
Cisco Systems, 2.2% 20sep2023, USD   USD 09/20/2023 07/02/2020 ***.** *.** 07/02/2020 ***.** *.**
Cisco Systems, 2.2% 28feb2021, USD   USD 02/28/2021 07/02/2020 ***.* *.** 07/02/2020 ***.** *.**
Cisco Systems, 2.5% 20sep2026, USD   USD 09/20/2026 07/02/2020 ***.** *.** 07/02/2020 ***.** *.**
Cisco Systems, 2.6% 28feb2023, USD   USD 02/28/2023 07/02/2020 ***.*** *.** 07/02/2020 ***.** *.**
Cisco Systems, 2.9% 4mar2021, USD   USD 03/04/2021 07/02/2020 ***.** *.** 07/02/2020 ***.** *.**
Cisco Systems, 2.95% 28feb2026, USD   USD 02/28/2026 07/02/2020 ***.** *.** 07/02/2020 ***.*** *.**
Cisco Systems, 3% 15jun2022, USD   USD 06/15/2022 07/02/2020 ***.*** *.** 07/02/2020 ***.*** *.*
Cisco Systems, 3.5% 15jun2025, USD   USD 06/15/2025 07/02/2020 ***.*** *.** 07/02/2020 ***.*** *.**
Cisco Systems, 3.625% 4mar2024, USD   USD 03/04/2024 07/02/2020 ***.** *.** 07/02/2020 ***.** *.*
Cisco Systems, 5.9% 15feb2039, USD   USD 02/15/2039 07/02/2020 ***.** *.* 07/02/2020 ***.** *.**
CIT Group, 4.125% 9mar2021, USD   USD 03/09/2021 07/02/2020 **.** *.* 07/02/2020 ***.** *.**
CIT Group, 4.75% 16feb2024, USD   USD 02/16/2024 07/02/2020 ***.** *.** 07/02/2020 ***.** *.**
CIT Group, 5% 15aug2022, USD   USD 08/15/2022 07/02/2020 ***.** *.** 07/02/2020 ***.** *.**
CIT Group, 5% 1aug2023, USD   USD 08/01/2023 07/02/2020 ***.** *.** 07/02/2020 ***.** *.**
CIT Group, 5.25% 7mar2025, USD   USD 03/07/2025 07/02/2020 ***.** *.** 07/02/2020 ***.** *.**
CIT Group, 6% 1apr2036, USD   USD 04/01/2036 07/02/2020 **.*** *.** 07/02/2020 **.*** *.**
CIT Group, 6.125% 9mar2028, USD   USD 03/09/2028 07/02/2020 **.** *.** 07/02/2020 ***.** *.**
Citadel, 5.375% 17jan2023, USD   USD 01/17/2023 07/02/2020 ** *.** 07/02/2020 ** *.**
Citgo Holding, 9.25% 1aug2024, USD   USD 08/01/2024 07/02/2020 **.*** **.** 07/02/2020 ***.*** *.**
Citigroup, 0% 12jun2055, USD (12783D)   USD 06/12/2055 07/02/2020 *** *.** 07/02/2020 *** *.**
Citigroup, 0.457% 18feb2021, JPY   JPY 02/18/2021 07/02/2020 **.*** *.** 07/02/2020 ***.*** -*.**
Citigroup, 0.5% 22nov2024, CHF   CHF 11/22/2024 07/02/2020 ***.* *.** 07/02/2020 ***.* *.**
Citigroup, 0.5% 29jan2022, EUR   EUR 01/29/2022 07/02/2020 ***.** *.** 07/02/2020 ***.** *.**
Citigroup, 0.5% 8oct2027, EUR   EUR 10/08/2027 07/02/2020 **.** * 07/02/2020 **.** *
Citigroup, 0.75% 26oct2023, EUR   EUR 10/26/2023 07/02/2020 ***.* *.** 07/02/2020 ***.** *.**
Citigroup, 0.875% 3apr2029, EUR   EUR 04/03/2029 07/02/2020 **.** *.** 07/02/2020 **.** *.**
Citigroup, 1.25% 10apr2029, EUR   EUR 04/10/2029 07/02/2020 ***.** *.** 07/02/2020 ***.** *.**
Citigroup, 1.25% 6jul2026, EUR   EUR 07/06/2026 07/02/2020 ***.*** * 07/02/2020 ***.*** *
Citigroup, 1.5% 24jul2026, EUR   EUR 07/24/2026 07/02/2020 ***.** * 07/02/2020 ***.** *
Citigroup, 1.5% 26oct2028, EUR   EUR 10/26/2028 07/02/2020 ***.** *.** 07/02/2020 ***.*** *.**
Citigroup, 1.625% 21mar2028, EUR   EUR 03/21/2028 07/02/2020 ***.* *.** 07/02/2020 ***.** *.**
Citigroup, 1.678% 15may2024, USD   USD 05/15/2024 07/02/2020 ***.** * 07/02/2020 ***.* *
Citigroup, 1.75% 27oct2021, EUR   EUR 10/27/2021 07/02/2020 ***.** *.** 07/02/2020 ***.** -*.**
Citigroup, 1.75% 28jan2025, EUR   EUR 01/28/2025 07/02/2020 ***.** *.** 07/02/2020 ***.** *.*
Citigroup, 11.3% 28sep2020, BRL   BRL 09/28/2020 07/02/2020 ***.** *.** 07/02/2020 ***.** *.**
Citigroup, 2.125% 10sep2026, EUR   EUR 09/10/2026 07/02/2020 ***.** *.** 07/02/2020 ***.*** *.**
Citigroup, 2.312% 4nov2022, USD   USD 11/04/2022 07/02/2020 ***.** * 07/02/2020 ***.** *
Citigroup, 2.35% 2aug2021, USD   USD 08/02/2021 07/02/2020 ***.*** *.** 07/02/2020 ***.*** *.**
Citigroup, 2.375% 22may2024, EUR   EUR 05/22/2024 07/02/2020 ***.** *.** 07/02/2020 ***.** *.**
Citigroup, 2.572% 3jun2031, USD   USD 06/03/2031 07/02/2020 ***.* * 07/02/2020 ***.** *
Citigroup, 2.65% 26oct2020, USD   USD 10/26/2020 07/02/2020 ***.*** *.** 07/02/2020 ***.*** *.**
