﻿<?xml version="1.0" encoding="UTF-8"?>
<Portfolio>
  <Name>J</Name>
  <Categories>
    <PortfolioCategory>
      <Name>J </Name>
      <Symbols>
        <PortfolioSymbol>
          <Name>JPM36C.CB</Name>
          <Description>J P MORGAN CHASE &amp; CO JPM CALL 6.05%</Description>
          <Decimals>3</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
          <TickSize>0.001</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>JPM36G.CB</Name>
          <Description>J P MORGAN CHASE &amp; CO JPM CALL 6.2%</Description>
          <Decimals>3</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
          <TickSize>0.001</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>JPM30.CB</Name>
          <Description>J P MORGAN CHASE &amp; CO JPMORGAN CALL 5.75</Description>
          <Decimals>3</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
          <TickSize>0.001</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>JPM30A.CB</Name>
          <Description>J P MORGAN CHASE &amp; CO JPMORGAN CALL 5.75</Description>
          <Decimals>3</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
          <TickSize>0.001</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>JPM37.CB</Name>
          <Description>J P MORGAN CHASE &amp; CO JPMORGAN CALL 5.8%</Description>
          <Decimals>3</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
          <TickSize>0.001</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>JPM28.CB</Name>
          <Description>J P MORGAN CHASE &amp; CO JPMORGAN CALL 6%</Description>
          <Decimals>3</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
          <TickSize>0.001</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>JPM30B.CB</Name>
          <Description>J P MORGAN CHASE &amp; CO JPMORGAN CALL 6%</Description>
          <Decimals>3</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
          <TickSize>0.001</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>JPM36.CB</Name>
          <Description>J P MORGAN CHASE &amp; CO JPMORGAN CALL 6%</Description>
          <Decimals>3</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
          <TickSize>0.001</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>JPM36A.CB</Name>
          <Description>J P MORGAN CHASE &amp; CO JPMORGAN CALL 6%</Description>
          <Decimals>3</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
          <TickSize>0.001</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>JPM36B.CB</Name>
          <Description>J P MORGAN CHASE &amp; CO JPMORGAN CALL 6%</Description>
          <Decimals>3</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
          <TickSize>0.001</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>JPM37A.CB</Name>
          <Description>J P MORGAN CHASE &amp; CO JPMORGAN CALL 6%</Description>
          <Decimals>3</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
          <TickSize>0.001</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>JPM37B.CB</Name>
          <Description>J P MORGAN CHASE &amp; CO JPMORGAN CALL 6%</Description>
          <Decimals>3</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
          <TickSize>0.001</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>JPM37C.CB</Name>
          <Description>J P MORGAN CHASE &amp; CO JPMORGAN CALL 6%</Description>
          <Decimals>3</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
          <TickSize>0.001</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>JPM37D.CB</Name>
          <Description>J P MORGAN CHASE &amp; CO JPMORGAN CALL 6.05</Description>
          <Decimals>3</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
          <TickSize>0.001</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>JPM24.CB</Name>
          <Description>J P MORGAN CHASE &amp; CO JPMORGAN CALL 6.1%</Description>
          <Decimals>3</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
          <TickSize>0.001</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>JPM36D.CB</Name>
          <Description>J P MORGAN CHASE &amp; CO JPMORGAN CALL 6.1%</Description>
          <Decimals>3</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
          <TickSize>0.001</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>JPM36E.CB</Name>
          <Description>J P MORGAN CHASE &amp; CO JPMORGAN CALL 6.1%</Description>
          <Decimals>3</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
          <TickSize>0.001</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>JPM36F.CB</Name>
          <Description>J P MORGAN CHASE &amp; CO JPMORGAN CALL 6.1%</Description>
          <Decimals>3</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
          <TickSize>0.001</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>JPM37E.CB</Name>
          <Description>J P MORGAN CHASE &amp; CO JPMORGAN CALL 6.1%</Description>
          <Decimals>3</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
          <TickSize>0.001</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>JPM37F.CB</Name>
          <Description>J P MORGAN CHASE &amp; CO JPMORGAN CALL 6.15</Description>
          <Decimals>3</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
          <TickSize>0.001</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>JPM37G.CB</Name>
          <Description>J P MORGAN CHASE &amp; CO JPMORGAN CALL 6.15</Description>
          <Decimals>3</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
          <TickSize>0.001</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>JPM.29.CB</Name>
          <Description>J P MORGAN CHASE &amp; CO JPMORGAN CALL 6.25</Description>
          <Decimals>3</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
          <TickSize>0.001</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>JPM29.CB</Name>
          <Description>J P MORGAN CHASE &amp; CO JPMORGAN CALL 6.25</Description>
          <Decimals>3</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
          <TickSize>0.001</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>JPM37H.CB</Name>
          <Description>J P MORGAN CHASE &amp; CO JPMORGAN CALL 6.25</Description>
          <Decimals>3</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
          <TickSize>0.001</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>JPM37J.CB</Name>
          <Description>J P MORGAN CHASE &amp; CO JPMORGAN CALL 6.35</Description>
          <Decimals>3</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
