﻿<?xml version="1.0" encoding="UTF-8"?>
<Portfolio>
  <Name>C</Name>
  <Categories>
    <PortfolioCategory>
      <Name>CA</Name>
      <Symbols>
        <PortfolioSymbol>
          <Name>CVC18A.CB</Name>
          <Description>CABLEVISION SYS CORP SR NT 7.75%</Description>
          <Decimals>3</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
          <TickSize>0.001</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>CVC20.CB</Name>
          <Description>CABLEVISION SYS CORP SR NT 8%</Description>
          <Decimals>3</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
          <TickSize>0.001</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>CVC17.CB</Name>
          <Description>CABLEVISION SYS CORP SR NT 8.625%</Description>
          <Decimals>3</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
          <TickSize>0.001</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>CVC22.CB</Name>
          <Description>CABLEVISION SYSTEMS CORP 5.875% 09/15/22</Description>
          <Decimals>3</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
          <TickSize>0.001</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>CBT22.CB</Name>
          <Description>CABOT CORP 3.7% 07/15/22</Description>
          <Decimals>3</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
          <TickSize>0.001</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>CBT27A.CB</Name>
          <Description>CABOT CORP MED TERM NTS BK 7.28%</Description>
          <Decimals>3</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
          <TickSize>0.001</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>CBT16.CB</Name>
          <Description>CABOT CORP SR NT 5%</Description>
          <Decimals>3</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
          <TickSize>0.001</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>CAST27PV.CB</Name>
          <Description>CAL ST GO 5 1/8% BDS 10/01/27</Description>
          <Decimals>3</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
          <TickSize>0.001</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>CAST28C.CB</Name>
          <Description>CAL ST GO RFD 4.50% BDS 10/01/2028</Description>
          <Decimals>3</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
          <TickSize>0.001</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>CAST18D.CB</Name>
          <Description>CAL ST PUB W LS RV BDS A93 5.50% 12/01/1</Description>
          <Decimals>3</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
          <TickSize>0.001</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>CAA21A.CB</Name>
          <Description>CALATLANTIC GROUP    8.375    1/15/21</Description>
          <Decimals>3</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
          <TickSize>0.001</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>CAA21.CB</Name>
          <Description>CALATLANTIC GROUP INC 6.25%</Description>
          <Decimals>3</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
          <TickSize>0.001</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>CRC20.CB</Name>
          <Description>CALIFORNIA RESOURCES CORP 5 01/15/2020</Description>
          <Decimals>3</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
          <TickSize>0.001</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>CPE16.CB</Name>
          <Description>CALLON PETE CO DEL SR NT 13%</Description>
          <Decimals>3</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
          <TickSize>0.001</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>CPT17.CB</Name>
          <Description>CAMDEN PROPERTY TRST 5.7% SR NTS 5/15/17</Description>
          <Decimals>3</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
          <TickSize>0.001</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>CAM38.CB</Name>
          <Description>CAMERON INTERNATIONAL 7% SR NTS 7/15/38</Description>
          <Decimals>3</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
          <TickSize>0.001</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>CAM21.CB</Name>
          <Description>CAMERON INTERNATIONAL CORP 4.50%</Description>
          <Decimals>3</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
          <TickSize>0.001</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>CAM18.CB</Name>
          <Description>CAMERON INTL 6.375% SR NTS 7/15/18</Description>
          <Decimals>3</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
          <TickSize>0.001</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>CAM22.CB</Name>
          <Description>CAMERON INTL CORP 3.60%</Description>
          <Decimals>3</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
          <TickSize>0.001</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>CPB19.CB</Name>
          <Description>CAMPBELL SOUP CO 4.50% NTS</Description>
          <Decimals>3</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
          <TickSize>0.001</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>CPB21.CB</Name>
          <Description>CAMPBELL SOUP CO DEB 8.875%</Description>
          <Decimals>3</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
          <TickSize>0.001</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>CPB17.CB</Name>
          <Description>CAMPBELL SOUP CO NT 3.05%</Description>
          <Decimals>3</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
          <TickSize>0.001</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>CPB22.CB</Name>
          <Description>CAMPBELL SOUP CO. 2.50% 08/02/22</Description>
          <Decimals>3</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
          <TickSize>0.001</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>CPB42.CB</Name>
          <Description>CAMPBELL SOUP CO. 3.8%</Description>
          <Decimals>3</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
          <TickSize>0.001</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>CPB21A.CB</Name>
          <Description>CAMPBELL SOUP COMPANY 4.25%</Description>
          <Decimals>3</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
          <TickSize>0.001</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>CM16.CB</Name>
          <Description>CANADIAN IMPERIAL BANK 1.35</Description>
          <Decimals>3</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
          <TickSize>0.001</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>CM18.CB</Name>
          <Description>CANADIAN IMPERIAL BANK 1.55% 01/23/18</Description>
          <Decimals>3</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
          <TickSize>0.001</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>CM19.CB</Name>
          <Description>CANADIAN IMPERIAL BANK OF COMMERCE</Description>
          <Decimals>3</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
          <TickSize>0.001</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>CM.15.CB</Name>
          <Description>CANADIAN IMPERIAL BK COMM 2.35% 12/11/20</Description>
          <Decimals>3</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
          <TickSize>0.001</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>CNQ38.CB</Name>
          <Description>CANADIAN NAT RES 6.25% NTS 3/15/38</Description>
          <Decimals>3</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
          <TickSize>0.001</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>CNQ18.CB</Name>
          <Description>CANADIAN NAT RES LTD NT 5.9%</Description>
          <Decimals>3</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
          <TickSize>0.001</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>CNQ39.CB</Name>
          <Description>CANADIAN NAT RES LTD NT 6.75%</Description>
          <Decimals>3</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
          <TickSize>0.001</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>CNI18.CB</Name>
          <Description>CANADIAN NATIONAL RAILWAY 5.55% SR</Description>
          <Decimals>3</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
          <TickSize>0.001</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>CNI28.CB</Name>
          <Description>CANADIAN NATIONAL RAILWAY 6.9% NTS</Description>
          <Decimals>3</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
          <TickSize>0.001</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>CNQ25.CB</Name>
          <Description>CANADIAN NATL RESOURCES 3.9% 02/01/25</Description>
          <Decimals>3</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
          <TickSize>0.001</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>CNI34.CB</Name>
          <Description>CANADIAN NATL RY CO DEB 6.25%</Description>
          <Decimals>3</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
          <TickSize>0.001</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>CNI19.CB</Name>
          <Description>CANADIAN NATL RY CO NT 5.55%</Description>
          <Decimals>3</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
          <TickSize>0.001</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>CNI16.CB</Name>
          <Description>CANADIAN NATL RY CO NT 5.8%</Description>
          <Decimals>3</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
          <TickSize>0.001</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>CNQ33.CB</Name>
          <Description>CANADIAN NATRL RES 6.45% SR NTS 06/30/33</Description>
          <Decimals>3</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
          <TickSize>0.001</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>CNQ17.CB</Name>
          <Description>CANADIAN NATURAL RES 5.7% NTS 5/15/17</Description>
          <Decimals>3</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
          <TickSize>0.001</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>CNQ37.CB</Name>
          <Description>CANADIAN NATURAL RES 6.5% BDS 2/15/37</Description>
          <Decimals>3</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
          <TickSize>0.001</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>CNQ21.CB</Name>
          <Description>CANADIAN NATURAL RESOURCES 3.45%</Description>
          <Decimals>3</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
          <TickSize>0.001</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>CNQ35.CB</Name>
          <Description>CANADIAN NATURAL RESOURCES 5.85%</Description>
          <Decimals>3</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
          <TickSize>0.001</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>CNQ16.CB</Name>
          <Description>CANADIAN NATURAL RESOURCES 6% NTS</Description>
          <Decimals>3</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
          <TickSize>0.001</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>CNQ32.CB</Name>
          <Description>CANADIAN NATURAL RESOURCES 7.2% NTS</Description>
          <Decimals>3</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
          <TickSize>0.001</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>CNI18A.CB</Name>
          <Description>CANADIAN NTL RAILWAY 5.55%SR NTS 5/15/18</Description>
          <Decimals>3</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
          <TickSize>0.001</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>CP.31.CB</Name>
          <Description>CANADIAN PAC RY CO NEW DEB 7.125%</Description>
          <Decimals>3</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
          <TickSize>0.001</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>CP.19.CB</Name>
          <Description>CANADIAN PAC RY CO NEW NT 7.25%</Description>
          <Decimals>3</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
          <TickSize>0.001</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>CP21.CB</Name>
          <Description>CANADIAN PACIFIC LTD 9.45% DEBS 8/1/21</Description>
          <Decimals>3</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
          <TickSize>0.001</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>CP22.CB</Name>
          <Description>CANADIAN PACIFIC RAILWAY 4.5% SR NTS</Description>
          <Decimals>3</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
          <TickSize>0.001</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>CP.18.CB</Name>
          <Description>CANADIAN PACIFIC RR 6.5% NTS</Description>
          <Decimals>3</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
          <TickSize>0.001</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>CP23.CB</Name>
          <Description>CANADIAN PACIFIC RR CO 4.45% SR</Description>
          <Decimals>3</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
          <TickSize>0.001</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>CP37.CB</Name>
          <Description>CANADIAN PACIFIC RR CO 5.95% NTS</Description>
          <Decimals>3</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
          <TickSize>0.001</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>CP.CB</Name>
          <Description>CANADIAN PACIFIC RY CO</Description>
          <Decimals>3</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
          <TickSize>0.001</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>CP.40.CB</Name>
          <Description>CANADIAN PACIFIC RY CO 4% PERPETUAL</Description>
          <Decimals>3</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
          <TickSize>0.001</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>COF.18C.CB</Name>
          <Description>CAP ONE NATL ASSN</Description>
          <Decimals>3</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
          <TickSize>0.001</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>DIS.21.CB</Name>
          <Description>CAPITAL CITIES ABC INC DEB 8.75%</Description>
          <Decimals>3</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
          <TickSize>0.001</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>COF.19.CB</Name>
          <Description>CAPITAL ONE BANK 8.80%</Description>
          <Decimals>3</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
          <TickSize>0.001</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>COF.23.CB</Name>
          <Description>CAPITAL ONE BANK COF</Description>
          <Decimals>3</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
          <TickSize>0.001</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>COF.18.CB</Name>
          <Description>CAPITAL ONE BANK USA NA 2.15% 11/21/2018</Description>