Citigroup, 2.666% 29jan2031, USD   USD 01/29/2031 07/02/2020 ***.*** * 07/02/2020 ***.** *
Citigroup, 2.7% 27oct2022, USD   USD 10/27/2022 07/02/2020 ***.*** *.** 07/02/2020 ***.*** *.**
Citigroup, 2.7% 30mar2021, USD   USD 03/30/2021 07/02/2020 ***.** *.** 07/02/2020 ***.* *.**
Citigroup, 2.75% 24jan2024, GBP   GBP 01/24/2024 07/02/2020 ***.** *.** 07/02/2020 ***.** *.**
Citigroup, 2.75% 25apr2022, USD   USD 04/25/2022 07/02/2020 ***.** *.** 07/02/2020 ***.** *.**
Citigroup, 2.876% 24jul2023, USD   USD 07/24/2023 07/02/2020 ***.*** * 07/02/2020 ***.*** *
Citigroup, 2.9% 8dec2021, USD   USD 12/08/2021 07/02/2020 ***.** *.** 07/02/2020 ***.*** *.**
Citigroup, 2.976% 5nov2030, USD   USD 11/05/2030 07/02/2020 ***.** * 07/02/2020 ***.** *
Citigroup, 3.106% 8apr2026, USD   USD 04/08/2026 07/02/2020 ***.** * 07/02/2020 ***.** *
Citigroup, 3.142% 24jan2023, USD   USD 01/24/2023 07/02/2020 ***.*** * 07/02/2020 ***.*** *
Citigroup, 3.2% 15jun2023, USD   USD 06/15/2023 07/02/2020 **.** * 07/02/2020 **.* *
Citigroup, 3.3% 27apr2025, USD   USD 04/27/2025 07/02/2020 ***.** *.** 07/02/2020 ***.** *
Citigroup, 3.352% 24apr2025, USD   USD 04/24/2025 07/02/2020 ***.** * 07/02/2020 ***.** *
Citigroup, 3.375% 1mar2023, USD   USD 03/01/2023 07/02/2020 ***.** *.** 07/02/2020 ***.** *.**
Citigroup, 3.4% 1may2026, USD   USD 05/01/2026 07/02/2020 ***.** *.** 07/02/2020 ***.* *.**
Citigroup, 3.5% 15may2023, USD   USD 05/15/2023 07/02/2020 ***.** *.** 07/02/2020 ***.*** *.**
Citigroup, 3.5% 19aug2024, NOK   NOK 08/19/2024 07/02/2020 ***.* *.** 07/02/2020 ***.* *.**
Citigroup, 3.52% 27oct2028, USD   USD 10/27/2028 07/02/2020 ***.** * 07/02/2020 ***.** *
Citigroup, 3.668% 24jul2028, USD   USD 07/24/2028 07/02/2020 ***.*** * 07/02/2020 ***.** *
Citigroup, 3.7% 12jan2026, USD   USD 01/12/2026 07/02/2020 ***.** *.* 07/02/2020 ***.*** *.**
Citigroup, 3.75% 11mar2024, CNY   CNY 03/11/2024 07/02/2020 ***.*** *.** 07/02/2020 ***.*** *.**
Citigroup, 3.75% 27oct2023, AUD   AUD 10/27/2023 07/02/2020 ***.*** *.** 07/02/2020 ***.* *.**
Citigroup, 3.75% 4may2021, AUD   AUD 05/04/2021 07/02/2020 ***.** *.** 07/02/2020 ***.** *.**
Citigroup, 3.875% 25oct2023, USD   USD 10/25/2023 07/02/2020 ***.** *.** 07/02/2020 ***.** *.*
Citigroup, 3.875% 26mar2025, USD   USD 03/26/2025 07/02/2020 ***.** *.** 07/02/2020 ***.** *.**
Citigroup, 3.878% 24jan2039, USD   USD 01/24/2039 07/02/2020 ***.** * 07/02/2020 ***.** *
Citigroup, 4% 18feb2022, USD   USD 02/18/2022 07/02/2020 ***.*** * 07/02/2020 ***.*** *
Citigroup, 4.044% 1jun2024, USD   USD 06/01/2024 07/02/2020 ***.** * 07/02/2020 ***.** *
Citigroup, 4.05% 30jul2022, USD   USD 07/30/2022 07/02/2020 ***.** *.** 07/02/2020 ***.*** *
Citigroup, 4.125% 25jul2028, USD   USD 07/25/2028 07/02/2020 ***.** *.** 07/02/2020 ***.** *.**
Citigroup, 4.25% 25feb2030, EUR   EUR 02/25/2030 07/02/2020 ***.** * 07/02/2020 ***.** *
Citigroup, 4.27% 20aug2020, CNY   CNY 08/20/2020 07/02/2020 *** *.** 07/02/2020 *** -*.**
Citigroup, 4.281% 24apr2048, USD   USD 04/24/2048 07/02/2020 ***.*** * 07/02/2020 ***.*** *
Citigroup, 4.3% 20nov2026, USD   USD 11/20/2026 07/02/2020 ***.** *.** 07/02/2020 ***.*** *.**
Citigroup, 4.4% 10jun2025, USD   USD 06/10/2025 07/02/2020 ***.*** *.** 07/02/2020 ***.* *.*
Citigroup, 4.412% 31mar2031, USD   USD 03/31/2031 07/02/2020 ***.** * 07/02/2020 ***.** *
Citigroup, 4.5% 14jan2022, USD   USD 01/14/2022 07/02/2020 ***.* *.** 07/02/2020 ***.** *.**
Citigroup, 4.5% 3mar2031, GBP   GBP 03/03/2031 07/02/2020 ***.** *.** 07/02/2020 ***.** *.**
Citigroup, 4.7% perp., USD   USD 07/02/2020 **.* * 07/02/2020 **.** *
Citigroup, 4.95% 7nov2043, USD   USD 11/07/2043 07/02/2020 ***.** *.** 07/02/2020 ***.*** *.**
Citigroup, 5% perp., USD   USD 07/02/2020 **.** * 07/02/2020 **.** *
Citigroup, 5.15% 21may2026, GBP   GBP 05/21/2026 07/02/2020 ***.*** *.** 07/02/2020 ***.*** *.**
