<SEC-DOCUMENT>0001387131-17-001171.txt : 20170303
<SEC-HEADER>0001387131-17-001171.hdr.sgml : 20170303
<ACCEPTANCE-DATETIME>20170303172016
ACCESSION NUMBER:		0001387131-17-001171
CONFORMED SUBMISSION TYPE:	N-Q
PUBLIC DOCUMENT COUNT:		2
CONFORMED PERIOD OF REPORT:	20170131
FILED AS OF DATE:		20170303
DATE AS OF CHANGE:		20170303
EFFECTIVENESS DATE:		20170303

FILER:

	COMPANY DATA:	
		COMPANY CONFORMED NAME:			CALAMOS CONVERTIBLE OPPORTUNITIES & INCOME FUND
		CENTRAL INDEX KEY:			0001171471
		IRS NUMBER:				030426532
		FISCAL YEAR END:			1031

	FILING VALUES:
		FORM TYPE:		N-Q
		SEC ACT:		1940 Act
		SEC FILE NUMBER:	811-21080
		FILM NUMBER:		17665268

	BUSINESS ADDRESS:	
		STREET 1:		2020 CALAMOS COURT
		STREET 2:		C/O CALAMOS ADVISORS LLC
		CITY:			NAPERVILLE
		STATE:			IL
		ZIP:			60653
		BUSINESS PHONE:		6302451046

	MAIL ADDRESS:	
		STREET 1:		2020 CALAMOS COURT
		STREET 2:		C/O CALAMOS ADVISORS LLC
		CITY:			NAPERVILLE
		STATE:			IL
		ZIP:			60653
</SEC-HEADER>
<DOCUMENT>
<TYPE>N-Q
<SEQUENCE>1
<FILENAME>cvxb-nq_013117.htm
<DESCRIPTION>QUARTERLY SCHEDULE OF PORTFOLIO HOLDINGS
<TEXT>
<HTML><HEAD>
<TITLE>N-Q</TITLE>
</HEAD>
 <BODY BGCOLOR="WHITE">
 <P STYLE="line-height: 0px; margin-top: 0px; margin-bottom: 0px; border-bottom: #000000 0.5pt solid; font-family: Times New Roman, Times, Serif"><FONT STYLE="font-family: Times New Roman, Times, Serif">&nbsp;</FONT></P>
<P STYLE="line-height: 3px; margin-top: 0px; margin-bottom: 2px; border-bottom: #000000 0.5pt solid; font-family: Times New Roman, Times, Serif"><FONT STYLE="font-family: Times New Roman, Times, Serif">&nbsp;</FONT></P> <P STYLE="margin-top: 4px; margin-bottom: 0px; text-align: center; font-family: Times New Roman, Times, Serif"><FONT STYLE="font-family: Times New Roman, Times, Serif; font-size: large"><B>UNITED
                                         STATES </B></FONT></P>
<P STYLE="margin-top: 0px; margin-bottom: 0px; text-align: center; font-family: Times New Roman, Times, Serif"><FONT STYLE="font-family: Times New Roman, Times, Serif; font-size: large"><B>SECURITIES
AND EXCHANGE COMMISSION </B></FONT></P> <P STYLE="margin-top: 0px; margin-bottom: 0px; text-align: center; font-family: Times New Roman, Times, Serif"><FONT STYLE="font-family: Times New Roman, Times, Serif; font-size: small"><B>Washington,
                                         D.C. 20549 </B></FONT></P> <P STYLE="margin-top: 12px; margin-bottom: 0px; text-align: center; font-family: Times New Roman, Times, Serif"><FONT STYLE="font-family: Times New Roman, Times, Serif; font-size: large"><B>FORM
                                         N-Q </B></FONT></P>
<P STYLE="margin-top: 12px; margin-bottom: 0px; text-align: center; font-family: Times New Roman, Times, Serif"><FONT STYLE="font-family: Times New Roman, Times, Serif; font-size: small"><B>QUARTERLY
SCHEDULE OF PORTFOLIO HOLDINGS OF REGISTERED </B></FONT></P> <P STYLE="margin-top: 0px; margin-bottom: 0px; text-align: center; font-family: Times New Roman, Times, Serif"><FONT STYLE="font-family: Times New Roman, Times, Serif; font-size: small"><B>MANAGEMENT
                                         INVESTMENT COMPANIES </B></FONT></P> <P STYLE="margin-top: 12px; margin-bottom: 0px; font: 10pt Times New Roman, Times, Serif"><FONT STYLE="font-family: Times New Roman, Times, Serif; font-size: 10pt"><B>INVESTMENT
                                         COMPANY ACT FILE NUMBER: 811-21080</B></FONT></P> <P STYLE="font: 10pt Times New Roman, Times, Serif; margin-top: 0px; margin-bottom: 0px"><FONT STYLE="font-family: Times New Roman, Times, Serif; font-size: 10pt">&nbsp;</FONT></P>
<TABLE CELLSPACING="0" CELLPADDING="0" BORDER="0" ALIGN="CENTER" STYLE="width: 100%; border-collapse: collapse; font: 10pt Times New Roman, Times, Serif">


<TR STYLE="font: 10pt Times New Roman, Times, Serif">
<TD STYLE="width: 12%; font: 10pt Times New Roman, Times, Serif"></TD>
<TD STYLE="vertical-align: bottom; width: 3%; font: 10pt Times New Roman, Times, Serif"></TD>
<TD STYLE="width: 85%; font: 10pt Times New Roman, Times, Serif"></TD></TR>


<TR STYLE="font: 10pt Times New Roman, Times, Serif">
<TD NOWRAP STYLE="vertical-align: top; font: 10pt Times New Roman, Times, Serif"><P STYLE="font: 10pt Times New Roman, Times, Serif; margin-top: 0px; margin-bottom: 0px"><FONT STYLE="font-family: Times New Roman, Times, Serif; font-size: 10pt">&nbsp;</FONT></P> <P STYLE="margin-top: 0px; margin-bottom: 1px; font: 10pt Times New Roman, Times, Serif"><FONT STYLE="font-family: Times New Roman, Times, Serif; font-size: 10pt"><B>EXACT
                                         NAME OF REGISTRANT AS SPECIFIED IN CHARTER:</B></FONT></P></TD>
<TD STYLE="vertical-align: bottom; font: 10pt Times New Roman, Times, Serif"><FONT STYLE="font-family: Times New Roman, Times, Serif; font-size: 10pt">&nbsp;&nbsp;</FONT></TD>
<TD STYLE="vertical-align: bottom; font: 16pt Times New Roman, Times, Serif"><FONT STYLE="font-family: Times New Roman, Times, Serif; font-size: 16pt"><B>Calamos
Convertible Opportunities and Income Fund</B></FONT></TD></TR>
</TABLE> <P STYLE="font: 10pt Times New Roman, Times, Serif; margin-top: 0px; margin-bottom: 0px"><FONT STYLE="font-family: Times New Roman, Times, Serif; font-size: 10pt">&nbsp;</FONT></P>
<TABLE CELLSPACING="0" CELLPADDING="0" BORDER="0" ALIGN="CENTER" STYLE="width: 100%; border-collapse: collapse; font: 10pt Times New Roman, Times, Serif">


<TR STYLE="font: 10pt Times New Roman, Times, Serif">
<TD STYLE="width: 10%; font: 10pt Times New Roman, Times, Serif"></TD>
<TD STYLE="vertical-align: bottom; width: 4%; font: 10pt Times New Roman, Times, Serif"></TD>
<TD STYLE="width: 86%; font: 10pt Times New Roman, Times, Serif"></TD></TR>


<TR STYLE="font: 10pt Times New Roman, Times, Serif">
<TD NOWRAP STYLE="vertical-align: top; font: 10pt Times New Roman, Times, Serif"><FONT STYLE="font-family: Times New Roman, Times, Serif; font-size: 10pt">ADDRESS
OF PRINCIPAL EXECUTIVE OFFICES:</FONT></TD>
<TD STYLE="vertical-align: bottom; font: 10pt Times New Roman, Times, Serif"><FONT STYLE="font-family: Times New Roman, Times, Serif; font-size: 10pt">&nbsp;&nbsp;</FONT></TD>
<TD STYLE="vertical-align: top; font: 10pt Times New Roman, Times, Serif"><P STYLE="margin-top: 0px; margin-bottom: 0px; font: 10pt Times New Roman, Times, Serif"><FONT STYLE="font-family: Times New Roman, Times, Serif; font-size: 10pt">2020
                                         Calamos Court, Naperville</FONT></P>
<P STYLE="margin-top: 0px; margin-bottom: 1px; font: 10pt Times New Roman, Times, Serif"><FONT STYLE="font-family: Times New Roman, Times, Serif; font-size: 10pt">Illinois
60563-2787</FONT></P></TD></TR>
<TR STYLE="font: 10pt Times New Roman, Times, Serif">
<TD STYLE="height: 16px; font: 10pt Times New Roman, Times, Serif"></TD>
<TD COLSPAN="2" STYLE="height: 16px; font: 10pt Times New Roman, Times, Serif"></TD></TR>
<TR STYLE="font: 10pt Times New Roman, Times, Serif">
<TD NOWRAP STYLE="vertical-align: top; font: 10pt Times New Roman, Times, Serif"><FONT STYLE="font-family: Times New Roman, Times, Serif; font-size: 10pt">NAME
AND ADDRESS OF AGENT FOR SERVICE:</FONT></TD>
<TD STYLE="vertical-align: bottom; font: 10pt Times New Roman, Times, Serif"><FONT STYLE="font-family: Times New Roman, Times, Serif; font-size: 10pt">&nbsp;&nbsp;</FONT></TD>
<TD STYLE="vertical-align: top; font: 10pt Times New Roman, Times, Serif"><P STYLE="margin-top: 0px; margin-bottom: 0px; font: 10pt Times New Roman, Times, Serif"><FONT STYLE="font-family: Times New Roman, Times, Serif; font-size: 10pt">John
                                         P. Calamos, Sr., Chairman,</FONT></P>
<P STYLE="margin-top: 0px; margin-bottom: 0px; font: 10pt Times New Roman, Times, Serif"><FONT STYLE="font-family: Times New Roman, Times, Serif; font-size: 10pt">CEO
and Co-CIO</FONT></P> <P STYLE="margin-top: 0px; margin-bottom: 0px; font: 10pt Times New Roman, Times, Serif"><FONT STYLE="font-family: Times New Roman, Times, Serif; font-size: 10pt">Calamos
                  Advisors LLC,</FONT></P> <P STYLE="margin-top: 0px; margin-bottom: 0px; font: 10pt Times New Roman, Times, Serif"><FONT STYLE="font-family: Times New Roman, Times, Serif; font-size: 10pt">2020
                                         Calamos Court,</FONT></P> <P STYLE="margin-top: 0px; margin-bottom: 0px; font: 10pt Times New Roman, Times, Serif"><FONT STYLE="font-family: Times New Roman, Times, Serif; font-size: 10pt">Naperville,
                                         Illinois</FONT></P> <P STYLE="margin-top: 0px; margin-bottom: 1px; font: 10pt Times New Roman, Times, Serif"><FONT STYLE="font-family: Times New Roman, Times, Serif; font-size: 10pt">60563-2787</FONT></P></TD></TR>
</TABLE> <P STYLE="margin-top: 12px; margin-bottom: 0px; font: 10pt Times New Roman, Times, Serif"><FONT STYLE="font-family: Times New Roman, Times, Serif; font-size: 10pt">REGISTRANT&#146;S
         TELEPHONE NUMBER, INCLUDING AREA CODE: (630)&nbsp;245-7200</FONT></P> <P STYLE="margin-top: 12px; margin-bottom: 0px; font: 10pt Times New Roman, Times, Serif"><FONT STYLE="font-family: Times New Roman, Times, Serif; font-size: 10pt">DATE
                                         OF FISCAL YEAR END: October 31, 2017 </FONT></P> <P STYLE="margin-top: 12px; margin-bottom: 0px; font: 10pt Times New Roman, Times, Serif"><FONT STYLE="font-family: Times New Roman, Times, Serif; font-size: 10pt">DATE
                                         OF REPORTING PERIOD: January 31, 2017</FONT></P> <P STYLE="font: 10pt Times New Roman, Times, Serif; margin-top: 0px; margin-bottom: 0px"><FONT STYLE="font-family: Times New Roman, Times, Serif; font-size: 10pt">&nbsp;</FONT></P>
<P STYLE="font: 10pt/0px Times New Roman, Times, Serif; margin-top: 0px; margin-bottom: 0px; border-bottom: #000000 0.5pt solid"><FONT STYLE="font-family: Times New Roman, Times, Serif; font-size: 10pt">&nbsp;</FONT></P> <P STYLE="font: 10pt/3px Times New Roman, Times, Serif; margin-top: 0px; margin-bottom: 2px; border-bottom: #000000 0.5pt solid"><FONT STYLE="font-family: Times New Roman, Times, Serif; font-size: 10pt">&nbsp;</FONT></P>

<P STYLE="page-break-before: always; font: 10pt Times New Roman, Times, Serif"><FONT STYLE="font-family: Times New Roman, Times, Serif; font-size: 10pt">&nbsp;</FONT></p>

 <P STYLE="margin-top: 0px; margin-bottom: 0px; font: 10pt Times New Roman, Times, Serif"><FONT STYLE="font-family: Times New Roman, Times, Serif; font-size: 10pt">ITEM&nbsp;1.
 SCHEDULE OF INVESTMENTS JANUARY 31, 2017 (UNAUDITED) </FONT></P>

<P STYLE="font: 10pt Times New Roman, Times, Serif; margin-bottom: 0">&nbsp;</P>
<P STYLE="font: 18pt Arial Narrow,sans-serif; margin: 0pt 0"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 18pt"><B>Calamos
Convertible Opportunities and Income Fund</B>&nbsp;</FONT></P>