          <TickSize>0.001</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>JPM37K.CB</Name>
          <Description>J P MORGAN CHASE &amp; CO JPMORGAN CALL 6.4%</Description>
          <Decimals>3</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
          <TickSize>0.001</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>JPM37L.CB</Name>
          <Description>J P MORGAN CHASE &amp; CO JPMORGAN CALL 6.4%</Description>
          <Decimals>3</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
          <TickSize>0.001</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>JPM25.CB</Name>
          <Description>J P MORGAN CHASE &amp; CO JPMORGAN FR 5.5%</Description>
          <Decimals>3</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
          <TickSize>0.001</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>JPM29A.CB</Name>
          <Description>J P MORGAN CHASE &amp; CO JPMORGAN FR 6%</Description>
          <Decimals>3</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
          <TickSize>0.001</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>JPM36H.CB</Name>
          <Description>J P MORGAN CHASE &amp; CO JPMORGAN SUB NT 6%</Description>
          <Decimals>3</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
          <TickSize>0.001</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>JPM37M.CB</Name>
          <Description>J P MORGAN CHASE &amp; CO JPMORGAN SUB NT 6.</Description>
          <Decimals>3</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
          <TickSize>0.001</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>JPM37N.CB</Name>
          <Description>J P MORGAN CHASE &amp; CO JPMORGAN SUB NT 6.</Description>
          <Decimals>3</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
          <TickSize>0.001</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>JPM37O.CB</Name>
          <Description>J P MORGAN CHASE &amp; CO NT-B 6.35% 06/15/3</Description>
          <Decimals>3</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
          <TickSize>0.001</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>JPM37I.CB</Name>
          <Description>J P MORGAN CHASE&amp; CO JPMORGAN CALL 6.25%</Description>
          <Decimals>3</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
          <TickSize>0.001</TickSize>
        </PortfolioSymbol>
      </Symbols>
    </PortfolioCategory>
    <PortfolioCategory>
      <Name>J.</Name>
      <Symbols>
        <PortfolioSymbol>
          <Name>JCP.20.CB</Name>
          <Description>J.C. PENNEY CORPORATION INC. 5.65%     </Description>
          <Decimals>3</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
          <TickSize>0.001</TickSize>
        </PortfolioSymbol>
      </Symbols>
    </PortfolioCategory>
    <PortfolioCategory>
      <Name>JA</Name>
      <Symbols>
        <PortfolioSymbol>
          <Name>JBL16.CB</Name>
          <Description>JABIL CIRCUIT 7.75% SR NTS</Description>
          <Decimals>3</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
          <TickSize>0.001</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>JBL20.CB</Name>
          <Description>JABIL CIRCUIT INC SR NT 5.625%</Description>
          <Decimals>3</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
          <TickSize>0.001</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>JBL18.CB</Name>
          <Description>JABIL CIRCUIT INC SR NT CR SEN 18</Description>
          <Decimals>3</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
          <TickSize>0.001</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>JBL22.CB</Name>
          <Description>JABIL CIRCUIT INC. 4.7% 09/15/22 CORPORA</Description>
          <Decimals>3</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
          <TickSize>0.001</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>JNS25.CB</Name>
          <Description>JANUS CAPITAL GROUP INC 4.875 8/1/25</Description>
          <Decimals>3</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
          <TickSize>0.001</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>JAH17.CB</Name>
          <Description>JARDEN CORP 7.5% GTD NTS 5/1/17</Description>
          <Decimals>3</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
          <TickSize>0.001</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>JAH22.CB</Name>
          <Description>JARDEN CORP GTD FIXED RT SR NT 11/15/22</Description>
          <Decimals>3</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
          <TickSize>0.001</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>JAH16.CB</Name>
          <Description>JARDEN CORP SR NT 8%</Description>
          <Decimals>3</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
          <TickSize>0.001</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>JAH20.CB</Name>
          <Description>JARDEN CORP SR SB NT 7.5%</Description>
          <Decimals>3</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
          <TickSize>0.001</TickSize>
        </PortfolioSymbol>
      </Symbols>
    </PortfolioCategory>
    <PortfolioCategory>
      <Name>JC</Name>
      <Symbols>
        <PortfolioSymbol>
          <Name>JCP18.CB</Name>
          <Description>JC PENNEY 5.75% SR NTS 2/15/18</Description>
          <Decimals>3</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
          <TickSize>0.001</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>JCP26.CB</Name>
          <Description>JC PENNEY 6.9% DEBS 8/15/26</Description>
          <Decimals>3</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
          <TickSize>0.001</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>JCP37.CB</Name>
          <Description>JC PENNEY 7.4% DEBS 4/1/37</Description>
          <Decimals>3</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
          <TickSize>0.001</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>JCP97.CB</Name>
          <Description>JC PENNEY 7.625% DEBS 3/1/97</Description>
          <Decimals>3</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
          <TickSize>0.001</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>JCP16.CB</Name>
          <Description>JC PENNEY 7.65% DEBS 8/15/16</Description>
          <Decimals>3</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
          <TickSize>0.001</TickSize>
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        <PortfolioSymbol>
          <Name>JCP17.CB</Name>
          <Description>JC PENNEY 7.95% DEBS 4/1/17</Description>
          <Decimals>3</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
