MATURITY COUPON PAYMENT

NAME SYMBOL CUSIP DATE RATE FREQUENCY

APPLE INC AAPL4492958 037833CS7 5/11/2020 1.800% Semi-Annual

BARCLAYS BK PLC BCS3886972 06741RDL2 8/16/2024 3.350% Semi-Annual

MEDIUM TERM NTS
ALIBABA GROUP HLDG 01609WAQ 11/28/2024
BABA4309524 3.600% Semi-Annual
LTD 5

BELLSOUTH CAP FDG T3668078 079857AH1 2/15/2030 7.875% Semi-Annual

VERIZON NEW YORK INC VZ.NG 92344XAB5 4/1/2032 7.375% Semi-Annual

TRANSAMERICA CAP II AEG.GI 893472AA8 12/1/2026 7.650% Semi-Annual

GOLDMAN SACHS CAP I GS.SF 38143VAA7 2/15/2034 6.345% Semi-Annual

COCA COLA ENTERPRISES KO3669971 191219AV6 6/20/2020 8.350% Zero

INC
FIRST UN NATL BK N C WFC3789493 33738MAG6 12/15/2036 6.919% Semi-Annual
CHARLOTTE MEDIUM TE

GOODRICH CORP UTX3676999 382388AW6 3/1/2020 4.875% Semi-Annual

HERTZ CORP HTZ.AL 428040CE7 1/15/2021 7.375% Semi-Annual

21ST CENTY FOX AMER NWS4232220 90131HAQ8 2/15/2021 4.500% Semi-Annual

INC
21ST CENTY FOX AMER NWS4090302 90131HAA3 10/1/2023 4.000% Semi-Annual
INC

ABBOTT LABS ABT.GX 002824AV2 4/1/2039 6.000% Semi-Annual

ABBVIE INC ABBV4241910 00287YAQ2 5/14/2025 3.600% Semi-Annual

ABN AMRO BK N V ABN4270401 00080QAF2 7/28/2025 4.750% Semi-Annual

AMSTERDAM BRH

ACCO BRANDS CORP ACCO4435221 00081TAJ7 12/15/2024 5.250% Semi-Annual

ACTIVISION BLIZZARD ATVI4499882 00507VAM1 6/15/2027 3.400% Semi-Annual

INC

ADECOAGRO S A AGRO4542154 00676LAA4 9/21/2027 6.000% Semi-Annual

AGCO CORP DEL AGCO3852766 001084AQ5 12/1/2021 5.875% Semi-Annual

AIG GLOBAL FDG SR SECD AIGG4410547 00138CAB4 10/6/2021 1.900% Semi-Annual

MEDIUM TERM NTS B

AIR LEASE CORP AL4462625 00912XAV6 4/1/2027 3.625% Semi-Annual

 DISNEY WALT CO NEW
MEDIUM TERM NTS DIS4325415 25468PDJ2 2/12/2021 2.300% Semi-Annual
BOOK
BARCLAYS PLC BCS4361335 06738EAP0 5/12/2026 5.200% Semi-Annual
GOLDMAN SACHS
GROUP INC MEDIUM GS4033883 38143CDH1 8/15/2026 4.000% Monthly
TERM NTS
EBAY INC EBAY4502784 278642AR4 6/5/2020 2.150% Semi-Annual

APPLE INC AAPL4492958 037833CS7 5/11/2020 1.800% Semi-Annual

BARCLAYS BK PLC
MEDIUM TERM NTS BCS3886972 06741RDL2 8/16/2024 3.350% Semi-Annual
BOOK ENT
CITIGROUP INC MEDIUM C4128580 1730T0Q77 5/28/2034 4.000% Quarterly
TERM SR NTS BOOK EN

CITIGROUP INC C4004464 172967GT2 5/15/2023 3.500% Semi-Annual

SEAGATE HDD CAYMAN STX4627973 81180WAT8 3/1/2024 4.875% Semi-Annual

JEFFERIES GROUP LLC / LUK4384583 47233JAC2 7/21/2031 4.250% Semi-Annual

JEFFERIES GROUP CA
MORGAN STANLEY
MEDIUM TERM NTS MS3970496 61760LCP8 2/28/2021 3.125% Semi-Annual
BOOK ENTR
CENOVUS ENERGY INC CVE4481643 15135UAR0 6/15/2047 5.400% Semi-Annual

