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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 582 15 784 167 390 200
municipal
USD 410 29 637 053 804
corporate
USD 24362 10 120 048 539 084
EUR 788 529 806 592 000
GBP 182 89 478 824 000
AUD 150 50 922 164 000
INR 100 222 462 600 000
JPY 88 2 029 520 000 000
MXN 76 132 243 280 000
TRY 73 16 099 220 000
BRL 71 11 819 345 000
CAD 68 47 163 787 000
CHF 59 19 720 000 000
RUB 57 90 415 300 000
ZAR 48 61 876 130 000
CNY 33 14 135 500 000
IDR 33 22 514 538 600 000
ILS 32 12 791 146 005
HKD 30 13 616 000 000
NZD 26 8 975 533 000
SEK 22 21 255 000 000
COP 18 1 854 785 000 000
NOK 18 16 018 500 000
UAH 13 3 634 084 870
PLN 9 614 000 000
KZT 8 56 811 167 110
PEN 7 552 300 000
RON 7 283 000 000
CLP 6 89 470 000 000
SGD 6 2 252 570 000
UZS 5 476 000 000 000
MYR 4 218 000 000
CRC 4 14 400 000 000
DEM 3 1 200 000 000
ZMW 3 492 500 000
CZK 3 1 955 000 000
NGN 3 7 000 000 000
PHP 3 6 450 000 000
ARS 3 3 147 000 000
ITL 2 3 000 000 000 000
GHS 2 74 000 000
JMD 2 12 900 000 000
UYU 2 1 728 000 000
KRW 1 6 000 000 000
EGP 1 110 000 000
DOP 1 450 000 000
NAD 1 180 000 000
PYG 1 30 000 000 000
RWF 1 15 000 000 000
SAR 1 555 000 000

News and comments

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) ***
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
GM Financial Automobile Leasing Trust 2019-1, 2.70041% 20feb2020, USD (ABS) - International bonds US36256UAA60 2.70041% 215 000 000  USD 12/13/2019 02/20/2020
Federal Home Loan Banks, 0% 7apr2020, USD (365D) - Domestic bonds US313384VG18 0%   USD 04/08/2019 04/07/2020
Federal Farm Credit Banks, 2.44% 28feb2022, USD - Domestic bonds US3133EKDW37 2.44% 20 000 000  USD 03/14/2019 02/28/2022
Federal Home Loan Banks, 3.28% 28mar2029, USD - Domestic bonds US3130AG3T09 3.28% 20 000 000  USD 03/14/2019 03/28/2029
Federal Home Loan Banks, 2.43% 28feb2022, USD - Domestic bonds US3130AG3U71 2.43% 34 630 000  USD 03/14/2019 02/28/2022
Federal Home Loan Banks, 2.5% 28mar2025, USD - Domestic bonds US3130AG3V54 2.5% 7 310 000  USD 03/14/2019 03/28/2025
Federal Home Loan Banks, FRN 16sep2019, USD - Domestic bonds US3130AG3W38 2.44875% 50 000 000  USD 03/14/2019 09/16/2019
Federal Home Loan Banks, 2.875% 9mar2029, USD - Domestic bonds US3130AG3X11 2.875% 10 000 000  USD 03/14/2019 03/09/2029
Federal Home Loan Banks, 2.42% 15feb2022, USD - Domestic bonds US3130AG3Y93 2.42% 25 000 000  USD 03/14/2019 02/15/2022
Federal Home Loan Banks, 2.58% 20mar2020, USD - International bonds US3130AG3Z68 2.58% 2 000 000 000  USD 03/14/2019 03/20/2020

Domestic bonds outstanding volume

Monthly indices

Type: Feb 2019 Jan 2019 Dec 2018 Nov 2018 Oct 2018 Sep 2018 Aug 2018
US domestic bonds outstanding volume
[8633] USA govt Bonds outst., USD bln (without Bills) 14 907.10 14 850.88 14 778.52 14 653.53 14 681.56 14 650.05 14 495.91
[14227] Government agencies outst., USD mln 1 256 193.50 1 249 123.17 1 240 898.10 1 210 293.45 1 218 048.80 1 219 711.50 1 237 830.64
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Stocks indices

Daily indices

Type: 03/18/2019 03/15/2019 03/14/2019 03/13/2019 03/12/2019 03/11/2019 03/08/2019
Stock market (Developed countries)
[221] Dow Jones 25 914 25 849 25 710 25 703 25 555 25 651 25 450
[222] S&P 500 2 833 2 822 2 808 2 811 2 792 2 783 2 743
[264] NASDAQ Composite  7 714.48 7 688.53 7 630.91 7 643.41 7 591.03 7 558.06 7 408.14
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GDP

Yearly indices

Type: 2017 2016 2015 2014
Government debt-to-GDP (Developed markets, excl. Europe)
[15391] Government Debt to GDP(United States) 105.40 106.10 104.17 103.00

Interest rates

Daily indices

Type: 03/15/2019 03/14/2019 03/13/2019 03/12/2019 03/11/2019 03/08/2019 03/07/2019
SOFR
[22157] SOFR 2.46 2.42 2.40 2.39 2.38 2.39 2.38
The U.S. interest rates indicators
[19081] Federal Funds Effective Rate US 2.400 2.400 2.400 2.400 2.400 2.400 2.400
[19097] US Prime Rate 5.500 5.500 5.500 5.500 5.500 5.500 5.500
show other indices

Historical yields

Daily indices

Type: 03/15/2019 03/14/2019 03/13/2019 03/12/2019 03/11/2019 03/08/2019 03/07/2019
US Treasuries
[4593] UST 1m YTM  2.46 2.48 2.43 2.44 2.44 2.45 2.45
[71] UST 2Y YTM 2.52 2.52 2.53 2.52 2.53 2.53 2.52
[1612] UST 3m YTM 2.46 2.46 2.44 2.46 2.45 2.46 2.46
[68] UST 3Y YTM 2.43 2.46 2.45 2.45 2.47 2.45 2.47
[65] UST 5Y YTM 2.39 2.42 2.41 2.41 2.45 2.43 2.44
[1611] UST 6m YTM 2.45 2.45 2.45 2.46 2.46 2.46 2.45
[1615] UST 7Y YTM 2.40 2.43 2.42 2.41 2.44 2.42 2.44
[59] UST 10Y YTM  2.49 2.53 2.51 2.50 2.53 2.51 2.54
[74] UST 12m YTM 2.52 2.52 2.53 2.53 2.54 2.52 2.52
[4595] UST 20Y YTM  2.59 2.63 2.61 2.61 2.64 2.62 2.64
[62] UST 30Y YTM  2.83 2.86 2.82 2.82 2.86 2.83 2.86
[4597] US TIPS 10Y  0.65 0.69 0.69 0.71 0.73 0.72 0.74
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Central banks rates

Periodic indices

Type: Current value Change Last update
DM central banks rates
[160] Federal funds target rate, %  2.50 0.25 19.12.2018
[1607] Discount window primary credit interest rate, % 3.00 0.25 20.12.2018

International bonds outstanding volume

Monthly indices

Type: Feb 2019 Jan 2019 Dec 2018 Nov 2018 Oct 2018 Sep 2018 Aug 2018
DM international bonds outstanding volume
[11405] USA corporate international bonds, USD bln 4 943.815 4 871.590 4 773.389 4 786.567 4 757.006 4 701.070 4 610.439
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Inflation

Monthly indices

Type: Oct 2018 Sep 2018 Aug 2018 Jul 2018 Jun 2018 May 2018 Apr 2018
Inflation (Developed markets, excl. Europe)
[15757] Inflation Rate (United States) 2.50 2.30 2.70 2.90 2.90 2.80 2.50
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BofA Merrill Lynch

Daily indices

Type: 03/15/2019 03/14/2019 03/13/2019 03/12/2019 03/11/2019 03/08/2019 03/07/2019
H0A0 US High Yield Master II Index
[2109] H0A0 US High Yield Master II Index, Spread-Govt  395 395 399 408 412 418 410
[2111] H0A0, total return 1 316.02 1 315.00 1 313.94 1 310.88 1 307.98 1 305.55 1 308.56
[2113] H0A0, %YTD USD 6.68 6.60 6.51 6.26 6.03 5.83 6.08
[2115] H0A0, effective yield 6.42 6.45 6.48 6.56 6.64 6.68 6.61
[2117] H0A0, effective duration 3.68 3.71 3.71 3.75 3.78 3.80 3.79
IC00 The BofA Merrill Lynch Global Emerging Markets Credit Index
[11755] IC00 The BofA Merrill Lynch Global Emerging Markets Credit Index, Spread-Govt  459 460 463 464 467 475 464
IC1B The BofA Merrill Lynch BB Global Emerging Markets Credit Index
[11765] IC1B The BofA Merrill Lynch BB Global Emerging Markets Credit Index, Spread-Govt  290 289 292 295 299 306 299
IC1C The BofA Merrill Lynch CCC & Lower Global Emerging Markets Credit Index
[11785] IC1C The BofA Merrill Lynch CCC & Lower Global Emerging Markets Credit Index, Spread-Govt  960 963 960 959 961 967 945
IC2B The BofA Merrill Lynch Single-B Global Emerging Markets Credit Index
[11775] IC2B The BofA Merrill Lynch Single-B Global Emerging Markets Credit Index, Spread-Govt   596 599 603 603 604 612 596
ICP0 The BofA Merrill Lynch Emerging Markets Credit Plus Index
[11795] ICP0 The BofA Merrill Lynch Emerging Markets Credit Plus Index, Spread-Govt  305 306 310 311 313 318 314
ICPC The BofA Merrill Lynch Emerging Markets Credit Plus Constrained Index
[11807] ICPC The BofA Merrill Lynch Emerging Markets Credit Plus Constrained Index, Spread-Govt  304 305 309 311 313 316 312
ICPD The BofA Merrill Lynch US Emerging Markets Credit Plus Index
[11805] ICPD The BofA Merrill Lynch US Emerging Markets Credit Plus Index, Spread-Govt  331 331 334 335 337 342 338
ICPE The BofA Merrill Lynch Euro Emerging Markets Credit Plus Index
[11825] ICPE The BofA Merrill Lynch Euro Emerging Markets Credit Plus Index, Spread-Govt  241 244 249 251 255 256 255
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Interest Rate Swaps (IRS)

Daily indices

Type: 03/15/2019 03/14/2019 03/13/2019 03/12/2019 03/11/2019 03/07/2019 03/06/2019
IRS USD (mid-swaps) 
[14701] IRS USD 3M (mid-swap) * * * * * * *
[14703] IRS USD 6M (mid-swap) * * * * * * *
[14705] IRS USD 9M (mid-swap) * * * * * * *
[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 and international bonds volume

Monthly indices

Type: Feb 2019 Jan 2019 Dec 2018 Dec 2018 Nov 2018 Oct 2018 Sep 2018
New issues of USA bonds
[18179] New issues of USA bonds (Agriculture), USD bln 2.800 0.000 0.000 0.000 1.000 0.500 2.455
[18183] New issues of USA bonds (Banks), USD bln 14.515 13.121 0.626 0.597 8.952 5.339 12.461
[18187] New issues of USA bonds (Ferrous metals), USD bln 0.000 0.000 0.700 0.700 0.500 0.000 0.000
[18191] New issues of USA bonds (Other sectors), USD bln 21.429 17.015 14.753 10.557 45.944 33.713 62.092
[18195] New issues of USA bonds (Information and High Technologies), USD bln 2.945 5.651 0.200 0.200 0.150 2.910 7.289
[18199] New issues of USA bonds (Public utilities), USD bln 0.000 0.000 0.495 0.000 0.500 0.821 0.000
[18203] New issues of USA bonds (Light industry), USD bln 0.500 4.170 0.000 0.000 1.500 0.400 0.000
[18207] New issues of USA bonds (Engineering industry), USD bln 8.000 5.800 0.600 0.000 0.790 4.110 6.769
[18211] New issues of USA bonds (Healthcare), USD bln 10.740 3.445 4.853 4.678 7.957 2.532 16.659
[18215] New issues of USA bonds (Oil and gas), USD bln 1.520 2.489 1.440 1.440 2.187 5.807 6.021
[18219] New issues of USA bonds (Food industry), USD bln 20.871 0.000 0.000 0.000 0.720 10.327 8.000
[18223] New issues of USA bonds (Communication), USD bln 10.798 3.003 0.000 3.128 0.000 16.845 5.941
[18227] New issues of USA bonds (Media and Entertainment), USD bln 3.320 8.850 0.000 0.000 1.769 33.351 2.600
[18231] New issues of USA bonds (Construction and development), USD bln 2.600 0.350 0.000 0.000 2.211 0.000 0.673
[18235] New issues of USA bonds (Trade and retail), USD bln 0.700 1.200 0.000 0.000 4.075 0.750 2.122
[18239] New issues of USA bonds (Transportation), USD bln 5.300 1.734 0.000 0.000 3.465 1.550 2.500
[18243] New issues of USA bonds (Financial institutions), USD bln 16.592 43.190 7.114 7.114 15.204 14.431 23.960
[18247] New issues of USA bonds (Chemical and petrochemical industry), USD bln 2.240 0.000 0.000 0.000 14.925 3.834 2.476
[18251] New issues of USA bonds (Non-ferrous metals), USD bln 0.000 0.000 0.000 0.000 0.000 0.000 0.000
[18255] New issues of USA bonds (Timber and paper&pulp industry), USD bln 0.750 0.000 0.000 0.000 0.350 0.000 0.350
[18259] New issues of USA bonds (Ferrous metals), USD bln 0.000 0.000 0.350 0.350 0.000 0.000 0.000
[18263] New issues of USA bonds (Power), USD bln 5.600 13.594 2.668 2.350 5.899 9.819 6.025
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New domestic bonds volume

Monthly indices

Type: Feb 2019 Jan 2019 Dec 2018 Nov 2018 Oct 2018 Sep 2018 Aug 2018
US new domestic bonds volume
[9455] New US government bond issues, USD bln (without Bills) 231.05 184.00 151.00 220.67 163.00 141.00 199.82
[9425] New issues of corporate bonds, USA, USD mln 152 880.48 163 333.28 59 594.95 116 350.69 141 343.54 156 014.41 127 018.70
[9427] New issues of financial inst. bonds, USA, USD mln 24 770.37 54 191.66 3 164.38 16 117.38 12 749.01 32 414.11 26 096.40
[9429] New issues of non-financial inst. bonds, USA, USD mln 128 110.11 109 141.62 54 430.56 100 233.31 127 983.84 123 600.29 100 922.30
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Yield spreads

Daily indices

Type: 03/15/2019 03/14/2019 03/13/2019 03/12/2019 03/11/2019 03/08/2019 03/07/2019
US Treasuries Spread
[1286] UST10-TIPS10 1.84 1.84 1.82 1.79 1.80 1.79 1.80
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Bond futures

Daily indices

Type: 03/19/2019 03/18/2019 03/15/2019 03/14/2019 03/13/2019 03/12/2019 03/11/2019
T-Note Futures (USA)
[12579] 2 Year T-Note Futures 106.22 106.24 106.22 106.18 106.21 106.18 106.16
[12581] 5 Year T-Note Futures 115.02 115.04 115.01 114.89 114.95 114.92 114.86
[12583] 10 Year T-Note Futures 122.88 122.91 122.90 122.62 122.79 122.73 122.62
[12585] 30 Year T-Bond Futures 146.14 146.23 145.98 145.39 146.11 145.95 145.64
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Risk Management Institute

Daily indices

Type: 03/15/2019 03/14/2019 03/13/2019 03/12/2019 03/11/2019 03/08/2019 03/07/2019
RMI CVI - North America
[4587] US CVI value weighted  6.32 6.33 6.22 6.25 6.27 6.98 6.96
[4899] US CVI tail  227.52 225.40 224.28 226.01 228.26 237.42 230.90
[4901] US CVI equally weighted  55.00 53.92 52.24 52.38 52.53 54.64 53.81
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SIFMA

Quarterly indices

Type: IV 2018 III 2018 II 2018 I 2018 IV 2017 III 2017 II 2017
SIFMA international bonds outstanding volume
[14229] Municipal bonds outstanding, bln. USD   3 830 3 857 3 856 3 876 3 832 3 857
[14231] Treasury bonds outstanding, bln. USD   15 268 14 972 14 933 14 469 14 188 13 998
[14233] Mortgage Related bonds outstanding, bln. USD 9 732 9 613 9 483 9 383 9 305 9 184 9 122
[14235] Corporate bonds outstanding, bln. USD   9 157 9 079 9 077 9 002 9 005 8 883
[14237] Federal Agency securities outstanding, bln. USD   1 865 1 900 1 913 1 935 1 941 1 954

Domestic bonds number

Monthly indices

Type: Feb 2019 Jan 2019 Dec 2018 Nov 2018 Oct 2018 Sep 2018 Aug 2018
US domestic bonds number
[9457] Number of US government bond issues outs. (without Bills) 364 363 363 363 365 365 364
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New domestic and international bonds number

Monthly indices

Type: Feb 2019 Jan 2019 Dec 2018 Dec 2018 Nov 2018 Oct 2018 Sep 2018
Количество новых выпусков внутренних облигаций и еврооблигаций США
[18181] Number of new USA bond issues (Agriculture) 3.000 0.000 0.000 0.000 2.000 1.000 5.000
[18185] Number of new USA bond issues (Banks) 52.000 36.000 13.000 12.000 33.000 27.000 35.000
[18189] Number of new USA bond issues (Ferrous metals) 0.000 0.000 3.000 3.000 1.000 0.000 0.000
[18193] Number of new USA bond issues (Other sectors) 40.000 46.000 48.000 34.000 102.000 92.000 77.000
[18197] Number of new USA bond issues (Information and High Technologies) 7.000 4.000 1.000 1.000 1.000 6.000 10.000
[18201] Number of new USA bond issues (Public utilities) 0.000 0.000 1.000 1.000 1.000 1.000 0.000
[18205] Number of new USA bond issues (Light industry) 1.000 7.000 0.000 0.000 2.000 1.000 0.000
[18209] Number of new USA bond issues (Engineering industry) 16.000 5.000 1.000 0.000 4.000 9.000 15.000
[18213] Number of new USA bond issues (Healthcare) 12.000 5.000 8.000 7.000 12.000 8.000 16.000
[18217] Number of new USA bond issues (Oil and gas) 5.000 5.000 3.000 3.000 4.000 10.000 13.000
[18221] Number of new USA bond issues (Food industry) 16.000 0.000 0.000 0.000 4.000 17.000 6.000
[18225] Number of new USA bond issues (Communication) 6.000 5.000 0.000 2.000 0.000 30.000 5.000
[18229] Number of new USA bond issues (Media and Entertainment) 5.000 8.000 0.000 0.000 5.000 20.000 5.000
[18233] Number of new USA bond issues (Construction and development) 7.000 1.000 0.000 0.000 4.000 0.000 2.000
[18237] Number of new USA bond issues (Trade and retail) 1.000 2.000 0.000 0.000 5.000 1.000 5.000
[18241] Number of new USA bond issues (Transportation) 8.000 3.000 0.000 0.000 5.000 3.000 3.000
[18245] Number of new USA bond issues (Financial institutions) 50.000 73.000 22.000 22.000 44.000 45.000 70.000
[18249] Number of new USA bond issues (Chemical and petrochemical industry) 4.000 0.000 0.000 0.000 12.000 7.000 5.000
[18253] Number of new USA bond issues (Non-ferrous metals) 0.000 0.000 0.000 0.000 0.000 0.000 0.000
[18257] Number of new USA bond issues (Timber and paper&pulp industry) 1.000 0.000 0.000 0.000 1.000 0.000 1.000
[18261] Number of new USA bond issues (Ferrous metals) 0.000 0.000 1.000 1.000 0.000 0.000 0.000
[18265] Number of new USA bond issues (Power) 12.000 19.000 6.000 5.000 13.000 20.000 13.000
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New domestic bonds number

Monthly indices

Type: Feb 2019 Jan 2019 Dec 2018 Nov 2018 Oct 2018 Sep 2018 Aug 2018
US new domestic bonds number
[9431] Number of new issues of US corporate bonds 382 415 233 356 453 455 458
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Bonds prices