          <TickSize>0.001</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>JCP.19.CB</Name>
          <Description>JC PENNEY CORP INC 8.125 10/01/2019</Description>
          <Decimals>3</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
          <TickSize>0.001</TickSize>
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        <PortfolioSymbol>
          <Name>JCP36.CB</Name>
          <Description>JC PENNY 6.375% SR NTS 10/15/36</Description>
          <Decimals>3</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
          <TickSize>0.001</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>JCP23.CB</Name>
          <Description>JC PENNY 7.125% DEBS 11/15/23</Description>
          <Decimals>3</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
          <TickSize>0.001</TickSize>
        </PortfolioSymbol>
      </Symbols>
    </PortfolioCategory>
    <PortfolioCategory>
      <Name>JE</Name>
      <Symbols>
        <PortfolioSymbol>
          <Name>LUK.21.CB</Name>
          <Description>JEFFERIES GROUP INC NEW FIXED RT  6.875</Description>
          <Decimals>3</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
          <TickSize>0.001</TickSize>
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        <PortfolioSymbol>
          <Name>JEF21.CB</Name>
          <Description>JEFFERIES GROUP INC NEW FIXED RT 6.875%</Description>
          <Decimals>3</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
          <TickSize>0.001</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>JEF27.CB</Name>
          <Description>JEFFERIES GROUP INC NEW SR DEB 6.45%</Description>
          <Decimals>3</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
          <TickSize>0.001</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>JEF36.CB</Name>
          <Description>JEFFERIES GROUP INC NEW SR NT 6.25%</Description>
          <Decimals>3</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
          <TickSize>0.001</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>JEF19.CB</Name>
          <Description>JEFFERIES GROUP INC NEW SR NT 8.5%</Description>
          <Decimals>3</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
          <TickSize>0.001</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>LUK.19.CB</Name>
          <Description>JEFFERIES GROUP INC NEW SR NT 8.5% 07/15</Description>
          <Decimals>3</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
          <TickSize>0.001</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>JEF23.CB</Name>
          <Description>JEFFERIES GROUP INC. 5.125% 01/20/23 COR</Description>
          <Decimals>3</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
          <TickSize>0.001</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>LUK.23.CB</Name>
          <Description>JEFFERIES GROUP INC. 5.125% 1/20/23</Description>
          <Decimals>3</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
          <TickSize>0.001</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>JEF18.CB</Name>
          <Description>JEFFERIES GROUP INC. 5.125% SR 04/13/18</Description>
          <Decimals>3</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
          <TickSize>0.001</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>LUK.18.CB</Name>
          <Description>JEFFERIES GROUP INC. 5.125% SR NTS 04/13</Description>
          <Decimals>3</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
          <TickSize>0.001</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>FE.19A.CB</Name>
          <Description>JERSEY CENT P&amp;L 7.35% SR NTS 2/1/19</Description>
          <Decimals>3</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
          <TickSize>0.001</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>FE.37B.CB</Name>
          <Description>JERSEY CENT PWR &amp; LT CO SR NT</Description>
          <Decimals>3</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
          <TickSize>0.001</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>FE.17B.CB</Name>
          <Description>JERSEY CENT PWR &amp; LT CO SR NT 5.65%</Description>
          <Decimals>3</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
          <TickSize>0.001</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>FE.36B.CB</Name>
          <Description>JERSEY CENT PWR &amp; LT CO SR NT 6.4%</Description>
          <Decimals>3</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
          <TickSize>0.001</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>FE.37A.CB</Name>
          <Description>JERSEY CENT PWR &amp; LT CO SR NT AMBAC 37</Description>
          <Decimals>3</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
          <TickSize>0.001</TickSize>
        </PortfolioSymbol>
      </Symbols>
    </PortfolioCategory>
    <PortfolioCategory>
      <Name>JM</Name>
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        <PortfolioSymbol>
          <Name>SJM21.CB</Name>
          <Description>JM SMUCKER 3.50% NOTES</Description>
          <Decimals>3</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
          <TickSize>0.001</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>SJM18.CB</Name>
          <Description>JM SMUCKER CO/THE 1.75 03/15/2018</Description>
          <Decimals>3</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
          <TickSize>0.001</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>SJM20.CB</Name>
          <Description>JM SMUCKER CO/THE 2.5 03/15/2020</Description>
          <Decimals>3</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
          <TickSize>0.001</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>SJM22.CB</Name>
          <Description>JM SMUCKER CO/THE 3 03/15/2022</Description>
          <Decimals>3</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
          <TickSize>0.001</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>SJM25.CB</Name>
          <Description>JM SMUCKER CO/THE 3.5 03/15/2025</Description>
          <Decimals>3</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
          <TickSize>0.001</TickSize>
        </PortfolioSymbol>
      </Symbols>
    </PortfolioCategory>
    <PortfolioCategory>
      <Name>JO</Name>
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        <PortfolioSymbol>
          <Name>DE.19A.CB</Name>
          <Description>JOHN DEERE CAP DE 1.95%</Description>
          <Decimals>3</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