HARLEY DAVIDSON FINL HOG4464514 41283LAN5 6/15/2020 2.400% Semi-Annual

SVCS INC
FORD MTR CR CO LLC
MEDIUM TERM NTS F4602657 34540TSP8 3/20/2023 3.700% Semi-Annual
BOOK
ALIBABA GROUP HLDG 01609WAQ 11/28/2024
BABA4309524 3.600% Semi-Annual
LTD 5
CREDIT AGRICOLE S A CRAR4442062 22535WAA5 1/10/2022 3.375% -
LONDON BRH SR NON-PF

CAMPBELL SOUP CO CPB4610083 134429BE8 3/15/2023 3.650% Semi-Annual

WEATHERFORD INTL LTD WFT4373268 947075AJ6 6/15/2021 7.750% Semi-Annual

VIRGIN MEDIA SECD FIN LBTYA4223383 92769XAL9 1/15/2026 5.250% Semi-Annual

PLC

APACHE CORP APA4667136 037411BE4 10/15/2028 4.375% Semi-Annual

AVIATION CAP GROUP PALF4660279 05369AAD3 8/1/2025 4.125% Semi-Annual

LLC

BANCO SANTANDER SA SAN4481700 05964HAC9 4/11/2022 3.500% Semi-Annual

AT&T INC T4332471 00206RCT7 2/17/2026 4.125% Semi-Annual

PETROLEOS DEL PERU- PDRU4506957 P7808BAA5 6/19/2032 4.750% -

PETROPERU S A
ALCOA NEDERLAND AA4407062 N02175AA0 9/30/2024 6.750% -
HLDG B V

BANK AMER CORP BAC.BP 06051GEC9 7/1/2020 5.625% Semi-Annual

GOLDMAN SACHS GS4102993 38141GVM3 3/3/2024 4.000% Semi-Annual

GROUP INC
SETTLEMENT FIRST COUPON S&P or Moody's INDUSTRY PRODUCT
PAYMENT DATE
DATE DATE Rating GROUP ASSET

5/11/2017 11/11/2017 5/11/2018 11/11/2018 AA+ Industrial CORP

8/16/2012 2/16/2013 2/16/2013 8/16/2018 A2 Financial CORP

5/28/2015 11/28/2015 5/28/2018 11/28/2018 A1 Retail CORP

2/16/2000 8/15/2000 2/15/2018 8/15/2018 BBB Industrial CORP

3/28/2002 10/1/2002 4/1/2018 10/1/2018 BBB+ Industrial CORP

11/22/1996 6/1/1997 11/22/2018 6/1/2018 BBB Financial CORP

2/20/2004 8/15/2004 2/20/2018 8/15/2018 BB Financial CORP

6/20/1995 6/20/2018 - - A+ Industrial CORP

12/23/1996 6/15/1997 6/15/2018 12/15/2018 A- Financial CORP

12/11/2009 9/1/2010 3/1/2018 9/1/2018 A- Industrial CORP

12/20/2010 7/15/2011 1/15/2018 7/15/2018 B- Industrial CORP

2/15/2015 8/15/2015 2/15/2018 8/15/2018 BBB+ Industrial CORP

9/30/2013 4/1/2014 4/1/2018 10/1/2018 BBB+ Industrial CORP

3/3/2009 10/1/2009 4/1/2018 10/1/2018 BBB Industrial CORP

5/14/2015 11/14/2015 5/14/2018 11/14/2018 A- Industrial CORP

7/28/2015 1/28/2016 1/28/2018 7/28/2018 Baa2 Financial CORP

12/22/2016 6/15/2017 6/15/2018 12/15/2018 BB Industrial CORP

5/26/2017 12/15/2017 6/15/2018 12/15/2018 BBB+ Industrial CORP

9/21/2017 3/21/2018 3/21/2018 9/21/2018 Ba2 Industrial CORP

12/5/2011 6/1/2012 6/1/2018 12/1/2018 BB+ Industrial CORP

10/6/2016 4/6/2017 4/6/2018 10/6/2018 A+ Financial CORP

3/8/2017 10/1/2017 4/1/2018 10/1/2018 BBB Financial CORP

1/8/2016 8/12/2016 2/12/2018 8/12/2018 A+ Industrial CORP

5/12/2016 11/12/2016 5/12/2018 11/12/2018 Ba1 Financial CORP

8/1/2013 9/15/2013 2/15/2018 8/15/2018 BBB+ Financial CORP

6/6/2017 12/5/2017 6/5/2018 12/5/2018 BBB+ Industrial CORP

5/11/2017 11/11/2017 5/11/2018 11/11/2018 AA+ Industrial CORP

8/16/2012 2/16/2013 2/16/2018 8/16/2018 A2 Financial CORP

