﻿<?xml version="1.0" encoding="UTF-8"?>
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          <Description>DAVITA INC 5.75% 08/15/22</Description>
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          <Name>DB21.CB</Name>
          <Description>DEUTSCHE BANK AG 3.125 1/13/21</Description>
          <Decimals>3</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
          <TickSize>0.001</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>DB21A.CB</Name>
          <Description>DEUTSCHE BANK AG 3.375 05/12/2021</Description>
          <Decimals>3</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
          <TickSize>0.001</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>DB.17B.CB</Name>
          <Description>DEUTSCHE BANK AG LONDON 1.35% 05/30/17</Description>
          <Decimals>3</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
          <TickSize>0.001</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>DB.17A.CB</Name>
          <Description>DEUTSCHE BANK AG LONDON 1.4%</Description>
          <Decimals>3</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
          <TickSize>0.001</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>DB.19.CB</Name>
          <Description>DEUTSCHE BANK AG LONDON 2.5% 02/13/2019</Description>
          <Decimals>3</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
          <TickSize>0.001</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>DB.24.CB</Name>
          <Description>DEUTSCHE BANK AG LONDON 3.7% 05/30/24</Description>
          <Decimals>3</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
          <TickSize>0.001</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>DB.17.CB</Name>
          <Description>DEUTSCHE BANK AG LONDON 6% SR NTS</Description>
          <Decimals>3</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
          <TickSize>0.001</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>DB.18B.CB</Name>
          <Description>DEUTSCHE BANK AG/LONDON 1.875 02/13/2018</Description>
          <Decimals>3</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
          <TickSize>0.001</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>DB25.CB</Name>
          <Description>DEUTSCHE BK AG .03%</Description>
          <Decimals>3</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
          <TickSize>0.001</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>DB38.CB</Name>
          <Description>DEUTSCHE BK AG CALL NT 6%</Description>
          <Decimals>3</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
          <TickSize>0.001</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>DDR18C.CB</Name>
          <Description>DEVELOPERS DIV RLTY CORP 7.5%</Description>
          <Decimals>3</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
          <TickSize>0.001</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>DDR18B.CB</Name>
          <Description>DEVELOPERS DIV RLTY CORP MTNBE FR 7.5%</Description>
          <Decimals>3</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
          <TickSize>0.001</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>DDR20.CB</Name>
          <Description>DEVELOPERS DIVERSIFIED 7.875%</Description>
          <Decimals>3</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
          <TickSize>0.001</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>DDR17.CB</Name>
          <Description>DEVELOPERS DIVERSIFIED RLTY CO NT 7.5%</Description>
          <Decimals>3</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
          <TickSize>0.001</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>DVN32.CB</Name>
          <Description>DEVON ENERGY 7.95% DEBS 4/15/32</Description>
          <Decimals>3</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
          <TickSize>0.001</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>DVN45.CB</Name>
          <Description>DEVON ENERGY CORP 5% 6/15/45</Description>
          <Decimals>3</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
          <TickSize>0.001</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>DVN19.CB</Name>
          <Description>DEVON ENERGY CORP 6.3% SR NTS</Description>
          <Decimals>3</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
          <TickSize>0.001</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>DVN17.CB</Name>
          <Description>DEVON ENERGY CORPORATION 1.875%</Description>
          <Decimals>3</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
          <TickSize>0.001</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>DVN16.CB</Name>
          <Description>DEVON ENERGY CORPORATION 2.4%</Description>
          <Decimals>3</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
          <TickSize>0.001</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>DVN22.CB</Name>
          <Description>DEVON ENERGY CORPORATION 3.25%</Description>
          <Decimals>3</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
          <TickSize>0.001</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>DVN21.CB</Name>
          <Description>DEVON ENERGY CORPORATION 4.0% SR NTS</Description>
          <Decimals>3</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
          <TickSize>0.001</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>DVN42.CB</Name>
          <Description>DEVON ENERGY CORPORATION 4.75% 05/15/42</Description>
          <Decimals>3</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