          <Decimals>3</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
          <TickSize>0.001</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>COF.19A.CB</Name>
          <Description>CAPITAL ONE BANK USA NA 2.25%</Description>
          <Decimals>3</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
          <TickSize>0.001</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>COF.18B.CB</Name>
          <Description>CAPITAL ONE FINANCIAL 2.15 11/21/18</Description>
          <Decimals>3</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
          <TickSize>0.001</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>COF17.CB</Name>
          <Description>CAPITAL ONE FINANCIAL 5.250% SR NTS</Description>
          <Decimals>3</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
          <TickSize>0.001</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>COF19.CB</Name>
          <Description>CAPITAL ONE FINANCIAL CO 2.45%</Description>
          <Decimals>3</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
          <TickSize>0.001</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>COF16A.CB</Name>
          <Description>CAPITAL ONE FINANCIAL CO 3.15% SR NTS</Description>
          <Decimals>3</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
          <TickSize>0.001</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>COF25.CB</Name>
          <Description>CAPITAL ONE FINANCIAL CO 3.2%</Description>
          <Decimals>3</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
          <TickSize>0.001</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>COF24.CB</Name>
          <Description>CAPITAL ONE FINANCIAL CO 3.75% 04/24/202</Description>
          <Decimals>3</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
          <TickSize>0.001</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>COF21.CB</Name>
          <Description>CAPITAL ONE FINANCIAL CO. 4.75% SR NTS</Description>
          <Decimals>3</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
          <TickSize>0.001</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>COF.17A.CB</Name>
          <Description>CAPITAL ONE FINANCIAL CO. 6.75% SR NTS</Description>
          <Decimals>3</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
          <TickSize>0.001</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>COF23.CB</Name>
          <Description>CAPITAL ONE FINANCIAL CORP  3.0% 6/15/23</Description>
          <Decimals>3</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
          <TickSize>0.001</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>COF26.CB</Name>
          <Description>CAPITAL ONE FINANCIAL CORP 3.75 07/28/20</Description>
          <Decimals>3</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
          <TickSize>0.001</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>COF25A.CB</Name>
          <Description>CAPITAL ONE FINANCIAL CORP 4..2 10/29/25</Description>
          <Decimals>3</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
          <TickSize>0.001</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>COF17A.CB</Name>
          <Description>CAPITAL ONE FINC 6.75% SR NTS 9/15/17</Description>
          <Decimals>3</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
          <TickSize>0.001</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>COF16.CB</Name>
          <Description>CAPITAL ONE FNCL 6.15% SUB NTS 9/1/16</Description>
          <Decimals>3</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
          <TickSize>0.001</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>COF.17B.CB</Name>
          <Description>CAPITAL ONE NA 1.5% 9/5/17</Description>
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          <Name>COF19C.CB</Name>
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          <Name>COF.21.CB</Name>
          <Description>CAPITAL ONE NATL 2.95% 7/23/21</Description>
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          <TickSize>0.001</TickSize>
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        <PortfolioSymbol>
          <Name>CAH17A.CB</Name>
          <Description>CARDINAL HEALTH 6% SR NTS 6/15/17</Description>
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          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
          <TickSize>0.001</TickSize>
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        <PortfolioSymbol>
          <Name>CAH18.CB</Name>
          <Description>CARDINAL HEALTH INC 1.7%</Description>
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          <PipFraction>1</PipFraction>
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          <Description>CARDINAL HEALTH INC 1.95 6/15/18</Description>
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          <PipFraction>1</PipFraction>
          <TickSize>0.001</TickSize>
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        <PortfolioSymbol>
          <Name>CAH23.CB</Name>
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          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
          <TickSize>0.001</TickSize>
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        <PortfolioSymbol>
          <Name>CAH22.CB</Name>
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          <TickSize>0.001</TickSize>
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          <Name>CAH24.CB</Name>
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          <TickSize>0.001</TickSize>
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          <Name>CAH43.CB</Name>
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          <TickSize>0.001</TickSize>
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        <PortfolioSymbol>
          <Name>CAH45.CB</Name>
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          <Name>CAH16.CB</Name>
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          <TickSize>0.001</TickSize>
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          <Name>CAH17.CB</Name>
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          <TickSize>0.001</TickSize>
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        <PortfolioSymbol>
          <Name>CAH20.CB</Name>
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          <PipFraction>1</PipFraction>
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          <Name>CFN19.CB</Name>
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          <PipFraction>1</PipFraction>
          <TickSize>0.001</TickSize>
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          <PipFraction>1</PipFraction>
          <TickSize>0.001</TickSize>
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          <Name>CSL20.CB</Name>
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          <Name>CAT21.CB</Name>
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          <Name>CAT42A.CB</Name>
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          <PipFraction>1</PipFraction>
          <TickSize>0.001</TickSize>
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        <PortfolioSymbol>
          <Name>CAT44.CB</Name>
          <Description>CATERPILLAR INC DEL 4.3  5/1/44</Description>
          <Decimals>3</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
          <TickSize>0.001</TickSize>
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        <PortfolioSymbol>
          <Name>CAT17.CB</Name>
          <Description>CATERPILLAR INC. 1.50%</Description>
          <Decimals>3</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
          <TickSize>0.001</TickSize>
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        <PortfolioSymbol>
          <Name>CAT22.CB</Name>
          <Description>CATERPILLAR INC. 2.60%</Description>
          <Decimals>3</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
          <TickSize>0.001</TickSize>
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        <PortfolioSymbol>
          <Name>CAT21A.CB</Name>
          <Description>CATERPILLAR INC. 3.9% SR NTS</Description>
          <Decimals>3</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
          <TickSize>0.001</TickSize>
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        <PortfolioSymbol>
          <Name>CAT41.CB</Name>
          <Description>CATERPILLAR INC. 5.2% SR NTS</Description>
          <Decimals>3</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
          <TickSize>0.001</TickSize>
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        <PortfolioSymbol>
          <Name>CAT16.CB</Name>
          <Description>CATERPILLAR INC. 5.7% NTS 8/15/16</Description>
          <Decimals>3</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
          <TickSize>0.001</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>CAT36.CB</Name>
          <Description>CATERPILLAR INC. 6.05% NTS 8/15/36</Description>
          <Decimals>3</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
          <TickSize>0.001</TickSize>
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        <PortfolioSymbol>
          <Name>CAT38.CB</Name>
          <Description>CATERPILLAR INC. 8.25% NTS 12/15/38</Description>
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          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
          <TickSize>0.001</TickSize>
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        <PortfolioSymbol>
          <Name>CAT17A.CB</Name>
          <Description>CATERPILLR FINANCIAL SE 1.625% 06/01/17</Description>
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          <PipSize>2</PipSize>
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          <TickSize>0.001</TickSize>
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      <Name>CB</Name>
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        <PortfolioSymbol>
          <Name>CBG.20.CB</Name>
          <Description>CB RICHARD ELLIS SERVICE 6.625%</Description>
          <Decimals>3</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
          <TickSize>0.001</TickSize>
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        <PortfolioSymbol>
          <Name>CBL.24.CB</Name>
          <Description>CBL &amp; ASSOCIATES LP 4.6 10/15/2024</Description>
          <Decimals>3</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
          <TickSize>0.001</TickSize>
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        <PortfolioSymbol>
          <Name>CBL.23.CB</Name>
          <Description>CBL &amp; ASSOCIATES LP 5.25% 12/01/23</Description>
          <Decimals>3</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
          <TickSize>0.001</TickSize>
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        <PortfolioSymbol>
          <Name>CBG.25.CB</Name>
          <Description>CBRE SERVICES 5.25% 03/15/25</Description>
          <Decimals>3</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
          <TickSize>0.001</TickSize>
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        <PortfolioSymbol>
          <Name>CBG.23.CB</Name>
          <Description>CBRE SERVICES INC 5.00 3/15/23</Description>
          <Decimals>3</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
          <TickSize>0.001</TickSize>
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        <PortfolioSymbol>
          <Name>CBS17.CB</Name>
          <Description>CBS CORP 1.95%</Description>
          <Decimals>3</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
          <TickSize>0.001</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>CBS19A.CB</Name>
          <Description>CBS CORP 2.3% 08/15/2019</Description>
          <Decimals>3</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
          <TickSize>0.001</TickSize>
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        <PortfolioSymbol>
          <Name>CBS27.CB</Name>
          <Description>CBS CORP 2.9 01/15/2027</Description>
          <Decimals>3</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
          <TickSize>0.001</TickSize>
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        <PortfolioSymbol>
          <Name>CBS22.CB</Name>
          <Description>CBS CORP 3.375% 03/01/22</Description>
          <Decimals>3</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
          <TickSize>0.001</TickSize>
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        <PortfolioSymbol>
          <Name>CBS25.CB</Name>
          <Description>CBS CORP 3.5% 1/15/2045</Description>
          <Decimals>3</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
          <TickSize>0.001</TickSize>
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        <PortfolioSymbol>
          <Name>CBS24.CB</Name>
          <Description>CBS CORP 3.7%</Description>
          <Decimals>3</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
          <TickSize>0.001</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>CBS26.CB</Name>
          <Description>CBS CORP 4% 1/15/26</Description>
          <Decimals>3</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
          <TickSize>0.001</TickSize>
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        <PortfolioSymbol>
          <Name>CBS21.CB</Name>
          <Description>CBS CORP 4.3%</Description>
          <Decimals>3</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
          <TickSize>0.001</TickSize>
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        <PortfolioSymbol>
          <Name>CBS45.CB</Name>
          <Description>CBS CORP 4.6% 1/15/45</Description>
          <Decimals>3</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
          <TickSize>0.001</TickSize>
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        <PortfolioSymbol>
          <Name>CBS42.CB</Name>
          <Description>CBS CORP 4.85%</Description>
          <Decimals>3</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
          <TickSize>0.001</TickSize>
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        <PortfolioSymbol>
          <Name>CBS44.CB</Name>
          <Description>CBS CORP 4.9%</Description>
          <Decimals>3</Decimals>
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          <PipFraction>1</PipFraction>
          <TickSize>0.001</TickSize>
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        <PortfolioSymbol>
          <Name>CBS20.CB</Name>
          <Description>CBS CORP 5.75% 04/15/20 CORPORATE BONDS</Description>
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          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