<P STYLE="color: white; font: bold 10pt Arial,sans-serif; margin: 4pt 0; background-color: black"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 10pt">SCHEDULE
OF INVESTMENTS JANUARY 31, 2017 (UNAUDITED)&nbsp;</FONT></P>
<P STYLE="margin-top: 0; margin-bottom: 0"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 10pt">&nbsp;</FONT></P>
<DIV STYLE="POSITION:RELATIVE;FLOAT:LEFT;WIDTH:48%"><TABLE CELLPADDING="0" CELLSPACING="0" STYLE="border-collapse: collapse; width: 100%; font: 10pt Calibri, Helvetica, Sans-Serif">
<TR STYLE="vertical-align: bottom"><TD COLSPAN="2" STYLE="font-family: Arial,sans-serif; font-weight: bold; text-transform: uppercase; text-align: center; border-bottom: Black 1pt solid"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">PRINCIPAL</FONT><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif"><BR>
                                         <FONT STYLE="font-size: 8pt">AMOUNT</FONT></FONT></TD><TD STYLE="padding-bottom: 1pt; font-family: Arial,sans-serif; font-weight: bold; text-transform: uppercase; border-bottom: Black 1pt solid"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="padding-bottom: 1pt; border-bottom: Black 1pt solid"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="border-bottom: Black 1pt solid"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font-family: Arial,sans-serif; font-weight: bold; text-transform: uppercase; padding-bottom: 1pt; border-bottom: Black 1pt solid"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD COLSPAN="2" STYLE="font-family: Arial,sans-serif; font-weight: bold; text-transform: uppercase; text-align: center; border-bottom: Black 1pt solid"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">VALUE</FONT></TD><TD STYLE="padding-bottom: 1pt; font-family: Arial,sans-serif; font-weight: bold; text-transform: uppercase; border-bottom: Black 1pt solid"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD COLSPAN="8" STYLE="font-family: Arial,sans-serif; font-weight: bold; text-transform: uppercase"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">Corporate
    Bonds (56.9%)</FONT></TD><TD STYLE="font-family: Arial,sans-serif; font-weight: bold; text-transform: uppercase"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD STYLE="font-family: Arial,sans-serif; font-weight: bold; font-style: italic; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font-family: Arial,sans-serif; font-weight: bold; font-style: italic; text-align: right; vertical-align: top"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
                                                                                                                  <TD STYLE="font-family: Arial,sans-serif; font-weight: bold; font-style: italic; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
                                                                                                                  <TD COLSPAN="5" STYLE="font-family: Arial,sans-serif; font-weight: bold; font-style: italic; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt"><B><I>Consumer
                                         Discretionary (14.3%)</I></B></FONT></TD><TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR STYLE="vertical-align: bottom; background-color: rgb(204,238,255)">
    <TD STYLE="width: 1%; font-family: Arial,sans-serif; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="width: 16%; font-family: Arial,sans-serif; text-align: right; vertical-align: top"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">1,400,000</FONT></TD><TD STYLE="width: 7%; font-family: Arial,sans-serif; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="width: 2%; font-family: Arial,sans-serif"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="width: 53%; font-family: Arial,sans-serif; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">Altice
    Luxembourg, SA*^&micro;</FONT><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif"><BR>
    <FONT STYLE="font-size: 8pt">7.750%, 05/15/22</FONT></FONT></TD><TD STYLE="width: 1%; font-family: Arial,sans-serif"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="width: 1%; font-family: Arial,sans-serif; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">$</FONT></TD><TD STYLE="width: 18%; font-family: Arial,sans-serif; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">1,487,500</FONT></TD><TD STYLE="width: 1%; font-family: Arial,sans-serif; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR STYLE="vertical-align: bottom; background-color: White">
    <TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: right; vertical-align: top"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font-family: Arial,sans-serif"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="font-family: Arial,sans-serif; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">CalAtlantic
    Group, Inc.&micro;</FONT></TD><TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR STYLE="vertical-align: bottom; background-color: rgb(204,238,255)">
    <TD STYLE="font-family: Arial,sans-serif; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font-family: Arial,sans-serif; text-align: right; vertical-align: top"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">5,500,000</FONT></TD><TD STYLE="font-family: Arial,sans-serif; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font-family: Arial,sans-serif"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="font-family: Arial,sans-serif"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">6.625%,
    05/01/20</FONT></TD><TD STYLE="font-family: Arial,sans-serif"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="font-family: Arial,sans-serif; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font-family: Arial,sans-serif; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">6,067,187</FONT></TD><TD STYLE="font-family: Arial,sans-serif; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR STYLE="vertical-align: bottom; background-color: White">
    <TD STYLE="font-family: Arial,sans-serif; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font-family: Arial,sans-serif; text-align: right; vertical-align: top"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">1,490,000</FONT></TD><TD STYLE="font-family: Arial,sans-serif; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font-family: Arial,sans-serif"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="font-family: Arial,sans-serif"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">5.375%,
    10/01/22</FONT></TD><TD STYLE="font-family: Arial,sans-serif"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="font-family: Arial,sans-serif; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font-family: Arial,sans-serif; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">1,544,013</FONT></TD><TD STYLE="font-family: Arial,sans-serif; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR STYLE="vertical-align: bottom; background-color: rgb(204,238,255)">
    <TD STYLE="font-family: Arial,sans-serif; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font-family: Arial,sans-serif; text-align: right; vertical-align: top"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">2,827,000</FONT></TD><TD STYLE="font-family: Arial,sans-serif; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font-family: Arial,sans-serif"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="font-family: Arial,sans-serif; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">CCO
    Holdings, LLC / CCO Holdings Capital Corp.</FONT><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif"><BR> <FONT STYLE="font-size: 8pt">6.625%,
    01/31/22</FONT></FONT></TD><TD STYLE="font-family: Arial,sans-serif"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="font-family: Arial,sans-serif; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font-family: Arial,sans-serif; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">2,920,418</FONT></TD><TD STYLE="font-family: Arial,sans-serif; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR STYLE="vertical-align: bottom; background-color: White">
    <TD STYLE="font-family: Arial,sans-serif; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font-family: Arial,sans-serif; text-align: right; vertical-align: top"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">1,359,000</FONT></TD><TD STYLE="font-family: Arial,sans-serif; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font-family: Arial,sans-serif"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="font-family: Arial,sans-serif; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">Century
    Communities, Inc.</FONT><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif"><BR> <FONT STYLE="font-size: 8pt">6.875%, 05/15/22</FONT></FONT></TD><TD STYLE="font-family: Arial,sans-serif"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="font-family: Arial,sans-serif; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font-family: Arial,sans-serif; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">1,400,619</FONT></TD><TD STYLE="font-family: Arial,sans-serif; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR STYLE="vertical-align: bottom; background-color: rgb(204,238,255)">
    <TD STYLE="font-family: Arial,sans-serif; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font-family: Arial,sans-serif; text-align: right; vertical-align: top"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">2,450,000</FONT></TD><TD STYLE="font-family: Arial,sans-serif; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font-family: Arial,sans-serif"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="font-family: Arial,sans-serif; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">Charter
    Communications Operating, LLC / Charter Communications Operating Capital^&micro;</FONT><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif"><BR>
    <FONT STYLE="font-size: 8pt">4.908%, 07/23/25</FONT></FONT></TD><TD STYLE="font-family: Arial,sans-serif"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="font-family: Arial,sans-serif; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font-family: Arial,sans-serif; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">2,572,500</FONT></TD><TD STYLE="font-family: Arial,sans-serif; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR STYLE="vertical-align: bottom; background-color: White">
    <TD STYLE="font-family: Arial,sans-serif; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font-family: Arial,sans-serif; text-align: right; vertical-align: top"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">6,111,000</FONT></TD><TD STYLE="font-family: Arial,sans-serif; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font-family: Arial,sans-serif"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="font-family: Arial,sans-serif; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">Cooper
    Tire &amp; Rubber Company</FONT><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif"><BR>
    <FONT STYLE="font-size: 8pt">8.000%, 12/15/19</FONT></FONT></TD><TD STYLE="font-family: Arial,sans-serif"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="font-family: Arial,sans-serif; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font-family: Arial,sans-serif; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">6,928,346</FONT></TD><TD STYLE="font-family: Arial,sans-serif; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR STYLE="vertical-align: bottom; background-color: rgb(204,238,255)">
    <TD STYLE="font-family: Arial,sans-serif; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font-family: Arial,sans-serif; text-align: right; vertical-align: top"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">3,400,000</FONT></TD><TD STYLE="font-family: Arial,sans-serif; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font-family: Arial,sans-serif"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="font-family: Arial,sans-serif; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">Dana
    Financing Luxembourg Sarl*^</FONT><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif"><BR>
    <FONT STYLE="font-size: 8pt">6.500%, 06/01/26</FONT></FONT></TD><TD STYLE="font-family: Arial,sans-serif"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="font-family: Arial,sans-serif; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font-family: Arial,sans-serif; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">3,612,500</FONT></TD><TD STYLE="font-family: Arial,sans-serif; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR STYLE="vertical-align: bottom; background-color: White">
    <TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: right; vertical-align: top"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font-family: Arial,sans-serif"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="font-family: Arial,sans-serif; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">DISH
    DBS Corp.</FONT></TD><TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR STYLE="vertical-align: bottom; background-color: rgb(204,238,255)">
    <TD STYLE="font-family: Arial,sans-serif; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font-family: Arial,sans-serif; text-align: right; vertical-align: top"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">5,460,000</FONT></TD><TD STYLE="font-family: Arial,sans-serif; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font-family: Arial,sans-serif"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="font-family: Arial,sans-serif"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">7.875%,
    09/01/19&micro;</FONT></TD><TD STYLE="font-family: Arial,sans-serif"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="font-family: Arial,sans-serif; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font-family: Arial,sans-serif; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">6,040,125</FONT></TD><TD STYLE="font-family: Arial,sans-serif; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR STYLE="vertical-align: bottom; background-color: White">
    <TD STYLE="font-family: Arial,sans-serif; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font-family: Arial,sans-serif; text-align: right; vertical-align: top"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">3,625,000</FONT></TD><TD STYLE="font-family: Arial,sans-serif; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font-family: Arial,sans-serif"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="font-family: Arial,sans-serif"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">6.750%,
    06/01/21&micro;</FONT></TD><TD STYLE="font-family: Arial,sans-serif"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="font-family: Arial,sans-serif; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font-family: Arial,sans-serif; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">3,901,406</FONT></TD><TD STYLE="font-family: Arial,sans-serif; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR STYLE="vertical-align: bottom; background-color: rgb(204,238,255)">
    <TD STYLE="font-family: Arial,sans-serif; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font-family: Arial,sans-serif; text-align: right; vertical-align: top"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">3,135,000</FONT></TD><TD STYLE="font-family: Arial,sans-serif; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font-family: Arial,sans-serif"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="font-family: Arial,sans-serif"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">5.125%,
    05/01/20</FONT></TD><TD STYLE="font-family: Arial,sans-serif"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="font-family: Arial,sans-serif; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font-family: Arial,sans-serif; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">3,231,009</FONT></TD><TD STYLE="font-family: Arial,sans-serif; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR STYLE="vertical-align: bottom; background-color: White">
    <TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: right; vertical-align: top"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font-family: Arial,sans-serif"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="font-family: Arial,sans-serif; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">GameStop
    Corp.*</FONT></TD><TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR STYLE="vertical-align: bottom; background-color: rgb(204,238,255)">
    <TD STYLE="font-family: Arial,sans-serif; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font-family: Arial,sans-serif; text-align: right; vertical-align: top"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">1,575,000</FONT></TD><TD STYLE="font-family: Arial,sans-serif; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font-family: Arial,sans-serif"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="font-family: Arial,sans-serif"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">6.750%,
    03/15/21^</FONT></TD><TD STYLE="font-family: Arial,sans-serif"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="font-family: Arial,sans-serif; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font-family: Arial,sans-serif; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">1,604,531</FONT></TD><TD STYLE="font-family: Arial,sans-serif; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR STYLE="vertical-align: bottom; background-color: White">
    <TD STYLE="font-family: Arial,sans-serif; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font-family: Arial,sans-serif; text-align: right; vertical-align: top"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">1,500,000</FONT></TD><TD STYLE="font-family: Arial,sans-serif; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font-family: Arial,sans-serif"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="font-family: Arial,sans-serif"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">5.500%,
    10/01/19&micro;</FONT></TD><TD STYLE="font-family: Arial,sans-serif"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="font-family: Arial,sans-serif; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font-family: Arial,sans-serif; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">1,545,938</FONT></TD><TD STYLE="font-family: Arial,sans-serif; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR STYLE="vertical-align: bottom; background-color: rgb(204,238,255)">
    <TD STYLE="font-family: Arial,sans-serif; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font-family: Arial,sans-serif; text-align: right; vertical-align: top"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">2,334,000</FONT></TD><TD STYLE="font-family: Arial,sans-serif; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font-family: Arial,sans-serif"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="font-family: Arial,sans-serif; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">Golden
    Nugget, Inc.*</FONT><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif"><BR> <FONT STYLE="font-size: 8pt">8.500%, 12/01/21</FONT></FONT></TD><TD STYLE="font-family: Arial,sans-serif"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="font-family: Arial,sans-serif; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font-family: Arial,sans-serif; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">2,504,674</FONT></TD><TD STYLE="font-family: Arial,sans-serif; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR STYLE="vertical-align: bottom; background-color: White">
    <TD STYLE="font-family: Arial,sans-serif; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font-family: Arial,sans-serif; text-align: right; vertical-align: top"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">2,370,000</FONT></TD><TD STYLE="font-family: Arial,sans-serif; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font-family: Arial,sans-serif"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="font-family: Arial,sans-serif; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">Hasbro,
    Inc.&micro;</FONT><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif"><BR> <FONT STYLE="font-size: 8pt">6.600%, 07/15/28</FONT></FONT></TD><TD STYLE="font-family: Arial,sans-serif"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="font-family: Arial,sans-serif; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font-family: Arial,sans-serif; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">2,650,264</FONT></TD><TD STYLE="font-family: Arial,sans-serif; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR STYLE="vertical-align: bottom; background-color: rgb(204,238,255)">
    <TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: right; vertical-align: top"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font-family: Arial,sans-serif"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="font-family: Arial,sans-serif; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">L
    Brands, Inc.</FONT></TD><TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR STYLE="vertical-align: bottom; background-color: White">
    <TD STYLE="font-family: Arial,sans-serif; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font-family: Arial,sans-serif; text-align: right; vertical-align: top"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">3,000,000</FONT></TD><TD STYLE="font-family: Arial,sans-serif; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font-family: Arial,sans-serif"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="font-family: Arial,sans-serif"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">7.600%,
    07/15/37</FONT></TD><TD STYLE="font-family: Arial,sans-serif"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="font-family: Arial,sans-serif; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font-family: Arial,sans-serif; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">3,075,000</FONT></TD><TD STYLE="font-family: Arial,sans-serif; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR STYLE="vertical-align: bottom; background-color: rgb(204,238,255)">
    <TD STYLE="font-family: Arial,sans-serif; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font-family: Arial,sans-serif; text-align: right; vertical-align: top"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">1,200,000</FONT></TD><TD STYLE="font-family: Arial,sans-serif; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font-family: Arial,sans-serif"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="font-family: Arial,sans-serif"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">6.875%,
    11/01/35</FONT></TD><TD STYLE="font-family: Arial,sans-serif"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="font-family: Arial,sans-serif; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font-family: Arial,sans-serif; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">1,178,250</FONT></TD><TD STYLE="font-family: Arial,sans-serif; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR STYLE="vertical-align: bottom; background-color: White">
    <TD STYLE="font-family: Arial,sans-serif; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font-family: Arial,sans-serif; text-align: right; vertical-align: top"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">850,000</FONT></TD><TD STYLE="font-family: Arial,sans-serif; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font-family: Arial,sans-serif"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="font-family: Arial,sans-serif"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">5.625%,
    02/15/22&micro;</FONT></TD><TD STYLE="font-family: Arial,sans-serif"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="font-family: Arial,sans-serif; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font-family: Arial,sans-serif; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">893,563</FONT></TD><TD STYLE="font-family: Arial,sans-serif; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR STYLE="vertical-align: bottom; background-color: rgb(204,238,255)">
    <TD STYLE="font-family: Arial,sans-serif; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font-family: Arial,sans-serif; text-align: right; vertical-align: top"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">680,000</FONT></TD><TD STYLE="font-family: Arial,sans-serif; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font-family: Arial,sans-serif"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="font-family: Arial,sans-serif"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">6.950%,
    03/01/33</FONT></TD><TD STYLE="font-family: Arial,sans-serif"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="font-family: Arial,sans-serif; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font-family: Arial,sans-serif; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">663,425</FONT></TD><TD STYLE="font-family: Arial,sans-serif; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR STYLE="vertical-align: bottom; background-color: White">
    <TD STYLE="font-family: Arial,sans-serif; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font-family: Arial,sans-serif; text-align: right; vertical-align: top"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">1,409,000</FONT></TD><TD STYLE="font-family: Arial,sans-serif; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font-family: Arial,sans-serif"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="font-family: Arial,sans-serif; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">Liberty
    Interactive, LLC</FONT><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif"><BR> <FONT STYLE="font-size: 8pt">8.250%, 02/01/30</FONT></FONT></TD><TD STYLE="font-family: Arial,sans-serif"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="font-family: Arial,sans-serif; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font-family: Arial,sans-serif; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">1,504,108</FONT></TD><TD STYLE="font-family: Arial,sans-serif; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR STYLE="vertical-align: bottom; background-color: rgb(204,238,255)">
    <TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: right; vertical-align: top"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font-family: Arial,sans-serif"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="font-family: Arial,sans-serif; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">Meritage
    Homes Corp.&micro;</FONT></TD><TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR STYLE="vertical-align: bottom; background-color: White">
    <TD STYLE="font-family: Arial,sans-serif; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font-family: Arial,sans-serif; text-align: right; vertical-align: top"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">3,400,000</FONT></TD><TD STYLE="font-family: Arial,sans-serif; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font-family: Arial,sans-serif"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="font-family: Arial,sans-serif"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">7.150%,
    04/15/20</FONT></TD><TD STYLE="font-family: Arial,sans-serif"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="font-family: Arial,sans-serif; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font-family: Arial,sans-serif; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">3,729,375</FONT></TD><TD STYLE="font-family: Arial,sans-serif; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR STYLE="vertical-align: bottom; background-color: rgb(204,238,255)">
    <TD STYLE="font-family: Arial,sans-serif; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font-family: Arial,sans-serif; text-align: right; vertical-align: top"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">1,908,000</FONT></TD><TD STYLE="font-family: Arial,sans-serif; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font-family: Arial,sans-serif"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="font-family: Arial,sans-serif"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">7.000%,
    04/01/22</FONT></TD><TD STYLE="font-family: Arial,sans-serif"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="font-family: Arial,sans-serif; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font-family: Arial,sans-serif; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">2,102,378</FONT></TD><TD STYLE="font-family: Arial,sans-serif; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR STYLE="vertical-align: bottom; background-color: White">
    <TD STYLE="font-family: Arial,sans-serif; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font-family: Arial,sans-serif; text-align: right; vertical-align: top"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">2,500,000</FONT></TD><TD STYLE="font-family: Arial,sans-serif; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font-family: Arial,sans-serif"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="font-family: Arial,sans-serif; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">MGM
    Resorts International</FONT><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif"><BR> <FONT STYLE="font-size: 8pt">6.750%,
    10/01/20</FONT></FONT></TD><TD STYLE="font-family: Arial,sans-serif"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="font-family: Arial,sans-serif; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font-family: Arial,sans-serif; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">2,770,312</FONT></TD><TD STYLE="font-family: Arial,sans-serif; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR STYLE="vertical-align: bottom; background-color: rgb(204,238,255)">
    <TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: right; vertical-align: top"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font-family: Arial,sans-serif"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="font-family: Arial,sans-serif; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">Netflix,
    Inc.</FONT></TD><TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR STYLE="vertical-align: bottom; background-color: White">
    <TD STYLE="font-family: Arial,sans-serif; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font-family: Arial,sans-serif; text-align: right; vertical-align: top"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">2,825,000</FONT></TD><TD STYLE="font-family: Arial,sans-serif; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font-family: Arial,sans-serif"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="font-family: Arial,sans-serif"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">5.375%,
    02/01/21</FONT></TD><TD STYLE="font-family: Arial,sans-serif"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="font-family: Arial,sans-serif; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font-family: Arial,sans-serif; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">3,035,109</FONT></TD><TD STYLE="font-family: Arial,sans-serif; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR STYLE="vertical-align: bottom; background-color: rgb(204,238,255)">
    <TD STYLE="font-family: Arial,sans-serif; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font-family: Arial,sans-serif; text-align: right; vertical-align: top"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">2,346,000</FONT></TD><TD STYLE="font-family: Arial,sans-serif; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font-family: Arial,sans-serif"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="font-family: Arial,sans-serif"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">5.500%,
    02/15/22</FONT></TD><TD STYLE="font-family: Arial,sans-serif"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="font-family: Arial,sans-serif; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font-family: Arial,sans-serif; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">2,524,883</FONT></TD><TD STYLE="font-family: Arial,sans-serif; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR STYLE="vertical-align: bottom; background-color: White">
    <TD STYLE="font-family: Arial,sans-serif; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font-family: Arial,sans-serif; text-align: right; vertical-align: top"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">2,300,000</FONT></TD><TD STYLE="font-family: Arial,sans-serif; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font-family: Arial,sans-serif"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="font-family: Arial,sans-serif; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">Penske
    Automotive Group, Inc.</FONT><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif"><BR>
    <FONT STYLE="font-size: 8pt">5.375%, 12/01/24</FONT></FONT></TD><TD STYLE="font-family: Arial,sans-serif"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="font-family: Arial,sans-serif; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font-family: Arial,sans-serif; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">2,317,250</FONT></TD><TD STYLE="font-family: Arial,sans-serif; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR STYLE="vertical-align: bottom; background-color: rgb(204,238,255)">
    <TD STYLE="font-family: Arial,sans-serif; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font-family: Arial,sans-serif; text-align: right; vertical-align: top"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">550,000</FONT></TD><TD STYLE="font-family: Arial,sans-serif; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font-family: Arial,sans-serif"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="font-family: Arial,sans-serif; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">PetSmart,
    Inc.*^</FONT><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif"><BR> <FONT STYLE="font-size: 8pt">7.125%, 03/15/23</FONT></FONT></TD><TD STYLE="font-family: Arial,sans-serif"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="font-family: Arial,sans-serif; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font-family: Arial,sans-serif; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">541,063</FONT></TD><TD STYLE="font-family: Arial,sans-serif; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR STYLE="vertical-align: bottom; background-color: White">
    <TD STYLE="font-family: Arial,sans-serif; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font-family: Arial,sans-serif; text-align: right; vertical-align: top"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">1,900,000</FONT></TD><TD STYLE="font-family: Arial,sans-serif; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font-family: Arial,sans-serif"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="font-family: Arial,sans-serif; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">Reliance
    Intermediate Holdings, LP*</FONT><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif"><BR> <FONT STYLE="font-size: 8pt">6.500%,
    04/01/23</FONT></FONT></TD><TD STYLE="font-family: Arial,sans-serif"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="font-family: Arial,sans-serif; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font-family: Arial,sans-serif; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">2,018,750</FONT></TD><TD STYLE="font-family: Arial,sans-serif; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR STYLE="vertical-align: bottom; background-color: rgb(204,238,255)">
    <TD STYLE="font-family: Arial,sans-serif; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font-family: Arial,sans-serif; text-align: right; vertical-align: top"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">3,865,000</FONT></TD><TD STYLE="font-family: Arial,sans-serif; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font-family: Arial,sans-serif"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="font-family: Arial,sans-serif; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">Royal
    Caribbean Cruises, Ltd.</FONT><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif"><BR>
    <FONT STYLE="font-size: 8pt">7.500%, 10/15/27</FONT></FONT></TD><TD STYLE="font-family: Arial,sans-serif"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="font-family: Arial,sans-serif; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font-family: Arial,sans-serif; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">4,666,987</FONT></TD><TD STYLE="font-family: Arial,sans-serif; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR STYLE="vertical-align: bottom; background-color: White">
    <TD STYLE="font-family: Arial,sans-serif; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font-family: Arial,sans-serif; text-align: right; vertical-align: top"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">1,352,000</FONT></TD><TD STYLE="font-family: Arial,sans-serif; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font-family: Arial,sans-serif"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="font-family: Arial,sans-serif; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">Sally
    Holdings, LLC / Sally Capital, Inc.</FONT><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif"><BR> <FONT STYLE="font-size: 8pt">5.625%,
    12/01/25</FONT></FONT></TD><TD STYLE="font-family: Arial,sans-serif"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="font-family: Arial,sans-serif; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font-family: Arial,sans-serif; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">1,414,530</FONT></TD><TD STYLE="font-family: Arial,sans-serif; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR STYLE="vertical-align: bottom; background-color: rgb(204,238,255)">
    <TD STYLE="font-family: Arial,sans-serif; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font-family: Arial,sans-serif; text-align: right; vertical-align: top"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">3,500,000</FONT></TD><TD STYLE="font-family: Arial,sans-serif; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font-family: Arial,sans-serif"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="font-family: Arial,sans-serif; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">Service
    Corp. International</FONT><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif"><BR>
    <FONT STYLE="font-size: 8pt">7.500%, 04/01/27</FONT></FONT></TD><TD STYLE="font-family: Arial,sans-serif"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="font-family: Arial,sans-serif; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font-family: Arial,sans-serif; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">4,112,500</FONT></TD><TD STYLE="font-family: Arial,sans-serif; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR STYLE="vertical-align: bottom; background-color: White">
    <TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: right; vertical-align: top"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font-family: Arial,sans-serif"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="font-family: Arial,sans-serif; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">SFR
    Group, SA*</FONT></TD><TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR STYLE="vertical-align: bottom; background-color: rgb(204,238,255)">
    <TD STYLE="font-family: Arial,sans-serif; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font-family: Arial,sans-serif; text-align: right; vertical-align: top"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">2,800,000</FONT></TD><TD STYLE="font-family: Arial,sans-serif; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font-family: Arial,sans-serif"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="font-family: Arial,sans-serif"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">6.000%,
    05/15/22^&micro;</FONT></TD><TD STYLE="font-family: Arial,sans-serif"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="font-family: Arial,sans-serif; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font-family: Arial,sans-serif; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">2,885,750</FONT></TD><TD STYLE="font-family: Arial,sans-serif; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD></TR>
</TABLE>

<P STYLE="margin: 0"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 10pt">&nbsp;</FONT></P>