issue volume maturity date bid prices ask prices
date bid price yield date ask price yield
21st Century Fox America, 3.375% 15nov2026, USD   USD 11/15/2026 03/18/2019 ***.** *.** 03/18/2019 ***.** *.**
21st Century Fox America, 3.7% 15oct2025, USD   USD 10/15/2025 03/18/2019 ***.** *.** 03/18/2019 ***.** *.**
21st Century Fox America, 3.7% 15sep2024, USD   USD 09/15/2024 03/18/2019 ***.** *.** 03/18/2019 ***.** *.**
21st Century Fox America, 4.5% 15feb2021, USD   USD 02/15/2021 03/18/2019 ***.** *.** 03/18/2019 ***.*** *.**
21st Century Fox America, 4.75% 15nov2046, USD   USD 11/15/2046 03/18/2019 ***.* *.** 03/18/2019 ***.** *
21st Century Fox America, 4.75% 15sep2044, USD   USD 09/15/2044 03/18/2019 ***.** *.** 03/18/2019 ***.** *.**
21st Century Fox America, 6.4% 15dec2035, USD   USD 12/15/2035 03/18/2019 ***.** *.** 03/18/2019 ***.** *.**
21st Century Fox America, 6.55% 15mar2033, USD   USD 03/15/2033 03/18/2019 ***.** *.** 03/18/2019 ***.** *.**
3M Company, 0.375% 15feb2022, USD   EUR 02/15/2022 03/18/2019 ***.* *.** 03/18/2019 ***.** *.**
3M Company, 0.95% 15may2023, EUR   EUR 05/15/2023 03/18/2019 ***.** *.** 03/18/2019 ***.** *.**
3M Company, 1.5% 2jun2031, EUR   EUR 06/02/2031 03/18/2019 ***.** *.** 03/18/2019 ***.** *.**
3M Company, 1.5% 9nov2026, EUR   EUR 11/09/2026 03/18/2019 ***.** *.* 03/18/2019 ***.** *.**
3M Company, 1.75% 15may2030, EUR   EUR 05/15/2030 03/18/2019 ***.** *.* 03/18/2019 ***.** *.**
3M Company, 1.875% 15nov2021, EUR   EUR 11/15/2021 03/18/2019 ***.** *.** 03/18/2019 ***.** -*.**
3M Company, FRN 15may2020, EUR   EUR 05/15/2020 03/18/2019 ***.** * 03/18/2019 ***.** *
AB InBev Worldwide, 3.75% 15jan2022, USD   USD 01/15/2022 03/18/2019 ***.** *.** 03/18/2019 ***.*** *.**
AB InBev Worldwide, 4.439% 6oct2048, USD   USD 10/06/2048 03/18/2019 **.** *.* 03/18/2019 **.* *.**
AB InBev Worldwide, 4.95% 15jan2042, USD   USD 01/15/2042 03/18/2019 **.*** *.** 03/18/2019 **.** *.**
AB InBev Worldwide, 5.875% 15jun2035, USD   USD 06/15/2035 03/18/2019 ***.*** *.** 03/18/2019 ***.** *.**
AB InBev Worldwide, 6.375% 15jan2040, USD   USD 01/15/2040 03/18/2019 ***.** *.** 03/18/2019 ***.** *.**
AB InBev Worldwide, 6.875% 15nov2019, USD   USD 11/15/2019 03/18/2019 ***.** *.** 03/18/2019 ***.* *.**
AB InBev Worldwide, 8.2% 15jan2039, USD   USD 01/15/2039 03/18/2019 ***.** *.** 03/18/2019 ***.** *.**
ABB Finance USA, 2.8% 3apr2020, USD   USD 04/03/2020 03/18/2019 **.** *.** 03/18/2019 ***.** *.**
ABB Finance USA, 3.375% 3apr2023, USD   USD 04/03/2023 03/18/2019 ***.*** *.** 03/18/2019 ***.*** *.**
ABB Finance USA, 3.8% 3apr2028, USD   USD 04/03/2028 03/18/2019 ***.* *.** 03/18/2019 ***.*** *.**
Abbott Laboratories, 2.55% 15mar2022, USD   USD 03/15/2022 03/18/2019 **.*** *.** 03/18/2019 **.*** *.**
Abbott Laboratories, 2.9% 30nov2021, USD   USD 11/30/2021 03/18/2019 **.*** *.** 03/18/2019 **.** *.**
Abbott Laboratories, 2.95% 15mar2025, USD   USD 03/15/2025 03/18/2019 **.*** *.** 03/18/2019 **.*** *.**
Abbott Laboratories, 3.4% 30nov2023, USD   USD 11/30/2023 03/18/2019 ***.** *.* 03/18/2019 ***.** *.**
Abbott Laboratories, 3.75% 30nov2026, USD   USD 11/30/2026 03/18/2019 ***.** *.* 03/18/2019 ***.** *.**
Abbott Laboratories, 4.75% 30nov2036, USD   USD 11/30/2036 03/18/2019 ***.** *.** 03/18/2019 ***.* *.**
Abbott Laboratories, 4.9% 30nov2046, USD   USD 11/30/2046 03/18/2019 ***.** *.** 03/18/2019 ***.*** *.**
AbbVie, 0.375% 18nov2019, EUR   EUR 11/18/2019 03/18/2019 ***.** -*.** 03/18/2019 ***.* -*.**
AbbVie, 1.375% 17may2024, EUR   EUR 05/17/2024 03/18/2019 ***.** *.** 03/18/2019 ***.** *.**
AbbVie, 2.125% 17nov2028, EUR   EUR 11/17/2028 03/18/2019 ***.** *.* 03/18/2019 ***.** *.**
AbbVie, 2.5% 14may2020, USD   USD 05/14/2020 03/18/2019 **.** *.** 03/18/2019 **.* *.**
AbbVie, 2.9% 6nov2022, USD   USD 11/06/2022 03/18/2019 **.** *.** 03/18/2019 **.** *.**
AbbVie, 3.2% 6nov2022, USD   USD 11/06/2022 03/18/2019 ***.*** *.** 03/18/2019 ***.** *.**
AbbVie, 3.6% 14may2025, USD   USD 05/14/2025 03/18/2019 **.** *.** 03/18/2019 **.*** *.**
AbbVie, 4.4% 6nov2042, USD   USD 11/06/2042 03/18/2019 **.*** *.** 03/18/2019 **.*** *.**
AbbVie, 4.5% 14may2035, USD   USD 05/14/2035 03/18/2019 **.** *.** 03/18/2019 **.*** *.**
AbbVie, 4.7% 14may2045, USD   USD 05/14/2045 03/18/2019 **.*** *.** 03/18/2019 **.** *.**
Acadia Healthcare, 5.625% 15feb2023, USD   USD 02/15/2023 03/18/2019 ***.** *.** 03/18/2019 ***.** *.**
ACC Operating Partnership, 3.35% 1oct2020, USD   USD 10/01/2020 03/18/2019 **.** *.** 03/18/2019 ***.** *.**
ACE Group, 9.7% 1apr2030   USD 04/01/2030 03/18/2019 ***.* *.** 03/18/2019 ***.*** *.**
Activision Blizzard, 2.3% 15sep2021, USD   USD 09/15/2021 03/18/2019 **.** *.** 03/18/2019 **.** *.**
Activision Blizzard, 3.4% 15sep2026, USD   USD 09/15/2026 03/18/2019 **.*** *.** 03/18/2019 **.*** *.**
Adient Global Holdings, 3.5% 15aug2024, EUR   EUR 08/15/2024 03/18/2019 **.** *.** 03/18/2019 **.** *.**
Advanced Micro Devices, 7% 1jul2024, USD   USD 07/01/2024 03/18/2019 ***.** *.** 03/18/2019 ***.** *.**
AECOM, 5.125% 15mar2027, USD   USD 03/15/2027 03/18/2019 **.** *.** 03/18/2019 **.** *.*
AEP Transmission Company, 3.1% 1dec2026, USD   USD 12/01/2026 03/18/2019 **.*** *.** 03/18/2019 **.*** *.**
AEP Transmission Company, 4% 1dec2046, USD   USD 12/01/2046 03/18/2019 **.*** *.** 03/18/2019 **.*** *.**
AES Corp, 5.5% 15apr2025, USD   USD 04/15/2025 03/18/2019 ***.** *.** 03/18/2019 ***.** *.**
Aetna, 3.875% 15aug2047, USD   USD 08/15/2047 03/18/2019 **.*** * 03/18/2019 **.*** *.**
Affiliated Managers Group, 3.5% 1aug2025, USD   USD 08/01/2025 03/18/2019 **.** *.** 03/18/2019 **.** *.**
Aflac, 0.932% 25jan2027, JPY   JPY 01/25/2027 03/18/2019 ***.*** *.** 03/18/2019 ***.** *.**
Aflac, 2.875% 15oct2026, USD   USD 10/15/2026 03/18/2019 **.*** *.** 03/18/2019 **.*** *.**
Aflac, 3.25% 17mar2025, USD   USD 03/17/2025 03/18/2019 ***.** *.** 03/18/2019 ***.** *.**
Aflac, 4% 15oct2046, USD   USD 10/15/2046 03/18/2019 **.*** *.** 03/18/2019 **.** *.**
Agilent Technologies, 3.05% 22sep2026, USD   USD 09/22/2026 03/18/2019 **.*** *.** 03/18/2019 **.*** *.**
Agricultural Bank Of China (NY), 2.75% 21may2020   USD 05/21/2020 03/18/2019 **.*** *.** 03/18/2019 **.**** *.**
AIG Global Funding, 1.9% 6oct2021, USD   USD 10/06/2021 03/18/2019 **.** *.** 03/18/2019 ***.** *.**
AIG Global Funding, 2.15% 2jul2020, USD   USD 07/02/2020 03/18/2019 **.** *.** 03/18/2019 **.** *.**
Air Lease Corp, 2.125% 15jan2020, USD   USD 01/15/2020 03/18/2019 **.** *.** 03/18/2019 **.** *.**
Air Lease Corp, 2.5% 1mar2021, USD   USD 03/01/2021 03/18/2019 **.*** *.** 03/18/2019 **.** *.**
Air Lease Corp, 2.625% 1jul2022, USD   USD 07/01/2022 03/18/2019 **.** *.** 03/18/2019 **.** *.**
Air Lease Corp, 2.75% 15jan2023, USD   USD 01/15/2023 03/18/2019 **.** *.** 03/18/2019 **.*** *.**
Air Lease Corp, 3% 15sep2023, USD   USD 09/15/2023 03/18/2019 **.*** *.** 03/18/2019 **.** *.**
Air Lease Corp, 3.25% 1mar2025, USD   USD 03/01/2025 03/18/2019 **.*** *.** 03/18/2019 **.** *.**
Air Lease Corp, 3.625% 1apr2027, USD   USD 04/01/2027 03/18/2019 **.*** *.** 03/18/2019 **.** *.**
Air Lease Corp, 3.625% 1dec2027, USD   USD 12/01/2027 03/18/2019 **.** *.* 03/18/2019 **.** *.**
Air Lease Corp, 3.875% 1apr2021, USD   USD 04/01/2021 03/18/2019 ***.*** *.** 03/18/2019 ***.*** *.**
Air Products and Chemicals, 0.375% 1jun2021, EUR   EUR 06/01/2021 03/18/2019 ***.** *.** 03/18/2019 ***.* *.**
Air Products and Chemicals, 1% 12feb2025, EUR   EUR 02/12/2025 03/18/2019 ***.** *.** 03/18/2019 ***.** *.**
Air Products and Chemicals, 2% 7aug2020, EUR   EUR 08/07/2020 03/18/2019 ***.** -*.** 03/18/2019 ***.** -*.**
Aircastle, 4.125% 1may2024, USD   USD 05/01/2024 03/18/2019 **.*** *.** 03/18/2019 **.*** *.**
Alabama Power, 2.45% 30mar2022, USD   USD 03/30/2022 03/18/2019 **.* *.** 03/18/2019 **.*** *.**
Alabama Power, 3.7% 1dec2047, USD   USD 12/01/2047 03/18/2019 **.*** *.** 03/18/2019 **.** *.**
Alabama Power, 3.75% 1mar2045, USD   USD 03/01/2045 03/18/2019 **.*** *.** 03/18/2019 **.*** *.**
Albemarle, 1.875% 8dec2021, EUR   EUR 12/08/2021 03/18/2019 ***.** *.** 03/18/2019 ***.** *.**
Albemarle, 4.15% 1dec2024, USD   USD 12/01/2024 03/18/2019 ***.*** *.* 03/18/2019 ***.*** *.**
Alcatel Lucent USA, 6.45% 15mar2029, USD   USD 03/15/2029 03/18/2019 **.* *.** 03/18/2019 **.* *.**
Alexandria Real Estate Equities, 3.45% 30apr2025, USD   USD 04/30/2025 03/18/2019 **.*** *.** 03/18/2019 **.*** *.**
Alexandria Real Estate Equities, L.P., 3.95% 15jan2028, USD   USD 01/15/2028 03/18/2019 **.*** *.** 03/18/2019 **.*** *.**
Allergan Capital SARL, 3.85% 15jun2024, USD   USD 06/15/2024 03/18/2019 ***.*** *.* 03/18/2019 ***.*** *.**
Allergan Finance, 3.25% 1oct2022, USD   USD 10/01/2022 03/18/2019 **.*** *.** 03/18/2019 **.*** *.**
Allergan Finance, 4.625% 1oct2042, USD   USD 10/01/2042 03/18/2019 **.*** *.** 03/18/2019 **.*** *.**
Alliance Data Systems, 4.5% 15mar2022, EUR   EUR 03/15/2022 03/18/2019 ***.** *.** 03/18/2019 ***.** *.**
Alliance Data Systems, 5.25% 15nov2023, EUR   EUR 11/15/2023 03/18/2019 ***.** *.** 03/18/2019 ***.** *.**
Allison Transmission, 5% 1oct2024, USD   USD 10/01/2024 03/18/2019 **.** *.** 03/18/2019 ***.* *.**
Allstate Corp, 7.45% 16may2019, USD   USD 05/16/2019 03/18/2019 ***.** *.** 03/18/2019 ***.** *.**
Ally Financial, 4.125% 13feb2022, USD   USD 02/13/2022 03/18/2019 ***.** *.** 03/18/2019 ***.** *.**
Ally Financial, 4.125% 30mar2020, USD   USD 03/30/2020 03/18/2019 ***.** *.** 03/18/2019 ***.** *.*
Ally Financial, 4.625% 30mar2025, USD   USD 03/30/2025 03/18/2019 ***.** *.** 03/18/2019 ***.** *.**
Alphabet, 1.998% 15aug2026, USD   USD 08/15/2026 03/18/2019 **.*** *.** 03/18/2019 **.** *.**
Alphabet, 3.625% 19may2021, USD   USD 05/19/2021 03/18/2019 ***.*** *.** 03/18/2019 ***.*** *.**
Altria Group, 10.2% 6feb2039, USD   USD 02/06/2039 03/18/2019 ***.** *.** 03/18/2019 ***.** *.**
Altria Group, 2.625% 14jan2020, USD   USD 01/14/2020 03/18/2019 **.** *.** 03/18/2019 ***.** *.**
Altria Group, 2.625% 16sep2026, USD   USD 09/16/2026 03/18/2019 **.*** *.** 03/18/2019 **.* *.**
Altria Group, 3.875% 16sep2046, USD   USD 09/16/2046 03/18/2019 **.*** *.** 03/18/2019 **.*** *.**
Altria Group, 9.95% 10nov2038, USD   USD 11/10/2038 03/18/2019 ***.** *.** 03/18/2019 ***.** *.**
Amazon.com, 2.6% 5dec2019, USD   USD 12/05/2019 03/18/2019 **.** *.** 03/18/2019 ***.*** *.*
Amazon.com, 3.3% 5dec2021, USD   USD 12/05/2021 03/18/2019 ***.** *.** 03/18/2019 ***.*** *.**
Amazon.com, 3.8% 5dec2024, USD   USD 12/05/2024 03/18/2019 ***.* *.** 03/18/2019 ***.*** *.*
Amazon.com, 4.8% 5dec2034, USD   USD 12/05/2034 03/18/2019 ***.*** *.** 03/18/2019 ***.*** *.**
Amazon.com, 4.95% 5dec2044, USD   USD 12/05/2044 03/18/2019 ***.*** *.** 03/18/2019 ***.** *.**
Amazon.com, 5.2% 3dec2025, USD   USD 12/03/2025 03/18/2019 ***.*** *.** 03/18/2019 ***.*** *.**
AMC Entertainment Holdings, 5.75% 15jun2025, USD   USD 06/15/2025 03/18/2019 **.* *.** 03/18/2019 **.** *.**
AMC Entertainment Holdings, 5.875% 15feb2022, USD   USD 02/15/2022 03/18/2019 ***.* *.** 03/18/2019 ***.** *.**
AMC Networks, 4.75% 1aug2025, USD   USD 08/01/2025 03/18/2019 **.* *.** 03/18/2019 **.** *.**
Ameren Illinois, 3.7% 1dec2047, USD   USD 12/01/2047 03/18/2019 **.*** *.** 03/18/2019 **.*** *.**
Ameren Illinois, 4.15% 15mar2046, USD   USD 03/15/2046 03/18/2019 ***.** *.* 03/18/2019 ***.*** *.**
American Airlines Group, 4.625% 1mar2020, USD   USD 03/01/2020 03/18/2019 ***.** *.** 03/18/2019 ***.** *.**
American Airlines Group, 5.5% 1oct2019, USD   USD 10/01/2019 03/18/2019 **.*** *.** 03/18/2019 ***.*** *.**
American Axle & Manufacturing, 6.25% 1apr2025, USD   USD 04/01/2025 03/18/2019 **.** *.** 03/18/2019 **.** *.**
American Campus Communities (ACC), 3.625% 15nov2027, USD   USD 11/15/2027 03/18/2019 **.*** *.** 03/18/2019 **.*** *.**
American Equity Investment Life, 5% 15jun2027, USD   USD 06/15/2027 03/18/2019 **.** *.** 03/18/2019 ***.** *.**
American Express Co, 2.65% 2dec2022, USD   USD 12/02/2022 03/18/2019 **.*** *.** 03/18/2019 **.** *.**
American Express Co, 4.05% 3dec2042, USD   USD 12/03/2042 03/18/2019 **.** *.* 03/18/2019 ***.*** *.**
American Express Co, 4.9% perp., USD   USD 03/18/2019 **.** * 03/18/2019 ***.** *
American Express Co, FRN 26may2020, USD   USD 05/26/2020 03/18/2019 ***.*** * 03/18/2019 ***.*** *
American Express Credit Corp, 0.625% 22nov2021, EUR   EUR 11/22/2021 03/18/2019 ***.** *.** 03/18/2019 ***.* *.**
American Honda Finance, 0.55% 17mar2023, EUR   EUR 03/17/2023 03/18/2019 ***.** *.** 03/18/2019 ***.** *.**
American Honda Finance, 0.75% 17jan2024, EUR   EUR 01/17/2024 03/18/2019 ***.** *.** 03/18/2019 ***.** *.**
American Honda Finance, 1.3% 21mar2022, GBP (Series A)   GBP 03/21/2022 03/18/2019 **.** *.** 03/18/2019 **.** *.**
American Honda Finance, 1.375% 10nov2022, EUR   EUR 11/10/2022 03/18/2019 ***.** *.** 03/18/2019 ***.** *.**
American Honda Finance, 1.95% 20jul2020, USD   USD 07/20/2020 03/18/2019 **.** *.** 03/18/2019 **.** *.**
American Honda Finance, 2.625% 14oct2022, GBP   GBP 10/14/2022 03/18/2019 ***.** *.** 03/18/2019 ***.** *.**
American Honda Finance, 2.65% 12feb2021, USD   USD 02/12/2021 03/18/2019 **.** *.** 03/18/2019 ***.** *.*
American Honda Finance, 3.5% 15feb2028, USD   USD 02/15/2028 03/18/2019 *** *.* 03/18/2019 ***.*** *.**
American Honda Finance, FRN 12feb2021, USD   USD 02/12/2021 03/18/2019 **.** * 03/18/2019 **.** *
American Honda Motor, 1.875% 4sep2019, EUR   EUR 09/04/2019 03/18/2019 ***.** -*.** 03/18/2019 ***.** -*.**
American International Group, 1.5% 8jun2023, EUR   EUR 06/08/2023 03/18/2019 ***.** *.* 03/18/2019 ***.** *.**
American International Group, 1.875% 21jun2027, EUR   EUR 06/21/2027 03/18/2019 ***.** *.** 03/18/2019 ***.** *.**
American International Group, 4.5% 16jul2044, USD   USD 07/16/2044 03/18/2019 **.*** *.** 03/18/2019 **.*** *.**
American International Group, 4.75% 1apr2048, USD   USD 04/01/2048 03/18/2019 **.*** *.** 03/18/2019 **.*** *.**
American International Group, 4.875% 15mar2067, EUR   EUR 03/15/2067 03/18/2019 ** * 03/18/2019 **.** *
American International Group, 5% 26apr2023, GBP   GBP 04/26/2023 03/18/2019 ***.** *.** 03/18/2019 ***.** *.**
American International Group, 5.75% 15mar2067, GBP   GBP 03/15/2067 03/18/2019 ** * 03/18/2019 ** *
American International Group, 6.375% 5oct2020, GBP   GBP 10/05/2020 03/18/2019 ***.** *.** 03/18/2019 ***.** *.**
American International Group, 8.175% 15may2058, USD   USD 05/15/2058 03/18/2019 ***.*** * 03/18/2019 ***.** *
American Tower, 1.375% 4apr2025, EUR   EUR 04/04/2025 03/18/2019 **.** *.** 03/18/2019 **.* *.**
American Tower, 2.25% 15jan2022, USD   USD 01/15/2022 03/18/2019 **.* *.** 03/18/2019 **.*** *.**
American Tower, 2.8% 1jun2020, USD   USD 06/01/2020 03/18/2019 **.** *.** 03/18/2019 ***.** *.**
American Tower, 3% 15jun2023, USD   USD 06/15/2023 03/18/2019 **.*** *.** 03/18/2019 **.* *.**
American Tower, 3.125% 15jan2027, USD   USD 01/15/2027 03/18/2019 **.*** *.** 03/18/2019 **.*** *.**
American Tower, 3.55% 15jul2027, USD   USD 07/15/2027 03/18/2019 **.*** *.** 03/18/2019 **.*** *.**
American Tower, 3.6% 15jan2028, USD   USD 01/15/2028 03/18/2019 **.* * 03/18/2019 **.*** *.**
American Tower, 4% 1jun2025, USD   USD 06/01/2025 03/18/2019 ***.*** *.** 03/18/2019 ***.*** *.**
American Tower, 5% 15feb2024, USD   USD 02/15/2024 03/18/2019 ***.*** *.** 03/18/2019 ***.** *.**
American Water Works, 2.95% 1sep2027, USD   USD 09/01/2027 03/18/2019 **.** *.** 03/18/2019 **.** *.**
American Water Works, 3.75% 1sep2047, USD   USD 09/01/2047 03/18/2019 **.*** *.** 03/18/2019 **.*** *.**
AmeriGas Partners, 5.625% 20may2024, USD   USD 05/20/2024 03/18/2019 ***.** *.** 03/18/2019 ***.** *.**
AmeriGas Partners, 5.75% 20may2027, USD   USD 05/20/2027 03/18/2019 **.** *.** 03/18/2019 **.* *.**
AmeriGas Partners, 5.875% 20aug2026, USD   USD 08/20/2026 03/18/2019 **.** *.** 03/18/2019 ***.** *.**
AmerisourceBergen, 3.45% 15dec2027, USD   USD 12/15/2027 03/18/2019 **.** *.** 03/18/2019 **.** *.**
AmerisourceBergen, 4.3% 15dec2047, USD   USD 12/15/2047 03/18/2019 **.** *.* 03/18/2019 **.*** *.**
Amgen, 0.41% 8mar2023, CHF   CHF 03/08/2023 03/18/2019 ***.* -*.** 03/18/2019 ***.** -*.**
Amgen, 1.85% 19aug2021, USD   USD 08/19/2021 03/18/2019 **.*** *.** 03/18/2019 **.*** *.**
Amgen, 1.9% 10may2019, USD   USD 05/10/2019 03/18/2019 **.** *.** 03/18/2019 **.* *.**
Amgen, 2.125% 13sep2019, EUR   EUR 09/13/2019 03/18/2019 ***.* -*.** 03/18/2019 ***.** -*.**
Amgen, 2.125% 1may2020, USD   USD 05/01/2020 03/18/2019 **.** *.** 03/18/2019 **.** *.**
Amgen, 2.2% 11may2020, USD   USD 05/11/2020 03/18/2019 **.** *.** 03/18/2019 **.** *.**
Amgen, 2.25% 19aug2023, USD   USD 08/19/2023 03/18/2019 **.*** * 03/18/2019 **.*** *.**
Amgen, 2.6% 19aug2026, USD   USD 08/19/2026 03/18/2019 **.** *.** 03/18/2019 **.** *.**
Amgen, 2.65% 11may2022, USD   USD 05/11/2022 03/18/2019 **.** *.** 03/18/2019 **.* *.**
Amgen, 2.7% 1may2022, USD   USD 05/01/2022 03/18/2019 **.** *.** 03/18/2019 **.** *.**
Amgen, 3.125% 1may2025, USD   USD 05/01/2025 03/18/2019 **.*** *.** 03/18/2019 **.*** *.**
Amgen, 3.2% 2nov2027, USD   USD 11/02/2027 03/18/2019 **.** *.** 03/18/2019 **.** *.**
Amgen, 4% 13sep2029, GBP   GBP 09/13/2029 03/18/2019 ***.** *.** 03/18/2019 ***.** *.**
Amgen, 4.4% 1may2045, USD   USD 05/01/2045 03/18/2019 **.*** *.** 03/18/2019 **.** *.*
Amgen, 4.563% 15jun2048, USD   USD 06/15/2048 03/18/2019 **.** *.** 03/18/2019 **.*** *.**
Amgen, 4.663% 15jun2051, USD   USD 06/15/2051 03/18/2019 **.*** *.** 03/18/2019 **.*** *.*
Amgen, 5.5% 7dec2026, GBP   GBP 12/07/2026 03/18/2019 ***.** *.** 03/18/2019 ***.** *.**
Amgen, FRN 10may2019, USD   USD 05/10/2019 03/18/2019 ***.** * 03/18/2019 ***.** *
Amgen, FRN 11may2020, USD   USD 05/11/2020 03/18/2019 ***.** * 03/18/2019 ***.** *
Amkor Technology, 6.375% 1oct2022, USD   USD 10/01/2022 03/18/2019 *** *.** 03/18/2019 ***.** *.**
Amsted Industries, 5% 15mar2022, USD   USD 03/15/2022 03/18/2019 **.** *.** 03/18/2019 ***.** *.**
Anadarko Petroleum, 7.5% 1may2031, USD   USD 05/01/2031 03/18/2019 ***.* *.** 03/18/2019 ***.** *.**
Analog Devices, 2.5% 5dec2021, USD   USD 12/05/2021 03/18/2019 **.** *.** 03/18/2019 **.** *.**
Analog Devices, 2.85% 12mar2020, USD   USD 03/12/2020 03/18/2019 **.** *.* 03/18/2019 ***.** *.**
Analog Devices, 2.95% 12jan2021, USD   USD 01/12/2021 03/18/2019 **.** *.** 03/18/2019 ***.** *.*
Analog Devices, 3.125% 5dec2023, USD   USD 12/05/2023 03/18/2019 **.*** *.** 03/18/2019 **.*** *.**
Analog Devices, 3.5% 5dec2026, USD   USD 12/05/2026 03/18/2019 **.*** *.** 03/18/2019 **.*** *.**
Analog Devices, 4.5% 5dec2036, USD   USD 12/05/2036 03/18/2019 **.*** *.** 03/18/2019 **.*** *.**
Andeavor, 3.8% 1apr2028, USD   USD 04/01/2028 03/18/2019 ** *.** 03/18/2019 ** *.**
Andeavor, 4.5% 1apr2048, USD   USD 04/01/2048 03/18/2019 **.** *.** 03/18/2019 ** *.**
Andeavor, 4.75% 15dec2023, USD   USD 12/15/2023 03/18/2019 ***.*** *.** 03/18/2019 ***.*** *.**
Andeavor Logistics, 3.5% 1dec2022, USD   USD 12/01/2022 03/18/2019 **.** *.** 03/18/2019 ***.** *.**
Andeavor Logistics, 6.375% 1may2024, USD   USD 05/01/2024 03/18/2019 ***.** *.** 03/18/2019 ***.** *.**
Anheuser-Busch InBev Finance, 2.625% 17jan2023, USD   USD 01/17/2023 03/18/2019 **.** *.** 03/18/2019 **.** *.**
Anthem Inc, 2.5% 21nov2020, USD   USD 11/21/2020 03/18/2019 **.** *.** 03/18/2019 **.** *.**
Anthem Inc, 2.95% 1dec2022, USD   USD 12/01/2022 03/18/2019 **.*** *.** 03/18/2019 **.** *.*
Anthem Inc, 3.35% 1dec2024, USD   USD 12/01/2024 03/18/2019 **.*** *.** 03/18/2019 ***.*** *.**
Anthem Inc, 3.65% 1dec2027, USD   USD 12/01/2027 03/18/2019 **.*** *.** 03/18/2019 **.*** *.**
Anthem Inc, 3.7% 15aug2021, USD   USD 08/15/2021 03/18/2019 ***.*** *.** 03/18/2019 ***.*** *.**
Anthem Inc, 4.101% 1mar2028, USD   USD 03/01/2028 03/18/2019 ***.*** *.** 03/18/2019 ***.*** *.**
Anthem Inc, 4.375% 1dec2047, USD   USD 12/01/2047 03/18/2019 **.** *.** 03/18/2019 **.** *.**
Anthem Inc, 4.55% 1mar2048, USD   USD 03/01/2048 03/18/2019 **.** *.** 03/18/2019 **.*** *.**
Anthem Inc, 4.65% 15aug2044, USD   USD 08/15/2044 03/18/2019 ***.** *.** 03/18/2019 ***.*** *.**
ANZ, New York, 2.3% 1jun2021, USD   USD 06/01/2021 03/18/2019 **.** *.** 03/18/2019 **.** *.**
ANZ, New York, FRN 23sep2019, USD   USD 09/23/2019 03/18/2019 ***.** * 03/18/2019 ***.* *
Aon Corp, 2.8% 15mar2021, USD   USD 03/15/2021 03/18/2019 **.** *.** 03/18/2019 **.*** *.**
Aon Corp, 2.875% 14may2026, EUR   EUR 05/14/2026 03/18/2019 *** *.** 03/18/2019 ***.** *.**
Aon Corp, 3.5% 14jun2024, USD   USD 06/14/2024 03/18/2019 ***.*** *.** 03/18/2019 ***.*** *.**
Aon Corp, 3.875% 15dec2025, USD   USD 12/15/2025 03/18/2019 ***.*** *.* 03/18/2019 ***.** *.**
Aon Corp, 4% 27nov2023, USD   USD 11/27/2023 03/18/2019 ***.** *.** 03/18/2019 ***.** *.**
Aon Corp, 4.25% 12dec2042, USD   USD 12/12/2042 03/18/2019 **.*** *.** 03/18/2019 **.*** *.**
Aon Corp, 4.6% 14jun2044, USD   USD 06/14/2044 03/18/2019 **.*** *.** 03/18/2019 **.** *.**
Aon Corp, 4.75% 15may2045, USD   USD 05/15/2045 03/18/2019 ***.*** *.** 03/18/2019 ***.*** *.**
Aon Corp, 6.25% 30sep2040, USD   USD 09/30/2040 03/18/2019 ***.*** *.* 03/18/2019 ***.*** *.**
Apple, 0.35% 10jun2020, JPY   JPY 06/10/2020 03/18/2019 ***.** *.** 03/18/2019 ***.** -*.**
Apple, 0.375% 25nov2024, CHF   CHF 11/25/2024 03/18/2019 ***.** -*.** 03/18/2019 ***.* -*.**
Apple, 0.75% 25feb2030, CHF   CHF 02/25/2030 03/18/2019 ***.** *.** 03/18/2019 ***.** *.**
Apple, 0.875% 24may2025, EUR   EUR 05/24/2025 03/18/2019 ***.** *.** 03/18/2019 ***.* *.**
Apple, 1% 10nov2022, EUR   EUR 11/10/2022 03/18/2019 ***.** *.** 03/18/2019 ***.** -*.**
Apple, 1.1% 2aug2019, USD   USD 08/02/2019 03/18/2019 **.** *.** 03/18/2019 **.* *.**
Apple, 1.375% 17jan2024, EUR   EUR 01/17/2024 03/18/2019 ***.** *.** 03/18/2019 ***.** *.**
Apple, 1.375% 24may2029, EUR   EUR 05/24/2029 03/18/2019 ***.** *.* 03/18/2019 ***.** *.**
Apple, 1.5% 12sep2019, USD   USD 09/12/2019 03/18/2019 **.** *.** 03/18/2019 **.** *.**
Apple, 1.55% 4aug2021, USD   USD 08/04/2021 03/18/2019 **.** *.** 03/18/2019 **.*** *.**
Apple, 1.55% 7feb2020, USD   USD 02/07/2020 03/18/2019 **.** *.** 03/18/2019 **.** *.**
Apple, 1.625% 10nov2026, EUR   EUR 11/10/2026 03/18/2019 ***.** *.** 03/18/2019 ***.** *.*
Apple, 1.8% 11may2020, USD   USD 05/11/2020 03/18/2019 **.** *.** 03/18/2019 **.**** *.**
Apple, 1.8% 13nov2019, USD   USD 11/13/2019 03/18/2019 **.** *.* 03/18/2019 **.** *.**
Apple, 1.9% 7feb2020, USD   USD 02/07/2020 03/18/2019 **.** *.** 03/18/2019 **.** *.**
Apple, 2% 13nov2020, USD   USD 11/13/2020 03/18/2019 **.** *.** 03/18/2019 **.** *.**
Apple, 2% 17sep2027, EUR   EUR 09/17/2027 03/18/2019 ***.** *.** 03/18/2019 ***.** *.**
Apple, 2% 6may2020, USD   USD 05/06/2020 03/18/2019 **.* *.** 03/18/2019 **.** *.**
Apple, 2.1% 12sep2022, USD   USD 09/12/2022 03/18/2019 **.** *.** 03/18/2019 **.** *.**
Apple, 2.15% 9feb2022, USD   USD 02/09/2022 03/18/2019 **.*** *.** 03/18/2019 **.*** *.**
Apple, 2.3% 11may2022, USD   USD 05/11/2022 03/18/2019 **.** *.** 03/18/2019 **.*** *.**
Apple, 2.4% 13jan2023, USD   USD 01/13/2023 03/18/2019 **.*** *.** 03/18/2019 **.*** *.**
Apple, 2.4% 3may2023, USD   USD 05/03/2023 03/18/2019 **.*** *.** 03/18/2019 **.*** *.**
Apple, 2.45% 4aug2026, USD   USD 08/04/2026 03/18/2019 **.* *.** 03/18/2019 **.* *.**
Apple, 2.5% 9feb2022, USD   USD 02/09/2022 03/18/2019 **.*** *.** 03/18/2019 **.*** *.**
Apple, 2.5% 9feb2025, USD   USD 02/09/2025 03/18/2019 **.** *.** 03/18/2019 **.*** *.**
Apple, 2.513% 19aug2024, USD   CAD 08/19/2024 03/18/2019 ***.** *.** 03/18/2019 ***.** *.**
Apple, 2.7% 13may2022, USD   USD 05/13/2022 03/18/2019 ***.*** *.* 03/18/2019 ***.*** *.**
Apple, 2.75% 13jan2025, USD   USD 01/13/2025 03/18/2019 **.** * 03/18/2019 **.** *
Apple, 2.85% 11may2024, USD   USD 05/11/2024 03/18/2019 **.** *.** 03/18/2019 **.*** *.**
Apple, 2.85% 28aug2019, AUD   AUD 08/28/2019 03/18/2019 ***.** *.** 03/18/2019 ***.** *.**
Apple, 2.9% 12sep2027, USD   USD 09/12/2027 03/18/2019 **.** *.** 03/18/2019 **.** *.**
Apple, 3% 13nov2027, USD   USD 11/13/2027 03/18/2019 **.** *.** 03/18/2019 **.*** *.**
Apple, 3% 20jun2027, USD   USD 06/20/2027 03/18/2019 **.*** *.** 03/18/2019 **.*** *.**
Apple, 3% 9feb2024, USD   USD 02/09/2024 03/18/2019 ***.** *.** 03/18/2019 ***.*** *.**
Apple, 3.05% 31jul2029, GBP   GBP 07/31/2029 03/18/2019 ***.* *.** 03/18/2019 ***.** *.**
Apple, 3.2% 11may2027, USD   USD 05/11/2027 03/18/2019 **.** *.** 03/18/2019 **.** *.**
Apple, 3.2% 13may2025, USD   USD 05/13/2025 03/18/2019 ***.** *.** 03/18/2019 ***.*** *.**