          <TickSize>0.001</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>DVN41.CB</Name>
          <Description>DEVON ENERGY CORPORATION 5.6% SR NTS</Description>
          <Decimals>3</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
          <TickSize>0.001</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>DVN.31.CB</Name>
          <Description>DEVON FINANCING 7.875% DUE 9/30/31</Description>
          <Decimals>3</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
          <TickSize>0.001</TickSize>
        </PortfolioSymbol>
      </Symbols>
    </PortfolioCategory>
    <PortfolioCategory>
      <Name>DH</Name>
      <Symbols>
        <PortfolioSymbol>
          <Name>DHR20.CB</Name>
          <Description>DHR20.CB</Description>
          <Decimals>3</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
          <TickSize>0.001</TickSize>
        </PortfolioSymbol>
      </Symbols>
    </PortfolioCategory>
    <PortfolioCategory>
      <Name>DI</Name>
      <Symbols>
        <PortfolioSymbol>
          <Name>DEO.17.CB</Name>
          <Description>DIAEGO CAPITAL PLC 1.50%</Description>
          <Decimals>3</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
          <TickSize>0.001</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>DEO.16.CB</Name>
          <Description>DIAEGO CAPITAL PLC 1.50% 05/11/17</Description>
          <Decimals>3</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
          <TickSize>0.001</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>DEO.18A.CB</Name>
          <Description>DIAGEO CAP PLC 1.125% 04/29/18</Description>
          <Decimals>3</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
          <TickSize>0.001</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>DEO.23.CB</Name>
          <Description>DIAGEO CAP PLC 2.625% 04/29/23 CORPORATE</Description>
          <Decimals>3</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
          <TickSize>0.001</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>DEO.43.CB</Name>
          <Description>DIAGEO CAP PLC 3.875% 04/43 CORPORATE BO</Description>
          <Decimals>3</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
          <TickSize>0.001</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>DEO.18.CB</Name>
          <Description>DIAGEO CAP PLC MTN BE FR 4.85%</Description>
          <Decimals>3</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
          <TickSize>0.001</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>DEO36.CB</Name>
          <Description>DIAGEO CAPITAL 5.875% NTS</Description>
          <Decimals>3</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
          <TickSize>0.001</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>DEO18.CB</Name>
          <Description>DIAGEO CAPITAL PLC 1.125 04/29/2018</Description>
          <Decimals>3</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
          <TickSize>0.001</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>DEO23.CB</Name>
          <Description>DIAGEO CAPITAL PLC 2.625 04/29/2023</Description>
          <Decimals>3</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
          <TickSize>0.001</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>DEO.20.CB</Name>
          <Description>DIAGEO CAPITAL PLC 4.828% NTS</Description>
          <Decimals>3</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
          <TickSize>0.001</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>DEO16.CB</Name>
          <Description>DIAGEO CAPITAL PLC 5.5% NTS 9/30/16</Description>
          <Decimals>3</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
          <TickSize>0.001</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>DEO17.CB</Name>
          <Description>DIAGEO CAPITAL PLC 5.75% NTS 10/23/17</Description>
          <Decimals>3</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
          <TickSize>0.001</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>DEO.22.CB</Name>
          <Description>DIAGO INVESTMENT CORP 2.875%</Description>
          <Decimals>3</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
          <TickSize>0.001</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>DEO.42.CB</Name>
          <Description>DIAGO INVESTMENT CORP 4.25%</Description>
          <Decimals>3</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
          <TickSize>0.001</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>DO39.CB</Name>
          <Description>DIAMOND OFFSHORE DRILL 5.7%</Description>
          <Decimals>3</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
          <TickSize>0.001</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>L.19.CB</Name>
          <Description>DIAMOND OFFSHORE DRILLING 5.875% 05/01</Description>
          <Decimals>3</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
          <TickSize>0.001</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>VZ.23B.CB</Name>
          <Description>DIAMOND STATE TEL CO DEB 7%</Description>
          <Decimals>3</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
          <TickSize>0.001</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>HPQ.23.CB</Name>
          <Description>DIGITAL EQUIP CORP DEB 7.75% 04/01/23</Description>
          <Decimals>3</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
          <TickSize>0.001</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>DLR20A.CB</Name>