<P STYLE="margin-top: 0; text-align: center; margin-bottom: 0"></P>

<P STYLE="margin: 0pt 0"></P>
</DIV>
<DIV STYLE="POSITION:RELATIVE;FLOAT:RIGHT;WIDTH:48%">
<TABLE CELLPADDING="0" CELLSPACING="0" STYLE="border-collapse: collapse; width: 100%; font: 10pt Calibri, Helvetica, Sans-Serif">
<TR STYLE="vertical-align: bottom">
    <TD COLSPAN="2" STYLE="font-family: Arial,sans-serif; font-weight: bold; text-transform: uppercase; text-align: center; border-bottom: Black 1pt solid"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">PRINCIPAL</FONT><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif"><BR>
    <FONT STYLE="font-size: 8pt">AMOUNT</FONT></FONT></TD><TD STYLE="padding-bottom: 1pt; font-family: Arial,sans-serif; font-weight: bold; text-transform: uppercase; border-bottom: Black 1pt solid"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="padding-bottom: 1pt; border-bottom: Black 1pt solid"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="border-bottom: Black 1pt solid"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font-family: Arial,sans-serif; font-weight: bold; text-transform: uppercase; padding-bottom: 1pt; border-bottom: Black 1pt solid"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD COLSPAN="2" STYLE="font-family: Arial,sans-serif; font-weight: bold; text-transform: uppercase; text-align: center; border-bottom: Black 1pt solid"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">VALUE</FONT></TD><TD STYLE="padding-bottom: 1pt; font-family: Arial,sans-serif; font-weight: bold; text-transform: uppercase"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR STYLE="vertical-align: bottom; background-color: rgb(204,238,255)">
    <TD STYLE="width: 1%; font-family: Arial,sans-serif; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="width: 16%; font-family: Arial,sans-serif; text-align: right; vertical-align: top"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">1,600,000</FONT></TD><TD STYLE="width: 7%; font-family: Arial,sans-serif; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="width: 2%; font-family: Arial,sans-serif"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="width: 53%; font-family: Arial,sans-serif"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">7.375%,
    05/01/26</FONT></TD><TD STYLE="width: 1%; font-family: Arial,sans-serif"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="width: 1%; font-family: Arial,sans-serif; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">$</FONT></TD><TD STYLE="width: 18%; font-family: Arial,sans-serif; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">1,644,000</FONT></TD><TD STYLE="width: 1%; font-family: Arial,sans-serif; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR STYLE="vertical-align: bottom; background-color: White">
    <TD STYLE="font-family: Arial,sans-serif; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font-family: Arial,sans-serif; text-align: right; vertical-align: top"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">3,450,000</FONT></TD><TD STYLE="font-family: Arial,sans-serif; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font-family: Arial,sans-serif"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="font-family: Arial,sans-serif; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">Sirius
    XM Radio, Inc.*&micro;</FONT><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif"><BR>
    <FONT STYLE="font-size: 8pt">6.000%, 07/15/24</FONT></FONT></TD><TD STYLE="font-family: Arial,sans-serif"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="font-family: Arial,sans-serif; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font-family: Arial,sans-serif; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">3,674,250</FONT></TD><TD STYLE="font-family: Arial,sans-serif; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR STYLE="vertical-align: bottom; background-color: rgb(204,238,255)">
    <TD STYLE="font-family: Arial,sans-serif; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font-family: Arial,sans-serif; text-align: right; vertical-align: top"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">2,920,000</FONT></TD><TD STYLE="font-family: Arial,sans-serif; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font-family: Arial,sans-serif"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="font-family: Arial,sans-serif; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">Six
    Flags Entertainment Corp.*</FONT><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif"><BR>
    <FONT STYLE="font-size: 8pt">5.250%, 01/15/21</FONT></FONT></TD><TD STYLE="font-family: Arial,sans-serif"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="font-family: Arial,sans-serif; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font-family: Arial,sans-serif; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">3,002,125</FONT></TD><TD STYLE="font-family: Arial,sans-serif; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR STYLE="vertical-align: bottom; background-color: White">
    <TD STYLE="font-family: Arial,sans-serif; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font-family: Arial,sans-serif; text-align: right; vertical-align: top"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">2,998,000</FONT></TD><TD STYLE="font-family: Arial,sans-serif; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font-family: Arial,sans-serif"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="font-family: Arial,sans-serif; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">Taylor
    Morrison Communities, Inc.*</FONT><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif"><BR>
    <FONT STYLE="font-size: 8pt">5.250%, 04/15/21</FONT></FONT></TD><TD STYLE="font-family: Arial,sans-serif"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="font-family: Arial,sans-serif; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font-family: Arial,sans-serif; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">3,087,940</FONT></TD><TD STYLE="font-family: Arial,sans-serif; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR STYLE="vertical-align: bottom; background-color: rgb(204,238,255)">
    <TD STYLE="font-family: Arial,sans-serif; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font-family: Arial,sans-serif; text-align: right; vertical-align: top"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">3,000,000</FONT></TD><TD STYLE="font-family: Arial,sans-serif; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font-family: Arial,sans-serif"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="font-family: Arial,sans-serif; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">Time,
    Inc.*</FONT><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif"><BR> <FONT STYLE="font-size: 8pt">5.750%, 04/15/22</FONT></FONT></TD><TD STYLE="font-family: Arial,sans-serif"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="font-family: Arial,sans-serif; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font-family: Arial,sans-serif; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">3,084,375</FONT></TD><TD STYLE="font-family: Arial,sans-serif; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR STYLE="vertical-align: bottom; background-color: White">
    <TD STYLE="font-family: Arial,sans-serif; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font-family: Arial,sans-serif; text-align: right; vertical-align: top"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">4,249,000</FONT></TD><TD STYLE="font-family: Arial,sans-serif; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font-family: Arial,sans-serif"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="font-family: Arial,sans-serif; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">Toll
    Brothers Finance Corp.</FONT><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif"><BR>
    <FONT STYLE="font-size: 8pt">5.625%, 01/15/24</FONT></FONT></TD><TD STYLE="font-family: Arial,sans-serif"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="font-family: Arial,sans-serif; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font-family: Arial,sans-serif; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">4,474,728</FONT></TD><TD STYLE="font-family: Arial,sans-serif; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR STYLE="vertical-align: bottom; background-color: rgb(204,238,255)">
    <TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: right; vertical-align: top"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font-family: Arial,sans-serif"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="font-family: Arial,sans-serif; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">ZF
    North America Capital, Inc.*</FONT></TD><TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR STYLE="vertical-align: bottom; background-color: White">
    <TD STYLE="font-family: Arial,sans-serif; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font-family: Arial,sans-serif; text-align: right; vertical-align: top"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">2,350,000</FONT></TD><TD STYLE="font-family: Arial,sans-serif; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font-family: Arial,sans-serif"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="font-family: Arial,sans-serif"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">4.750%,
    04/29/25</FONT></TD><TD STYLE="font-family: Arial,sans-serif"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="font-family: Arial,sans-serif; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font-family: Arial,sans-serif; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">2,392,594</FONT></TD><TD STYLE="font-family: Arial,sans-serif; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR STYLE="vertical-align: bottom; background-color: rgb(204,238,255)">
    <TD STYLE="font-family: Arial,sans-serif; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font-family: Arial,sans-serif; text-align: right; vertical-align: top"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">1,426,000</FONT></TD><TD STYLE="font-family: Arial,sans-serif; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font-family: Arial,sans-serif"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="font-family: Arial,sans-serif"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">4.500%,
    04/29/22&micro;</FONT></TD><TD STYLE="font-family: Arial,sans-serif"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="font-family: Arial,sans-serif; text-align: left; border-bottom: Black 1pt solid"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font-family: Arial,sans-serif; text-align: right; border-bottom: Black 1pt solid"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">1,466,998</FONT></TD><TD STYLE="font-family: Arial,sans-serif; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR STYLE="vertical-align: bottom; background-color: White">
    <TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: right; vertical-align: top"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font-family: Arial,sans-serif"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="font-family: Arial,sans-serif; text-align: left; border-bottom: Black 1pt solid"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font-family: Arial,sans-serif; text-align: right; border-bottom: Black 1pt solid"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">110,271,273</FONT></TD><TD STYLE="font-family: Arial,sans-serif; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR STYLE="vertical-align: bottom; background-color: rgb(204,238,255)">
    <TD STYLE="font-family: Arial,sans-serif; font-weight: bold; font-style: italic; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font-family: Arial,sans-serif; font-weight: bold; font-style: italic; text-align: right; vertical-align: top"></TD><TD STYLE="font-family: Arial,sans-serif; font-weight: bold; font-style: italic; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD COLSPAN="2"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt"><B><I>Consumer
                                         Staples (3.3%)</I></B></FONT></TD><TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR STYLE="vertical-align: bottom; background-color: White">
    <TD STYLE="font-family: Arial,sans-serif; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font-family: Arial,sans-serif; text-align: right; vertical-align: top"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">3,650,000</FONT></TD><TD STYLE="font-family: Arial,sans-serif; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font-family: Arial,sans-serif"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="font-family: Arial,sans-serif; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">Fidelity
    &amp; Guaranty Life Holdings, Inc.*&micro;</FONT><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif"><BR> <FONT STYLE="font-size: 8pt">6.375%,
    04/01/21</FONT></FONT></TD><TD STYLE="font-family: Arial,sans-serif"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="font-family: Arial,sans-serif; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font-family: Arial,sans-serif; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">3,663,687</FONT></TD><TD STYLE="font-family: Arial,sans-serif; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR STYLE="vertical-align: bottom; background-color: rgb(204,238,255)">
    <TD STYLE="font-family: Arial,sans-serif; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font-family: Arial,sans-serif; text-align: right; vertical-align: top"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">2,200,000</FONT></TD><TD STYLE="font-family: Arial,sans-serif; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font-family: Arial,sans-serif"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="font-family: Arial,sans-serif; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">Fresh
    Market, Inc.*^</FONT><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif"><BR> <FONT STYLE="font-size: 8pt">9.750%, 05/01/23</FONT></FONT></TD><TD STYLE="font-family: Arial,sans-serif"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="font-family: Arial,sans-serif; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font-family: Arial,sans-serif; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">1,931,875</FONT></TD><TD STYLE="font-family: Arial,sans-serif; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR STYLE="vertical-align: bottom; background-color: White">
    <TD STYLE="font-family: Arial,sans-serif; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font-family: Arial,sans-serif; text-align: right; vertical-align: top"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">4,968,000</FONT></TD><TD STYLE="font-family: Arial,sans-serif; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font-family: Arial,sans-serif"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="font-family: Arial,sans-serif; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">JBS
    USA LUX SA*</FONT><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif"><BR> <FONT STYLE="font-size: 8pt">7.250%, 06/01/21</FONT></FONT></TD><TD STYLE="font-family: Arial,sans-serif"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="font-family: Arial,sans-serif; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font-family: Arial,sans-serif; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">5,135,670</FONT></TD><TD STYLE="font-family: Arial,sans-serif; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR STYLE="vertical-align: bottom; background-color: rgb(204,238,255)">
    <TD STYLE="font-family: Arial,sans-serif; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font-family: Arial,sans-serif; text-align: right; vertical-align: top"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">5,400,000</FONT></TD><TD STYLE="font-family: Arial,sans-serif; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font-family: Arial,sans-serif"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="font-family: Arial,sans-serif; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">Land
    O&rsquo;Lakes, Inc.*^&micro;</FONT><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif"><BR>
    <FONT STYLE="font-size: 8pt">6.000%, 11/15/22</FONT></FONT></TD><TD STYLE="font-family: Arial,sans-serif"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="font-family: Arial,sans-serif; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font-family: Arial,sans-serif; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">5,884,380</FONT></TD><TD STYLE="font-family: Arial,sans-serif; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR STYLE="vertical-align: bottom; background-color: White">
    <TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: right; vertical-align: top"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font-family: Arial,sans-serif"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="font-family: Arial,sans-serif; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">Post
    Holdings, Inc.*</FONT></TD><TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR STYLE="vertical-align: bottom; background-color: rgb(204,238,255)">
    <TD STYLE="font-family: Arial,sans-serif; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font-family: Arial,sans-serif; text-align: right; vertical-align: top"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">1,952,000</FONT></TD><TD STYLE="font-family: Arial,sans-serif; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font-family: Arial,sans-serif"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="font-family: Arial,sans-serif"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">7.750%,
    03/15/24</FONT></TD><TD STYLE="font-family: Arial,sans-serif"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="font-family: Arial,sans-serif; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font-family: Arial,sans-serif; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">2,164,280</FONT></TD><TD STYLE="font-family: Arial,sans-serif; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR STYLE="vertical-align: bottom; background-color: White">
    <TD STYLE="font-family: Arial,sans-serif; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font-family: Arial,sans-serif; text-align: right; vertical-align: top"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">706,000</FONT></TD><TD STYLE="font-family: Arial,sans-serif; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font-family: Arial,sans-serif"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="font-family: Arial,sans-serif"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">6.750%,
    12/01/21</FONT></TD><TD STYLE="font-family: Arial,sans-serif"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="font-family: Arial,sans-serif; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font-family: Arial,sans-serif; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">748,360</FONT></TD><TD STYLE="font-family: Arial,sans-serif; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR STYLE="vertical-align: bottom; background-color: rgb(204,238,255)">
    <TD STYLE="font-family: Arial,sans-serif; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font-family: Arial,sans-serif; text-align: right; vertical-align: top"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">3,150,000</FONT></TD><TD STYLE="font-family: Arial,sans-serif; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font-family: Arial,sans-serif"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="font-family: Arial,sans-serif; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">Smithfield
    Foods, Inc.&micro;</FONT><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif"><BR>
    <FONT STYLE="font-size: 8pt">6.625%, 08/15/22</FONT></FONT></TD><TD STYLE="font-family: Arial,sans-serif"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="font-family: Arial,sans-serif; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font-family: Arial,sans-serif; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">3,336,764</FONT></TD><TD STYLE="font-family: Arial,sans-serif; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR STYLE="vertical-align: bottom; background-color: White">
    <TD STYLE="font-family: Arial,sans-serif; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font-family: Arial,sans-serif; text-align: right; vertical-align: top"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">2,300,000</FONT></TD><TD STYLE="font-family: Arial,sans-serif; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font-family: Arial,sans-serif"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="font-family: Arial,sans-serif; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">The
    Nature&rsquo;s Bounty Co.*^</FONT><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif"><BR>
    <FONT STYLE="font-size: 8pt">7.625%, 05/15/21</FONT></FONT></TD><TD STYLE="font-family: Arial,sans-serif"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="font-family: Arial,sans-serif; text-align: left; border-bottom: Black 1pt solid"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font-family: Arial,sans-serif; text-align: right; border-bottom: Black 1pt solid"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">2,423,625</FONT></TD><TD STYLE="font-family: Arial,sans-serif; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR STYLE="vertical-align: bottom; background-color: rgb(204,238,255)">
    <TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: right; vertical-align: top"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font-family: Arial,sans-serif"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="font-family: Arial,sans-serif; text-align: left; border-bottom: Black 1pt solid"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font-family: Arial,sans-serif; text-align: right; border-bottom: Black 1pt solid"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">25,288,641</FONT></TD><TD STYLE="font-family: Arial,sans-serif; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR STYLE="vertical-align: bottom; background-color: White">
    <TD STYLE="font-family: Arial,sans-serif; font-weight: bold; font-style: italic; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font-family: Arial,sans-serif; font-weight: bold; font-style: italic; text-align: right; vertical-align: top"></TD><TD STYLE="font-family: Arial,sans-serif; font-weight: bold; font-style: italic; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD COLSPAN="2"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt"><B><I>Energy
                                         (7.8%)</I></B></FONT></TD><TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR STYLE="vertical-align: bottom; background-color: rgb(204,238,255)">
    <TD STYLE="font-family: Arial,sans-serif; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font-family: Arial,sans-serif; text-align: right; vertical-align: top"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">3,341,000</FONT></TD><TD STYLE="font-family: Arial,sans-serif; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font-family: Arial,sans-serif"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="font-family: Arial,sans-serif; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">Atwood
    Oceanics, Inc.^</FONT><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif"><BR> <FONT STYLE="font-size: 8pt">6.500%, 02/01/20</FONT></FONT></TD><TD STYLE="font-family: Arial,sans-serif"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="font-family: Arial,sans-serif; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font-family: Arial,sans-serif; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">3,161,421</FONT></TD><TD STYLE="font-family: Arial,sans-serif; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR STYLE="vertical-align: bottom; background-color: White">
    <TD STYLE="font-family: Arial,sans-serif; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font-family: Arial,sans-serif; text-align: right; vertical-align: top"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">1,200,000</FONT></TD><TD STYLE="font-family: Arial,sans-serif; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font-family: Arial,sans-serif"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="font-family: Arial,sans-serif; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">Bill
    Barrett Corp.</FONT><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif"><BR> <FONT STYLE="font-size: 8pt">7.000%, 10/15/22</FONT></FONT></TD><TD STYLE="font-family: Arial,sans-serif"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="font-family: Arial,sans-serif; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font-family: Arial,sans-serif; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">1,195,500</FONT></TD><TD STYLE="font-family: Arial,sans-serif; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR STYLE="vertical-align: bottom; background-color: rgb(204,238,255)">
    <TD STYLE="font-family: Arial,sans-serif; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font-family: Arial,sans-serif; text-align: right; vertical-align: top"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">2,050,000</FONT></TD><TD STYLE="font-family: Arial,sans-serif; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font-family: Arial,sans-serif"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="font-family: Arial,sans-serif; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">Blue
    Racer Midstream, LLC / Blue Racer Finance Corp.*^</FONT><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif"><BR> <FONT STYLE="font-size: 8pt">6.125%,
    11/15/22</FONT></FONT></TD><TD STYLE="font-family: Arial,sans-serif"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="font-family: Arial,sans-serif; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font-family: Arial,sans-serif; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">2,105,094</FONT></TD><TD STYLE="font-family: Arial,sans-serif; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR STYLE="vertical-align: bottom; background-color: White">
    <TD STYLE="font-family: Arial,sans-serif; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font-family: Arial,sans-serif; text-align: right; vertical-align: top"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">2,250,000</FONT></TD><TD STYLE="font-family: Arial,sans-serif; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font-family: Arial,sans-serif"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="font-family: Arial,sans-serif; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">Calfrac
    Holdings, LP*</FONT><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif"><BR> <FONT STYLE="font-size: 8pt">7.500%, 12/01/20</FONT></FONT></TD><TD STYLE="font-family: Arial,sans-serif"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="font-family: Arial,sans-serif; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font-family: Arial,sans-serif; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">2,093,906</FONT></TD><TD STYLE="font-family: Arial,sans-serif; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR STYLE="vertical-align: bottom; background-color: rgb(204,238,255)">
    <TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: right; vertical-align: top"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font-family: Arial,sans-serif"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="font-family: Arial,sans-serif; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">Carrizo
    Oil &amp; Gas, Inc.</FONT></TD><TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR STYLE="vertical-align: bottom; background-color: White">
    <TD STYLE="font-family: Arial,sans-serif; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font-family: Arial,sans-serif; text-align: right; vertical-align: top"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">4,420,000</FONT></TD><TD STYLE="font-family: Arial,sans-serif; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font-family: Arial,sans-serif"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="font-family: Arial,sans-serif"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">7.500%,
    09/15/20</FONT></TD><TD STYLE="font-family: Arial,sans-serif"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="font-family: Arial,sans-serif; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font-family: Arial,sans-serif; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">4,591,275</FONT></TD><TD STYLE="font-family: Arial,sans-serif; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR STYLE="vertical-align: bottom; background-color: rgb(204,238,255)">
    <TD STYLE="font-family: Arial,sans-serif; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font-family: Arial,sans-serif; text-align: right; vertical-align: top"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">1,350,000</FONT></TD><TD STYLE="font-family: Arial,sans-serif; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font-family: Arial,sans-serif"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="font-family: Arial,sans-serif"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">6.250%,
    04/15/23^</FONT></TD><TD STYLE="font-family: Arial,sans-serif"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="font-family: Arial,sans-serif; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font-family: Arial,sans-serif; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">1,387,969</FONT></TD><TD STYLE="font-family: Arial,sans-serif; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR STYLE="vertical-align: bottom; background-color: White">
    <TD STYLE="font-family: Arial,sans-serif; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font-family: Arial,sans-serif; text-align: right; vertical-align: top"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">5,693,000</FONT></TD><TD STYLE="font-family: Arial,sans-serif; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font-family: Arial,sans-serif"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="font-family: Arial,sans-serif; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">Cimarex
    Energy Company^&micro;</FONT><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif"><BR>
    <FONT STYLE="font-size: 8pt">5.875%, 05/01/22</FONT></FONT></TD><TD STYLE="font-family: Arial,sans-serif"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="font-family: Arial,sans-serif; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font-family: Arial,sans-serif; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">5,914,799</FONT></TD><TD STYLE="font-family: Arial,sans-serif; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR STYLE="vertical-align: bottom; background-color: rgb(204,238,255)">
    <TD STYLE="font-family: Arial,sans-serif; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font-family: Arial,sans-serif; text-align: right; vertical-align: top"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">5,466,000</FONT></TD><TD STYLE="font-family: Arial,sans-serif; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font-family: Arial,sans-serif"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="font-family: Arial,sans-serif; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">Drill
    Rigs Holdings, Inc.*</FONT><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif"><BR> <FONT STYLE="font-size: 8pt">6.500%,
    10/01/17</FONT></FONT></TD><TD STYLE="font-family: Arial,sans-serif"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="font-family: Arial,sans-serif; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font-family: Arial,sans-serif; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">2,794,493</FONT></TD><TD STYLE="font-family: Arial,sans-serif; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR STYLE="vertical-align: bottom; background-color: White">
    <TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: right; vertical-align: top"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font-family: Arial,sans-serif"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="font-family: Arial,sans-serif; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">Energy
    Transfer Equity, LP</FONT></TD><TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR STYLE="vertical-align: bottom; background-color: rgb(204,238,255)">
    <TD STYLE="font-family: Arial,sans-serif; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font-family: Arial,sans-serif; text-align: right; vertical-align: top"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">1,900,000</FONT></TD><TD STYLE="font-family: Arial,sans-serif; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font-family: Arial,sans-serif"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="font-family: Arial,sans-serif"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">5.875%,
    01/15/24&micro;</FONT></TD><TD STYLE="font-family: Arial,sans-serif"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="font-family: Arial,sans-serif; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font-family: Arial,sans-serif; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">2,035,375</FONT></TD><TD STYLE="font-family: Arial,sans-serif; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR STYLE="vertical-align: bottom; background-color: White">
    <TD STYLE="font-family: Arial,sans-serif; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font-family: Arial,sans-serif; text-align: right; vertical-align: top"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">875,000</FONT></TD><TD STYLE="font-family: Arial,sans-serif; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font-family: Arial,sans-serif"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="font-family: Arial,sans-serif"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">5.500%,
    06/01/27^</FONT></TD><TD STYLE="font-family: Arial,sans-serif"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="font-family: Arial,sans-serif; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font-family: Arial,sans-serif; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">908,906</FONT></TD><TD STYLE="font-family: Arial,sans-serif; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR STYLE="vertical-align: bottom; background-color: rgb(204,238,255)">
    <TD STYLE="font-family: Arial,sans-serif; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font-family: Arial,sans-serif; text-align: right; vertical-align: top"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">3,550,000</FONT></TD><TD STYLE="font-family: Arial,sans-serif; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font-family: Arial,sans-serif"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="font-family: Arial,sans-serif; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">Gulfmark
    Offshore, Inc.</FONT><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif"><BR> <FONT STYLE="font-size: 8pt">6.375%, 03/15/22</FONT></FONT></TD><TD STYLE="font-family: Arial,sans-serif"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="font-family: Arial,sans-serif; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font-family: Arial,sans-serif; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">2,027,938</FONT></TD><TD STYLE="font-family: Arial,sans-serif; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR STYLE="vertical-align: bottom; background-color: White">
    <TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: right; vertical-align: top"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font-family: Arial,sans-serif"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="font-family: Arial,sans-serif; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">Gulfport
    Energy Corp.*</FONT></TD><TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR STYLE="vertical-align: bottom; background-color: rgb(204,238,255)">
    <TD STYLE="font-family: Arial,sans-serif; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font-family: Arial,sans-serif; text-align: right; vertical-align: top"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">1,200,000</FONT></TD><TD STYLE="font-family: Arial,sans-serif; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font-family: Arial,sans-serif"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="font-family: Arial,sans-serif"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">6.375%,
    05/15/25</FONT></TD><TD STYLE="font-family: Arial,sans-serif"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="font-family: Arial,sans-serif; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font-family: Arial,sans-serif; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">1,233,750</FONT></TD><TD STYLE="font-family: Arial,sans-serif; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR STYLE="vertical-align: bottom; background-color: White">
    <TD STYLE="font-family: Arial,sans-serif; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font-family: Arial,sans-serif; text-align: right; vertical-align: top"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">1,155,000</FONT></TD><TD STYLE="font-family: Arial,sans-serif; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font-family: Arial,sans-serif"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="font-family: Arial,sans-serif"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">6.000%,
    10/15/24</FONT></TD><TD STYLE="font-family: Arial,sans-serif"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="font-family: Arial,sans-serif; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font-family: Arial,sans-serif; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">1,178,822</FONT></TD><TD STYLE="font-family: Arial,sans-serif; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR STYLE="vertical-align: bottom; background-color: rgb(204,238,255)">
    <TD STYLE="font-family: Arial,sans-serif; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font-family: Arial,sans-serif; text-align: right; vertical-align: top"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">5,500,000</FONT></TD><TD STYLE="font-family: Arial,sans-serif; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font-family: Arial,sans-serif"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="font-family: Arial,sans-serif; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">Laredo
    Petroleum, Inc.^</FONT><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif"><BR> <FONT STYLE="font-size: 8pt">7.375%, 05/01/22</FONT></FONT></TD><TD STYLE="font-family: Arial,sans-serif"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="font-family: Arial,sans-serif; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font-family: Arial,sans-serif; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">5,744,062</FONT></TD><TD STYLE="font-family: Arial,sans-serif; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR STYLE="vertical-align: bottom; background-color: White">
    <TD STYLE="font-family: Arial,sans-serif; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font-family: Arial,sans-serif; text-align: right; vertical-align: top"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">3,100,000</FONT></TD><TD STYLE="font-family: Arial,sans-serif; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font-family: Arial,sans-serif"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="font-family: Arial,sans-serif; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">MPLX,
    LP&micro;</FONT><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif"><BR> <FONT STYLE="font-size: 8pt">4.875%, 06/01/25</FONT></FONT></TD><TD STYLE="font-family: Arial,sans-serif"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="font-family: Arial,sans-serif; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font-family: Arial,sans-serif; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">3,259,635</FONT></TD><TD STYLE="font-family: Arial,sans-serif; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD></TR>
</TABLE>
</DIV>
<BR CLEAR="ALL"><BR>



<P STYLE="margin-top: 0; text-align: center; margin-bottom: 0"></P>

<P STYLE="font: 10pt Arial,sans-serif; margin: 0pt 0; text-align: center"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">See
accompanying Notes to Schedule of Investments</FONT></P>

<P STYLE="font: 10pt Arial,sans-serif; margin: 0pt 0; text-align: center"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">&nbsp;</FONT></P>

<P STYLE="font: 10pt Arial,sans-serif; margin: 0pt 0; text-align: center"></P>

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<P STYLE="font: 10pt Arial,sans-serif; margin: 0pt 0; text-align: center"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">&nbsp;</FONT></P>

<P STYLE="margin: 0pt 0"></P>

<P STYLE="margin: 0pt 0"></P>

<P STYLE="font: 10pt Arial Narrow,sans-serif; margin: 0pt 0"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 10pt"><B>Convertible
Opportunities and Income Fund</B>&nbsp;</FONT></P>

<P STYLE="color: white; font: bold 10pt Arial,sans-serif; margin: 4pt 0; background-color: black"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 10pt">SCHEDULE
OF INVESTMENTS JANUARY 31, 2017 (UNAUDITED)&nbsp;</FONT></P>


<P STYLE="font: 10pt Arial,sans-serif; margin: 0pt 0; text-align: center"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">&nbsp;</FONT></P>
<DIV STYLE="POSITION:RELATIVE;FLOAT:LEFT;WIDTH:48%">

