﻿<?xml version="1.0" encoding="UTF-8"?>
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        <PortfolioSymbol>
          <Name>HPQ.29.CB</Name>
          <Description>ELECTRONIC DATA SYS 7.45% NTS 10/15/29</Description>
          <Decimals>3</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
          <TickSize>0.001</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>EDS29.CB</Name>
          <Description>ELECTRONIC DATA SYSTEMS 7.45% 10/15/29</Description>
          <Decimals>3</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
          <TickSize>0.001</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>LLY30.CB</Name>
          <Description>ELI LILLY &amp; CO  2.125%  6/2/30</Description>
          <Decimals>3</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
          <TickSize>0.001</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>LLY22.CB</Name>
          <Description>ELI LILLY &amp; CO 1.000%  6/2/22</Description>
          <Decimals>3</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
          <TickSize>0.001</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>LLY26.CB</Name>
          <Description>ELI LILLY &amp; CO 1.625%  6/2/26</Description>
          <Decimals>3</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
          <TickSize>0.001</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>LLY25A.CB</Name>
          <Description>ELI LILLY &amp; CO 2.75 06/01/2025</Description>
          <Decimals>3</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
          <TickSize>0.001</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>LLY17.CB</Name>
          <Description>ELI LILLY &amp; CO 5.25 NTS 3/15/17</Description>
          <Decimals>3</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
          <TickSize>0.001</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>LLY19.CB</Name>
          <Description>ELI LILLY &amp; CO. 1.95% 03/15/19</Description>
          <Decimals>3</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
          <TickSize>0.001</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>LLY18.CB</Name>
          <Description>ELI LILLY &amp; CO. 4.5% NTS 3/15/18</Description>
          <Decimals>3</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
          <TickSize>0.001</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>LLY44.CB</Name>
          <Description>ELI LILLY &amp; CO. 4.65%</Description>
          <Decimals>3</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
          <TickSize>0.001</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>LLY27.CB</Name>
          <Description>ELI LILLY &amp; COMPANY 5.50% NTS 3/15/27</Description>
          <Decimals>3</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
          <TickSize>0.001</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>LLY37.CB</Name>
          <Description>ELI LILLY &amp; COMPANY 5.55% NTS 03/15/37</Description>
          <Decimals>3</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
          <TickSize>0.001</TickSize>
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    </PortfolioCategory>
    <PortfolioCategory>
      <Name>EM</Name>
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        <PortfolioSymbol>
          <Name>EQ16.CB</Name>
          <Description>EMBARQ CORP 7.082% NTS 06/01/16</Description>
          <Decimals>3</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
          <TickSize>0.001</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>EQ36.CB</Name>
          <Description>EMBARQ CORP 7.995% NTS 6/1/36</Description>
          <Decimals>3</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
          <TickSize>0.001</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>CTL.16.CB</Name>
          <Description>EMBARQ CORP NT 7.082%</Description>
          <Decimals>3</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
          <TickSize>0.001</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>CTL.36.CB</Name>
          <Description>EMBARQ CORP NT 7.995%</Description>
          <Decimals>3</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
          <TickSize>0.001</TickSize>
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        <PortfolioSymbol>
          <Name>ERJ.25.CB</Name>
          <Description>EMBRAER NETHERLANDS FINANCE 5.05% 2025</Description>
          <Decimals>3</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
          <TickSize>0.001</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>ERJ.20.CB</Name>
          <Description>EMBRAER OVERSEAS LIMITED</Description>
          <Decimals>3</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
          <TickSize>0.001</TickSize>
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        <PortfolioSymbol>
          <Name>EMC18.CB</Name>
          <Description>EMC CORP 1.875% 06/01/18 CORPORATE BONDS</Description>
          <Decimals>3</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
          <TickSize>0.001</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>DVMT20.CB</Name>
          <Description>EMC CORP 2.65 06/01/2020</Description>
          <Decimals>3</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
          <TickSize>0.001</TickSize>
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        <PortfolioSymbol>
          <Name>EMC20.CB</Name>
          <Description>EMC CORP 2.65% 06/01/20 CORPORATE BONDS</Description>
          <Decimals>3</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
          <TickSize>0.001</TickSize>
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        <PortfolioSymbol>
          <Name>DVMT23.CB</Name>
          <Description>EMC CORP 3.375 06/01/2023</Description>
          <Decimals>3</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
