Entity,Financial Instrument Name,Financial Instrument Identifier(ISIN),Written description of financial instrument(no identifier available),Trade Date,Simple average transaction price,Vol-weighted transaction price,highest executed price,lowest executed price
"BWS7DNS2Z4NPKPNYKL75","AT&T INC 4.125 02/17/2026","US00206RCT77","N/A","2020-02-26","110.60940","110.59500","110.68600","110.53800"
"BWS7DNS2Z4NPKPNYKL75","BANK OF AMERICA CORP 4.2 08/26/2024","US06051GFH74","N/A","2020-03-11","105.67329","105.70192","106.15500","105.22500"
"BWS7DNS2Z4NPKPNYKL75","CITIGROUP INC 3.4 05/01/2026","US172967KN09","N/A","2020-01-06","105.58400","105.58400","N/A","N/A"
"BWS7DNS2Z4NPKPNYKL75","CITIGROUP INC 3.4 05/01/2026","US172967KN09","N/A","2020-01-16","105.84750","105.86106","N/A","N/A"
"BWS7DNS2Z4NPKPNYKL75","CITIGROUP INC VAR 01/29/2031","US172967ML25","N/A","2020-01-23","99.93500","99.88786","N/A","N/A"
"BWS7DNS2Z4NPKPNYKL75","GOLDMAN SACHS GROUP INC 3.85 01/26/2027","US38141GWB66","N/A","2020-03-09","107.43150","107.49622","N/A","N/A"
"BWS7DNS2Z4NPKPNYKL75","GOLDMAN SACHS GROUP INC 3.2 02/23/2023","US38141GWT74","N/A","2020-03-27","101.13900","101.14886","N/A","N/A"
"BWS7DNS2Z4NPKPNYKL75","HP ENTERPRISE CO STEP 10/15/2025","US42824CAW91","N/A","2020-01-06","111.75400","111.75259","N/A","N/A"
"BWS7DNS2Z4NPKPNYKL75","JPMORGAN CHASE & CO 4.625 12/31/2199","US48128BAD38","N/A","2020-01-16","101.08150","101.10268","N/A","N/A"
"BWS7DNS2Z4NPKPNYKL75","MACYS RETAIL HLDGS INC 2.875 02/15/2023","US55616XAH08","N/A","2020-03-16","83.04834","83.11129","83.35200","82.54300"
"BWS7DNS2Z4NPKPNYKL75","MACYS RETAIL HLDGS INC 2.875 02/15/2023","US55616XAH08","N/A","2020-03-17","80.08800","80.08606","N/A","N/A"
"BWS7DNS2Z4NPKPNYKL75","MACYS RETAIL HLDGS INC 2.875 02/15/2023","US55616XAH08","N/A","2020-03-25","72.25000","72.25000","N/A","N/A"
"BWS7DNS2Z4NPKPNYKL75","MACYS RETAIL HLDGS INC 3.45 01/15/2021","US55616XAN75","N/A","2020-02-26","100.82900","100.84386","N/A","N/A"
"BWS7DNS2Z4NPKPNYKL75","UST TBILL 04/23/2020","US912796SM24","N/A","2020-01-27","99.64187","99.64242","N/A","N/A"
"BWS7DNS2Z4NPKPNYKL75","UST TBILL 05/21/2020","US912796SR11","N/A","2020-02-11","99.58068","99.58210","N/A","N/A"
"BWS7DNS2Z4NPKPNYKL75","UST TBILL 07/16/2020","US912796SZ37","N/A","2020-01-15","1.53135","1.53117","N/A","N/A"
"BWS7DNS2Z4NPKPNYKL75","UST TBILL 03/12/2020","US912796TK58","N/A","2020-02-05","99.85265","99.85264","N/A","N/A"
"BWS7DNS2Z4NPKPNYKL75","UST TBILL 04/09/2020","US912796TQ29","N/A","2020-01-08","1.49575","1.49604","N/A","N/A"
"BWS7DNS2Z4NPKPNYKL75","UST TBILL 04/09/2020","US912796TQ29","N/A","2020-01-09","1.49090","1.49015","N/A","N/A"
"BWS7DNS2Z4NPKPNYKL75","UST TBILL 04/16/2020","US912796TR02","N/A","2020-01-13","1.52160","1.52278","N/A","N/A"
"BWS7DNS2Z4NPKPNYKL75","UST TBILL 04/16/2020","US912796TR02","N/A","2020-01-14","1.52920","1.53003","N/A","N/A"
"BWS7DNS2Z4NPKPNYKL75","UST TBILL 04/16/2020","US912796TR02","N/A","2020-01-15","1.53173","1.53248","1.53300","1.52920"
"BWS7DNS2Z4NPKPNYKL75","UST TBILL 04/30/2020","US912796TS84","N/A","2020-01-29","99.61329","99.61398","N/A","N/A"
"BWS7DNS2Z4NPKPNYKL75","UST TBILL 04/30/2020","US912796TS84","N/A","2020-01-30","99.61833","99.61827","N/A","N/A"
"BWS7DNS2Z4NPKPNYKL75","UST TBILL 04/30/2020","US912796TS84","N/A","2020-02-03","99.64417","99.64417","N/A","N/A"
"BWS7DNS2Z4NPKPNYKL75","UST TBILL 05/07/2020","US912796TT67","N/A","2020-02-03","99.61325","99.61325","N/A","N/A"