<TABLE CELLPADDING="0" CELLSPACING="0" STYLE="border-collapse: collapse; width: 100%; font: 10pt Calibri, Helvetica, Sans-Serif">
<TR STYLE="vertical-align: bottom"><TD COLSPAN="2" STYLE="font-weight: bold; text-transform: uppercase; text-align: center; border-bottom: Black 1pt solid"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">PRINCIPAL</FONT><FONT STYLE="font-size: 8pt"><BR>
    <FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">AMOUNT</FONT></FONT></TD><TD STYLE="font-weight: bold; text-transform: uppercase; border-bottom: Black 1pt solid"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="border-bottom: Black 1pt solid"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="border-bottom: Black 1pt solid"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font-weight: bold; text-transform: uppercase; border-bottom: Black 1pt solid"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD COLSPAN="2" STYLE="font-weight: bold; text-transform: uppercase; text-align: center; border-bottom: Black 1pt solid"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">VALUE</FONT></TD><TD STYLE="font-weight: bold; text-transform: uppercase; border-bottom: Black 1pt solid"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: right; vertical-align: top"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">Oasis Petroleum, Inc.^</FONT></TD><TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR STYLE="vertical-align: bottom; background-color: rgb(204,238,255)">
    <TD STYLE="width: 1%; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="width: 16%; text-align: right; vertical-align: top"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">2,115,000</FONT></TD><TD STYLE="width: 7%; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="width: 2%"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="width: 53%"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">6.500%, 11/01/21</FONT></TD><TD STYLE="width: 1%"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="width: 1%; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">$</FONT></TD><TD STYLE="width: 18%; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">2,165,231</FONT></TD><TD STYLE="width: 1%; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR STYLE="vertical-align: bottom; background-color: White">
    <TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: right; vertical-align: top"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">1,250,000</FONT></TD><TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">6.875%, 01/15/23</FONT></TD><TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">1,284,375</FONT></TD><TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR STYLE="vertical-align: bottom; background-color: rgb(204,238,255)">
    <TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: right; vertical-align: top"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">2,270,000</FONT></TD><TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">Pacific Drilling, SA*^</FONT><FONT STYLE="font-size: 8pt"><BR>
    <FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">5.375%, 06/01/20</FONT></FONT></TD><TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">1,150,606</FONT></TD><TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR STYLE="vertical-align: bottom; background-color: White">
    <TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: right; vertical-align: top"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">1,374,500</FONT></TD><TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">Petroleum Geo Services
    Company*^</FONT><FONT STYLE="font-size: 8pt"><BR>
    <FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">7.375%, 12/15/20</FONT></FONT></TD><TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">1,311,788</FONT></TD><TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR STYLE="vertical-align: bottom; background-color: rgb(204,238,255)">
    <TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: right; vertical-align: top"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">752,000</FONT></TD><TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">Rice Energy, Inc.^</FONT><FONT STYLE="font-size: 8pt"><BR>
    <FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">7.250%, 05/01/23</FONT></FONT></TD><TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">812,630</FONT></TD><TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR STYLE="vertical-align: bottom; background-color: White">
    <TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: right; vertical-align: top"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">5,000,000</FONT></TD><TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">SEACOR Holdings, Inc.^&micro;</FONT><FONT STYLE="font-size: 8pt"><BR>
    <FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">7.375%, 10/01/19</FONT></FONT></TD><TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">5,115,625</FONT></TD><TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR STYLE="vertical-align: bottom; background-color: rgb(204,238,255)">
    <TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: right; vertical-align: top"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">3,600,000</FONT></TD><TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">Trinidad Drilling, Ltd.*</FONT><FONT STYLE="font-size: 8pt"><BR>
    <FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">7.875%, 01/15/19</FONT></FONT></TD><TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">3,618,000</FONT></TD><TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR STYLE="vertical-align: bottom; background-color: White">
    <TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: right; vertical-align: top"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">W&amp;T Offshore, Inc.*</FONT></TD><TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR STYLE="vertical-align: bottom; background-color: rgb(204,238,255)">
    <TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: right; vertical-align: top"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">1,480,463</FONT></TD><TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">9.000%, 05/15/20</FONT></TD><TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">1,236,187</FONT></TD><TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR STYLE="vertical-align: bottom; background-color: White">
    <TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: right; vertical-align: top"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">1,325,116</FONT></TD><TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">8.500%, 06/15/21</FONT></TD><TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">927,581</FONT></TD><TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR STYLE="vertical-align: bottom; background-color: rgb(204,238,255)">
    <TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: right; vertical-align: top"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">2,780,000</FONT></TD><TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">Western Refining, Inc.</FONT><FONT STYLE="font-size: 8pt"><BR>
    <FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">6.250%, 04/01/21</FONT></FONT></TD><TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: left; border-bottom: Black 1pt solid"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: right; border-bottom: Black 1pt solid"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">2,887,725</FONT></TD><TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR STYLE="vertical-align: bottom; background-color: White">
    <TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: right; vertical-align: top"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: left; border-bottom: Black 1pt solid"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: right; border-bottom: Black 1pt solid"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">60,142,693</FONT></TD><TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR STYLE="vertical-align: bottom; background-color: rgb(204,238,255)">
    <TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: right; vertical-align: top"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR STYLE="vertical-align: bottom; background-color: White">
    <TD STYLE="font-weight: bold; font-style: italic; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font-weight: bold; font-style: italic; text-align: right; vertical-align: top"></TD><TD STYLE="font-weight: bold; font-style: italic; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD COLSPAN="2"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt"><B><I>Financials
                                         (5.0%)</I></B></FONT></TD><TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR STYLE="vertical-align: bottom; background-color: rgb(204,238,255)">
    <TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: right; vertical-align: top"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">Ally Financial, Inc.&micro;</FONT></TD><TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR STYLE="vertical-align: bottom; background-color: White">
    <TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: right; vertical-align: top"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">4,500,000</FONT></TD><TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">4.250%, 04/15/21</FONT></TD><TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">4,547,812</FONT></TD><TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR STYLE="vertical-align: bottom; background-color: rgb(204,238,255)">
    <TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: right; vertical-align: top"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">1,847,000</FONT></TD><TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">8.000%, 11/01/31</FONT></TD><TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">2,196,776</FONT></TD><TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR STYLE="vertical-align: bottom; background-color: White">
    <TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: right; vertical-align: top"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">1,400,000</FONT></TD><TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">7.500%, 09/15/20</FONT></TD><TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">1,586,375</FONT></TD><TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR STYLE="vertical-align: bottom; background-color: rgb(204,238,255)">
    <TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: right; vertical-align: top"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">2,401,000</FONT></TD><TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">AON Corp.&micro;</FONT><FONT STYLE="font-size: 8pt"><BR>
    <FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">8.205%, 01/01/27</FONT></FONT></TD><TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">3,081,876</FONT></TD><TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR STYLE="vertical-align: bottom; background-color: White">
    <TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: right; vertical-align: top"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">3,731,000</FONT></TD><TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">Black Knight InfoServ
    LLC / Black Knight Lending Solutions, Inc.&micro;</FONT><FONT STYLE="font-size: 8pt"><BR> <FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">5.750%,
    04/15/23</FONT></FONT></TD><TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">3,917,662</FONT></TD><TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR STYLE="vertical-align: bottom; background-color: rgb(204,238,255)">
    <TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: right; vertical-align: top"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">2,057,000</FONT></TD><TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">Brookfield Residential
    Properties, Inc.*^</FONT><FONT STYLE="font-size: 8pt"><BR>
    <FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">6.375%, 05/15/25</FONT></FONT></TD><TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">2,077,570</FONT></TD><TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR STYLE="vertical-align: bottom; background-color: White">
    <TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: right; vertical-align: top"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">Diamond 1 Finance Corp.
    / Diamond 2 Finance Corp.*&micro;</FONT></TD><TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR STYLE="vertical-align: bottom; background-color: rgb(204,238,255)">
    <TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: right; vertical-align: top"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">858,000</FONT></TD><TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">7.125%, 06/15/24</FONT></TD><TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">942,728</FONT></TD><TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR STYLE="vertical-align: bottom; background-color: White">
    <TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: right; vertical-align: top"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">858,000</FONT></TD><TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">5.875%, 06/15/21</FONT></TD><TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">906,799</FONT></TD><TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR STYLE="vertical-align: bottom; background-color: rgb(204,238,255)">
    <TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: right; vertical-align: top"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">2,000,000</FONT></TD><TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">Equinix, Inc.</FONT><FONT STYLE="font-size: 8pt"><BR>
    <FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">5.375%, 04/01/23</FONT></FONT></TD><TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">2,097,500</FONT></TD><TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR STYLE="vertical-align: bottom; background-color: White">
    <TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: right; vertical-align: top"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">2,500,000</FONT></TD><TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">GLP Capital, LP / GLP
    Financing II, Inc.</FONT><FONT STYLE="font-size: 8pt"><BR>
    <FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">5.375%, 04/15/26</FONT></FONT></TD><TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">2,606,250</FONT></TD><TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR STYLE="vertical-align: bottom; background-color: rgb(204,238,255)">
    <TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: right; vertical-align: top"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">2,850,000</FONT></TD><TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">Jefferies Finance, LLC*</FONT><FONT STYLE="font-size: 8pt"><BR>
    <FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">7.375%, 04/01/20</FONT></FONT></TD><TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">2,880,281</FONT></TD><TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR STYLE="vertical-align: bottom; background-color: White">
    <TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: right; vertical-align: top"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">1,100,000</FONT></TD><TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">Lions Gate Entertainment
    Corp.*^</FONT><FONT STYLE="font-size: 8pt"><BR>
    <FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">5.875%, 11/01/24</FONT></FONT></TD><TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">1,120,625</FONT></TD><TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR STYLE="vertical-align: bottom; background-color: rgb(204,238,255)">
    <TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: right; vertical-align: top"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">2,290,000</FONT></TD><TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">Nationstar Mortgage,
    LLC / Nationstar Capital Corp.</FONT><FONT STYLE="font-size: 8pt"><BR> <FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">6.500%,
    07/01/21</FONT></FONT></TD><TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">2,342,956</FONT></TD><TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR STYLE="vertical-align: bottom; background-color: White">
    <TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: right; vertical-align: top"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">5,500,000</FONT></TD><TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">Neuberger Berman Group,
    LLC*&micro;</FONT><FONT STYLE="font-size: 8pt"><BR>
    <FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">5.875%, 03/15/22</FONT></FONT></TD><TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">5,685,542</FONT></TD><TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR STYLE="vertical-align: bottom; background-color: rgb(204,238,255)">
    <TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: right; vertical-align: top"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">2,700,000</FONT></TD><TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">Quicken Loans, Inc.*</FONT><FONT STYLE="font-size: 8pt"><BR>
    <FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">5.750%, 05/01/25</FONT></FONT></TD><TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">2,603,812</FONT></TD><TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR STYLE="vertical-align: bottom; background-color: White">
    <TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: right; vertical-align: top"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: left; border-bottom: Black 1pt solid"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: right; border-bottom: Black 1pt solid"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR STYLE="vertical-align: bottom; background-color: rgb(204,238,255)">
    <TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: right; vertical-align: top"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: left; border-bottom: Black 1pt solid"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: right; border-bottom: Black 1pt solid"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">38,594,564</FONT></TD><TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR STYLE="vertical-align: bottom; background-color: White">
    <TD STYLE="font-weight: bold; font-style: italic; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font-weight: bold; font-style: italic; text-align: right; vertical-align: top"></TD><TD STYLE="font-weight: bold; font-style: italic; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD COLSPAN="2"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt"><B><I>Health
                                         Care (4.9%)</I></B></FONT></TD><TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR STYLE="vertical-align: bottom; background-color: rgb(204,238,255)">
    <TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: right; vertical-align: top"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">4,000,000</FONT></TD><TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">Acadia Healthcare Company,
    Inc.^</FONT><FONT STYLE="font-size: 8pt"><BR>
    <FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">5.625%, 02/15/23</FONT></FONT></TD><TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">4,065,000</FONT></TD><TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR STYLE="vertical-align: bottom; background-color: White">
    <TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: right; vertical-align: top"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">3,225,000</FONT></TD><TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">Alere, Inc.^</FONT><FONT STYLE="font-size: 8pt"><BR>
    <FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">6.500%, 06/15/20</FONT></FONT></TD><TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">3,218,953</FONT></TD><TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR STYLE="vertical-align: bottom; background-color: rgb(204,238,255)">
    <TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: right; vertical-align: top"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">3,755,000</FONT></TD><TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">Community Health Systems,
    Inc.^</FONT><FONT STYLE="font-size: 8pt"><BR> <FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">7.125%, 07/15/20</FONT></FONT></TD><TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">3,095,528</FONT></TD><TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR STYLE="vertical-align: bottom; background-color: White">
    <TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: right; vertical-align: top"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">3,100,000</FONT></TD><TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">DaVita, Inc.^</FONT><FONT STYLE="font-size: 8pt"><BR>
    <FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">5.125%, 07/15/24</FONT></FONT></TD><TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">3,067,062</FONT></TD><TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD></TR>
</TABLE>


<P STYLE="font: 10pt Arial,sans-serif; margin: 0pt 0; text-align: center"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">&nbsp;</FONT></P>