          <Description>DIGITAL REALTY TRUST LP 3.4 10/01/2020</Description>
          <Decimals>3</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
          <TickSize>0.001</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>DLR25.CB</Name>
          <Description>DIGITAL REALTY TRUST LP 4.75 10/01/2025</Description>
          <Decimals>3</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
          <TickSize>0.001</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>DLR21.CB</Name>
          <Description>DIGITAL REALTY TRUST LP 5.25%</Description>
          <Decimals>3</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
          <TickSize>0.001</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>DLR20.CB</Name>
          <Description>DIGITAL REALTY TRUST LP 5.875 02/01/2020</Description>
          <Decimals>3</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
          <TickSize>0.001</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>DDS26.CB</Name>
          <Description>DILLARDS DEPT STORES 7.75% DEBS 7/15/26</Description>
          <Decimals>3</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
          <TickSize>0.001</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>DDS27.CB</Name>
          <Description>DILLARDS DEPT STORES 7.75% NTS 5/15/27</Description>
          <Decimals>3</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
          <TickSize>0.001</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>DDS23.CB</Name>
          <Description>DILLARDS DEPT. STORES 7.875% NTS 1/1/23</Description>
          <Decimals>3</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
          <TickSize>0.001</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>DDS18A.CB</Name>
          <Description>DILLARDS INC 7.13% NTS 8/1/18</Description>
          <Decimals>3</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
          <TickSize>0.001</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>DDS28.CB</Name>
          <Description>DILLARDS INC DEB 7%</Description>
          <Decimals>3</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
          <TickSize>0.001</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>DDS18.CB</Name>
          <Description>DILLARDS INC. 6.625% NTS 1/15/18</Description>
          <Decimals>3</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
          <TickSize>0.001</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>T.41.CB</Name>
          <Description>DIRECTV FINANCING CO INC 6.375 03/01/204</Description>
          <Decimals>3</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
          <TickSize>0.001</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>DTV.22.CB</Name>
          <Description>DIRECTV HLDGS LLC  3.8%</Description>
          <Decimals>3</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
          <TickSize>0.001</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>DTV.25.CB</Name>
          <Description>DIRECTV HLDGS LLC  3.95% 1/15/25</Description>
          <Decimals>3</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
          <TickSize>0.001</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>DTV.24.CB</Name>
          <Description>DIRECTV HLDGS LLC  4.45%  4/1/24</Description>
          <Decimals>3</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
          <TickSize>0.001</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>T.21A.CB</Name>
          <Description>DIRECTV HLDGS LLC FINC CO INC 4.6%</Description>
          <Decimals>3</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
          <TickSize>0.001</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>T.18A.CB</Name>
          <Description>DIRECTV HOLDING 1.75% 01/15/18</Description>
          <Decimals>3</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
          <TickSize>0.001</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>T.40A.CB</Name>
          <Description>DIRECTV HOLDINGS LLC / DIRECTV FNCL 6%</Description>
          <Decimals>3</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
          <TickSize>0.001</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>T.21.CB</Name>
          <Description>DIRECTV HOLDINGS/FING 5.0 03/01/21</Description>
          <Decimals>3</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
          <TickSize>0.001</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>DFS18.CB</Name>
          <Description>DISCOVER BANK 2.0% 02/21/18 CORPORATE BO</Description>
          <Decimals>3</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
          <TickSize>0.001</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>DFS18B.CB</Name>
          <Description>DISCOVER BANK 2.6%</Description>
          <Decimals>3</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
          <TickSize>0.001</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>DFS.21.CB</Name>
          <Description>DISCOVER BANK 3.2% 08/09/2021</Description>
          <Decimals>3</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
          <TickSize>0.001</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>DFS.23.CB</Name>
          <Description>DISCOVER BANK 4.2% 08/08/23</Description>
          <Decimals>3</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
          <TickSize>0.001</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>DFS.20A.CB</Name>
          <Description>DISCOVER FINANCIAL SVCS 7.0%  4/15/20</Description>