          <TickSize>0.001</TickSize>
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        <PortfolioSymbol>
          <Name>CBS4.CB</Name>
          <Description>CBS CORP 5.9%</Description>
          <Decimals>3</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
          <TickSize>0.001</TickSize>
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        <PortfolioSymbol>
          <Name>CBS40.CB</Name>
          <Description>CBS CORP 5.9%</Description>
          <Decimals>3</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
          <TickSize>0.001</TickSize>
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        <PortfolioSymbol>
          <Name>CBS19.CB</Name>
          <Description>CBS CORP 8.875% 05/15/19</Description>
          <Decimals>3</Decimals>
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          <PipFraction>1</PipFraction>
          <TickSize>0.001</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>VIA.23.CB</Name>
          <Description>CBS INC NT 7.125%</Description>
          <Decimals>3</Decimals>
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          <PipFraction>1</PipFraction>
          <TickSize>0.001</TickSize>
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        <PortfolioSymbol>
          <Name>VIA.23A.CB</Name>
          <Description>CBS INC NT 7.125%</Description>
          <Decimals>3</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
          <TickSize>0.001</TickSize>
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      <Name>CC</Name>
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        <PortfolioSymbol>
          <Name>CCI.17.CB</Name>
          <Description>CC HOLDINGS GS V LLC  2.381 12/15/17</Description>
          <Decimals>3</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
          <TickSize>0.001</TickSize>
        </PortfolioSymbol>
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    </PortfolioCategory>
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      <Name>CE</Name>
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        <PortfolioSymbol>
          <Name>CE.19.CB</Name>
          <Description>CELANESE CORP  HOLDNGS  3.250%</Description>
          <Decimals>3</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
          <TickSize>0.001</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>CE.22.CB</Name>
          <Description>CELANESE US HOLDINGS LLC 4.625% 11/15/22</Description>
          <Decimals>3</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
          <TickSize>0.001</TickSize>
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        <PortfolioSymbol>
          <Name>CE.21.CB</Name>
          <Description>CELANESE US HOLDINGS LLC 5.875% SR NTS 0</Description>
          <Decimals>3</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
          <TickSize>0.001</TickSize>
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        <PortfolioSymbol>
          <Name>CVE23.CB</Name>
          <Description>CENOVUS ENERGY INC 3.8 9/15/23</Description>
          <Decimals>3</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
          <TickSize>0.001</TickSize>
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        <PortfolioSymbol>
          <Name>CVE43.CB</Name>
          <Description>CENOVUS ENERGY INC 5.2%  9/15/2043</Description>
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          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
          <TickSize>0.001</TickSize>
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        <PortfolioSymbol>
          <Name>CVE39.CB</Name>
          <Description>CENOVUS ENERGY INC SR NT 6.75%</Description>
          <Decimals>3</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
          <TickSize>0.001</TickSize>
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        <PortfolioSymbol>
          <Name>CVE42.CB</Name>
          <Description>CENOVUS ENERGY INC. 4.45% 09/15/42</Description>
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          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
          <TickSize>0.001</TickSize>
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          <Name>CTL.19.CB</Name>
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          <PipFraction>1</PipFraction>
          <TickSize>0.001</TickSize>
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        <PortfolioSymbol>
          <Name>CNC17.CB</Name>
          <Description>CENTENE CORPORATION 5.75%</Description>
          <Decimals>3</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
          <TickSize>0.001</TickSize>
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        <PortfolioSymbol>
          <Name>CNP.22.CB</Name>
          <Description>CENTERPOINT ENER HOUSTON 2.25</Description>
          <Decimals>3</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
          <TickSize>0.001</TickSize>
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        <PortfolioSymbol>
          <Name>CNP17.CB</Name>
          <Description>CENTERPOINT ENERGY 5.95% NTS 2/1/17</Description>
          <Decimals>3</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
          <TickSize>0.001</TickSize>
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        <PortfolioSymbol>
          <Name>CNP.17A.CB</Name>
          <Description>CENTERPOINT ENERGY 6.125%SR NTS 11/11/17</Description>
          <Decimals>3</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
          <TickSize>0.001</TickSize>
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        <PortfolioSymbol>
          <Name>CNP16.CB</Name>
          <Description>CENTERPOINT ENERGY INC 6.15% NTS 05/1/16</Description>
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          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
          <TickSize>0.001</TickSize>
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        <PortfolioSymbol>
          <Name>CNP.18.CB</Name>
          <Description>CENTERPOINT ENERGY RES 6% SR NTS 5/15/18</Description>
          <Decimals>3</Decimals>
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          <PipFraction>1</PipFraction>
          <TickSize>0.001</TickSize>
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        <PortfolioSymbol>
          <Name>CNP.21A.CB</Name>
          <Description>CENTERPOINT ENERGY RESOU 4.5 01/15/2021</Description>
          <Decimals>3</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
          <TickSize>0.001</TickSize>
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        <PortfolioSymbol>
          <Name>CNP.37.CB</Name>
          <Description>CENTERPOINT ENERGY RESOURCES 6.25%2/1/37</Description>
          <Decimals>3</Decimals>
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          <PipFraction>1</PipFraction>
          <TickSize>0.001</TickSize>
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        <PortfolioSymbol>
          <Name>CTX16.CB</Name>
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          <Decimals>3</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
          <TickSize>0.001</TickSize>
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          <Name>PHA.16.CB</Name>
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          <TickSize>0.001</TickSize>
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          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
          <TickSize>0.001</TickSize>
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        <PortfolioSymbol>
          <Name>CTL.28.CB</Name>
          <Description>CENTURY TEL ENTERPRISES INC DB-G 6.875%</Description>
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          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
          <TickSize>0.001</TickSize>
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          <Name>CTL.25.CB</Name>
          <Description>CENTURY TEL ENTERPRISES INC NT-D 7.2%</Description>
          <Decimals>3</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
          <TickSize>0.001</TickSize>
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          <Name>CTL.25A.CB</Name>
          <Description>CENTURY TEL ENTERPRISES INC NT-D 7.2%</Description>
          <Decimals>3</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
          <TickSize>0.001</TickSize>
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          <Name>CTL17.CB</Name>
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          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
          <TickSize>0.001</TickSize>
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        <PortfolioSymbol>
          <Name>CTL20.CB</Name>
          <Description>CENTURYLINK INC 5.625% 04/01/2020</Description>
          <Decimals>3</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
          <TickSize>0.001</TickSize>
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          <Name>CTL.42.CB</Name>
          <Description>CENTURYLINK INC CTL 7.65% 03/15/42</Description>
          <Decimals>3</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
          <TickSize>0.001</TickSize>
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        <PortfolioSymbol>
          <Name>CTL17B.CB</Name>
          <Description>CENTURYLINK INC. 5.15%                 </Description>
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          <PipFraction>1</PipFraction>
          <TickSize>0.001</TickSize>
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        <PortfolioSymbol>
          <Name>CTL22.CB</Name>
          <Description>CENTURYLINK INC. 5.8% SR NTS           </Description>
          <Decimals>3</Decimals>
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          <PipFraction>1</PipFraction>
          <TickSize>0.001</TickSize>
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          <Name>CTL21.CB</Name>
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          <PipFraction>1</PipFraction>
          <TickSize>0.001</TickSize>
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        <PortfolioSymbol>
          <Name>CTL17A.CB</Name>
          <Description>CENTURYTEL INC 6% SR NTS</Description>
          <Decimals>3</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
          <TickSize>0.001</TickSize>
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        <PortfolioSymbol>
          <Name>CTL39.CB</Name>
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          <Decimals>3</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
          <TickSize>0.001</TickSize>
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        <PortfolioSymbol>
          <Name>CTL19.CB</Name>
          <Description>CENTURYTEL INC SR NT-Q 6.15%</Description>
          <Decimals>3</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
          <TickSize>0.001</TickSize>
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        <PortfolioSymbol>
          <Name>CVO.17.CB</Name>
          <Description>CENVEO CORP. 11.50%</Description>
          <Decimals>3</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
          <TickSize>0.001</TickSize>
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          <Name>CVO.18.CB</Name>
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          <Decimals>3</Decimals>
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          <PipFraction>1</PipFraction>
          <TickSize>0.001</TickSize>
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    <PortfolioCategory>
      <Name>CF</Name>
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        <PortfolioSymbol>
          <Name>CF23.CB</Name>
          <Description>CF INDUSTRIES INC 3.45%</Description>
          <Decimals>3</Decimals>
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          <PipFraction>1</PipFraction>
          <TickSize>0.001</TickSize>
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          <Name>CF43.CB</Name>
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          <Decimals>3</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
          <TickSize>0.001</TickSize>
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        <PortfolioSymbol>
          <Name>CF34.CB</Name>
          <Description>CF INDUSTRIES INC 5.15% 03/15/2034</Description>
          <Decimals>3</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
          <TickSize>0.001</TickSize>
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        <PortfolioSymbol>
          <Name>CF44.CB</Name>
          <Description>CF INDUSTRIES INC 5.375% 03/15/2044</Description>
          <Decimals>3</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
          <TickSize>0.001</TickSize>
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        <PortfolioSymbol>
          <Name>CF18.CB</Name>
          <Description>CF INDUSTRIES INC 6.875% SR NTS</Description>
          <Decimals>3</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
          <TickSize>0.001</TickSize>
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        <PortfolioSymbol>
          <Name>CF20.CB</Name>
          <Description>CF INDUSTRIES INC 7.125% SR NTS</Description>
          <Decimals>3</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
          <TickSize>0.001</TickSize>
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      <Name>CG</Name>
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        <PortfolioSymbol>
          <Name>CGV17.CB</Name>
          <Description>CGG VERITAS SR NT 7.75% 05/15/17</Description>
          <Decimals>3</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
          <TickSize>0.001</TickSize>
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      <Name>CH</Name>
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          <Name>IP.26.CB</Name>
          <Description>CHAMPION INT'L 6.4% DEB 2/15/26</Description>
          <Decimals>3</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
          <TickSize>0.001</TickSize>
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        <PortfolioSymbol>
          <Name>IP.37.CB</Name>
          <Description>CHAMPION INTL 6.65% NTS 12/15/37</Description>
          <Decimals>3</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
          <TickSize>0.001</TickSize>
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        <PortfolioSymbol>
          <Name>IP.26A.CB</Name>
          <Description>CHAMPION INTL 7.2% DEB 11/1/26</Description>
          <Decimals>3</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