          <TickSize>0.001</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>DE.18C.CB</Name>
          <Description>JOHN DEERE CAP DE 1.95% 12/13/18 CORPORA</Description>
          <Decimals>3</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
          <TickSize>0.001</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>DE.21.CB</Name>
          <Description>JOHN DEERE CAP DE 2.8% 03/04/21</Description>
          <Decimals>3</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
          <TickSize>0.001</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>DE.16C.CB</Name>
          <Description>JOHN DEERE CAPITAL CORP 1.05% 10/11/16</Description>
          <Decimals>3</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
          <TickSize>0.001</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>DE.16F.CB</Name>
          <Description>JOHN DEERE CAPITAL CORP 1.05% 12/15/2016</Description>
          <Decimals>3</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
          <TickSize>0.001</TickSize>
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        <PortfolioSymbol>
          <Name>DE.17E.CB</Name>
          <Description>JOHN DEERE CAPITAL CORP 1.125 06/12/2017</Description>
          <Decimals>3</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
          <TickSize>0.001</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>DE.17B.CB</Name>
          <Description>JOHN DEERE CAPITAL CORP 1.2%</Description>
          <Decimals>3</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
          <TickSize>0.001</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>DE19A.CB</Name>
          <Description>JOHN DEERE CAPITAL CORP 1.25 10/09/2019</Description>
          <Decimals>3</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
          <TickSize>0.001</TickSize>
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        <PortfolioSymbol>
          <Name>DE.18B.CB</Name>
          <Description>JOHN DEERE CAPITAL CORP 1.3% 03/12/18</Description>
          <Decimals>3</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
          <TickSize>0.001</TickSize>
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        <PortfolioSymbol>
          <Name>DE.18E.CB</Name>
          <Description>JOHN DEERE CAPITAL CORP 1.35 1/16/18</Description>
          <Decimals>3</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
          <TickSize>0.001</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>DE.17D.CB</Name>
          <Description>JOHN DEERE CAPITAL CORP 1.4 03/15/2017</Description>
          <Decimals>3</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
          <TickSize>0.001</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>DE.17F.CB</Name>
          <Description>JOHN DEERE CAPITAL CORP 1.55 12/15/2017</Description>
          <Decimals>3</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
          <TickSize>0.001</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>DE.18D.CB</Name>
          <Description>JOHN DEERE CAPITAL CORP 1.6 07/13/2018</Description>
          <Decimals>3</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
          <TickSize>0.001</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>DE.20.CB</Name>
          <Description>JOHN DEERE CAPITAL CORP 1.7% 01/15/20</Description>
          <Decimals>3</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
          <TickSize>0.001</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>DE18D.CB</Name>
          <Description>JOHN DEERE CAPITAL CORP 1.75 08/10/2018</Description>
          <Decimals>3</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
          <TickSize>0.001</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>DE.16A.CB</Name>
          <Description>JOHN DEERE CAPITAL CORP 1.85%</Description>
          <Decimals>3</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
          <TickSize>0.001</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>DE.19C.CB</Name>
          <Description>JOHN DEERE CAPITAL CORP 1.95% 1/08/19</Description>
          <Decimals>3</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
          <TickSize>0.001</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>DE.19.CB</Name>
          <Description>JOHN DEERE CAPITAL CORP 2.25%</Description>
          <Decimals>3</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
          <TickSize>0.001</TickSize>
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        <PortfolioSymbol>
          <Name>DE.16.CB</Name>
          <Description>JOHN DEERE CAPITAL CORP 2.25% NTS</Description>
          <Decimals>3</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
          <TickSize>0.001</TickSize>
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        <PortfolioSymbol>
          <Name>DE.19B.CB</Name>
          <Description>JOHN DEERE CAPITAL CORP 2.3 09/16/2019</Description>
          <Decimals>3</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
          <TickSize>0.001</TickSize>
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        <PortfolioSymbol>
          <Name>DE.20A.CB</Name>
          <Description>JOHN DEERE CAPITAL CORP 2.45 09/11/2020</Description>
          <Decimals>3</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
          <TickSize>0.001</TickSize>
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        <PortfolioSymbol>
          <Name>DE.21B.CB</Name>
          <Description>JOHN DEERE CAPITAL CORP 2.55  1/08/21</Description>
          <Decimals>3</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
          <TickSize>0.001</TickSize>
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        <PortfolioSymbol>
          <Name>DE26.CB</Name>
          <Description>JOHN DEERE CAPITAL CORP 2.65 06/10/2026</Description>
          <Decimals>3</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
          <TickSize>0.001</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>DE23.CB</Name>
          <Description>JOHN DEERE CAPITAL CORP 2.8 3/6/23</Description>
          <Decimals>3</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
          <TickSize>0.001</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>DE.17A.CB</Name>
          <Description>JOHN DEERE CAPITAL CORP 2.8%</Description>
          <Decimals>3</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
          <TickSize>0.001</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>DE.23.CB</Name>
          <Description>JOHN DEERE CAPITAL CORP 2.8%</Description>