          <TickSize>0.001</TickSize>
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        <PortfolioSymbol>
          <Name>EMC23.CB</Name>
          <Description>EMC CORP 3.375% 06/01/23</Description>
          <Decimals>3</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
          <TickSize>0.001</TickSize>
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        <PortfolioSymbol>
          <Name>EMR20.CB</Name>
          <Description>EMERSON ELEC CO NT 4.25% 11/15/20</Description>
          <Decimals>3</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
          <TickSize>0.001</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>EMR19.CB</Name>
          <Description>EMERSON ELEC CO NT 5%</Description>
          <Decimals>3</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
          <TickSize>0.001</TickSize>
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        <PortfolioSymbol>
          <Name>EMR18.CB</Name>
          <Description>EMERSON ELEC CO NT 5.25%</Description>
          <Decimals>3</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
          <TickSize>0.001</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>EMR39.CB</Name>
          <Description>EMERSON ELEC CO NT 5.25%</Description>
          <Decimals>3</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
          <TickSize>0.001</TickSize>
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        <PortfolioSymbol>
          <Name>EMR21.CB</Name>
          <Description>EMERSON ELECTRIC CO 2.625 12/01/2021</Description>
          <Decimals>3</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
          <TickSize>0.001</TickSize>
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        <PortfolioSymbol>
          <Name>EMR.23.CB</Name>
          <Description>EMERSON ELECTRIC CO 2.625% 02/15/2023</Description>
          <Decimals>3</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
          <TickSize>0.001</TickSize>
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        <PortfolioSymbol>
          <Name>EMR16.CB</Name>
          <Description>EMERSON ELECTRIC CO 5.125% NTS 12/1/16</Description>
          <Decimals>3</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
          <TickSize>0.001</TickSize>
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        <PortfolioSymbol>
          <Name>EMR17.CB</Name>
          <Description>EMERSON ELECTRIC CO 5.375% NTS 10/15/17</Description>
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          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
          <TickSize>0.001</TickSize>
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        <PortfolioSymbol>
          <Name>EMR32.CB</Name>
          <Description>EMERSON ELECTRIC CO 6.000% NTS 08/15/32</Description>
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          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
          <TickSize>0.001</TickSize>
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        <PortfolioSymbol>
          <Name>EDE22.CB</Name>
          <Description>EMPIRE DIST ELEC CO NT 7.05%</Description>
          <Decimals>3</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
          <TickSize>0.001</TickSize>
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        <PortfolioSymbol>
          <Name>EDE35.CB</Name>
          <Description>EMPIRE DIST ELEC CO SR NT 5.8% 07/01/35</Description>
          <Decimals>3</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
          <TickSize>0.001</TickSize>
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        <PortfolioSymbol>
          <Name>EDE33.CB</Name>
          <Description>EMPIRE DIST ELEC CO SR NT 6.7%</Description>
          <Decimals>3</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
          <TickSize>0.001</TickSize>
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        <PortfolioSymbol>
          <Name>EDE40.CB</Name>
          <Description>EMPIRE DISTRICT ELEC CO 5.2%</Description>
          <Decimals>3</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
          <TickSize>0.001</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>ENI.27.CB</Name>
          <Description>EMPRESA NACIONAL DE ELCTRCIDAD NT 7.875%</Description>
          <Decimals>3</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
          <TickSize>0.001</TickSize>
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    <PortfolioCategory>
      <Name>EN</Name>
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        <PortfolioSymbol>
          <Name>EEP21.CB</Name>
          <Description>ENBRIDGE ENERGY 4.20% 09/15/21</Description>
          <Decimals>3</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
          <TickSize>0.001</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>EEP38.CB</Name>
          <Description>ENBRIDGE ENERGY 7.5% SR NTS 4/15/38</Description>
          <Decimals>3</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
          <TickSize>0.001</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>EEP19.CB</Name>
          <Description>ENBRIDGE ENERGY 9.875%SR NTS 3/1/19</Description>
          <Decimals>3</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
          <TickSize>0.001</TickSize>
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        <PortfolioSymbol>
          <Name>EEP20.CB</Name>
          <Description>ENBRIDGE ENERGY PARTNERS 5.2%</Description>
          <Decimals>3</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
          <TickSize>0.001</TickSize>
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        <PortfolioSymbol>
          <Name>EEP18.CB</Name>
          <Description>ENBRIDGE ENERGY PARTNERS 6.5% SR NTS</Description>
          <Decimals>3</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