Citigroup, 5.3% 6may2044, USD   USD 05/06/2044 07/02/2020 ***.** *.** 07/02/2020 ***.** *.**
Citigroup, 5.35% perp., USD   USD 07/02/2020 ** * 07/02/2020 ** *
Citigroup, 5.375% 9aug2020, USD   USD 08/09/2020 07/02/2020 ***.*** *.** 07/02/2020 ***.*** *.**
Citigroup, 5.5% 13sep2025, USD   USD 09/13/2025 07/02/2020 ***.*** *.** 07/02/2020 ***.* *.**
Citigroup, 5.85% 11dec2034, USD   USD 12/11/2034 07/02/2020 ***.*** *.** 07/02/2020 ***.** *.**
Citigroup, 5.875% 1jul2024, GBP   GBP 07/01/2024 07/02/2020 ***.* *.** 07/02/2020 ***.** *.**
Citigroup, 5.875% 22feb2033, USD   USD 02/22/2033 07/02/2020 ***.** *.** 07/02/2020 ***.*** *.**
Citigroup, 5.875% 29may2037, USD   USD 05/29/2037 07/02/2020 ***.*** *.** 07/02/2020 ***.*** *.**
Citigroup, 5.875% 30jan2042, USD   USD 01/30/2042 07/02/2020 ***.** *.** 07/02/2020 ***.*** *.**
Citigroup, 5.9% perp., USD   USD 07/02/2020 ***.** * 07/02/2020 ***.** *
Citigroup, 5.95% perp., USD   USD 07/02/2020 **.** * 07/02/2020 **.** *
Citigroup, 5.95% perp., USD   USD 07/02/2020 **.** * 07/02/2020 ***.** *
Citigroup, 6% 31oct2033, USD   USD 10/31/2033 07/02/2020 ***.** *.* 07/02/2020 ***.*** *.**
Citigroup, 6.125% 25aug2036, USD   USD 08/25/2036 07/02/2020 ***.** *.* 07/02/2020 ***.** *.*
Citigroup, 6.25% perp., USD   USD 07/02/2020 ***.** * 07/02/2020 ***.** *
Citigroup, 6.311% 15dec2027, USD   USD 12/15/2027 07/02/2020 ***.**** *.** 07/02/2020 ***.**** *.**
Citigroup, 6.5% 16aug2030, GBP   GBP 08/16/2030 07/02/2020 ***.** *.* 07/02/2020 ***.** *.**
Citigroup, 6.625% 15jun2032, USD   USD 06/15/2032 07/02/2020 ***.*** *.** 07/02/2020 ***.*** *.**
Citigroup, 6.675% 13sep2043, USD   USD 09/13/2043 07/02/2020 ***.** *.** 07/02/2020 ***.** *.**
Citigroup, 6.8% 25jun2038, GBP   GBP 06/25/2038 07/02/2020 ***.** *.** 07/02/2020 ***.** *.**
Citigroup, 7.375% 1sep2039, GBP   GBP 09/01/2039 07/02/2020 ***.** *.** 07/02/2020 ***.*** *.**
Citigroup, FRN 17may2024, USD   USD 05/17/2024 07/02/2020 **.** * 07/02/2020 *** *
Citigroup, FRN 1jul2026, USD   USD 07/01/2026 07/02/2020 **.** * 07/02/2020 ***.** *
Citigroup, FRN 1jun2024, USD   USD 06/01/2024 07/02/2020 **.** * 07/02/2020 ***.** *
Citigroup, FRN 1sep2023, USD   USD 09/01/2023 07/02/2020 ***.** * 07/02/2020 ***.** *
Citigroup, FRN 21mar2023, EUR   EUR 03/21/2023 07/02/2020 **.** * 07/02/2020 **.** *
Citigroup, FRN 24jul2023, USD   USD 07/24/2023 07/02/2020 ***.** * 07/02/2020 ***.** *
Citigroup, FRN 24may2021, EUR   EUR 05/24/2021 07/02/2020 ***.*** * 07/02/2020 ***.** *
Citigroup, FRN 25apr2022, USD   USD 04/25/2022 07/02/2020 ***.** * 07/02/2020 ***.** *
Citigroup, FRN 26oct2020, USD   USD 10/26/2020 07/02/2020 ***.** * 07/02/2020 ***.** *
Citigroup, FRN 27oct2022, USD   USD 10/27/2022 07/02/2020 **.** * 07/02/2020 ***.** *
Citigroup, FRN 27oct2023, AUD   AUD 10/27/2023 07/02/2020 ***.*** * 07/02/2020 ***.*** *
Citigroup, FRN 2aug2021, USD   USD 08/02/2021 07/02/2020 ***.** * 07/02/2020 ***.** *
Citigroup, FRN 30mar2021, USD   USD 03/30/2021 07/02/2020 ***.** * 07/02/2020 ***.** *
Citigroup, FRN 4may2021, AUD   AUD 05/04/2021 07/02/2020 ***.** * 07/02/2020 ***.** *
Citigroup, FRN 4nov2022, USD   USD 11/04/2022 07/02/2020 **.*** * 07/02/2020 **.*** *
Citigroup Global Markets Holdings, 0% 12jul2023, ZAR (GMTCH1734, 1826D)   ZAR 07/12/2023 07/02/2020 **.** *.** 07/02/2020 **.** *.**
Citigroup Global Markets Holdings, 0% 12mar2038, MXN (7305D)   MXN 03/12/2038 07/02/2020 **.** *.** 07/02/2020 **.* *.**
Citigroup Global Markets Holdings, 0% 14feb2050, USD (10958D)   USD 02/14/2050 07/02/2020 *** *.** 07/02/2020 *** *.**
Citigroup Global Markets Holdings, 0% 21jan2050, USD (10958D)   USD 01/21/2050 07/02/2020 *** *.* 07/02/2020 *** *.**
Citigroup Global Markets Holdings, 11% 24may2022, TRY   TRY 05/24/2022 07/02/2020 **.*** **.** 07/02/2020 **.** **.**
Citigroup Global Markets Holdings, 2% 12jun2024, USD   USD 06/12/2024 07/02/2020 ***.*** *.* 07/02/2020 ***.*** *.**