          <Decimals>3</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
          <TickSize>0.001</TickSize>
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        <PortfolioSymbol>
          <Name>DE.21A.CB</Name>
          <Description>JOHN DEERE CAPITAL CORP 3.15 10/15/2021</Description>
          <Decimals>3</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
          <TickSize>0.001</TickSize>
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        <PortfolioSymbol>
          <Name>DE.16E.CB</Name>
          <Description>JOHN DEERE CAPITAL CORP 3.25% 04/15/16 C</Description>
          <Decimals>3</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
          <TickSize>0.001</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>DE.24.CB</Name>
          <Description>JOHN DEERE CAPITAL CORP 3.35</Description>
          <Decimals>3</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
          <TickSize>0.001</TickSize>
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        <PortfolioSymbol>
          <Name>DE21.CB</Name>
          <Description>JOHN DEERE CAPITAL CORP 3.9% SR NTS</Description>
          <Decimals>3</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
          <TickSize>0.001</TickSize>
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        <PortfolioSymbol>
          <Name>DE.17.CB</Name>
          <Description>JOHN DEERE CAPITAL CORP 5.5% NTS 4/13/17</Description>
          <Decimals>3</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
          <TickSize>0.001</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>JDCC22.CB</Name>
          <Description>JOHN DEERE CAPITAL CORPORATION 2.750%</Description>
          <Decimals>3</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
          <TickSize>0.001</TickSize>
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        <PortfolioSymbol>
          <Name>JNJ16A.CB</Name>
          <Description>JOHNSON &amp; JOHNSON 0.7% 11/28/16</Description>
          <Decimals>3</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
          <TickSize>0.001</TickSize>
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        <PortfolioSymbol>
          <Name>JNJ19.CB</Name>
          <Description>JOHNSON &amp; JOHNSON 1.125 3/01/2019</Description>
          <Decimals>3</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
          <TickSize>0.001</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>JNJ17A.CB</Name>
          <Description>JOHNSON &amp; JOHNSON 1.125%</Description>
          <Decimals>3</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
          <TickSize>0.001</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>JNJ21B.CB</Name>
          <Description>JOHNSON &amp; JOHNSON 1.65 3/1/21</Description>
          <Decimals>3</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
          <TickSize>0.001</TickSize>
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        <PortfolioSymbol>
          <Name>JNJ18A.CB</Name>
          <Description>JOHNSON &amp; JOHNSON 1.65% 12/05/18</Description>
          <Decimals>3</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
          <TickSize>0.001</TickSize>
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        <PortfolioSymbol>
          <Name>JNJ19A.CB</Name>
          <Description>JOHNSON &amp; JOHNSON 1.875% 12/05/19</Description>
          <Decimals>3</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
          <TickSize>0.001</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>JNJ23B.CB</Name>
          <Description>JOHNSON &amp; JOHNSON 2.05 03/01/2023</Description>
          <Decimals>3</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
          <TickSize>0.001</TickSize>
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        <PortfolioSymbol>
          <Name>JNJ16.CB</Name>
          <Description>JOHNSON &amp; JOHNSON 2.15% 05/15/16 CORPORA</Description>
          <Decimals>3</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
          <TickSize>0.001</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>JNJ26.CB</Name>
          <Description>JOHNSON &amp; JOHNSON 2.45 3/1/26</Description>
          <Decimals>3</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
          <TickSize>0.001</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>JNJ21A.CB</Name>
          <Description>JOHNSON &amp; JOHNSON 2.45% 12/05/21</Description>
          <Decimals>3</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
          <TickSize>0.001</TickSize>
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        <PortfolioSymbol>
          <Name>JNJ20.CB</Name>
          <Description>JOHNSON &amp; JOHNSON 2.95% SR NTS</Description>
          <Decimals>3</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
          <TickSize>0.001</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>JNJ23A.CB</Name>
          <Description>JOHNSON &amp; JOHNSON 3.375% 12/05/23</Description>
          <Decimals>3</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
          <TickSize>0.001</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>JNJ36.CB</Name>
          <Description>JOHNSON &amp; JOHNSON 3.55 3/1/36</Description>
          <Decimals>3</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
          <TickSize>0.001</TickSize>
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        <PortfolioSymbol>
          <Name>JNJ21.CB</Name>
          <Description>JOHNSON &amp; JOHNSON 3.55% 05/15/21 CORPORA</Description>
          <Decimals>3</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
          <TickSize>0.001</TickSize>
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        <PortfolioSymbol>
          <Name>JNJ46.CB</Name>
          <Description>JOHNSON &amp; JOHNSON 3.7%  3/1/46</Description>
          <Decimals>3</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
          <TickSize>0.001</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>JNJ33A.CB</Name>
          <Description>JOHNSON &amp; JOHNSON 4.375% 12/05/33</Description>
          <Decimals>3</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
          <TickSize>0.001</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>JNJ43.CB</Name>
          <Description>JOHNSON &amp; JOHNSON 4.5% 12/05/43</Description>
          <Decimals>3</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
          <TickSize>0.001</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>JNJ40.CB</Name>
          <Description>JOHNSON &amp; JOHNSON 4.50% SR NTS</Description>