          <TickSize>0.001</TickSize>
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        <PortfolioSymbol>
          <Name>EEP40.CB</Name>
          <Description>ENBRIDGE ENERGY PARTNERS L P FIXED 5.5%</Description>
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          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
          <TickSize>0.001</TickSize>
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        <PortfolioSymbol>
          <Name>EEP20A.CB</Name>
          <Description>ENBRIDGE ENERGY PARTNERS LP 4.375 10/15/</Description>
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          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
          <TickSize>0.001</TickSize>
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        <PortfolioSymbol>
          <Name>EEP34.CB</Name>
          <Description>ENBRIDGE ENERGY PTRN LP 6.3%NTS 12/15/34</Description>
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          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
          <TickSize>0.001</TickSize>
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        <PortfolioSymbol>
          <Name>EEP16.CB</Name>
          <Description>ENBRIDGE ENERGY PTRNS LP 5.875% NTS</Description>
          <Decimals>3</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
          <TickSize>0.001</TickSize>
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        <PortfolioSymbol>
          <Name>EP16.CB</Name>
          <Description>ENBRIDGE ENERGY PTRNS LP 5.875% NTS</Description>
          <Decimals>3</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
          <TickSize>0.001</TickSize>
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        <PortfolioSymbol>
          <Name>ENB24.CB</Name>
          <Description>ENBRIDGE INC 3.5 06/10/2024</Description>
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          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
          <TickSize>0.001</TickSize>
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        <PortfolioSymbol>
          <Name>ENB17.CB</Name>
          <Description>ENBRIDGE INC 5.6% SR NTS 4/1/17</Description>
          <Decimals>3</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
          <TickSize>0.001</TickSize>
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        <PortfolioSymbol>
          <Name>ECA21.CB</Name>
          <Description>ENCANA CORP 3.9% SR NTS 11/15/21</Description>
          <Decimals>3</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
          <TickSize>0.001</TickSize>
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        <PortfolioSymbol>
          <Name>ECA17.CB</Name>
          <Description>ENCANA CORP 5.9% NTS 12/1/17</Description>
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          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
          <TickSize>0.001</TickSize>
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        <PortfolioSymbol>
          <Name>ECA34.CB</Name>
          <Description>ENCANA CORP 6.5% BDS 8/15/34</Description>
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          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
          <TickSize>0.001</TickSize>
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        <PortfolioSymbol>
          <Name>ECA38.CB</Name>
          <Description>ENCANA CORP 6.5% NTS</Description>
          <Decimals>3</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
          <TickSize>0.001</TickSize>
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        <PortfolioSymbol>
          <Name>ECA37.CB</Name>
          <Description>ENCANA CORP 6.625% SR NTS 8/15/37</Description>
          <Decimals>3</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
          <TickSize>0.001</TickSize>
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        <PortfolioSymbol>
          <Name>CVE.19.CB</Name>
          <Description>ENCANA CORP SR NT 6.5%</Description>
          <Decimals>3</Decimals>
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          <PipFraction>1</PipFraction>
          <TickSize>0.001</TickSize>
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        <PortfolioSymbol>
          <Name>DNR.16.CB</Name>
          <Description>ENCORE ACQUISITION CO GTD SR 9.5%</Description>
          <Decimals>3</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
          <TickSize>0.001</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>EGN21.CB</Name>
          <Description>ENERGEN CORP 4.625% SR NTS 09/01/21</Description>
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          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
          <TickSize>0.001</TickSize>
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        <PortfolioSymbol>
          <Name>EGN28.CB</Name>
          <Description>ENERGEN CORP 7.125% MTNS 2/15/28</Description>
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          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
          <TickSize>0.001</TickSize>
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        <PortfolioSymbol>
          <Name>TXU19.CB</Name>
          <Description>ENERGY FUTURE HOLDINGS CORP 9.75% SR NTS</Description>
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          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
          <TickSize>0.001</TickSize>
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        <PortfolioSymbol>
          <Name>TXUI19.CB</Name>
          <Description>ENERGY FUTURE HOLDINGS CORP LLC 9.75%</Description>
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          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
          <TickSize>0.001</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>ETR.24.CB</Name>