          <Decimals>3</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
          <TickSize>0.001</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>DFS19.CB</Name>
          <Description>DISCOVER FINANCIAL SVS 10.25%</Description>
          <Decimals>3</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
          <TickSize>0.001</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>DFS17.CB</Name>
          <Description>DISCOVER FINL SVCS SR NT 6.45%</Description>
          <Decimals>3</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
          <TickSize>0.001</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>DIS93.CB</Name>
          <Description>DISNEY WALT CO DEB 7.55%</Description>
          <Decimals>3</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
          <TickSize>0.001</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>DIS25.CB</Name>
          <Description>DISNEY WALT CO MTNS 3.15%</Description>
          <Decimals>3</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
          <TickSize>0.001</TickSize>
        </PortfolioSymbol>
      </Symbols>
    </PortfolioCategory>
    <PortfolioCategory>
      <Name>DL</Name>
      <Symbols>
        <PortfolioSymbol>
          <Name>DLPH20.CB</Name>
          <Description>DLPH20.CB</Description>
          <Decimals>3</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
          <TickSize>0.001</TickSize>
        </PortfolioSymbol>
      </Symbols>
    </PortfolioCategory>
    <PortfolioCategory>
      <Name>DO</Name>
      <Symbols>
        <PortfolioSymbol>
          <Name>DO.43.CB</Name>
          <Description>DO.43.CB</Description>
          <Decimals>3</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
          <TickSize>0.001</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>DG17.CB</Name>
          <Description>DOLLAR GENERAL CORP 4.125%</Description>
          <Decimals>3</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
          <TickSize>0.001</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>DG25.CB</Name>
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          <TickSize>0.001</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>DPS18.CB</Name>
          <Description>DR PEPPER SNAPPLE GROUP INC SR 6.82%</Description>
          <Decimals>3</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
          <TickSize>0.001</TickSize>
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        <PortfolioSymbol>
          <Name>DPS22.CB</Name>
          <Description>DR PEPPER SNAPPLE GROUP INC. 2.70% 11/1</Description>
          <Decimals>3</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
          <TickSize>0.001</TickSize>
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        <PortfolioSymbol>
          <Name>DPS25.CB</Name>
          <Description>DR PEPPER SNAPPLE GRP INC3.4 11/15/25</Description>
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          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
          <TickSize>0.001</TickSize>
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    </PortfolioCategory>
    <PortfolioCategory>
      <Name>DT</Name>
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        <PortfolioSymbol>
          <Name>DTE.43.CB</Name>
          <Description>DTE ELECTRIC CO DTE 4%</Description>
          <Decimals>3</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
          <TickSize>0.001</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>DTE.16.CB</Name>
          <Description>DTE ENERGY CO SR NT 6.35%</Description>
          <Decimals>3</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
          <TickSize>0.001</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>DTE23.CB</Name>
          <Description>DTE ENERGY COMPANY 3.85% 12/01/2023</Description>
          <Decimals>3</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
          <TickSize>0.001</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>DTE33.CB</Name>
          <Description>DTE ENERGY CORP 6.375% SR NTS 4/15/33</Description>
          <Decimals>3</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
          <TickSize>0.001</TickSize>
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      <Name>DU</Name>
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        <PortfolioSymbol>
          <Name>DD20.CB</Name>
          <Description>DU PONT E I DE NEMOURS &amp; CO SR 4.625%</Description>
          <Decimals>3</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
          <TickSize>0.001</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>DD19.CB</Name>
          <Description>DU PONT E I DE NEMOURS &amp; CO SR 5.75%</Description>
          <Decimals>3</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
          <TickSize>0.001</TickSize>
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        <PortfolioSymbol>
          <Name>SE.19.CB</Name>
          <Description>DUKE CAP CORP SR NT 8%</Description>
          <Decimals>3</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
          <TickSize>0.001</TickSize>
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        <PortfolioSymbol>
          <Name>SE.18A.CB</Name>
          <Description>DUKE CAP CORP SR NT-B 6.75%</Description>
          <Decimals>3</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
          <TickSize>0.001</TickSize>
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        <PortfolioSymbol>
          <Name>DUK.16A.CB</Name>