          <Decimals>3</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
          <TickSize>0.001</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>JNJ41.CB</Name>
          <Description>JOHNSON &amp; JOHNSON 4.85% 05/15/41 CORPORA</Description>
          <Decimals>3</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
          <TickSize>0.001</TickSize>
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        <PortfolioSymbol>
          <Name>JNJ33.CB</Name>
          <Description>JOHNSON &amp; JOHNSON 4.95%  5/15/33</Description>
          <Decimals>3</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
          <TickSize>0.001</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>JNJ18.CB</Name>
          <Description>JOHNSON &amp; JOHNSON 5.15% SR NTS 7/15/18</Description>
          <Decimals>3</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
          <TickSize>0.001</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>JNJ17.CB</Name>
          <Description>JOHNSON &amp; JOHNSON 5.55% NTS 8/15/17</Description>
          <Decimals>3</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
          <TickSize>0.001</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>JNJ38.CB</Name>
          <Description>JOHNSON &amp; JOHNSON 5.85% SR NTS 7/15/38</Description>
          <Decimals>3</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
          <TickSize>0.001</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>JNJ37.CB</Name>
          <Description>JOHNSON &amp; JOHNSON 5.95% NTS 08/15/37</Description>
          <Decimals>3</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
          <TickSize>0.001</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>JNJ23.CB</Name>
          <Description>JOHNSON &amp; JOHNSON 6.73% DEB 11/15/23</Description>
          <Decimals>3</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
          <TickSize>0.001</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
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          <Description>JOHNSON &amp; JOHNSON 6.95% DEB 9/1/29</Description>
          <Decimals>3</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
          <TickSize>0.001</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>JCI44.CB</Name>
          <Description>JOHNSON CONTROLS 4.625% 7/2/44</Description>
          <Decimals>3</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
          <TickSize>0.001</TickSize>
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        <PortfolioSymbol>
          <Name>JCI24.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>JCI64.CB</Name>
          <Description>JOHNSON CONTROLS INC 4.95 07/02/2064</Description>
          <Decimals>3</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
          <TickSize>0.001</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>JCI36.CB</Name>
          <Description>JOHNSON CONTROLS INC 6% SR NTS 1/15/36</Description>
          <Decimals>3</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
          <TickSize>0.001</TickSize>
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        <PortfolioSymbol>
          <Name>JCI45.CB</Name>
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          <Decimals>3</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
          <TickSize>0.001</TickSize>
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        <PortfolioSymbol>
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          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
          <TickSize>0.001</TickSize>
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        <PortfolioSymbol>
          <Name>JCI16A.CB</Name>
          <Description>JOHNSON CONTROLS INC. 2.6% SR</Description>
          <Decimals>3</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
          <TickSize>0.001</TickSize>
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          <Name>JCI21a.CB</Name>
          <Description>JOHNSON CONTROLS INC. 3.75% SR</Description>
          <Decimals>3</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
          <TickSize>0.001</TickSize>
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        <PortfolioSymbol>
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          <Description>JOHNSON CONTROLS INC. 4.25% SR</Description>
          <Decimals>3</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
          <TickSize>0.001</TickSize>
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        <PortfolioSymbol>
          <Name>JCI41A.CB</Name>
          <Description>JOHNSON CONTROLS INC. 5.25% SR 12/01/41</Description>
          <Decimals>3</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
          <TickSize>0.001</TickSize>
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        <PortfolioSymbol>
          <Name>JCI41.CB</Name>
          <Description>JOHNSON CONTROLS INC. 5.7% SR</Description>
          <Decimals>3</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
          <TickSize>0.001</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>JCI20.CB</Name>
          <Description>JOHNSON CTLS INC SR NT 5%</Description>
          <Decimals>3</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
          <TickSize>0.001</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>JNY34.CB</Name>
          <Description>JONES APPAREL 6.125% SR NTS 11/15/34</Description>
          <Decimals>3</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
          <TickSize>0.001</TickSize>
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        <PortfolioSymbol>
          <Name>JNY19.CB</Name>
          <Description>JONES GROUP/APP GROUP HLDG/A 03/15/19</Description>
          <Decimals>3</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
          <TickSize>0.001</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>JOY21.CB</Name>
          <Description>JOY GLOBAL INC 5.125 10/15/2021</Description>
          <Decimals>3</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
          <TickSize>0.001</TickSize>
        </PortfolioSymbol>
      </Symbols>
    </PortfolioCategory>
    <PortfolioCategory>
      <Name>JP</Name>
      <Symbols>
        <PortfolioSymbol>
          <Name>JPM20D.CB</Name>
          <Description>JP MORGAN CHASE &amp; CO 2.25%</Description>
          <Decimals>3</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
          <TickSize>0.001</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>JPM41.CB</Name>