          <Description>ENERGY GULF STATES LA 5.59% 10/1/24</Description>
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          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
          <TickSize>0.001</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>ETP19.CB</Name>
          <Description>ENERGY TRAN PTNR 9.7% SR NTS 3/15/19</Description>
          <Decimals>3</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
          <TickSize>0.001</TickSize>
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        <PortfolioSymbol>
          <Name>ETP20.CB</Name>
          <Description>ENERGY TRAN PTNR ETP 4.15%</Description>
          <Decimals>3</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
          <TickSize>0.001</TickSize>
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        <PortfolioSymbol>
          <Name>ETP24.CB</Name>
          <Description>ENERGY TRAN PTNR ETP 4.9%</Description>
          <Decimals>3</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
          <TickSize>0.001</TickSize>
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        <PortfolioSymbol>
          <Name>ETP43.CB</Name>
          <Description>ENERGY TRAN PTNR ETP 5.95%</Description>
          <Decimals>3</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
          <TickSize>0.001</TickSize>
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        <PortfolioSymbol>
          <Name>ETP17.CB</Name>
          <Description>ENERGY TRANSFER 6.125 % SR NTS 2/15/17</Description>
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          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
          <TickSize>0.001</TickSize>
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        <PortfolioSymbol>
          <Name>ETP36.CB</Name>
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          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
          <TickSize>0.001</TickSize>
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        <PortfolioSymbol>
          <Name>ETE20.CB</Name>
          <Description>ENERGY TRANSFER 7.50% SR NTS</Description>
          <Decimals>3</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
          <TickSize>0.001</TickSize>
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        <PortfolioSymbol>
          <Name>ETE24A.CB</Name>
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          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
          <TickSize>0.001</TickSize>
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        <PortfolioSymbol>
          <Name>ETP23.CB</Name>
          <Description>ENERGY TRANSFER PARTNERS 3.60% 02/01/23</Description>
          <Decimals>3</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
          <TickSize>0.001</TickSize>
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        <PortfolioSymbol>
          <Name>ETP21.CB</Name>
          <Description>ENERGY TRANSFER PARTNERS 4.65%</Description>
          <Decimals>3</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
          <TickSize>0.001</TickSize>
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        <PortfolioSymbol>
          <Name>ETP43A.CB</Name>
          <Description>ENERGY TRANSFER PARTNERS 5.15 02/01/43</Description>
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          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
          <TickSize>0.001</TickSize>
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        <PortfolioSymbol>
          <Name>ETP22.CB</Name>
          <Description>ENERGY TRANSFER PARTNERS 5.2% SR NTS</Description>
          <Decimals>3</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
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        <PortfolioSymbol>
          <Name>ETP41.CB</Name>
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          <TickSize>0.001</TickSize>
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          <Name>ETP42.CB</Name>
          <Description>ENERGY TRANSFER PARTNERS 6.50% SR NTS 02</Description>
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          <PipFraction>1</PipFraction>
          <TickSize>0.001</TickSize>
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          <Name>ETP18.CB</Name>
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          <PipFraction>1</PipFraction>
          <TickSize>0.001</TickSize>
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        <PortfolioSymbol>
          <Name>ETP35.CB</Name>
          <Description>ENERGY TRANSFER PARTNERS LP  5.127%</Description>
          <Decimals>3</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
          <TickSize>0.001</TickSize>
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        <PortfolioSymbol>
          <Name>ETP18A.CB</Name>
          <Description>ENERGY TRANSFER PARTNERS LP 2.5 06/15/20</Description>
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          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
          <TickSize>0.001</TickSize>
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        <PortfolioSymbol>
          <Name>ETP25.CB</Name>
          <Description>ENERGY TRANSFER PARTNERS LP 4.05</Description>
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          <PipFraction>1</PipFraction>
          <TickSize>0.001</TickSize>
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        <PortfolioSymbol>
          <Name>ETP45.CB</Name>
          <Description>ENERGY TRANSFER PARTNERS LP 5.150%</Description>
          <Decimals>3</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
          <TickSize>0.001</TickSize>
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        <PortfolioSymbol>
          <Name>ETP19A.CB</Name>
          <Description>ENERGY TRANSFER PTNR 9% SR NTS 4/15/19</Description>