          <TickSize>0.001</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>IP.27.CB</Name>
          <Description>CHAMPION INTL CORP DEB 7.15% 12/15/27</Description>
          <Decimals>3</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
          <TickSize>0.001</TickSize>
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        <PortfolioSymbol>
          <Name>SCHW20.CB</Name>
          <Description>CHARLES SCHWAB CORP 4.45% SR NTS</Description>
          <Decimals>3</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
          <TickSize>0.001</TickSize>
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        <PortfolioSymbol>
          <Name>CHMT21.CB</Name>
          <Description>CHEMTURA CORP 5.75% 07/15/2021</Description>
          <Decimals>3</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
          <TickSize>0.001</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>VZ.23A.CB</Name>
          <Description>CHESAPEAKE &amp; POTOMAC TEL CO MD DEB 7.15%</Description>
          <Decimals>3</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
          <TickSize>0.001</TickSize>
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        <PortfolioSymbol>
          <Name>VZ.31B.CB</Name>
          <Description>CHESAPEAKE &amp; POTOMAC TEL CO MD DEB 8.30%</Description>
          <Decimals>3</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
          <TickSize>0.001</TickSize>
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        <PortfolioSymbol>
          <Name>VZ.29D.CB</Name>
          <Description>CHESAPEAKE &amp; POTOMAC TEL CO MD DEB PUT 8</Description>
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          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
          <TickSize>0.001</TickSize>
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        <PortfolioSymbol>
          <Name>CHK38.CB</Name>
          <Description>CHESAPEAKE ENERGY 2.25% CONTINGENT CONV</Description>
          <Decimals>3</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
          <TickSize>0.001</TickSize>
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        <PortfolioSymbol>
          <Name>CHK18A.CB</Name>
          <Description>CHESAPEAKE ENERGY 7.25% SR NTS 12/15/18</Description>
          <Decimals>3</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
          <TickSize>0.001</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>CHK16J.CB</Name>
          <Description>CHESAPEAKE ENERGY CORP</Description>
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          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
          <TickSize>0.001</TickSize>
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        <PortfolioSymbol>
          <Name>CHK18.CB</Name>
          <Description>CHESAPEAKE ENERGY CORP</Description>
          <Decimals>3</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
          <TickSize>0.001</TickSize>
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        <PortfolioSymbol>
          <Name>CHK35.CB</Name>
          <Description>CHESAPEAKE ENERGY CORP 2.75%  11/15/35</Description>
          <Decimals>3</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
          <TickSize>0.001</TickSize>
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        <PortfolioSymbol>
          <Name>CHK22.CB</Name>
          <Description>CHESAPEAKE ENERGY CORP 4.875% 04/15/2022</Description>
          <Decimals>3</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
          <TickSize>0.001</TickSize>
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        <PortfolioSymbol>
          <Name>CHK21.CB</Name>
          <Description>CHESAPEAKE ENERGY CORP 6.125%</Description>
          <Decimals>3</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
          <TickSize>0.001</TickSize>
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        <PortfolioSymbol>
          <Name>CHK17.CB</Name>
          <Description>CHESAPEAKE ENERGY CORP 6.50 NTS 08/15/17</Description>
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          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
          <TickSize>0.001</TickSize>
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        <PortfolioSymbol>
          <Name>CHK20A.CB</Name>
          <Description>CHESAPEAKE ENERGY CORP 6.625%</Description>
          <Decimals>3</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
          <TickSize>0.001</TickSize>
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        <PortfolioSymbol>
          <Name>CHK18B.CB</Name>
          <Description>CHESAPEAKE ENERGY CORP 6.875%</Description>
          <Decimals>3</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
          <TickSize>0.001</TickSize>
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        <PortfolioSymbol>
          <Name>CHK20.CB</Name>
          <Description>CHESAPEAKE ENERGY CORP 6.875% 11/15/20</Description>
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          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
          <TickSize>0.001</TickSize>
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        <PortfolioSymbol>
          <Name>CHK19.CB</Name>
          <Description>CHESAPEAKE ENERGY CORP. 6.775%</Description>
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          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
          <TickSize>0.001</TickSize>
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        <PortfolioSymbol>
          <Name>CHK37.CB</Name>
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          <TickSize>0.001</TickSize>
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        <PortfolioSymbol>
          <Name>CHK21A.CB</Name>
          <Description>CHESAPEAKE ENGRY CHK 5.375%</Description>
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          <PipFraction>1</PipFraction>
          <TickSize>0.001</TickSize>
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        <PortfolioSymbol>
          <Name>CHK23.CB</Name>
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        <PortfolioSymbol>
          <Name>CVX16.CB</Name>
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        <PortfolioSymbol>
          <Name>CVX17A.CB</Name>
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          <PipFraction>1</PipFraction>
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        <PortfolioSymbol>
          <Name>CVX18A.CB</Name>
          <Description>CHEVRON CORP 1.365 03/02/2018</Description>
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        <PortfolioSymbol>
          <Name>CVX19B.CB</Name>
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        <PortfolioSymbol>
          <Name>CVX18.CB</Name>
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        <PortfolioSymbol>
          <Name>CVX18B.CB</Name>
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        <PortfolioSymbol>
          <Name>CVX20A.CB</Name>
          <Description>CHEVRON CORP 1.961% 3/3/2020</Description>
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        <PortfolioSymbol>
          <Name>CVX21.CB</Name>
          <Description>CHEVRON CORP 2.1 05/16/2021</Description>
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        <PortfolioSymbol>
          <Name>CVX19A.CB</Name>
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        <PortfolioSymbol>
          <Name>CVX20B.CB</Name>
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        <PortfolioSymbol>
          <Name>CVX20.CB</Name>
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        <PortfolioSymbol>
          <Name>CVX26.CB</Name>
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        <PortfolioSymbol>
          <Name>CVX23.CB</Name>
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          <TickSize>0.001</TickSize>
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        <PortfolioSymbol>
          <Name>CVX19.CB</Name>
          <Description>CHEVRON CORP 4.95% SR NTS</Description>
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          <TickSize>0.001</TickSize>
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        <PortfolioSymbol>
          <Name>CVX17B.CB</Name>
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        <PortfolioSymbol>
          <Name>CVX22A.CB</Name>
          <Description>CHEVRON CORP NEW 2.355%</Description>
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          <TickSize>0.001</TickSize>
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        <PortfolioSymbol>
          <Name>CVX25.CB</Name>
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          <TickSize>0.001</TickSize>
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        <PortfolioSymbol>
          <Name>CVX17.CB</Name>
          <Description>CHEVRON CORP. CVX 1.104%</Description>
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          <TickSize>0.001</TickSize>
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        <PortfolioSymbol>
          <Name>CVX22.CB</Name>
          <Description>CHEVRON CORP. CVX 2.355 12/5/22</Description>
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          <TickSize>0.001</TickSize>
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        <PortfolioSymbol>
          <Name>CHH20.CB</Name>
          <Description>CHOICE HOTELS INTL 5.7% 08/28/20 CORPORA</Description>
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          <TickSize>0.001</TickSize>
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        <PortfolioSymbol>
          <Name>CYH.22.CB</Name>
          <Description>CHS/COMMUNITY HEALTH SYS 6.875 2/1/2022</Description>
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          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
          <TickSize>0.001</TickSize>
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        <PortfolioSymbol>
          <Name>CYH20.CB</Name>
          <Description>CHS/COMMUNITY HEALTH SYS 7.125%</Description>
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        <PortfolioSymbol>
          <Name>CYH19.CB</Name>
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          <TickSize>0.001</TickSize>
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        <PortfolioSymbol>
          <Name>CB18A.CB</Name>
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          <TickSize>0.001</TickSize>
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        <PortfolioSymbol>
          <Name>CB37.CB</Name>
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          <TickSize>0.001</TickSize>
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        <PortfolioSymbol>
          <Name>CB38.CB</Name>
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          <TickSize>0.001</TickSize>
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        <PortfolioSymbol>
          <Name>CB31.CB</Name>
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          <TickSize>0.001</TickSize>
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        <PortfolioSymbol>
          <Name>CHD22.CB</Name>
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          <PipFraction>1</PipFraction>
          <TickSize>0.001</TickSize>
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    <PortfolioCategory>
      <Name>CI</Name>
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          <TickSize>0.001</TickSize>
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        <PortfolioSymbol>
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        <PortfolioSymbol>
          <Name>CI22.CB</Name>
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          <TickSize>0.001</TickSize>
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        <PortfolioSymbol>
          <Name>CI25.CB</Name>
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          <TickSize>0.001</TickSize>
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        <PortfolioSymbol>
          <Name>ANTM.22.CB</Name>
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          <PipFraction>1</PipFraction>
          <TickSize>0.001</TickSize>
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        <PortfolioSymbol>
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          <TickSize>0.001</TickSize>
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          <Name>CI21.CB</Name>
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          <PipFraction>1</PipFraction>
          <TickSize>0.001</TickSize>
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        <PortfolioSymbol>
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          <PipFraction>1</PipFraction>
          <TickSize>0.001</TickSize>
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          <Name>CI42.CB</Name>
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          <TickSize>0.001</TickSize>
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        <PortfolioSymbol>
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        <PortfolioSymbol>
          <Name>CI41.CB</Name>
          <Description>CIGNA CORP 5.5875% SR NTS</Description>
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        <PortfolioSymbol>
          <Name>ANTM.41.CB</Name>
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        <PortfolioSymbol>
          <Name>CI36.CB</Name>
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          <TickSize>0.001</TickSize>
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        <PortfolioSymbol>
          <Name>CI23A.CB</Name>
          <Description>CIGNA CORP 7.65% NTS 01/15/23</Description>
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        <PortfolioSymbol>
          <Name>CI27.CB</Name>
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          <TickSize>0.001</TickSize>
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          <TickSize>0.001</TickSize>
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          <PipFraction>1</PipFraction>
          <TickSize>0.001</TickSize>
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        <PortfolioSymbol>
          <Name>ANTM.17.CB</Name>
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          <TickSize>0.001</TickSize>
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          <Name>CI20A.CB</Name>
          <Description>CIGNA CORP SR NT 5.125%</Description>
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          <TickSize>0.001</TickSize>
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          <PipFraction>1</PipFraction>