Citigroup Global Markets Holdings, 2.5% 30sep2026, USD   USD 09/30/2026 07/02/2020 **.** * 07/02/2020 *** *
Citigroup Global Markets Holdings, 3.1% 3jun2027, USD   USD 06/03/2027 07/02/2020 **.** *.** 07/02/2020 ***.** *.**
Citigroup Global Markets Holdings, 3.3% 22may2024, CNY   CNY 05/22/2024 07/02/2020 **.** *.** 07/02/2020 *
Citigroup Global Markets Holdings, 3.45% 5mar2027, CNY   CNY 03/05/2027 07/02/2020 *** *.** 07/02/2020 *** *.**
Citigroup Global Markets Holdings, 7.6% 27dec2023, ZAR   ZAR 12/27/2023 07/02/2020 ***.** *.** 07/02/2020 ***.** *.**
Citigroup Global Markets Holdings, 8.55% 7aug2026, ZAR   ZAR 08/07/2026 07/02/2020 *** *.** 07/02/2020 *** *.**
Citigroup Global Markets Holdings, FRN 28nov2023, USD   USD 11/28/2023 07/02/2020 ***.* * 07/02/2020 *** *
Citigroup Global Markets Holdings, FRN 3apr2024, USD   USD 04/03/2024 07/02/2020 **.** * 07/02/2020 ***.** *
Citizens Bank, 3.25% 14feb2022, USD   USD 02/14/2022 07/02/2020 ***.*** *.** 07/02/2020 ***.*** *.**
Citizens Financial Group, 2.85% 27jul2026, USD   USD 07/27/2026 07/02/2020 ***.** *.** 07/02/2020 ***.** *.**
Citizens Financial Group, 3.25% 30apr2030, USD   USD 04/30/2030 07/02/2020 ***.** *.** 07/02/2020 ***.** *.**
Citizens Financial Group, 4.3% 3dec2025, USD   USD 12/03/2025 07/02/2020 **.*** *.** 07/02/2020 ***.*** *.**
Citizens Financial Group, 4.35% 2025, USD   USD 08/01/2025 07/02/2020 ***.*** *.** 07/02/2020 ***.** *.**
Citizens Financial Group, 5.65% perp., USD   USD 07/02/2020 ***.** * 07/02/2020 ***.** *
Citrix Systems, 3.3% 1mar2030, USD   USD 03/01/2030 07/02/2020 ***.** *.** 07/02/2020 ***.** *.**
Citrix Systems, 4.5% 1dec2027, USD   USD 12/01/2027 07/02/2020 ***.** *.** 07/02/2020 ***.*** *.**
Clean Harbors, 4.875% 15jul2027, USD   USD 07/15/2027 07/02/2020 **.** *.** 07/02/2020 ***.** *.**
Cleaver-Brooks, 7.875% 1mar2023, USD   USD 03/01/2023 07/02/2020 **.** **.** 07/02/2020 **.*** **.**
Cleco Corporate Holdings, 3.743% 1may2026, USD   USD 05/01/2026 07/02/2020 ***.** *.** 07/02/2020 ***.** *.**
Cleveland Electric Illuminating, 5.95% 15dec2036, USD   USD 12/15/2036 07/02/2020 ***.** *.** 07/02/2020 ***.** *.**
Cleveland-Cliffs, 5.75% 1mar2025, USD   USD 03/01/2025 07/02/2020 **.* **.** 07/02/2020 **.* *.**
Cleveland-Cliffs, 5.75% 1mar2025, USD   USD 03/01/2025 07/02/2020 **.*** *.** 07/02/2020 **.*** *.**
Cleveland-Cliffs, 6.75% 15mar2026, USD   USD 03/15/2026 07/02/2020 **.** **.** 07/02/2020 ***.** *.**
Clorox, 1.8% 15may2030, USD   USD 05/15/2030 07/02/2020 ***.** *.** 07/02/2020 ***.*** *.**
Clorox, 3.05% 15sep2022, USD   USD 09/15/2022 07/02/2020 ***.*** *.** 07/02/2020 ***.*** *.**
Clorox, 3.1% 1oct2027, USD   USD 10/01/2027 07/02/2020 ***.*** *.** 07/02/2020 ***.** *.**
Clorox, 3.5% 15dec2024, USD   USD 12/15/2024 07/02/2020 ***.*** *.** 07/02/2020 ***.** *.**
Clorox, 3.9% 15may2028, USD   USD 05/15/2028 07/02/2020 ***.*** *.** 07/02/2020 ***.*** *.**
CME Group, 3% 15mar2025, USD   USD 03/15/2025 07/02/2020 ***.*** *.** 07/02/2020 ***.*** *.**
CME Group, 3% 15sep2022, USD   USD 09/15/2022 07/02/2020 ***.*** *.** 07/02/2020 ***.*** *.**
CME Group, 3.75% 15jun2028, USD   USD 06/15/2028 07/02/2020 ***.*** *.** 07/02/2020 ***.** *.*
CME Group, 4.15% 15jun2048, USD   USD 06/15/2048 07/02/2020 ***.** *.* 07/02/2020 ***.*** *.**
CME Group, 5.3% 15sep2043, USD   USD 09/15/2043 07/02/2020 ***.** *.** 07/02/2020 ***.*** *.**
CMS Energy, 2.95% 15feb2027, USD   USD 02/15/2027 07/02/2020 ***.*** *.** 07/02/2020 ***.** *.**
CMS Energy, 3% 15may2026, USD   USD 05/15/2026 07/02/2020 ***.*** *.** 07/02/2020 ***.*** *.**
CMS Energy, 3.45% 15aug2027, USD   USD 08/15/2027 07/02/2020 ***.** *.** 07/02/2020 ***.** *.**
CNA Financial, 3.45% 15aug2027, USD   USD 08/15/2027 07/02/2020 ***.*** *.** 07/02/2020 ***.** *.**
CNA Financial, 3.9% 1may2029, USD   USD 05/01/2029 07/02/2020 ***.*** *.** 07/02/2020 ***.*** *.**