Apple, 3.25% 23feb2026, USD   USD 02/23/2026 03/18/2019 ***.*** *.** 03/18/2019 ***.*** *.**
Apple, 3.35% 9feb2027, USD   USD 02/09/2027 03/18/2019 ***.*** *.** 03/18/2019 ***.** *.**
Apple, 3.45% 9feb2045, USD   USD 02/09/2045 03/18/2019 **.** *.** 03/18/2019 **.** *
Apple, 3.60% 31jul2042, GBP   GBP 07/31/2042 03/18/2019 ***.** *.** 03/18/2019 ***.** *.**
Apple, 3.7% 28aug2022, AUD   AUD 08/28/2022 03/18/2019 ***.* *.** 03/18/2019 ***.** *.**
Apple, 3.75% 12sep2047, USD   USD 09/12/2047 03/18/2019 **.*** *.** 03/18/2019 **.** *.**
Apple, 3.75% 13nov2047, USD   USD 11/13/2047 03/18/2019 **.** *.** 03/18/2019 **.*** *.**
Apple, 3.85% 4aug2046, USD   USD 08/04/2046 03/18/2019 **.** *.** 03/18/2019 **.** *
Apple, 4.15% 22jun2046, USD   USD 06/22/2046 03/18/2019 ***.** *.** 03/18/2019 ***.** *.**
Apple, 4.25% 9feb2047, USD   USD 02/09/2047 03/18/2019 ***.** *.** 03/18/2019 ***.** *.**
Apple, 4.375% 13may2045, USD   USD 05/13/2045 03/18/2019 ***.*** *.** 03/18/2019 ***.** *.**
Apple, FRN 11may2020, USD   USD 05/11/2020 03/18/2019 ***.** * 03/18/2019 ***.** *
Apple, FRN 11may2022, USD   USD 05/11/2022 03/18/2019 ***.* * 03/18/2019 ***.** *
Apple, FRN 2aug2019, USD   USD 08/02/2019 03/18/2019 **.* * 03/18/2019 ***.** *
Apple, FRN 6may2020, USD   USD 05/06/2020 03/18/2019 ***.** * 03/18/2019 ***.** *
Apple, FRN 7feb2020, USD   USD 02/07/2020 03/18/2019 ***.** * 03/18/2019 ***.** *
Apple, FRN 7feb2020, USD   USD 02/07/2020 03/18/2019 ***.** * 03/18/2019 ***.* *
Apple, FRN 9feb2022, USD   USD 02/09/2022 03/18/2019 ***.** * 03/18/2019 ***.** *
Applied Materials, 3.3% 1apr2027, USD   USD 04/01/2027 03/18/2019 **.** *.** 03/18/2019 **.*** *.**
Applied Materials, 4.35% 1apr2047, USD   USD 04/01/2047 03/18/2019 ***.*** *.** 03/18/2019 ***.*** *.**
Aramark, 3.125% 1apr2025, EUR   EUR 04/01/2025 03/18/2019 ***.*** *.** 03/18/2019 ***.** *.**
Aramark, 5.125% 15jan2024, USD   USD 01/15/2024 03/18/2019 ***.** *.* 03/18/2019 ***.* *.**
Aramark Services, 5% 1apr2025, USD   USD 04/01/2025 03/18/2019 ***.** *.** 03/18/2019 ***.** *.**
Archer Daniels Midland, 1.75% 23jun2023, EUR   EUR 06/23/2023 03/18/2019 ***.** *.* 03/18/2019 ***.** *.**
Archer Daniels Midland, 2.5% 11aug2026, USD   USD 08/11/2026 03/18/2019 **.** *.** 03/18/2019 **.** *.**
Archer Daniels Midland, 3.75% 15sep2047, USD   USD 09/15/2047 03/18/2019 **.** *.** 03/18/2019 **.** *.**
Archer Daniels Midland, FRN 24jun2019, EUR   EUR 06/24/2019 03/18/2019 ***.** * 03/18/2019 ***.* *
Arconic, 5.125% 1oct2024, USD   USD 10/01/2024 03/18/2019 ***.** *.** 03/18/2019 ***.** *.**
Arconic, 5.4% 15apr2021, USD   USD 04/15/2021 03/18/2019 ***.** *.* 03/18/2019 ***.** *.*
Arconic, 5.87% 23feb2022, USD   USD 02/23/2022 03/18/2019 *** *.** 03/18/2019 ***.** *.**
Ardagh Holdings USA, 2.75% 15mar2024, EUR   EUR 03/15/2024 03/18/2019 ***.** *.* 03/18/2019 ***.*** *.**
Ardagh Holdings USA, 4.125% 15may2023, EUR   EUR 05/15/2023 03/18/2019 ***.** *.* 03/18/2019 ***.** *.**
Ardagh Holdings USA, 6.75% 15may2024, EUR   EUR 05/15/2024 03/18/2019 ***.** *.** 03/18/2019 ***.** *.**
Arizona Public Service, 3.15% 15may2025, USD   USD 05/15/2025 03/18/2019 **.*** *.** 03/18/2019 **.*** *.**
Arrow Electronics, 3.25% 8sep2024, USD   USD 09/08/2024 03/18/2019 **.*** *.** 03/18/2019 **.*** *.**
Arrow Electronics, 3.875% 12jan2028, USD   USD 01/12/2028 03/18/2019 **.* *.** 03/18/2019 **.** *.**
Arrow Electronics, 7.5% 15jan2027, USD   USD 01/15/2027 03/18/2019 ***.*** *.** 03/18/2019 ***.*** *.**
AT&T Inc, 1.3% 5sep2023, EUR   EUR 09/05/2023 03/18/2019 ***.** *.** 03/18/2019 ***.** *.**
AT&T Inc, 1.45% 1jun2022, EUR   EUR 06/01/2022 03/18/2019 ***.* *.** 03/18/2019 ***.** *.**
AT&T Inc, 1.875% 4dec2020, EUR   EUR 12/04/2020 03/18/2019 ***.** *.** 03/18/2019 ***.** *.**
AT&T Inc, 2.4% 15mar2024, EUR   EUR 03/15/2024 03/18/2019 ***.** *.** 03/18/2019 ***.** *.**
AT&T Inc, 2.45% 15mar2035, EUR   EUR 03/15/2035 03/18/2019 **.* *.** 03/18/2019 **.* *.*
AT&T Inc, 2.45% 30jun2020, USD   USD 06/30/2020 03/18/2019 **.** *.** 03/18/2019 **.** *.**
AT&T Inc, 2.5% 15mar2023, EUR   EUR 03/15/2023 03/18/2019 ***.** *.** 03/18/2019 ***.** *.**
AT&T Inc, 2.6% 17dec2029, EUR   EUR 12/17/2029 03/18/2019 ***.** * 03/18/2019 ***.** *.**
AT&T Inc, 2.625% 1dec2022, USD   USD 12/01/2022 03/18/2019 **.** *.** 03/18/2019 **.** *.**
AT&T Inc, 2.65% 17dec2021, EUR   EUR 12/17/2021 03/18/2019 ***.** *.** 03/18/2019 ***.** *.**
AT&T Inc, 2.75% 19may2023, EUR   EUR 05/19/2023 03/18/2019 ***.** *.** 03/18/2019 ***.** *.**
AT&T Inc, 2.85% 25may2024, CAD   CAD 05/25/2024 03/18/2019 **.** *.** 03/18/2019 **.** *.**
AT&T Inc, 3% 30jun2022, USD   USD 06/30/2022 03/18/2019 **.** *.** 03/18/2019 **.*** *.**
AT&T Inc, 3.15% 4sep2036, EUR   EUR 09/04/2036 03/18/2019 ***.** *.** 03/18/2019 ***.** *.**
AT&T Inc, 3.2% 1mar2022, USD   USD 03/01/2022 03/18/2019 ***.*** *.* 03/18/2019 ***.** *.**
AT&T Inc, 3.375% 15mar2034, EUR   EUR 03/15/2034 03/18/2019 ***.** *.** 03/18/2019 ***.** *.**
AT&T Inc, 3.4% 15may2025, USD   USD 05/15/2025 03/18/2019 **.** *.** 03/18/2019 **.** *.**
AT&T Inc, 3.5% 17dec2025, EUR   EUR 12/17/2025 03/18/2019 ***.** *.** 03/18/2019 ***.** *.**
AT&T Inc, 3.55% 17dec2032, EUR   EUR 12/17/2032 03/18/2019 ***.** *.** 03/18/2019 ***.** *.**
AT&T Inc, 3.8% 15mar2022, USD   USD 03/15/2022 03/18/2019 ***.*** *.** 03/18/2019 ***.*** *.**
AT&T Inc, 3.8% 1mar2024, USD   USD 03/01/2024 03/18/2019 ***.** *.** 03/18/2019 ***.* *.**
AT&T Inc, 3.875% 15aug2021, USD   USD 08/15/2021 03/18/2019 ***.*** * 03/18/2019 ***.*** *.**
AT&T Inc, 4.125% 17feb2026, USD   USD 02/17/2026 03/18/2019 ***.*** *.** 03/18/2019 ***.*** *.**
AT&T Inc, 4.25% 1jun2043, GBP   GBP 06/01/2043 03/18/2019 ***.** *.** 03/18/2019 ***.** *.**
AT&T Inc, 4.25% 1mar2027, USD   USD 03/01/2027 03/18/2019 ***.** *.** 03/18/2019 ***.** *.**
AT&T Inc, 4.3% 15dec2042, USD   USD 12/15/2042 03/18/2019 **.** *.** 03/18/2019 **.** *.**
AT&T Inc, 4.35% 15jun2045, USD   USD 06/15/2045 03/18/2019 **.** *.** 03/18/2019 **.*** *.**
AT&T Inc, 4.375% 14sep2029, GBP   GBP 09/14/2029 03/18/2019 ***.* *.** 03/18/2019 ***.** *.**
AT&T Inc, 4.5% 15may2035, USD   USD 05/15/2035 03/18/2019 **.** *.** 03/18/2019 **.** *.**
AT&T Inc, 4.5% 9mar2048, USD   USD 03/09/2048 03/18/2019 **.** *.** 03/18/2019 **.** *.**
AT&T Inc, 4.55% 9mar2049, USD   USD 03/09/2049 03/18/2019 **.*** *.** 03/18/2019 **.** *.**
AT&T Inc, 4.6% 12feb2045, USD   USD 02/12/2045 03/18/2019 **.**** *.** 03/18/2019 **.**** *.*
AT&T Inc, 4.7% 10nov2044, USD   USD 11/10/2044 03/18/2019 **.** *.** 03/18/2019 **.* *.**
AT&T Inc, 4.75% 15may2046, USD   USD 05/15/2046 03/18/2019 **.*** *.** 03/18/2019 **.*** *.**
AT&T Inc, 4.8% 15jun2044, USD   USD 06/15/2044 03/18/2019 **.** *.* 03/18/2019 **.*** *.**
AT&T Inc, 4.875% 1jun2044, GBP   GBP 06/01/2044 03/18/2019 ***.** *.** 03/18/2019 ***.** *.**
AT&T Inc, 5.15% 15mar2042, USD   USD 03/15/2042 03/18/2019 ***.*** *.* 03/18/2019 ***.*** *.**
AT&T Inc, 5.25% 1mar2037, USD   USD 03/01/2037 03/18/2019 ***.** *.** 03/18/2019 ***.*** *.**
AT&T Inc, 5.35% 1sep2040, USD   USD 09/01/2040 03/18/2019 ***.** *.** 03/18/2019 ***.*** *.*
AT&T Inc, 5.45% 1mar2047, USD   USD 03/01/2047 03/18/2019 ***.** *.** 03/18/2019 ***.** *.**
AT&T Inc, 5.5% 15mar2027, GBP   GBP 03/15/2027 03/18/2019 ***.** * 03/18/2019 ***.** *.**
AT&T Inc, 5.55% 15aug2041, USD   USD 08/15/2041 03/18/2019 ***.*** *.** 03/18/2019 ***.*** *.*
AT&T Inc, 5.7% 1mar2057, USD   USD 03/01/2057 03/18/2019 ***.*** *.** 03/18/2019 ***.** *.**
AT&T Inc, 6.15% 15sep2034, USD   USD 09/15/2034 03/18/2019 ***.*** *.* 03/18/2019 ***.*** *.**
AT&T Inc, 6.3% 15jan2038, USD   USD 01/15/2038 03/18/2019 ***.* *.* 03/18/2019 ***.*** *.**
AT&T Inc, 6.35% 15mar2040, USD   USD 03/15/2040 03/18/2019 ***.*** *.** 03/18/2019 ***.*** *.**
AT&T Inc, 6.375% 1mar2041, USD   USD 03/01/2041 03/18/2019 ***.** *.** 03/18/2019 ***.*** *.**
AT&T Inc, 6.4% 15may2038, USD   USD 05/15/2038 03/18/2019 ***.*** *.** 03/18/2019 ***.** *.**
AT&T Inc, 6.5% 15mar2029, USD   USD 03/15/2029 03/18/2019 ***.*** *.** 03/18/2019 ***.*** *.**
AT&T Inc, 6.55% 15feb2039, USD   USD 02/15/2039 03/18/2019 ***.*** *.* 03/18/2019 ***.** *.**
AT&T Inc, 7% 30apr2040, GBP   GBP 04/30/2040 03/18/2019 ***.** *.* 03/18/2019 ***.**** *.**
AT&T Inc, 7.125% 15dec2031, USD   USD 12/15/2031 03/18/2019 ***.*** *.** 03/18/2019 ***.** *.**
AT&T Inc, 8% 15nov2031, USD   USD 11/15/2031 03/18/2019 ***.** *.** 03/18/2019 ***.** *.**
AT&T Inc, FRN 15jul2021, USD   USD 07/15/2021 03/18/2019 ***.** * 03/18/2019 ***.* *
AT&T Inc, FRN 30jun2020, USD   USD 06/30/2020 03/18/2019 ***.** * 03/18/2019 ***.* *
AT&T Inc, FRN 4jun2019, EUR   EUR 06/04/2019 03/18/2019 ***.** * 03/18/2019 ***.** *
Athene Holding, 4.125% 12jan2028, USD   USD 01/12/2028 03/18/2019 **.** *.** 03/18/2019 **.** *.**
Atmos Energy, 3% 15jun2027, USD   USD 06/15/2027 03/18/2019 **.** *.** 03/18/2019 **.** *.**
Atmos Energy, 4.125% 15oct2044, USD   USD 10/15/2044 03/18/2019 ***.*** *.** 03/18/2019 ***.*** *.**
Australia and New Zealand Banking Group (New York branch), 2.625% 9nov2022, USD   USD 11/09/2022 03/18/2019 **.** *.** 03/18/2019 **.*** *.**
Autodesk, 3.125% 15jun2020, USD   USD 06/15/2020 03/18/2019 **.** *.** 03/18/2019 ***.** *.**
Autodesk, 3.5% 15jun2027, USD   USD 06/15/2027 03/18/2019 **.*** *.** 03/18/2019 **.*** *.**
Autodesk, 4.375% 15jun2025, USD   USD 06/15/2025 03/18/2019 ***.*** *.** 03/18/2019 ***.*** *.**
Automatic Data Processing, 2.25% 15sep2020, USD   USD 09/15/2020 03/18/2019 **.** *.** 03/18/2019 **.*** *.**
Automatic Data Processing, 3.375% 15sep2025, USD   USD 09/15/2025 03/18/2019 ***.*** *.** 03/18/2019 ***.*** *.**
AutoNation, 3.5% 15nov2024, USD   USD 11/15/2024 03/18/2019 **.* *.** 03/18/2019 **.** *.**
AutoNation, 3.8% 15nov2027, USD   USD 11/15/2027 03/18/2019 **.** *.** 03/18/2019 **.** *.**
AutoZone, 2.5% 15apr2021, USD   USD 04/15/2021 03/18/2019 **.*** *.** 03/18/2019 **.*** *.**
AutoZone, 3.25% 15apr2025, USD   USD 04/15/2025 03/18/2019 **.* *.** 03/18/2019 **.** *.*
AutoZone, 3.75% 1jun2027, USD   USD 06/01/2027 03/18/2019 **.* *.** 03/18/2019 **.** *.**
AvalonBay Communities, 3.45% 1jun2025, USD   USD 06/01/2025 03/18/2019 ***.*** *.** 03/18/2019 ***.*** *.**
Avangrid, 3.15% 1dec2024, USD   USD 12/01/2024 03/18/2019 **.** *.** 03/18/2019 **.*** *.**
Avantor, 4.75% 1oct2024, EUR   EUR 10/01/2024 03/18/2019 ***.*** *.** 03/18/2019 ***.* *.**
Avantor, 9% 1oct2025, USD   USD 10/01/2025 03/18/2019 ***.** *.** 03/18/2019 ***.** *.**
Avery Dennison, 1.25% 3mar2025, EUR   EUR 03/03/2025 03/18/2019 **.* *.* 03/18/2019 ***.** *.**
Aviation Capital Group, 3.5% 1nov2027, USD   USD 11/01/2027 03/18/2019 **.** *.** 03/18/2019 **.** *.**
Avis Budget Car Rental, 4.125% 15nov2024, EUR   EUR 11/15/2024 03/18/2019 ***.* *.** 03/18/2019 ***.*** *.**
Avis Budget Car Rental, 4.5% 15may2025, EUR   EUR 05/15/2025 03/18/2019 ***.** *.** 03/18/2019 ***.** *.**
Avis Budget Car Rental, 5.25% 15mar2025, USD   USD 03/15/2025 03/18/2019 **.* *.* 03/18/2019 **.** *.**
Avis Budget Car Rental, 5.5% 1apr2023, USD   USD 04/01/2023 03/18/2019 ***.** *.** 03/18/2019 ***.** *.**
Avnet, 4.875% 1dec2022, USD   USD 12/01/2022 03/18/2019 ***.** *.** 03/18/2019 ***.*** *.**
Avon International Operations, 7.875% 15aug2022, USD   USD 08/15/2022 03/18/2019 ***.** *.** 03/18/2019 ***.** *
Avon Products, 4.6% 15mar2020, USD   USD 03/15/2020 03/18/2019 ***.** * 03/18/2019 ***.** *
Avon Products, 6.95% 15mar2043, USD   USD 03/15/2043 03/18/2019 **.** **.** 03/18/2019 **.** **.**
Axalta Coating Systems LLC, 4.25% 15aug2024, EUR   EUR 08/15/2024 03/18/2019 ***.** *.** 03/18/2019 ***.* *.*
Axalta Coating Systems Ltd, 4.875% 15aug2024, USD   USD 08/15/2024 03/18/2019 ***.** *.** 03/18/2019 ***.** *.**
AXIS Capital Holdings, 4.000% 6dec2027, USD   USD 12/06/2027 03/18/2019 **.*** *.** 03/18/2019 **.*** *.**
Bacardi Corp, 2.75% 15jul2026, USD   USD 07/15/2026 03/18/2019 **.** *.** 03/18/2019 **.** *.**
Bacardi Corp, 2.75% 3jul2023, EUR   EUR 07/03/2023 03/18/2019 ***.** *.** 03/18/2019 ***.** *.**
BAE Systems Holdings, 2.85% 15dec2020, USD   USD 12/15/2020 03/18/2019 **.** *.** 03/18/2019 **.** *.**
BAE Systems Holdings, 3.8% 7oct2024, USD   USD 10/07/2024 03/18/2019 ***.** *.** 03/18/2019 ***.** *.**
BAE Systems Holdings, 4.75% 7oct2044, USD   USD 10/07/2044 03/18/2019 ***.** *.* 03/18/2019 ***.** *.**
Baker Hughes, a GE company, 3.2% 15aug2021, USD   USD 08/15/2021 03/18/2019 ***.*** *.** 03/18/2019 ***.** *.*
Ball, 4.875% 15mar2026, USD   USD 03/15/2026 03/18/2019 ***.** *.** 03/18/2019 ***.** *.**
Ball, 5.25% 1jul2025, USD   USD 07/01/2025 03/18/2019 ***.** *.** 03/18/2019 ***.** *.**
Baltimore Gas and Electric (BGE), 2.4% 15aug2026, USD   USD 08/15/2026 03/18/2019 **.*** *.** 03/18/2019 **.*** *.**
Baltimore Gas and Electric (BGE), 3.5% 15aug2046, USD   USD 08/15/2046 03/18/2019 **.** *.** 03/18/2019 **.* *.*
Baltimore Gas and Electric (BGE), 3.75% 15aug2047, USD   USD 08/15/2047 03/18/2019 **.*** *.** 03/18/2019 **.*** *.*
Bank of America Corporation, 0.736% 7feb2022, EUR   EUR 02/07/2022 03/18/2019 ***.** * 03/18/2019 ***.** *
Bank of America Corporation, 0.75% 26jul2023, EUR   EUR 07/26/2023 03/18/2019 ***.** *.** 03/18/2019 ***.** *.**
Bank of America Corporation, 1.375% 10sep2021, EUR   EUR 09/10/2021 03/18/2019 ***.** *.** 03/18/2019 ***.** *.**
Bank of America Corporation, 1.379% 7feb2025, EUR   EUR 02/07/2025 03/18/2019 ***.** * 03/18/2019 ***.** *
Bank of America Corporation, 1.625% 14sep2022, EUR   EUR 09/14/2022 03/18/2019 ***.** *.** 03/18/2019 ***.** *.**
Bank of America Corporation, 1.776% 4may2027, EUR   EUR 05/04/2027 03/18/2019 ***.** * 03/18/2019 ***.* *
Bank of America Corporation, 2.25% 21apr2020, USD   USD 04/21/2020 03/18/2019 **.* *.** 03/18/2019 **.** *.**
Bank of America Corporation, 2.3% 25jul2025, GBP   GBP 07/25/2025 03/18/2019 ***.* *.** 03/18/2019 ***.** *.**
Bank of America Corporation, 2.375% 19jun2024, EUR   EUR 06/19/2024 03/18/2019 ***.** *.* 03/18/2019 ***.** *.**
Bank of America Corporation, 2.5% 27jul2020, EUR   EUR 07/27/2020 03/18/2019 ***.** -*.** 03/18/2019 ***.** -*.**
Bank of America Corporation, 2.65% 1apr2019, USD   USD 04/01/2019 03/18/2019 *** *.** 03/18/2019 ***.** *.**
Bank of America Corporation, 2.881% 24apr2023, USD   USD 04/24/2023 03/18/2019 **.** * 03/18/2019 **.** *
Bank of America Corporation, 3.3% 5aug2021, AUD   AUD 08/05/2021 03/18/2019 ***.** *.** 03/18/2019 ***.** *.**
Bank of America Corporation, 3.705% 24apr2028, USD   USD 04/24/2028 03/18/2019 **.** * 03/18/2019 **.** *
Bank of America Corporation, 4% 22jan2025, USD   USD 01/22/2025 03/18/2019 ***.*** *.* 03/18/2019 ***.** *.**
Bank of America Corporation, 4.244% 24apr2038, USD   USD 04/24/2038 03/18/2019 ***.** * 03/18/2019 ***.* *
Bank of America Corporation, 4.25% 10dec2026, GBP   GBP 12/10/2026 03/18/2019 ***.** *.** 03/18/2019 ***.** *.**
Bank of America Corporation, 4.75% 6may2019, EUR   EUR 05/06/2019 03/18/2019 ***.** * 03/18/2019 ***.*** *
Bank of America Corporation, 5.25% 31jan2026, EUR   EUR 01/31/2026 03/18/2019 ***.** *.** 03/18/2019 ***.* *.**
Bank of America Corporation, 5.5% 4dec2019, GBP   GBP 12/04/2019 03/18/2019 ***.*** *.** 03/18/2019 ***.*** *.**
Bank of America Corporation, 6.1% perp., USD   USD 03/18/2019 ***.** * 03/18/2019 ***.** *
Bank of America Corporation, 6.125% 15sep2021, GBP   GBP 09/15/2021 03/18/2019 ***.** *.* 03/18/2019 ***.** *.**
Bank of America Corporation, 6.25% perp., USD   USD 03/18/2019 ***.** * 03/18/2019 ***.** *
Bank of America Corporation, 7% 31jul2028, GBP   GBP 07/31/2028 03/18/2019 ***.** *.** 03/18/2019 ***.*** *.**
Bank of America Corporation, FRN 14sep2020, EUR   EUR 09/14/2020 03/18/2019 ***.** * 03/18/2019 ***.** *
Bank of America Corporation, FRN 15jan2023, EUR   EUR 01/15/2023 03/18/2019 ***.**** * 03/18/2019 ***.**** *
Bank of America Corporation, FRN 19jun2019, EUR   EUR 06/19/2019 03/18/2019 ***.** * 03/18/2019 ***.** *
Bank of America Corporation, FRN 21sep2021, EUR   EUR 09/21/2021 03/18/2019 *** * 03/18/2019 ***.** *
Bank of America Corporation, FRN 24apr2023, USD   USD 04/24/2023 03/18/2019 ***.* * 03/18/2019 ***.** *
Bank of America Corporation, FRN 26jul2019, EUR   EUR 07/26/2019 03/18/2019 ***.** * 03/18/2019 ***.** *
Bank of America Corporation, FRN 4may2023, EUR   EUR 05/04/2023 03/18/2019 ***.** * 03/18/2019 ***.** *
Bank of America Corporation, FRN 5aug2021, AUD   AUD 08/05/2021 03/18/2019 ***.** * 03/18/2019 ***.** *
Bank of America Corporation, FRN 5mar2020, AUD   AUD 03/05/2020 03/18/2019 ***.** * 03/18/2019 ***.** *
Bank of America Corporation, FRN 7feb2022, EUR   EUR 02/07/2022 03/18/2019 ***.** * 03/18/2019 ***.** *
Bank of America N.A., 0% 31may2021, EUR (5499D)   EUR 05/31/2021 03/18/2019 ***.**** *.** 03/18/2019 ***.**** *.**
Bank of America N.A., 1.375% 26mar2025, EUR   EUR 03/26/2025 03/18/2019 ***.* *.* 03/18/2019 ***.* *.**
Bank of America N.A., 2.369% 21jul2021, USD   USD 07/21/2021 03/18/2019 **.** * 03/18/2019 **.** *
Bank of America N.A., 2.816% 21jul2023, USD   USD 07/21/2023 03/18/2019 **.** * 03/18/2019 **.** *
Bank of America N.A., 3.593% 21jul2028, USD   USD 07/21/2028 03/18/2019 **.** * 03/18/2019 **.** *
Bank of America N.A., 5.5% 22nov2021, GBP   GBP 11/22/2021 03/18/2019 ***.** *.** 03/18/2019 *** *.*
Bank of America N.A., 8.125% 2jun2028, GBP   GBP 06/02/2028 03/18/2019 ***.*** *.* 03/18/2019 ***.**** *.**
Bank of America N.A., FRN 21jul2021, USD   USD 07/21/2021 03/18/2019 ***.* * 03/18/2019 ***.** *
Bank of America N.A., FRN 5feb2026, USD   USD 02/05/2026 03/18/2019 **.** * 03/18/2019 **.** *
Barrick Gold (USA), 6.45% 15oct2035, USD   USD 10/15/2035 03/18/2019 ***.** *.** 03/18/2019 ***.*** *.**
Basin Electric Power, 4.75% 26apr2047, USD   USD 04/26/2047 03/18/2019 ***.* *.** 03/18/2019 ***.** *.**
Baxalta Inc, 2.875% 23jun2020, USD   USD 06/23/2020 03/18/2019 **.** *.** 03/18/2019 **.** *.**
Baxalta Inc, 3.6% 23jun2022, USD   USD 06/23/2022 03/18/2019 **.*** *.** 03/18/2019 ***.** *.**
Baxalta Inc, 4% 2025, USD   USD 06/23/2025 03/18/2019 **.** *.** 03/18/2019 ***.** *.*
Baxalta Inc, 4% 23jun2025, USD   USD 06/23/2025 03/18/2019 ***.*** *.** 03/18/2019 ***.** *.*
Baxalta Inc, 5.25% 23jun2045, USD   USD 06/23/2045 03/18/2019 ***.** *.** 03/18/2019 ***.*** *.**
Baxter International, 1.3% 30may2025, EUR   EUR 05/30/2025 03/18/2019 ***.** *.** 03/18/2019 ***.** *.**
Baxter International, 1.7% 15aug2021, USD   USD 08/15/2021 03/18/2019 **.*** *.** 03/18/2019 **.*** *.**
Baxter International, 2.6% 15aug2026, USD   USD 08/15/2026 03/18/2019 **.*** *.** 03/18/2019 **.*** *.**
Baxter International, 3.5% 15aug2046, USD   USD 08/15/2046 03/18/2019 **.*** *.** 03/18/2019 **.*** *.*
Bayer US Finance, 2.375% 8oct2019, USD   USD 10/08/2019 03/18/2019 **.** *.** 03/18/2019 **.** *.**
Bayer US Finance, 3% 8oct2021, USD   USD 10/08/2021 03/18/2019 **.** *.** 03/18/2019 **.** *.**
Bayer US Finance, 3.375% 8oct2024, USD   USD 10/08/2024 03/18/2019 **.** *.** 03/18/2019 **.** *.**
BB&T, 5.375% 15aug2022, USD   USD 08/15/2022 03/18/2019 ***.*** *.** 03/18/2019 ***.*** *.**
Beacon Escrow, 4.875% 1nov2025, USD   USD 11/01/2025 03/18/2019 **.** *.** 03/18/2019 **.** *
Becton Dickinson, 0.368% 6jun2019, EUR   EUR 06/06/2019 03/18/2019 ***.** *.** 03/18/2019 ***.** -*.**
Becton Dickinson, 1% 15dec2022, EUR   EUR 12/15/2022 03/18/2019 ***.*** *.** 03/18/2019 ***.*** *.**
Becton Dickinson, 1.9% 15dec2026, EUR   EUR 12/15/2026 03/18/2019 ***.** *.** 03/18/2019 ***.** *.**
Bed Bath&Beyond, 4.915% 1aug2034, USD   USD 08/01/2034 03/18/2019 **.** *.** 03/18/2019 **.** *.**
Belden, 2.875% 15sep2025, EUR   EUR 09/15/2025 03/18/2019 ***.*** *.** 03/18/2019 ***.** *.**
Belden, 3.375% 15jul2027, EUR   EUR 07/15/2027 03/18/2019 ***.* *.** 03/18/2019 ***.** *.**
Belden, 3.875% 15mar2028, EUR   EUR 03/15/2028 03/18/2019 ***.** *.** 03/18/2019 ***.** *.**
Belden, 4.125% 15oct2026, EUR   EUR 10/15/2026 03/18/2019 ***.* *.** 03/18/2019 ***.*** *.**
Bemis, 3.1% 15sep2026, USD   USD 09/15/2026 03/18/2019 ** *.** 03/18/2019 **.*** *.**
Berkshire Hathaway, 0.25% 17jan2021, EUR   EUR 01/17/2021 03/18/2019 ***.** -*.** 03/18/2019 ***.** -*.**
Berkshire Hathaway, 0.5% 13mar2020, EUR   EUR 03/13/2020 03/18/2019 ***.** -*.** 03/18/2019 ***.** -*.**
Berkshire Hathaway, 0.625% 17jan2023, EUR   EUR 01/17/2023 03/18/2019 ***.** *.** 03/18/2019 ***.** *.**
Berkshire Hathaway, 0.75% 16mar2023, EUR   EUR 03/16/2023 03/18/2019 ***.** *.** 03/18/2019 ***.** *.**
Berkshire Hathaway, 1.125% 16mar2027, EUR   EUR 03/16/2027 03/18/2019 ***.** *.** 03/18/2019 ***.* *.**
Berkshire Hathaway, 1.3% 15aug2019, USD   USD 08/15/2019 03/18/2019 **.** *.** 03/18/2019 **.** *.**
Berkshire Hathaway, 1.3% 15mar2024, EUR   EUR 03/15/2024 03/18/2019 ***.** *.** 03/18/2019 ***.** *.**
Berkshire Hathaway, 1.625% 16mar2035, EUR   EUR 03/16/2035 03/18/2019 ***.** *.** 03/18/2019 ***.** *.**
Berkshire Hathaway, 2.15% 15mar2028, EUR   EUR 03/15/2028 03/18/2019 ***.** *.** 03/18/2019 ***.** *.**
Berkshire Hathaway, 2.2% 15mar2021, USD   USD 03/15/2021 03/18/2019 **.*** *.** 03/18/2019 **.*** *.**
Berkshire Hathaway, 2.75% 15mar2023, USD   USD 03/15/2023 03/18/2019 ***.** *.** 03/18/2019 ***.** *.**
Berkshire Hathaway, 3.125% 15mar2026, USD   USD 03/15/2026 03/18/2019 **.** *.** 03/18/2019 **.** *.**
Berkshire Hathaway, 4.4% 15may2042, USD   USD 05/15/2042 03/18/2019 ***.*** *.** 03/18/2019 ***.*** *.**
Berkshire Hathaway, FRN 15aug2019, USD   USD 08/15/2019 03/18/2019 **.** * 03/18/2019 ***.** *
Berkshire Hathaway Energy, 3.5% 1feb2025, USD   USD 02/01/2025 03/18/2019 ***.** *.** 03/18/2019 ***.*** *.**
Berkshire Hathaway Energy, 3.75% 15nov2023, USD   USD 11/15/2023 03/18/2019 ***.*** *.** 03/18/2019 ***.*** *.**
Berkshire Hathaway Energy, 4.5% 1feb2045, USD   USD 02/01/2045 03/18/2019 ***.*** *.** 03/18/2019 ***.** *.*
Berkshire Hathaway Energy, 5.15% 15nov2043, USD   USD 11/15/2043 03/18/2019 ***.*** *.** 03/18/2019 ***.*** *.**
Berkshire Hathaway Energy, 5.95% 15may2037, USD   USD 05/15/2037 03/18/2019 ***.** *.** 03/18/2019 ***.*** *.*
Berkshire Hathaway Energy, 6.125% 1apr2036, USD   USD 04/01/2036 03/18/2019 ***.*** *.* 03/18/2019 ***.*** *.**
Berkshire Hathaway Energy, 6.5% 15sep2037, USD   USD 09/15/2037 03/18/2019 ***.*** *.** 03/18/2019 ***.*** *.**
Berry Global, 5.125% 15jul2023, USD   USD 07/15/2023 03/18/2019 ***.** *.** 03/18/2019 ***.** *.**
BGC Partners, 5.125% 27may2021, USD   USD 05/27/2021 03/18/2019 ***.**** *.** 03/18/2019 ***.**** *.**
BGC Partners, 5.125% 27may2021, USD   USD 05/27/2021 03/18/2019 ***.*** *.** 03/18/2019 ***.*** *.**
Biogen, 2.9% 15sep2020, USD   USD 09/15/2020 03/18/2019 ***.** *.** 03/18/2019 ***.** *.**
Biogen, 3.625% 15sep2022, USD   USD 09/15/2022 03/18/2019 ***.** *.** 03/18/2019 ***.** *.**
Biogen, 4.05% 15sep2025, USD   USD 09/15/2025 03/18/2019 ***.** *.** 03/18/2019 ***.** *.**
Biogen, 5.2% 15sep2045, USD   USD 09/15/2045 03/18/2019 ***.* *.** 03/18/2019 ***.** *.**
Black Hills, 3.15% 15jan2027, USD   USD 01/15/2027 03/18/2019 **.*** *.** 03/18/2019 **.*** *.**
Black Hills, 4.2% 15sep2046, USD   USD 09/15/2046 03/18/2019 **.** *.** 03/18/2019 **.** *.**
Blackboard, 7.75% 15nov2019, USD   USD 11/15/2019 03/18/2019 **.**** **.** 03/18/2019 **.**** **.**
BlackRock, 1.25% 6may2025, EUR   EUR 05/06/2025 03/18/2019 ***.** *.** 03/18/2019 ***.** *.**
Blackstone CQP Holdco, 6.5% 20mar2021, USD   USD 03/20/2021 03/18/2019 ***.** *.** 03/18/2019 ***.** *.**
Blackstone Holdings Finance, 1% 5oct2026, EUR   EUR 10/05/2026 03/18/2019 **.** *.** 03/18/2019 **.** *.**
Blackstone Holdings Finance, 2% 19may2025, EUR   EUR 05/19/2025 03/18/2019 ***.** *.** 03/18/2019 ***.** *.**
Blackstone Holdings Finance, 3.15% 2oct2027, USD   USD 10/02/2027 03/18/2019 **.** *.** 03/18/2019 **.** *.*
Blackstone Holdings Finance, 4.45% 15jul2045, USD   USD 07/15/2045 03/18/2019 **.** *.** 03/18/2019 **.** *.*
Blackstone Holdings Finance, 4.75% 15feb2023, USD   USD 02/15/2023 03/18/2019 ***.** *.** 03/18/2019 ***.** *.*
Blackstone Holdings Finance, 5% 15jun2044, USD   USD 06/15/2044 03/18/2019 ***.** *.** 03/18/2019 ***.*** *.**
BMC East, 5.5% 1oct2024, USD   USD 10/01/2024 03/18/2019 **.** *.** 03/18/2019 **.** *
BMW US Capital, 1.125% 18sep2021, EUR   EUR 09/18/2021 03/18/2019 ***.*** *.** 03/18/2019 ***.** -*.**
BMW US Capital, 1.5% 11apr2019, USD   USD 04/11/2019 03/18/2019 **.* *.** 03/18/2019 **.** *.**
BMW US Capital, 2% 11apr2021, USD   USD 04/11/2021 03/18/2019 **.** *.** 03/18/2019 **.** *.**
BMW US Capital, 2.25% 15sep2023, USD   USD 09/15/2023 03/18/2019 **.** *.** 03/18/2019 **.** *.**