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          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
          <TickSize>0.001</TickSize>
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        <PortfolioSymbol>
          <Name>ETP38.CB</Name>
          <Description>ENERGY TRANSFER PTNRS 7.5% SR NTS 7/1/38</Description>
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          <TickSize>0.001</TickSize>
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        <PortfolioSymbol>
          <Name>ENI16.CB</Name>
          <Description>ENERSIS S.A. 7.40% NTS 12/1/16</Description>
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          <PipFraction>1</PipFraction>
          <TickSize>0.001</TickSize>
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        <PortfolioSymbol>
          <Name>ENIA16.CB</Name>
          <Description>ENERSIS SA 7.40% NTS 12/1/16</Description>
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          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
          <TickSize>0.001</TickSize>
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        <PortfolioSymbol>
          <Name>ENVA21.CB</Name>
          <Description>ENOVA INTERNATIONAL INC 9.75 06/01/2021</Description>
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          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
          <TickSize>0.001</TickSize>
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        <PortfolioSymbol>
          <Name>EOG.28.CB</Name>
          <Description>ENRON OIL &amp; GAS 6.65% SR NTS 4/1/28</Description>
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          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
          <TickSize>0.001</TickSize>
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        <PortfolioSymbol>
          <Name>ESV27.CB</Name>
          <Description>ENSCO INTERNATIONAL INC 7.200% 11/15/27</Description>
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          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
          <TickSize>0.001</TickSize>
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        <PortfolioSymbol>
          <Name>ESV24.CB</Name>
          <Description>ENSCO PLC 4.50%  2024</Description>
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          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
          <TickSize>0.001</TickSize>
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        <PortfolioSymbol>
          <Name>ESV.21.CB</Name>
          <Description>ENSCO PLC 4.7%</Description>
          <Decimals>3</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
          <TickSize>0.001</TickSize>
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        <PortfolioSymbol>
          <Name>ESV25A.CB</Name>
          <Description>ENSCO PLC 5.20%</Description>
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          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
          <TickSize>0.001</TickSize>
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        <PortfolioSymbol>
          <Name>ESV44.CB</Name>
          <Description>ENSCO PLC 5.75%  2044</Description>
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          <PipFraction>1</PipFraction>
          <TickSize>0.001</TickSize>
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        <PortfolioSymbol>
          <Name>ETR.23.CB</Name>
          <Description>ENTERGY ARKANSAS INC 3.05% 06/01/2023</Description>
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          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
          <TickSize>0.001</TickSize>
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        <PortfolioSymbol>
          <Name>ETR.23A.CB</Name>
          <Description>ENTERGY ARKANSAS INC 3.05% 06/01/2023</Description>
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          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
          <TickSize>0.001</TickSize>
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        <PortfolioSymbol>
          <Name>ETR26.CB</Name>
          <Description>ENTERGY CORP 2.95 09/01/2026</Description>
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          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
          <TickSize>0.001</TickSize>
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        <PortfolioSymbol>
          <Name>ETR22.CB</Name>
          <Description>ENTERGY CORP 4 07/15/2022</Description>
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          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
          <TickSize>0.001</TickSize>
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        <PortfolioSymbol>
          <Name>ETR20.CB</Name>
          <Description>ENTERGY CORP NEW FIXED RT SR NT 5.125%</Description>
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          <PipFraction>1</PipFraction>
          <TickSize>0.001</TickSize>
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          <Name>ETR17.CB</Name>
          <Description>ENTERGY CORP. 4.70%</Description>
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          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
          <TickSize>0.001</TickSize>
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        <PortfolioSymbol>
          <Name>ETR.20.CB</Name>
          <Description>ENTERGY GULF STATES LA 3.95%</Description>
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          <PipFraction>1</PipFraction>
          <TickSize>0.001</TickSize>
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          <Name>ETR.18A.CB</Name>
          <Description>ENTERGY GULF STATES LA 6 5/1/2018</Description>
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          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