          <Description>DUKE ENERGY CAROLINAS 1.75%</Description>
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          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
          <TickSize>0.001</TickSize>
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        <PortfolioSymbol>
          <Name>DUK.21.CB</Name>
          <Description>DUKE ENERGY CAROLINAS 3.90%</Description>
          <Decimals>3</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
          <TickSize>0.001</TickSize>
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        <PortfolioSymbol>
          <Name>DUK.21D.CB</Name>
          <Description>DUKE ENERGY CAROLINAS 3.90% 06/15/21</Description>
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          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
          <TickSize>0.001</TickSize>
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        <PortfolioSymbol>
          <Name>DUK.42A.CB</Name>
          <Description>DUKE ENERGY CAROLINAS 4.0% 09/30/2042</Description>
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          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
          <TickSize>0.001</TickSize>
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        <PortfolioSymbol>
          <Name>DUK.41.CB</Name>
          <Description>DUKE ENERGY CAROLINAS 4.25%</Description>
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          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
          <TickSize>0.001</TickSize>
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        <PortfolioSymbol>
          <Name>DUK.20B.CB</Name>
          <Description>DUKE ENERGY CAROLINAS 4.3 06/15/2020</Description>
          <Decimals>3</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
          <TickSize>0.001</TickSize>
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        <PortfolioSymbol>
          <Name>DUK.18.CB</Name>
          <Description>DUKE ENERGY CAROLINAS 5.25% 1ST MTG</Description>
          <Decimals>3</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
          <TickSize>0.001</TickSize>
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        <PortfolioSymbol>
          <Name>DUK.40.CB</Name>
          <Description>DUKE ENERGY CAROLINAS 5.3%</Description>
          <Decimals>3</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
          <TickSize>0.001</TickSize>
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        <PortfolioSymbol>
          <Name>DUK.38.CB</Name>
          <Description>DUKE ENERGY CAROLINAS 6% 1ST MTG1/15/38</Description>
          <Decimals>3</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
          <TickSize>0.001</TickSize>
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        <PortfolioSymbol>
          <Name>DUK.37.CB</Name>
          <Description>DUKE ENERGY CAROLINAS 6.1%SR NTS 6/1/37</Description>
          <Decimals>3</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
          <TickSize>0.001</TickSize>
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        <PortfolioSymbol>
          <Name>DUK.18B.CB</Name>
          <Description>DUKE ENERGY CAROLINAS 7%1ST MTG 4/15/18</Description>
          <Decimals>3</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
          <TickSize>0.001</TickSize>
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        <PortfolioSymbol>
          <Name>DUK.45A.CB</Name>
          <Description>DUKE ENERGY CAROLINAS LLC 3.75 06/01/204</Description>
          <Decimals>3</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
          <TickSize>0.001</TickSize>
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        <PortfolioSymbol>
          <Name>DUK.18A.CB</Name>
          <Description>DUKE ENERGY CAROLINAS5.1%1ST MTG 4/15/18</Description>
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          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
          <TickSize>0.001</TickSize>
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        <PortfolioSymbol>
          <Name>DUK.38A.CB</Name>
          <Description>DUKE ENERGY CAROLINAS6.05%1ST MTG4/15/38</Description>
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          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
          <TickSize>0.001</TickSize>
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        <PortfolioSymbol>
          <Name>DUK17.CB</Name>
          <Description>DUKE ENERGY CORP 1.625% 8/15/2017</Description>
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          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
          <TickSize>0.001</TickSize>
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        <PortfolioSymbol>
          <Name>DUK21A.CB</Name>
          <Description>DUKE ENERGY CORP 1.8 09/01/2021</Description>
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          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
          <TickSize>0.001</TickSize>
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        <PortfolioSymbol>
          <Name>DUK18A.CB</Name>
          <Description>DUKE ENERGY CORP 2.1%</Description>
          <Decimals>3</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
          <TickSize>0.001</TickSize>
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        <PortfolioSymbol>
          <Name>DUK16.CB</Name>
          <Description>DUKE ENERGY CORP 2.15% SR NTS</Description>
          <Decimals>3</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