<P STYLE="font: 10pt Arial,sans-serif; margin: 0pt 0; text-align: center"></P>
</DIV>
<DIV STYLE="POSITION:RELATIVE;FLOAT:RIGHT;WIDTH:48%">
<TABLE CELLPADDING="0" CELLSPACING="0" STYLE="border-collapse: collapse; width: 100%; font: 10pt Calibri, Helvetica, Sans-Serif">
<TR STYLE="vertical-align: bottom">
    <TD COLSPAN="2" STYLE="font-family: Arial,sans-serif; font-weight: bold; text-transform: uppercase; text-align: center; border-bottom: Black 1pt solid"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">PRINCIPAL<BR>
    AMOUNT</FONT></TD><TD STYLE="padding-bottom: 1pt; font-family: Arial,sans-serif; font-weight: bold; text-transform: uppercase; border-bottom: Black 1pt solid"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="padding-bottom: 1pt; border-bottom: Black 1pt solid"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="border-bottom: Black 1pt solid"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font-family: Arial,sans-serif; font-weight: bold; text-transform: uppercase; padding-bottom: 1pt; border-bottom: Black 1pt solid"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD COLSPAN="2" STYLE="font-family: Arial,sans-serif; font-weight: bold; text-transform: uppercase; text-align: center; border-bottom: Black 1pt solid"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">VALUE</FONT></TD><TD STYLE="padding-bottom: 1pt; font-family: Arial,sans-serif; font-weight: bold; text-transform: uppercase; border-bottom: Black 1pt solid"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR STYLE="vertical-align: bottom; background-color: rgb(204,238,255)">
    <TD STYLE="width: 1%; font-family: Arial,sans-serif; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="width: 16%; font-family: Arial,sans-serif; text-align: right; vertical-align: top"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">678,000</FONT></TD><TD STYLE="width: 7%; font-family: Arial,sans-serif; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="width: 2%; font-family: Arial,sans-serif"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="width: 53%; font-family: Arial,sans-serif; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">Endo
    International, PLC*&micro;&Dagger;<BR> 7.250%, 01/15/22</FONT></TD><TD STYLE="width: 1%; font-family: Arial,sans-serif"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="width: 1%; font-family: Arial,sans-serif; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">$</FONT></TD><TD STYLE="width: 18%; font-family: Arial,sans-serif; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">618,251</FONT></TD><TD STYLE="width: 1%; font-family: Arial,sans-serif; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR STYLE="vertical-align: bottom; background-color: White">
    <TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: right; vertical-align: top"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font-family: Arial,sans-serif"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="font-family: Arial,sans-serif; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">HCA
    Holdings, Inc.</FONT></TD><TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR STYLE="vertical-align: bottom; background-color: rgb(204,238,255)">
    <TD STYLE="font-family: Arial,sans-serif; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font-family: Arial,sans-serif; text-align: right; vertical-align: top"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">8,000,000</FONT></TD><TD STYLE="font-family: Arial,sans-serif; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font-family: Arial,sans-serif"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="font-family: Arial,sans-serif"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">5.875%,
    05/01/23^</FONT></TD><TD STYLE="font-family: Arial,sans-serif"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="font-family: Arial,sans-serif; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font-family: Arial,sans-serif; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">8,550,000</FONT></TD><TD STYLE="font-family: Arial,sans-serif; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR STYLE="vertical-align: bottom; background-color: White">
    <TD STYLE="font-family: Arial,sans-serif; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font-family: Arial,sans-serif; text-align: right; vertical-align: top"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">1,940,000</FONT></TD><TD STYLE="font-family: Arial,sans-serif; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font-family: Arial,sans-serif"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="font-family: Arial,sans-serif"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">6.250%,
    02/15/21</FONT></TD><TD STYLE="font-family: Arial,sans-serif"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="font-family: Arial,sans-serif; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font-family: Arial,sans-serif; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">2,092,775</FONT></TD><TD STYLE="font-family: Arial,sans-serif; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR STYLE="vertical-align: bottom; background-color: rgb(204,238,255)">
    <TD STYLE="font-family: Arial,sans-serif; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font-family: Arial,sans-serif; text-align: right; vertical-align: top"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">1,070,000</FONT></TD><TD STYLE="font-family: Arial,sans-serif; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font-family: Arial,sans-serif"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="font-family: Arial,sans-serif; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">Hologic,
    Inc.*<BR> 5.250%, 07/15/22</FONT></TD><TD STYLE="font-family: Arial,sans-serif"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="font-family: Arial,sans-serif; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font-family: Arial,sans-serif; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">1,120,825</FONT></TD><TD STYLE="font-family: Arial,sans-serif; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR STYLE="vertical-align: bottom; background-color: White">
    <TD STYLE="font-family: Arial,sans-serif; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font-family: Arial,sans-serif; text-align: right; vertical-align: top"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">2,250,000</FONT></TD><TD STYLE="font-family: Arial,sans-serif; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font-family: Arial,sans-serif"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="font-family: Arial,sans-serif; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">Mallinckrodt
    International Finance, SA / Mallinckrodt CB, LLC*^<BR> 5.625%, 10/15/23</FONT></TD><TD STYLE="font-family: Arial,sans-serif"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="font-family: Arial,sans-serif; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font-family: Arial,sans-serif; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">1,989,844</FONT></TD><TD STYLE="font-family: Arial,sans-serif; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR STYLE="vertical-align: bottom; background-color: rgb(204,238,255)">
    <TD STYLE="font-family: Arial,sans-serif; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font-family: Arial,sans-serif; text-align: right; vertical-align: top"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">898,000</FONT></TD><TD STYLE="font-family: Arial,sans-serif; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font-family: Arial,sans-serif"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="font-family: Arial,sans-serif; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">Surgical
    Care Affiliates, Inc.*<BR> 6.000%, 04/01/23</FONT></TD><TD STYLE="font-family: Arial,sans-serif"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="font-family: Arial,sans-serif; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font-family: Arial,sans-serif; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">973,208</FONT></TD><TD STYLE="font-family: Arial,sans-serif; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR STYLE="vertical-align: bottom; background-color: White">
    <TD STYLE="font-family: Arial,sans-serif; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font-family: Arial,sans-serif; text-align: right; vertical-align: top"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">6,150,000</FONT></TD><TD STYLE="font-family: Arial,sans-serif; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font-family: Arial,sans-serif"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="font-family: Arial,sans-serif; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">Tenet
    Healthcare Corp.<BR> 6.750%, 02/01/20</FONT></TD><TD STYLE="font-family: Arial,sans-serif"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="font-family: Arial,sans-serif; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font-family: Arial,sans-serif; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">6,130,781</FONT></TD><TD STYLE="font-family: Arial,sans-serif; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR STYLE="vertical-align: bottom; background-color: rgb(204,238,255)">
    <TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: right; vertical-align: top"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font-family: Arial,sans-serif"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="font-family: Arial,sans-serif; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">Valeant
    Pharmaceuticals International, Inc.*</FONT></TD><TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR STYLE="vertical-align: bottom; background-color: White">
    <TD STYLE="font-family: Arial,sans-serif; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font-family: Arial,sans-serif; text-align: right; vertical-align: top"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">1,550,000</FONT></TD><TD STYLE="font-family: Arial,sans-serif; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font-family: Arial,sans-serif"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="font-family: Arial,sans-serif"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">7.000%,
    10/01/20^&micro;</FONT></TD><TD STYLE="font-family: Arial,sans-serif"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="font-family: Arial,sans-serif; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font-family: Arial,sans-serif; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">1,412,437</FONT></TD><TD STYLE="font-family: Arial,sans-serif; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR STYLE="vertical-align: bottom; background-color: rgb(204,238,255)">
    <TD STYLE="font-family: Arial,sans-serif; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font-family: Arial,sans-serif; text-align: right; vertical-align: top"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">185,000</FONT></TD><TD STYLE="font-family: Arial,sans-serif; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font-family: Arial,sans-serif"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="font-family: Arial,sans-serif"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">5.500%,
    03/01/23</FONT></TD><TD STYLE="font-family: Arial,sans-serif"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="font-family: Arial,sans-serif; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font-family: Arial,sans-serif; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">140,369</FONT></TD><TD STYLE="font-family: Arial,sans-serif; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR STYLE="vertical-align: bottom; background-color: White">
    <TD STYLE="font-family: Arial,sans-serif; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font-family: Arial,sans-serif; text-align: right; vertical-align: top"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">950,000</FONT></TD><TD STYLE="font-family: Arial,sans-serif; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font-family: Arial,sans-serif"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="font-family: Arial,sans-serif; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">VPII
    Escrow Corp.*^&micro;<BR> 6.750%, 08/15/18</FONT></TD><TD STYLE="font-family: Arial,sans-serif"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="font-family: Arial,sans-serif; text-align: left; border-bottom: Black 1pt solid"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font-family: Arial,sans-serif; text-align: right; border-bottom: Black 1pt solid"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">939,313</FONT></TD><TD STYLE="font-family: Arial,sans-serif; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR STYLE="vertical-align: bottom; background-color: rgb(204,238,255)">
    <TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: right; vertical-align: top"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font-family: Arial,sans-serif"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="font-family: Arial,sans-serif; text-align: left; border-bottom: Black 1pt solid"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font-family: Arial,sans-serif; text-align: right; border-bottom: Black 1pt solid"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">37,414,346</FONT></TD><TD STYLE="font-family: Arial,sans-serif; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR STYLE="vertical-align: bottom; background-color: White">
    <TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: right; vertical-align: top"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR STYLE="vertical-align: bottom; background-color: rgb(204,238,255)">
    <TD STYLE="font-family: Arial,sans-serif; font-weight: bold; font-style: italic; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font-family: Arial,sans-serif; font-weight: bold; font-style: italic; text-align: right; vertical-align: top"></TD><TD STYLE="font-family: Arial,sans-serif; font-weight: bold; font-style: italic; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD COLSPAN="2"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt"><B><I>Industrials
                                         (5.4%)</I></B></FONT></TD><TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR STYLE="vertical-align: bottom; background-color: White">
    <TD STYLE="font-family: Arial,sans-serif; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font-family: Arial,sans-serif; text-align: right; vertical-align: top"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">1,450,000</FONT></TD><TD STYLE="font-family: Arial,sans-serif; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font-family: Arial,sans-serif"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="font-family: Arial,sans-serif; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">ACCO
    Brands Corp.*<BR> 5.250%, 12/15/24</FONT></TD><TD STYLE="font-family: Arial,sans-serif"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="font-family: Arial,sans-serif; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font-family: Arial,sans-serif; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">1,459,969</FONT></TD><TD STYLE="font-family: Arial,sans-serif; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR STYLE="vertical-align: bottom; background-color: rgb(204,238,255)">
    <TD STYLE="font-family: Arial,sans-serif; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font-family: Arial,sans-serif; text-align: right; vertical-align: top"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">525,000</FONT></TD><TD STYLE="font-family: Arial,sans-serif; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font-family: Arial,sans-serif"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="font-family: Arial,sans-serif; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">Allison
    Transmission, Inc.*&micro;<BR> 5.000%, 10/01/24</FONT></TD><TD STYLE="font-family: Arial,sans-serif"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="font-family: Arial,sans-serif; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font-family: Arial,sans-serif; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">530,906</FONT></TD><TD STYLE="font-family: Arial,sans-serif; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR STYLE="vertical-align: bottom; background-color: White">
    <TD STYLE="font-family: Arial,sans-serif; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font-family: Arial,sans-serif; text-align: right; vertical-align: top"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">2,205,000</FONT></TD><TD STYLE="font-family: Arial,sans-serif; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font-family: Arial,sans-serif"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="font-family: Arial,sans-serif; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">Garda
    World Security Corp.*<BR> 7.250%, 11/15/21</FONT></TD><TD STYLE="font-family: Arial,sans-serif"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="font-family: Arial,sans-serif; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font-family: Arial,sans-serif; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">2,111,288</FONT></TD><TD STYLE="font-family: Arial,sans-serif; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR STYLE="vertical-align: bottom; background-color: rgb(204,238,255)">
    <TD STYLE="font-family: Arial,sans-serif; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font-family: Arial,sans-serif; text-align: right; vertical-align: top"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">2,825,000</FONT></TD><TD STYLE="font-family: Arial,sans-serif; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font-family: Arial,sans-serif"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="font-family: Arial,sans-serif; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">GrafTech
    International, Ltd.<BR> 6.375%, 11/15/20</FONT></TD><TD STYLE="font-family: Arial,sans-serif"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="font-family: Arial,sans-serif; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font-family: Arial,sans-serif; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">2,337,688</FONT></TD><TD STYLE="font-family: Arial,sans-serif; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR STYLE="vertical-align: bottom; background-color: White">
    <TD STYLE="font-family: Arial,sans-serif; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font-family: Arial,sans-serif; text-align: right; vertical-align: top"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">4,555,000</FONT></TD><TD STYLE="font-family: Arial,sans-serif; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font-family: Arial,sans-serif"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="font-family: Arial,sans-serif; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">H&amp;E
    Equipment Services, Inc.<BR> 7.000%, 09/01/22</FONT></TD><TD STYLE="font-family: Arial,sans-serif"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="font-family: Arial,sans-serif; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font-family: Arial,sans-serif; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">4,805,525</FONT></TD><TD STYLE="font-family: Arial,sans-serif; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR STYLE="vertical-align: bottom; background-color: rgb(204,238,255)">
    <TD STYLE="font-family: Arial,sans-serif; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font-family: Arial,sans-serif; text-align: right; vertical-align: top"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">545,000</FONT></TD><TD STYLE="font-family: Arial,sans-serif; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font-family: Arial,sans-serif"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="font-family: Arial,sans-serif; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">Icahn
    Enterprises, LP&micro;<BR> 4.875%, 03/15/19</FONT></TD><TD STYLE="font-family: Arial,sans-serif"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="font-family: Arial,sans-serif; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font-family: Arial,sans-serif; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">553,175</FONT></TD><TD STYLE="font-family: Arial,sans-serif; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR STYLE="vertical-align: bottom; background-color: White">
    <TD STYLE="font-family: Arial,sans-serif; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font-family: Arial,sans-serif; text-align: right; vertical-align: top"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">1,150,000</FONT></TD><TD STYLE="font-family: Arial,sans-serif; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font-family: Arial,sans-serif"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="font-family: Arial,sans-serif; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">James
    Hardie International Finance, Ltd.*&micro;<BR> 5.875%, 02/15/23</FONT></TD><TD STYLE="font-family: Arial,sans-serif"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="font-family: Arial,sans-serif; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font-family: Arial,sans-serif; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">1,201,031</FONT></TD><TD STYLE="font-family: Arial,sans-serif; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR STYLE="vertical-align: bottom; background-color: rgb(204,238,255)">
    <TD STYLE="font-family: Arial,sans-serif; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font-family: Arial,sans-serif; text-align: right; vertical-align: top"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">850,000</FONT></TD><TD STYLE="font-family: Arial,sans-serif; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font-family: Arial,sans-serif"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="font-family: Arial,sans-serif; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">Match
    Group, Inc.&micro;<BR> 6.375%, 06/01/24</FONT></TD><TD STYLE="font-family: Arial,sans-serif"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="font-family: Arial,sans-serif; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font-family: Arial,sans-serif; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">914,281</FONT></TD><TD STYLE="font-family: Arial,sans-serif; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR STYLE="vertical-align: bottom; background-color: White">
    <TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: right; vertical-align: top"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font-family: Arial,sans-serif"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="font-family: Arial,sans-serif; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">Meritor,
    Inc.</FONT></TD><TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR STYLE="vertical-align: bottom; background-color: rgb(204,238,255)">
    <TD STYLE="font-family: Arial,sans-serif; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font-family: Arial,sans-serif; text-align: right; vertical-align: top"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">2,053,000</FONT></TD><TD STYLE="font-family: Arial,sans-serif; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font-family: Arial,sans-serif"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="font-family: Arial,sans-serif"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">6.250%,
    02/15/24</FONT></TD><TD STYLE="font-family: Arial,sans-serif"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="font-family: Arial,sans-serif; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font-family: Arial,sans-serif; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">2,069,681</FONT></TD><TD STYLE="font-family: Arial,sans-serif; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR STYLE="vertical-align: bottom; background-color: White">
    <TD STYLE="font-family: Arial,sans-serif; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font-family: Arial,sans-serif; text-align: right; vertical-align: top"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">1,605,000</FONT></TD><TD STYLE="font-family: Arial,sans-serif; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font-family: Arial,sans-serif"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="font-family: Arial,sans-serif"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">6.750%,
    06/15/21</FONT></TD><TD STYLE="font-family: Arial,sans-serif"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="font-family: Arial,sans-serif; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font-family: Arial,sans-serif; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">1,661,175</FONT></TD><TD STYLE="font-family: Arial,sans-serif; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR STYLE="vertical-align: bottom; background-color: rgb(204,238,255)">
    <TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: right; vertical-align: top"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font-family: Arial,sans-serif"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="font-family: Arial,sans-serif; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">Michael
    Baker International, LLC*</FONT></TD><TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR STYLE="vertical-align: bottom; background-color: White">
    <TD STYLE="font-family: Arial,sans-serif; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font-family: Arial,sans-serif; text-align: right; vertical-align: top"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">2,084,000</FONT></TD><TD STYLE="font-family: Arial,sans-serif; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font-family: Arial,sans-serif"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="font-family: Arial,sans-serif"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">8.250%,
    10/15/18</FONT></TD><TD STYLE="font-family: Arial,sans-serif"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="font-family: Arial,sans-serif; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font-family: Arial,sans-serif; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">2,107,445</FONT></TD><TD STYLE="font-family: Arial,sans-serif; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR STYLE="vertical-align: bottom; background-color: rgb(204,238,255)">
    <TD STYLE="font-family: Arial,sans-serif; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font-family: Arial,sans-serif; text-align: right; vertical-align: top"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">1,499,877</FONT></TD><TD STYLE="font-family: Arial,sans-serif; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font-family: Arial,sans-serif"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="font-family: Arial,sans-serif"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">8.875%,
    04/15/19</FONT></TD><TD STYLE="font-family: Arial,sans-serif"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="font-family: Arial,sans-serif; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font-family: Arial,sans-serif; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">1,427,695</FONT></TD><TD STYLE="font-family: Arial,sans-serif; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR STYLE="vertical-align: bottom; background-color: White">
    <TD STYLE="font-family: Arial,sans-serif; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font-family: Arial,sans-serif; text-align: right; vertical-align: top"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">2,735,000</FONT></TD><TD STYLE="font-family: Arial,sans-serif; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font-family: Arial,sans-serif"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="font-family: Arial,sans-serif; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">Navistar
    International Corp.<BR> 8.250%, 11/01/21</FONT></TD><TD STYLE="font-family: Arial,sans-serif"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="font-family: Arial,sans-serif; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font-family: Arial,sans-serif; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">2,764,059</FONT></TD><TD STYLE="font-family: Arial,sans-serif; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR STYLE="vertical-align: bottom; background-color: rgb(204,238,255)">
    <TD STYLE="font-family: Arial,sans-serif; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font-family: Arial,sans-serif; text-align: right; vertical-align: top"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">2,135,000</FONT></TD><TD STYLE="font-family: Arial,sans-serif; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font-family: Arial,sans-serif"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="font-family: Arial,sans-serif; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">Terex
    Corp.<BR> 6.000%, 05/15/21</FONT></TD><TD STYLE="font-family: Arial,sans-serif"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="font-family: Arial,sans-serif; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font-family: Arial,sans-serif; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">2,201,110</FONT></TD><TD STYLE="font-family: Arial,sans-serif; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR STYLE="vertical-align: bottom; background-color: White">
    <TD STYLE="font-family: Arial,sans-serif; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font-family: Arial,sans-serif; text-align: right; vertical-align: top"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">2,025,000</FONT></TD><TD STYLE="font-family: Arial,sans-serif; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font-family: Arial,sans-serif"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="font-family: Arial,sans-serif; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">Titan
    International, Inc.^<BR> 6.875%, 10/01/20</FONT></TD><TD STYLE="font-family: Arial,sans-serif"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="font-family: Arial,sans-serif; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font-family: Arial,sans-serif; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">2,041,453</FONT></TD><TD STYLE="font-family: Arial,sans-serif; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR STYLE="vertical-align: bottom; background-color: rgb(204,238,255)">
    <TD STYLE="font-family: Arial,sans-serif; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font-family: Arial,sans-serif; text-align: right; vertical-align: top"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">2,350,000</FONT></TD><TD STYLE="font-family: Arial,sans-serif; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font-family: Arial,sans-serif"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="font-family: Arial,sans-serif; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">TransDigm,
    Inc.<BR> 5.500%, 10/15/20</FONT></TD><TD STYLE="font-family: Arial,sans-serif"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="font-family: Arial,sans-serif; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font-family: Arial,sans-serif; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">2,374,969</FONT></TD><TD STYLE="font-family: Arial,sans-serif; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR STYLE="vertical-align: bottom; background-color: White">
    <TD STYLE="font-family: Arial,sans-serif; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font-family: Arial,sans-serif; text-align: right; vertical-align: top"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">2,300,000</FONT></TD><TD STYLE="font-family: Arial,sans-serif; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font-family: Arial,sans-serif"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="font-family: Arial,sans-serif; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">United
    Continental Holdings, Inc.&micro;<BR> 6.375%, 06/01/18</FONT></TD><TD STYLE="font-family: Arial,sans-serif"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="font-family: Arial,sans-serif; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font-family: Arial,sans-serif; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">2,413,562</FONT></TD><TD STYLE="font-family: Arial,sans-serif; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR STYLE="vertical-align: bottom; background-color: rgb(204,238,255)">
    <TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: right; vertical-align: top"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font-family: Arial,sans-serif"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="font-family: Arial,sans-serif; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">United
    Rentals North America, Inc.</FONT></TD><TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR STYLE="vertical-align: bottom; background-color: White">
    <TD STYLE="font-family: Arial,sans-serif; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font-family: Arial,sans-serif; text-align: right; vertical-align: top"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">4,600,000</FONT></TD><TD STYLE="font-family: Arial,sans-serif; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font-family: Arial,sans-serif"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="font-family: Arial,sans-serif"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">6.125%,
    06/15/23^</FONT></TD><TD STYLE="font-family: Arial,sans-serif"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="font-family: Arial,sans-serif; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font-family: Arial,sans-serif; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">4,861,625</FONT></TD><TD STYLE="font-family: Arial,sans-serif; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR STYLE="vertical-align: bottom; background-color: rgb(204,238,255)">
    <TD STYLE="font-family: Arial,sans-serif; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font-family: Arial,sans-serif; text-align: right; vertical-align: top"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">1,972,000</FONT></TD><TD STYLE="font-family: Arial,sans-serif; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font-family: Arial,sans-serif"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="font-family: Arial,sans-serif"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">7.625%,
    04/15/22</FONT></TD><TD STYLE="font-family: Arial,sans-serif"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="font-family: Arial,sans-serif; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font-family: Arial,sans-serif; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">2,070,600</FONT></TD><TD STYLE="font-family: Arial,sans-serif; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR STYLE="vertical-align: bottom; background-color: White">
    <TD STYLE="font-family: Arial,sans-serif; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font-family: Arial,sans-serif; text-align: right; vertical-align: top"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">1,224,000</FONT></TD><TD STYLE="font-family: Arial,sans-serif; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font-family: Arial,sans-serif"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="font-family: Arial,sans-serif; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">WESCO
    Distribution, Inc.*<BR> 5.375%, 06/15/24</FONT></TD><TD STYLE="font-family: Arial,sans-serif"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="font-family: Arial,sans-serif; text-align: left; border-bottom: Black 1pt solid"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font-family: Arial,sans-serif; text-align: right; border-bottom: Black 1pt solid"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">1,224,715</FONT></TD><TD STYLE="font-family: Arial,sans-serif; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR STYLE="vertical-align: bottom; background-color: rgb(204,238,255)">
    <TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: right; vertical-align: top"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font-family: Arial,sans-serif"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="font-family: Arial,sans-serif; text-align: left; border-bottom: Black 1pt solid"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font-family: Arial,sans-serif; text-align: right; border-bottom: Black 1pt solid"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">41,131,952</FONT></TD><TD STYLE="font-family: Arial,sans-serif; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD></TR>
</TABLE>
</DIV>
<BR CLEAR="ALL"><BR>

<P STYLE="margin-top: 0; text-align: center; margin-bottom: 0"></P>

<P STYLE="font: 10pt Arial,sans-serif; margin: 0pt 0; text-align: center"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">See
accompanying Notes to Schedule of Investments</FONT></P>

<P STYLE="font: 10pt Arial,sans-serif; margin: 0pt 0; text-align: center"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">&nbsp;</FONT></P>

<P STYLE="font: 10pt Arial,sans-serif; margin: 0pt 0; text-align: center"></P>

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<P STYLE="font: 10pt Arial,sans-serif; margin: 0pt 0; text-align: center"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">&nbsp;</FONT></P>

<P STYLE="font: 10pt Arial,sans-serif; margin: 0pt 0; text-align: center"></P>

<P STYLE="font: 10pt Arial Narrow,sans-serif; margin: 0pt 0"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif"><B>Convertible
Opportunities and Income Fund</B>&nbsp;</FONT></P>

<P STYLE="color: white; font: bold 10pt Arial,sans-serif; margin: 4pt 0; background-color: black"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">SCHEDULE
OF INVESTMENTS JANUARY 31, 2017 (UNAUDITED)&nbsp;</FONT></P>



<P STYLE="font: 10pt Arial,sans-serif; margin: 0pt 0; text-align: center"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">&nbsp;</FONT></P>