          <TickSize>0.001</TickSize>
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        <PortfolioSymbol>
          <Name>ETR.28.CB</Name>
          <Description>ENTERGY LOUISIANA LLC 3.25 04/01/2028</Description>
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          <PipFraction>1</PipFraction>
          <TickSize>0.001</TickSize>
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          <Name>ETR23.CB</Name>
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          <TickSize>0.001</TickSize>
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        <PortfolioSymbol>
          <Name>ETR.19.CB</Name>
          <Description>ENTERGY TEXAS 7.125% 2/1/19</Description>
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          <TickSize>0.001</TickSize>
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          <Name>ETR.45A.CB</Name>
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          <TickSize>0.001</TickSize>
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          <Name>EPD33.CB</Name>
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          <Name>EPD34.CB</Name>
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          <TickSize>0.001</TickSize>
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          <Name>EPD20.CB</Name>
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          <TickSize>0.001</TickSize>
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          <PipFraction>1</PipFraction>
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        <PortfolioSymbol>
          <Name>EPD40.CB</Name>
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          <Name>EPD24.CB</Name>
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          <Name>EPD41.CB</Name>
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        <PortfolioSymbol>
          <Name>EPD22.CB</Name>
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          <TickSize>0.001</TickSize>
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          <Name>EPD.21.CB</Name>
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          <TickSize>0.001</TickSize>
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        <PortfolioSymbol>
          <Name>ENH34.CB</Name>
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          <Name>EOG17.CB</Name>
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          <Name>EOG35.CB</Name>
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          <Name>EPR23.CB</Name>
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      <Name>EQ</Name>
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          <Name>EQT19.CB</Name>
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          <PipFraction>1</PipFraction>
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        <PortfolioSymbol>
          <Name>EQT21A.CB</Name>
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          <PipFraction>1</PipFraction>
          <TickSize>0.001</TickSize>
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        <PortfolioSymbol>
          <Name>EFX21.CB</Name>
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        <PortfolioSymbol>
          <Name>EFX17.CB</Name>
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          <Name>EFX28.CB</Name>
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      <Name>ER</Name>
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          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
          <TickSize>0.001</TickSize>
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        <PortfolioSymbol>
          <Name>EQR.26.CB</Name>
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        <PortfolioSymbol>
          <Name>EQR.44.CB</Name>
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        <PortfolioSymbol>
          <Name>EQR.21.CB</Name>
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          <Name>EQR.20.CB</Name>
          <Description>ERP OPERATING LP 4.75% SR UNSECURED</Description>
          <Decimals>3</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
          <TickSize>0.001</TickSize>
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        <PortfolioSymbol>
          <Name>EQR.17A.CB</Name>
          <Description>ERP OPERATING LP 5.75% NTS 6/15/17</Description>
          <Decimals>3</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
          <TickSize>0.001</TickSize>
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        <PortfolioSymbol>
          <Name>EQR.17.CB</Name>
          <Description>ERP OPERATING LP 7.125% NTS 10/15/17</Description>
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          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
          <TickSize>0.001</TickSize>
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        <PortfolioSymbol>
          <Name>EQR26.CB</Name>
          <Description>ERP OPERATING LTD PART 7.57% NTS 8/15/26</Description>
          <Decimals>3</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
          <TickSize>0.001</TickSize>
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    <PortfolioCategory>
      <Name>ES</Name>
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        <PortfolioSymbol>
          <Name>EL17.CB</Name>
          <Description>ESTEE LAUDER 5.55% SR NTS 5/15/17</Description>
          <Decimals>3</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
          <TickSize>0.001</TickSize>
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        <PortfolioSymbol>
          <Name>EL33.CB</Name>
          <Description>ESTEE LAUDER 5.75% SR NTS</Description>
          <Decimals>3</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
          <TickSize>0.001</TickSize>