"BWS7DNS2Z4NPKPNYKL75","UST TBILL 05/07/2020","US912796TT67","N/A","2020-02-05","99.61303","99.61294","99.61568","99.61171"
"BWS7DNS2Z4NPKPNYKL75","UST TBILL 05/14/2020","US912796TV14","N/A","2020-02-13","99.61409","99.61333","99.61588","99.60991"
"BWS7DNS2Z4NPKPNYKL75","UST TBILL 02/25/2020","US912796WU93","N/A","2020-02-10","99.94147","99.94135","N/A","N/A"
"BWS7DNS2Z4NPKPNYKL75","UST TBILL 03/10/2020","US912796XA21","N/A","2020-02-13","99.89223","99.89331","99.89362","99.88943"
"BWS7DNS2Z4NPKPNYKL75","UST 3.0 02/15/2049","US912810SF66","N/A","2020-01-31","121.81641","121.81641","N/A","N/A"
"BWS7DNS2Z4NPKPNYKL75","TIPS UST 1.0 02/15/2049","US912810SG40","N/A","2020-01-31","120.00343","119.85917","120.33984","119.70313"
"BWS7DNS2Z4NPKPNYKL75","UST 2.25 08/15/2049","US912810SJ88","N/A","2020-01-15","99.88282","99.88299","N/A","N/A"
"BWS7DNS2Z4NPKPNYKL75","UST 2.25 08/15/2049","US912810SJ88","N/A","2020-01-30","104.92188","104.92188","N/A","N/A"
"BWS7DNS2Z4NPKPNYKL75","UST 2.75 11/30/2020","US9128285Q95","N/A","2020-01-09","101.01563","101.01563","N/A","N/A"
"BWS7DNS2Z4NPKPNYKL75","TIPS UST 0.25 07/15/2029","US9128287D64","N/A","2020-01-13","101.67579","101.66147","N/A","N/A"
"BWS7DNS2Z4NPKPNYKL75","TIPS UST 0.25 07/15/2029","US9128287D64","N/A","2020-01-30","103.38332","103.41758","N/A","N/A"
"BWS7DNS2Z4NPKPNYKL75","UST 1.500  01/31/2022","US912828H862","N/A","2020-01-28","100.11914","100.13122","N/A","N/A"
"BWS7DNS2Z4NPKPNYKL75","UST 1.625 08/15/2029","US912828YB05","N/A","2020-02-03","100.90040","100.91981","N/A","N/A"
"BWS7DNS2Z4NPKPNYKL75","UST 1.75 11/15/2029","US912828YS30","N/A","2020-01-15","99.50001","99.46763","99.62500","99.42188"
"BWS7DNS2Z4NPKPNYKL75","UST 1.75 11/15/2029","US912828YS30","N/A","2020-01-16","99.54948","99.51007","99.64844","99.50000"
"BWS7DNS2Z4NPKPNYKL75","UST 1.75 11/15/2029","US912828YS30","N/A","2020-01-22","99.71875","99.69346","N/A","N/A"
"BWS7DNS2Z4NPKPNYKL75","UST 1.75 11/15/2029","US912828YS30","N/A","2020-01-23","100.09376","100.08589","N/A","N/A"
"BWS7DNS2Z4NPKPNYKL75","UST 1.75 11/15/2029","US912828YS30","N/A","2020-01-31","101.96094","101.83982","N/A","N/A"
"BWS7DNS2Z4NPKPNYKL75","UST 1.75 11/15/2029","US912828YS30","N/A","2020-02-04","101.33334","101.38814","101.40625","101.29688"
"BWS7DNS2Z4NPKPNYKL75","UST 1.75 11/15/2029","US912828YS30","N/A","2020-02-06","100.92774","100.93699","N/A","N/A"
"BWS7DNS2Z4NPKPNYKL75","UST 1.75 11/15/2029","US912828YS30","N/A","2020-02-12","101.36133","101.36133","N/A","N/A"
"BWS7DNS2Z4NPKPNYKL75","UST 1.375 01/31/2025","US912828Z526","N/A","2020-02-05","99.67188","99.65486","99.79688","99.54688"
"BWS7DNS2Z4NPKPNYKL75","WELLS FARGO & COMPANY 3.3 09/09/2024","US94974BGA26","N/A","2020-01-09","104.68950","104.68620","N/A","N/A"
"BWS7DNS2Z4NPKPNYKL75","WELLS FARGO & COMPANY VAR 02/11/2026","US95000U2K82","N/A","2020-02-05","99.98934","99.97466","100.09300","99.93200"
"BWS7DNS2Z4NPKPNYKL75","WELLS FARGO & COMPANY 1.5 09/12/2022","XS1288903278","N/A","2020-01-28","104.05250","104.05250","N/A","N/A"
"BWS7DNS2Z4NPKPNYKL75","WELLS FARGO & COMPANY 1.375 06/30/2022","XS1651205152","N/A","2020-01-16","100.72650","100.70230","N/A","N/A"
"BWS7DNS2Z4NPKPNYKL75","BANK OF AMERICA CORP VAR 03/31/2029","XS2148370211","N/A","2020-03-24","101.42000","101.34339","101.69800","100.90700"
"BWS7DNS2Z4NPKPNYKL75","BANK OF AMERICA CORP VAR 03/31/2029","XS2148370211","N/A","2020-03-25","102.88900","102.88900","N/A","N/A"