BMW US Capital, 2.75% 2dec2019, AUD   AUD 12/02/2019 03/18/2019 ***.** *.** 03/18/2019 ***.** *.**
BMW US Capital, 2.8% 11apr2026, USD   USD 04/11/2026 03/18/2019 **.** *.** 03/18/2019 **.** *.**
BNY Mellon, 4.62% perp., USD   USD 03/18/2019 **.** * 03/18/2019 **.** *
Boardwalk Pipeline Partners, 4.45% 15jul2027, USD   USD 07/15/2027 03/18/2019 **.*** *.** 03/18/2019 **.*** *.**
Boeing, 1.875% 15jun2023, USD   USD 06/15/2023 03/18/2019 **.** * 03/18/2019 **.*** *.**
Boeing, 2.125% 1mar2022, USD   USD 03/01/2022 03/18/2019 **.** *.** 03/18/2019 **.*** *.**
Boeing, 2.25% 15jun2026, USD   USD 06/15/2026 03/18/2019 **.*** *.** 03/18/2019 **.*** *.**
Boeing, 2.8% 1mar2023, USD   USD 03/01/2023 03/18/2019 **.*** *.** 03/18/2019 **.*** *.**
Boeing, 2.8% 1mar2027, USD   USD 03/01/2027 03/18/2019 **.*** *.** 03/18/2019 **.** *.**
Boeing, 3.25% 1mar2028, USD   USD 03/01/2028 03/18/2019 **.*** *.** 03/18/2019 **.*** *.**
Boeing, 3.375% 15jun2046, USD   USD 06/15/2046 03/18/2019 **.** *.** 03/18/2019 **.*** *
Boeing, 3.55% 1mar2038, USD   USD 03/01/2038 03/18/2019 **.** *.** 03/18/2019 **.*** *.**
Boeing, 3.625% 1mar2048, USD   USD 03/01/2048 03/18/2019 **.*** *.** 03/18/2019 **.*** *.**
Boeing, 3.65% 1mar2047, USD   USD 03/01/2047 03/18/2019 **.* *.** 03/18/2019 **.*** *.**
Booking Holdings, 0.8% 10mar2022, EUR   EUR 03/10/2022 03/18/2019 ***.** *.** 03/18/2019 ***.** *.**
Booking Holdings, 1.8% 3mar2027, EUR   EUR 03/03/2027 03/18/2019 ***.** *.** 03/18/2019 ***.** *.*
Booking Holdings, 2.15% 25nov2022, EUR   EUR 11/25/2022 03/18/2019 ***.** *.* 03/18/2019 ***.** *.**
Booking Holdings, 2.375% 23sep2024, EUR   EUR 09/23/2024 03/18/2019 ***.** *.** 03/18/2019 ***.** *.**
Booking Holdings, 2.75% 15mar2023, USD   USD 03/15/2023 03/18/2019 **.*** *.** 03/18/2019 **.** *.**
Booking Holdings, 3.55% 15mar2028, USD   USD 03/15/2028 03/18/2019 **.*** *.** 03/18/2019 **.*** *.**
Booking Holdings, 3.65% 15mar2025, USD   USD 03/15/2025 03/18/2019 ***.** *.** 03/18/2019 ***.*** *.**
BorgWarner, 1.80% 7nov2022, EUR   EUR 11/07/2022 03/18/2019 ***.** *.** 03/18/2019 ***.** *.**
BorgWarner, 3.375% 15mar2025, USD   USD 03/15/2025 03/18/2019 **.** *.** 03/18/2019 **.** *.**
BorgWarner, 4.375% 15mar2045, USD   USD 03/15/2045 03/18/2019 **.** *.** 03/18/2019 **.** *.**
Boston Gas, 3.15% 1aug2027, USD   USD 08/01/2027 03/18/2019 **.* *.* 03/18/2019 **.** *.**
Boston Properties Inc, 2.75% 1oct2026, USD   USD 10/01/2026 03/18/2019 **.** *.** 03/18/2019 **.*** *.**
Boston Properties Inc, 3.2% 15jan2025, USD   USD 01/15/2025 03/18/2019 **.** *.** 03/18/2019 **.** *.**
Boston Scientific, 3.375% 15may2022, USD   USD 05/15/2022 03/18/2019 ***.*** *.** 03/18/2019 ***.*** *.**
Boston Scientific, 3.85% 15may2025, USD   USD 05/15/2025 03/18/2019 ***.*** *.** 03/18/2019 ***.** *.**
Boston Scientific, 4% 1mar2028, USD   USD 03/01/2028 03/18/2019 ***.*** *.** 03/18/2019 ***.** *.**
Branch Banking and Trust, 3.8% 30oct2026, USD   USD 10/30/2026 03/18/2019 ***.*** *.** 03/18/2019 ***.** *.**
Brighthouse Financial, 3.7% 22jun2027, USD   USD 06/22/2027 03/18/2019 **.** *.* 03/18/2019 **.* *.**
Brighthouse Financial, 4.7% 22jun2047, USD   USD 06/22/2047 03/18/2019 **.** *.** 03/18/2019 **.** *.**
Bristol Myers Squibb, 1% 15may2025, EUR   EUR 05/15/2025 03/18/2019 ***.** *.** 03/18/2019 ***.** *.**
Bristol Myers Squibb, 1.75% 15may2035, EUR   EUR 05/15/2035 03/18/2019 ***.** *.** 03/18/2019 ***.* *.**
Bristol Myers Squibb, 3.25% 1nov2023, USD   USD 11/01/2023 03/18/2019 ***.*** *.** 03/18/2019 ***.** *.**
Bristol Myers Squibb, 3.25% 27feb2027, USD   USD 02/27/2027 03/18/2019 **.*** *.** 03/18/2019 **.*** *.**
Brixmor OP, 3.25% 15sep2023, USD   USD 09/15/2023 03/18/2019 **.*** *.** 03/18/2019 **.*** *.**
Brixmor OP, 3.65% 15jun2024, USD   USD 06/15/2024 03/18/2019 **.** *.** 03/18/2019 **.*** *.**
Brixmor OP, 3.9% 15mar2027, USD   USD 03/15/2027 03/18/2019 **.*** *.** 03/18/2019 **.*** *.**
Broadcom Corp, 2.2% 15jan2021, USD   USD 01/15/2021 03/18/2019 **.** *.** 03/18/2019 **.*** *.**
Broadcom Corp, 2.375% 15jan2020, USD   USD 01/15/2020 03/18/2019 **.** *.** 03/18/2019 **.* *.**
Broadcom Corp, 2.5% 15aug2022, USD   USD 08/15/2022 03/18/2019 **.**** *.** 03/18/2019 **.**** *.**
Broadcom Corp, 2.65% 15jan2023, USD   USD 01/15/2023 03/18/2019 **.** *.** 03/18/2019 **.*** *.**
Broadcom Corp, 3% 15jan2022, USD   USD 01/15/2022 03/18/2019 **.*** *.** 03/18/2019 **.** *.**
Broadcom Corp, 3.5% 15jan2028, USD   USD 01/15/2028 03/18/2019 **.*** *.** 03/18/2019 **.*** *.**
Broadcom Corp, 3.625% 15jan2024, USD   USD 01/15/2024 03/18/2019 **.** *.** 03/18/2019 **.** *.**
Broadcom Corp, 3.875% 15jan2027, USD   USD 01/15/2027 03/18/2019 **.** *.** 03/18/2019 **.** *.**
Brown-Forman, 1.2% 7jul2026, EUR   EUR 07/07/2026 03/18/2019 ***.** *.* 03/18/2019 ***.** *.**
Brown-Forman, 2.6% 7jul2028, GBP   GBP 07/07/2028 03/18/2019 ***.** *.** 03/18/2019 ***.** *.*
Buckeye Partners, 3.95% 1dec2026, USD   USD 12/01/2026 03/18/2019 **.*** *.** 03/18/2019 **.*** *.**
Buckeye Partners, 4.125% 1dec2027, USD   USD 12/01/2027 03/18/2019 **.*** *.** 03/18/2019 **.*** *.**
Builders FirstSource, 5.625% 1sep2024, USD   USD 09/01/2024 03/18/2019 **.* *.* 03/18/2019 **.** *.**
Bunge Ltd, 1.85% 16jun2023, EUR   EUR 06/16/2023 03/18/2019 ***.** *.** 03/18/2019 ***.** *.**
Bunge Ltd, 3% 25sep2022, USD   USD 09/25/2022 03/18/2019 **.*** *.** 03/18/2019 **.** *.**
Bunge Ltd, 3.25% 15aug2026, USD   USD 08/15/2026 03/18/2019 **.*** *.** 03/18/2019 **.* *.**
Bunge Ltd, 3.75% 25sep2027, USD   USD 09/25/2027 03/18/2019 **.*** *.** 03/18/2019 **.*** *.**
Burford Capital Finance, 6.125% 12aug2025, USD   USD 08/12/2025 03/18/2019 **.** *.** 03/18/2019 **.** *.**
Burlington Northern Santa Fe, 3% 1apr2025, USD   USD 04/01/2025 03/18/2019 ***.*** * 03/18/2019 ***.** *.**
Burlington Northern Santa Fe, 3.25% 15jun2027, USD   USD 06/15/2027 03/18/2019 ***.*** *.** 03/18/2019 ***.** *.**
Burlington Northern Santa Fe, 4.125% 15jun2047, USD   USD 06/15/2047 03/18/2019 ***.*** *.** 03/18/2019 ***.*** *.**
Burlington Northern Santa Fe, 4.15% 1apr2045, USD   USD 04/01/2045 03/18/2019 ***.** *.** 03/18/2019 ***.** *.**
BWAY Holding, 5.5% 15apr2024, USD   USD 04/15/2024 03/18/2019 **.** *.** 03/18/2019 **.** *.*
BWAY Holding, 7.25% 15apr2025, USD   USD 04/15/2025 03/18/2019 **.** *.** 03/18/2019 **.** *.**
CA, Inc., 3.6% 15aug2022, USD   USD 08/15/2022 03/18/2019 **.*** *.** 03/18/2019 **.** *.**
CA, Inc., 3.6% 1aug2020, USD   USD 08/01/2020 03/18/2019 ***.** *.** 03/18/2019 ***.** *.**
CA, Inc., 4.7% 15mar2027, USD   USD 03/15/2027 03/18/2019 **.*** *.** 03/18/2019 **.*** *.**
CA, Inc., 5.375% 1dec2019, USD   USD 12/01/2019 03/18/2019 ***.** *.** 03/18/2019 ***.* *.**
Cable One Inc., 5.75% 15jun2022   USD 06/15/2022 03/18/2019 ***.** *.** 03/18/2019 ***.** *.**
Cabot, 3.4% 15sep2026, USD   USD 09/15/2026 03/18/2019 **.** *.* 03/18/2019 **.*** *.**
Caesars Entertainment, 5% 1oct2024, USD (Conv.)   USD 10/01/2024 03/18/2019 ***.** -*.** 03/18/2019 ***.** -*.**
California Resources, 6% 15nov2024, USD   USD 11/15/2024 03/18/2019 **.** **.** 03/18/2019 **.** **.**
California Resources, 8% 15dec2022, USD   USD 12/15/2022 03/18/2019 **.** **.** 03/18/2019 **.** **.**
Calpine, 5.25% 1jun2026, USD   USD 06/01/2026 03/18/2019 **.** *.** 03/18/2019 **.** *.**
Calpine, 5.5% 1feb2024, USD   USD 02/01/2024 03/18/2019 **.** *.** 03/18/2019 **.** *.**
Cameron International, 5.125% 15dec2043, USD   USD 12/15/2043 03/18/2019 ***.** *.** 03/18/2019 ***.** *.**
Campbell Soup, 3.3% 15mar2021, USD   USD 03/15/2021 03/18/2019 ***.** *.** 03/18/2019 ***.** *.**
Campbell Soup, 3.3% 19mar2025, USD   USD 03/19/2025 03/18/2019 **.*** *.** 03/18/2019 **.** *.**
Campbell Soup, 3.65% 15mar2023, USD   USD 03/15/2023 03/18/2019 ***.** *.** 03/18/2019 ***.** *.**
Campbell Soup, 3.95% 15mar2025, USD   USD 03/15/2025 03/18/2019 **.** * 03/18/2019 ***.*** *.**
Campbell Soup, 4.15% 15mar2028, USD   USD 03/15/2028 03/18/2019 **.*** *.** 03/18/2019 **.*** *.*
Campbell Soup, 4.8% 15mar2048, USD   USD 03/15/2048 03/18/2019 **.*** *.** 03/18/2019 **.*** *.**
Campbell Soup, FRN 15mar2021, USD   USD 03/15/2021 03/18/2019 **.** * 03/18/2019 ***.** *
Campbell Soup, FRN 16mar2020, USD   USD 03/16/2020 03/18/2019 **.** * 03/18/2019 **.** *
Capital One Bank (USA), 2.3% 5jun2019, USD   USD 06/05/2019 03/18/2019 **.* *.** 03/18/2019 **.* *.**
Capital One Financial Corporation, 2.4% 30oct2020, USD   USD 10/30/2020 03/18/2019 **.** *.** 03/18/2019 **.** *.*
Capital One Financial Corporation, 2.5% 12may2020, USD   USD 05/12/2020 03/18/2019 **.** *.** 03/18/2019 **.** *.**
Capital One Financial Corporation, 2.95% 23jul2021, USD   USD 07/23/2021 03/18/2019 **.*** *.** 03/18/2019 ***.*** *.**
Capital One Financial Corporation, 3.05% 9mar2022, USD   USD 03/09/2022 03/18/2019 **.*** *.** 03/18/2019 **.** *.**
Capital One Financial Corporation, 3.2% 30jan2023, USD   USD 01/30/2023 03/18/2019 **.*** *.** 03/18/2019 **.** *.**
Capital One Financial Corporation, 3.2% 5feb2025, USD   USD 02/05/2025 03/18/2019 **.*** *.** 03/18/2019 **.*** *.*
Capital One Financial Corporation, 3.3% 30oct2024, USD   USD 10/30/2024 03/18/2019 **.*** *.** 03/18/2019 **.*** *.**
Capital One Financial Corporation, 3.75% 28jul2026, USD   USD 07/28/2026 03/18/2019 **.*** *.** 03/18/2019 **.*** *.**
Capital One Financial Corporation, 3.75% 9mar2027, USD   USD 03/09/2027 03/18/2019 **.** *.** 03/18/2019 **.** *.**
Capital One Financial Corporation, 3.8% 31jan2028, USD   USD 01/31/2028 03/18/2019 **.** *.** 03/18/2019 **.*** *.**
Capital One Financial Corporation, FRN 9mar2022, USD   USD 03/09/2022 03/18/2019 **.** * 03/18/2019 ***.** *
Capital One, N.A., 2.25% 13sep2021, USD   USD 09/13/2021 03/18/2019 **.* *.* 03/18/2019 **.* *.**
Cardinal Health, 1.948% 14jun2019, USD   USD 06/14/2019 03/18/2019 **.** *.** 03/18/2019 **.** *.**
Cardinal Health, 2.616% 15jun2022, USD   USD 06/15/2022 03/18/2019 **.*** *.** 03/18/2019 **.** *.**
Cardinal Health, 3.079% 15jun2024, USD   USD 06/15/2024 03/18/2019 **.** *.** 03/18/2019 **.*** *.**
Cardinal Health, 3.41% 15jun2027, USD   USD 06/15/2027 03/18/2019 **.** *.** 03/18/2019 **.*** *.**
Cardinal Health, 3.75% 15sep2025, USD   USD 09/15/2025 03/18/2019 **.*** *.* 03/18/2019 ***.** *.*
Cardinal Health, 4.368% 15jun2047, USD   USD 06/15/2047 03/18/2019 **.*** *.** 03/18/2019 **.** *.**
Cardinal Health, 4.9% 15sep2045, USD   USD 09/15/2045 03/18/2019 **.*** *.** 03/18/2019 **.*** *.**
Cardinal Health, FRN 15jun2022, USD   USD 06/15/2022 03/18/2019 **.** * 03/18/2019 *** *
Cardtronics, 5.5% 1may2025, USD   USD 05/01/2025 03/18/2019 **.** *.* 03/18/2019 **.** *.**
Cargill Inc, 1.875% 4sep2019, EUR   EUR 09/04/2019 03/18/2019 ***.** *.* 03/18/2019 ***.** *.**
Cargill Inc, 2.5% 15feb2023, EUR   EUR 02/15/2023 03/18/2019 ***.** *.** 03/18/2019 ***.** *.**
Cargill Inc, 3.25% 1mar2023, USD   USD 03/01/2023 03/18/2019 ***.** *.* 03/18/2019 ***.*** *.**
Cargill Inc, 5.375% 2mar2037, GBP   GBP 03/02/2037 03/18/2019 ***.**** *.** 03/18/2019 ***.*** *.**
Carlisle, 3.5% 1dec2024, USD   USD 12/01/2024 03/18/2019 **.** *.** 03/18/2019 **.*** *.**
Carlisle, 3.75% 1dec2027, USD   USD 12/01/2027 03/18/2019 **.*** *.** 03/18/2019 **.*** *.**
Carlson Travel, FRN 15jun2023, EUR   EUR 06/15/2023 03/18/2019 ***.** * 03/18/2019 ***.** *
Carmike Cinemas, 6% 15jun2023, USD   USD 06/15/2023 03/18/2019 ***.** *.** 03/18/2019 ***.** *.**
Carnival Corp, 1.625% 22feb2021, EUR   EUR 02/22/2021 03/18/2019 ***.** *.** 03/18/2019 ***.** *.**
Carpenter, 4.45% 1mar2023, USD   USD 03/01/2023 03/18/2019 ***.** *.** 03/18/2019 ***.** *.**
Catalent Pharma Solutions, 4.75% 15dec2024, EUR   EUR 12/15/2024 03/18/2019 ***.*** * 03/18/2019 ***.** *.**
Caterpillar, 3.4% 15may2024, USD   USD 05/15/2024 03/18/2019 ***.*** *.** 03/18/2019 ***.*** *.**
Caterpillar, 4.75% 15may2064, USD   USD 05/15/2064 03/18/2019 ***.*** *.** 03/18/2019 ***.*** *.**
Caterpillar Financial Services, 1.35% 18may2019, USD   USD 05/18/2019 03/18/2019 **.* *.** 03/18/2019 **.** *.**
Caterpillar Financial Services, 1.85% 4sep2020, USD   USD 09/04/2020 03/18/2019 **.** *.** 03/18/2019 **.** *.**
Caterpillar Financial Services, 1.931% 1oct2021, USD   USD 10/01/2021 03/18/2019 **.** *.** 03/18/2019 **.* *.**
Caterpillar Financial Services, 2% 5mar2020, USD   USD 03/05/2020 03/18/2019 **.** *.** 03/18/2019 **.** *.**
Caterpillar Financial Services, FRN 4sep2020, USD   USD 09/04/2020 03/18/2019 ***.** * 03/18/2019 ***.** *
CB Escrow, 8% 15oct2025, USD   USD 10/15/2025 03/18/2019 **.** **.** 03/18/2019 **.** *.**
CBL & Associates Limited Partnership, 5.25% 1dec2023, USD   USD 12/01/2023 03/18/2019 **.** **.** 03/18/2019 **.** **.**
CBOE Global Markets, 3.65% 12jan2027, USD   USD 01/12/2027 03/18/2019 **.*** *.** 03/18/2019 **.** *.**
CBRE Group, 4.875% 1mar2026, USD   USD 03/01/2026 03/18/2019 ***.*** *.** 03/18/2019 ***.** *.**
CBS, 2.5% 15feb2023, USD   USD 02/15/2023 03/18/2019 **.** *.** 03/18/2019 **.*** *.**
CBS, 2.9% 1jun2023, USD   USD 06/01/2023 03/18/2019 **.** *.** 03/18/2019 **.** *.**
CBS, 3.5% 15jan2025, USD   USD 01/15/2025 03/18/2019 **.** *.** 03/18/2019 **.** *.*
CBS, 4% 15jan2025, USD   USD 01/15/2026 03/18/2019 **.*** *.** 03/18/2019 ***.*** *.**
CBS, 4.6% 15jan2045, USD   USD 01/15/2045 03/18/2019 **.*** *.** 03/18/2019 **.** *.**
CCO Holdings, 4% 1mar2023, USD   USD 03/01/2023 03/18/2019 **.** *.** 03/18/2019 ***.** *.**
CCO Holdings, 5% 1feb2028, USD   USD 02/01/2028 03/18/2019 **.** *.** 03/18/2019 **.** *.**
CCO Holdings, 5.125% 1may2027, USD   USD 05/01/2027 03/18/2019 **.** *.** 03/18/2019 ***.** *.**
Celanese US Holdings, 1.125% 26sep2023, EUR   EUR 09/26/2023 03/18/2019 ***.** *.** 03/18/2019 ***.* *.**
Celanese US Holdings, 1.25% 11feb2025, EUR   EUR 02/11/2025 03/18/2019 **.** *.** 03/18/2019 **.** *.**
Celanese US Holdings, 3.25% 15oct2019, EUR   EUR 10/15/2019 03/18/2019 ***.** *.** 03/18/2019 ***.** -*.**
Celgene, 2.75% 15feb2023, USD   USD 02/15/2023 03/18/2019 **.** *.* 03/18/2019 **.** *.**
Celgene, 2.875% 15aug2020, USD   USD 08/15/2020 03/18/2019 **.** *.** 03/18/2019 ***.** *.**
Celgene, 2.875% 19feb2021, USD   USD 02/19/2021 03/18/2019 **.** *.** 03/18/2019 **.** *.**
Celgene, 3.25% 20feb2023, USD   USD 02/20/2023 03/18/2019 **.** *.** 03/18/2019 **.*** *.**
Celgene, 3.45% 15nov2027, USD   USD 11/15/2027 03/18/2019 **.** *.** 03/18/2019 **.** *.**
Celgene, 3.55% 15aug2022, USD   USD 08/15/2022 03/18/2019 ***.** *.** 03/18/2019 ***.** *.**
Celgene, 3.875% 15aug2025, USD   USD 08/15/2025 03/18/2019 ***.** *.** 03/18/2019 ***.*** *.**
Celgene, 3.9% 20feb2028, USD   USD 02/20/2028 03/18/2019 **.*** *.** 03/18/2019 ***.** *.**
Celgene, 4.35% 15nov2047, USD   USD 11/15/2047 03/18/2019 **.*** *.** 03/18/2019 **.** *.**
Celgene, 4.55% 20feb2048, USD   USD 02/20/2048 03/18/2019 **.** *.** 03/18/2019 **.** *.*
Celgene, 5% 15aug2045, USD   USD 08/15/2045 03/18/2019 ***.*** *.** 03/18/2019 ***.** *.*
Central Garden & Pet, 5.125% 1feb2028, USD   USD 02/01/2028 03/18/2019 **.** *.** 03/18/2019 **.** *.**
Century Communities, 5.875% 15jul2025, USD   USD 07/15/2025 03/18/2019 ** *.** 03/18/2019 ** *.**
CenturyLink, 5.625% 1apr2025, USD   USD 04/01/2025 03/18/2019 **.** *.** 03/18/2019 **.** *.*
CenturyLink, 5.8% 15mar2022, USD   USD 03/15/2022 03/18/2019 ***.* *.** 03/18/2019 ***.** *.**
CenturyLink, 7.5% 1apr2024, USD   USD 04/01/2024 03/18/2019 ***.** *.** 03/18/2019 ***.** *.**
CenturyLink, 7.6% 15sep2039, USD   USD 09/15/2039 03/18/2019 **.** *.** 03/18/2019 **.*** *.**
CenturyLink, 7.65% 15mar2042, USD   USD 03/15/2042 03/18/2019 **.** *.** 03/18/2019 **.** *.*
Cequel Communications Holdings I, 7.75% 15jul2025, USD   USD 07/15/2025 03/18/2019 ***.*** *.** 03/18/2019 ***.*** *.**
Charles Schwab, 2.65% 25jan2023, USD   USD 01/25/2023 03/18/2019 **.*** *.** 03/18/2019 **.*** *.**
Charles Schwab, 3% 10mar2025, USD   USD 03/10/2025 03/18/2019 **.** *.** 03/18/2019 ***.** *
Charles Schwab, 3.2% 25jan2028, USD   USD 01/25/2028 03/18/2019 **.* *.** 03/18/2019 **.** *.**
Charles Schwab, 3.2% 2mar2027, USD   USD 03/02/2027 03/18/2019 **.** *.** 03/18/2019 ***.*** *.**
Charles Schwab, 3.225% 1sep2022, USD   USD 09/01/2022 03/18/2019 ***.*** *.** 03/18/2019 ***.*** *.*
Charles Schwab, 4.625% perp., USD   USD 03/18/2019 **.** * 03/18/2019 **.* *
Charter Communications Operating, 4.464% 23jul2022, USD   USD 07/23/2022 03/18/2019 ***.** *.** 03/18/2019 ***.** *.**
Charter Communications Operating, 4.908% 23jul2025, USD   USD 07/23/2025 03/18/2019 ***.* *.** 03/18/2019 ***.* *.**
Charter Communications Operating, 6.384% 23oct2035, USD   USD 10/23/2035 03/18/2019 ***.** *.* 03/18/2019 ***.** *.**
Charter Communications Operating, 6.484% 23oct2045, USD   USD 10/23/2045 03/18/2019 ***.** *.** 03/18/2019 ***.** *.**
Chemours, 5.375% 15may2027, USD   USD 05/15/2027 03/18/2019 **.** *.** 03/18/2019 **.** *.*
Cheniere Corpus Christi Holdings, 7% 30jun2024, USD   USD 06/30/2024 03/18/2019 ***.*** *.** 03/18/2019 ***.*** *.**
Chesapeake Energy, 6.875% 15nov2020, USD   USD 11/15/2020 03/18/2019 ***.* *.** 03/18/2019 ***.** *.**
Chesapeake Energy, 8% 15jan2025, USD   USD 01/15/2025 03/18/2019 ***.** *.** 03/18/2019 ***.* *.**
Chevron, 1.961% 3mar2020, USD   USD 03/03/2020 03/18/2019 **.** *.** 03/18/2019 **.** *.**
Chevron, 1.991% 3mar2020, USD   USD 03/03/2020 03/18/2019 **.* *.** 03/18/2019 **.** *.**
Chevron, 2.355% 5dec2022, USD   USD 12/05/2022 03/18/2019 **.** *.** 03/18/2019 **.*** *.*
Chevron, 2.411% 3mar2022, USD   USD 03/03/2022 03/18/2019 **.*** *.** 03/18/2019 **.** *.**
Chevron, 2.498% 3mar2022, USD   USD 03/03/2022 03/18/2019 **.* *.** 03/18/2019 **.** *.**
Chevron, 2.895% 3mar2024, USD   USD 03/03/2024 03/18/2019 ***.** *.* 03/18/2019 ***.** *.*
Chevron, FRN 3mar2020, USD   USD 03/03/2020 03/18/2019 ***.** * 03/18/2019 ***.** *
Chevron, FRN 3mar2022, USD   USD 03/03/2022 03/18/2019 ***.** * 03/18/2019 ***.** *
Chevron, FRN 3mar2022, USD   USD 03/03/2022 03/18/2019 ***.** * 03/18/2019 ***.** *
Chevron Phillips Chemical, 2.45% 1may2020, USD   USD 05/01/2020 03/18/2019 **.** *.** 03/18/2019 **.** *.**
Chevron Phillips Chemical, 3.4% 1dec2026, USD   USD 12/01/2026 03/18/2019 **.** *.** 03/18/2019 ***.** *.**
Chevron Phillips Chemical, FRN 1may2020, USD   USD 05/01/2020 03/18/2019 ***.** * 03/18/2019 ***.** *
Chubb INA Holdings, 1.55% 15mar2028, EUR   EUR 03/15/2028 03/18/2019 ***.** *.** 03/18/2019 ***.** *.**
Chubb INA Holdings, 2.5% 15mar2038, EUR   EUR 03/15/2038 03/18/2019 ***.** *.** 03/18/2019 ***.** *.**
Chubb INA Holdings, 3.15% 15mar2025, USD   USD 03/15/2025 03/18/2019 **.*** *.** 03/18/2019 ***.** *.**
Chukchansi, 9.75% 30may2020, USD   USD 05/30/2020 03/18/2019 ** **.** 03/18/2019 ** **.**
Church & Dwight, 2.45% 1aug2022, USD   USD 08/01/2022 03/18/2019 **.** *.** 03/18/2019 ** *.*
Church & Dwight, 3.15% 1aug2027, USD   USD 08/01/2027 03/18/2019 **.*** *.** 03/18/2019 **.** *.**
Church & Dwight, 3.95% 1aug2047, USD   USD 08/01/2047 03/18/2019 **.** *.** 03/18/2019 **.** *.**
Cigna Holding Co, 3.05% 15oct2027, USD   USD 10/15/2027 03/18/2019 **.** * 03/18/2019 **.*** *.**
Cigna Holding Co, 3.25% 15apr2025, USD   USD 04/15/2025 03/18/2019 **.*** *.** 03/18/2019 **.*** *.**
Cigna Holding Co, 3.875% 15oct2047, USD   USD 10/15/2047 03/18/2019 **.*** *.** 03/18/2019 **.** *.**
Cimarex Energy, 3.9% 15may2027, USD   USD 05/15/2027 03/18/2019 **.*** *.** 03/18/2019 **.** *.*
Cisco Systems, 1.4% 20sep2019, USD   USD 09/20/2019 03/18/2019 **.** *.** 03/18/2019 **.** *.**
Cisco Systems, 1.85% 20sep2021, USD   USD 09/20/2021 03/18/2019 **.*** *.** 03/18/2019 **.*** *.**
Cisco Systems, 2.2% 20sep2023, USD   USD 09/20/2023 03/18/2019 **.** *.** 03/18/2019 **.*** *.**
Cisco Systems, 2.45% 15jun2020, USD   USD 06/15/2020 03/18/2019 **.** *.* 03/18/2019 **.** *.**
Cisco Systems, 2.5% 20sep2026, USD   USD 09/20/2026 03/18/2019 **.*** *.* 03/18/2019 **.*** *.**
Cisco Systems, 3% 15jun2022, USD   USD 06/15/2022 03/18/2019 ***.*** *.* 03/18/2019 ***.*** *.**
Cisco Systems, 3.5% 15jun2025, USD   USD 06/15/2025 03/18/2019 ***.*** *.** 03/18/2019 ***.** *.**
Cisco Systems, FRN 20sep2019, USD   USD 09/20/2019 03/18/2019 ***.** * 03/18/2019 ***.* *
CIT Group, 4.125% 9mar2021, USD   USD 03/09/2021 03/18/2019 ***.* *.** 03/18/2019 ***.** *.**
CIT Group, 5% 1aug2023, USD   USD 08/01/2023 03/18/2019 ***.** *.** 03/18/2019 ***.** *.**
CIT Group, 5.25% 7mar2025, USD   USD 03/07/2025 03/18/2019 ***.** *.** 03/18/2019 ***.** *.**
Citadel, 5.375% 17jan2023, USD   USD 01/17/2023 03/18/2019 ***.* * 03/18/2019 ***.* *.**
Citgo Holding, 10.75% 15feb2020, USD   USD 02/15/2020 03/18/2019 ***.** *.** 03/18/2019 ***.**** *.**
Citigroup, 0% 26oct2027, TRY (3652D)   TRY 10/26/2027 03/18/2019 ** **.** 03/18/2019 **.** **.**
Citigroup, 0.5% 22nov2024, CHF   CHF 11/22/2024 03/18/2019 ***.** *.** 03/18/2019 ***.** *.*
Citigroup, 0.75% 26oct2023, EUR   EUR 10/26/2023 03/18/2019 ***.** *.** 03/18/2019 ***.** *.**
Citigroup, 1.5% 26oct2028, EUR   EUR 10/26/2028 03/18/2019 ***.** *.** 03/18/2019 ***.** *.**
Citigroup, 1.625% 21mar2028, EUR   EUR 03/21/2028 03/18/2019 ***.** *.** 03/18/2019 ***.* *.**
Citigroup, 1.75% 27oct2021, EUR   EUR 10/27/2021 03/18/2019 ***.** *.** 03/18/2019 ***.** *.**
Citigroup, 1.75% 28jan2025, EUR   EUR 01/28/2025 03/18/2019 ***.** *.** 03/18/2019 ***.** *.**
Citigroup, 11.3% 28sep2020, BRL   BRL 09/28/2020 03/18/2019 *** *.** 03/18/2019 ***.** *.**
Citigroup, 2.125% 10sep2026, EUR   EUR 09/10/2026 03/18/2019 ***.** *.** 03/18/2019 ***.** *
Citigroup, 2.35% 2aug2021, USD   USD 08/02/2021 03/18/2019 **.** *.** 03/18/2019 **.** *.**
Citigroup, 2.375% 22may2024, EUR   EUR 05/22/2024 03/18/2019 ***.* *.** 03/18/2019 ***.** *.**
Citigroup, 2.4% 18feb2020, USD   USD 02/18/2020 03/18/2019 **.** *.** 03/18/2019 **.** *.**
Citigroup, 2.5% 29jul2019, USD   USD 07/29/2019 03/18/2019 **.** *.** 03/18/2019 **.** *.**
Citigroup, 2.7% 27oct2022, USD   USD 10/27/2022 03/18/2019 **.** *.** 03/18/2019 **.*** *.**
Citigroup, 2.75% 25apr2022, USD   USD 04/25/2022 03/18/2019 **.** *.* 03/18/2019 **.*** *.**
Citigroup, 2.876% 24jul2023, USD   USD 07/24/2023 03/18/2019 **.** * 03/18/2019 **.** *
Citigroup, 3.142% 24jan2023, USD   USD 01/24/2023 03/18/2019 **.* * 03/18/2019 ***.** *
Citigroup, 3.3% 27apr2025, USD   USD 04/27/2025 03/18/2019 **.*** *.** 03/18/2019 **.*** *.*
Citigroup, 3.39% 18nov2021, CAD   CAD 11/18/2021 03/18/2019 ***.** *.** 03/18/2019 ***.*** *.**
Citigroup, 3.5% 19aug2024, NOK   NOK 08/19/2024 03/18/2019 ***.*** *.** 03/18/2019 ***.** *.**
Citigroup, 3.52% 27oct2028, USD   USD 10/27/2028 03/18/2019 **.** * 03/18/2019 **.** *
Citigroup, 3.668% 24jul2028, USD   USD 07/24/2028 03/18/2019 **.** * 03/18/2019 **.** *
Citigroup, 3.75% 27oct2023, AUD   AUD 10/27/2023 03/18/2019 ***.** *.** 03/18/2019 ***.** *.**
Citigroup, 3.75% 4may2021, AUD   AUD 05/04/2021 03/18/2019 ***.** *.** 03/18/2019 ***.** *.**
Citigroup, 3.875% 26mar2025, USD   USD 03/26/2025 03/18/2019 **.*** *.** 03/18/2019 ***.*** *.**
Citigroup, 3.878% 24jan2039, USD   USD 01/24/2039 03/18/2019 **.** * 03/18/2019 **.*** *
Citigroup, 4.09% 9jun2025, CAD   CAD 06/09/2025 03/18/2019 ***.** *.* 03/18/2019 ***.** *.**
Citigroup, 4.125% 25jul2028, USD   USD 07/25/2028 03/18/2019 **.** *.** 03/18/2019 **.*** *.**
Citigroup, 4.25% 25feb2030, EUR   EUR 02/25/2030 03/18/2019 ***.** * 03/18/2019 ***.*** *
Citigroup, 4.281% 24apr2048, USD   USD 04/24/2048 03/18/2019 **.** * 03/18/2019 ***.** *
Citigroup, 4.3% 20nov2026, USD   USD 11/20/2026 03/18/2019 ***.** *.** 03/18/2019 ***.*** *.*
Citigroup, 4.5% 3mar2031, GBP   GBP 03/03/2031 03/18/2019 ***.** *.** 03/18/2019 ***.** *.**
Citigroup, 4.95% 7nov2043, USD   USD 11/07/2043 03/18/2019 ***.*** *.** 03/18/2019 ***.* *.**
Citigroup, 5% 2aug2019, EUR   EUR 08/02/2019 03/18/2019 ***.** -*.** 03/18/2019 ***.** -*.**
Citigroup, 5.13% 12nov2019, NZD   NZD 11/12/2019 03/18/2019 ***.** *.* 03/18/2019 ***.** *.**
Citigroup, 5.15% 21may2026, GBP   GBP 05/21/2026 03/18/2019 ***.** *.* 03/18/2019 ***.* *.**
Citigroup, 5.16% 24may2027, CAD   CAD 05/24/2027 03/18/2019 ***.*** * 03/18/2019 ***.*** *
Citigroup, 5.3% 6may2044, USD   USD 05/06/2044 03/18/2019 ***.*** *.** 03/18/2019 ***.** *.**
Citigroup, 5.35% perp., USD   USD 03/18/2019 **.** * 03/18/2019 **.** *
Citigroup, 5.5% 13sep2025, USD   USD 09/13/2025 03/18/2019 ***.*** *.** 03/18/2019 ***.** *.**
Citigroup, 5.875% 1jul2024, GBP   GBP 07/01/2024 03/18/2019 ***.** *.** 03/18/2019 ***.* *.**
Citigroup, 5.875% 22feb2033, USD   USD 02/22/2033 03/18/2019 ***.*** *.** 03/18/2019 ***.*** *.**