          <TickSize>0.001</TickSize>
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        <PortfolioSymbol>
          <Name>XEC24.CB</Name>
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          <Decimals>3</Decimals>
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        <PortfolioSymbol>
          <Name>C16C.CB</Name>
          <Description>CITIGROUP INC C 1.3% 04/01/16 CORPORATE</Description>
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          <TickSize>0.001</TickSize>
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        <PortfolioSymbol>
          <Name>C16F.CB</Name>
          <Description>CITIGROUP INC C 1.3% 11/15/16 CORPORATE</Description>
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          <TickSize>0.001</TickSize>
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        <PortfolioSymbol>
          <Name>C17D.CB</Name>
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          <Name>C18B.CB</Name>
          <Description>CITIGROUP INC C 1.75%</Description>
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          <TickSize>0.001</TickSize>
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        <PortfolioSymbol>
          <Name>C16A.CB</Name>
          <Description>CITIGROUP INC GLBL NT 5.85%</Description>
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          <TickSize>0.001</TickSize>
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        <PortfolioSymbol>
          <Name>C98.CB</Name>
          <Description>CITIGROUP INC NT 6.875% 02/15/98</Description>
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        <PortfolioSymbol>
          <Name>C39.CB</Name>
          <Description>CITIGROUP INC SR NT 8.125%</Description>
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          <PipFraction>1</PipFraction>
          <TickSize>0.001</TickSize>
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          <Name>C19.CB</Name>
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        <PortfolioSymbol>
          <Name>C36.CB</Name>
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          <Name>C17U.CB</Name>
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        <PortfolioSymbol>
          <Name>C23A.CB</Name>
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        <PortfolioSymbol>
          <Name>C16B.CB</Name>
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        <PortfolioSymbol>
          <Name>C22A.CB</Name>
          <Description>CITIGROUP INC. 4.05% 07/30/22</Description>
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          <PipFraction>1</PipFraction>
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        <PortfolioSymbol>
          <Name>C26.CB</Name>
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        <PortfolioSymbol>
          <Name>C17C.CB</Name>
          <Description>CITIGROUP INC. 4.45% SR NTS</Description>
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          <TickSize>0.001</TickSize>
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        <PortfolioSymbol>
          <Name>C25C.CB</Name>
          <Description>CITIGROUP INC. 5.5% 09/13/25 CORPORATE B</Description>
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          <TickSize>0.001</TickSize>
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        <PortfolioSymbol>
          <Name>C42.CB</Name>
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          <Name>C43.CB</Name>
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        <PortfolioSymbol>
          <Name>CFG.18.CB</Name>
          <Description>CITIZENS BANK NA/PROVIDENCE RI 2.3 12/03</Description>
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          <Name>CFG.19A.CB</Name>
          <Description>CITIZENS BANK NA/PROVIDENCE RI 2.5 03/14</Description>
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          <Name>CFG.21.CB</Name>
          <Description>CITIZENS BANK NA/PROVIDENCE RI 2.55 05/1</Description>
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        <PortfolioSymbol>
          <Name>FTR31.CB</Name>
          <Description>CITIZENS COMM 9% SR NTS 8/15/31</Description>
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        <PortfolioSymbol>
          <Name>CZN31.CB</Name>
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        <PortfolioSymbol>
          <Name>FTR.19.CB</Name>
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        <PortfolioSymbol>
          <Name>FTR.27.CB</Name>
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        <PortfolioSymbol>
          <Name>CFG25A.CB</Name>
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        <PortfolioSymbol>
          <Name>CFG21.CB</Name>
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        <PortfolioSymbol>
          <Name>FTR.46.CB</Name>
          <Description>CITIZENS UTILITIES 7.05% DEBS 10/1/46</Description>
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          <Name>FTR.35.CB</Name>
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          <Name>FTR.25.CB</Name>
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        <PortfolioSymbol>
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          <Name>CCO.16A.CB</Name>
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          <Name>CNL.40.CB</Name>
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          <Name>CNL.35.CB</Name>
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        <PortfolioSymbol>
          <Name>FE.17A.CB</Name>
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        <PortfolioSymbol>
          <Name>FE.18.CB</Name>
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          <Name>FE.18A.CB</Name>
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        <PortfolioSymbol>
          <Name>FE.17.CB</Name>
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        <PortfolioSymbol>
          <Name>CLF40.CB</Name>
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          <TickSize>0.001</TickSize>
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          <Name>CLF20.CB</Name>
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          <Name>CLF21.CB</Name>
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          <Name>CLX21.CB</Name>
          <Description>CLOROX CO 3.8% SR NTS</Description>
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          <TickSize>0.001</TickSize>
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          <TickSize>0.001</TickSize>
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          <TickSize>0.001</TickSize>
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          <PipFraction>1</PipFraction>
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          <Name>CMS17.CB</Name>
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          <Name>CMS43.CB</Name>
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        <PortfolioSymbol>
          <Name>CMS22.CB</Name>
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          <PipFraction>1</PipFraction>
          <TickSize>0.001</TickSize>
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          <Name>CMS18.CB</Name>
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          <TickSize>0.001</TickSize>
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          <Name>CMS20.CB</Name>
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          <TickSize>0.001</TickSize>
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        <PortfolioSymbol>
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        <PortfolioSymbol>
          <Name>CNA23.CB</Name>
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          <Name>LOW.26.CB</Name>
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        <PortfolioSymbol>
          <Name>CNA21.CB</Name>
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          <TickSize>0.001</TickSize>
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        <PortfolioSymbol>
          <Name>CNA20.CB</Name>
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          <PipFraction>1</PipFraction>
          <TickSize>0.001</TickSize>
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          <Name>L.19A.CB</Name>
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          <PipFraction>1</PipFraction>
          <TickSize>0.001</TickSize>
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        <PortfolioSymbol>
          <Name>CNW.34.CB</Name>
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        <PortfolioSymbol>
          <Name>CNHI.17.CB</Name>
          <Description>CNH INDUSTRIAL</Description>
          <Decimals>3</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
          <TickSize>0.001</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>CNHI.18.CB</Name>
          <Description>CNH INDUSTRIAL</Description>
          <Decimals>3</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
          <TickSize>0.001</TickSize>
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        <PortfolioSymbol>
          <Name>CNHI.17A.CB</Name>
          <Description>CNH INDUSTRIAL NV  7.875%  12/1/17</Description>
          <Decimals>3</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
          <TickSize>0.001</TickSize>
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      </Symbols>
    </PortfolioCategory>
    <PortfolioCategory>
      <Name>CO</Name>
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        <PortfolioSymbol>
          <Name>COH25.CB</Name>
          <Description>COACH INC 4.25%</Description>
          <Decimals>3</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
          <TickSize>0.001</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>KO23B.CB</Name>
          <Description>COCA COLA CO 0.75% 2023</Description>
          <Decimals>3</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
          <TickSize>0.001</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>KO27.CB</Name>
          <Description>COCA COLA CO 1.125% 2027</Description>
          <Decimals>3</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
          <TickSize>0.001</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>KO35.CB</Name>
          <Description>COCA COLA CO 1.625% 2035</Description>
          <Decimals>3</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
          <TickSize>0.001</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>K026.CB</Name>
          <Description>COCA COLA CO 1.875% 2026</Description>
          <Decimals>3</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
          <TickSize>0.001</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>KO19A.CB</Name>
          <Description>COCA COLA CO FLT RATE 2019</Description>
          <Decimals>3</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
          <TickSize>0.001</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>KO17A.CB</Name>
          <Description>COCA COLA CO FLT RT 2017</Description>
          <Decimals>3</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
          <TickSize>0.001</TickSize>
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        <PortfolioSymbol>
          <Name>KO20.CB</Name>
          <Description>COCA COLA CO SR FIXED RT NT 3.15%</Description>
          <Decimals>3</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
          <TickSize>0.001</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>CCE36.CB</Name>
          <Description>COCA COLA ENTERPRISES 6.7% DEB</Description>
          <Decimals>3</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
          <TickSize>0.001</TickSize>
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        <PortfolioSymbol>
          <Name>CCE38.CB</Name>
          <Description>COCA COLA ENTERPRISES 6.75% DEB 1/15/38</Description>
          <Decimals>3</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
          <TickSize>0.001</TickSize>
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        <PortfolioSymbol>
          <Name>CCE28.CB</Name>
          <Description>COCA COLA ENTERPRISES 6.750%  09/15/28</Description>
          <Decimals>3</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
          <TickSize>0.001</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>CCE26A.CB</Name>
          <Description>COCA COLA ENTERPRISES 6.95% DEB 11/15/26</Description>
          <Decimals>3</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
          <TickSize>0.001</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>CCE98.CB</Name>
          <Description>COCA COLA ENTERPRISES 7% DEBS 05/15/98</Description>
          <Decimals>3</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
          <TickSize>0.001</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>CCE26.CB</Name>
          <Description>COCA COLA ENTERPRISES 7.00% DEB 10/1/26</Description>
          <Decimals>3</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
          <TickSize>0.001</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>CCE17.CB</Name>
          <Description>COCA COLA ENTERPRISES 7.125% DEB</Description>
          <Decimals>3</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
          <TickSize>0.001</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>CCE22A.CB</Name>
          <Description>COCA COLA ENTERPRISES 8% DEB 9/15/22</Description>
          <Decimals>3</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
          <TickSize>0.001</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>CCE22.CB</Name>
          <Description>COCA COLA ENTERPRISES 8.5% DEB 2/1/22</Description>
          <Decimals>3</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
          <TickSize>0.001</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>KO19.CB</Name>
          <Description>COCA-COLA CO 4.875% SR NTS 03/15/19</Description>
          <Decimals>3</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
          <TickSize>0.001</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>KO18B.CB</Name>
          <Description>COCA-COLA CO./THE 1.65% 11/01/18 CORPORA</Description>
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          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
          <TickSize>0.001</TickSize>
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        <PortfolioSymbol>
          <Name>KO18A.CB</Name>
          <Description>COCA-COLA CO/THE 1.15% 04/01/18 CORPORAT</Description>
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          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