<P STYLE="font: 10pt Arial,sans-serif; margin: 0pt 0; text-align: center"></P>

<P STYLE="font: 10pt Arial,sans-serif; margin: 0pt 0; text-align: center"></P>
<DIV STYLE="POSITION:RELATIVE;FLOAT:LEFT;WIDTH:48%">
<TABLE CELLPADDING="0" CELLSPACING="0" STYLE="border-collapse: collapse; width: 100%; font: 10pt Calibri, Helvetica, Sans-Serif">
<TR STYLE="vertical-align: bottom"><TD COLSPAN="2" STYLE="font-family: Arial,sans-serif; font-weight: bold; text-transform: uppercase; text-align: center; border-bottom: Black 1pt solid"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt"><B>PRINCIPAL</B></FONT><FONT STYLE="font-size: 8pt"><BR>
    <FONT STYLE="font-family: Arial, Helvetica, Sans-Serif"><B>AMOUNT</B></FONT></FONT></TD><TD STYLE="padding-bottom: 1pt; font-family: Arial,sans-serif; font-weight: bold; text-transform: uppercase; border-bottom: Black 1pt solid"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt"><B>&nbsp;</B></FONT></TD><TD STYLE="padding-bottom: 1pt; border-bottom: Black 1pt solid"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt"><B>&nbsp;</B></FONT></TD>
    <TD STYLE="border-bottom: Black 1pt solid"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt"><B>&nbsp;</B></FONT></TD><TD STYLE="font-family: Arial,sans-serif; font-weight: bold; text-transform: uppercase; padding-bottom: 1pt; border-bottom: Black 1pt solid"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt"><B>&nbsp;</B></FONT></TD>
    <TD COLSPAN="2" STYLE="font-family: Arial,sans-serif; font-weight: bold; text-transform: uppercase; text-align: center; border-bottom: Black 1pt solid"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt"><B>VALUE</B></FONT></TD><TD STYLE="padding-bottom: 1pt; font-family: Arial,sans-serif; font-weight: bold; text-transform: uppercase; border-bottom: Black 1pt solid"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt"><B>&nbsp;</B></FONT></TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD STYLE="font-family: Arial,sans-serif; font-weight: bold; font-style: italic; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font-family: Arial,sans-serif; font-weight: bold; font-style: italic; text-align: right; vertical-align: top"></TD><TD STYLE="font-family: Arial,sans-serif; font-weight: bold; font-style: italic; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD COLSPAN="2"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt"><B><I>Information
                                         Technology (6.3%)</I></B></FONT></TD><TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR STYLE="vertical-align: bottom; background-color: rgb(204,238,255)">
    <TD STYLE="width: 1%; font-family: Arial,sans-serif; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="width: 16%; font-family: Arial,sans-serif; text-align: right; vertical-align: top"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">3,000,000</FONT></TD><TD STYLE="width: 7%; font-family: Arial,sans-serif; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="width: 2%; font-family: Arial,sans-serif"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="width: 53%; font-family: Arial,sans-serif; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">Alliance
    Data Systems Corp.*</FONT><FONT STYLE="font-size: 8pt"><BR> <FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">6.375%,
    04/01/20</FONT></FONT></TD><TD STYLE="width: 1%; font-family: Arial,sans-serif"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="width: 1%; font-family: Arial,sans-serif; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">$</FONT></TD><TD STYLE="width: 18%; font-family: Arial,sans-serif; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">3,061,755</FONT></TD><TD STYLE="width: 1%; font-family: Arial,sans-serif; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR STYLE="vertical-align: bottom; background-color: White">
    <TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: right; vertical-align: top"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font-family: Arial,sans-serif"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="font-family: Arial,sans-serif; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">Amkor
    Technology, Inc.</FONT></TD><TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR STYLE="vertical-align: bottom; background-color: rgb(204,238,255)">
    <TD STYLE="font-family: Arial,sans-serif; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font-family: Arial,sans-serif; text-align: right; vertical-align: top"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">3,290,000</FONT></TD><TD STYLE="font-family: Arial,sans-serif; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font-family: Arial,sans-serif"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="font-family: Arial,sans-serif"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">6.375%,
    10/01/22^&micro;</FONT></TD><TD STYLE="font-family: Arial,sans-serif"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="font-family: Arial,sans-serif; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font-family: Arial,sans-serif; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">3,433,937</FONT></TD><TD STYLE="font-family: Arial,sans-serif; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR STYLE="vertical-align: bottom; background-color: White">
    <TD STYLE="font-family: Arial,sans-serif; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font-family: Arial,sans-serif; text-align: right; vertical-align: top"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">939,000</FONT></TD><TD STYLE="font-family: Arial,sans-serif; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font-family: Arial,sans-serif"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="font-family: Arial,sans-serif"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">6.625%,
    06/01/21</FONT></TD><TD STYLE="font-family: Arial,sans-serif"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="font-family: Arial,sans-serif; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font-family: Arial,sans-serif; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">966,583</FONT></TD><TD STYLE="font-family: Arial,sans-serif; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR STYLE="vertical-align: bottom; background-color: rgb(204,238,255)">
    <TD STYLE="font-family: Arial,sans-serif; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font-family: Arial,sans-serif; text-align: right; vertical-align: top"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">8,000,000</FONT></TD><TD STYLE="font-family: Arial,sans-serif; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font-family: Arial,sans-serif"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="font-family: Arial,sans-serif; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">Belden,
    Inc.*&micro;</FONT><FONT STYLE="font-size: 8pt"><BR> <FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">5.500%, 09/01/22</FONT></FONT></TD><TD STYLE="font-family: Arial,sans-serif"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="font-family: Arial,sans-serif; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font-family: Arial,sans-serif; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">8,290,000</FONT></TD><TD STYLE="font-family: Arial,sans-serif; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR STYLE="vertical-align: bottom; background-color: White">
    <TD STYLE="font-family: Arial,sans-serif; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font-family: Arial,sans-serif; text-align: right; vertical-align: top"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">3,425,000</FONT></TD><TD STYLE="font-family: Arial,sans-serif; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font-family: Arial,sans-serif"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="font-family: Arial,sans-serif; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">Cardtronics,
    Inc.&micro;</FONT><FONT STYLE="font-size: 8pt"><BR> <FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">5.125%, 08/01/22</FONT></FONT></TD><TD STYLE="font-family: Arial,sans-serif"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="font-family: Arial,sans-serif; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font-family: Arial,sans-serif; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">3,480,656</FONT></TD><TD STYLE="font-family: Arial,sans-serif; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR STYLE="vertical-align: bottom; background-color: rgb(204,238,255)">
    <TD STYLE="font-family: Arial,sans-serif; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font-family: Arial,sans-serif; text-align: right; vertical-align: top"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">280,000</FONT></TD><TD STYLE="font-family: Arial,sans-serif; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font-family: Arial,sans-serif"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="font-family: Arial,sans-serif; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">CBS
    Radio, Inc.*</FONT><FONT STYLE="font-size: 8pt"><BR> <FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">7.250%, 11/01/24</FONT></FONT></TD><TD STYLE="font-family: Arial,sans-serif"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="font-family: Arial,sans-serif; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font-family: Arial,sans-serif; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">292,250</FONT></TD><TD STYLE="font-family: Arial,sans-serif; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR STYLE="vertical-align: bottom; background-color: White">
    <TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: right; vertical-align: top"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font-family: Arial,sans-serif"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="font-family: Arial,sans-serif; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">CDW,
    LLC / CDW Finance Corp.&micro;</FONT></TD><TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR STYLE="vertical-align: bottom; background-color: rgb(204,238,255)">
    <TD STYLE="font-family: Arial,sans-serif; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font-family: Arial,sans-serif; text-align: right; vertical-align: top"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">1,200,000</FONT></TD><TD STYLE="font-family: Arial,sans-serif; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font-family: Arial,sans-serif"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="font-family: Arial,sans-serif"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">6.000%,
    08/15/22</FONT></TD><TD STYLE="font-family: Arial,sans-serif"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="font-family: Arial,sans-serif; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font-family: Arial,sans-serif; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">1,272,000</FONT></TD><TD STYLE="font-family: Arial,sans-serif; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR STYLE="vertical-align: bottom; background-color: White">
    <TD STYLE="font-family: Arial,sans-serif; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font-family: Arial,sans-serif; text-align: right; vertical-align: top"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">845,000</FONT></TD><TD STYLE="font-family: Arial,sans-serif; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font-family: Arial,sans-serif"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="font-family: Arial,sans-serif"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">5.000%,
    09/01/23</FONT></TD><TD STYLE="font-family: Arial,sans-serif"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="font-family: Arial,sans-serif; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font-family: Arial,sans-serif; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">864,541</FONT></TD><TD STYLE="font-family: Arial,sans-serif; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR STYLE="vertical-align: bottom; background-color: rgb(204,238,255)">
    <TD STYLE="font-family: Arial,sans-serif; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font-family: Arial,sans-serif; text-align: right; vertical-align: top"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">2,800,000</FONT></TD><TD STYLE="font-family: Arial,sans-serif; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font-family: Arial,sans-serif"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="font-family: Arial,sans-serif; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">CommScope
    Technologies Finance, LLC*</FONT><FONT STYLE="font-size: 8pt"><BR> <FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">6.000%,
    06/15/25</FONT></FONT></TD><TD STYLE="font-family: Arial,sans-serif"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="font-family: Arial,sans-serif; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font-family: Arial,sans-serif; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">2,985,500</FONT></TD><TD STYLE="font-family: Arial,sans-serif; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR STYLE="vertical-align: bottom; background-color: White">
    <TD STYLE="font-family: Arial,sans-serif; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font-family: Arial,sans-serif; text-align: right; vertical-align: top"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">3,400,000</FONT></TD><TD STYLE="font-family: Arial,sans-serif; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font-family: Arial,sans-serif"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="font-family: Arial,sans-serif; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">First
    Data Corp.*^</FONT><FONT STYLE="font-size: 8pt"><BR> <FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">7.000%, 12/01/23</FONT></FONT></TD><TD STYLE="font-family: Arial,sans-serif"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="font-family: Arial,sans-serif; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font-family: Arial,sans-serif; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">3,610,375</FONT></TD><TD STYLE="font-family: Arial,sans-serif; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR STYLE="vertical-align: bottom; background-color: rgb(204,238,255)">
    <TD STYLE="font-family: Arial,sans-serif; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font-family: Arial,sans-serif; text-align: right; vertical-align: top"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">6,500,000</FONT></TD><TD STYLE="font-family: Arial,sans-serif; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font-family: Arial,sans-serif"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="font-family: Arial,sans-serif; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">Hughes
    Satellite Systems Corp.</FONT><FONT STYLE="font-size: 8pt"><BR> <FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">7.625%,
    06/15/21</FONT></FONT></TD><TD STYLE="font-family: Arial,sans-serif"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="font-family: Arial,sans-serif; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font-family: Arial,sans-serif; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">7,174,375</FONT></TD><TD STYLE="font-family: Arial,sans-serif; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR STYLE="vertical-align: bottom; background-color: White">
    <TD STYLE="font-family: Arial,sans-serif; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font-family: Arial,sans-serif; text-align: right; vertical-align: top"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">4,000,000</FONT></TD><TD STYLE="font-family: Arial,sans-serif; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font-family: Arial,sans-serif"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="font-family: Arial,sans-serif; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">J2
    Cloud Services, Inc.^</FONT><FONT STYLE="font-size: 8pt"><BR> <FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">8.000%,
    08/01/20</FONT></FONT></TD><TD STYLE="font-family: Arial,sans-serif"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="font-family: Arial,sans-serif; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font-family: Arial,sans-serif; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">4,177,500</FONT></TD><TD STYLE="font-family: Arial,sans-serif; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR STYLE="vertical-align: bottom; background-color: rgb(204,238,255)">
    <TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: right; vertical-align: top"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font-family: Arial,sans-serif"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="font-family: Arial,sans-serif; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">Nuance
    Communications, Inc.*</FONT></TD><TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR STYLE="vertical-align: bottom; background-color: White">
    <TD STYLE="font-family: Arial,sans-serif; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font-family: Arial,sans-serif; text-align: right; vertical-align: top"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">1,385,000</FONT></TD><TD STYLE="font-family: Arial,sans-serif; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font-family: Arial,sans-serif"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="font-family: Arial,sans-serif"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">5.625%,
    12/15/26^</FONT></TD><TD STYLE="font-family: Arial,sans-serif"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="font-family: Arial,sans-serif; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font-family: Arial,sans-serif; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">1,383,269</FONT></TD><TD STYLE="font-family: Arial,sans-serif; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR STYLE="vertical-align: bottom; background-color: rgb(204,238,255)">
    <TD STYLE="font-family: Arial,sans-serif; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font-family: Arial,sans-serif; text-align: right; vertical-align: top"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">1,200,000</FONT></TD><TD STYLE="font-family: Arial,sans-serif; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font-family: Arial,sans-serif"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="font-family: Arial,sans-serif"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">6.000%,
    07/01/24&micro;</FONT></TD><TD STYLE="font-family: Arial,sans-serif"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="font-family: Arial,sans-serif; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font-family: Arial,sans-serif; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">1,231,500</FONT></TD><TD STYLE="font-family: Arial,sans-serif; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR STYLE="vertical-align: bottom; background-color: White">
    <TD STYLE="font-family: Arial,sans-serif; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font-family: Arial,sans-serif; text-align: right; vertical-align: top"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">776,000</FONT></TD><TD STYLE="font-family: Arial,sans-serif; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font-family: Arial,sans-serif"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="font-family: Arial,sans-serif"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">5.375%,
    08/15/20&micro;</FONT></TD><TD STYLE="font-family: Arial,sans-serif"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="font-family: Arial,sans-serif; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font-family: Arial,sans-serif; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">796,370</FONT></TD><TD STYLE="font-family: Arial,sans-serif; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR STYLE="vertical-align: bottom; background-color: rgb(204,238,255)">
    <TD STYLE="font-family: Arial,sans-serif; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font-family: Arial,sans-serif; text-align: right; vertical-align: top"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">2,000,000</FONT></TD><TD STYLE="font-family: Arial,sans-serif; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font-family: Arial,sans-serif"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="font-family: Arial,sans-serif; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">NXP
    Semiconductors, NV*&micro;</FONT><FONT STYLE="font-size: 8pt"><BR> <FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">5.750%,
    02/15/21</FONT></FONT></TD><TD STYLE="font-family: Arial,sans-serif"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="font-family: Arial,sans-serif; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font-family: Arial,sans-serif; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">2,063,750</FONT></TD><TD STYLE="font-family: Arial,sans-serif; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR STYLE="vertical-align: bottom; background-color: White">
    <TD STYLE="font-family: Arial,sans-serif; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font-family: Arial,sans-serif; text-align: right; vertical-align: top"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">3,400,000</FONT></TD><TD STYLE="font-family: Arial,sans-serif; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font-family: Arial,sans-serif"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="font-family: Arial,sans-serif; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">ViaSat,
    Inc.</FONT><FONT STYLE="font-size: 8pt"><BR> <FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">6.875%, 06/15/20</FONT></FONT></TD><TD STYLE="font-family: Arial,sans-serif"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="font-family: Arial,sans-serif; text-align: left; border-bottom: Black 1pt solid"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font-family: Arial,sans-serif; text-align: right; border-bottom: Black 1pt solid"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">3,510,500</FONT></TD><TD STYLE="font-family: Arial,sans-serif; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR STYLE="vertical-align: bottom; background-color: rgb(204,238,255)">
    <TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: right; vertical-align: top"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font-family: Arial,sans-serif"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="font-family: Arial,sans-serif; text-align: left; border-bottom: Black 1pt solid"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font-family: Arial,sans-serif; text-align: right; border-bottom: Black 1pt solid"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">48,594,861</FONT></TD><TD STYLE="font-family: Arial,sans-serif; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR STYLE="vertical-align: bottom; background-color: White">
    <TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: right; vertical-align: top"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR STYLE="vertical-align: bottom; background-color: rgb(204,238,255)">
    <TD STYLE="font-family: Arial,sans-serif; font-weight: bold; font-style: italic; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font-family: Arial,sans-serif; font-weight: bold; font-style: italic; text-align: right; vertical-align: top"></TD><TD STYLE="font-family: Arial,sans-serif; font-weight: bold; font-style: italic; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD COLSPAN="2"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt"><B><I>Materials
                                         (4.6%)</I></B></FONT></TD><TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR STYLE="vertical-align: bottom; background-color: White">
    <TD STYLE="font-family: Arial,sans-serif; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font-family: Arial,sans-serif; text-align: right; vertical-align: top"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">3,300,000</FONT></TD><TD STYLE="font-family: Arial,sans-serif; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font-family: Arial,sans-serif"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="font-family: Arial,sans-serif; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">ArcelorMittal,
    SA^&micro;</FONT><FONT STYLE="font-size: 8pt"><BR> <FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">6.125%, 06/01/25</FONT></FONT></TD><TD STYLE="font-family: Arial,sans-serif"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="font-family: Arial,sans-serif; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font-family: Arial,sans-serif; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">3,632,063</FONT></TD><TD STYLE="font-family: Arial,sans-serif; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR STYLE="vertical-align: bottom; background-color: rgb(204,238,255)">
    <TD STYLE="font-family: Arial,sans-serif; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font-family: Arial,sans-serif; text-align: right; vertical-align: top"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">2,350,000</FONT></TD><TD STYLE="font-family: Arial,sans-serif; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font-family: Arial,sans-serif"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="font-family: Arial,sans-serif; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">Arconic,
    Inc.^</FONT><FONT STYLE="font-size: 8pt"><BR> <FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">5.125%, 10/01/24</FONT></FONT></TD><TD STYLE="font-family: Arial,sans-serif"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="font-family: Arial,sans-serif; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font-family: Arial,sans-serif; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">2,444,000</FONT></TD><TD STYLE="font-family: Arial,sans-serif; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR STYLE="vertical-align: bottom; background-color: White">
    <TD STYLE="font-family: Arial,sans-serif; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font-family: Arial,sans-serif; text-align: right; vertical-align: top"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">900,000</FONT></TD><TD STYLE="font-family: Arial,sans-serif; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font-family: Arial,sans-serif"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="font-family: Arial,sans-serif; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">Ardagh
    Packaging Finance, PLC / Ardagh Holdings USA, Inc.*^</FONT><FONT STYLE="font-size: 8pt"><BR> <FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">6.000%,
    02/15/25</FONT></FONT></TD><TD STYLE="font-family: Arial,sans-serif"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="font-family: Arial,sans-serif; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font-family: Arial,sans-serif; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">906,188</FONT></TD><TD STYLE="font-family: Arial,sans-serif; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR STYLE="vertical-align: bottom; background-color: rgb(204,238,255)">
    <TD STYLE="font-family: Arial,sans-serif; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font-family: Arial,sans-serif; text-align: right; vertical-align: top"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">1,435,000</FONT></TD><TD STYLE="font-family: Arial,sans-serif; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font-family: Arial,sans-serif"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="font-family: Arial,sans-serif; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">Chemtura
    Corp.</FONT><FONT STYLE="font-size: 8pt"><BR> <FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">5.750%, 07/15/21</FONT></FONT></TD><TD STYLE="font-family: Arial,sans-serif"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="font-family: Arial,sans-serif; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font-family: Arial,sans-serif; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">1,493,297</FONT></TD><TD STYLE="font-family: Arial,sans-serif; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR STYLE="vertical-align: bottom; background-color: White">
    <TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: right; vertical-align: top"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font-family: Arial,sans-serif"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="font-family: Arial,sans-serif; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">First
    Quantum Minerals, Ltd.*^</FONT></TD><TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR STYLE="vertical-align: bottom; background-color: rgb(204,238,255)">
    <TD STYLE="font-family: Arial,sans-serif; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font-family: Arial,sans-serif; text-align: right; vertical-align: top"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">748,000</FONT></TD><TD STYLE="font-family: Arial,sans-serif; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font-family: Arial,sans-serif"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="font-family: Arial,sans-serif"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">7.000%,
    02/15/21</FONT></TD><TD STYLE="font-family: Arial,sans-serif"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="font-family: Arial,sans-serif; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font-family: Arial,sans-serif; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">768,570</FONT></TD><TD STYLE="font-family: Arial,sans-serif; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR STYLE="vertical-align: bottom; background-color: White">
    <TD STYLE="font-family: Arial,sans-serif; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font-family: Arial,sans-serif; text-align: right; vertical-align: top"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">738,000</FONT></TD><TD STYLE="font-family: Arial,sans-serif; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font-family: Arial,sans-serif"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="font-family: Arial,sans-serif"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">6.750%,
    02/15/20</FONT></TD><TD STYLE="font-family: Arial,sans-serif"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="font-family: Arial,sans-serif; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font-family: Arial,sans-serif; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">758,295</FONT></TD><TD STYLE="font-family: Arial,sans-serif; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR STYLE="vertical-align: bottom; background-color: rgb(204,238,255)">
    <TD STYLE="font-family: Arial,sans-serif; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font-family: Arial,sans-serif; text-align: right; vertical-align: top"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">4,410,000</FONT></TD><TD STYLE="font-family: Arial,sans-serif; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font-family: Arial,sans-serif"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="font-family: Arial,sans-serif; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">Greif,
    Inc.&micro;</FONT><FONT STYLE="font-size: 8pt"><BR> <FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">7.750%, 08/01/19</FONT></FONT></TD><TD STYLE="font-family: Arial,sans-serif"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="font-family: Arial,sans-serif; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font-family: Arial,sans-serif; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">4,903,369</FONT></TD><TD STYLE="font-family: Arial,sans-serif; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR STYLE="vertical-align: bottom; background-color: White">
    <TD STYLE="font-family: Arial,sans-serif; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font-family: Arial,sans-serif; text-align: right; vertical-align: top"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">2,500,000</FONT></TD><TD STYLE="font-family: Arial,sans-serif; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font-family: Arial,sans-serif"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="font-family: Arial,sans-serif; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">Huntsman
    International, LLC</FONT><FONT STYLE="font-size: 8pt"><BR> <FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">5.125%,
    11/15/22</FONT></FONT></TD><TD STYLE="font-family: Arial,sans-serif"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="font-family: Arial,sans-serif; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font-family: Arial,sans-serif; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">2,587,500</FONT></TD><TD STYLE="font-family: Arial,sans-serif; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR STYLE="vertical-align: bottom; background-color: rgb(204,238,255)">
    <TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: right; vertical-align: top"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font-family: Arial,sans-serif"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="font-family: Arial,sans-serif; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">INEOS
    Group Holdings, SA*</FONT></TD><TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR STYLE="vertical-align: bottom; background-color: White">
    <TD STYLE="font-family: Arial,sans-serif; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font-family: Arial,sans-serif; text-align: right; vertical-align: top"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">1,800,000</FONT></TD><TD STYLE="font-family: Arial,sans-serif; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font-family: Arial,sans-serif"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="font-family: Arial,sans-serif"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">5.625%,
    08/01/24^</FONT></TD><TD STYLE="font-family: Arial,sans-serif"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="font-family: Arial,sans-serif; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font-family: Arial,sans-serif; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">1,803,375</FONT></TD><TD STYLE="font-family: Arial,sans-serif; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR STYLE="vertical-align: bottom; background-color: rgb(204,238,255)">
    <TD STYLE="font-family: Arial,sans-serif; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font-family: Arial,sans-serif; text-align: right; vertical-align: top"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">1,200,000</FONT></TD><TD STYLE="font-family: Arial,sans-serif; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font-family: Arial,sans-serif"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="font-family: Arial,sans-serif"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">5.875%,
    02/15/19</FONT></TD><TD STYLE="font-family: Arial,sans-serif"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="font-family: Arial,sans-serif; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font-family: Arial,sans-serif; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">1,222,014</FONT></TD><TD STYLE="font-family: Arial,sans-serif; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR STYLE="vertical-align: bottom; background-color: White">
    <TD STYLE="font-family: Arial,sans-serif; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font-family: Arial,sans-serif; text-align: right; vertical-align: top"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">370,000</FONT></TD><TD STYLE="font-family: Arial,sans-serif; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font-family: Arial,sans-serif"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="font-family: Arial,sans-serif; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">Koppers,
    Inc.*</FONT><FONT STYLE="font-size: 8pt"><BR> <FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">6.000%, 02/15/25</FONT></FONT></TD><TD STYLE="font-family: Arial,sans-serif"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="font-family: Arial,sans-serif; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font-family: Arial,sans-serif; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">382,950</FONT></TD><TD STYLE="font-family: Arial,sans-serif; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR STYLE="vertical-align: bottom; background-color: rgb(204,238,255)">
    <TD STYLE="font-family: Arial,sans-serif; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font-family: Arial,sans-serif; text-align: right; vertical-align: top"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">3,715,000</FONT></TD><TD STYLE="font-family: Arial,sans-serif; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font-family: Arial,sans-serif"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="font-family: Arial,sans-serif; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">New
    Gold, Inc.*</FONT><FONT STYLE="font-size: 8pt"><BR> <FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">7.000%, 04/15/20</FONT></FONT></TD><TD STYLE="font-family: Arial,sans-serif"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="font-family: Arial,sans-serif; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font-family: Arial,sans-serif; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">3,782,334</FONT></TD><TD STYLE="font-family: Arial,sans-serif; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR STYLE="vertical-align: bottom; background-color: White">
    <TD STYLE="font-family: Arial,sans-serif; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font-family: Arial,sans-serif; text-align: right; vertical-align: top"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">2,350,000</FONT></TD><TD STYLE="font-family: Arial,sans-serif; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font-family: Arial,sans-serif"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="font-family: Arial,sans-serif; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">PH
    Glatfelter Company&micro;</FONT><FONT STYLE="font-size: 8pt"><BR> <FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">5.375%,
    10/15/20</FONT></FONT></TD><TD STYLE="font-family: Arial,sans-serif"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="font-family: Arial,sans-serif; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font-family: Arial,sans-serif; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">2,407,281</FONT></TD><TD STYLE="font-family: Arial,sans-serif; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR STYLE="vertical-align: bottom; background-color: rgb(204,238,255)">
    <TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: right; vertical-align: top"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font-family: Arial,sans-serif"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="font-family: Arial,sans-serif; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">Sealed
    Air Corp.*&micro;</FONT></TD><TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR STYLE="vertical-align: bottom; background-color: White">
    <TD STYLE="font-family: Arial,sans-serif; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font-family: Arial,sans-serif; text-align: right; vertical-align: top"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">2,055,000</FONT></TD><TD STYLE="font-family: Arial,sans-serif; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font-family: Arial,sans-serif"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="font-family: Arial,sans-serif"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">6.500%,
    12/01/20</FONT></TD><TD STYLE="font-family: Arial,sans-serif"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="font-family: Arial,sans-serif; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font-family: Arial,sans-serif; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">2,323,434</FONT></TD><TD STYLE="font-family: Arial,sans-serif; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR STYLE="vertical-align: bottom; background-color: rgb(204,238,255)">
    <TD STYLE="font-family: Arial,sans-serif; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font-family: Arial,sans-serif; text-align: right; vertical-align: top"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">900,000</FONT></TD><TD STYLE="font-family: Arial,sans-serif; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font-family: Arial,sans-serif"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="font-family: Arial,sans-serif"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">5.250%,
    04/01/23</FONT></TD><TD STYLE="font-family: Arial,sans-serif"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="font-family: Arial,sans-serif; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font-family: Arial,sans-serif; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">943,875</FONT></TD><TD STYLE="font-family: Arial,sans-serif; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR STYLE="vertical-align: bottom; background-color: White">
    <TD STYLE="font-family: Arial,sans-serif; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font-family: Arial,sans-serif; text-align: right; vertical-align: top"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">1,095,000</FONT></TD><TD STYLE="font-family: Arial,sans-serif; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font-family: Arial,sans-serif"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="font-family: Arial,sans-serif; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">Steel
    Dynamics, Inc.*^</FONT><FONT STYLE="font-size: 8pt"><BR> <FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">5.000%, 12/15/26</FONT></FONT></TD><TD STYLE="font-family: Arial,sans-serif"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="font-family: Arial,sans-serif; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font-family: Arial,sans-serif; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">1,118,953</FONT></TD><TD STYLE="font-family: Arial,sans-serif; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD></TR>
</TABLE>
</DIV>
<DIV STYLE="POSITION:RELATIVE;FLOAT:RIGHT;WIDTH:48%">