          <Description>JP MORGAN CHASE &amp; CO 5.6%</Description>
          <Decimals>3</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
          <TickSize>0.001</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>JPM25A.CB</Name>
          <Description>JP MORGAN CHASE 3.125% 1/23/25</Description>
          <Decimals>3</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
          <TickSize>0.001</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>JPM18.CB</Name>
          <Description>JP MORGAN CHASE 6% SR NTS 1/15/18</Description>
          <Decimals>3</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
          <TickSize>0.001</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>JPM17.CB</Name>
          <Description>JP MORGAN CHASE 6.125% NTS 6/27/17</Description>
          <Decimals>3</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
          <TickSize>0.001</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>JPM38.CB</Name>
          <Description>JP MORGAN CHASE 6.4% NTS 5/15/38</Description>
          <Decimals>3</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
          <TickSize>0.001</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>JPM.17B.CB</Name>
          <Description>JP MORGAN CHASE BANK NA 6 07/05/2017</Description>
          <Decimals>3</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
          <TickSize>0.001</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>JPM17A.CB</Name>
          <Description>JP MORGAN CHASE BANK NA. 6.00% 10/01/17</Description>
          <Decimals>3</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
          <TickSize>0.001</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>JPM26A.CB</Name>
          <Description>JPM26A.CB</Description>
          <Decimals>3</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
          <TickSize>0.001</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>JPM45.CB</Name>
          <Description>JPMORGAN &amp; CHASE CO 4.95%</Description>
          <Decimals>3</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
          <TickSize>0.001</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>JPM24B.CB</Name>
          <Description>JPMORGAN CHASE &amp; CO</Description>
          <Decimals>3</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
          <TickSize>0.001</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>JPM25B.CB</Name>
          <Description>JPMORGAN CHASE &amp; CO  3.90%</Description>
          <Decimals>3</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
          <TickSize>0.001</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>JPM18M.CB</Name>
          <Description>JPMORGAN CHASE &amp; CO 1.625</Description>
          <Decimals>3</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
          <TickSize>0.001</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>JPM19G.CB</Name>
          <Description>JPMORGAN CHASE &amp; CO 2.2 10/22/2019</Description>
          <Decimals>3</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
          <TickSize>0.001</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>JPM21E.CB</Name>
          <Description>JPMORGAN CHASE &amp; CO 2.295 08/15/2021</Description>
          <Decimals>3</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
          <TickSize>0.001</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>JPM19A.CB</Name>
          <Description>JPMORGAN CHASE &amp; CO 2.35 %</Description>
          <Decimals>3</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
          <TickSize>0.001</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>JPM21D.CB</Name>
          <Description>JPMORGAN CHASE &amp; CO 2.4 06/07/2021</Description>
          <Decimals>3</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
          <TickSize>0.001</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>JPM23F.CB</Name>
          <Description>JPMORGAN CHASE &amp; CO 2.7 05/18/2023</Description>
          <Decimals>3</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
          <TickSize>0.001</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>JPM20E.CB</Name>
          <Description>JPMORGAN CHASE &amp; CO 2.750</Description>
          <Decimals>3</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
          <TickSize>0.001</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>JPM26C.CB</Name>
          <Description>JPMORGAN CHASE &amp; CO 2.95 10/01/2026</Description>
          <Decimals>3</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
          <TickSize>0.001</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>JPM26B.CB</Name>
          <Description>JPMORGAN CHASE &amp; CO 3.2 06/15/2026</Description>
          <Decimals>3</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
          <TickSize>0.001</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>JPM24C.CB</Name>
          <Description>JPMORGAN CHASE &amp; CO 3.875 09/10/2024</Description>
          <Decimals>3</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
          <TickSize>0.001</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>JPM27A.CB</Name>
          <Description>JPMORGAN CHASE &amp; CO 4.25 10/01/2027</Description>
          <Decimals>3</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
          <TickSize>0.001</TickSize>
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        <PortfolioSymbol>
          <Name>JPM20A.CB</Name>
          <Description>JPMORGAN CHASE &amp; CO 4.40% SR NTS</Description>
          <Decimals>3</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
          <TickSize>0.001</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>JPM40.CB</Name>
          <Description>JPMORGAN CHASE &amp; CO FIXED 5.5%</Description>
          <Decimals>3</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
          <TickSize>0.001</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>JPM19.CB</Name>
          <Description>JPMORGAN CHASE &amp; CO NT 6.3%</Description>
          <Decimals>3</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
          <TickSize>0.001</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>JPM20B.CB</Name>
          <Description>JPMORGAN CHASE &amp; CO SR FX RT NT 4.25%</Description>
          <Decimals>3</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
          <TickSize>0.001</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>JPM20.CB</Name>
          <Description>JPMORGAN CHASE &amp; CO SR NT 4.95%</Description>
          <Decimals>3</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