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        <PortfolioSymbol>
          <Name>EL37.CB</Name>
          <Description>ESTEE LAUDER 6% SR NTS 5/15/37</Description>
          <Decimals>3</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
          <TickSize>0.001</TickSize>
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        <PortfolioSymbol>
          <Name>EL22.CB</Name>
          <Description>ESTEE LAUDER CO INC. 2.35%</Description>
          <Decimals>3</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
          <TickSize>0.001</TickSize>
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        <PortfolioSymbol>
          <Name>EL42.CB</Name>
          <Description>ESTEE LAUDER CO INC. 3.7%</Description>
          <Decimals>3</Decimals>
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          <PipFraction>1</PipFraction>
          <TickSize>0.001</TickSize>
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        <PortfolioSymbol>
          <Name>EL21.CB</Name>
          <Description>ESTEE LAUDER COS INC/THE 1.7 05/10/2021</Description>
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          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
          <TickSize>0.001</TickSize>
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        <PortfolioSymbol>
          <Name>ESL20.CB</Name>
          <Description>ESTERLINE TECHNOLOGIES CORP</Description>
          <Decimals>3</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
          <TickSize>0.001</TickSize>
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    <PortfolioCategory>
      <Name>ET</Name>
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        <PortfolioSymbol>
          <Name>ETN42.CB</Name>
          <Description>ETN42: EATON CORP ETN 4.15% 11/02/42</Description>
          <Decimals>3</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
          <TickSize>0.001</TickSize>
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    </PortfolioCategory>
    <PortfolioCategory>
      <Name>EV</Name>
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        <PortfolioSymbol>
          <Name>EPE.20.CB</Name>
          <Description>EVEREST ACQUISITION FINANCE INC 9.375 05</Description>
          <Decimals>3</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
          <TickSize>0.001</TickSize>
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        <PortfolioSymbol>
          <Name>RE.44.CB</Name>
          <Description>EVEREST REINSURANCE HLDG 4.868% 06/01/20</Description>
          <Decimals>3</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
          <TickSize>0.001</TickSize>
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    </PortfolioCategory>
    <PortfolioCategory>
      <Name>EX</Name>
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        <PortfolioSymbol>
          <Name>EXC.43A.CB</Name>
          <Description>EXC.43A.CB</Description>
          <Decimals>3</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
          <TickSize>0.001</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>EXC25.CB</Name>
          <Description>EXC25.CB</Description>
          <Decimals>3</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
          <TickSize>0.001</TickSize>
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        <PortfolioSymbol>
          <Name>XCO18.CB</Name>
          <Description>EXCO RES INC GTD SR FIXED 7.5%</Description>
          <Decimals>3</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
          <TickSize>0.001</TickSize>
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        <PortfolioSymbol>
          <Name>XCO22.CB</Name>
          <Description>EXCO RESOURCES INC 8.5% 04/15/2022</Description>
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          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
          <TickSize>0.001</TickSize>
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        <PortfolioSymbol>
          <Name>EXC.20C.CB</Name>
          <Description>EXELON 2.85%</Description>
          <Decimals>3</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
          <TickSize>0.001</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>EXC45.CB</Name>
          <Description>EXELON 5.1%  6/15/45</Description>
          <Decimals>3</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
          <TickSize>0.001</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>EXC17.CB</Name>
          <Description>EXELON CORP 1.55 06/09/2017</Description>
          <Decimals>3</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
          <TickSize>0.001</TickSize>
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        <PortfolioSymbol>
          <Name>EXC21.CB</Name>
          <Description>EXELON CORP 2.45 04/15/2021</Description>
          <Decimals>3</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
          <TickSize>0.001</TickSize>
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        <PortfolioSymbol>
          <Name>EXC20.CB</Name>
          <Description>EXELON CORP 2.85 6/15/20</Description>
          <Decimals>3</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
          <TickSize>0.001</TickSize>
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        <PortfolioSymbol>
          <Name>EXC26.CB</Name>
          <Description>EXELON CORP 3.4 4/15/26</Description>
          <Decimals>3</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
          <TickSize>0.001</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>EXC35.CB</Name>
          <Description>EXELON CORP 5 5/8% BONDS DUE 6/15/2035</Description>
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          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
          <TickSize>0.001</TickSize>