CNA Financial, 3.95% 15may2024, USD   USD 05/15/2024 07/02/2020 ***.** *.** 07/02/2020 ***.** *.**
CNA Financial, 4.5% 1mar2026, USD   USD 03/01/2026 07/02/2020 ***.** *.* 07/02/2020 ***.** *.*
CNA Financial, 5.75% 15aug2021, USD   USD 08/15/2021 07/02/2020 ***.*** *.** 07/02/2020 ***.*** *.**
CNOOC Finance (2013) (USA), 2.875% 30sep2029, USD   USD 09/30/2029 07/02/2020 ***.*** *.** 07/02/2020 ***.*** *.**
CNOOC Finance (2013) (USA), 3.3% 30sep2049, USD   USD 09/30/2049 07/02/2020 ***.*** *.* 07/02/2020 ***.* *.**
CNX Resources Corporation, 5.875% 15apr2022, USD   USD 04/15/2022 07/02/2020 **.** *.** 07/02/2020 ***.*** *.**
Coca-Cola Bottling, 3.8% 25nov2025, USD   USD 11/25/2025 07/02/2020 ***.*** *.** 07/02/2020 ***.*** *.*
Coca-Cola European Partners US, 1.875% 18mar2030, EUR   EUR 03/18/2030 07/02/2020 ***.*** *.** 07/02/2020 ***.** *.**
Coca-Cola European Partners US, 2.375% 7may2025, EUR   EUR 05/07/2025 07/02/2020 ***.*** *.** 07/02/2020 ***.*** *.*
Coca-Cola European Partners US, 2.625% 6nov2023, EUR   EUR 11/06/2023 07/02/2020 ***.** *.** 07/02/2020 ***.** *.**
Coca-Cola European Partners US, 2.75% 6may2026, EUR   EUR 05/06/2026 07/02/2020 ***.*** *.** 07/02/2020 ***.** *.**
Coeur Mining, 5.875% 1jun2024, USD   USD 06/01/2024 07/02/2020 **.*** *.** 07/02/2020 ***.*** *.*
Colfax, 3.25% 15may2025, EUR   EUR 05/15/2025 07/02/2020 **.** *.** 07/02/2020 ***.*** *.**
Colgate-Palmolive, 0% 12nov2021, EUR (H)   EUR 11/12/2021 07/02/2020 **.*** *.** 07/02/2020 ***.*** -*.**
Colgate-Palmolive, 0.5% 6mar2026, EUR (H)   EUR 03/06/2026 07/02/2020 ***.*** *.** 07/02/2020 ***.*** *.**
Colgate-Palmolive, 0.875% 12nov2039, EUR (H)   EUR 11/12/2039 07/02/2020 ***.** *.** 07/02/2020 ***.** *.**
Colgate-Palmolive, 1.375% 6mar2034, EUR (H)   EUR 03/06/2034 07/02/2020 ***.** *.** 07/02/2020 ***.*** *.*
Colgate-Palmolive, 2.25% 15nov2022, USD   USD 11/15/2022 07/02/2020 ***.** *.** 07/02/2020 ***.** *.**
Colonial Pipeline, 4.25% 15apr2048, USD   USD 04/15/2048 07/02/2020 ***.*** *.** 07/02/2020 ***.*** *.**
Colorado Interstate Gas, 4.15% 15aug2026, USD   USD 08/15/2026 07/02/2020 ***.*** *.** 07/02/2020 ***.*** *.**
Columbia Pipeline Group Inc., 4.5% 1jun2025, USD   USD 06/01/2025 07/02/2020 ***.*** *.** 07/02/2020 ***.*** *.**
Columbia Pipeline Group Inc., 5.8% 1jun2045, USD   USD 06/01/2045 07/02/2020 ***.*** *.** 07/02/2020 ***.** *.**
Columbia Property Trust Operating Partnership, 3.65% 15aug2026, USD   USD 08/15/2026 07/02/2020 **.*** *.** 07/02/2020 **.** *.**
Columbus Southern Power, 6.6% 1mar2033, USD   USD 03/01/2033 07/02/2020 ***.* *.** 07/02/2020 ***.** *.**
Comcast, 0.25% 20may2027, EUR   EUR 05/20/2027 07/02/2020 **.** *.* 07/02/2020 **.** *.**
Comcast, 0.75% 20feb2032, EUR   EUR 02/20/2032 07/02/2020 **.*** *.** 07/02/2020 **.** *.**
Comcast, 1.25% 20feb2040, EUR   EUR 02/20/2040 07/02/2020 **.** *.** 07/02/2020 **.** *.**
Comcast, 1.95% 15jan2031, USD   USD 01/15/2031 07/02/2020 ***.*** *.** 07/02/2020 ***.*** *.**
Comcast, 2.35% 15jan2027, USD   USD 01/15/2027 07/02/2020 ***.* *.* 07/02/2020 ***.*** *.**
Comcast, 2.65% 1feb2030, USD   USD 02/01/2030 07/02/2020 ***.*** *.** 07/02/2020 ***.** *.**
Comcast, 2.75% 1mar2023, USD   USD 03/01/2023 07/02/2020 ***.** *.** 07/02/2020 ***.** *.**
Comcast, 2.8% 15jan2051, USD   USD 01/15/2051 07/02/2020 ***.** *.** 07/02/2020 ***.** *.**
Comcast, 2.85% 15jan2023, USD   USD 01/15/2023 07/02/2020 ***.** *.** 07/02/2020 ***.* *.**
Comcast, 3.1% 1apr2025, USD   USD 04/01/2025 07/02/2020 ***.*** *.** 07/02/2020 ***.*** *.**
Comcast, 3.125% 15jul2022, USD   USD 07/15/2022 07/02/2020 ***.** *.** 07/02/2020 ***.** *.**
Comcast, 3.15% 15feb2028, USD   USD 02/15/2028 07/02/2020 ***.* *.** 07/02/2020 ***.** *.**
Comcast, 3.15% 1mar2026, USD   USD 03/01/2026 07/02/2020 ***.*** *.** 07/02/2020 ***.*** *.**