          <TickSize>0.001</TickSize>
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        <PortfolioSymbol>
          <Name>KO21A.CB</Name>
          <Description>COCA-COLA CO/THE 1.55 09/01/2021</Description>
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          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
          <TickSize>0.001</TickSize>
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        <PortfolioSymbol>
          <Name>KO18.CB</Name>
          <Description>COCA-COLA CO/THE 1.65% SR NTS</Description>
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          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
          <TickSize>0.001</TickSize>
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        <PortfolioSymbol>
          <Name>KO16.CB</Name>
          <Description>COCA-COLA CO/THE 1.80% 09/01/16 CORPORAT</Description>
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          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
          <TickSize>0.001</TickSize>
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        <PortfolioSymbol>
          <Name>KO20B.CB</Name>
          <Description>COCA-COLA CO/THE 1.875 10/27/2020</Description>
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          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
          <TickSize>0.001</TickSize>
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        <PortfolioSymbol>
          <Name>KO26B.CB</Name>
          <Description>COCA-COLA CO/THE 2.25 09/01/2026</Description>
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          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
          <TickSize>0.001</TickSize>
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        <PortfolioSymbol>
          <Name>KO23.CB</Name>
          <Description>COCA-COLA CO/THE 2.50% 04/01/23 CORPORAT</Description>
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          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
          <TickSize>0.001</TickSize>
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        <PortfolioSymbol>
          <Name>KO26A.CB</Name>
          <Description>COCA-COLA CO/THE 2.55 06/01/2026</Description>
          <Decimals>3</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
          <TickSize>0.001</TickSize>
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        <PortfolioSymbol>
          <Name>KO25.CB</Name>
          <Description>COCA-COLA CO/THE 2.875 10/27/2025</Description>
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          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
          <TickSize>0.001</TickSize>
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        <PortfolioSymbol>
          <Name>KO21.CB</Name>
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          <PipFraction>1</PipFraction>
          <TickSize>0.001</TickSize>
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        <PortfolioSymbol>
          <Name>KO20A.CB</Name>
          <Description>COCA-COLA CO/THE KO 2.45%</Description>
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          <PipFraction>1</PipFraction>
          <TickSize>0.001</TickSize>
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          <Name>KO23A.CB</Name>
          <Description>COCA-COLA CO/THE KO 3.2%</Description>
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          <PipFraction>1</PipFraction>
          <TickSize>0.001</TickSize>
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        <PortfolioSymbol>
          <Name>KO17.CB</Name>
          <Description>COCA-COLA COMPANY 5.35% 11/15/17</Description>
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          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
          <TickSize>0.001</TickSize>
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        <PortfolioSymbol>
          <Name>CCE16.CB</Name>
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          <Decimals>3</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
          <TickSize>0.001</TickSize>
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        <PortfolioSymbol>
          <Name>CCE21.CB</Name>
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          <Decimals>3</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
          <TickSize>0.001</TickSize>
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        <PortfolioSymbol>
          <Name>CCE19.CB</Name>
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          <Decimals>3</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
          <TickSize>0.001</TickSize>
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        <PortfolioSymbol>
          <Name>CDE.21.CB</Name>
          <Description>COEUR MINING INC. 7.875% 02/01/21</Description>
          <Decimals>3</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
          <TickSize>0.001</TickSize>
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        <PortfolioSymbol>
          <Name>COF.17.CB</Name>
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          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
          <TickSize>0.001</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>CL16.CB</Name>
          <Description>COLGATE PALMOLIVE CO MTNS BE FR 5.2%</Description>
          <Decimals>3</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
          <TickSize>0.001</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>CL19A.CB</Name>
          <Description>COLGATE PALMOLIVE COMPANY FL RT 2019</Description>
          <Decimals>3</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
          <TickSize>0.001</TickSize>
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        <PortfolioSymbol>
          <Name>CL18.CB</Name>
          <Description>COLGATE-PALMOLIVE CO 0.9% 05/01/2018</Description>
          <Decimals>3</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
          <TickSize>0.001</TickSize>
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        <PortfolioSymbol>
          <Name>CL23A.CB</Name>
          <Description>COLGATE-PALMOLIVE CO 1.95 02/01/2023</Description>
          <Decimals>3</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
          <TickSize>0.001</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>CL22.CB</Name>
          <Description>COLGATE-PALMOLIVE CO 2.3 05/03/2022</Description>
          <Decimals>3</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
          <TickSize>0.001</TickSize>
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        <PortfolioSymbol>
          <Name>CL21.CB</Name>
          <Description>COLGATE-PALMOLIVE CO 2.45</Description>
          <Decimals>3</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
          <TickSize>0.001</TickSize>
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        <PortfolioSymbol>
          <Name>CL20.CB</Name>
          <Description>COLGATE-PALMOLIVE CO 2.95% SR</Description>
          <Decimals>3</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
          <TickSize>0.001</TickSize>
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        <PortfolioSymbol>
          <Name>CL19.CB</Name>
          <Description>COLGATE-PALMOLIVE CO 2.95% SR NTS</Description>
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          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
          <TickSize>0.001</TickSize>
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        <PortfolioSymbol>
          <Name>CL17.CB</Name>
          <Description>COLGATE-PALMOLIVE COMPANY 2.625% SR NTS</Description>
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          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
          <TickSize>0.001</TickSize>
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        <PortfolioSymbol>
          <Name>CL24.CB</Name>
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          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
          <TickSize>0.001</TickSize>
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        <PortfolioSymbol>
          <Name>EP.37.CB</Name>
          <Description>COLORADO INTRSTE GAS 6.85% DEBS 6/15/37</Description>
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          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
          <TickSize>0.001</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>HCA.23.CB</Name>
          <Description>COLUMBIA HLTH/HCA 7.50% SR NTS</Description>
          <Decimals>3</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
          <TickSize>0.001</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>HCA.27.CB</Name>
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          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
          <TickSize>0.001</TickSize>
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        <PortfolioSymbol>
          <Name>HCA.25A.CB</Name>
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          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
          <TickSize>0.001</TickSize>
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        <PortfolioSymbol>
          <Name>HCA.25.CB</Name>
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          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
          <TickSize>0.001</TickSize>
        </PortfolioSymbol>
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          <Name>AEP.18A.CB</Name>
          <Description>COLUMBUS SOUTHERN PWR 6.05% SR NTS 5/18</Description>
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          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
          <TickSize>0.001</TickSize>
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        <PortfolioSymbol>
          <Name>AEP.18.CB</Name>
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          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
          <TickSize>0.001</TickSize>
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        <PortfolioSymbol>
          <Name>AEP.33D.CB</Name>
          <Description>COLUMBUS SOUTHERN PWR CO SR</Description>
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          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
          <TickSize>0.001</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>CMA16.CB</Name>
          <Description>COMERICA BANK SUB NT 5.75%</Description>
          <Decimals>3</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
          <TickSize>0.001</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>CMA26.CB</Name>
          <Description>COMERICA BANK SUB NT 7.875%</Description>
          <Decimals>3</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
          <TickSize>0.001</TickSize>
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        <PortfolioSymbol>
          <Name>CMA.17.CB</Name>
          <Description>COMERICA BK DETRIOT MICH SR NT 5.2%</Description>
          <Decimals>3</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
          <TickSize>0.001</TickSize>
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        <PortfolioSymbol>
          <Name>CMA19.CB</Name>
          <Description>COMERICA INC 2.125 5/23/19</Description>
          <Decimals>3</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
          <TickSize>0.001</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>CMA26A.CB</Name>
          <Description>COMERICA INC 3.80% 07/22/2026</Description>
          <Decimals>3</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
          <TickSize>0.001</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>CMC18.CB</Name>
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          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
          <TickSize>0.001</TickSize>
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        <PortfolioSymbol>
          <Name>CMC17.CB</Name>
          <Description>COMMERCIAL METALS CO NT 6.5%</Description>
          <Decimals>3</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
          <TickSize>0.001</TickSize>
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        <PortfolioSymbol>
          <Name>CMC23.CB</Name>
          <Description>COMMERCIAL METALS COMPANY 4.875%</Description>
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          <PipFraction>1</PipFraction>
          <TickSize>0.001</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
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          <TickSize>0.001</TickSize>
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          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
          <TickSize>0.001</TickSize>
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        <PortfolioSymbol>
          <Name>EXC.33.CB</Name>
          <Description>COMMONWEALTH EDISON 5.875%</Description>
          <Decimals>3</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
          <TickSize>0.001</TickSize>
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        <PortfolioSymbol>
          <Name>EXC.36.CB</Name>
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          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
          <TickSize>0.001</TickSize>
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        <PortfolioSymbol>
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          <Decimals>3</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
          <TickSize>0.001</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>EXC.38.CB</Name>
          <Description>COMMONWEALTH EDISON 6.45% 1ST MTG NTS 1/</Description>
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          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
          <TickSize>0.001</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>EXC.18.CB</Name>
          <Description>COMMONWEALTH EDISON 6.9% SR NTS 7/15/18</Description>
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          <Name>EXC.24.CB</Name>
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          <Name>EXC.20B.CB</Name>
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          <Name>EXC.18B.CB</Name>
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        <PortfolioSymbol>
          <Name>CWH20.CB</Name>
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          <Name>EXC.19A.CB</Name>
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          <Name>EXC.44.CB</Name>
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          <Name>BBVA.19A.CB</Name>