Citigroup, 5.875% perp., USD   USD 03/18/2019 ***.** * 03/18/2019 ***.** *
Citigroup, 5.95% perp., USD   USD 03/18/2019 ***.** * 03/18/2019 ***.** *
Citigroup, 6.25% 2sep2019, GBP   GBP 09/02/2019 03/18/2019 ***.* *.* 03/18/2019 ***.** *.**
Citigroup, 6.25% perp., USD   USD 03/18/2019 ***.** * 03/18/2019 ***.* *
Citigroup, 6.3% perp., USD   USD 03/18/2019 *** * 03/18/2019 ***.** *
Citigroup, 6.5% 16aug2030, GBP   GBP 08/16/2030 03/18/2019 ***.** *.** 03/18/2019 ***.** *.**
Citigroup, 6.8% 25jun2038, GBP   GBP 06/25/2038 03/18/2019 ***.** *.** 03/18/2019 ***.** *.**
Citigroup, 7.375% 1sep2039, GBP   GBP 09/01/2039 03/18/2019 ***.** * 03/18/2019 ***.** *.**
Citigroup, 7.375% 4sep2019, EUR   EUR 09/04/2019 03/18/2019 ***.** -*.** 03/18/2019 ***.* -*.**
Citigroup, FRN 11nov2019, EUR   EUR 11/11/2019 03/18/2019 ***.** * 03/18/2019 ***.** *
Citigroup, FRN 17may2024, USD   USD 05/17/2024 03/18/2019 ***.** * 03/18/2019 ***.** *
Citigroup, FRN 1sep2023, USD   USD 09/01/2023 03/18/2019 ***.** * 03/18/2019 ***.*** *
Citigroup, FRN 21mar2023, EUR   EUR 03/21/2023 03/18/2019 **.*** * 03/18/2019 **.*** *
Citigroup, FRN 24jul2023, USD   USD 07/24/2023 03/18/2019 ***.** * 03/18/2019 ***.*** *
Citigroup, FRN 24may2021, EUR   EUR 05/24/2021 03/18/2019 ***.* * 03/18/2019 ***.* *
Citigroup, FRN 25apr2022, USD   USD 04/25/2022 03/18/2019 ***.** * 03/18/2019 ***.** *
Citigroup, FRN 27oct2022, USD   USD 10/27/2022 03/18/2019 **.*** * 03/18/2019 **.*** *
Citigroup, FRN 27oct2023, AUD   AUD 10/27/2023 03/18/2019 ***.** * 03/18/2019 ***.** *
Citigroup, FRN 2aug2021, USD   USD 08/02/2021 03/18/2019 ***.* * 03/18/2019 ***.** *
Citigroup, FRN 4may2021, AUD   AUD 05/04/2021 03/18/2019 ***.** * 03/18/2019 ***.** *
Citigroup, FRN 6jan2020, USD   USD 01/06/2020 03/18/2019 **.**** * 03/18/2019 **.**** *
Citigroup, FRN 7aug2019, AUD   AUD 08/07/2019 03/18/2019 ***.** * 03/18/2019 ***.** *
Citigroup Global Markets Holdings, 11% 24may2022, TRY   TRY 05/24/2022 03/18/2019 **.** **.** 03/18/2019 **.** **.**
Citigroup Global Markets Holdings, 2.5% 30sep2026, USD   USD 09/30/2026 03/18/2019 **.** * 03/18/2019 **.** *
Citigroup Global Markets Holdings, 5% 3mar2021, USD   USD 03/03/2021 03/18/2019 **.* * 03/18/2019 **.* *
Citizens Bank NA of Providence, 3.7% 29mar2023, USD   USD 03/29/2023 03/18/2019 ***.** *.** 03/18/2019 ***.** *.**
Citizens Financial Group, 2.375% 28jul2021, USD   USD 07/28/2021 03/18/2019 **.*** *.** 03/18/2019 **.*** *.**
Citrix Systems, 4.5% 1dec2027, USD   USD 12/01/2027 03/18/2019 ** *.** 03/18/2019 **.** *.**
Clearway Energy Inc., 5.375% 15aug2024, USD   USD 08/15/2024 03/18/2019 **.** *.** 03/18/2019 ***.** *.**
Cleco Corporate Holdings, 3.743% 1may2026, USD   USD 05/01/2026 03/18/2019 **.*** *.** 03/18/2019 **.*** *.**
Clorox, 3.1% 1oct2027, USD   USD 10/01/2027 03/18/2019 **.** *.** 03/18/2019 **.*** *.**
CME Group, 3% 15mar2025, USD   USD 03/15/2025 03/18/2019 **.*** *.* 03/18/2019 **.** *.**
CMS Energy, 2.95% 15feb2027, USD   USD 02/15/2027 03/18/2019 **.*** *.** 03/18/2019 **.*** *.**
CMS Energy, 3% 15may2026, USD   USD 05/15/2026 03/18/2019 **.*** *.** 03/18/2019 **.*** *.**
CMS Energy, 3.45% 15aug2027, USD   USD 08/15/2027 03/18/2019 **.** *.* 03/18/2019 **.*** *.**
CNA Financial, 3.45% 15aug2027, USD   USD 08/15/2027 03/18/2019 **.*** *.** 03/18/2019 **.** *.**
CNX Resources Corporation, 5.875% 15apr2022, USD   USD 04/15/2022 03/18/2019 **.* *.** 03/18/2019 ***.** *.**
Coca-Cola European Partners US, 1.875% 18mar2030, EUR   EUR 03/18/2030 03/18/2019 ***.** *.** 03/18/2019 ***.** *.**
Coca-Cola European Partners US, 2% 5dec2019, EUR   EUR 12/05/2019 03/18/2019 ***.** *.** 03/18/2019 ***.** *.**
Coca-Cola European Partners US, 2.375% 7may2025, EUR   EUR 05/07/2025 03/18/2019 *** *.** 03/18/2019 ***.** *.**
Coca-Cola European Partners US, 2.625% 6nov2023, EUR   EUR 11/06/2023 03/18/2019 ***.* *.** 03/18/2019 *** *.**
Coca-Cola European Partners US, 2.75% 6may2026, EUR   EUR 05/06/2026 03/18/2019 ***.** *.** 03/18/2019 ***.** *.**
Colfax, 3.25% 15may2025, EUR   EUR 05/15/2025 03/18/2019 ***.** *.** 03/18/2019 ***.** *.**
Colgate-Palmolive, 2.25% 15nov2022, USD   USD 11/15/2022 03/18/2019 **.** *.** 03/18/2019 **.** *.**
Colgate-Palmolive, FRN 14may2019, EUR   EUR 05/14/2019 03/18/2019 ***.** * 03/18/2019 ***.** *
Colorado Interstate Gas, 4.15% 15aug2026, USD   USD 08/15/2026 03/18/2019 ***.** *.** 03/18/2019 ***.** *
Columbia Property Trust Operating Partnership, 3.65% 15aug2026, USD   USD 08/15/2026 03/18/2019 **.*** *.** 03/18/2019 **.*** *.**
Comcast, 1.625% 15jan2022, USD   USD 01/15/2022 03/18/2019 **.*** *.* 03/18/2019 **.*** *.**
Comcast, 2.35% 15jan2027, USD   USD 01/15/2027 03/18/2019 **.*** *.* 03/18/2019 **.*** *.**
Comcast, 3.15% 1mar2026, USD   USD 03/01/2026 03/18/2019 **.*** *.** 03/18/2019 **.*** *.**
Comcast, 3.2% 15jul2036, USD   USD 07/15/2036 03/18/2019 **.** *.** 03/18/2019 **.*** *.**
Comcast, 3.4% 15jul2046, USD   USD 07/15/2046 03/18/2019 **.*** *.** 03/18/2019 **.*** *.**
Comcast, 3.55% 1may2028, USD   USD 05/01/2028 03/18/2019 **.*** *.** 03/18/2019 ***.** *.**
Comcast, 3.9% 1mar2038, USD   USD 03/01/2038 03/18/2019 **.*** *.** 03/18/2019 **.** *.**
Comcast, 3.999% 1nov2049, USD   USD 11/01/2049 03/18/2019 **.*** *.** 03/18/2019 **.*** *.**
Comcast, 4% 1mar2048, USD   USD 03/01/2048 03/18/2019 **.*** *.** 03/18/2019 **.** *.**
Comcast, 5.5% 23nov2029, GBP   GBP 11/23/2029 03/18/2019 ***.** *.* 03/18/2019 ***.** *.*
Commonwealth Bank (New York), 2% 18jun2019, USD   USD 06/18/2019 03/18/2019 **.* *.** 03/18/2019 **.** *.**
Commonwealth Bank (New York), 2.125% 22jul2020, USD   USD 07/22/2020 03/18/2019 **.*** *.* 03/18/2019 ***.*** *.**
Commonwealth Bank (New York), 2.3% 12mar2020, USD   USD 03/12/2020 03/18/2019 **.** *.** 03/18/2019 **.** *.**
Commonwealth Bank (New York), 2.3% 6sep2019, USD   USD 09/06/2019 03/18/2019 **.** *.** 03/18/2019 ***.** *.**
Commonwealth Bank (New York), 2.4% 2nov2020, USD   USD 11/02/2020 03/18/2019 **.*** *.** 03/18/2019 **.** *.*
Commonwealth Bank (New York), 2.55% 15mar2021, USD   USD 03/15/2021 03/18/2019 **.*** *.** 03/18/2019 **.*** *.*
Commonwealth Edison, 2.55% 15jun2026, USD   USD 06/15/2026 03/18/2019 **.*** *.** 03/18/2019 **.*** *.**
Commonwealth Edison, 2.95% 15aug2027, USD   USD 08/15/2027 03/18/2019 **.** *.** 03/18/2019 **.*** *.**
Commonwealth Edison, 3.65% 15jun2046, USD   USD 06/15/2046 03/18/2019 **.*** *.** 03/18/2019 **.** *.**
Commonwealth Edison, 3.7% 1mar2045, USD   USD 03/01/2045 03/18/2019 **.*** *.** 03/18/2019 **.*** *.**
Commonwealth Edison, 3.75% 15aug2047, USD   USD 08/15/2047 03/18/2019 **.*** *.** 03/18/2019 **.** *.**
Commonwealth Edison, 4% 1mar2048, USD   USD 03/01/2048 03/18/2019 **.*** *.** 03/18/2019 **.*** *.**
Community Health Systems (CHS), 6.875% 1feb2022, USD   USD 02/01/2022 03/18/2019 **.** **.** 03/18/2019 **.** **.*
Concho Resources, 3.75% 1oct2027, USD   USD 10/01/2027 03/18/2019 **.** *.** 03/18/2019 **.** *.**
Concho Resources, 4.375% 15jan2025, USD   USD 01/15/2025 03/18/2019 ***.*** *.** 03/18/2019 ***.*** *.**
Concho Resources, 4.875% 1oct2047, USD   USD 10/01/2047 03/18/2019 ***.** *.** 03/18/2019 ***.* *.**
Conduent Business Services, 10.5% 15dec2024, USD   USD 12/15/2024 03/18/2019 ***.** *.** 03/18/2019 ***.** *.**
Conn's, 7.25% 15jul2022, USD   USD 07/15/2022 03/18/2019 **.* *.** 03/18/2019 **.* *.**
Connecticut Light and Power, 4% 1apr2048, USD   USD 04/01/2048 03/18/2019 ***.*** *.** 03/18/2019 ***.*** *.**
Conoco Funding, 7.25% 15oct2031, USD   USD 10/15/2031 03/18/2019 ***.*** *.** 03/18/2019 ***.** *.**
ConocoPhillips, 5.9% 15oct2032, USD   USD 10/15/2032 03/18/2019 ***.*** *.** 03/18/2019 ***.*** *.**
ConocoPhillips, 5.95% 15oct2036, USD   USD 10/15/2036 03/18/2019 ***.** *.** 03/18/2019 ***.*** *.**
ConocoPhillips, 6.5% 1feb2039, USD   USD 02/01/2039 03/18/2019 ***.** *.** 03/18/2019 ***.** *.*
ConocoPhillips Co, 2.4% 15dec2022, USD   USD 12/15/2022 03/18/2019 **.*** *.* 03/18/2019 **.*** *.**
ConocoPhillips Co, 3.35% 15may2025, USD   USD 05/15/2025 03/18/2019 ***.*** *.** 03/18/2019 ***.** *.**
ConocoPhillips Co, 3.35% 15nov2024, USD   USD 11/15/2024 03/18/2019 ***.** *.** 03/18/2019 ***.*** *
ConocoPhillips Co, 4.15% 15nov2034, USD   USD 11/15/2034 03/18/2019 ***.*** *.** 03/18/2019 ***.** *.**
ConocoPhillips Co, 4.3% 15nov2044, USD   USD 11/15/2044 03/18/2019 ***.** *.** 03/18/2019 ***.*** *.**
ConocoPhillips Co, 4.95% 15mar2026, USD   USD 03/15/2026 03/18/2019 ***.** *.** 03/18/2019 ***.** *.**
ConocoPhillips Co, 5.95% 15mar2046, USD   USD 03/15/2046 03/18/2019 ***.*** *.** 03/18/2019 ***.*** *.**
Constellation Brands, 2% 7nov2019, USD   USD 11/07/2019 03/18/2019 **.** *.* 03/18/2019 ***.** *.*
Constellation Brands, 2.25% 6nov2020, USD   USD 11/06/2020 03/18/2019 **.** *.** 03/18/2019 ***.** *.**
Constellation Brands, 2.65% 7nov2022, USD   USD 11/07/2022 03/18/2019 **.*** *.** 03/18/2019 **.** *.**
Constellation Brands, 2.7% 9may2022, USD   USD 05/09/2022 03/18/2019 **.*** *.** 03/18/2019 **.** *.**
Constellation Brands, 3.2% 15feb2023, USD   USD 02/15/2023 03/18/2019 **.*** *.** 03/18/2019 **.*** *.**
Constellation Brands, 3.5% 9may2027, USD   USD 05/09/2027 03/18/2019 **.** *.** 03/18/2019 **.** *.**
Constellation Brands, 3.6% 15feb2028, USD   USD 02/15/2028 03/18/2019 **.** *.** 03/18/2019 **.*** *.**
Constellation Brands, 4.1% 15feb2048, USD   USD 02/15/2048 03/18/2019 **.*** *.** 03/18/2019 **.*** *.**
Constellation Brands, 4.5% 9may2047, USD   USD 05/09/2047 03/18/2019 **.*** *.** 03/18/2019 **.*** *.**
Consumers Energy, 3.25% 15aug2046, USD   USD 08/15/2046 03/18/2019 **.** *.** 03/18/2019 **.** *.**
Consumers Energy, 3.95% 15jul2047, USD   USD 07/15/2047 03/18/2019 ***.*** *.** 03/18/2019 ***.** *.**
Continental Resources, 3.8% 1jun2024, USD   USD 06/01/2024 03/18/2019 **.** *.** 03/18/2019 **.** *.**
Continental Resources, 4.375% 15jan2028, USD   USD 01/15/2028 03/18/2019 ** *.** 03/18/2019 ***.* *.**
Continental Resources, 4.5% 15apr2023, USD   USD 04/15/2023 03/18/2019 ***.** *.** 03/18/2019 ***.** *.**
Continental Resources, 4.9% 1jun2044, USD   USD 06/01/2044 03/18/2019 **.** *.** 03/18/2019 **.** *.**
Continental Resources, 5% 15sep2022, USD   USD 09/15/2022 03/18/2019 ***.** *.** 03/18/2019 ***.** *.*
COPT (Corporate Office Properties), 5% 1jul2025, USD   USD 07/01/2025 03/18/2019 ***.*** *.** 03/18/2019 ***.** *.**
Corning, 2.9% 15may2022, USD   USD 05/15/2022 03/18/2019 ***.*** *.** 03/18/2019 ***.*** *.**
Corning, 4.375% 15nov2057, USD   USD 11/15/2057 03/18/2019 **.*** *.** 03/18/2019 **.** *
Costco, 2.15% 18may2021, USD   USD 05/18/2021 03/18/2019 **.*** *.** 03/18/2019 **.** *.**
Costco, 2.3% 18may2022, USD   USD 05/18/2022 03/18/2019 **.*** *.** 03/18/2019 **.** *.**
Costco, 2.75% 18may2024, USD   USD 05/18/2024 03/18/2019 **.** *.** 03/18/2019 **.** *.**
Costco, 3% 18may2027, USD   USD 05/18/2027 03/18/2019 **.** *.** 03/18/2019 **.*** *.**
Coty, 4% 15apr2023, EUR   EUR 04/15/2023 03/18/2019 **.*** *.** 03/18/2019 ***.*** *.**
Coty, 4.75% 15apr2026, EUR   EUR 04/15/2026 03/18/2019 **.*** *.** 03/18/2019 ***.*** *.**
Covidien International Finance, 2.95% 15jun2023, USD   USD 06/15/2023 03/18/2019 **.*** * 03/18/2019 ***.*** *.**
Covidien International Finance, 3.2% 15jun2022, USD   USD 06/15/2022 03/18/2019 ***.*** *.** 03/18/2019 ***.*** *.**
Cox Communications, 3.15% 15aug2024, USD   USD 08/15/2024 03/18/2019 **.** *.** 03/18/2019 **.** *.**
Cox Communications, 3.5% 15aug2027, USD   USD 08/15/2027 03/18/2019 **.** *.** 03/18/2019 **.** *
Cox Communications, 4.6% 15aug2047, USD   USD 08/15/2047 03/18/2019 **.** *.** 03/18/2019 **.** *.**
Credit Acceptance, 6.125% 15feb2021, USD   USD 02/15/2021 03/18/2019 ***.** *.** 03/18/2019 ***.** *.**
Credit Suisse (USA) Inc., 7% 5oct2020, GBP   GBP 10/05/2020 03/18/2019 ***.** *.** 03/18/2019 ***.** *.**
Credit Suisse AG (New York) Branch, 2.3% 28may2019, USD   USD 05/28/2019 03/18/2019 **.** *.** 03/18/2019 ***.** *.**
Credit Suisse AG (New York) Branch, 3% 29oct2021, USD   USD 10/29/2021 03/18/2019 **.*** *.** 03/18/2019 ***.** *.**
CRH America, 3.875% 18may2025, USD   USD 05/18/2025 03/18/2019 **.** *.** 03/18/2019 **.** *.**
CRH America, 5.125% 18may2045, USD   USD 05/18/2045 03/18/2019 **.** *.* 03/18/2019 **.** *.*
Crown Castle International, 2.25% 1sep2021, USD   USD 09/01/2021 03/18/2019 **.** *.** 03/18/2019 **.*** *.**
Crown Castle International, 3.15% 15jul2023, USD   USD 07/15/2023 03/18/2019 **.*** *.** 03/18/2019 **.** *.**
Crown Castle International, 3.7% 15jun2026, USD   USD 06/15/2026 03/18/2019 **.** * 03/18/2019 **.*** *.**
Crown Castle International, 3.8% 15feb2028, USD   USD 02/15/2028 03/18/2019 **.** *.** 03/18/2019 **.** *.**
Crown Castle International, 4.75% 15may2047, USD   USD 05/15/2047 03/18/2019 **.*** *.** 03/18/2019 **.*** *.**
Crown Castle Towers, 3.222% 15may2022   USD 05/15/2022 03/18/2019 **.**** *.** 03/18/2019 **.**** *.**
Crown Castle Towers, 3.663% 15may2025   USD 05/15/2025 03/18/2019 ***.**** *.** 03/18/2019 ***.**** *.**
Crownrock, 5.625% 15oct2025, USD   USD 10/15/2025 03/18/2019 **.** *.** 03/18/2019 **.** *.**
CSC Holdings, 5.25% 1jun2024, USD   USD 06/01/2024 03/18/2019 **.** *.* 03/18/2019 ***.** *.**
CSX Corporation, 2.6% 1nov2026, USD   USD 11/01/2026 03/18/2019 **.** *.** 03/18/2019 **.*** *.**
CSX Corporation, 3.25% 1jun2027, USD   USD 06/01/2027 03/18/2019 **.*** *.** 03/18/2019 **.*** *.**
CSX Corporation, 3.8% 1mar2028, USD   USD 03/01/2028 03/18/2019 ***.** *.** 03/18/2019 ***.** *.**
CSX Corporation, 3.8% 1nov2046, USD   USD 11/01/2046 03/18/2019 **.** *.** 03/18/2019 **.** *.**
CSX Corporation, 3.95% 1may2050, USD   USD 05/01/2050 03/18/2019 **.** *.** 03/18/2019 **.** *.**
CSX Corporation, 4.25% 1nov2066, USD   USD 11/01/2066 03/18/2019 **.*** *.* 03/18/2019 **.*** *.*
CSX Corporation, 4.3% 1mar2048, USD   USD 03/01/2048 03/18/2019 **.*** *.** 03/18/2019 **.* *.**
CSX Corporation, 4.65% 1mar2068, USD   USD 03/01/2068 03/18/2019 **.** *.** 03/18/2019 **.** *.**
CubeSmart, L.P., 3.125% 1sep2026, USD   USD 09/01/2026 03/18/2019 **.*** *.** 03/18/2019 **.*** *.**
CubeSmart, L.P., 4% 15nov2025, USD   USD 11/15/2025 03/18/2019 **.*** *.** 03/18/2019 ***.*** *.**
CVS Health, 2.125% 1jun2021, USD   USD 06/01/2021 03/18/2019 **.*** *.** 03/18/2019 **.*** *.**
CVS Health, 2.8% 20jul2020, USD   USD 07/20/2020 03/18/2019 **.** *.** 03/18/2019 **.** *
CVS Health, 2.875% 1jun2026, USD   USD 06/01/2026 03/18/2019 **.* *.** 03/18/2019 **.*** *.**
CVS Health, 3.125% 9mar2020, USD   USD 03/09/2020 03/18/2019 ***.** *.** 03/18/2019 ***.** *.**
CVS Health, 3.35% 9mar2021, USD   USD 03/09/2021 03/18/2019 ***.** *.** 03/18/2019 ***.** *.**
CVS Health, 3.5% 20jul2022, USD   USD 07/20/2022 03/18/2019 ***.** *.** 03/18/2019 *** *.**
CVS Health, 3.7% 9mar2023, USD   USD 03/09/2023 03/18/2019 ***.*** *.** 03/18/2019 ***.*** *.**
CVS Health, 3.875% 20jul2025, USD   USD 07/20/2025 03/18/2019 ***.*** *.** 03/18/2019 ***.*** *.*
CVS Health, 4.1% 25mar2025, USD   USD 03/25/2025 03/18/2019 ***.** *.** 03/18/2019 ***.*** *.*
CVS Health, 4.3% 25mar2028, USD   USD 03/25/2028 03/18/2019 ***.** *.** 03/18/2019 ***.*** *.**
CVS Health, 4.78% 25mar2038, USD   USD 03/25/2038 03/18/2019 **.*** *.** 03/18/2019 **.** *.**
CVS Health, 4.875% 20jul2035, USD   USD 07/20/2035 03/18/2019 **.*** *.** 03/18/2019 **.*** *.**
CVS Health, 5.05% 25mar2048, USD   USD 03/25/2048 03/18/2019 **.** *.** 03/18/2019 **.*** *.**
CVS Health, 5.125% 20jul2045, USD   USD 07/20/2045 03/18/2019 **.** *.** 03/18/2019 **.*** *.*
CVS Health, FRN 9mar2020, USD   USD 03/09/2020 03/18/2019 ***.** * 03/18/2019 ***.** *
CVS Health, FRN 9mar2021, USD   USD 03/09/2021 03/18/2019 ***.** * 03/18/2019 ***.** *
Daimler Finance North America, 1.5% 5jul2019, USD   USD 07/05/2019 03/18/2019 **.** *.** 03/18/2019 **.* *.**
Daimler Finance North America, 1.75% 30oct2019, USD   USD 10/30/2019 03/18/2019 **.** *.** 03/18/2019 **.** *.**
Daimler Finance North America, 2% 6jul2021, USD   USD 07/06/2021 03/18/2019 **.** *.** 03/18/2019 **.** *.**
Daimler Finance North America, 2.125% 6apr2020, USD   USD 04/06/2020 03/18/2019 **.** *.** 03/18/2019 **.** *.**
Daimler Finance North America, 2.2% 30oct2021, USD   USD 10/30/2021 03/18/2019 **.** *.** 03/18/2019 **.** *.**
Daimler Finance North America, 2.25% 2mar2020, USD   USD 03/02/2020 03/18/2019 **.** *.** 03/18/2019 **.** *.**
Daimler Finance North America, 2.25% 31jul2019, USD   USD 07/31/2019 03/18/2019 **.** *.** 03/18/2019 **.** *.**
Daimler Finance North America, 2.25% 3sep2019, USD   USD 09/03/2019 03/18/2019 **.** *.** 03/18/2019 **.** *.*
Daimler Finance North America, 2.45% 18may2020, USD   USD 05/18/2020 03/18/2019 **.** *.** 03/18/2019 **.* *.**
Daimler Finance North America, 3.25% 1aug2024, USD   USD 08/01/2024 03/18/2019 **.** *.** 03/18/2019 **.** *.**
Daimler Finance North America, 3.3% 19may2025, USD   USD 05/19/2025 03/18/2019 **.** *.* 03/18/2019 **.*** *.**
Daimler Finance North America, 3.875% 15sep2021, USD   USD 09/15/2021 03/18/2019 ***.** *.** 03/18/2019 ***.** *.**
Daimler Finance North America, FRN 30oct2019, USD   USD 10/30/2019 03/18/2019 ***.** * 03/18/2019 ***.** *
Danaher, 1% 8jul2019, EUR   EUR 07/08/2019 03/18/2019 ***.** *.** 03/18/2019 ***.** *.**
Danaher, 1.2% 30jun2027, EUR   EUR 06/30/2027 03/18/2019 **.* *.** 03/18/2019 ***.** *.**
Danaher, 1.7% 4jan2022, EUR   EUR 01/04/2022 03/18/2019 ***.** *.** 03/18/2019 ***.** *.**
Danaher, 2.4% 15sep2020, USD   USD 09/15/2020 03/18/2019 **.* *.** 03/18/2019 **.** *.**
Danaher, 2.5% 8jul2025, EUR   EUR 07/08/2025 03/18/2019 ***.** *.** 03/18/2019 ***.** *.**
Danaher, 3.35% 15sep2025, USD   USD 09/15/2025 03/18/2019 **.** *.* 03/18/2019 ***.** *.*
Danaher, 4.375% 15sep2045, USD   USD 09/15/2045 03/18/2019 **.** *.** 03/18/2019 ***.*** *.**
Danaher, FRN 30jun2022, EUR   EUR 06/30/2022 03/18/2019 **.** * 03/18/2019 **.** *
Darden Restaurants, 3.85% 1may2027, USD   USD 05/01/2027 03/18/2019 **.*** *.** 03/18/2019 **.** *.**
Darden Restaurants, 4.55% 15feb2048, USD   USD 02/15/2048 03/18/2019 **.*** *.** 03/18/2019 **.*** *.**
DaVita HealthCare, 5% 1may2025, USD   USD 05/01/2025 03/18/2019 **.** *.** 03/18/2019 **.** *.**
Deere&Company, 0.5% 15sep2023, EUR   EUR 09/15/2023 03/18/2019 ***.** *.** 03/18/2019 ***.*** *.**
Deere&Company, 2.6% 8jun2022, USD   USD 06/08/2022 03/18/2019 **.*** *.** 03/18/2019 **.*** *.**
Deere&Company, FRN 15sep2020, EUR   EUR 09/15/2020 03/18/2019 ***.** * 03/18/2019 ***.** *
Dell, 5.875% 15jun2019, USD   USD 06/15/2019 03/18/2019 ***.** *.** 03/18/2019 ***.** *.**
Dell, 6.5% 15apr2038, USD   USD 04/15/2038 03/18/2019 **.*** * 03/18/2019 **.*** *.*
Dell EMC, 3.375% 1jun2023, USD   USD 06/01/2023 03/18/2019 **.** *.** 03/18/2019 **.** *.**
Delta Air Lines, 2.6% 4dec2020, USD   USD 12/04/2020 03/18/2019 **.* *.** 03/18/2019 **.** *.**
Delta Air Lines, 2.875% 13mar2020, USD   USD 03/13/2020 03/18/2019 **.* *.** 03/18/2019 **.** *.**
Delta Air Lines, 3.625% 15mar2022, USD   USD 03/15/2022 03/18/2019 **.* *.** 03/18/2019 ***.*** *.**
Deutsche Bank AG New York Branch, 4.875% 1dec2032, USD   USD 12/01/2032 03/18/2019 **.* * 03/18/2019 **.** *
Devon Energy, 5% 15jun2045, USD   USD 06/15/2045 03/18/2019 ***.** *.** 03/18/2019 ***.** *.**
Devon Energy, 5.85% 15dec2025, USD   USD 12/15/2025 03/18/2019 ***.** *.** 03/18/2019 ***.** *.**
Diamond (BC), 5.625% 15aug2025, EUR   EUR 08/15/2025 03/18/2019 **.* *.** 03/18/2019 **.* *.**
Diamond 1&2 Finance, 3.48% 1jun2019, USD   USD 06/01/2019 03/18/2019 ***.** *.** 03/18/2019 ***.** *.**
Diamond 1&2 Finance, 4.42% 15jun2021, USD   USD 06/15/2021 03/18/2019 ***.* *.** 03/18/2019 ***.** *.**
Diamond 1&2 Finance, 5.45% 15jun2023, USD   USD 06/15/2023 03/18/2019 ***.**** *.** 03/18/2019 ***.*** *.**
Diamond 1&2 Finance, 7.125% 15jun2024, USD   USD 06/15/2024 03/18/2019 ***.** *.* 03/18/2019 ***.** *.**
Diamond Offshore Drilling, 7.875% 15aug2025, USD   USD 08/15/2025 03/18/2019 **.** *.** 03/18/2019 ***.** *.*
Diebold Nixdorf, 8.5% 15apr2024, USD   USD 04/15/2024 03/18/2019 **.** **.** 03/18/2019 **.** **.**
Digital Euro Finco, 2.625% 15apr2024, EUR   EUR 04/15/2024 03/18/2019 ***.** *.** 03/18/2019 ***.** *.**
Digital Realty Trust LP, 4.75% 13oct2023, GBP   GBP 10/13/2023 03/18/2019 ***.** *.** 03/18/2019 ***.** *.**
Digital Realty Trust LP, 4.75% 1oct2025, USD   USD 10/01/2025 03/18/2019 ***.*** * 03/18/2019 ***.*** *.**
Digital Stout Holding, 4.25% 17jan2025, GBP   GBP 01/17/2025 03/18/2019 ***.** *.** 03/18/2019 ***.** *.**
Direct ChassisLink, 10% 15jun2023, USD   USD 06/15/2023 03/18/2019 ***.*** *.** 03/18/2019 ***.*** *.**
DIRECTV Holdings, 2.75% 19may2023, EUR   EUR 05/19/2023 03/18/2019 ***.** *.** 03/18/2019 ***.** *.**
DIRECTV Holdings, 3.8% 15mar2022, USD   USD 03/15/2022 03/18/2019 ***.*** *.** 03/18/2019 ***.*** *.**
DIRECTV Holdings, 5.2% 18nov2033, GBP   GBP 11/18/2033 03/18/2019 ***.** *.** 03/18/2019 ***.*** *.**
Discover Bank, 3.45% 27jul2026, USD   USD 07/27/2026 03/18/2019 **.** *.** 03/18/2019 **.** *.**
Discover Financial, 3.75% 4mar2025, USD   USD 03/04/2025 03/18/2019 **.** *.** 03/18/2019 **.*** *.**
Discover Financial, 3.85% 21nov2022, USD   USD 11/21/2022 03/18/2019 ***.*** *.** 03/18/2019 ***.*** *.**
Discover Financial, 4.1% 9feb2027, USD   USD 02/09/2027 03/18/2019 **.*** *.* 03/18/2019 **.* *.**
Discover Financial, 5.2% 27apr2022, USD   USD 04/27/2022 03/18/2019 ***.** *.** 03/18/2019 ***.*** *.**
Discovery Communications, Inc., 3.45% 15mar2025, USD   USD 03/15/2025 03/18/2019 **.** *.** 03/18/2019 **.** *.**
Discovery Communications, Inc., 5.05% 1jun2020, USD   USD 06/01/2020 03/18/2019 ***.* *.** 03/18/2019 ***.** *.**
Discovery Communications, LLC, 1.9% 19mar2027, EUR   EUR 03/19/2027 03/18/2019 ***.** *.** 03/18/2019 ***.** *.**
Discovery Communications, LLC, 2.2% 20sep2019, USD   USD 09/20/2019 03/18/2019 **.** *.** 03/18/2019 **.** *
Discovery Communications, LLC, 2.375% 7mar2022, EUR   EUR 03/07/2022 03/18/2019 ***.** *.** 03/18/2019 ***.** *.**
Discovery Communications, LLC, 2.95% 20mar2023, USD   USD 03/20/2023 03/18/2019 **.*** *.** 03/18/2019 **.*** *.*
Discovery Communications, LLC, 3.8% 13mar2024, USD   USD 03/13/2024 03/18/2019 ***.*** *.** 03/18/2019 ***.*** *.**
Discovery Communications, LLC, 3.95% 20mar2028, USD   USD 03/20/2028 03/18/2019 **.*** *.** 03/18/2019 **.*** *.**
Discovery Communications, LLC, 4.9% 11mar2026, USD   USD 03/11/2026 03/18/2019 ***.** *.** 03/18/2019 ***.*** *.**
Discovery Communications, LLC, 5.00% 20sep2037, USD   USD 09/20/2037 03/18/2019 **.** *.** 03/18/2019 **.*** *.**
Discovery Communications, LLC, 5.2% 20sep2047, USD   USD 09/20/2047 03/18/2019 **.*** *.** 03/18/2019 **.** *.**
Discovery Communications, LLC, FRN 20sep2019, USD   USD 09/20/2019 03/18/2019 ***.** * 03/18/2019 ***.** *
DISH DBS, 5.875% 15nov2024, USD   USD 11/15/2024 03/18/2019 **.** *.** 03/18/2019 **.* *.*
Dole Food, 7.25% 15jun2025, USD   USD 06/15/2025 03/18/2019 **.** *.** 03/18/2019 **.** *.**
Dollar General, 3.875% 15apr2027, USD   USD 04/15/2027 03/18/2019 **.** *.** 03/18/2019 ***.*** *.**
Dollar General, 4.125% 1may2028, USD   USD 05/01/2028 03/18/2019 ***.*** *.** 03/18/2019 ***.*** *.**
Dominion Energy, 2% 15aug2021, USD   USD 08/15/2021 03/18/2019 **.*** *.* 03/18/2019 **.** *.**
Dominion Energy, 2.75% 15jan2022, USD   USD 01/15/2022 03/18/2019 **.** *.** 03/18/2019 **.*** *.**
Dominion Energy, 2.85% 15aug2026, USD   USD 08/15/2026 03/18/2019 **.** *.** 03/18/2019 **.** *.**
Dominion Energy, 3.9% 1oct2025, USD   USD 10/01/2025 03/18/2019 ***.*** *.** 03/18/2019 ***.** *.**
Dover, 1.25% 9nov2026, EUR   EUR 11/09/2026 03/18/2019 **.** *.** 03/18/2019 **.** *.**
Dover, 2.125% 1dec2020, EUR   EUR 12/01/2020 03/18/2019 ***.** *.** 03/18/2019 ***.* *.**
Dow Chemical, 4.375% 15nov2042, USD   USD 11/15/2042 03/18/2019 **.* *.** 03/18/2019 **.*** *.**
DPL Inc, 7.25% 15oct2021, USD   USD 10/15/2021 03/18/2019 ***.** *.* 03/18/2019 ***.** *.**
Dresdner Funding Trust I, 8.151% 30jun2031, USD   USD 06/30/2031 03/18/2019 ***.** *.** 03/18/2019 ***.** *.**
DriveTime Automotive, 8% 1jun2021, USD   USD 06/01/2021 03/18/2019 **.** *.** 03/18/2019 ***.* *.**
DTE Electric, 3.7% 15mar2045, USD   USD 03/15/2045 03/18/2019 **.** * 03/18/2019 **.** *.**
DTE Electric, 3.75% 15aug2047, USD   USD 08/15/2047 03/18/2019 **.*** *.** 03/18/2019 **.*** *.**
DTE Energy, 3.3% 15jun2022, USD   USD 06/15/2022 03/18/2019 ***.** *.** 03/18/2019 ***.*** *.**
Duke Energy, 1.8% 1sep2021, USD   USD 09/01/2021 03/18/2019 **.** *.** 03/18/2019 **.** *