<P STYLE="margin: 0"></P>


<TABLE CELLPADDING="0" CELLSPACING="0" STYLE="border-collapse: collapse; width: 100%; font: 10pt Calibri, Helvetica, Sans-Serif">
<TR STYLE="vertical-align: bottom">
    <TD COLSPAN="2" STYLE="font-family: Arial,sans-serif; font-weight: bold; text-transform: uppercase; text-align: center; border-bottom: Black 1pt solid"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">PRINCIPAL</FONT><FONT STYLE="font-size: 8pt"><BR>
    <FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">AMOUNT</FONT></FONT></TD><TD STYLE="padding-bottom: 1pt; font-family: Arial,sans-serif; font-weight: bold; text-transform: uppercase; border-bottom: Black 1pt solid"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="padding-bottom: 1pt; border-bottom: Black 1pt solid"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="border-bottom: Black 1pt solid"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font-family: Arial,sans-serif; font-weight: bold; text-transform: uppercase; padding-bottom: 1pt; border-bottom: Black 1pt solid"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD COLSPAN="2" STYLE="font-family: Arial,sans-serif; font-weight: bold; text-transform: uppercase; text-align: center; border-bottom: Black 1pt solid"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">VALUE</FONT></TD><TD STYLE="padding-bottom: 1pt; font-family: Arial,sans-serif; font-weight: bold; text-transform: uppercase; border-bottom: Black 1pt solid"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR STYLE="vertical-align: bottom; background-color: rgb(204,238,255)">
    <TD STYLE="width: 1%; font-family: Arial,sans-serif; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="width: 16%; font-family: Arial,sans-serif; text-align: right; vertical-align: top"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">4,000,000</FONT></TD><TD STYLE="width: 7%; font-family: Arial,sans-serif; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="width: 2%; font-family: Arial,sans-serif"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="width: 53%; font-family: Arial,sans-serif; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">Trinseo
    Materials Operating, SCA*&micro;</FONT><FONT STYLE="font-size: 8pt"><BR> <FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">6.750%,
    05/01/22</FONT></FONT></TD><TD STYLE="width: 1%; font-family: Arial,sans-serif"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="width: 1%; font-family: Arial,sans-serif; text-align: left; border-bottom: Black 1pt solid"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">$</FONT></TD><TD STYLE="width: 18%; font-family: Arial,sans-serif; text-align: right; border-bottom: Black 1pt solid"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">4,212,500</FONT></TD><TD STYLE="width: 1%; font-family: Arial,sans-serif; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR STYLE="vertical-align: bottom; background-color: White">
    <TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: right; vertical-align: top"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font-family: Arial,sans-serif"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="font-family: Arial,sans-serif; text-align: left; border-bottom: Black 1pt solid"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font-family: Arial,sans-serif; text-align: right; border-bottom: Black 1pt solid"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">35,689,998</FONT></TD><TD STYLE="font-family: Arial,sans-serif; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR STYLE="vertical-align: bottom; background-color: rgb(204,238,255)">
    <TD STYLE="font-family: Arial,sans-serif; font-weight: bold; font-style: italic; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font-family: Arial,sans-serif; font-weight: bold; font-style: italic; text-align: right; vertical-align: top"></TD><TD STYLE="font-family: Arial,sans-serif; font-weight: bold; font-style: italic; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD COLSPAN="2"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt"><B><I>Real
                                         Estate (0.4%)</I></B></FONT></TD><TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR STYLE="vertical-align: bottom; background-color: White">
    <TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: right; vertical-align: top"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font-family: Arial,sans-serif"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="font-family: Arial,sans-serif; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">DuPont
    Fabros Technology, LP&micro;</FONT></TD><TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR STYLE="vertical-align: bottom; background-color: rgb(204,238,255)">
    <TD STYLE="font-family: Arial,sans-serif; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font-family: Arial,sans-serif; text-align: right; vertical-align: top"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">1,300,000</FONT></TD><TD STYLE="font-family: Arial,sans-serif; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font-family: Arial,sans-serif"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="font-family: Arial,sans-serif"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">5.875%,
    09/15/21</FONT></TD><TD STYLE="font-family: Arial,sans-serif"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="font-family: Arial,sans-serif; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font-family: Arial,sans-serif; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">1,359,312</FONT></TD><TD STYLE="font-family: Arial,sans-serif; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR STYLE="vertical-align: bottom; background-color: White">
    <TD STYLE="font-family: Arial,sans-serif; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font-family: Arial,sans-serif; text-align: right; vertical-align: top"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">925,000</FONT></TD><TD STYLE="font-family: Arial,sans-serif; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font-family: Arial,sans-serif"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="font-family: Arial,sans-serif"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">5.625%,
    06/15/23</FONT></TD><TD STYLE="font-family: Arial,sans-serif"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="font-family: Arial,sans-serif; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font-family: Arial,sans-serif; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">963,156</FONT></TD><TD STYLE="font-family: Arial,sans-serif; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR STYLE="vertical-align: bottom; background-color: rgb(204,238,255)">
    <TD STYLE="font-family: Arial,sans-serif; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font-family: Arial,sans-serif; text-align: right; vertical-align: top"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">290,000</FONT></TD><TD STYLE="font-family: Arial,sans-serif; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font-family: Arial,sans-serif"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="font-family: Arial,sans-serif; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">Iron
    Mountain, Inc.*&micro;</FONT><FONT STYLE="font-size: 8pt"><BR> <FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">6.000%,
    10/01/20</FONT></FONT></TD><TD STYLE="font-family: Arial,sans-serif"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="font-family: Arial,sans-serif; text-align: left; border-bottom: Black 1pt solid"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font-family: Arial,sans-serif; text-align: right; border-bottom: Black 1pt solid"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">304,138</FONT></TD><TD STYLE="font-family: Arial,sans-serif; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR STYLE="vertical-align: bottom; background-color: White">
    <TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: right; vertical-align: top"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font-family: Arial,sans-serif"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="font-family: Arial,sans-serif; text-align: left; border-bottom: Black 1pt solid"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font-family: Arial,sans-serif; text-align: right; border-bottom: Black 1pt solid"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">2,626,606</FONT></TD><TD STYLE="font-family: Arial,sans-serif; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR STYLE="vertical-align: bottom; background-color: rgb(204,238,255)">
    <TD STYLE="font-family: Arial,sans-serif; font-weight: bold; font-style: italic; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font-family: Arial,sans-serif; font-weight: bold; font-style: italic; text-align: right; vertical-align: top"></TD><TD STYLE="font-family: Arial,sans-serif; font-weight: bold; font-style: italic; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD COLSPAN="2"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt"><B><I>Telecommunication
                                         Services (3.6%)</I></B></FONT></TD><TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR STYLE="vertical-align: bottom; background-color: White">
    <TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: right; vertical-align: top"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font-family: Arial,sans-serif"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="font-family: Arial,sans-serif; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">CenturyLink,
    Inc.&micro;</FONT></TD><TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR STYLE="vertical-align: bottom; background-color: rgb(204,238,255)">
    <TD STYLE="font-family: Arial,sans-serif; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font-family: Arial,sans-serif; text-align: right; vertical-align: top"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">2,036,000</FONT></TD><TD STYLE="font-family: Arial,sans-serif; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font-family: Arial,sans-serif"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="font-family: Arial,sans-serif"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">6.750%,
    12/01/23</FONT></TD><TD STYLE="font-family: Arial,sans-serif"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="font-family: Arial,sans-serif; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font-family: Arial,sans-serif; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">2,100,898</FONT></TD><TD STYLE="font-family: Arial,sans-serif; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR STYLE="vertical-align: bottom; background-color: White">
    <TD STYLE="font-family: Arial,sans-serif; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font-family: Arial,sans-serif; text-align: right; vertical-align: top"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">425,000</FONT></TD><TD STYLE="font-family: Arial,sans-serif; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font-family: Arial,sans-serif"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="font-family: Arial,sans-serif"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">7.500%,
    04/01/24</FONT></TD><TD STYLE="font-family: Arial,sans-serif"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="font-family: Arial,sans-serif; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font-family: Arial,sans-serif; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">451,297</FONT></TD><TD STYLE="font-family: Arial,sans-serif; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR STYLE="vertical-align: bottom; background-color: rgb(204,238,255)">
    <TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: right; vertical-align: top"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font-family: Arial,sans-serif"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="font-family: Arial,sans-serif; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">CSC
    Holdings, LLC*</FONT></TD><TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR STYLE="vertical-align: bottom; background-color: White">
    <TD STYLE="font-family: Arial,sans-serif; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font-family: Arial,sans-serif; text-align: right; vertical-align: top"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">1,400,000</FONT></TD><TD STYLE="font-family: Arial,sans-serif; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font-family: Arial,sans-serif"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="font-family: Arial,sans-serif"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">10.875%,
    10/15/25^</FONT></TD><TD STYLE="font-family: Arial,sans-serif"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="font-family: Arial,sans-serif; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font-family: Arial,sans-serif; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">1,669,500</FONT></TD><TD STYLE="font-family: Arial,sans-serif; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR STYLE="vertical-align: bottom; background-color: rgb(204,238,255)">
    <TD STYLE="font-family: Arial,sans-serif; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font-family: Arial,sans-serif; text-align: right; vertical-align: top"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">1,200,000</FONT></TD><TD STYLE="font-family: Arial,sans-serif; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font-family: Arial,sans-serif"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="font-family: Arial,sans-serif"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">5.500%,
    04/15/27</FONT></TD><TD STYLE="font-family: Arial,sans-serif"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="font-family: Arial,sans-serif; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font-family: Arial,sans-serif; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">1,218,750</FONT></TD><TD STYLE="font-family: Arial,sans-serif; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR STYLE="vertical-align: bottom; background-color: White">
    <TD STYLE="font-family: Arial,sans-serif; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font-family: Arial,sans-serif; text-align: right; vertical-align: top"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">200,000</FONT></TD><TD STYLE="font-family: Arial,sans-serif; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font-family: Arial,sans-serif"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="font-family: Arial,sans-serif"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">10.125%,
    01/15/23</FONT></TD><TD STYLE="font-family: Arial,sans-serif"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="font-family: Arial,sans-serif; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font-family: Arial,sans-serif; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">232,375</FONT></TD><TD STYLE="font-family: Arial,sans-serif; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR STYLE="vertical-align: bottom; background-color: rgb(204,238,255)">
    <TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: right; vertical-align: top"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font-family: Arial,sans-serif"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="font-family: Arial,sans-serif; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">Frontier
    Communications Corp.</FONT></TD><TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR STYLE="vertical-align: bottom; background-color: White">
    <TD STYLE="font-family: Arial,sans-serif; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font-family: Arial,sans-serif; text-align: right; vertical-align: top"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">2,782,000</FONT></TD><TD STYLE="font-family: Arial,sans-serif; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font-family: Arial,sans-serif"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="font-family: Arial,sans-serif"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">7.625%,
    04/15/24</FONT></TD><TD STYLE="font-family: Arial,sans-serif"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="font-family: Arial,sans-serif; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font-family: Arial,sans-serif; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">2,462,070</FONT></TD><TD STYLE="font-family: Arial,sans-serif; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR STYLE="vertical-align: bottom; background-color: rgb(204,238,255)">
    <TD STYLE="font-family: Arial,sans-serif; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font-family: Arial,sans-serif; text-align: right; vertical-align: top"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">1,975,000</FONT></TD><TD STYLE="font-family: Arial,sans-serif; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font-family: Arial,sans-serif"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="font-family: Arial,sans-serif"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">11.000%,
    09/15/25^</FONT></TD><TD STYLE="font-family: Arial,sans-serif"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="font-family: Arial,sans-serif; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font-family: Arial,sans-serif; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">2,002,156</FONT></TD><TD STYLE="font-family: Arial,sans-serif; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR STYLE="vertical-align: bottom; background-color: White">
    <TD STYLE="font-family: Arial,sans-serif; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font-family: Arial,sans-serif; text-align: right; vertical-align: top"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">1,580,000</FONT></TD><TD STYLE="font-family: Arial,sans-serif; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font-family: Arial,sans-serif"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="font-family: Arial,sans-serif"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">10.500%,
    09/15/22</FONT></TD><TD STYLE="font-family: Arial,sans-serif"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="font-family: Arial,sans-serif; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font-family: Arial,sans-serif; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">1,653,075</FONT></TD><TD STYLE="font-family: Arial,sans-serif; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR STYLE="vertical-align: bottom; background-color: rgb(204,238,255)">
    <TD STYLE="font-family: Arial,sans-serif; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font-family: Arial,sans-serif; text-align: right; vertical-align: top"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">286,000</FONT></TD><TD STYLE="font-family: Arial,sans-serif; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font-family: Arial,sans-serif"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="font-family: Arial,sans-serif"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">6.875%,
    01/15/25</FONT></TD><TD STYLE="font-family: Arial,sans-serif"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="font-family: Arial,sans-serif; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font-family: Arial,sans-serif; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">240,598</FONT></TD><TD STYLE="font-family: Arial,sans-serif; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR STYLE="vertical-align: bottom; background-color: White">
    <TD STYLE="font-family: Arial,sans-serif; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font-family: Arial,sans-serif; text-align: right; vertical-align: top"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">1,450,000</FONT></TD><TD STYLE="font-family: Arial,sans-serif; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font-family: Arial,sans-serif"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="font-family: Arial,sans-serif; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">Intelsat
    Jackson Holdings, SA*^</FONT><FONT STYLE="font-size: 8pt"><BR> <FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">8.000%,
    02/15/24</FONT></FONT></TD><TD STYLE="font-family: Arial,sans-serif"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="font-family: Arial,sans-serif; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font-family: Arial,sans-serif; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">1,505,281</FONT></TD><TD STYLE="font-family: Arial,sans-serif; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR STYLE="vertical-align: bottom; background-color: rgb(204,238,255)">
    <TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: right; vertical-align: top"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font-family: Arial,sans-serif"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="font-family: Arial,sans-serif; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">Sprint
    Corp.</FONT></TD><TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR STYLE="vertical-align: bottom; background-color: White">
    <TD STYLE="font-family: Arial,sans-serif; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font-family: Arial,sans-serif; text-align: right; vertical-align: top"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">7,000,000</FONT></TD><TD STYLE="font-family: Arial,sans-serif; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font-family: Arial,sans-serif"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="font-family: Arial,sans-serif"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">7.875%,
    09/15/23</FONT></TD><TD STYLE="font-family: Arial,sans-serif"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="font-family: Arial,sans-serif; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font-family: Arial,sans-serif; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">7,660,625</FONT></TD><TD STYLE="font-family: Arial,sans-serif; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR STYLE="vertical-align: bottom; background-color: rgb(204,238,255)">
    <TD STYLE="font-family: Arial,sans-serif; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font-family: Arial,sans-serif; text-align: right; vertical-align: top"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">1,480,000</FONT></TD><TD STYLE="font-family: Arial,sans-serif; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font-family: Arial,sans-serif"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="font-family: Arial,sans-serif"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">7.125%,
    06/15/24^</FONT></TD><TD STYLE="font-family: Arial,sans-serif"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="font-family: Arial,sans-serif; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font-family: Arial,sans-serif; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">1,562,325</FONT></TD><TD STYLE="font-family: Arial,sans-serif; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR STYLE="vertical-align: bottom; background-color: White">
    <TD STYLE="font-family: Arial,sans-serif; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font-family: Arial,sans-serif; text-align: right; vertical-align: top"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">4,700,000</FONT></TD><TD STYLE="font-family: Arial,sans-serif; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font-family: Arial,sans-serif"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="font-family: Arial,sans-serif; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">T-Mobile
    USA, Inc.&micro;</FONT><FONT STYLE="font-size: 8pt"><BR> <FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">6.625%, 04/01/23</FONT></FONT></TD><TD STYLE="font-family: Arial,sans-serif"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="font-family: Arial,sans-serif; text-align: left; border-bottom: Black 1pt solid"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font-family: Arial,sans-serif; text-align: right; border-bottom: Black 1pt solid"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">5,002,562</FONT></TD><TD STYLE="font-family: Arial,sans-serif; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR STYLE="vertical-align: bottom; background-color: rgb(204,238,255)">
    <TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: right; vertical-align: top"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font-family: Arial,sans-serif"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="font-family: Arial,sans-serif; text-align: left; border-bottom: Black 1pt solid"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font-family: Arial,sans-serif; text-align: right; border-bottom: Black 1pt solid"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">27,761,512</FONT></TD><TD STYLE="font-family: Arial,sans-serif; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR STYLE="vertical-align: bottom; background-color: White">
    <TD STYLE="font-family: Arial,sans-serif; font-weight: bold; font-style: italic; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font-family: Arial,sans-serif; font-weight: bold; font-style: italic; text-align: right; vertical-align: top"></TD><TD STYLE="font-family: Arial,sans-serif; font-weight: bold; font-style: italic; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD COLSPAN="2"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt"><B><I>Utilities
                                         (1.3%)</I></B></FONT></TD><TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR STYLE="vertical-align: bottom; background-color: rgb(204,238,255)">
    <TD STYLE="font-family: Arial,sans-serif; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font-family: Arial,sans-serif; text-align: right; vertical-align: top"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">3,000,000</FONT></TD><TD STYLE="font-family: Arial,sans-serif; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font-family: Arial,sans-serif"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="font-family: Arial,sans-serif; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">AES
    Corp.&micro;</FONT><FONT STYLE="font-size: 8pt"><BR>
    <FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">7.375%, 07/01/21</FONT></FONT></TD><TD STYLE="font-family: Arial,sans-serif"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="font-family: Arial,sans-serif; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font-family: Arial,sans-serif; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">3,386,250</FONT></TD><TD STYLE="font-family: Arial,sans-serif; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR STYLE="vertical-align: bottom; background-color: White">
    <TD STYLE="font-family: Arial,sans-serif; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font-family: Arial,sans-serif; text-align: right; vertical-align: top"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">1,852,000</FONT></TD><TD STYLE="font-family: Arial,sans-serif; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font-family: Arial,sans-serif"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="font-family: Arial,sans-serif; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">AmeriGas
    Finance Corp.&micro;</FONT><FONT STYLE="font-size: 8pt"><BR> <FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">7.000%,
    05/20/22</FONT></FONT></TD><TD STYLE="font-family: Arial,sans-serif"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="font-family: Arial,sans-serif; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font-family: Arial,sans-serif; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">1,942,285</FONT></TD><TD STYLE="font-family: Arial,sans-serif; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR STYLE="vertical-align: bottom; background-color: rgb(204,238,255)">
    <TD STYLE="font-family: Arial,sans-serif; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font-family: Arial,sans-serif; text-align: right; vertical-align: top"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">4,500,000</FONT></TD><TD STYLE="font-family: Arial,sans-serif; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font-family: Arial,sans-serif"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="font-family: Arial,sans-serif; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">Calpine
    Corp.*&micro;</FONT><FONT STYLE="font-size: 8pt"><BR> <FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">6.000%, 01/15/22</FONT></FONT></TD><TD STYLE="font-family: Arial,sans-serif"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="font-family: Arial,sans-serif; text-align: left; border-bottom: Black 1pt solid"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font-family: Arial,sans-serif; text-align: right; border-bottom: Black 1pt solid"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">4,710,938</FONT></TD><TD STYLE="font-family: Arial,sans-serif; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR STYLE="vertical-align: bottom; background-color: White">
    <TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: right; vertical-align: top"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font-family: Arial,sans-serif; font-weight: bold; text-transform: uppercase"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="font-family: Arial,sans-serif; font-weight: bold; text-transform: uppercase; text-align: left"></TD><TD STYLE="font-family: Arial,sans-serif"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="font-family: Arial,sans-serif; text-align: left; padding-bottom: 1pt; border-bottom: Black 1pt solid"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font-family: Arial,sans-serif; text-align: right; padding-bottom: 1pt; border-bottom: Black 1pt solid"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">10,039,473</FONT></TD><TD STYLE="font-family: Arial,sans-serif; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR STYLE="vertical-align: bottom; background-color: rgb(204,238,255)">
    <TD STYLE="text-align: left">&nbsp;</TD><TD STYLE="text-align: right; vertical-align: top">&nbsp;</TD><TD STYLE="text-align: left">&nbsp;</TD><TD COLSPAN="2">&nbsp;</TD><TD>&nbsp;</TD>
    <TD STYLE="text-align: left; padding-bottom: 2.5pt">&nbsp;</TD><TD STYLE="text-align: right; padding-bottom: 2.5pt">&nbsp;</TD><TD STYLE="text-align: left">&nbsp;</TD></TR>
<TR STYLE="vertical-align: bottom; background-color: White">
    <TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: right; vertical-align: top"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD COLSPAN="2"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt; text-transform: uppercase"><B>Total
                                         Corporate Bonds</B></FONT><BR> <FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt; text-transform: lowercase">(</FONT><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">C<FONT STYLE="text-transform: lowercase">ost
                                         $431,334,971)</FONT></FONT></TD><TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: left; border-bottom: Black 2.5pt double"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: right; border-bottom: Black 2.5pt double"><P STYLE="margin-top: 0; margin-bottom: 0"><FONT STYLE="font-size: 8pt"></FONT></P>
                                                                                <P STYLE="margin-top: 0; margin-bottom: 0"><FONT STYLE="font-size: 8pt">&nbsp;<FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">437,555,919&nbsp;</FONT></FONT></P></TD><TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR STYLE="vertical-align: bottom; background-color: rgb(204,238,255)">
    <TD STYLE="font-family: Arial,sans-serif; font-weight: bold; text-transform: uppercase; text-align: left">&nbsp;</TD><TD COLSPAN="4" STYLE="font-family: Arial,sans-serif; font-weight: bold; text-transform: uppercase; text-align: left">&nbsp;</TD><TD>&nbsp;</TD>
    <TD STYLE="text-align: left">&nbsp;</TD><TD STYLE="text-align: right">&nbsp;</TD><TD STYLE="text-align: left">&nbsp;</TD></TR>
<TR STYLE="vertical-align: bottom; background-color: White">
    <TD STYLE="font-family: Arial,sans-serif; font-weight: bold; text-transform: uppercase; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD COLSPAN="4" STYLE="font-family: Arial,sans-serif; font-weight: bold; text-transform: uppercase; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt; text-transform: uppercase"><B>Convertible
                                         Bonds (58.4%)</B></FONT></TD><TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR STYLE="vertical-align: bottom; background-color: rgb(204,238,255)">
    <TD STYLE="font-family: Arial,sans-serif; font-weight: bold; font-style: italic; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font-family: Arial,sans-serif; font-weight: bold; font-style: italic; text-align: right; vertical-align: top"></TD><TD STYLE="font-family: Arial,sans-serif; font-weight: bold; font-style: italic; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD COLSPAN="2"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt"><B><I>Consumer
                                         Discretionary (12.3%)</I></B></FONT></TD><TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR STYLE="vertical-align: bottom; background-color: White">
    <TD STYLE="font-family: Arial,sans-serif; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font-family: Arial,sans-serif; text-align: right; vertical-align: top"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">7,100,000</FONT></TD><TD STYLE="font-family: Arial,sans-serif; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font-family: Arial,sans-serif"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="font-family: Arial,sans-serif; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">CalAtlantic
    Group, Inc.</FONT><FONT STYLE="font-size: 8pt"><BR> <FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">1.250%, 08/01/32</FONT></FONT></TD><TD STYLE="font-family: Arial,sans-serif"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="font-family: Arial,sans-serif; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font-family: Arial,sans-serif; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">7,323,330</FONT></TD><TD STYLE="font-family: Arial,sans-serif; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR STYLE="vertical-align: bottom; background-color: rgb(204,238,255)">
    <TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: right; vertical-align: top"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font-family: Arial,sans-serif"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="font-family: Arial,sans-serif; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">Ctrip.com
    International, Ltd.</FONT></TD><TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR STYLE="vertical-align: bottom; background-color: White">
    <TD STYLE="font-family: Arial,sans-serif; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font-family: Arial,sans-serif; text-align: right; vertical-align: top"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">3,200,000</FONT></TD><TD STYLE="font-family: Arial,sans-serif; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font-family: Arial,sans-serif"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="font-family: Arial,sans-serif"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">1.000%,
    07/01/20</FONT></TD><TD STYLE="font-family: Arial,sans-serif"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="font-family: Arial,sans-serif; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font-family: Arial,sans-serif; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">3,370,864</FONT></TD><TD STYLE="font-family: Arial,sans-serif; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR STYLE="vertical-align: bottom; background-color: rgb(204,238,255)">
    <TD STYLE="font-family: Arial,sans-serif; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font-family: Arial,sans-serif; text-align: right; vertical-align: top"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">3,010,000</FONT></TD><TD STYLE="font-family: Arial,sans-serif; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font-family: Arial,sans-serif"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="font-family: Arial,sans-serif"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">1.250%,
    09/15/22*</FONT></TD><TD STYLE="font-family: Arial,sans-serif"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="font-family: Arial,sans-serif; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font-family: Arial,sans-serif; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">2,968,176</FONT></TD><TD STYLE="font-family: Arial,sans-serif; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR STYLE="vertical-align: bottom; background-color: White">
    <TD STYLE="font-family: Arial,sans-serif; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font-family: Arial,sans-serif; text-align: right; vertical-align: top"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">8,000,000</FONT></TD><TD STYLE="font-family: Arial,sans-serif; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font-family: Arial,sans-serif"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="font-family: Arial,sans-serif; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">DISH
    Network Corp.*</FONT><FONT STYLE="font-size: 8pt"><BR> <FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">3.375%, 08/15/26</FONT></FONT></TD><TD STYLE="font-family: Arial,sans-serif"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="font-family: Arial,sans-serif; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font-family: Arial,sans-serif; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">9,348,440</FONT></TD><TD STYLE="font-family: Arial,sans-serif; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR STYLE="vertical-align: bottom; background-color: rgb(204,238,255)">
    <TD STYLE="font-family: Arial,sans-serif; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font-family: Arial,sans-serif; text-align: right; vertical-align: top"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">2,750,000</FONT></TD><TD STYLE="font-family: Arial,sans-serif; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font-family: Arial,sans-serif"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="font-family: Arial,sans-serif; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">Horizon
    Global Corp.</FONT><FONT STYLE="font-size: 8pt"><BR> <FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">2.750%, 07/01/22</FONT></FONT></TD><TD STYLE="font-family: Arial,sans-serif"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="font-family: Arial,sans-serif; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font-family: Arial,sans-serif; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">2,890,938</FONT></TD><TD STYLE="font-family: Arial,sans-serif; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR STYLE="vertical-align: bottom; background-color: White">
    <TD STYLE="font-family: Arial,sans-serif; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font-family: Arial,sans-serif; text-align: right; vertical-align: top"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">5,350,000</FONT></TD><TD STYLE="font-family: Arial,sans-serif; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font-family: Arial,sans-serif"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="font-family: Arial,sans-serif; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">Liberty
    Interactive, LLC*^&micro;</FONT><FONT STYLE="font-size: 8pt"><BR> <FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">1.750%,
    09/30/46</FONT></FONT></TD><TD STYLE="font-family: Arial,sans-serif"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="font-family: Arial,sans-serif; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font-family: Arial,sans-serif; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">6,026,695</FONT></TD><TD STYLE="font-family: Arial,sans-serif; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR STYLE="vertical-align: bottom; background-color: rgb(204,238,255)">
    <TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: right; vertical-align: top"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font-family: Arial,sans-serif"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="font-family: Arial,sans-serif; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">Liberty
    Media Corp.</FONT></TD><TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR STYLE="vertical-align: bottom; background-color: White">
    <TD STYLE="font-family: Arial,sans-serif; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font-family: Arial,sans-serif; text-align: right; vertical-align: top"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">8,550,000</FONT></TD><TD STYLE="font-family: Arial,sans-serif; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font-family: Arial,sans-serif"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="font-family: Arial,sans-serif"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">1.375%,
    10/15/23</FONT></TD><TD STYLE="font-family: Arial,sans-serif"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="font-family: Arial,sans-serif; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font-family: Arial,sans-serif; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">9,235,966</FONT></TD><TD STYLE="font-family: Arial,sans-serif; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR STYLE="vertical-align: bottom; background-color: rgb(204,238,255)">
    <TD STYLE="font-family: Arial,sans-serif; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font-family: Arial,sans-serif; text-align: right; vertical-align: top"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">5,350,000</FONT></TD><TD STYLE="font-family: Arial,sans-serif; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font-family: Arial,sans-serif"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="font-family: Arial,sans-serif"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">2.250%,
    09/30/46*</FONT></TD><TD STYLE="font-family: Arial,sans-serif"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="font-family: Arial,sans-serif; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font-family: Arial,sans-serif; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">5,734,585</FONT></TD><TD STYLE="font-family: Arial,sans-serif; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD></TR>
</TABLE>
</DIV>
<BR CLEAR="ALL"><BR>
<P STYLE="margin: 0"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">&nbsp;</FONT></P>