          <Description>COMPASS BANK 2.75% 09/29/19</Description>
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          <TickSize>0.001</TickSize>
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          <Name>BBVA.26.CB</Name>
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          <TickSize>0.001</TickSize>
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          <Name>CPX16.CB</Name>
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          <TickSize>0.001</TickSize>
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          <Name>CRK17.CB</Name>
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          <TickSize>0.001</TickSize>
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          <TickSize>0.001</TickSize>
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          <Description>CON EDISON NY 7.125% SR NTS 12/1/18</Description>
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          <TickSize>0.001</TickSize>
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          <TickSize>0.001</TickSize>
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          <Name>CAG18.CB</Name>
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          <Name>CVH17.CB</Name>
          <Description>COVENTRY HEALTH 5.95% NTS 3/15/17</Description>
          <Decimals>3</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
          <TickSize>0.001</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>CVH21.CB</Name>
          <Description>COVENTRY HEALTH CARE INC. 5.45% NTS</Description>
          <Decimals>3</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
          <TickSize>0.001</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>AET.21.CB</Name>
          <Description>COVENTRY HEALTH CARE INC. 5.45% NTS 06/1</Description>
          <Decimals>3</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
          <TickSize>0.001</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>COV17.CB</Name>
          <Description>COVIDIEN INTERNATIONAL 6% GTD NTS</Description>
          <Decimals>3</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
          <TickSize>0.001</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>MDT.17.CB</Name>
          <Description>COVIDIEN INTERNATIONAL 6% GTD NTS 10/15/</Description>
          <Decimals>3</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
          <TickSize>0.001</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>MDT.37.CB</Name>
          <Description>COVIDIEN INTERNATIONAL 6.55% GTD NTS 10/</Description>
          <Decimals>3</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
          <TickSize>0.001</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>COV37.CB</Name>
          <Description>COVIDIEN INTL 6.55% GTD NTS 10/15/37</Description>
          <Decimals>3</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
          <TickSize>0.001</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>COV.23.CB</Name>
          <Description>COVIDIEN INTL FINANCE SA 2.95%</Description>
          <Decimals>3</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
          <TickSize>0.001</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>MDT.23.CB</Name>
          <Description>COVIDIEN INTL FINANCE SA 2.95% 06/15/23</Description>
          <Decimals>3</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
          <TickSize>0.001</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>MDT.22.CB</Name>
          <Description>COVIDIEN INTL FINANCE SA 3.20% 06/15/22</Description>
          <Decimals>3</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
          <TickSize>0.001</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>COV20.CB</Name>
          <Description>COVIDIEN INTL FINANCIAL SA 4.2%</Description>
          <Decimals>3</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
          <TickSize>0.001</TickSize>
        </PortfolioSymbol>
      </Symbols>
    </PortfolioCategory>
    <PortfolioCategory>
      <Name>CP</Name>
      <Symbols>
        <PortfolioSymbol>
          <Name>UN.97.CB</Name>
          <Description>CPC INTL INC MTN BE CALL 5.6%</Description>
          <Decimals>3</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
          <TickSize>0.001</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>UN.17.CB</Name>
          <Description>CPC INTL INC MTN BE CALL 7.0%</Description>
          <Decimals>3</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
          <TickSize>0.001</TickSize>
        </PortfolioSymbol>
      </Symbols>
    </PortfolioCategory>
    <PortfolioCategory>
      <Name>CR</Name>
      <Symbols>
        <PortfolioSymbol>
          <Name>BCR18.CB</Name>
          <Description>CR BARD INC 1.375%</Description>
          <Decimals>3</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
          <TickSize>0.001</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>BCR21.CB</Name>
          <Description>CR BARD INC. 4.4% SR NTS 01/15/21</Description>
          <Decimals>3</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
          <TickSize>0.001</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>CR36.CB</Name>
          <Description>CRANE COMPANY 6.55% BDS 11/15/36</Description>
          <Decimals>3</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
          <TickSize>0.001</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>CS.16A.CB</Name>
          <Description>CREDIT SUISSE FIRST BSTN 5.85% 8/16/16</Description>
          <Decimals>3</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
          <TickSize>0.001</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>CS.32.CB</Name>
          <Description>CREDIT SUISSE FIRST BSTN 7.125% NTS 7/32</Description>
          <Decimals>3</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
          <TickSize>0.001</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>CSPA.CB</Name>
          <Description>CREDIT SUISSE FXD-FLTG RATE TIER 1 CAP</Description>
          <Decimals>3</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
          <TickSize>0.001</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>CS.20L.CB</Name>
          <Description>CREDIT SUISSE GRP FNDG GUERNSEY LTD 2.75</Description>
          <Decimals>3</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
          <TickSize>0.001</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>CS.22A.CB</Name>
          <Description>CREDIT SUISSE GRP FUNDING FUERNSEY 3.8</Description>
          <Decimals>3</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
          <TickSize>0.001</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>CS.25.CB</Name>
          <Description>CREDIT SUISSE GRP FUNDING GUERNSEY  3.75</Description>
          <Decimals>3</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
          <TickSize>0.001</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>CS.17.CB</Name>
          <Description>CREDIT SUISSE NEW YORK 1.375%</Description>
          <Decimals>3</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
          <TickSize>0.001</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>CS.19A.CB</Name>
          <Description>CREDIT SUISSE NEW YORK 2.3% 05/28/19</Description>
          <Decimals>3</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
          <TickSize>0.001</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>CS21.CB</Name>
          <Description>CREDIT SUISSE NEW YORK 3 10/29/2021</Description>
          <Decimals>3</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
          <TickSize>0.001</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>CS.24.CB</Name>
          <Description>CREDIT SUISSE NEW YORK 3.625% 09/09/24</Description>
          <Decimals>3</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
          <TickSize>0.001</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>CS.19.CB</Name>
          <Description>CREDIT SUISSE NEW YORK BRANCH SR NTS 5.3</Description>
          <Decimals>3</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
          <TickSize>0.001</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>CS.20.CB</Name>
          <Description>CREDIT SUISSE NEW YORK BRANCH SUB NT 5.4</Description>
          <Decimals>3</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
          <TickSize>0.001</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>CS.18T.CB</Name>
          <Description>CREDIT SUISSE NEW YORK NY 1.7%</Description>
          <Decimals>3</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
          <TickSize>0.001</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>CS20.CB</Name>
          <Description>CREDIT SUISSE NY 4.375%</Description>
          <Decimals>3</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
          <TickSize>0.001</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>CS.18.CB</Name>
          <Description>CREDIT SUISSE NY BRH SUB NT 6%</Description>
          <Decimals>3</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
          <TickSize>0.001</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>CS.18S.CB</Name>
          <Description>CREDIT SUISSE/NEW YORK NY 1.75 01/29/18</Description>
          <Decimals>3</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
          <TickSize>0.001</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>CMLP22.CB</Name>
          <Description>CRESTWOOD MIDSTREAM PART 6.125 03/01/22</Description>
          <Decimals>3</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
          <TickSize>0.001</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>CRH.18.CB</Name>
          <Description>CRH AMERICA 8.125% NTS 7/15/18</Description>
          <Decimals>3</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
          <TickSize>0.001</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>CRH.16.CB</Name>
          <Description>CRH AMERICA INC</Description>
          <Decimals>3</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
          <TickSize>0.001</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>CRH.21.CB</Name>
          <Description>CRH.21.CB</Description>
          <Decimals>3</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
          <TickSize>0.001</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>CCK.21.CB</Name>
          <Description>CROWN AMER/CAP CORP III 6.25%</Description>
          <Decimals>3</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
          <TickSize>0.001</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>CCK.23.CB</Name>
          <Description>CROWN AMER/CAP CORP IV 4.5 01/15/2023</Description>
          <Decimals>3</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
          <TickSize>0.001</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>CCI22.CB</Name>
          <Description>CROWN CASTLE INT CCI 4.875% 04/15/22</Description>
          <Decimals>3</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
          <TickSize>0.001</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>CCI21.CB</Name>
          <Description>CROWN CASTLE INTERNATIONAL CORP 3.4</Description>
          <Decimals>3</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
          <TickSize>0.001</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>CCI.23.CB</Name>
          <Description>CROWN CASTLE INTL 5.25 1/15/23</Description>
          <Decimals>3</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
          <TickSize>0.001</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>CCI21A.CB</Name>
          <Description>CROWN CASTLE INTL CORP 2.25 09/01/2021</Description>
          <Decimals>3</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
          <TickSize>0.001</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>CCI26A.CB</Name>
          <Description>CROWN CASTLE INTL CORP 3.7 06/15/2026</Description>
          <Decimals>3</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
          <TickSize>0.001</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>CCI26.CB</Name>
          <Description>CROWN CASTLE INTL CORP 4.45 02/15/2026</Description>
          <Decimals>3</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
          <TickSize>0.001</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>CCI23.CB</Name>
          <Description>CROWN CASTLE INTL CORP 5.25 01/15/2023</Description>
          <Decimals>3</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
          <TickSize>0.001</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>CCI17.CB</Name>
          <Description>CROWN CASTLE INTL CORP 7.125%</Description>
          <Decimals>3</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
          <TickSize>0.001</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>CI17.CB</Name>
          <Description>CROWN CASTLE INTL CORP 7.125% ST NTS</Description>
          <Decimals>3</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
          <TickSize>0.001</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>CCK26.CB</Name>
          <Description>CROWN CORK AND SEAL COMPAN</Description>
          <Decimals>3</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
          <TickSize>0.001</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>ORH-A17.CB</Name>
          <Description>CRUM &amp; FORSTER HLDGS CORP SR 7.75%</Description>
          <Decimals>3</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
          <TickSize>0.001</TickSize>
        </PortfolioSymbol>
      </Symbols>
    </PortfolioCategory>
    <PortfolioCategory>
      <Name>CS</Name>
      <Symbols>
        <PortfolioSymbol>
          <Name>CVC.21.CB</Name>
          <Description>CSC HOLDINGS 6.75%</Description>
          <Decimals>3</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
          <TickSize>0.001</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>CVC.18A.CB</Name>
          <Description>CSC HOLDINGS 7.625% DEBS 7/15/18</Description>
          <Decimals>3</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
          <TickSize>0.001</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>CVC18.CB</Name>
          <Description>CSC HOLDINGS 7.875% DEBS 2/15/18</Description>
          <Decimals>3</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
          <TickSize>0.001</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>CVC21.CB</Name>
          <Description>CSC HOLDINGS LLC 6.75 11/15/2021</Description>
          <Decimals>3</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
          <TickSize>0.001</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>CVC19.CB</Name>