Duke Energy, 2.4% 15aug2022, USD   USD 08/15/2022 03/18/2019 **.** * 03/18/2019 **.** *.**
Duke Energy, 2.65% 1sep2026, USD   USD 09/01/2026 03/18/2019 **.* *.** 03/18/2019 **.** *.**
Duke Energy, 3.15% 15aug2027, USD   USD 08/15/2027 03/18/2019 **.*** *.** 03/18/2019 **.** *.**
Duke Energy, 3.75% 15apr2024, USD   USD 04/15/2024 03/18/2019 ***.*** *.** 03/18/2019 ***.*** *.**
Duke Energy, 3.75% 1sep2046, USD   USD 09/01/2046 03/18/2019 **.** *.** 03/18/2019 **.*** *.**
Duke Energy, 3.95% 15aug2047, USD   USD 08/15/2047 03/18/2019 **.*** *.** 03/18/2019 **.*** *.**
Duke Energy Carolinas, 2.5% 15mar2023, USD   USD 03/15/2023 03/18/2019 **.*** *.** 03/18/2019 **.*** *.**
Duke Energy Carolinas, 2.95% 1dec2026, USD   USD 12/01/2026 03/18/2019 **.** *.** 03/18/2019 **.*** *.**
Duke Energy Carolinas, 3.05% 15mar2023, USD   USD 03/15/2023 03/18/2019 ***.*** *.** 03/18/2019 ***.*** *.**
Duke Energy Carolinas, 3.7% 1dec2047, USD   USD 12/01/2047 03/18/2019 **.*** *.** 03/18/2019 **.** *.**
Duke Energy Carolinas, 3.75% 1jun2045, USD   USD 06/01/2045 03/18/2019 **.*** *.** 03/18/2019 **.*** *.**
Duke Energy Carolinas, 3.875% 15mar2046, USD   USD 03/15/2046 03/18/2019 **.*** *.** 03/18/2019 **.** *.**
Duke Energy Carolinas, 3.95% 15mar2048, USD   USD 03/15/2048 03/18/2019 **.*** *.** 03/18/2019 **.*** *.**
Duke Energy Florida, 1.85% 15jan2020, USD   USD 01/15/2020 03/18/2019 **.** *.** 03/18/2019 **.** *.**
Duke Energy Florida, 3.2% 15jan2027, USD   USD 01/15/2027 03/18/2019 **.** *.** 03/18/2019 **.*** *.**
Duke Energy Florida, 3.4% 1oct2046, USD   USD 10/01/2046 03/18/2019 **.*** *.** 03/18/2019 **.** *.**
Duke Energy Ohio, 3.7% 15jun2046, USD   USD 06/15/2046 03/18/2019 **.*** *.** 03/18/2019 **.*** *.**
Duke Energy Progress LLC, 3.25% 15aug2025, USD   USD 08/15/2025 03/18/2019 ***.*** *.** 03/18/2019 ***.*** *.**
Duke Energy Progress LLC, 3.6% 15sep2047, USD   USD 09/15/2047 03/18/2019 **.*** *.** 03/18/2019 **.*** *.**
Duke Energy Progress LLC, 4.2% 15aug2045, USD   USD 08/15/2045 03/18/2019 ***.*** *.** 03/18/2019 ***.*** *.**
Duke Realty L.P., 3.25% 30jun2026, USD   USD 06/30/2026 03/18/2019 **.*** *.** 03/18/2019 **.*** *.*
Duke Realty L.P., 3.375% 15dec2027, USD   USD 12/15/2027 03/18/2019 **.** *.** 03/18/2019 **.*** *.**
DXC Technology, 2.75% 15jan2025, GBP   GBP 01/15/2025 03/18/2019 **.** *.** 03/18/2019 **.** *.**
DXC Technology, 4.25% 15apr2024, USD   USD 04/15/2024 03/18/2019 ***.** *.** 03/18/2019 ***.*** *.**
DXC Technology, 4.45% 18sep2022, USD   USD 09/18/2022 03/18/2019 ***.* *.** 03/18/2019 ***.*** *.**
DXC Technology, 4.75% 15apr2027, USD   USD 04/15/2027 03/18/2019 ***.** *.** 03/18/2019 *** *.**
DXC Technology, 4.75% 15apr2027, USD   USD 04/15/2027 03/18/2019 ***.* *.** 03/18/2019 ***.* *.**
Dynegy, 8.125% 30jan2026, USD   USD 01/30/2026 03/18/2019 ***.* *.** 03/18/2019 ***.** *.**
E*Trade, 2.95% 24aug2022, USD   USD 08/24/2022 03/18/2019 **.** *.** 03/18/2019 **.*** *.**
E*Trade, 3.8% 24aug2027, USD   USD 08/24/2027 03/18/2019 **.*** *.** 03/18/2019 **.*** *.**
Eastman Chemical, 1.5% 26may2023, EUR   EUR 05/26/2023 03/18/2019 ***.** *.** 03/18/2019 ***.** *.**
Eastman Chemical, 1.875% 23nov2026, EUR   EUR 11/23/2026 03/18/2019 ***.* *.** 03/18/2019 ***.** *.**
Eastman Chemical, 2.7% 15jan2020, USD   USD 01/15/2020 03/18/2019 **.** *.** 03/18/2019 **.* *.**
Eastman Chemical, 3.8% 15mar2025, USD   USD 03/15/2025 03/18/2019 ***.*** *.** 03/18/2019 ***.*** *.*
Eastman Chemical, 4.65% 15oct2044, USD   USD 10/15/2044 03/18/2019 **.*** *.** 03/18/2019 **.** *.**
Eaton, 0.75% 20sep2024, EUR   EUR 09/20/2024 03/18/2019 ***.** *.** 03/18/2019 ***.** *.**
Eaton, 3.103% 15sep2027, USD   USD 09/15/2027 03/18/2019 **.*** *.** 03/18/2019 **.* *.**
Eaton, 3.915% 15sep2047, USD   USD 09/15/2047 03/18/2019 **.*** *.** 03/18/2019 **.** *.**
Eaton Vance, 3.5% 6apr2027, USD   USD 04/06/2027 03/18/2019 **.** *.** 03/18/2019 **.*** *.**
eBay, 2.15% 5jun2020, USD   USD 06/05/2020 03/18/2019 **.** *.* 03/18/2019 **.** *.**
eBay, 2.2% 1aug2019, USD   USD 08/01/2019 03/18/2019 **.** *.** 03/18/2019 **.** *.**
eBay, 2.75% 30jan2023, USD   USD 01/30/2023 03/18/2019 **.*** *.** 03/18/2019 **.** *.**
eBay, 3.45% 1aug2024, USD   USD 08/01/2024 03/18/2019 **.** *.** 03/18/2019 **.*** *.**
eBay, 3.6% 5jun2027, USD   USD 06/05/2027 03/18/2019 **.*** *.** 03/18/2019 **.*** *.**
eBay, 3.8% 9mar2022, USD   USD 03/09/2022 03/18/2019 ***.*** *.** 03/18/2019 ***.** *.**
eBay, FRN 30jan2023, USD   USD 01/30/2023 03/18/2019 **.** * 03/18/2019 ***.** *
Ecolab, 1% 15jan2024, EUR   EUR 01/15/2024 03/18/2019 ***.** *.** 03/18/2019 ***.** *.**
Ecolab, 2.375% 10aug2022, USD   USD 08/10/2022 03/18/2019 **.*** *.** 03/18/2019 **.** *.**
Ecolab, 2.625% 8jul2025, EUR   EUR 07/08/2025 03/18/2019 ***.** *.** 03/18/2019 ***.** *.**
Ecolab, 2.7% 1nov2026, USD   USD 11/01/2026 03/18/2019 **.*** *.** 03/18/2019 **.*** *.**
Ecolab, 3.7% 1nov2046, USD   USD 11/01/2046 03/18/2019 **.*** *.** 03/18/2019 **.** *.**
Edison International, 2.4% 15sep2022, USD   USD 09/15/2022 03/18/2019 **.*** *.** 03/18/2019 **.** *.**
Edison International, 4.125% 15mar2028, USD   USD 03/15/2028 03/18/2019 **.*** *.** 03/18/2019 **.* *.**
El Paso Holdco, 6.5% 15sep2020, USD   USD 09/15/2020 03/18/2019 ***.** *.** 03/18/2019 ***.* *.*
Eli Lilly, 0.15% 24may2024, CHF   CHF 05/24/2024 03/18/2019 ***.** -*.** 03/18/2019 ***.** -*.**
Eli Lilly, 0.45% 24may2028, CHF   CHF 05/24/2028 03/18/2019 ***.* *.* 03/18/2019 ***.* *.**
Eli Lilly, 1% 2jun2022, EUR   EUR 06/02/2022 03/18/2019 ***.** *.* 03/18/2019 ***.** *.**
Eli Lilly, 1.625% 2jun2026   EUR 06/02/2026 03/18/2019 ***.** *.* 03/18/2019 ***.* *.**
Eli Lilly, 2.125% 3jun2030   EUR 06/03/2030 03/18/2019 ***.** *.** 03/18/2019 ***.** *.**
Eli Lilly, 2.35% 15may2022, USD   USD 05/15/2022 03/18/2019 **.*** *.** 03/18/2019 **.** *.**
Eli Lilly, 2.75% 1jun2025, USD   USD 06/01/2025 03/18/2019 **.*** *.** 03/18/2019 **.*** *.**
Eli Lilly, 3.1% 15may2027, USD   USD 05/15/2027 03/18/2019 **.** *.** 03/18/2019 **.*** *.**
Eli Lilly, 3.7% 1mar2045, USD   USD 03/01/2045 03/18/2019 **.** *.** 03/18/2019 **.*** *.**
Eli Lilly, 3.95% 15may2047, USD   USD 05/15/2047 03/18/2019 **.*** *.** 03/18/2019 ***.** *.**
Emera US Finance, 2.7% 15jun2021, USD   USD 06/15/2021 03/18/2019 **.** *.** 03/18/2019 **.*** *.**
Emera US Finance, 3.55% 15jun2026, USD   USD 06/15/2026 03/18/2019 **.** *.** 03/18/2019 **.*** *.**
Emera US Finance, 4.75% 15jun2046, USD   USD 06/15/2046 03/18/2019 ***.** *.** 03/18/2019 ***.*** *.**
Emigrant Capital Trust I, FRN 10dec2033, USD   USD 12/10/2033 03/18/2019 ** * 03/18/2019 **.*** *
Enable Midstream, 3.9% 15may2024, USD   USD 05/15/2024 03/18/2019 **.*** *.** 03/18/2019 **.*** *.**
Enable Midstream, 4.4% 15mar2027, USD   USD 03/15/2027 03/18/2019 **.*** *.** 03/18/2019 **.** *.**
Enable Midstream, 5% 15may2044, USD   USD 05/15/2044 03/18/2019 **.*** *.** 03/18/2019 **.*** *.**
Endo Finance, 5.375% 15jan2023, USD   USD 01/15/2023 03/18/2019 **.* **.** 03/18/2019 **.** **.**
Endurance Speciality Holdings, 7% 15jul2034, USD   USD 07/15/2034 03/18/2019 ***.** *.** 03/18/2019 ***.** *.**
Energizer Holdings, 4.7% 19may2021, USD   USD 05/19/2021 03/18/2019 **.* *.** 03/18/2019 ***.** *.**
Energy Transfer, 5.875% 15jan2024, USD   USD 01/15/2024 03/18/2019 ***.** *.* 03/18/2019 ***.** *.**
Energy Transfer, 5.875% 15jan2024, USD   USD 01/15/2024 03/18/2019 ***.** *.** 03/18/2019 ***.** *.**
Energy Transfer, 7.5% 15oct2020, USD   USD 10/15/2020 03/18/2019 ***.** *.** 03/18/2019 ***.** *.**
Energy Transfer Operating, 4.05% 15mar2025, USD   USD 03/15/2025 03/18/2019 ***.*** * 03/18/2019 ***.*** *.**
Energy Transfer Operating, 4.9% 15mar2035, USD   USD 03/15/2035 03/18/2019 **.*** *.** 03/18/2019 **.*** *.**
Energy Transfer Operating, 5.15% 15mar2045, USD   USD 03/15/2045 03/18/2019 **.*** *.** 03/18/2019 **.*** *.**
EnLink Midstream Partners, 5.05% 1apr2045, USD   USD 04/01/2045 03/18/2019 **.** *.** 03/18/2019 **.** *.**
Ensco, 4.5% 1oct2024, USD   USD 10/01/2024 03/18/2019 **.** **.** 03/18/2019 **.** **.**
Ensco, 4.7% 15mar2021, USD   USD 03/15/2021 03/18/2019 **.*** *.** 03/18/2019 **.** *.*
Ensco, 5.2% 15mar2025, USD   USD 03/15/2025 03/18/2019 **.** **.** 03/18/2019 **.** **.**
Ensco, 5.75% 1oct2044, USD   USD 10/01/2044 03/18/2019 **.** *.** 03/18/2019 **.** *.**
Ensco, 7.75% 1feb2026, USD   USD 02/01/2026 03/18/2019 **.** **.** 03/18/2019 **.** **.**
Enstar Group, 4.5% 10mar2022, USD   USD 03/10/2022 03/18/2019 ***.** *.** 03/18/2019 ***.** *.**
Entergy, 2.95% 1sep2026, USD   USD 09/01/2026 03/18/2019 **.** *.* 03/18/2019 **.** *.**
Entergy, 4% 15jul2022, USD   USD 07/15/2022 03/18/2019 ***.* *.** 03/18/2019 ***.** *.**
Enterprise Products Operating, 2.8% 15feb2021, USD   USD 02/15/2021 03/18/2019 **.*** *.** 03/18/2019 **.* *.**
Enterprise Products Operating, 4.25% 15feb2048, USD   USD 02/15/2048 03/18/2019 **.*** *.** 03/18/2019 **.** *.**
Enterprise Products Operating, 5.375% 15feb2078, USD   USD 02/15/2078 03/18/2019 **.** * 03/18/2019 **.** *
Enterprise Products Partners, 3.7% 15feb2026, USD   USD 02/15/2026 03/18/2019 ***.*** *.** 03/18/2019 ***.** *.**
Enterprise Products Partners, 4.9% 15may2046, USD   USD 05/15/2046 03/18/2019 ***.** *.** 03/18/2019 ***.** *.**
EOG Resources, 3.15% 1apr2025, USD   USD 04/01/2025 03/18/2019 **.** *.** 03/18/2019 **.*** *.**
EOG Resources, 3.9% 1apr2035, USD   USD 04/01/2035 03/18/2019 **.** *.** 03/18/2019 **.*** *.**
EPR Properties, 4.5% 1apr2025, USD   USD 04/01/2025 03/18/2019 ***.*** *.** 03/18/2019 ***.*** *.*
EPR Properties, 4.5% 1jun2027, USD   USD 06/01/2027 03/18/2019 **.** *.** 03/18/2019 **.*** *.**
EPR Properties, 4.75% 15dec2026, USD   USD 12/15/2026 03/18/2019 ***.** *.* 03/18/2019 ***.*** *.*
EQT, 2.5% 1oct2020, USD   USD 10/01/2020 03/18/2019 **.** *.** 03/18/2019 **.** *.**
EQT, 3% 1oct2022, USD   USD 10/01/2022 03/18/2019 **.** *.** 03/18/2019 **.** *.**
EQT, 3.9% 1oct2027, USD   USD 10/01/2027 03/18/2019 **.*** *.** 03/18/2019 **.** *.*
Equinix, 2.875% 15mar2024, EUR   EUR 03/15/2024 03/18/2019 ***.** *.** 03/18/2019 ***.** *.**
Equinix, 2.875% 1feb2026, EUR   EUR 02/01/2026 03/18/2019 ***.*** *.** 03/18/2019 ***.** *.**
Equinix, 2.875% 1oct2025, EUR   EUR 10/01/2025 03/18/2019 ***.** *.** 03/18/2019 ***.** *.**
ERAC USA Finance, 2.7% 1nov2023, USD   USD 11/01/2023 03/18/2019 **.** *.** 03/18/2019 **.** *.*
ERAC USA Finance, 3.8% 1nov2025, USD   USD 11/01/2025 03/18/2019 **.** *.** 03/18/2019 ***.** *.*
ERAC USA Finance, 3.85% 15nov2024, USD   USD 11/15/2024 03/18/2019 ***.** *.** 03/18/2019 ***.** *.*
ERAC USA Finance, 4.2% 1nov2046, USD   USD 11/01/2046 03/18/2019 **.** *.** 03/18/2019 **.* *.**
ERAC USA Finance, 4.5% 15feb2045, USD   USD 02/15/2045 03/18/2019 **.** *.** 03/18/2019 **.** *.**
ERP Operating, 2.85% 1nov2026, USD   USD 11/01/2026 03/18/2019 **.*** *.** 03/18/2019 **.*** *.**
ERP Operating, 3.25% 1aug2027, USD   USD 08/01/2027 03/18/2019 **.** *.** 03/18/2019 **.*** *.**
ERP Operating, 3.5% 1mar2028, USD   USD 03/01/2028 03/18/2019 **.** *.** 03/18/2019 ***.*** *.*
ERP Operating, 4% 1aug2047, USD   USD 08/01/2047 03/18/2019 **.** *.** 03/18/2019 **.* *.**
Essex Portfolio, 3.5% 1apr2025, USD   USD 04/01/2025 03/18/2019 **.** *.** 03/18/2019 **.*** *.**
Essex Portfolio, 3.625% 1may2027, USD   USD 05/01/2027 03/18/2019 **.*** *.** 03/18/2019 **.* *.**
Essex Portfolio, 3.875% 1may2024, USD   USD 05/01/2024 03/18/2019 ***.*** *.** 03/18/2019 ***.*** *.**
Essex Portfolio, 4.5% 15mar2048, USD   USD 03/15/2048 03/18/2019 **.*** *.* 03/18/2019 **.*** *.**
Estee Lauder, 1.8% 7feb2020, USD   USD 02/07/2020 03/18/2019 **.** *.** 03/18/2019 **.** *.**
Estee Lauder, 3.15% 15mar2027, USD   USD 03/15/2027 03/18/2019 **.*** *.** 03/18/2019 **.** *.**
Estee Lauder, 4.15% 15mar2047, USD   USD 03/15/2047 03/18/2019 ***.** *.** 03/18/2019 ***.** *.**
Estee Lauder, 4.375% 15jun2045, USD   USD 06/15/2045 03/18/2019 ***.*** *.** 03/18/2019 ***.*** *.**
Eversource Energy, 2.75% 15mar2022, USD   USD 03/15/2022 03/18/2019 **.** *.** 03/18/2019 **.* *.**
Eversource Energy, 3.3% 15jan2028, USD   USD 01/15/2028 03/18/2019 **.** *.** 03/18/2019 **.*** *.**
Exelon, 2.85% 15jun2020, USD   USD 06/15/2020 03/18/2019 **.** *.** 03/18/2019 **.** *.**
Exelon, 2.95% 15jan2020, USD   USD 01/15/2020 03/18/2019 **.** *.** 03/18/2019 **.** *.**
Exelon, 3.4% 15mar2022, USD   USD 03/15/2022 03/18/2019 ***.*** *.** 03/18/2019 ***.*** *.**
Exelon, 3.95% 15jun2025, USD   USD 06/15/2025 03/18/2019 ***.** *.** 03/18/2019 ***.*** *.**
Exelon, 4.95% 15jun2035, USD   USD 06/15/2035 03/18/2019 ***.*** *.** 03/18/2019 ***.** *.*
Exelon, 5.1% 15jun2045, USD   USD 06/15/2045 03/18/2019 ***.* *.** 03/18/2019 ***.** *.**
Expedia, 2.5% 3jun2022, EUR   EUR 06/03/2022 03/18/2019 ***.** *.** 03/18/2019 ***.** *.*
Expedia, 4.5% 15aug2024, USD   USD 08/15/2024 03/18/2019 ***.** *.** 03/18/2019 ***.** *.**
Express Scripts Holding, 2.6% 30nov2020, USD   USD 11/30/2020 03/18/2019 **.** *.** 03/18/2019 **.** *.**
Express Scripts Holding, 3% 15jul2023, USD   USD 07/15/2023 03/18/2019 **.** *.* 03/18/2019 **.** *.**
Express Scripts Holding, 3.05% 30nov2022, USD   USD 11/30/2022 03/18/2019 **.*** *.** 03/18/2019 **.** *.**
Express Scripts Holding, 3.4% 1mar2027, USD   USD 03/01/2027 03/18/2019 **.** * 03/18/2019 **.*** *.**
Express Scripts Holding, 4.8% 15jul2046, USD   USD 07/15/2046 03/18/2019 **.** *.** 03/18/2019 **.*** *.**
Express Scripts Holding, FRN 30nov2020, USD   USD 11/30/2020 03/18/2019 **.** * 03/18/2019 ***.** *
Exxon Mobil, 1.912% 6mar2020, USD   USD 03/06/2020 03/18/2019 **.** *.** 03/18/2019 **.** *.*
Exxon Mobil, 2.397% 6mar2022, USD   USD 03/06/2022 03/18/2019 **.** *.** 03/18/2019 **.*** *.**
Exxon Mobil, 2.709% 6mar2025, USD   USD 03/06/2025 03/18/2019 **.** *.** 03/18/2019 **.** *.**
Exxon Mobil, 3.567% 6mar2045, USD   USD 03/06/2045 03/18/2019 **.** *.** 03/18/2019 **.*** *.*
Exxon Mobil, FRN 6mar2022, USD   USD 03/06/2022 03/18/2019 ***.** * 03/18/2019 ***.** *
Fannie Mae, 1.750% 12sep2019, USD   USD 09/12/2019 03/18/2019 **.** *.** 03/18/2019 **.** *.**
Fannie Mae, 1.750% 20jun2019, USD   USD 06/20/2019 03/18/2019 **.** *.** 03/18/2019 **.** *.**
Fannie Mae, 5.375% 7jun2021, GBP   GBP 06/07/2021 03/18/2019 ***.** *.** 03/18/2019 ***.** *.**
Federal Home Loan Banks, FRN 28may2019, USD   USD 05/28/2019 03/18/2019 ***.**** * 03/18/2019 ***.**** *
Federal-Mogul Holdings, 4.875% 15apr2022, EUR   EUR 04/15/2022 03/18/2019 ***.** *.** 03/18/2019 ***.*** *.**
Federal-Mogul Holdings, 5% 15jul2024, EUR   EUR 07/15/2024 03/18/2019 ***.** *.** 03/18/2019 ***.*** *.**
FedEx, 0.5% 9apr2020, EUR   EUR 04/09/2020 03/18/2019 ***.** *.** 03/18/2019 ***.** -*.**
FedEx, 1% 11jan2023, EUR   EUR 01/11/2023 03/18/2019 ***.** *.** 03/18/2019 ***.** *.**
FedEx, 1.625% 11jan2027, EUR   EUR 01/11/2027 03/18/2019 ***.* *.** 03/18/2019 ***.** *.**
FedEx, FRN 11apr2019, EUR   EUR 04/11/2019 03/18/2019 **.** * 03/18/2019 ***.** *
Fidelity International (FIL), 2.5% 4nov2026, EUR   EUR 11/04/2026 03/18/2019 ***.** *.** 03/18/2019 ***.** *.**
Fidelity International (FIL), 6.75% 19oct2020, GBP   GBP 10/19/2020 03/18/2019 ***.** *.** 03/18/2019 ***.** *.**
Fidelity International (FIL), 7.125% 13feb2024, GBP   GBP 02/13/2024 03/18/2019 ***.* *.** 03/18/2019 ***.** *.**
Fifth Third Bancorp, 2.875% 27jul2020, USD   USD 07/27/2020 03/18/2019 **.** *.** 03/18/2019 ***.** *.**
FirstEnergy, 2.85% 15jul2022, USD   USD 07/15/2022 03/18/2019 **.** *.** 03/18/2019 **.** *.**
FirstEnergy, 3.9% 15jul2027, USD (Series B)   USD 07/15/2027 03/18/2019 ***.*** *.* 03/18/2019 ***.*** *.**
FirstEnergy, 4.85% 15jul2047, USD   USD 07/15/2047 03/18/2019 ***.** *.** 03/18/2019 ***.** *.**
FIS (Fidelity National Information), 0.4% 15jan2021, EUR   EUR 01/15/2021 03/18/2019 ***.** *.** 03/18/2019 ***.** *.**
FIS (Fidelity National Information), 1.1% 15jul2024, EUR   EUR 07/15/2024 03/18/2019 ***.** *.* 03/18/2019 ***.** *.**
FIS (Fidelity National Information), 2.25% 15aug2021, USD   USD 08/15/2021 03/18/2019 **.** *.** 03/18/2019 **.*** *.**
FIS (Fidelity National Information), 3% 15aug2026, USD   USD 08/15/2026 03/18/2019 **.** *.** 03/18/2019 **.*** *
FIS (Fidelity National Information), 4.5% 15aug2046, USD   USD 08/15/2046 03/18/2019 **.** *.** 03/18/2019 **.*** *.**
Florida Power & Light, 3.7% 1dec2047, USD   USD 12/01/2047 03/18/2019 **.** *.** 03/18/2019 **.*** *.**
Flowers Foods, 3.5% 1oct2026, USD   USD 10/01/2026 03/18/2019 **.** *.** 03/18/2019 **.*** *.**
Flowserve, 1.25% 17mar2022, EUR   EUR 03/17/2022 03/18/2019 **.** *.** 03/18/2019 **.** *.**
Fluor, 1.75% 21mar2023, EUR   EUR 03/21/2023 03/18/2019 ***.** *.** 03/18/2019 ***.** *.**
FMC Technologies, 3.45% 1oct2022, USD   USD 10/01/2022 03/18/2019 **.*** *.** 03/18/2019 ***.*** *.**
Ford, 4.346% 8dec2026, USD   USD 12/08/2026 03/18/2019 **.** *.** 03/18/2019 **.** *.**
Ford, 5.291% 8dec2046, USD   USD 12/08/2046 03/18/2019 **.*** *.** 03/18/2019 **.*** *.**
Ford, 7.45% 16jul2031, USD   USD 07/16/2031 03/18/2019 ***.*** *.** 03/18/2019 ***.*** *.**
Ford Motor Credit Company, 1.355% 7feb2025, EUR   EUR 02/07/2025 03/18/2019 **.** *.** 03/18/2019 **.** *.**
Ford Motor Credit Company, 1.897% 12aug2019, USD   USD 08/12/2019 03/18/2019 **.*** *.** 03/18/2019 **.** *.*
Ford Motor Credit Company, 2.021% 3may2019, USD   USD 05/03/2019 03/18/2019 **.** **.** 03/18/2019 ***.** -*.**
Ford Motor Credit Company, 2.262% 28mar2019, USD   USD 03/28/2019 03/18/2019 **.* **.** 03/18/2019 **.** **.**
Ford Motor Credit Company, 2.343% 2nov2020, USD   USD 11/02/2020 03/18/2019 **.** *.** 03/18/2019 **.** *.**
Ford Motor Credit Company, 2.425% 12jun2020, USD   USD 06/12/2020 03/18/2019 **.** *.** 03/18/2019 **.** *.*
Ford Motor Credit Company, 2.459% 27mar2020, USD   USD 03/27/2020 03/18/2019 **.*** *.** 03/18/2019 **.*** *.**
Ford Motor Credit Company, 2.597% 4nov2019, USD   USD 11/04/2019 03/18/2019 **.** *.** 03/18/2019 **.** *.**
Ford Motor Credit Company, 2.681% 9jan2020, USD   USD 01/09/2020 03/18/2019 **.** *.** 03/18/2019 **.** *.**
Ford Motor Credit Company, 2.979% 3aug2022, USD   USD 08/03/2022 03/18/2019 **.*** *.** 03/18/2019 **.*** *.**
Ford Motor Credit Company, 3.096% 4may2023, USD   USD 05/04/2023 03/18/2019 **.** *.** 03/18/2019 **.*** *.**
Ford Motor Credit Company, 3.157% 4aug2020, USD   USD 08/04/2020 03/18/2019 **.** *.** 03/18/2019 **.* *.**
Ford Motor Credit Company, 3.339% 28mar2022, USD   USD 03/28/2022 03/18/2019 **.*** *.** 03/18/2019 **.** *.**
Ford Motor Credit Company, 3.588% 2jun2020, AUD   AUD 06/02/2020 03/18/2019 ***.** *.** 03/18/2019 ***.** *.**
Ford Motor Credit Company, 3.81% 9jan2024, USD   USD 01/09/2024 03/18/2019 **.** *.** 03/18/2019 **.*** *.**
Ford Motor Credit Company, 3.815% 2nov2027, USD   USD 11/02/2027 03/18/2019 **.** *.** 03/18/2019 **.** *.**
Ford Motor Credit Company, 4.134% 4aug2025, USD   USD 08/04/2025 03/18/2019 **.*** *.** 03/18/2019 **.*** *.**
Ford Motor Credit Company, FRN 1dec2021, EUR   EUR 12/01/2021 03/18/2019 **.** * 03/18/2019 **.** *
Ford Motor Credit Company, FRN 1dec2024, EUR   EUR 12/01/2024 03/18/2019 ** * 03/18/2019 **.** *
Ford Motor Credit Company, FRN 28mar2022, USD   USD 03/28/2022 03/18/2019 **.* * 03/18/2019 **.** *
Ford Motor Credit Company, FRN 2nov2020, USD   USD 11/02/2020 03/18/2019 **.** * 03/18/2019 **.** *
Ford Motor Credit Company, FRN 3aug2022, USD   USD 08/03/2022 03/18/2019 **.** * 03/18/2019 **.** *
Ford Motor Credit Company, FRN 7dec2022, EUR   EUR 12/07/2022 03/18/2019 **.** * 03/18/2019 **.** *
Ford Motor Credit Company, FRN 9jan2020, USD   USD 01/09/2020 03/18/2019 **.** * 03/18/2019 **.** *
Fortune Brands Home & Security, 3% 2020, USD   USD 06/15/2020 03/18/2019 **.** *.* 03/18/2019 ***.** *.*
Fortune Brands Home & Security, 4% 2020, USD   USD 06/15/2025 03/18/2019 ***.*** *.** 03/18/2019 ***.*** *.**
Franklin Resources, 2.85% 30mar2025, USD   USD 03/30/2025 03/18/2019 **.** *.** 03/18/2019 **.*** *.**
Freddie Mac, 1.875% 17nov2020, USD   USD 11/17/2020 03/18/2019 **.*** *.** 03/18/2019 **.*** *.**
Freeport-McMoRan, 3.55% 1mar2022, USD   USD 03/01/2022 03/18/2019 **.** *.** 03/18/2019 **.** *.*
Freeport-McMoRan, 4% 14nov2021, USD   USD 11/14/2021 03/18/2019 ***.** *.** 03/18/2019 ***.** *.**
Freeport-McMoRan, 4.55% 14nov2024, USD   USD 11/14/2024 03/18/2019 **.** *.** 03/18/2019 **.** *.**
Freeport-McMoRan, 5.4% 14nov2034, USD   USD 11/14/2034 03/18/2019 **.*** *.** 03/18/2019 **.*** *.**
Fresenius Medical Care US Finance II Inc, 5.625% 31jul2019, USD   USD 07/31/2019 03/18/2019 ***.** *.** 03/18/2019 ***.** *.*
Fresenius Medical Care US Finance II Inc, 5.875% 31jan2022, USD   USD 01/31/2022 03/18/2019 ***.** *.** 03/18/2019 ***.** *.**
Fresenius U.S Finance II, 4.25% 1feb2021, USD   USD 02/01/2021 03/18/2019 ***.* *.* 03/18/2019 ***.* *.**
Frontier Communications, 10.5% 15sep2022, USD   USD 09/15/2022 03/18/2019 **.** **.** 03/18/2019 **.** **.**
Frontier Communications, 11% 15sep2025, USD   USD 09/15/2025 03/18/2019 **.** **.** 03/18/2019 **.* **.**
Frontier Communications, 8.5% 15apr2020, USD   USD 04/15/2020 03/18/2019 **.** **.** 03/18/2019 **.** *.**
Frontier Communications, 8.5% 1apr2026, USD   USD 04/01/2026 03/18/2019 **.** **.** 03/18/2019 **.** *.**
Frontier Communications, 8.75% 15apr2022, USD   USD 04/15/2022 03/18/2019 **.** **.** 03/18/2019 **.* **.**
Frontier Communications, 8.875% 15sep2020, USD   USD 09/15/2020 03/18/2019 **.** **.** 03/18/2019 ** **.**
GameStop, 6.75% 15mar2021, USD   USD 03/15/2021 03/18/2019 ***.** *.** 03/18/2019 ***.* *.**
Gap, 5.95% 12apr2021, USD   USD 04/12/2021 03/18/2019 ***.**** *.** 03/18/2019 ***.*** *.**
General Dynamics, 1.875% 15aug2023, USD   USD 08/15/2023 03/18/2019 **.*** *.** 03/18/2019 **.*** *.**
General Dynamics, 2.125% 15aug2026, USD   USD 08/15/2026 03/18/2019 **.*** *.** 03/18/2019 **.* *.**
General Dynamics, 2.375% 15nov2024, USD   USD 11/15/2024 03/18/2019 **.*** *.** 03/18/2019 **.** *.**
General Dynamics, 2.625% 15nov2027, USD   USD 11/15/2027 03/18/2019 **.*** *.** 03/18/2019 **.*** *.**
General Electric, 0.375% 17may2022, EUR   EUR 05/17/2022 03/18/2019 **.** *.* 03/18/2019 **.* *.**
General Electric, 0.875% 17may2025, EUR   EUR 05/17/2025 03/18/2019 **.** *.** 03/18/2019 **.** *.**
General Electric, 1.25% 26may2023, EUR   EUR 05/26/2023 03/18/2019 ***.** *.** 03/18/2019 ***.** *.**
General Electric, 1.5% 17may2029, EUR   EUR 05/17/2029 03/18/2019 **.** *.** 03/18/2019 **.** *
General Electric, 1.875% 28may2027, EUR   EUR 05/28/2027 03/18/2019 ***.** *.** 03/18/2019 ***.** *.*
General Electric, 2.125% 17may2037, EUR   EUR 05/17/2037 03/18/2019 **.** *.** 03/18/2019 **.** *.**
General Electric, 2.25% 20jul2020, EUR   EUR 07/20/2020 03/18/2019 ***.** *.** 03/18/2019 ***.** *.**
General Electric, 2.342% 15nov2020, USD   USD 11/15/2020 03/18/2019 **.** *.** 03/18/2019 **.** *.**
General Electric, 4% 15feb2023, USD   USD 02/15/2023 03/18/2019 **.*** *.** 03/18/2019 ***.** *.**
General Electric, 4% 15jun2032, USD   USD 06/15/2032 03/18/2019 **.*** *.** 03/18/2019 **.*** *.**
General Electric, 4.125% 15apr2030, USD   USD 04/15/2030 03/18/2019 **.*** *.** 03/18/2019 **.*** *.**
General Electric, 4.125% 15may2034, USD   USD 05/15/2034 03/18/2019 **.*** *.** 03/18/2019 **.** *.*
General Electric, 4.15% 15may2034, USD   USD 05/15/2034 03/18/2019 **.*** *.** 03/18/2019 **.*** *.**
General Electric, 4.35% 3nov2021, EUR   EUR 11/03/2021 03/18/2019 ***.** *.** 03/18/2019 ***.*** *.**
General Electric, 4.375% 31jul2019, GBP   GBP 07/31/2019 03/18/2019 ***.** *.* 03/18/2019 ***.** *.**
General Electric, 4.418% 15nov2035, USD   USD 11/15/2035 03/18/2019 **.* *.** 03/18/2019 **.** *.**
General Electric, 4.5% 15oct2025, USD   USD 10/15/2025 03/18/2019 **.*** *.* 03/18/2019 ***.* *.**
General Electric, 4.625% 22feb2027, EUR   EUR 02/22/2027 03/18/2019 ***.** *.** 03/18/2019 ***.** *.*
General Electric, 5.125% 24may2023, GBP   GBP 05/24/2023 03/18/2019 ***.** *.** 03/18/2019 ***.** *.**
General Electric, 5.375% 23jan2020, EUR   EUR 01/23/2020 03/18/2019 ***.*** *.** 03/18/2019 ***.** *.**
General Electric, 5.875% 18jan2033, GBP   GBP 01/18/2033 03/18/2019 ***.** *.** 03/18/2019 ***.*** *.**
General Electric, 5.875% 4nov2020, GBP   GBP 11/04/2020 03/18/2019 ***.*** *.** 03/18/2019 ***.** *.**
General Electric, 6.025% 1mar2038, EUR   EUR 03/01/2038 03/18/2019 ***.** *.** 03/18/2019 ***.** *.**
General Electric, FRN 28may2020, EUR   EUR 05/28/2020 03/18/2019 **.** * 03/18/2019 *** *