Comcast, 3.2% 15jul2036, USD   USD 07/15/2036 07/02/2020 ***.*** *.** 07/02/2020 ***.** *.**
Comcast, 3.25% 1nov2039, USD   USD 11/01/2039 07/02/2020 ***.*** *.** 07/02/2020 ***.** *.**
Comcast, 3.3% 1apr2027, USD   USD 04/01/2027 07/02/2020 ***.** *.** 07/02/2020 ***.*** *.**
Comcast, 3.375% 15feb2025, USD   USD 02/15/2025 07/02/2020 ***.*** *.** 07/02/2020 ***.*** *.**
Comcast, 3.4% 15jul2046, USD   USD 07/15/2046 07/02/2020 ***.*** *.** 07/02/2020 ***.*** *.*
Comcast, 3.4% 1apr2030, USD   USD 04/01/2030 07/02/2020 ***.*** *.** 07/02/2020 ***.*** *.**
Comcast, 3.45% 1feb2050, USD   USD 02/01/2050 07/02/2020 ***.** *.* 07/02/2020 ***.** *.**
Comcast, 3.55% 1may2028, USD   USD 05/01/2028 07/02/2020 ***.** *.* 07/02/2020 ***.*** *.**
Comcast, 3.6% 1mar2024, USD   USD 03/01/2024 07/02/2020 ***.*** *.** 07/02/2020 ***.*** *.**
Comcast, 3.7% 15apr2024, USD   USD 04/15/2024 07/02/2020 ***.** *.** 07/02/2020 ***.** *.**
Comcast, 3.75% 1apr2040, USD   USD 04/01/2040 07/02/2020 ***.** *.** 07/02/2020 ***.** *.**
Comcast, 3.9% 1mar2038, USD   USD 03/01/2038 07/02/2020 ***.** *.** 07/02/2020 ***.** *.**
Comcast, 3.95% 15oct2025, USD   USD 10/15/2025 07/02/2020 ***.** *.** 07/02/2020 ***.* *.**
Comcast, 3.969% 1nov2047, USD   USD 11/01/2047 07/02/2020 ***.*** *.* 07/02/2020 ***.** *.**
Comcast, 3.999% 1nov2049, USD   USD 11/01/2049 07/02/2020 ***.*** *.** 07/02/2020 ***.** *.**
Comcast, 4% 15aug2047, USD   USD 08/15/2047 07/02/2020 ***.** *.** 07/02/2020 ***.** *.**
Comcast, 4% 1mar2048, USD   USD 03/01/2048 07/02/2020 ***.*** *.** 07/02/2020 ***.** *.**
Comcast, 4.049% 1nov2052, USD   USD 11/01/2052 07/02/2020 ***.** *.** 07/02/2020 ***.** *.**
Comcast, 4.15% 15oct2028, USD   USD 10/15/2028 07/02/2020 ***.*** *.** 07/02/2020 ***.*** *.**
Comcast, 4.2% 15aug2034, USD   USD 08/15/2034 07/02/2020 ***.* *.** 07/02/2020 ***.*** *.**
Comcast, 4.25% 15jan2033, USD   USD 01/15/2033 07/02/2020 ***.*** *.** 07/02/2020 ***.*** *.**
Comcast, 4.25% 15oct2030, USD   USD 10/15/2030 07/02/2020 ***.** *.** 07/02/2020 ***.*** *.*
Comcast, 4.5% 15jan2043, USD   USD 01/15/2043 07/02/2020 ***.*** *.** 07/02/2020 ***.* *.**
Comcast, 4.6% 15oct2038, USD   USD 10/15/2038 07/02/2020 ***.*** *.** 07/02/2020 ***.** *.*
Comcast, 4.65% 15jul2042, USD   USD 07/15/2042 07/02/2020 ***.* *.** 07/02/2020 ***.** *.**
Comcast, 4.7% 15oct2048, USD   USD 10/15/2048 07/02/2020 ***.*** *.** 07/02/2020 ***.** *.**
Comcast, 4.95% 15oct2058, USD   USD 10/15/2058 07/02/2020 ***.** *.** 07/02/2020 ***.** *.**
Comcast, 5.5% 23nov2029, GBP   GBP 11/23/2029 07/02/2020 ***.** *.* 07/02/2020 ***.** *.**
Comcast, 6.4% 15may2038, USD   USD 05/15/2038 07/02/2020 ***.*** *.** 07/02/2020 ***.*** *.**
Comcast, 6.95% 15aug2037, USD   USD 08/15/2037 07/02/2020 ***.*** *.** 07/02/2020 ***.*** *.**
Comcast, FRN 15apr2024, USD   USD 04/15/2024 07/02/2020 ***.*** * 07/02/2020 ***.*** *
Comcast, FRN 1oct2020, USD   USD 10/01/2020 07/02/2020 ***.** *.** 07/02/2020 ***.*** *.**
Comcast, FRN 1oct2021, USD   USD 10/01/2021 07/02/2020 ***.*** * 07/02/2020 ***.** *
Comcast Cable Communications Holdings, 9.455% 15nov2022, USD   USD 11/15/2022 07/02/2020 ***.*** *.** 07/02/2020 ***.*** *.**
Comerica, 3.7% 31jul2023, USD   USD 07/31/2023 07/02/2020 ***.*** *.** 07/02/2020 ***.** *.**
Comerica, 3.8% 22jul2026, USD   USD 07/22/2026 07/02/2020 ***.*** *.** 07/02/2020 ***.** *.**
Comerica, 4% 1feb2029, USD   USD 02/01/2029 07/02/2020 ***.*** *.* 07/02/2020 ***.*** *.**
Comerica, 5.625% perp., USD   USD 07/02/2020 **.** * 07/02/2020 ***.** *
Commonwealth Edison, 2.55% 15jun2026, USD   USD 06/15/2026 07/02/2020 ***.*** * 07/02/2020 ***.*** *.**
Commonwealth Edison, 2.95% 15aug2027, USD   USD 08/15/2027 07/02/2020 ***.** *.** 07/02/2020 ***.** *.**
Commonwealth Edison, 3% 1mar2050, USD (129)   USD 03/01/2050 07/02/2020 ***.* *.** 07/02/2020 ***.** *.**