          <TickSize>0.001</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>DUK26A.CB</Name>
          <Description>DUKE ENERGY CORP 2.65 09/01/2026</Description>
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          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
          <TickSize>0.001</TickSize>
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        <PortfolioSymbol>
          <Name>DUK.22.CB</Name>
          <Description>DUKE ENERGY CORP 3.05%</Description>
          <Decimals>3</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
          <TickSize>0.001</TickSize>
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        <PortfolioSymbol>
          <Name>DUK22.CB</Name>
          <Description>DUKE ENERGY CORP 3.05% 08/15/22</Description>
          <Decimals>3</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
          <TickSize>0.001</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>DUK21.CB</Name>
          <Description>DUKE ENERGY CORP 3.55%</Description>
          <Decimals>3</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
          <TickSize>0.001</TickSize>
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        <PortfolioSymbol>
          <Name>DUK46.CB</Name>
          <Description>DUKE ENERGY CORP 3.75 09/01/2046</Description>
          <Decimals>3</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
          <TickSize>0.001</TickSize>
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        <PortfolioSymbol>
          <Name>DUK23.CB</Name>
          <Description>DUKE ENERGY CORP 3.95% 10/15/23</Description>
          <Decimals>3</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
          <TickSize>0.001</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>DUK.19.CB</Name>
          <Description>DUKE ENERGY CORP 5.05% SR NTS 9/15/19</Description>
          <Decimals>3</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
          <TickSize>0.001</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>DUK28.CB</Name>
          <Description>DUKE ENERGY CORP 6% SR NTS 12/1/28</Description>
          <Decimals>3</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
          <TickSize>0.001</TickSize>
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        <PortfolioSymbol>
          <Name>DUK32.CB</Name>
          <Description>DUKE ENERGY CORP 6.00% SR NTS 12/1/2028</Description>
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          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
          <TickSize>0.001</TickSize>
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        <PortfolioSymbol>
          <Name>DUK18.CB</Name>
          <Description>DUKE ENERGY CORP 6.25% SR NTS</Description>
          <Decimals>3</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
          <TickSize>0.001</TickSize>
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        <PortfolioSymbol>
          <Name>DUK24.CB</Name>
          <Description>DUKE ENERGY CORP DUK 3.75% 04/15/24</Description>
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          <PipFraction>1</PipFraction>
          <TickSize>0.001</TickSize>
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        <PortfolioSymbol>
          <Name>DUK.42C.CB</Name>
          <Description>DUKE ENERGY FLORIDA INC 3.85 11/15/2042</Description>
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          <TickSize>0.001</TickSize>
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        <PortfolioSymbol>
          <Name>DUK.38B.CB</Name>
          <Description>DUKE ENERGY INDIANA 6.35%1ST MTG 8/15/38</Description>
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          <TickSize>0.001</TickSize>
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        <PortfolioSymbol>
          <Name>DUK.20A.CB</Name>
          <Description>DUKE ENERGY INDIANA INC 3.75 07/15/2020</Description>
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          <TickSize>0.001</TickSize>
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        <PortfolioSymbol>
          <Name>DUK.42.CB</Name>
          <Description>DUKE ENERGY INDIANA INC. 4.2% 03/15/42</Description>
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          <TickSize>0.001</TickSize>
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        <PortfolioSymbol>
          <Name>DUK.43.CB</Name>
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          <TickSize>0.001</TickSize>
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        <PortfolioSymbol>
          <Name>DUK.43A.CB</Name>
          <Description>DUKE ENERGY INDIANA INC. 4.9% 07/15/43</Description>
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          <TickSize>0.001</TickSize>
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        <PortfolioSymbol>
          <Name>DUK.23.CB</Name>
          <Description>DUKE ENERGY OHIO INC. 3.8% 09/01/23</Description>
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          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
          <TickSize>0.001</TickSize>
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        <PortfolioSymbol>
          <Name>DUK.19A.CB</Name>
          <Description>DUKE ENERGY OHIO INC. 5.45%</Description>
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          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
          <TickSize>0.001</TickSize>