5/28/2014 8/28/2014 5/28/2018 11/28/2018 BBB+ Financial CORP

5/14/2013 11/15/2013 5/15/2018 11/15/2018 BBB Financial CORP

3/1/2018 9/1/2018 3/1/2018 9/1/2018 Baa3 Industrial CORP

7/21/2016 1/21/2017 1/21/2018 7/21/2018 BBB- Financial CORP

2/28/2013 8/28/2013 2/28/2018 8/28/2018 BBB+ Financial CORP

6/15/2017 12/15/2017 6/15/2018 12/15/2018 Ba2 Industrial CORP

3/10/2017 3/15/2017 6/15/2018 12/15/2018 BBB+ Financial CORP

3/1/2018 9/20/2018 3/20/2018 9/20/2018 BBB Financial CORP

5/28/2015 11/28/2015 5/28/2018 11/28/2018 A1 Retail CORP

1/10/2022 1/10/2018 7/10/2018 Baa2 - CORP

3/16/2018 9/15/2018 3/15/2018 9/15/2018 BBB- Industrial CORP

6/17/2016 12/15/2016 6/15/2018 12/15/2018 Caa1 Industrial CORP

3/30/2015 1/15/2016 1/15/2018 7/15/2018 Ba3 Financial CORP

8/23/2018 4/15/2019 4/15/2018 10/15/2018 BBB Industrial CORP

8/1/2018 2/1/2019 8/1/2018 2/1/2018 A- Industrial CORP

4/11/2017 10/11/2017 4/11/2018 10/11/2018 Baa1 Financial CORP

2/9/2016 8/17/2016 2/17/2018 8/17/2018 BBB Industrial CORP

- 6/19/2018 12/19/2018 - - CORP

 - 3/30/2018 9/30/2018 - - CORP

6/22/2010 1/1/2011 1/1/2018 7/1/2018 A- Financial CORP

3/3/2014 9/3/2014 3/3/2018 9/3/2018 BBB+ Financial CORP

 YIELD TO YIELD TO ACCRUED LAST TRADE LAST TRADE
CALLABLE CALL DATE CALL PRICE CALL MATURITY INTEREST PRICE YIELD

Yes - - - 98.24 USD 2.915%

NO - - - 98.24 USD 3.681%

Yes 08/28/2024 100.00 USD 98.19 USD 3.932%

Yes - - - 118.75 USD 5.623%

Yes - - - 102.09 USD 5.277%

NO - - - 116.12 USD 5.211%

NO - - - 116.04 USD 4.853%

- - - - 94.14 USD

- - - - 113.08 USD 5.761%

Yes - - - 102.44 USD 3.141%

Yes 01/15/2019 100 100.38 USD 6.889%

Yes - - - 102.54 USD 3.383%

Yes - - - 101.42 USD 3.688%

Yes - - - 119.37 USD 4.539%

Yes 02/14/2025 100 96.50 USD 4.210%

- - - - 100.21 USD 4.712%

Yes 12/15/2019 100 99.62 USD 5.320%

Yes 03/15/2027 100 94.40 USD 4.171%

Yes 09/21/2022 100 82.50 USD 8.861%

Yes 1/9/2021 100 104.00 USD 4.406%

Yes - - - 95.25 USD 3.569%

Yes 1/1/2027 100 92.46 USD 4.711%

Yes - - - 98.22 USD 3.082%

No - - - 98.46 USD 5.448%

- - - - 98.87 USD 4.167%

Yes - - - 98.35 USD 3.158%

Yes - - - 98.32 USD 2.867%

- - - - 98.24 USD 3.681%

Yes 05/28/2019 100 98.23 USD 4.351%

No - - - 98.05 USD 3.964%

Yes 1/1/2024 100 98.22 USD 5.254%

Yes 07/21/2021 100 99.50 USD 4.250%

- - - - 98.22 USD 3.874%

Yes 12/15/2046 100 98.25 USD 5.522%

- - - - 97.98 USD 3.626%

Yes 03/20/2019 100 98.19 USD 4.121%

Yes 08/28/2024 100 97.99 USD 3.969%

- - - - 98.10 USD 3.998%

Yes 02/15/2023 100 97.89 USD 4.172%

Yes 05/15/2015 100 98.50 USD 8.371%

Yes 01/15/2020 100 98.02 USD 5.583%

Yes 07/15/2028 100 97.86 USD 4.375%

Yes 1/6/2025 100 98.10 USD 4.450%

- - - - 97.91 USD 4.140%

Yes 11/17/2025 100 99.75 USD 4.164%

- - - - 96.50 USD -
- - - - 106.84 USD -

- - - - 104.18 USD 3.162%

NO - - - 100.04 USD 3.992%