Commonwealth Edison, 3.65% 15jun2046, USD   USD 06/15/2046 07/02/2020 ***.** *.** 07/02/2020 ***.** *.**
Commonwealth Edison, 3.7% 15aug2028, USD   USD 08/15/2028 07/02/2020 ***.*** *.** 07/02/2020 ***.** *.**
Commonwealth Edison, 3.7% 1mar2045, USD   USD 03/01/2045 07/02/2020 ***.** *.** 07/02/2020 ***.*** *.**
Commonwealth Edison, 3.75% 15aug2047, USD   USD 08/15/2047 07/02/2020 ***.*** *.** 07/02/2020 ***.*** *.*
Commonwealth Edison, 4% 1mar2048, USD   USD 03/01/2048 07/02/2020 ***.** *.** 07/02/2020 ***.*** *.**
Commonwealth Edison, 4.35% 15nov2045, USD   USD 11/15/2045 07/02/2020 ***.** *.** 07/02/2020 ***.* *.**
Commonwealth Edison, 4.6% 15aug2043, USD   USD 08/15/2043 07/02/2020 ***.*** *.* 07/02/2020 ***.*** *.**
Commonwealth Edison, 4.7% 15jan2044, USD   USD 01/15/2044 07/02/2020 ***.** *.** 07/02/2020 ***.*** *.**
Community Health Systems (CHS), 6.875% 1feb2022, USD   USD 02/01/2022 07/02/2020 **.** **.** 07/02/2020 **.** *.**
Community Health Systems (CHS), 8% 15mar2026, USD   USD 03/15/2026 07/02/2020 **.*** *.** 07/02/2020 **.*** *.**
Community Health Systems (CHS), 8.625% 15jan2024, USD   USD 01/15/2024 07/02/2020 **.*** **.** 07/02/2020 ***.** *.**
Compass Group Diversified Holdings, 8% 1may2026, USD   USD 05/01/2026 07/02/2020 ***.** *.** 07/02/2020 ***.** *.**
Conagra Brands, 3.2% 25jan2023, USD   USD 01/25/2023 07/02/2020 ***.* *.** 07/02/2020 ***.*** *.**
Conagra Brands, 3.25% 15sep2022, USD   USD 09/15/2022 07/02/2020 ***.*** *.** 07/02/2020 ***.*** *.**
Conagra Brands, 3.8% 22oct2021, USD   USD 10/22/2021 07/02/2020 ***.** *.** 07/02/2020 ***.** *.**
Conagra Brands, 4.3% 1may2024, USD   USD 05/01/2024 07/02/2020 ***.*** *.** 07/02/2020 ***.** *.**
Conagra Brands, 4.6% 1nov2025, USD   USD 11/01/2025 07/02/2020 ***.*** *.** 07/02/2020 ***.*** *.**
Conagra Brands, 4.85% 1nov2028, USD   USD 11/01/2028 07/02/2020 ***.** *.** 07/02/2020 ***.** *.**
Conagra Brands, 5.3% 1nov2038, USD   USD 11/01/2038 07/02/2020 ***.*** *.** 07/02/2020 ***.** *.**
Conagra Brands, 5.4% 1nov2048, USD   USD 11/01/2048 07/02/2020 ***.*** *.** 07/02/2020 ***.*** *.**
Conagra Brands, FRN 9oct2020, USD   USD 10/09/2020 07/02/2020 **.*** * 07/02/2020 **.*** *
Concho Resources, 3.75% 1oct2027, USD   USD 10/01/2027 07/02/2020 ***.*** *.** 07/02/2020 ***.*** *.**
Concho Resources, 4.3% 15aug2028, USD   USD 08/15/2028 07/02/2020 ***.** *.** 07/02/2020 ***.** *.**
Concho Resources, 4.375% 15jan2025, USD   USD 01/15/2025 07/02/2020 ***.** *.** 07/02/2020 ***.** *.**
Concho Resources, 4.85% 15aug2048, USD   USD 08/15/2048 07/02/2020 ***.** *.* 07/02/2020 ***.** *.**
Concho Resources, 4.875% 1oct2047, USD   USD 10/01/2047 07/02/2020 ***.** *.** 07/02/2020 ***.** *.**
Conn's, 7.25% 15jul2022, USD   USD 07/15/2022 07/02/2020 **.** **.** 07/02/2020 **.** **.**
Connecticut Light and Power, 4% 1apr2048, USD   USD 04/01/2048 07/02/2020 ***.* *.** 07/02/2020 ***.*** *.**
Conoco Funding, 7.25% 15oct2031, USD   USD 10/15/2031 07/02/2020 ***.*** *.** 07/02/2020 ***.*** *.**
ConocoPhillips, 5.9% 15oct2032, USD   USD 10/15/2032 07/02/2020 ***.*** *.** 07/02/2020 ***.* *.**
ConocoPhillips, 5.95% 15oct2036, USD   USD 10/15/2036 07/02/2020 ***.*** *.** 07/02/2020 ***.*** *.**
ConocoPhillips, 6.5% 1feb2039, USD   USD 02/01/2039 07/02/2020 ***.*** *.* 07/02/2020 ***.** *.**
ConocoPhillips Company, 2.4% 15dec2022, USD   USD 12/15/2022 07/02/2020 ***.*** *.** 07/02/2020 ***.** *.**
ConocoPhillips Company, 3.35% 15may2025, USD   USD 05/15/2025 07/02/2020 ***.** *.** 07/02/2020 ***.** *.**
ConocoPhillips Company, 3.35% 15nov2024, USD   USD 11/15/2024 07/02/2020 ***.*** *.** 07/02/2020 ***.*** *.**
ConocoPhillips Company, 4.15% 15nov2034, USD   USD 11/15/2034 07/02/2020 ***.*** * 07/02/2020 ***.** *.**
ConocoPhillips Company, 4.3% 15nov2044, USD   USD 11/15/2044 07/02/2020 ***.*** *.** 07/02/2020 ***.** *.**
ConocoPhillips Company, 4.95% 15mar2026, USD   USD 03/15/2026 07/02/2020 ***.*** *.** 07/02/2020 ***.*** *.**