General Electric Capital, 2.2% 9jan2020, USD   USD 01/09/2020 03/18/2019 **.** *.** 03/18/2019 **.** *.**
General Electric Capital, 2.5% 28mar2020, USD   USD 03/28/2020 03/18/2019 **.** *.** 03/18/2019 **.** *.**
General Electric Capital, 2.875% 18jun2019, EUR   EUR 06/18/2019 03/18/2019 ***.** *.** 03/18/2019 ***.*** *.**
General Electric Capital, 3.25% 30jul2019, SEK   SEK 07/30/2019 03/18/2019 ***.** *.** 03/18/2019 ***.** *.**
General Electric Capital, 3.856% 20jun2030, EUR   EUR 06/20/2030 03/18/2019 ***.*** *.** 03/18/2019 ***.*** *.**
General Electric Capital, 4% 15jul2032, USD   USD 07/15/2032 03/18/2019 **.*** *.** 03/18/2019 **.* *.**
General Electric Capital, 4.125% 19sep2035, EUR   EUR 09/19/2035 03/18/2019 ***.** *.** 03/18/2019 ***.** *.**
General Electric Capital, 4.875% 18sep2037, GBP   GBP 09/18/2037 03/18/2019 ***.** *.** 03/18/2019 ***.*** *.**
General Electric Capital, 5% 15jul2023, USD   USD 07/15/2023 03/18/2019 ***.*** *.** 03/18/2019 ***.*** *.**
General Electric Capital, 5.25% 7dec2028, GBP   GBP 12/07/2028 03/18/2019 ***.** *.* 03/18/2019 ***.** *.**
General Electric Capital, 5.375% 18dec2040, GBP   GBP 12/18/2040 03/18/2019 ***.** *.* 03/18/2019 ***.** *.**
General Electric Capital, 5.4% 15may2022, USD   USD 05/15/2022 03/18/2019 ***.*** *.** 03/18/2019 ***.*** *.*
General Electric Capital, 5.5% 15feb2022, USD   USD 02/15/2022 03/18/2019 ***.*** *.** 03/18/2019 ***.*** *.**
General Electric Capital, 5.5% 15mar2023, USD   USD 03/15/2023 03/18/2019 ***.*** *.** 03/18/2019 ***.*** *.**
General Electric Capital, 5.5% 7jun2021, GBP   GBP 06/07/2021 03/18/2019 ***.** *.** 03/18/2019 ***.*** *.**
General Electric Capital, 5.625% 16sep2031, GBP   GBP 09/16/2031 03/18/2019 ***.** *.** 03/18/2019 ***.** *.*
General Electric Capital, 5.75% 15feb2023, USD   USD 02/15/2023 03/18/2019 ***.*** *.** 03/18/2019 ***.*** *.**
General Electric Capital, 5.875% 14jan2038, USD   USD 01/14/2038 03/18/2019 ***.*** *.** 03/18/2019 ***.*** *.**
General Electric Capital, 6.25% 29sep2020, GBP   GBP 09/29/2020 03/18/2019 ***.*** *.** 03/18/2019 ***.** *.**
General Electric Capital, 8.35% 3sep2022, MXN   MXN 09/03/2022 03/18/2019 **.** *.** 03/18/2019 **.** *.**
General Electric Capital, FRN 17may2021, EUR   EUR 05/17/2021 03/18/2019 **.** * 03/18/2019 **.** *
General Electric Capital, FRN 28mar2020, USD   USD 03/28/2020 03/18/2019 **.** * 03/18/2019 **.** *
General Electric Capital, FRN 9jan2020, USD   USD 01/09/2020 03/18/2019 **.** * 03/18/2019 ***.** *
General Mills, 1% 27apr2023, EUR   EUR 04/27/2023 03/18/2019 ***.** *.** 03/18/2019 ***.** *.**
General Mills, 1.5% 27apr2027, EUR   EUR 04/27/2027 03/18/2019 ***.* *.** 03/18/2019 ***.** *.**
General Mills, 2.1% 16nov2020, EUR   EUR 11/16/2020 03/18/2019 ***.** *.** 03/18/2019 ***.** *.**
General Mills, 2.6% 12oct2022, USD   USD 10/12/2022 03/18/2019 **.*** *.** 03/18/2019 **.*** *.**
General Mills, 3.2% 10feb2027, USD   USD 02/10/2027 03/18/2019 **.*** *.** 03/18/2019 **.** *.**
General Mills, FRN 15jan2020, EUR   EUR 01/15/2020 03/18/2019 ***.** * 03/18/2019 ***.** *
General Motors, 4.2% 1oct2027, USD   USD 10/01/2027 03/18/2019 **.** *.** 03/18/2019 **.*** *.**
General Motors, 4.875% 2oct2023, USD   USD 10/02/2023 03/18/2019 ***.** *.* 03/18/2019 ***.** *.**
General Motors, 5% 1apr2035, USD   USD 04/01/2035 03/18/2019 **.** *.** 03/18/2019 **.*** *.**
General Motors, 5.15% 1apr2038, USD   USD 04/01/2038 03/18/2019 **.** *.** 03/18/2019 **.** *.**
General Motors, 5.4% 1apr2048, USD   USD 04/01/2048 03/18/2019 **.*** *.** 03/18/2019 **.** *.**
General Motors, 6.25% 2oct2043, USD   USD 10/02/2043 03/18/2019 **.*** *.** 03/18/2019 **.*** *.**
General Motors, 6.75% 1apr2046, USD   USD 04/01/2046 03/18/2019 ***.** *.** 03/18/2019 ***.*** *.**
General Motors, FRN 7aug2020, USD   USD 08/07/2020 03/18/2019 **.** * 03/18/2019 **.** *
General Motors Financial, 0.955% 7sep2023, EUR   EUR 09/07/2023 03/18/2019 **.** *.* 03/18/2019 **.** *.**
General Motors Financial, 1.694% 26mar2025, EUR   EUR 03/26/2025 03/18/2019 **.** *.** 03/18/2019 **.** *.**
General Motors Financial, 1.875% 15oct2019, EUR   EUR 10/15/2019 03/18/2019 ***.** *.** 03/18/2019 ***.** -*.**
General Motors Financial, 2.25% 6sep2024, GBP   GBP 09/06/2024 03/18/2019 **.** *.* 03/18/2019 **.** *.**
General Motors Financial, 2.35% 4oct2019, USD   USD 10/04/2019 03/18/2019 **.** *.* 03/18/2019 **.** *.**
General Motors Financial, 2.45% 6nov2020, USD   USD 11/06/2020 03/18/2019 **.** *.** 03/18/2019 **.** *.**
General Motors Financial, 2.65% 13apr2020, USD   USD 04/13/2020 03/18/2019 **.** *.** 03/18/2019 **.** *.**
General Motors Financial, 3.15% 30jun2022, USD   USD 06/30/2022 03/18/2019 **.*** *.** 03/18/2019 **.** *.**
General Motors Financial, 3.2% 6jul2021, USD   USD 07/06/2021 03/18/2019 **.** *.** 03/18/2019 **.** *.**
General Motors Financial, 3.25% 5jan2023, USD   USD 01/05/2023 03/18/2019 **.*** *.** 03/18/2019 **.*** *.**
General Motors Financial, 3.45% 14jan2022, USD   USD 01/14/2022 03/18/2019 **.** *.** 03/18/2019 **.*** *.**
General Motors Financial, 3.5% 7nov2024, USD   USD 11/07/2024 03/18/2019 **.*** *.** 03/18/2019 **.** *.**
General Motors Financial, 3.55% 9apr2021, USD   USD 04/09/2021 03/18/2019 ***.*** *.** 03/18/2019 ***.** *.**
General Motors Financial, 3.85% 5jan2028, USD   USD 01/05/2028 03/18/2019 **.** *.** 03/18/2019 **.** *.**
General Motors Financial, 3.95% 13apr2024, USD   USD 04/13/2024 03/18/2019 **.** *.** 03/18/2019 **.** *.**
General Motors Financial, 4% 6oct2026, USD   USD 10/06/2026 03/18/2019 **.*** *.** 03/18/2019 **.** *.**
General Motors Financial, 4.25% 15may2023, USD   USD 05/15/2023 03/18/2019 ***.*** *.** 03/18/2019 ***.** *.**
General Motors Financial, 4.35% 9apr2025, USD   USD 04/09/2025 03/18/2019 **.*** *.** 03/18/2019 **.*** *.**
General Motors Financial, 5.25% 1mar2026, USD   USD 03/01/2026 03/18/2019 ***.*** *.** 03/18/2019 ***.*** *.**
General Motors Financial, 5.75% perp., USD   USD 03/18/2019 **.** * 03/18/2019 **.** *
General Motors Financial, FRN 10may2021, EUR   EUR 05/10/2021 03/18/2019 ***.** * 03/18/2019 ***.** *
General Motors Financial, FRN 13apr2020, USD   USD 04/13/2020 03/18/2019 **.** * 03/18/2019 ***.** *
General Motors Financial, FRN 26mar2022, EUR   EUR 03/26/2022 03/18/2019 **.** * 03/18/2019 **.** *
General Motors Financial, FRN 30jun2022, USD   USD 06/30/2022 03/18/2019 **.** * 03/18/2019 **.** *
General Motors Financial, FRN 5jan2023, USD   USD 01/05/2023 03/18/2019 **.** * 03/18/2019 **.** *
General Motors Financial, FRN 6nov2020, USD   USD 11/06/2020 03/18/2019 **.** * 03/18/2019 **.** *
Genesis Energy, 6.5% 1oct2025, USD   USD 10/01/2025 03/18/2019 **.** *.** 03/18/2019 **.** *.**
Georgia Power, 2% 30mar2020, USD   USD 03/30/2020 03/18/2019 **.** *.** 03/18/2019 ***.* *.**
Georgia Power, 2% 8sep2020, USD   USD 09/08/2020 03/18/2019 **.** *.** 03/18/2019 **.** *.**
Georgia Power, 3.25% 30mar2027, USD   USD 03/30/2027 03/18/2019 **.** *.** 03/18/2019 **.*** *.**
Gilead, 1.85% 20sep2019, USD   USD 09/20/2019 03/18/2019 **.** *.** 03/18/2019 **.** *.**
Gilead, 1.95% 1mar2022, USD   USD 03/01/2022 03/18/2019 **.*** *.** 03/18/2019 **.* *.**
Gilead, 2.5% 1sep2023, USD   USD 09/01/2023 03/18/2019 **.*** *.** 03/18/2019 **.** *.**
Gilead, 2.55% 1sep2020, USD   USD 09/01/2020 03/18/2019 **.** *.* 03/18/2019 **.** *.*
Gilead, 2.95% 1mar2027, USD   USD 03/01/2027 03/18/2019 **.*** *.** 03/18/2019 **.*** *.**
Gilead, 3.25% 1sep2022, USD   USD 09/01/2022 03/18/2019 ***.** *.* 03/18/2019 ***.*** *.**
Gilead, 3.65% 1mar2026, USD   USD 03/01/2026 03/18/2019 ***.*** *.** 03/18/2019 ***.*** *.*
Gilead, 4% 1sep2036, USD   USD 09/01/2036 03/18/2019 **.*** *.* 03/18/2019 **.*** *.**
Gilead, 4.15% 1mar2047, USD   USD 03/01/2047 03/18/2019 **.** *.** 03/18/2019 **.** *.**
Gilead, 4.6% 1sep2035, USD   USD 09/01/2035 03/18/2019 ***.** *.** 03/18/2019 ***.*** *.**
Gilead, 4.75% 1mar2046, USD   USD 03/01/2046 03/18/2019 ***.*** *.* 03/18/2019 ***.*** *.**
Gilead, FRN 20mar2019, USD   USD 03/20/2019 03/18/2019 **.** **.** 03/18/2019 ***.** -*.**
Gilead, FRN 20sep2019, USD   USD 09/20/2019 03/18/2019 **.** * 03/18/2019 *** *
Glencore Funding, 2.875% 16apr2020, USD   USD 04/16/2020 03/18/2019 **.** *.** 03/18/2019 ***.** *.**
Glencore Funding, 3% 27oct2022, USD   USD 10/27/2022 03/18/2019 **.* *.** 03/18/2019 **.* *.**
Glencore Funding, 3.125% 29apr2019, USD   USD 04/29/2019 03/18/2019 **.** *.** 03/18/2019 **.** *.**
Glencore Funding, 3.875% 27oct2027, USD   USD 10/27/2027 03/18/2019 **.* *.** 03/18/2019 **.** *.**
Glencore Funding, 4% 16apr2025, USD   USD 04/16/2025 03/18/2019 **.** *.** 03/18/2019 ***.* *.**
Glencore Funding, 4% 27mar2027, USD   USD 03/27/2027 03/18/2019 **.** *.** 03/18/2019 **.** *.**
Glencore Funding, 4.625% 29apr2024, USD   USD 04/29/2024 03/18/2019 ***.** *.** 03/18/2019 ***.** *.**
Gogo Intermediate Holdings, 12.5% 1jul2022, USD   USD 07/01/2022 03/18/2019 ***.** **.** 03/18/2019 ***.** *.**
Goldman Sachs, 0.5% 4dec2024, CHF   CHF 12/04/2024 03/18/2019 **.** *.** 03/18/2019 **.* *.**
Goldman Sachs, 0.55% 9sep2021, CHF   CHF 09/09/2021 03/18/2019 ***.** -*.** 03/18/2019 ***.* -*.*
Goldman Sachs, 0.75% 10may2019, EUR   EUR 05/10/2019 03/18/2019 ***.** -*.** 03/18/2019 ***.** -*.**
Goldman Sachs, 1.25% 11sep2019, CHF   CHF 09/11/2019 03/18/2019 ***.** -*.** 03/18/2019 ***.** -*.**
Goldman Sachs, 1.25% 1may2025, EUR   EUR 05/01/2025 03/18/2019 ***.** *.** 03/18/2019 ***.** *.**
Goldman Sachs, 1.375% 15may2024, EUR   EUR 05/15/2024 03/18/2019 ***.** *.** 03/18/2019 ***.** *.**
Goldman Sachs, 1.375% 26jul2022, EUR   EUR 07/26/2022 03/18/2019 ***.** *.** 03/18/2019 ***.** *.**
Goldman Sachs, 1.625% 27jul2026, EUR   EUR 07/27/2026 03/18/2019 ***.** *.** 03/18/2019 ***.** *.**
Goldman Sachs, 1.8% 26nov2022, USD   USD 11/26/2022 03/18/2019 **.** *.** 03/18/2019 **.** *.**
Goldman Sachs, 2% 17dec2021, EUR   EUR 12/17/2021 03/18/2019 **.** * 03/18/2019 ** *
Goldman Sachs, 2% 17feb2026, EUR   EUR 02/17/2026 03/18/2019 **.** * 03/18/2019 **.* *
Goldman Sachs, 2% 22mar2028, EUR   EUR 03/22/2028 03/18/2019 ***.** *.** 03/18/2019 ***.*** *.**
Goldman Sachs, 2% 22oct2025, EUR   EUR 10/22/2025 03/18/2019 ** * 03/18/2019 **.** *
Goldman Sachs, 2% 27jul2023, EUR   EUR 07/27/2023 03/18/2019 ***.** *.** 03/18/2019 ***.** *.*
Goldman Sachs, 2% 31jan2022, USD   USD 01/31/2022 03/18/2019 **.** *.** 03/18/2019 ** *.**
Goldman Sachs, 2% 4apr2024, EUR   EUR 04/04/2024 03/18/2019 ***.** * 03/18/2019 *** *
Goldman Sachs, 2.1% 28sep2024, USD   USD 09/28/2024 03/18/2019 **.** *.** 03/18/2019 **.** *.**
Goldman Sachs, 2.125% 30sep2024, EUR   EUR 09/30/2024 03/18/2019 ***.** *.** 03/18/2019 ***.** *.**
Goldman Sachs, 2.3% 12nov2021, USD   USD 11/12/2021 03/18/2019 **.** *.** 03/18/2019 **.** *.**
Goldman Sachs, 2.3% 13dec2019, USD   USD 12/13/2019 03/18/2019 **.** *.** 03/18/2019 **.** *.**
Goldman Sachs, 2.35% 15nov2021, USD   USD 11/15/2021 03/18/2019 **.** *.** 03/18/2019 **.*** *.**
Goldman Sachs, 2.425% 2dec2021, USD   USD 12/02/2021 03/18/2019 **.** *.** 03/18/2019 **.** *.**
Goldman Sachs, 2.433% 26apr2023, CAD   CAD 04/26/2023 03/18/2019 **.** * 03/18/2019 **.** *
Goldman Sachs, 2.5% 18oct2021, EUR   EUR 10/18/2021 03/18/2019 ***.** *.** 03/18/2019 ***.** *.**
Goldman Sachs, 2.5% 4apr2024, EUR   EUR 04/04/2024 03/18/2019 ***.* * 03/18/2019 ***.** *
Goldman Sachs, 2.5% 6jul2025, EUR   EUR 07/06/2025 03/18/2019 **.** * 03/18/2019 **.** *
Goldman Sachs, 2.55% 23oct2019, USD   USD 10/23/2019 03/18/2019 **.** *.** 03/18/2019 **.** *.*
Goldman Sachs, 2.6% 23apr2020, USD   USD 04/23/2020 03/18/2019 **.** *.** 03/18/2019 **.** *.**
Goldman Sachs, 2.6% 27dec2020, USD   USD 12/27/2020 03/18/2019 **.** *.** 03/18/2019 **.** *.**
Goldman Sachs, 2.625% 19aug2020, EUR   EUR 08/19/2020 03/18/2019 ***.** *.** 03/18/2019 ***.** -*.**
Goldman Sachs, 2.7% 12nov2021, USD   USD 11/12/2021 03/18/2019 **.** *.** 03/18/2019 **.** *.**
Goldman Sachs, 2.7% 29dec2027, USD   USD 12/29/2027 03/18/2019 **.** *.** 03/18/2019 ** *.**
Goldman Sachs, 2.75% 15sep2020, USD   USD 09/15/2020 03/18/2019 **.** *.** 03/18/2019 **.** *.**
Goldman Sachs, 2.8% 12aug2025, EUR   EUR 08/12/2025 03/18/2019 **.** * 03/18/2019 **.* *
Goldman Sachs, 2.844% 23sep2019, USD   USD 09/23/2019 03/18/2019 **.* *.** 03/18/2019 ***.* *.**
Goldman Sachs, 2.875% 3jun2026, EUR   EUR 06/03/2026 03/18/2019 ***.** *.** 03/18/2019 ***.** *.**
Goldman Sachs, 2.876% 31oct2022, USD   USD 10/31/2022 03/18/2019 **.** * 03/18/2019 **.** *
Goldman Sachs, 2.905% 24jul2023, USD   USD 07/24/2023 03/18/2019 **.** * 03/18/2019 **.** *
Goldman Sachs, 3% 12feb2031, EUR   EUR 02/12/2031 03/18/2019 ***.** *.** 03/18/2019 ***.** *.*
Goldman Sachs, 3% 26apr2022, USD   USD 04/26/2022 03/18/2019 **.*** *.** 03/18/2019 **.*** *.**
Goldman Sachs, 3.05% 8apr2022, USD   USD 04/08/2022 03/18/2019 **.** * 03/18/2019 **.** *
Goldman Sachs, 3.2% 23feb2023, USD   USD 02/23/2023 03/18/2019 **.* *.** 03/18/2019 **.*** *.**
Goldman Sachs, 3.25% 1feb2023, EUR   EUR 02/01/2023 03/18/2019 ***.** *.** 03/18/2019 ***.** *.**
Goldman Sachs, 3.25% 20apr2027, EUR   EUR 04/20/2027 03/18/2019 **.** * 03/18/2019 **.* *
Goldman Sachs, 3.5% 16nov2026, USD   USD 11/16/2026 03/18/2019 **.*** *.** 03/18/2019 **.** *.**
Goldman Sachs, 3.5% 20dec2021, EUR   EUR 12/20/2021 03/18/2019 **.** * 03/18/2019 ***.** *
Goldman Sachs, 3.5% 23jan2025, USD   USD 01/23/2025 03/18/2019 **.*** *.** 03/18/2019 **.*** *.**
Goldman Sachs, 3.55% 12feb2021, CAD   CAD 02/12/2021 03/18/2019 ***.** *.** 03/18/2019 *** *.**
Goldman Sachs, 3.75% 22may2025, USD   USD 05/22/2025 03/18/2019 ***.* *.** 03/18/2019 ***.*** *.**
Goldman Sachs, 3.814% 23apr2029, USD   USD 04/23/2029 03/18/2019 **.* * 03/18/2019 **.** *
Goldman Sachs, 3.85% 26jan2027, USD   USD 01/26/2027 03/18/2019 **.*** *.** 03/18/2019 **.*** *.**
Goldman Sachs, 3.85% 8jul2024, USD   USD 07/08/2024 03/18/2019 ***.** *.* 03/18/2019 ***.*** *.**
Goldman Sachs, 4% 15may2033, USD   USD 05/15/2033 03/18/2019 **.*** *.** 03/18/2019 **.* *.*
Goldman Sachs, 4% 3mar2024, USD   USD 03/03/2024 03/18/2019 ***.** *.** 03/18/2019 ***.*** *.**
Goldman Sachs, 4.017% 31oct2038, USD   USD 10/31/2038 03/18/2019 **.** * 03/18/2019 **.** *
Goldman Sachs, 4.25% 15dec2034, USD   USD 12/15/2034 03/18/2019 **.** *.* 03/18/2019 **.*** *.**
Goldman Sachs, 4.25% 29jan2026, GBP   GBP 01/29/2026 03/18/2019 ***.** *.** 03/18/2019 ***.** *.**
Goldman Sachs, 4.3% 15dec2032, USD   USD 12/15/2032 03/18/2019 **.* *.** 03/18/2019 **.* *.**
Goldman Sachs, 4.4% 15nov2032, USD   USD 11/15/2032 03/18/2019 ***.*** *.** 03/18/2019 ***.*** *.**
Goldman Sachs, 4.75% 12oct2021, EUR   EUR 10/12/2021 03/18/2019 ***.* *.** 03/18/2019 ***.** *.**
Goldman Sachs, 4.8% 8jul2044, USD   USD 07/08/2044 03/18/2019 ***.*** *.** 03/18/2019 ***.** *.**
Goldman Sachs, 5% 29dec2019, CNY   CNY 12/29/2019 03/18/2019 ***.*** *.** 03/18/2019 ***.*** *.**
Goldman Sachs, 5% perp., USD   USD 03/18/2019 ** * 03/18/2019 ** *
Goldman Sachs, 5.1% 15aug2025, USD   USD 08/15/2025 03/18/2019 ***.*** *.** 03/18/2019 ***.*** *.**
Goldman Sachs, 5.11% 1jul2025, EUR   EUR 07/01/2025 03/18/2019 ***.** * 03/18/2019 ***.** *
Goldman Sachs, 5.125% 23oct2019, EUR   EUR 10/23/2019 03/18/2019 ***.** *.** 03/18/2019 ***.** -*.**
Goldman Sachs, 5.2% 17dec2019, NZD   NZD 12/17/2019 03/18/2019 ***.** *.** 03/18/2019 ***.** *.**
Goldman Sachs, 5.25% 15aug2024, USD   USD 08/15/2024 03/18/2019 ***.*** *.* 03/18/2019 ***.*** *.**
Goldman Sachs, 5.25% 15nov2025, USD   USD 11/15/2025 03/18/2019 ***.*** *.** 03/18/2019 ***.* *.**
Goldman Sachs, 5.5% 12oct2021, GBP   GBP 10/12/2021 03/18/2019 ***.** *.** 03/18/2019 ***.** *.**
Goldman Sachs, 5.85% 15jun2032, USD   USD 06/15/2032 03/18/2019 ***.** *.** 03/18/2019 ***.*** *.*
Goldman Sachs, 5.95% 15jan2027, USD   USD 01/15/2027 03/18/2019 ***.*** *.** 03/18/2019 ***.*** *.**
Goldman Sachs, 6% 15mar2041, USD   USD 03/15/2041 03/18/2019 ***.*** *.** 03/18/2019 ***.*** *.**
Goldman Sachs, 6% 15mar2041, USD   USD 03/15/2041 03/18/2019 ***.*** *.** 03/18/2019 ***.*** *.**
Goldman Sachs, 6.75% 1oct2037, USD   USD 10/01/2037 03/18/2019 ***.*** *.** 03/18/2019 ***.*** *.**
Goldman Sachs, 6.875% 18jan2038, GBP   GBP 01/18/2038 03/18/2019 ***.**** *.** 03/18/2019 ***.** *.**
Goldman Sachs, 7.125% 7aug2025, GBP   GBP 08/07/2025 03/18/2019 ***.** *.** 03/18/2019 ***.** *.**
Goldman Sachs, 7.25% 10apr2028, GBP   GBP 04/10/2028 03/18/2019 ***.* *.** 03/18/2019 ***.** *.**
Goldman Sachs, FRN 13dec2019, USD   USD 12/13/2019 03/18/2019 ***.** * 03/18/2019 ***.** *
Goldman Sachs, FRN 15nov2021, USD   USD 11/15/2021 03/18/2019 ***.** * 03/18/2019 ***.** *
Goldman Sachs, FRN 16dec2020, EUR   EUR 12/16/2020 03/18/2019 ***.** * 03/18/2019 ***.** *
Goldman Sachs, FRN 18sep2025, EUR   EUR 09/18/2025 03/18/2019 **.** * 03/18/2019 **.** *
Goldman Sachs, FRN 23feb2023, USD   USD 02/23/2023 03/18/2019 **.** * 03/18/2019 **.* *
Goldman Sachs, FRN 24jul2023, USD   USD 07/24/2023 03/18/2019 ***.** * 03/18/2019 ***.** *
Goldman Sachs, FRN 26apr2022, USD   USD 04/26/2022 03/18/2019 ***.** * 03/18/2019 ***.* *
Goldman Sachs, FRN 26jan2022, EUR   EUR 01/26/2022 03/18/2019 **.*** * 03/18/2019 ***.*** *
Goldman Sachs, FRN 26jul2022, EUR   EUR 07/26/2022 03/18/2019 ***.** * 03/18/2019 ***.** *
Goldman Sachs, FRN 26sep2023, EUR   EUR 09/26/2023 03/18/2019 **.** * 03/18/2019 **.** *
Goldman Sachs, FRN 27dec2020, USD   USD 12/27/2020 03/18/2019 ***.** * 03/18/2019 ***.* *
Goldman Sachs, FRN 27jul2021, EUR   EUR 07/27/2021 03/18/2019 ***.** * 03/18/2019 ***.** *
Goldman Sachs, FRN 28oct2027, USD   USD 10/28/2027 03/18/2019 ***.** * 03/18/2019 ***.** *
Goldman Sachs, FRN 29may2020, EUR   EUR 05/29/2020 03/18/2019 ***.** * 03/18/2019 ***.* *
Goldman Sachs, FRN 29oct2019, EUR   EUR 10/29/2019 03/18/2019 ***.** * 03/18/2019 ***.** *
Goldman Sachs, FRN 31oct2022, USD   USD 10/31/2022 03/18/2019 **.* * 03/18/2019 **.** *
Goldman Sachs, FRN 8sep2021, AUD   AUD 09/08/2021 03/18/2019 ***.** * 03/18/2019 ***.** *
Goldman Sachs, FRN 9sep2022, EUR   EUR 09/09/2022 03/18/2019 ***.** * 03/18/2019 ***.** *
Goodman US Finance Four, 4.5% 15oct2037, USD   USD 10/15/2037 03/18/2019 **.** *.** 03/18/2019 **.** *.*
Goodman US Finance Three, 3.7% 15mar2028, USD   USD 03/15/2028 03/18/2019 **.** *.** 03/18/2019 **.** *.**
Google, 3.375% 25feb2024, USD   USD 02/25/2024 03/18/2019 ***.** *.** 03/18/2019 ***.** *.**
Google, 3.625% 19may2021, USD   USD 05/19/2021 03/18/2019 ***.*** *.** 03/18/2019 *** *.**
Government Properties, 4% 15jul2022, USD   USD 07/15/2022 03/18/2019 **.** *.* 03/18/2019 ***.*** *
Grainger (W.W.), 4.2% 15may2047, USD   USD 05/15/2047 03/18/2019 **.*** *.** 03/18/2019 **.*** *.**
Grainger (W.W.), 4.6% 15jun2045, USD   USD 06/15/2045 03/18/2019 ***.** *.** 03/18/2019 ***.*** *.**
Gray Television, 5.125% 15oct2024, USD   USD 10/15/2024 03/18/2019 **.** *.** 03/18/2019 ***.* *.**
Gray Television, 5.875% 15jul2026, USD   USD 07/15/2026 03/18/2019 ***.* *.** 03/18/2019 ***.** *.**
Greif, 7.375% 15jul2021, EUR   EUR 07/15/2021 03/18/2019 ***.** *.** 03/18/2019 ***.** -*.**
Guardian Life Global Funding, 1.95% 27oct2021, USD   USD 10/27/2021 03/18/2019 **.** *.** 03/18/2019 **.** *.**
Gulf Power, 3.3% 30may2027, USD   USD 05/30/2027 03/18/2019 **.*** *.** 03/18/2019 **.*** *.**
Gulfport Energy, 6.375% 15jan2026, USD   USD 01/15/2026 03/18/2019 **.** *.** 03/18/2019 **.** *.**
H.B. Fuller, 4% 15feb2027, USD   USD 02/15/2027 03/18/2019 **.** *.** 03/18/2019 **.** *.**
Halcon Resources, 6.75% 15feb2025, USD   USD 02/15/2025 03/18/2019 ***.** *.** 03/18/2019 ***.** *.**
Hanesbrands, 3.5% 15jun2024, EUR   EUR 06/15/2024 03/18/2019 ***.*** *.** 03/18/2019 ***.* *.**
Hanesbrands, 4.625% 15may2024, USD   USD 05/15/2024 03/18/2019 **.** *.** 03/18/2019 ***.** *.**
Harley-Davidson, 3.5% 28jul2025, USD   USD 07/28/2025 03/18/2019 **.*** *.** 03/18/2019 ***.*** *.**
Harley-Davidson, 4.625% 28jul2045, USD   USD 07/28/2045 03/18/2019 **.* *.** 03/18/2019 **.** *.**
Harley-Davidson Financial Services Inc, 2.15% 26feb2020, USD   USD 02/26/2020 03/18/2019 **.* *.** 03/18/2019 **.** *.**
Harley-Davidson Financial Services Inc, 2.4% 15jun2020, USD   USD 06/15/2020 03/18/2019 **.** *.** 03/18/2019 **.** *.**
Harley-Davidson Financial Services Inc, 2.4% 15sep2019, USD   USD 09/15/2019 03/18/2019 **.** *.** 03/18/2019 **.** *.**
Harley-Davidson Financial Services Inc, 2.55% 9jun2022, USD   USD 06/09/2022 03/18/2019 **.** *.** 03/18/2019 **.* *.**
Harley-Davidson Financial Services Inc, 2.85% 15jan2021, USD   USD 01/15/2021 03/18/2019 **.*** *.** 03/18/2019 **.** *.**
Harley-Davidson Financial Services Inc, 3.35% 15feb2023, USD   USD 02/15/2023 03/18/2019 **.** *.** 03/18/2019 **.** *.**
Harman International Industries, 2% 27may2022, EUR   EUR 05/27/2022 03/18/2019 ***.** *.** 03/18/2019 ***.** *.**
Harman International Industries, 4.15% 15may2025, USD   USD 05/15/2025 03/18/2019 ***.*** *.** 03/18/2019 ***.*** *.**
Harris, 2.7% 27apr2020, USD   USD 04/27/2020 03/18/2019 **.** *.** 03/18/2019 ***.** *.*
Harris, 3.832% 27apr2025, USD   USD 04/27/2025 03/18/2019 ***.*** *.** 03/18/2019 ***.*** *.**
Harris, 4.854% 27apr2035, USD   USD 04/27/2035 03/18/2019 ***.** *.** 03/18/2019 ***.*** *.**
Harris, 5.054% 27apr2045, USD   USD 04/27/2045 03/18/2019 ***.** *.** 03/18/2019 ***.** *.**
Hartford Financial Services, 4.4% 15mar2048, USD   USD 03/15/2048 03/18/2019 **.*** *.** 03/18/2019 **.*** *.**
Hasbro, 3.5% 15sep2027, USD   USD 09/15/2027 03/18/2019 **.*** *.** 03/18/2019 **.*** *.**
HCA, Inc., 5.25% 15jun2026, USD   USD 06/15/2026 03/18/2019 ***.*** *.** 03/18/2019 ***.** *.**
HCP, 4% 1jun2025, USD   USD 06/01/2025 03/18/2019 ***.*** *.** 03/18/2019 ***.*** *.**
Healthcare Realty, 3.875% 1may2025, USD   USD 05/01/2025 03/18/2019 **.*** *.** 03/18/2019 **.*** *.**
Healthcare Trust, 2.95% 1jul2022, USD   USD 07/01/2022 03/18/2019 **.*** *.** 03/18/2019 **.** *.**
Healthcare Trust, 3.5% 1aug2026, USD   USD 08/01/2026 03/18/2019 **.** *.** 03/18/2019 **.** *.*
Healthcare Trust, 3.75% 1jul2027, USD   USD 07/01/2027 03/18/2019 **.*** *.* 03/18/2019 **.*** *.*
Helmerich & Payne, 4.65% 15mar2025, USD   USD 03/15/2025 03/18/2019 ***.*** *.** 03/18/2019 ***.** *.**
Hersheys, 2.3% 15aug2026, USD   USD 08/15/2026 03/18/2019 **.*** *.** 03/18/2019 **.** *.*
Hersheys, 3.2% 21aug2025, USD   USD 08/21/2025 03/18/2019 ***.*** *.** 03/18/2019 ***.*** *.**
Hersheys, 3.375% 15aug2046, USD   USD 08/15/2046 03/18/2019 **.*** * 03/18/2019 **.** *.**
Hertz, 5.5% 15oct2024, USD   USD 10/15/2024 03/18/2019 **.** *.** 03/18/2019 **.** *.**
Hertz, 7.625% 1jun2022, USD   USD 06/01/2022 03/18/2019 ***.* *.** 03/18/2019 ***.** *.**
Hess, 4.3% 1apr2027, USD   USD 04/01/2027 03/18/2019 **.** *.** 03/18/2019 **.** *.**
Hess, 5.8% 1apr2047, USD   USD 04/01/2047 03/18/2019 ***.* *.** 03/18/2019 ***.** *.**
Hewlett Packard Enterprise, 2.1% 4oct2019, USD   USD 10/04/2019 03/18/2019 **.** *.** 03/18/2019 **.** *.**
Hewlett Packard Enterprise, 3.6% 15oct2020, USD   USD 10/15/2020 03/18/2019 ***.**** *.** 03/18/2019 ***.*** *.**
Hewlett Packard Enterprise, 3.6% 15oct2020, USD   USD 10/15/2020 03/18/2019 ***.** *.** 03/18/2019 ***.** *.**
Hewlett Packard Enterprise, 4.4% 15oct2022, USD   USD 10/15/2022 03/18/2019 ***.**** *.** 03/18/2019 ***.**** *.**
Hewlett Packard Enterprise, 4.4% 15oct2022, USD   USD 10/15/2022 03/18/2019 ***.** *.** 03/18/2019 ***.** *.**
Hewlett Packard Enterprise, 4.9% 15oct2025, USD   USD 10/15/2025 03/18/2019 ***.**** *.** 03/18/2019 ***.** *.**
Hewlett Packard Enterprise, 6.2% 15oct2035, USD   USD 10/15/2035 03/18/2019 ***.*** *.* 03/18/2019 ***.*** *.**
Hewlett Packard Enterprise, 6.35% 15oct2045, USD   USD 10/15/2045 03/18/2019 ***.*** *.* 03/18/2019 ***.** *.**
Hexcel, 3.95% 15feb2027, USD   USD 02/15/2027 03/18/2019 **.** *.** 03/18/2019 ***.** *.**
Hexcel, FRN 2025, USD   USD 08/15/2025 03/18/2019 ***.** *.** 03/18/2019 ***.** *.**
Hexion Inc., 6.625% 15apr2020, USD   USD 04/15/2020 03/18/2019 **.** **.* 03/18/2019 **.** **.**
Hexion Inc., 9% 15nov2020, USD   USD 11/15/2020 03/18/2019 **.* ***.** 03/18/2019 **.* ***.*
Highwoods Realty, 3.875% 1mar2027, USD   USD 03/01/2027 03/18/2019 **.*** *.** 03/18/2019 **.*** *.**
Highwoods Realty, 4.125% 15mar2028, USD   USD 03/15/2028 03/18/2019 **.*** *.** 03/18/2019 ***.** *.**
Hill-Rom Holdings Inc, 5.75% 2023, USD   USD 09/01/2023 03/18/2019 ***.** *.** 03/18/2019 ***.** *.**
Hilton Domestic Operating Co Inc., 4.25% 1sep2024, USD   USD 09/01/2024 03/18/2019 **.* *.* 03/18/2019 ***.* *.**