          <Description>CSC HOLDINGS LLC 8.625 02/15/2019</Description>
          <Decimals>3</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
          <TickSize>0.001</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>CSX25.CB</Name>
          <Description>CSX CORP 3.35 11/01/2025</Description>
          <Decimals>3</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
          <TickSize>0.001</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>CSX24.CB</Name>
          <Description>CSX CORP 3.4 08/01/2024</Description>
          <Decimals>3</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
          <TickSize>0.001</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>CSX23.CB</Name>
          <Description>CSX CORP 3.7%</Description>
          <Decimals>3</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
          <TickSize>0.001</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>CSX20.CB</Name>
          <Description>CSX CORP 3.7% SR NTS</Description>
          <Decimals>3</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
          <TickSize>0.001</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>CSX50.CB</Name>
          <Description>CSX CORP 3.95% 05/01/2050</Description>
          <Decimals>3</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
          <TickSize>0.001</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>CSX44.CB</Name>
          <Description>CSX CORP 4.1% 03/15/44</Description>
          <Decimals>3</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
          <TickSize>0.001</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>CSX21A.CB</Name>
          <Description>CSX CORP 4.25% SR NTS</Description>
          <Decimals>3</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
          <TickSize>0.001</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>CSX43.CB</Name>
          <Description>CSX CORP 4.4% SR NTS 03/01/43</Description>
          <Decimals>3</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
          <TickSize>0.001</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>CSX41.CB</Name>
          <Description>CSX CORP 5.50% SR NTS</Description>
          <Decimals>3</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
          <TickSize>0.001</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>CSX17A.CB</Name>
          <Description>CSX CORP 5.6% NTS 5/1/17</Description>
          <Decimals>3</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
          <TickSize>0.001</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>CSX36.CB</Name>
          <Description>CSX CORP 6% NTS 10/1/36</Description>
          <Decimals>3</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
          <TickSize>0.001</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>CSX37.CB</Name>
          <Description>CSX CORP 6.15% NTS 5/1/37</Description>
          <Decimals>3</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
          <TickSize>0.001</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>CSX18.CB</Name>
          <Description>CSX CORP 6.25% SR NTS 3/15/18</Description>
          <Decimals>3</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
          <TickSize>0.001</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>CSX28.CB</Name>
          <Description>CSX CORP 6.8% MTNS 12/1/28</Description>
          <Decimals>3</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
          <TickSize>0.001</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>CSX19.CB</Name>
          <Description>CSX CORP 7.375% NTS 02/01/19</Description>
          <Decimals>3</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
          <TickSize>0.001</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>CSX38.CB</Name>
          <Description>CSX CORP 7.45% NTS 04/01/38</Description>
          <Decimals>3</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
          <TickSize>0.001</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>CSX17.CB</Name>
          <Description>CSX CORP 7.9% DEB 5/1/17</Description>
          <Decimals>3</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
          <TickSize>0.001</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>CSX27.CB</Name>
          <Description>CSX CORP 7.95% DEB 5/1/27</Description>
          <Decimals>3</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
          <TickSize>0.001</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>CSX22A.CB</Name>
          <Description>CSX CORP 8.10% DEB 9/15/22</Description>
          <Decimals>3</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
          <TickSize>0.001</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>CSX22.CB</Name>
          <Description>CSX CORP 8.625% DEB 5/15/22</Description>
          <Decimals>3</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
          <TickSize>0.001</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>CSX40.CB</Name>
          <Description>CSX CORP FIXED RT NT 6.22%</Description>
          <Decimals>3</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
          <TickSize>0.001</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>CSX27B.CB</Name>
          <Description>CSX CORP7.25% DEB 5/1/27</Description>
          <Decimals>3</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
          <TickSize>0.001</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>CSX.43.CB</Name>
          <Description>CSX TRANSN INC DEB 7.875% 05/15/43</Description>
          <Decimals>3</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
          <TickSize>0.001</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>CSX.20.CB</Name>
          <Description>CSX TRANSN INC DEB 9.75% 06/15/20</Description>
          <Decimals>3</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
          <TickSize>0.001</TickSize>
        </PortfolioSymbol>
      </Symbols>
    </PortfolioCategory>
    <PortfolioCategory>
      <Name>CU</Name>
      <Symbols>
        <PortfolioSymbol>
          <Name>CB18.CB</Name>
          <Description>CUBB CORP 5.75% SR NTS</Description>
          <Decimals>3</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
          <TickSize>0.001</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>CMI23.CB</Name>
          <Description>CUMMINS INC 3.65% 10/01/2023</Description>
          <Decimals>3</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
          <TickSize>0.001</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>CMI43.CB</Name>
          <Description>CUMMINS INC 4.875% 10/01/2043 CORPORATE</Description>
          <Decimals>3</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
          <TickSize>0.001</TickSize>
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        <PortfolioSymbol>
          <Name>CMI98.CB</Name>
          <Description>CUMMINS INC DEB 5.65%</Description>
          <Decimals>3</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
          <TickSize>0.001</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>CMI27.CB</Name>
          <Description>CUMMINS INC DEB 6.75% 02/15/27</Description>
          <Decimals>3</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
          <TickSize>0.001</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>CMI28.CB</Name>
          <Description>CUMMINS INC DEB 7.125% 03/01/28</Description>
          <Decimals>3</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
          <TickSize>0.001</TickSize>
        </PortfolioSymbol>
      </Symbols>
    </PortfolioCategory>
    <PortfolioCategory>
      <Name>CV</Name>
      <Symbols>
        <PortfolioSymbol>
          <Name>CVI.22.CB</Name>
          <Description>CVR REF LLC/COFF FIN INC 6.5 11/01/2022</Description>
          <Decimals>3</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
          <TickSize>0.001</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>CVS17.CB</Name>
          <Description>CVS CAREMARK 5.75% SR NTS 6/1/17</Description>
          <Decimals>3</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
          <TickSize>0.001</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>CVS39.CB</Name>
          <Description>CVS CAREMARK 6.125% SR NTS 9/15/39</Description>
          <Decimals>3</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
          <TickSize>0.001</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>CVS27.CB</Name>
          <Description>CVS CAREMARK 6.25% SR NTS 6/1/27</Description>
          <Decimals>3</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
          <TickSize>0.001</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>CVS37.CB</Name>
          <Description>CVS CAREMARK 6.302% JR SUB</Description>
          <Decimals>3</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
          <TickSize>0.001</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>CVS22.CB</Name>
          <Description>CVS CAREMARK CORP 2.75% 12/01/2022</Description>
          <Decimals>3</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
          <TickSize>0.001</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>CVS24.CB</Name>
          <Description>CVS CAREMARK CORP 3.375% 08/12/24</Description>
          <Decimals>3</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
          <TickSize>0.001</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>CVS20.CB</Name>
          <Description>CVS CAREMARK CORP FIXED RT SR 4.75%</Description>
          <Decimals>3</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
          <TickSize>0.001</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>CVS18.CB</Name>
          <Description>CVS CAREMARK CORP. 2.25% 12/05/18 CORPOR</Description>
          <Decimals>3</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
          <TickSize>0.001</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>CVS23.CB</Name>
          <Description>CVS CAREMARK CORP. 4% 12/05/23 CORPORATE</Description>
          <Decimals>3</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
          <TickSize>0.001</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>CVS43.CB</Name>
          <Description>CVS CAREMARK CORP. 5.3% 12/05/43 CORPORA</Description>
          <Decimals>3</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
          <TickSize>0.001</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>CVS21.CB</Name>
          <Description>CVS CAREMARK CORPORATION 4.125% SR NTS</Description>
          <Decimals>3</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
          <TickSize>0.001</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>CVS41.CB</Name>
          <Description>CVS CAREMARK CORPORATION 5.75%</Description>
          <Decimals>3</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
          <TickSize>0.001</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>CVS19.CB</Name>
          <Description>CVS CAREMARK CORPORATION SR NT 6.6%</Description>
          <Decimals>3</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
          <TickSize>0.001</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>CVS16.CB</Name>
          <Description>CVS CORP 6.125% SR.NTS</Description>
          <Decimals>3</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
          <TickSize>0.001</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>CVS.16.CB</Name>
          <Description>CVS CORPORATION 6.125% SR NTS 8/15/16</Description>
          <Decimals>3</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
          <TickSize>0.001</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>CVS18A.CB</Name>
          <Description>CVS HEALTH 1.9% 7/20/18</Description>
          <Decimals>3</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
          <TickSize>0.001</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>CVS22A.CB</Name>
          <Description>CVS HEALTH 3.5%</Description>
          <Decimals>3</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
          <TickSize>0.001</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>CVS21A.CB</Name>
          <Description>CVS HEALTH CORP 2.125 06/01/2021</Description>
          <Decimals>3</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
          <TickSize>0.001</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>CVS26.CB</Name>
          <Description>CVS HEALTH CORP 2.875 06/01/2026</Description>
          <Decimals>3</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
          <TickSize>0.001</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>CVX23A.CB</Name>
          <Description>CVS HEALTH CORP 2.875 06/01/2026</Description>
          <Decimals>3</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
          <TickSize>0.001</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>CVS25.CB</Name>
          <Description>CVS HEALTH CORP 3.875 07/20/2025</Description>
          <Decimals>3</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
          <TickSize>0.001</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>CVS35.CB</Name>
          <Description>CVS HEALTH CORP 4.875 07/20/2035</Description>
          <Decimals>3</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
          <TickSize>0.001</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>CVS45.CB</Name>
          <Description>CVS HEALTH CORP 5.125 07/20/2045</Description>
          <Decimals>3</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
          <TickSize>0.001</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>CVS20A.CB</Name>
          <Description>CVS HEEALTH CORP 2.8 07/20/2020</Description>
          <Decimals>3</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
          <TickSize>0.001</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>CVS19A.CB</Name>
          <Description>CVS19A.CB</Description>
          <Decimals>3</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
          <TickSize>0.001</TickSize>
        </PortfolioSymbol>
      </Symbols>
    </PortfolioCategory>
    <PortfolioCategory>
      <Name>CY</Name>
      <Symbols>
        <PortfolioSymbol>
          <Name>CYT23.CB</Name>
          <Description>CYTEC INDUSTRIES INC 3.5 04/01/2023</Description>
          <Decimals>3</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
          <TickSize>0.001</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>CYT17.CB</Name>
          <Description>CYTEC INDUSTRIES INC 8.95% SR NTS</Description>
          <Decimals>3</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
          <TickSize>0.001</TickSize>
        </PortfolioSymbol>
      </Symbols>
    </PortfolioCategory>
  </Categories>
</Portfolio>