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        <PortfolioSymbol>
          <Name>DUK.44.CB</Name>
          <Description>DUKE ENERGY PROG  4.375% 03/30/44</Description>
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          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
          <TickSize>0.001</TickSize>
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        <PortfolioSymbol>
          <Name>DUK.38D.CB</Name>
          <Description>DUKE ENERGY PROGRESS INC 6.3 04/01/38</Description>
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          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
          <TickSize>0.001</TickSize>
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        <PortfolioSymbol>
          <Name>DUK.44A.CB</Name>
          <Description>DUKE ENERGY PROGRESS INC. 4.15% 12/1/44</Description>
          <Decimals>3</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
          <TickSize>0.001</TickSize>
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        <PortfolioSymbol>
          <Name>DUK.45.CB</Name>
          <Description>DUKE ENERGY PROGRESS LLC 4.2 08/15/2045</Description>
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          <PipFraction>1</PipFraction>
          <TickSize>0.001</TickSize>
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        <PortfolioSymbol>
          <Name>DRE.23.CB</Name>
          <Description>DUKE REALTY LP 3.625% 04/15/23</Description>
          <Decimals>3</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
          <TickSize>0.001</TickSize>
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        <PortfolioSymbol>
          <Name>DRE.21.CB</Name>
          <Description>DUKE REALTY LP 3.875% 02/15 CORPORATE BO</Description>
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          <PipFraction>1</PipFraction>
          <TickSize>0.001</TickSize>
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        <PortfolioSymbol>
          <Name>DRE.22A.CB</Name>
          <Description>DUKE REALTY LP 3.875% 10/15/22</Description>
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          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
          <TickSize>0.001</TickSize>
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        <PortfolioSymbol>
          <Name>DRE.17.CB</Name>
          <Description>DUKE REALTY LP 5.95% SR NTS</Description>
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          <TickSize>0.001</TickSize>
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        <PortfolioSymbol>
          <Name>DRE.18.CB</Name>
          <Description>DUKE REALTY LP 6.5% SR NTS</Description>
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          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
          <TickSize>0.001</TickSize>
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        <PortfolioSymbol>
          <Name>DRE.20.CB</Name>
          <Description>DUKE RLTY LTD PARTNERSHIP 6.75%</Description>
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          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
          <TickSize>0.001</TickSize>
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        <PortfolioSymbol>
          <Name>DRE.19.CB</Name>
          <Description>DUKE RLTY LTD PARTNERSHIP 8.25%</Description>
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          <TickSize>0.001</TickSize>
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        <PortfolioSymbol>
          <Name>DNB17.CB</Name>
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          <TickSize>0.001</TickSize>
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        <PortfolioSymbol>
          <Name>DNB22.CB</Name>
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          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
          <TickSize>0.001</TickSize>
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        <PortfolioSymbol>
          <Name>DD18.CB</Name>
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          <PipFraction>1</PipFraction>
          <TickSize>0.001</TickSize>
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        <PortfolioSymbol>
          <Name>DD16.CB</Name>
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          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
          <TickSize>0.001</TickSize>
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          <Name>DD28.CB</Name>
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          <PipFraction>1</PipFraction>
          <TickSize>0.001</TickSize>
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        <PortfolioSymbol>
          <Name>DD21.CB</Name>
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          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
          <TickSize>0.001</TickSize>
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        <PortfolioSymbol>
          <Name>DD41.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>DY</Name>
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          <PipSize>2</PipSize>
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          <TickSize>0.001</TickSize>
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          <Name>DYN.16.CB</Name>
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          <PipFraction>1</PipFraction>
          <TickSize>0.001</TickSize>
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</Portfolio>