ConocoPhillips Company, 5.95% 15mar2046, USD   USD 03/15/2046 07/02/2020 ***.** *.** 07/02/2020 ***.* *.**
ConocoPhillips Company, 6.95% 15apr2029, USD   USD 04/15/2029 07/02/2020 ***.*** *.** 07/02/2020 ***.** *.**
Consolidated Edison Co of NY, 3.35% 1apr2030, USD (2020 A)   USD 04/01/2030 07/02/2020 ***.** *.** 07/02/2020 ***.** *.**
Consolidated Edison Co of NY, 3.95% 1apr2050, USD (2020 B)   USD 04/01/2050 07/02/2020 ***.** *.** 07/02/2020 ***.** *.**
Consolidated Edison Co of NY, 4% 1dec2028, USD (2018 D)   USD 12/01/2028 07/02/2020 ***.** *.** 07/02/2020 ***.*** *.**
Consolidated Edison Co of NY, 4.125% 15may2049, USD (2019 A)   USD 05/15/2049 07/02/2020 ***.** *.** 07/02/2020 ***.** *.*
Consolidated Edison Co of NY, 4.65% 1dec2048, USD (2018 E)   USD 12/01/2048 07/02/2020 ***.** *.** 07/02/2020 ***.** *.**
Consolidated Edison Co of NY, FRN 25jun2021, USD   USD 06/25/2021 07/02/2020 **.*** * 07/02/2020 ***.*** *
Constellation Brands, 2.65% 7nov2022, USD   USD 11/07/2022 07/02/2020 ***.*** *.** 07/02/2020 ***.*** *.**
Constellation Brands, 2.7% 9may2022, USD   USD 05/09/2022 07/02/2020 ***.*** *.** 07/02/2020 ***.*** *.**
Constellation Brands, 3.15% 1aug2029, USD   USD 08/01/2029 07/02/2020 ***.*** *.** 07/02/2020 ***.*** *.**
Constellation Brands, 3.2% 15feb2023, USD   USD 02/15/2023 07/02/2020 ***.* *.** 07/02/2020 ***.* *.**
Constellation Brands, 3.5% 9may2027, USD   USD 05/09/2027 07/02/2020 ***.** *.** 07/02/2020 ***.*** *.**
Constellation Brands, 3.6% 15feb2028, USD   USD 02/15/2028 07/02/2020 ***.*** *.** 07/02/2020 ***.*** *.*
Constellation Brands, 4.1% 15feb2048, USD   USD 02/15/2048 07/02/2020 ***.** *.** 07/02/2020 ***.*** *.**
Constellation Brands, 4.4% 15nov2025, USD   USD 11/15/2025 07/02/2020 ***.** *.** 07/02/2020 ***.*** *.**
Constellation Brands, 4.5% 9may2047, USD   USD 05/09/2047 07/02/2020 ***.** *.** 07/02/2020 ***.** *.**
Constellation Brands, 4.65% 15nov2028, USD   USD 11/15/2028 07/02/2020 ***.** *.** 07/02/2020 ***.** *
Constellation Brands, 5.25% 15nov2048, USD   USD 11/15/2048 07/02/2020 ***.** *.** 07/02/2020 ***.** *.**
Constellation Brands, FRN 15nov2021, USD   USD 11/15/2021 07/02/2020 **.*** * 07/02/2020 ***.** *
Consumers Energy, 2.5% 1may2060, USD   USD 05/01/2060 07/02/2020 * 07/02/2020 **.* *.**
Consumers Energy, 3.25% 15aug2046, USD   USD 08/15/2046 07/02/2020 ***.*** *.** 07/02/2020 ***.*** *.**
Consumers Energy, 3.5% 1aug2051, USD   USD 08/01/2051 07/02/2020 ***.** *.* 07/02/2020 ***.** *.**
Consumers Energy, 3.75% 15feb2050, USD   USD 02/15/2050 07/02/2020 ***.*** *.** 07/02/2020 ***.*** *.**
Consumers Energy, 3.8% 15nov2028, USD   USD 11/15/2028 07/02/2020 ***.*** *.** 07/02/2020 ***.*** *.**
Consumers Energy, 4.05% 15may2048, USD   USD 05/15/2048 07/02/2020 ***.*** *.* 07/02/2020 ***.*** *.**
Consumers Energy, 4.35% 15apr2049, USD   USD 04/15/2049 07/02/2020 ***.** *.** 07/02/2020 ***.*** *.**
Continental Resources, 3.8% 1jun2024, USD   USD 06/01/2024 07/02/2020 **.** *.** 07/02/2020 **.** *.*
Continental Resources, 4.375% 15jan2028, USD   USD 01/15/2028 07/02/2020 **.*** *.** 07/02/2020 **.*** *.**
Continental Resources, 4.5% 15apr2023, USD   USD 04/15/2023 07/02/2020 **.** *.** 07/02/2020 **.*** *.**
Continental Resources, 4.9% 1jun2044, USD   USD 06/01/2044 07/02/2020 **.** *.** 07/02/2020 **.** *.**
Continental Resources, 5% 15sep2022, USD   USD 09/15/2022 07/02/2020 **.** *.** 07/02/2020 **.** *.**
ContourGlobal Power LP, 3.375% 1aug2023, EUR   EUR 08/01/2023 07/02/2020 ***.*** *.* 07/02/2020 ***.*** *.**
ContourGlobal Power LP, 4.125% 1aug2025, EUR   EUR 08/01/2025 07/02/2020 ***.*** *.** 07/02/2020 ***.** *.**
Cooper-Standard, 5.625% 15nov2026, USD   USD 11/15/2026 07/02/2020 **.* **.** 07/02/2020 **.** **.**
Corning, 1.219% 7jun2030, JPY   JPY 06/07/2030 07/02/2020 **.**** *.** 07/02/2020 **.**** *.**