Historic TW, 6.95% 15jan2028, USD   USD 01/15/2028 03/18/2019 ***.** *.* 03/18/2019 ***.*** *.**
HollyFrontier, 5.875% 1apr2026, USD   USD 04/01/2026 03/18/2019 ***.*** *.** 03/18/2019 ***.** *.**
Hologic, 4.375% 15oct2025, USD   USD 10/15/2025 03/18/2019 **.** *.** 03/18/2019 **.** *.**
Honeywell International, 0.65% 21feb2020, EUR   EUR 02/21/2020 03/18/2019 ***.** -*.** 03/18/2019 ***.** -*.**
Honeywell International, 1.3% 21feb2020, EUR   EUR 02/22/2023 03/18/2019 ***.** *.** 03/18/2019 ***.** *.**
Honeywell International, 1.4% 30oct2019, USD   USD 10/30/2019 03/18/2019 **.** *.** 03/18/2019 **.** *.**
Honeywell International, 1.8% 30oct2019, USD   USD 10/30/2019 03/18/2019 **.** *.** 03/18/2019 **.** *.**
Honeywell International, 1.85% 1nov2021, USD   USD 11/01/2021 03/18/2019 **.** *.** 03/18/2019 ** *.**
Honeywell International, 2.25% 22feb2028, EUR   EUR 02/22/2028 03/18/2019 ***.** *.** 03/18/2019 ***.** *.**
Honeywell International, 2.5% 1nov2026, USD   USD 11/01/2026 03/18/2019 **.** *.** 03/18/2019 **.** *.**
Honeywell International, 3.812% 21nov2047, USD   USD 11/21/2047 03/18/2019 **.** *.** 03/18/2019 **.*** *.*
Honeywell International, FRN 30oct2019, USD   USD 10/30/2019 03/18/2019 **.** * 03/18/2019 ***.** *
Host Hotels & Resorts, 6% 1oct2021, USD   USD 10/01/2021 03/18/2019 ***.*** *.** 03/18/2019 ***.* *.**
HP Inc., 4.3% 1jun2021, USD   USD 06/01/2021 03/18/2019 ***.** *.** 03/18/2019 ***.*** *.**
HP Inc., 4.65% 9dec2021, USD   USD 12/09/2021 03/18/2019 ***.*** *.** 03/18/2019 ***.** *.*
HSBC Finance Corporation, 6.676% 15jan2021, USD   USD 01/15/2021 03/18/2019 ***.** *.* 03/18/2019 ***.** *.**
HSBC USA, 2.25% 23jun2019, USD   USD 06/23/2019 03/18/2019 **.* *.** 03/18/2019 **.** *.**
HSBC USA, 2.35% 5mar2020, USD   USD 03/05/2020 03/18/2019 **.*** *.** 03/18/2019 **.* *.**
HSBC USA, 2.375% 13nov2019, USD   USD 11/13/2019 03/18/2019 **.** *.** 03/18/2019 **.** *.**
HSBC USA, 2.75% 7aug2020, USD   USD 08/07/2020 03/18/2019 **.** *.** 03/18/2019 ***.** *.**
HSBC USA, 3.5% 23jun2024, USD   USD 06/23/2024 03/18/2019 ***.** *.** 03/18/2019 ***.*** *.**
Hubbell, 3.15% 15aug2027, USD   USD 08/15/2027 03/18/2019 **.** *.** 03/18/2019 **.** *.**
Hubbell, 3.5% 15feb2028, USD   USD 02/15/2028 03/18/2019 **.** *.* 03/18/2019 **.*** *.**
Hudson Pacific Properties L.P., 3.95% 1nov2027, USD   USD 11/01/2027 03/18/2019 **.*** *.* 03/18/2019 **.*** *.**
Hughes Satellite Sys, 6.5% 15jun2019, USD   USD 06/15/2019 03/18/2019 **.** *.** 03/18/2019 *** -*.*
Humana, 2.5% 15dec2020, USD   USD 12/15/2020 03/18/2019 **.* * 03/18/2019 **.** *.**
Humana, 2.9% 15dec2022, USD   USD 12/15/2022 03/18/2019 **.** *.** 03/18/2019 **.** *.**
Humana, 3.95% 15mar2027, USD   USD 03/15/2027 03/18/2019 **.*** *.** 03/18/2019 ***.** *.**
Huntington Bancshares, 2.3% 14jan2022, USD   USD 01/14/2022 03/18/2019 **.*** *.** 03/18/2019 **.** *.**
Huntington Bancshares, 3.15% 14mar2021, USD   USD 03/14/2021 03/18/2019 ***.*** *.** 03/18/2019 ***.*** *.**
Huntsman International, 4.25% 1apr2025, EUR   EUR 04/01/2025 03/18/2019 ***.* *.** 03/18/2019 ***.** *
Huntsman International, 4.875% 15nov2020, USD   USD 11/15/2020 03/18/2019 ***.** *.** 03/18/2019 ***.** *.**
Huntsman International, 5.125% 15apr2021, EUR   EUR 04/15/2021 03/18/2019 ***.** *.** 03/18/2019 ***.** *.**
Huntsman International, 5.125% 15apr2021, EUR   EUR 04/15/2021 03/18/2019 ***.** *.** 03/18/2019 ***.** *.**
Hyundai Capital America, 1.75% 27sep2019, USD   USD 09/27/2019 03/18/2019 **.** *.** 03/18/2019 **.** *.**
Hyundai Capital America, 2.55% 3apr2020, USD   USD 04/03/2020 03/18/2019 **.* *.** 03/18/2019 **.** *.**
Hyundai Capital America, 2.6% 19mar2020, USD   USD 03/19/2020 03/18/2019 **.* *.** 03/18/2019 **.** *.*
Hyundai Capital America, 2.75% 18sep2020, USD   USD 09/18/2020 03/18/2019 **.** *.** 03/18/2019 **.** *.**
Hyundai Capital America, 2.75% 27sep2026, USD   USD 09/27/2026 03/18/2019 **.** *.** 03/18/2019 **.** *.**
Hyundai Capital America, 3% 18mar2021, USD   USD 03/18/2021 03/18/2019 **.** *.** 03/18/2019 **.** *.**
Hyundai Capital America, 3.1% 5apr2022, USD   USD 04/05/2022 03/18/2019 **.** *.** 03/18/2019 **.** *.**
Hyundai Capital America, 3.25% 20sep2022, USD   USD 09/20/2022 03/18/2019 **.** *.** 03/18/2019 **.** *.**
Hyundai Capital America, 3.45% 12mar2021, USD   USD 03/12/2021 03/18/2019 **.** *.** 03/18/2019 ***.** *.**
Hyundai Capital America, FRN 12mar2021, USD   USD 03/12/2021 03/18/2019 **.** * 03/18/2019 **.** *
IBM, 0.3% 2nov2026, JPY   JPY 11/02/2026 03/18/2019 **.** *.* 03/18/2019 ***.** *.*
IBM, 0.5% 7sep2021, EUR   EUR 09/07/2021 03/18/2019 ***.** -*.** 03/18/2019 ***.** -*.**
IBM, 0.95% 23may2025, EUR   EUR 05/23/2025 03/18/2019 ***.** *.** 03/18/2019 ***.** *.**
IBM, 1.125% 6sep2024, EUR   EUR 09/06/2024 03/18/2019 ***.** *.* 03/18/2019 ***.** *.**
IBM, 1.25% 26may2023, EUR   EUR 05/26/2023 03/18/2019 ***.** *.** 03/18/2019 ***.** *.**
IBM, 1.375% 19nov2019, EUR   EUR 11/19/2019 03/18/2019 ***.** -*.** 03/18/2019 ***.** -*.**
IBM, 1.5% 23may2029, EUR   EUR 05/23/2029 03/18/2019 ***.** *.* 03/18/2019 ***.** *.**
IBM, 1.75% 7mar2028, EUR   EUR 03/07/2028 03/18/2019 ***.* *.** 03/18/2019 ***.* *.**
IBM, 1.875% 6nov2020, EUR   EUR 11/06/2020 03/18/2019 ***.** -*.** 03/18/2019 ***.** -*.**
IBM, 1.9% 27jan2020, USD   USD 01/27/2020 03/18/2019 **.** *.* 03/18/2019 **.** *.**
IBM, 2.5% 27jan2022, USD   USD 01/27/2022 03/18/2019 **.* *.** 03/18/2019 **.*** *.**
IBM, 2.625% 5aug2022, GBP   GBP 08/05/2022 03/18/2019 ***.** *.** 03/18/2019 *** *.**
IBM, 2.875% 7nov2025, EUR   EUR 11/07/2025 03/18/2019 ***.** *.** 03/18/2019 ***.** *.**
IBM, 3.3% 27jan2027, USD   USD 01/27/2027 03/18/2019 ***.*** *.** 03/18/2019 ***.** *.**
IBM, FRN 27jan2020, USD   USD 01/27/2020 03/18/2019 ***.** * 03/18/2019 ***.** *
IBM Credit, 1.625% 6sep2019, USD   USD 09/06/2019 03/18/2019 **.** *.** 03/18/2019 **.** *.**
IBM Credit, 1.8% 20jan2021, USD   USD 01/20/2021 03/18/2019 **.** *.** 03/18/2019 **.*** *.*
IBM Credit, 2.2% 8sep2022, USD   USD 09/08/2022 03/18/2019 **.** *.** 03/18/2019 **.* *.**
IBM Credit, 2.65% 5feb2021, USD   USD 02/05/2021 03/18/2019 **.* *.** 03/18/2019 **.** *.**
IBM Credit, 3% 6feb2023, USD   USD 02/06/2023 03/18/2019 **.** *.** 03/18/2019 ***.*** *.**
IBM Credit, FRN 20jan2021, USD   USD 01/20/2021 03/18/2019 **.* * 03/18/2019 ***.** *
IBM Credit, FRN 5feb2021, USD   USD 02/05/2021 03/18/2019 **.** * 03/18/2019 ***.** *
IBM Credit, FRN 6sep2019, USD   USD 09/06/2019 03/18/2019 *** * 03/18/2019 ***.** *
IBRD, 0% 10jul2024, MXN (2557D)   MXN 07/10/2024 03/18/2019 **.** *.** 03/18/2019 **.** *.**
IBRD, 0% 10mar2025, DEM (10958D)   DEM 03/10/2025 03/18/2019 **.*** *.** 03/18/2019 **.*** *.**
IBRD, 0% 13mar2027, MXN (3652D)   MXN 03/13/2027 03/18/2019 **.** *.** 03/18/2019 **.** *.**
IBRD, 0% 14jul2027, ZAR (10957D)   ZAR 07/14/2027 03/18/2019 **.** *.** 03/18/2019 **.** *.**
IBRD, 0% 17feb2026, ZAR (10227D)   ZAR 02/17/2026 03/18/2019 **.** *.* 03/18/2019 **.** *.**
IBRD, 0% 19sep2022, MXN (5479D)   MXN 09/19/2022 03/18/2019 **.** *.* 03/18/2019 **.* *.**
IBRD, 0% 1apr2022, ZAR (7305D)   ZAR 04/01/2022 03/18/2019 **.** *.** 03/18/2019 **.** *.**
IBRD, 0% 24feb2020, TRY (1095D)   TRY 02/24/2020 03/18/2019 **.** **.** 03/18/2019 **.** **.**
IBRD, 0% 26may2027, TRY (3652D)   TRY 05/26/2027 03/18/2019 **.** **.** 03/18/2019 **.** **.**
IBRD, 0% 28oct2024, DEM (10958D)   DEM 10/28/2024 03/18/2019 **.*** *.** 03/18/2019 **.*** *.**
IBRD, 0% 29dec2021, BRL (1826D)   BRL 12/29/2021 03/18/2019 **.** *.** 03/18/2019 **.* *.**
IBRD, 0% 29dec2028, ZAR (11323D)   ZAR 12/29/2028 03/18/2019 **.** *.* 03/18/2019 **.* *.**
IBRD, 0% 29may2035, ZAR (7305D)   ZAR 05/29/2035 03/18/2019 **.** *.** 03/18/2019 **.** *.**
IBRD, 0% 2dec2025, BRL (3653D)   BRL 12/02/2025 03/18/2019 **.** *.* 03/18/2019 **.*** *.**
IBRD, 0% 31dec2025, ZAR (10092D)   ZAR 12/31/2025 03/18/2019 **.*** *.* 03/18/2019 **.* *
IBRD, 0% 4oct2019, UAH (722D)   UAH 10/04/2019 03/18/2019 **.** **.** 03/18/2019 **.** **.**
IBRD, 0.375% 15jun2021, GBP   GBP 06/15/2021 03/18/2019 **.** *.** 03/18/2019 **.** *.**
IBRD, 0.5% 16apr2030, EUR   EUR 04/16/2030 03/18/2019 **.** *.** 03/18/2019 **.* *.**
IBRD, 0.5% 20dec2019, ZAR   ZAR 12/20/2019 03/18/2019 **.*** *.** 03/18/2019 **.** *.**
IBRD, 0.5% 20feb2020, ZAR   ZAR 02/20/2020 03/18/2019 **.* *.** 03/18/2019 **.** *.**
IBRD, 0.5% 20may2020, ZAR   ZAR 05/20/2020 03/18/2019 **.** *.** 03/18/2019 **.* *.**
IBRD, 0.5% 20nov2019, ZAR   ZAR 11/20/2019 03/18/2019 **.*** *.** 03/18/2019 **.** *.*
IBRD, 0.5% 28mar2019, ZAR   ZAR 03/28/2019 03/18/2019 **.** *.** 03/18/2019 **.** *.**
IBRD, 0.5% 29jul2022, AUD   AUD 07/29/2022 03/18/2019 **.** *.** 03/18/2019 **.** *.**
IBRD, 0.5% 2sep2020, ZAR   ZAR 09/02/2020 03/18/2019 **.** *.* 03/18/2019 **.** *.**
IBRD, 0.625% 12jan2033, EUR   EUR 01/12/2033 03/18/2019 **.** *.** 03/18/2019 **.** *.**
IBRD, 0.625% 15dec2023, GBP   GBP 12/15/2023 03/18/2019 **.** *.** 03/18/2019 **.** *.**
IBRD, 0.75% 7dec2021, GBP   GBP 12/07/2021 03/18/2019 **.** *.** 03/18/2019 **.** *.**
IBRD, 0.875% 15aug2019, USD   USD 08/15/2019 03/18/2019 **.** *.** 03/18/2019 **.** *.**
IBRD, 0.875% 9mar2020, JPY   JPY 03/09/2020 03/18/2019 ***.**** *.** 03/18/2019 ***.**** *.**
IBRD, 1% 19dec2022, GBP   GBP 12/19/2022 03/18/2019 **.** *.** 03/18/2019 **.** *.*
IBRD, 1% 2feb2022, NOK   NOK 02/02/2022 03/18/2019 **.** *.** 03/18/2019 **.*** *.**
IBRD, 1% 6jul2020, AUD   AUD 07/06/2020 03/18/2019 **.** *.** 03/18/2019 **.** *
IBRD, 1.125% 10aug2020, USD   USD 08/10/2020 03/18/2019 **.* *.** 03/18/2019 **.** *.**
IBRD, 1.125% 11mar2020, CAD   CAD 03/11/2020 03/18/2019 **.* *.** 03/18/2019 **.** *.**
IBRD, 1.125% 27nov2019, USD   USD 11/27/2019 03/18/2019 **.** *.** 03/18/2019 **.** *.**
IBRD, 1.2% 20oct2026, USD   USD 10/20/2026 03/18/2019 **.** *.** 03/18/2019 **.** *.**
IBRD, 1.25% 26apr2019, USD   USD 04/26/2019 03/18/2019 **.** *.** 03/18/2019 **.** *.**
IBRD, 1.25% 26jul2019, USD   USD 07/26/2019 03/18/2019 **.** *.** 03/18/2019 **.*** *.**
IBRD, 1.3% 30jun2023, AUD   AUD 06/30/2023 03/18/2019 **.** *.** 03/18/2019 ***.** *.**
IBRD, 1.375% 15dec2020, GBP   GBP 12/15/2020 03/18/2019 ***.*** *.** 03/18/2019 ***.** *.**
IBRD, 1.375% 20sep2021, USD   USD 09/20/2021 03/18/2019 **.** *.** 03/18/2019 **.** *.**
IBRD, 1.375% 23jun2019, SEK   SEK 06/23/2019 03/18/2019 ***.** *.** 03/18/2019 ***.* -*.**
IBRD, 1.375% 24may2021, USD   USD 05/24/2021 03/18/2019 **.** *.** 03/18/2019 **.** *.**
IBRD, 1.375% 30mar2020, USD   USD 03/30/2020 03/18/2019 **.** *.** 03/18/2019 **.** *.**
IBRD, 1.473% 13aug2019, SGD   SGD 08/13/2019 03/18/2019 **.**** *.** 03/18/2019 **.**** *.**
IBRD, 1.5% 24jul2027, CAD   CAD 07/24/2027 03/18/2019 **.* * 03/18/2019 **.*** *.**
IBRD, 1.5% 31jul2020, PLN   PLN 07/31/2020 03/18/2019 **.* *.** 03/18/2019 ***.** *.**
IBRD, 1.625% 10feb2022, USD   USD 02/10/2022 03/18/2019 **.** *.** 03/18/2019 **.** *.**
IBRD, 1.625% 24may2023, NOK   NOK 05/24/2023 03/18/2019 **.** *.** 03/18/2019 ***.** *.**
IBRD, 1.625% 4sep2020, USD   USD 09/04/2020 03/18/2019 **.** *.** 03/18/2019 **.** *.**
IBRD, 1.625% 9mar2021, USD   USD 03/09/2021 03/18/2019 **.** *.** 03/18/2019 **.** *.**
IBRD, 1.7% 31mar2024, USD   USD 03/31/2024 03/18/2019 **.** * 03/18/2019 **.** *
IBRD, 1.75% 19apr2023, USD   USD 04/19/2023 03/18/2019 **.** *.** 03/18/2019 **.*** *.**
IBRD, 1.75% 29mar2026, USD   USD 03/29/2026 03/18/2019 **.** * 03/18/2019 **.** *.**
IBRD, 1.75% 5jul2023, USD   USD 07/05/2023 03/18/2019 **.** * 03/18/2019 **.* *
IBRD, 1.82% 11aug2026, USD   USD 08/11/2026 03/18/2019 **.** * 03/18/2019 **.** *
IBRD, 1.85% 24feb2022, SGD   SGD 02/24/2022 03/18/2019 **.**** *.** 03/18/2019 **.**** *.**
IBRD, 1.875% 21apr2020, USD   USD 04/21/2020 03/18/2019 **.* *.** 03/18/2019 **.** *.**
IBRD, 1.875% 27oct2026, USD   USD 10/27/2026 03/18/2019 **.** *.** 03/18/2019 **.** *.**
IBRD, 1.875% 30may2019, CAD   CAD 05/30/2019 03/18/2019 ***.** *.** 03/18/2019 ***.** *.**
IBRD, 1.875% 7oct2019, USD   USD 10/07/2019 03/18/2019 **.** *.** 03/18/2019 **.** *.**
IBRD, 1.875% 7oct2022, USD   USD 10/07/2022 03/18/2019 **.** *.* 03/18/2019 **.** *.**
IBRD, 1.9% 5may2027, USD   USD 05/05/2027 03/18/2019 **.** *.** 03/18/2019 **.** *.**
IBRD, 1.95% 8may2025, USD   USD 05/08/2025 03/18/2019 **.**** *.** 03/18/2019 **.**** *.**
IBRD, 10% 16aug2021, TRY   TRY 08/16/2021 03/18/2019 **.** **.** 03/18/2019 **.** **.**
IBRD, 10% 16mar2020, TRY   TRY 03/16/2020 03/18/2019 **.** **.** 03/18/2019 **.** **.**
IBRD, 10% 16sep2019, RUR   RUB 09/16/2019 03/18/2019 ***.** *.* 03/18/2019 ***.** *.**
IBRD, 11.6% 10feb2020, RUR   RUB 02/10/2020 03/18/2019 ***.** *.** 03/18/2019 ***.* *.**
IBRD, 11.75% 4nov2020, BRL   BRL 11/04/2020 03/18/2019 ***.** *.** 03/18/2019 ***.** *.**
IBRD, 12% 15mar2023, TRY   TRY 03/15/2023 03/18/2019 **.* **.** 03/18/2019 **.** **.**
IBRD, 2% 12apr2022, USD   USD 04/12/2022 03/18/2019 **.** *.* 03/18/2019 **.** *.**
IBRD, 2% 26jan2022, USD   USD 01/26/2022 03/18/2019 **.* *.** 03/18/2019 **.** *.**
IBRD, 2% 30oct2020, USD   USD 10/30/2020 03/18/2019 **.** *.** 03/18/2019 **.** *.**
IBRD, 2.01% 13apr2022, SGD   SGD 04/13/2022 03/18/2019 **.**** *.** 03/18/2019 **.**** *.**
IBRD, 2.125% 13dec2021, USD   USD 12/13/2021 03/18/2019 ** *.** 03/18/2019 **.** *.**
IBRD, 2.125% 1nov2020, USD   USD 11/01/2020 03/18/2019 **.** *.** 03/18/2019 **.** *.*
IBRD, 2.125% 3mar2025, USD   USD 03/03/2025 03/18/2019 **.** *.** 03/18/2019 **.** *.**
IBRD, 2.25% 17jan2023, CAD   CAD 01/17/2023 03/18/2019 ***.** *.** 03/18/2019 ***.** *.**
IBRD, 2.25% 22may2027, USD   USD 05/22/2027 03/18/2019 **.*** *.** 03/18/2019 **.*** *.**
IBRD, 2.25% 24jul2027, PLN   PLN 07/24/2027 03/18/2019 ***.*** *.** 03/18/2019 ***.*** *.**
IBRD, 2.25% 24jun2021, USD   USD 06/24/2021 03/18/2019 **.** *.** 03/18/2019 **.** *.**
IBRD, 2.33% 31may2026, USD   USD 05/31/2026 03/18/2019 ** * 03/18/2019 **.** *
IBRD, 2.5% 22jul2021, CNY   CNY 07/22/2021 03/18/2019 **.*** *.** 03/18/2019 ***.*** *.**
IBRD, 2.5% 22nov2027, USD   USD 11/22/2027 03/18/2019 **.** *.* 03/18/2019 **.* *.**
IBRD, 2.5% 25nov2024, USD   USD 11/25/2024 03/18/2019 **.** *.** 03/18/2019 **.*** *.**
IBRD, 2.5% 25nov2024, USD   USD 11/25/2024 03/18/2019 **.*** *.** 03/18/2019 **.**** *.**
IBRD, 2.5% 29jul2025, USD   USD 07/29/2025 03/18/2019 **.** *.** 03/18/2019 **.** *.**
IBRD, 2.6% 20sep2022, AUD   AUD 09/20/2022 03/18/2019 ***.** * 03/18/2019 ***.** *
IBRD, 2.75% 8feb2025, USD   USD 02/08/2025 03/18/2019 ***.*** *.** 03/18/2019 ***.*** *.**
IBRD, 2.8% 12jan2022, AUD   AUD 01/12/2022 03/18/2019 ***.** *.** 03/18/2019 ***.** *.**
IBRD, 2.8% 13jan2021, AUD   AUD 01/13/2021 03/18/2019 ***.** *.** 03/18/2019 ***.* *.**
IBRD, 3% 21sep2027, USD   USD 09/21/2027 03/18/2019 **.*** * 03/18/2019 **.*** *
IBRD, 3% 26feb2023, PHP   PHP 02/26/2023 03/18/2019 **.*** *.** 03/18/2019 **.*** *.**
IBRD, 3% 26feb2023, RON   RON 02/26/2023 03/18/2019 **.*** *.** 03/18/2019 **.*** *.**
IBRD, 3% 2feb2023, NZD   NZD 02/02/2023 03/18/2019 ***.*** *.** 03/18/2019 ***.** *.*
IBRD, 3% 5apr2028, USD   USD 04/05/2028 03/18/2019 **.*** *.** 03/18/2019 ***.*** *.**
IBRD, 3% 6feb2027, AUD   AUD 02/06/2027 03/18/2019 ***.* *.** 03/18/2019 ***.*** *.**
IBRD, 3.375% 25jan2022, NZD   NZD 01/25/2022 03/18/2019 ***.** *.** 03/18/2019 ***.** *.**
IBRD, 3.5% 29apr2019, AUD   AUD 04/29/2019 03/18/2019 ***.** * 03/18/2019 ***.** *.**
IBRD, 3.5% 2nov2020, SEK   SEK 11/02/2020 03/18/2019 ***.*** *.** 03/18/2019 ***.**** *.**
IBRD, 3.6% 6feb2027, NZD   NZD 02/06/2027 03/18/2019 ***.** *.** 03/18/2019 ***.* *.**
IBRD, 3.625% 22jun2020, NOK   NOK 06/22/2020 03/18/2019 ***.** *.** 03/18/2019 ***.** *.**
IBRD, 3.875% 20may2019, EUR   EUR 05/20/2019 03/18/2019 ***.** -*.** 03/18/2019 ***.** -*.**
IBRD, 4.1% 16nov2019, MXN   MXN 11/16/2019 03/18/2019 **.*** *.** 03/18/2019 **.*** *.**
IBRD, 4.25% 20jun2019, COP   COP 06/20/2019 03/18/2019 **.** *.** 03/18/2019 **.** *.**
IBRD, 4.75% 15feb2035, USD   USD 02/15/2035 03/18/2019 ***.*** *.** 03/18/2019 ***.*** *.**
IBRD, 4.75% 15jan2021, COP   COP 01/15/2021 03/18/2019 **.** *.* 03/18/2019 ***.** *.**
IBRD, 4.875% 7dec2028, GBP   GBP 12/07/2028 03/18/2019 ***.** *.** 03/18/2019 ***.** *.**
IBRD, 5.25% 17oct2019, MXN   MXN 10/17/2019 03/18/2019 **.** *.** 03/18/2019 **.*** *.**
IBRD, 5.25% 18may2025, MXN   MXN 05/18/2025 03/18/2019 **.* *.** 03/18/2019 **.*** *.**
IBRD, 5.4% 7jun2021, GBP   GBP 06/07/2021 03/18/2019 ***.** *.** 03/18/2019 ***.** *.**
IBRD, 5.75% 28oct2019, INR   INR 10/28/2019 03/18/2019 **.** *.** 03/18/2019 **.** *.**
IBRD, 5.75% 7jun2032, GBP   GBP 06/07/2032 03/18/2019 ***.** *.** 03/18/2019 ***.** *.**
IBRD, 5.75% 8may2020, INR   INR 05/08/2020 03/18/2019 **.** *.** 03/18/2019 **.** *.*
IBRD, 5.8% 22jul2021, INR   INR 07/22/2021 03/18/2019 **.*** *.** 03/18/2019 **.** *.**
IBRD, 6.50% 26jul2019, RUR   RUB 07/26/2019 03/18/2019 **.** *.** 03/18/2019 **.** *.**
IBRD, 6.6% 26sep2019, ZAR   ZAR 09/26/2019 03/18/2019 **.*** *.** 03/18/2019 ***.*** *.**
IBRD, 6.65% 28apr2020, BRL   BRL 04/28/2020 03/18/2019 ***.*** *.** 03/18/2019 ***.*** *.**
IBRD, 6.75% 20jun2023, RUR   RUB 06/20/2023 03/18/2019 ***.* *.** 03/18/2019 ***.** *.**
IBRD, 6.8% 16nov2019, TRY   TRY 11/16/2019 03/18/2019 **.** **.* 03/18/2019 **.** **.**
IBRD, 7% 24jan2023, MXN   MXN 01/24/2023 03/18/2019 **.** *.** 03/18/2019 **.** *.**
IBRD, 7% 7jun2023, ZAR   ZAR 06/07/2023 03/18/2019 **.** *.** 03/18/2019 **.** *.**
IBRD, 7.125% 9feb2021, MXN   MXN 02/09/2021 03/18/2019 **.** *.** 03/18/2019 **.** *.**
IBRD, 7.25% 23nov2020, RUB   RUB 11/23/2020 03/18/2019 ***.** *.** 03/18/2019 ***.** *.**
IBRD, 7.5% 5mar2020, MXN   MXN 03/05/2020 03/18/2019 **.** *.** 03/18/2019 **.** *.**
IBRD, 7.5% 9jun2021, BRL   BRL 06/09/2021 03/18/2019 ***.** *.** 03/18/2019 ***.** *.**
IBRD, 7.6% 26sep2019, BRL   BRL 09/26/2019 03/18/2019 ***.*** *.** 03/18/2019 ***.*** *.**
IBRD, 7.625% 19jan2023, USD   USD 01/19/2023 03/18/2019 ***.** *.** 03/18/2019 ***.*** *.**
IBRD, 8% 2mar2020, COP   COP 03/02/2020 03/18/2019 ***.* *.** 03/18/2019 *** *.**
IBRD, 8% 31jan2022, BRL   BRL 01/31/2022 03/18/2019 ***.** *.** 03/18/2019 ***.* *.**
IBRD, 8.25% 4mar2022, TRY   TRY 03/04/2022 03/18/2019 **.** **.** 03/18/2019 **.** **.**
IBRD, 8.875% 1mar2026, USD   USD 03/01/2026 03/18/2019 ***.** *.** 03/18/2019 ***.** *.**
IBRD, 9.55% 19oct2020, BRL   BRL 10/19/2020 03/18/2019 ***.** *.** 03/18/2019 ***.** *.**
IBRD, FRN 13oct2020, USD   USD 10/13/2020 03/18/2019 ***.** * 03/18/2019 ***.** *
IBRD, FRN 7dec2027, USD   USD 12/07/2027 03/18/2019 **.*** * 03/18/2019 ***.*** *
Icahn Enterprises, 5.875% 1feb2022, USD   USD 02/01/2022 03/18/2019 ***.** *.** 03/18/2019 ***.* *.**
Icahn Enterprises, 6% 1aug2020, USD   USD 08/01/2020 03/18/2019 ***.**** *.** 03/18/2019 ***.*** *.**
Icahn Enterprises, 6.25% 1feb2022, USD   USD 02/01/2022 03/18/2019 ***.** *.** 03/18/2019 ***.** *.**
Icahn Enterprises, 6.75% 1feb2024, USD   USD 02/01/2024 03/18/2019 ***.* *.** 03/18/2019 ***.** *.**
ICBC New York, 3.231% 13nov2019, USD   USD 11/13/2019 03/18/2019 **.** *.** 03/18/2019 ***.** *.*
IFC, 0% 10mar2037, TRY (7305D)   TRY 03/10/2037 03/18/2019 **.** **.** 03/18/2019 **.** **.**
IFC, 0% 11dec2025, TRY (3653D)   TRY 12/11/2025 03/18/2019 **.** **.** 03/18/2019 **.** **.**
IFC, 0% 13mar2024, TRY (2557D)   TRY 03/13/2024 03/18/2019 **.** **.** 03/18/2019 **.** **.**
IFC, 0% 15feb2029, TRY (4383D)   TRY 02/15/2029 03/18/2019 **.** **.** 03/18/2019 **.** **.**
IFC, 0% 16mar2027, MXN (3652D)   MXN 03/16/2027 03/18/2019 **.** *.** 03/18/2019 **.** *.**
IFC, 0% 19oct2026, MXN (3652D)   MXN 10/19/2026 03/18/2019 **.** *.** 03/18/2019 **.** *.**
IFC, 0% 1may2023, TRY (2007D)   TRY 05/01/2023 03/18/2019 **.** **.** 03/18/2019 **.** **.**
IFC, 0% 20jan2037, MXN (7305D)   MXN 01/20/2037 03/18/2019 **.** *.** 03/18/2019 **.** *.**
IFC, 0% 21nov2047, MXN (10957D)   MXN 11/21/2047 03/18/2019 **.* *.** 03/18/2019 **.* *.**
IFC, 0% 21oct2022, ZAR (9131D)   ZAR 10/21/2022 03/18/2019 **.** *.** 03/18/2019 **.** *.*
IFC, 0% 22feb2038, MXN (7305D)   MXN 02/22/2038 03/18/2019 **.* *.** 03/18/2019 **.** *.**
IFC, 0% 24aug2026, ZAR (3652D)   ZAR 08/24/2026 03/18/2019 **.** *.** 03/18/2019 **.** *.**
IFC, 0% 26may2027, BRL (3652D)   BRL 05/26/2027 03/18/2019 **.** *.** 03/18/2019 **.** *.**
IFC, 0% 27jan2037, MXN (7305D)   MXN 01/27/2037 03/18/2019 **.** *.** 03/18/2019 **.** *.*
IFC, 0% 6feb2048, MXN (10957D)   MXN 02/06/2048 03/18/2019 *.** *.** 03/18/2019 **.** *.**
IFC, 0% 9may2027, TRY (3652D)   TRY 05/09/2027 03/18/2019 **.** **.** 03/18/2019 **.** **.**
IFC, 0.5% 10jan2023, MXN   MXN 01/10/2023 03/18/2019 **.*** *.* 03/18/2019 **.*** *.**
IFC, 0.5% 15may2019, TRY   TRY 05/15/2019 03/18/2019 **.** **.** 03/18/2019 **.** **.**
IFC, 0.5% 28aug2019, BRL   BRL 08/28/2019 03/18/2019 **.** *.* 03/18/2019 **.** *.**
IFC, 0.50% 15aug2023, MXN   MXN 08/15/2023 03/18/2019 **.** *.** 03/18/2019 **.** *.**
IFC, 1.125% 20jul2021, USD   USD 07/20/2021 03/18/2019 **.* *.** 03/18/2019 **.** *.**
IFC, 1.625% 16jul2020, USD   USD 07/16/2020 03/18/2019 **.** *.** 03/18/2019 **.** *.**
IFC, 1.75% 16sep2019, USD   USD 09/16/2019 03/18/2019 **.* *.** 03/18/2019 **.** *.**
IFC, 1.75% 30mar2020, USD   USD 03/30/2020 03/18/2019 **.** *.** 03/18/2019 **.** *.**
IFC, 10% 10mar2021, TRY   TRY 03/10/2021 03/18/2019 **.** **.** 03/18/2019 **.* **.**
IFC, 10% 14jun2019, BRL   BRL 06/14/2019 03/18/2019 ***.*** *.** 03/18/2019 ***.** *.**
IFC, 10.2% 9dec2019, BRL   BRL 12/09/2019 03/18/2019 ***.** *.** 03/18/2019 ***.** *.**
IFC, 10.25% 11jul2019, TRY   TRY 07/11/2019 03/18/2019 **.** **.** 03/18/2019 **.** **.**
IFC, 10.4% 30jun2022, TRY   TRY 06/30/2022 03/18/2019 **.** **.** 03/18/2019 **.** **.**
IFC, 10.75% 6apr2020, TRY   TRY 04/06/2020 03/18/2019 **.** **.** 03/18/2019 **.** **.**
IFC, 11% 21jan2020, RUR   RUB 01/21/2020 03/18/2019 ***.** *.** 03/18/2019 ***.** *.**
IFC, 11% 3feb2021, TRY   TRY 02/03/2021 03/18/2019 **.** **.** 03/18/2019 **.** **.**
IFC, 11.1% 25sep2019, TRY   TRY 09/25/2019 03/18/2019 **.** **.** 03/18/2019 ** **.**
IFC, 11.12% 28oct2019, BRL   BRL 10/28/2019 03/18/2019 ***.** *.* 03/18/2019 ***.** *.**
IFC, 11.5% 30oct2020, BRL   BRL 10/30/2020 03/18/2019 ***.** *.** 03/18/2019 ***.** *.**
IFC, 2% 24oct2022, USD   USD 10/24/2022 03/18/2019 **.** *.** 03/18/2019 **.** *.*
IFC, 2.125% 7apr2026, USD   USD 04/07/2026 03/18/2019 **.** *.** 03/18/2019 **.** *.**
IFC, 2.25% 25jan2021, USD   USD 01/25/2021 03/18/2019 **.** *.** 03/18/2019 **.** *.**
IFC, 2.695% 20aug2024, USD   USD 08/20/2024 03/18/2019 **.*** *.** 03/18/2019 **.*** *.**
IFC, 2.7% 5feb2021, AUD   AUD 02/05/2021 03/18/2019 ***.** *.** 03/18/2019 ***.** *.**
IFC, 2.8% 15aug2022, AUD   AUD 08/15/2022 03/18/2019 ***.** * 03/18/2019 ***.* *.**
IFC, 3% 6may2021, NZD   NZD 05/06/2021 03/18/2019 ***.** *.** 03/18/2019 ***.** *.**
IFC, 3.1% 24sep2019, CNY   CNY 09/24/2019 03/18/2019 ***.** *.** 03/18/2019 ***.** *.**
IFC, 3.2% 18oct2027, AUD   AUD 10/18/2027 03/18/2019 ***.** *.** 03/18/2019 ***.** *.**
IFC, 3.25% 22jul2019, AUD   AUD 07/22/2019 03/18/2019 ***.** *.** 03/18/2019 ***.** *.**
IFC, 3.625% 20may2020, NZD   NZD 05/20/2020 03/18/2019 ***.*** *.** 03/18/2019 ***.** *.**
IFC, 4% 3apr2025, AUD   AUD 04/03/2025 03/18/2019 ***.** *.** 03/18/2019 ***.** *.**
IFC, 4.25% 13jul2020, PEN   PEN 07/13/2020 03/18/2019 ***.** *.** 03/18/2019 ***.** *.**
IFC, 4.25% 21aug2023, AUD   AUD 08/21/2023 03/18/2019 ***.** *.** 03/18/2019 ***.** *.**
IFC, 4.75% 29apr2021, MXN   MXN 04/29/2021 03/18/2019 **.** *.** 03/18/2019 **.** *.**
IFC, 5.25% 22mar2022, RUB   RUB 03/22/2022 03/18/2019 **.** *.** 03/18/2019 **.** *.**
IFC, 5.5% 20mar2023, RUB   RUB 03/20/2023 03/18/2019 **.* *.** 03/18/2019 **.** *.**
IFC, 5.5% 28feb2028, RUB   RUB 02/28/2028 03/18/2019 **.*** *.* 03/18/2019 **.*** *.**
IFC, 5.75% 28jul2020, AUD   AUD 07/28/2020 03/18/2019 ***.* *.** 03/18/2019 ***.** *.**
IFC, 6% 25jul2022, MXN   MXN 07/25/2022 03/18/2019 **.** *.** 03/18/2019 **.** *.**
IFC, 6.16% 20dec2019, RUB   RUB 12/20/2019 03/18/2019 **.** *.** 03/18/2019 **.** *.**
IFC, 6.3% 25nov2024, INR   INR 11/25/2024 03/18/2019 **.** *.** 03/18/2019 **.** *.**
IFC, 6.375% 11apr2022, RUR   RUB 04/11/2022 03/18/2019 **.** *.** 03/18/2019 **.** *.**
IFC, 6.45% 10aug2020, INR   INR 08/10/2020 03/18/2019 **.** *.** 03/18/2019 **.** *.**
IFC, 6.7% 25oct2019, RUB   RUB 10/25/2019 03/18/2019 **.** *.** 03/18/2019 ***.** *.*
IFC, 6.74% 25nov2019, RUB   RUB 11/25/2019 03/18/2019 **.** *.** 03/18/2019 **.** *.**
IFC, 6.75% 3feb2020, RUR   RUB 02/03/2020 03/18/2019