          <TickSize>0.001</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>JPM18B.CB</Name>
          <Description>JPMORGAN CHASE &amp; CO. 1.625% 05/15/18</Description>
          <Decimals>3</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
          <TickSize>0.001</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>JPM18A.CB</Name>
          <Description>JPMORGAN CHASE &amp; CO. 1.80% 01/25/18 CORP</Description>
          <Decimals>3</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
          <TickSize>0.001</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>JPM17B.CB</Name>
          <Description>JPMORGAN CHASE &amp; CO. 2.0%  08/15/17</Description>
          <Decimals>3</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
          <TickSize>0.001</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>JPM16B.CB</Name>
          <Description>JPMORGAN CHASE &amp; CO. 3.15% 07/05/16 CORP</Description>
          <Decimals>3</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
          <TickSize>0.001</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>JPM23.CB</Name>
          <Description>JPMORGAN CHASE &amp; CO. 3.20 % 01/25/23 COR</Description>
          <Decimals>3</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
          <TickSize>0.001</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>JPM22A.CB</Name>
          <Description>JPMORGAN CHASE &amp; CO. 3.25% 9/23/2022</Description>
          <Decimals>3</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
          <TickSize>0.001</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>PM23A.CB</Name>
          <Description>JPMORGAN CHASE &amp; CO. 3.375%</Description>
          <Decimals>3</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
          <TickSize>0.001</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>JPM23A.CB</Name>
          <Description>JPMORGAN CHASE &amp; CO. 3.375%  05/01/23</Description>
          <Decimals>3</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
          <TickSize>0.001</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>JPM21A.CB</Name>
          <Description>JPMORGAN CHASE &amp; CO. 4.35%</Description>
          <Decimals>3</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
          <TickSize>0.001</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>JPM22.CB</Name>
          <Description>JPMORGAN CHASE &amp; CO. 4.50% 01/24/22 CORP</Description>
          <Decimals>3</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
          <TickSize>0.001</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>JPM21.CB</Name>
          <Description>JPMORGAN CHASE &amp; CO. 4.625% 05/10/21 COR</Description>
          <Decimals>3</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
          <TickSize>0.001</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>JPM42.CB</Name>
          <Description>JPMORGAN CHASE &amp; CO. 5.4% 01/06/42 CORPO</Description>
          <Decimals>3</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
          <TickSize>0.001</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>JPM17C.CB</Name>
          <Description>JPMORGAN CHASE &amp;CO 1.35% 02/15/2017</Description>
          <Decimals>3</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
          <TickSize>0.001</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>JPM19B.CB</Name>
          <Description>JPMORGAN CHASE 1.85% 3/22/19</Description>
          <Decimals>3</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
          <TickSize>0.001</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>JPM20F.CB</Name>
          <Description>JPMORGAN CHASE 2.55% 10/29/20</Description>
          <Decimals>3</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
          <TickSize>0.001</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>JPM21C.CB</Name>
          <Description>JPMORGAN CHASE 2.55% 3/1/21</Description>
          <Decimals>3</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
          <TickSize>0.001</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>JPM26.CB</Name>
          <Description>JPMORGAN CHASE 3.3% 4/1/26</Description>
          <Decimals>3</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
          <TickSize>0.001</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>JPM24A.CB</Name>
          <Description>JPMORGAN CHASE JPM 3.875%</Description>
          <Decimals>3</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
          <TickSize>0.001</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>JPM43.CB</Name>
          <Description>JPMORGAN CHASE JPM 5.625%</Description>
          <Decimals>3</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
          <TickSize>0.001</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>JPM44.CB</Name>
          <Description>JPMORGANCHASE JPM 4.85%</Description>
          <Decimals>3</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
          <TickSize>0.001</TickSize>
        </PortfolioSymbol>
      </Symbols>
    </PortfolioCategory>
    <PortfolioCategory>
      <Name>JU</Name>
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        <PortfolioSymbol>
          <Name>JNPR25.CB</Name>
          <Description>JUNIPER NETWORKS 4.35%</Description>
          <Decimals>3</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
          <TickSize>0.001</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>JNPR24.CB</Name>
          <Description>JUNIPER NETWORKS 4.5% 03/15/24 CORPORATE</Description>
          <Decimals>3</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
          <TickSize>0.001</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>JNPR20.CB</Name>
          <Description>JUNIPER NETWORKS INC 3.3% 6/15/20</Description>
          <Decimals>3</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
          <TickSize>0.001</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>JNPR21.CB</Name>
          <Description>JUNIPER NETWORKS INC. 4.6% SR</Description>
          <Decimals>3</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
          <TickSize>0.001</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>JNPR41.CB</Name>
          <Description>JUNIPER NETWORKS INC. 5.95% SR 03/15/41</Description>
          <Decimals>3</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
          <TickSize>0.001</TickSize>
        </PortfolioSymbol>
      </Symbols>
    </PortfolioCategory>
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</Portfolio>