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        <PortfolioSymbol>
          <Name>EXC.42A.CB</Name>
          <Description>EXELON GENERATIO EXC 5.6% 06/42</Description>
          <Decimals>3</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
          <TickSize>0.001</TickSize>
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        <PortfolioSymbol>
          <Name>EXC.17A.CB</Name>
          <Description>EXELON GENERATION 6.2% SR NTS 10/1/17</Description>
          <Decimals>3</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
          <TickSize>0.001</TickSize>
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        <PortfolioSymbol>
          <Name>EXC.20.CB</Name>
          <Description>EXELON GENERATION CO LLC 4.0% SR NTS</Description>
          <Decimals>3</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
          <TickSize>0.001</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>EXC.22B.CB</Name>
          <Description>EXELON GENERATION CO LLC 4.25 06/15/2022</Description>
          <Decimals>3</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
          <TickSize>0.001</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>EXC.41.CB</Name>
          <Description>EXELON GENERATION CO LLC 5.75 10/01/2041</Description>
          <Decimals>3</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
          <TickSize>0.001</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>EXC.19.CB</Name>
          <Description>EXELON GENERATION CO LLC SR 5.2%</Description>
          <Decimals>3</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
          <TickSize>0.001</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>EXC.39.CB</Name>
          <Description>EXELON GENERATION CO LLC SR NT 6.25%</Description>
          <Decimals>3</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
          <TickSize>0.001</TickSize>
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        <PortfolioSymbol>
          <Name>EXPE22.CB</Name>
          <Description>EXPEDIA INC 2.500% SR NTS 2022</Description>
          <Decimals>3</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
          <TickSize>0.001</TickSize>
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        <PortfolioSymbol>
          <Name>XOM18B.CB</Name>
          <Description>EXXON MOBIL CORP 1.305% 3/06/2018</Description>
          <Decimals>3</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
          <TickSize>0.001</TickSize>
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        <PortfolioSymbol>
          <Name>XOM19A.CB</Name>
          <Description>EXXON MOBIL CORP 1.708 03/01/2019</Description>
          <Decimals>3</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
          <TickSize>0.001</TickSize>
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        <PortfolioSymbol>
          <Name>XOM20.CB</Name>
          <Description>EXXON MOBIL CORP 1.912% 3/06/2020</Description>
          <Decimals>3</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
          <TickSize>0.001</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>XOM21.CB</Name>
          <Description>EXXON MOBIL CORP 2.222 3/1/21</Description>
          <Decimals>3</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
          <TickSize>0.001</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>XOM22.CB</Name>
          <Description>EXXON MOBIL CORP 2.397% 3/06/22</Description>
          <Decimals>3</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
          <TickSize>0.001</TickSize>
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        <PortfolioSymbol>
          <Name>XOM23.CB</Name>
          <Description>EXXON MOBIL CORP 2.726  3/1/23</Description>
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          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
          <TickSize>0.001</TickSize>
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        <PortfolioSymbol>
          <Name>XOM26.CB</Name>
          <Description>EXXON MOBIL CORP 3.043 03/01/2026</Description>
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          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
          <TickSize>0.001</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>XOM46.CB</Name>
          <Description>EXXON MOBIL CORP 4.114 03/01/2046</Description>
          <Decimals>3</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
          <TickSize>0.001</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>XOM25.CB</Name>
          <Description>EXXON MOBIL CORPORATION</Description>
          <Decimals>3</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
          <TickSize>0.001</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>XOM17A.CB</Name>
          <Description>EXXON MOBIL CORPORATION 0.921% 03/15/17</Description>
          <Decimals>3</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
          <TickSize>0.001</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>XOM19.CB</Name>
          <Description>EXXON MOBIL CORPORATION 1.819%</Description>
          <Decimals>3</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
          <TickSize>0.001</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>XOM24.CB</Name>
          <Description>EXXON MOBIL CORPORATION 3.176% 03/15/24</Description>
          <Decimals>3</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
          <TickSize>0.001</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>XOM45.CB</Name>
          <Description>EXXON MOBIL CORPORATION 45</Description>
          <Decimals>3</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
          <TickSize>0.001</TickSize>
        </PortfolioSymbol>
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    </PortfolioCategory>
  </Categories>
</Portfolio>