<P STYLE="margin-top: 0; text-align: center; margin-bottom: 0"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">See
accompanying Notes to Schedule of Investments</FONT></P>

<P STYLE="margin-top: 0; text-align: center; margin-bottom: 0"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">&nbsp;</FONT></P>
<!-- Field: Page; Sequence: 3; Value: 1 -->
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    <!-- Field: /Page -->

<P STYLE="margin-top: 0; text-align: center; margin-bottom: 0"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">&nbsp;</FONT></P>

<P STYLE="margin-top: 0; text-align: left; margin-bottom: 0"></P>

<P STYLE="font: 10pt Arial Narrow,sans-serif; margin: 0pt 0"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif"><B>Convertible
Opportunities and Income Fund</B>&nbsp;</FONT></P>

<P STYLE="color: white; font: bold 10pt Arial,sans-serif; margin: 4pt 0; background-color: black"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">SCHEDULE
OF INVESTMENTS JANUARY 31, 2017 (UNAUDITED)&nbsp;</FONT></P>



<P STYLE="margin-top: 0; text-align: left; margin-bottom: 0"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">&nbsp;</FONT></P>

<DIV STYLE="POSITION:RELATIVE;FLOAT:LEFT;WIDTH:48%">

<TABLE CELLPADDING="0" CELLSPACING="0" STYLE="border-collapse: collapse; width: 100%; font: 10pt Calibri, Helvetica, Sans-Serif">
<TR STYLE="vertical-align: bottom"><TD COLSPAN="2" STYLE="font-family: Arial,sans-serif; font-weight: bold; text-transform: uppercase; text-align: center; border-bottom: Black 1pt solid"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">PRINCIPAL</FONT><FONT STYLE="font-size: 8pt"><BR>
    <FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">AMOUNT</FONT></FONT></TD>
    <TD STYLE="border-bottom: Black 1pt solid"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="padding-bottom: 1pt; border-bottom: Black 1pt solid"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="border-bottom: Black 1pt solid"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font-family: Arial,sans-serif; font-weight: bold; text-transform: uppercase; padding-bottom: 1pt; border-bottom: Black 1pt solid"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD COLSPAN="2" STYLE="font-family: Arial,sans-serif; font-weight: bold; text-transform: uppercase; text-align: center; border-bottom: Black 1pt solid"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">VALUE</FONT></TD><TD STYLE="padding-bottom: 1pt; font-family: Arial,sans-serif; font-weight: bold; text-transform: uppercase; border-bottom: Black 1pt solid"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR STYLE="vertical-align: bottom; background-color: rgb(204,238,255)">
    <TD STYLE="width: 1%; font-family: Arial,sans-serif; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="width: 16%; font-family: Arial,sans-serif; text-align: right; vertical-align: top"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">2,750,000</FONT></TD>
    <TD STYLE="width: 7%; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="width: 2%; font-family: Arial,sans-serif"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="width: 53%; font-family: Arial,sans-serif; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">Liberty
    Media Corp./Liberty Formula One*</FONT><FONT STYLE="font-size: 8pt"><BR> <FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">1.000%,
    01/30/23</FONT></FONT></TD><TD STYLE="width: 1%; font-family: Arial,sans-serif"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="width: 1%; font-family: Arial,sans-serif; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">$</FONT></TD><TD STYLE="width: 18%; font-family: Arial,sans-serif; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">2,796,791</FONT></TD><TD STYLE="width: 1%; font-family: Arial,sans-serif; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR STYLE="vertical-align: bottom; background-color: White">
    <TD STYLE="font-family: Arial,sans-serif; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font-family: Arial,sans-serif; text-align: right; vertical-align: top"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">5,300,000</FONT></TD>
    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font-family: Arial,sans-serif"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="font-family: Arial,sans-serif; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">Macquarie
    Infrastructure Corp.^</FONT><FONT STYLE="font-size: 8pt"><BR> <FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">2.000%,
    10/01/23</FONT></FONT></TD><TD STYLE="font-family: Arial,sans-serif"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="font-family: Arial,sans-serif; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font-family: Arial,sans-serif; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">5,206,031</FONT></TD><TD STYLE="font-family: Arial,sans-serif; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR STYLE="vertical-align: bottom; background-color: rgb(204,238,255)">
    <TD STYLE="font-family: Arial,sans-serif; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font-family: Arial,sans-serif; text-align: right; vertical-align: top"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">14,340,000</FONT></TD>
    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font-family: Arial,sans-serif"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="font-family: Arial,sans-serif; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">Priceline
    Group, Inc.^&micro;</FONT><FONT STYLE="font-size: 8pt"><BR> <FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">0.900%,
    09/15/21</FONT></FONT></TD><TD STYLE="font-family: Arial,sans-serif"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="font-family: Arial,sans-serif; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font-family: Arial,sans-serif; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">15,508,065</FONT></TD><TD STYLE="font-family: Arial,sans-serif; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR STYLE="vertical-align: bottom; background-color: White">
    <TD STYLE="font-family: Arial,sans-serif; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font-family: Arial,sans-serif; text-align: right; vertical-align: top"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">22,850,000</FONT></TD>
    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font-family: Arial,sans-serif"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="font-family: Arial,sans-serif; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">Tesla
    Motors, Inc.^&micro;</FONT><FONT STYLE="font-size: 8pt"><BR> <FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">1.250%,
    03/01/21</FONT></FONT></TD><TD STYLE="font-family: Arial,sans-serif"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="font-family: Arial,sans-serif; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font-family: Arial,sans-serif; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">21,521,844</FONT></TD><TD STYLE="font-family: Arial,sans-serif; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR STYLE="vertical-align: bottom; background-color: rgb(204,238,255)">
    <TD STYLE="font-family: Arial,sans-serif; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font-family: Arial,sans-serif; text-align: right; vertical-align: top"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">2,750,000</FONT></TD>
    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font-family: Arial,sans-serif"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="font-family: Arial,sans-serif; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">World
    Wrestling Entertainment, Inc.*</FONT><FONT STYLE="font-size: 8pt"><BR> <FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">3.375%,
    12/15/23</FONT></FONT></TD><TD STYLE="font-family: Arial,sans-serif"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="font-family: Arial,sans-serif; text-align: left; border-bottom: Black 1pt solid"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font-family: Arial,sans-serif; text-align: right; border-bottom: Black 1pt solid"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">2,768,136</FONT></TD><TD STYLE="font-family: Arial,sans-serif; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR STYLE="vertical-align: bottom; background-color: White">
    <TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: right; vertical-align: top"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font-family: Arial,sans-serif"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="font-family: Arial,sans-serif; text-align: left; border-bottom: Black 1pt solid"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font-family: Arial,sans-serif; text-align: right; border-bottom: Black 1pt solid"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">94,699,861</FONT></TD><TD STYLE="font-family: Arial,sans-serif; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR STYLE="vertical-align: bottom; background-color: rgb(204,238,255)">
    <TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: right; vertical-align: top"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR STYLE="vertical-align: bottom; background-color: White">
    <TD STYLE="font-family: Arial,sans-serif; font-weight: bold; font-style: italic; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font-family: Arial,sans-serif; font-weight: bold; font-style: italic; text-align: right; vertical-align: top"></TD>
    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD COLSPAN="2"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt"><B><I>Energy
                                         (2.5%)</I></B></FONT></TD><TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR STYLE="vertical-align: bottom; background-color: rgb(204,238,255)">
    <TD STYLE="font-family: Arial,sans-serif; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font-family: Arial,sans-serif; text-align: right; vertical-align: top"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">5,250,000</FONT></TD>
    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font-family: Arial,sans-serif"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="font-family: Arial,sans-serif; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">Nabors
    Industries, Inc.*^</FONT><FONT STYLE="font-size: 8pt"><BR> <FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">0.750%,
    01/15/24</FONT></FONT></TD><TD STYLE="font-family: Arial,sans-serif"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="font-family: Arial,sans-serif; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font-family: Arial,sans-serif; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">5,317,620</FONT></TD><TD STYLE="font-family: Arial,sans-serif; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR STYLE="vertical-align: bottom; background-color: White">
    <TD STYLE="font-family: Arial,sans-serif; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font-family: Arial,sans-serif; text-align: right; vertical-align: top"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">2,800,000</FONT></TD>
    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font-family: Arial,sans-serif"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="font-family: Arial,sans-serif; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">Newpark
    Resources, Inc.*</FONT><FONT STYLE="font-size: 8pt"><BR> <FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">4.000%, 12/01/21</FONT></FONT></TD><TD STYLE="font-family: Arial,sans-serif"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="font-family: Arial,sans-serif; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font-family: Arial,sans-serif; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">3,068,884</FONT></TD><TD STYLE="font-family: Arial,sans-serif; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR STYLE="vertical-align: bottom; background-color: rgb(204,238,255)">
    <TD STYLE="font-family: Arial,sans-serif; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font-family: Arial,sans-serif; text-align: right; vertical-align: top"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">4,700,000</FONT></TD>
    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font-family: Arial,sans-serif"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="font-family: Arial,sans-serif; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">PDC
    Energy, Inc.</FONT><FONT STYLE="font-size: 8pt"><BR> <FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">1.125%, 09/15/21</FONT></FONT></TD><TD STYLE="font-family: Arial,sans-serif"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="font-family: Arial,sans-serif; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font-family: Arial,sans-serif; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">5,316,616</FONT></TD><TD STYLE="font-family: Arial,sans-serif; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR STYLE="vertical-align: bottom; background-color: White">
    <TD STYLE="font-family: Arial,sans-serif; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font-family: Arial,sans-serif; text-align: right; vertical-align: top"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">5,370,000</FONT></TD>
    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font-family: Arial,sans-serif"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="font-family: Arial,sans-serif; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">SM
    Energy Company</FONT><FONT STYLE="font-size: 8pt"><BR> <FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">1.500%, 07/01/21</FONT></FONT></TD><TD STYLE="font-family: Arial,sans-serif"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="font-family: Arial,sans-serif; text-align: left; border-bottom: Black 1pt solid"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font-family: Arial,sans-serif; text-align: right; border-bottom: Black 1pt solid"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">5,890,192</FONT></TD><TD STYLE="font-family: Arial,sans-serif; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR STYLE="vertical-align: bottom; background-color: rgb(204,238,255)">
    <TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: right; vertical-align: top"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font-family: Arial,sans-serif"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="font-family: Arial,sans-serif; text-align: left; border-bottom: Black 1pt solid"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font-family: Arial,sans-serif; text-align: right; border-bottom: Black 1pt solid"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">19,593,312</FONT></TD><TD STYLE="font-family: Arial,sans-serif; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR STYLE="vertical-align: bottom; background-color: White">
    <TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: right; vertical-align: top"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR STYLE="vertical-align: bottom; background-color: rgb(204,238,255)">
    <TD STYLE="font-family: Arial,sans-serif; font-weight: bold; font-style: italic; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font-family: Arial,sans-serif; font-weight: bold; font-style: italic; text-align: right; vertical-align: top"></TD>
    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD COLSPAN="2"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt"><B><I>Financials
                                         (1.8%)</I></B></FONT></TD><TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR STYLE="vertical-align: bottom; background-color: White">
    <TD STYLE="font-family: Arial,sans-serif; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font-family: Arial,sans-serif; text-align: right; vertical-align: top"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">5,500,000</FONT></TD>
    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font-family: Arial,sans-serif"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="font-family: Arial,sans-serif; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">Ares
    Capital Corp.*</FONT><FONT STYLE="font-size: 8pt"><BR> <FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">3.750%, 02/01/22</FONT></FONT></TD><TD STYLE="font-family: Arial,sans-serif"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="font-family: Arial,sans-serif; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font-family: Arial,sans-serif; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">5,445,275</FONT></TD><TD STYLE="font-family: Arial,sans-serif; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR STYLE="vertical-align: bottom; background-color: rgb(204,238,255)">
    <TD STYLE="font-family: Arial,sans-serif; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font-family: Arial,sans-serif; text-align: right; vertical-align: top"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">6,500,000</FONT></TD>
    <TD STYLE="font-family: Arial,sans-serif; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">CAD</FONT></TD><TD STYLE="font-family: Arial,sans-serif"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="font-family: Arial,sans-serif; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">Element
    Fleet Management Corp.*</FONT><FONT STYLE="font-size: 8pt"><BR> <FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">4.250%,
    06/30/20</FONT></FONT></TD><TD STYLE="font-family: Arial,sans-serif"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="font-family: Arial,sans-serif; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font-family: Arial,sans-serif; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">5,124,373</FONT></TD><TD STYLE="font-family: Arial,sans-serif; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR STYLE="vertical-align: bottom; background-color: White">
    <TD STYLE="font-family: Arial,sans-serif; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font-family: Arial,sans-serif; text-align: right; vertical-align: top"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">3,125,000</FONT></TD>
    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font-family: Arial,sans-serif"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="font-family: Arial,sans-serif; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">TCP
    Capital Corp.*&micro;</FONT><FONT STYLE="font-size: 8pt"><BR> <FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">4.625%,
    03/01/22</FONT></FONT></TD><TD STYLE="font-family: Arial,sans-serif"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="font-family: Arial,sans-serif; text-align: left; border-bottom: Black 1pt solid"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font-family: Arial,sans-serif; text-align: right; border-bottom: Black 1pt solid"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">3,115,359</FONT></TD><TD STYLE="font-family: Arial,sans-serif; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR STYLE="vertical-align: bottom; background-color: rgb(204,238,255)">
    <TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: right; vertical-align: top"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font-family: Arial,sans-serif"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="font-family: Arial,sans-serif; text-align: left; border-bottom: Black 1pt solid"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font-family: Arial,sans-serif; text-align: right; border-bottom: Black 1pt solid"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">13,685,007</FONT></TD><TD STYLE="font-family: Arial,sans-serif; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR STYLE="vertical-align: bottom; background-color: White">
    <TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: right; vertical-align: top"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR STYLE="vertical-align: bottom; background-color: rgb(204,238,255)">
    <TD STYLE="font-family: Arial,sans-serif; font-weight: bold; font-style: italic; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font-family: Arial,sans-serif; font-weight: bold; font-style: italic; text-align: right; vertical-align: top"></TD>
    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD COLSPAN="2"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt"><B><I>Health
                                         Care (9.4%)</I></B></FONT></TD><TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR STYLE="vertical-align: bottom; background-color: White">
    <TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: right; vertical-align: top"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font-family: Arial,sans-serif"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="font-family: Arial,sans-serif; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">BioMarin
    Pharmaceutical, Inc.</FONT></TD><TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR STYLE="vertical-align: bottom; background-color: rgb(204,238,255)">
    <TD STYLE="font-family: Arial,sans-serif; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font-family: Arial,sans-serif; text-align: right; vertical-align: top"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">5,711,000</FONT></TD>
    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font-family: Arial,sans-serif"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="font-family: Arial,sans-serif"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">1.500%,
    10/15/20^&micro;</FONT></TD><TD STYLE="font-family: Arial,sans-serif"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="font-family: Arial,sans-serif; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font-family: Arial,sans-serif; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">6,912,423</FONT></TD><TD STYLE="font-family: Arial,sans-serif; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR STYLE="vertical-align: bottom; background-color: White">
    <TD STYLE="font-family: Arial,sans-serif; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font-family: Arial,sans-serif; text-align: right; vertical-align: top"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">4,600,000</FONT></TD>
    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font-family: Arial,sans-serif"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="font-family: Arial,sans-serif"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">0.750%,
    10/15/18</FONT></TD><TD STYLE="font-family: Arial,sans-serif"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="font-family: Arial,sans-serif; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font-family: Arial,sans-serif; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">5,312,885</FONT></TD><TD STYLE="font-family: Arial,sans-serif; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR STYLE="vertical-align: bottom; background-color: rgb(204,238,255)">
    <TD STYLE="font-family: Arial,sans-serif; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font-family: Arial,sans-serif; text-align: right; vertical-align: top"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">5,950,000</FONT></TD>
    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font-family: Arial,sans-serif"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="font-family: Arial,sans-serif; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">Emergent
    Biosolutions, Inc.</FONT><FONT STYLE="font-size: 8pt"><BR> <FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">2.875%,
    01/15/21</FONT></FONT></TD><TD STYLE="font-family: Arial,sans-serif"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="font-family: Arial,sans-serif; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font-family: Arial,sans-serif; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">7,297,437</FONT></TD><TD STYLE="font-family: Arial,sans-serif; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR STYLE="vertical-align: bottom; background-color: White">
    <TD STYLE="font-family: Arial,sans-serif; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font-family: Arial,sans-serif; text-align: right; vertical-align: top"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">5,275,000</FONT></TD>
    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font-family: Arial,sans-serif"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="font-family: Arial,sans-serif; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">Evolent
    Health, Inc.*</FONT><FONT STYLE="font-size: 8pt"><BR> <FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">2.000%, 12/01/21</FONT></FONT></TD><TD STYLE="font-family: Arial,sans-serif"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="font-family: Arial,sans-serif; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font-family: Arial,sans-serif; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">5,687,637</FONT></TD><TD STYLE="font-family: Arial,sans-serif; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR STYLE="vertical-align: bottom; background-color: rgb(204,238,255)">
    <TD STYLE="font-family: Arial,sans-serif; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font-family: Arial,sans-serif; text-align: right; vertical-align: top"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">8,300,000</FONT></TD>
    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font-family: Arial,sans-serif"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="font-family: Arial,sans-serif; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">Hologic,
    Inc.&Dagger;</FONT><FONT STYLE="font-size: 8pt"><BR> <FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">0.000%, 12/15/43</FONT></FONT></TD><TD STYLE="font-family: Arial,sans-serif"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="font-family: Arial,sans-serif; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font-family: Arial,sans-serif; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">10,211,573</FONT></TD><TD STYLE="font-family: Arial,sans-serif; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR STYLE="vertical-align: bottom; background-color: White">
    <TD STYLE="font-family: Arial,sans-serif; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font-family: Arial,sans-serif; text-align: right; vertical-align: top"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">1,435,000</FONT></TD>
    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font-family: Arial,sans-serif"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="font-family: Arial,sans-serif; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">Incyte
    Corp.</FONT><FONT STYLE="font-size: 8pt"><BR> <FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">1.250%, 11/15/20</FONT></FONT></TD><TD STYLE="font-family: Arial,sans-serif"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="font-family: Arial,sans-serif; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font-family: Arial,sans-serif; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">3,468,323</FONT></TD><TD STYLE="font-family: Arial,sans-serif; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR STYLE="vertical-align: bottom; background-color: rgb(204,238,255)">
    <TD STYLE="font-family: Arial,sans-serif; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font-family: Arial,sans-serif; text-align: right; vertical-align: top"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">5,350,000</FONT></TD>
    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font-family: Arial,sans-serif"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="font-family: Arial,sans-serif; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">Insulet
    Corp.*</FONT><FONT STYLE="font-size: 8pt"><BR> <FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">1.250%, 09/15/21</FONT></FONT></TD><TD STYLE="font-family: Arial,sans-serif"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="font-family: Arial,sans-serif; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font-family: Arial,sans-serif; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">5,292,942</FONT></TD><TD STYLE="font-family: Arial,sans-serif; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR STYLE="vertical-align: bottom; background-color: White">
    <TD STYLE="font-family: Arial,sans-serif; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font-family: Arial,sans-serif; text-align: right; vertical-align: top"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">5,400,000</FONT></TD>
    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font-family: Arial,sans-serif"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="font-family: Arial,sans-serif; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">Ionis
    Pharmaceuticals, Inc.</FONT><FONT STYLE="font-size: 8pt"><BR> <FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">1.000%,
    11/15/21</FONT></FONT></TD><TD STYLE="font-family: Arial,sans-serif"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="font-family: Arial,sans-serif; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font-family: Arial,sans-serif; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">5,373,081</FONT></TD><TD STYLE="font-family: Arial,sans-serif; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR STYLE="vertical-align: bottom; background-color: rgb(204,238,255)">
    <TD STYLE="font-family: Arial,sans-serif; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font-family: Arial,sans-serif; text-align: right; vertical-align: top"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">5,100,000</FONT></TD>
    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font-family: Arial,sans-serif"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="font-family: Arial,sans-serif; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">Ironwood
    Pharmaceuticals, Inc.</FONT><FONT STYLE="font-size: 8pt"><BR> <FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">2.250%,
    06/15/22</FONT></FONT></TD><TD STYLE="font-family: Arial,sans-serif"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="font-family: Arial,sans-serif; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font-family: Arial,sans-serif; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">5,695,119</FONT></TD><TD STYLE="font-family: Arial,sans-serif; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR STYLE="vertical-align: bottom; background-color: White">
    <TD STYLE="font-family: Arial,sans-serif; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font-family: Arial,sans-serif; text-align: right; vertical-align: top"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">5,839,000</FONT></TD>
    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font-family: Arial,sans-serif"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="font-family: Arial,sans-serif; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">Medidata
    Solutions, Inc.</FONT><FONT STYLE="font-size: 8pt"><BR> <FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">1.000%, 08/01/18</FONT></FONT></TD><TD STYLE="font-family: Arial,sans-serif"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="font-family: Arial,sans-serif; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font-family: Arial,sans-serif; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">6,295,785</FONT></TD><TD STYLE="font-family: Arial,sans-serif; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR STYLE="vertical-align: bottom; background-color: rgb(204,238,255)">
    <TD STYLE="font-family: Arial,sans-serif; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font-family: Arial,sans-serif; text-align: right; vertical-align: top"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">4,342,000</FONT></TD>
    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font-family: Arial,sans-serif"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="font-family: Arial,sans-serif; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">Molina
    Healthcare, Inc.^&micro;</FONT><FONT STYLE="font-size: 8pt"><BR> <FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">1.625%,
    08/15/44</FONT></FONT></TD><TD STYLE="font-family: Arial,sans-serif"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="font-family: Arial,sans-serif; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font-family: Arial,sans-serif; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">5,059,125</FONT></TD><TD STYLE="font-family: Arial,sans-serif; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR STYLE="vertical-align: bottom; background-color: White">
    <TD STYLE="font-family: Arial,sans-serif; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font-family: Arial,sans-serif; text-align: right; vertical-align: top"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">4,050,000</FONT></TD>
    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font-family: Arial,sans-serif"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="font-family: Arial,sans-serif; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">NuVasive,
    Inc.*^</FONT><FONT STYLE="font-size: 8pt"><BR> <FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">2.250%, 03/15/21</FONT></FONT></TD><TD STYLE="font-family: Arial,sans-serif"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="font-family: Arial,sans-serif; text-align: left; border-bottom: Black 1pt solid"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font-family: Arial,sans-serif; text-align: right; border-bottom: Black 1pt solid"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">5,359,365</FONT></TD><TD STYLE="font-family: Arial,sans-serif; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR STYLE="vertical-align: bottom; background-color: rgb(204,238,255)">
    <TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: right; vertical-align: top"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font-family: Arial,sans-serif"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="font-family: Arial,sans-serif; text-align: left; border-bottom: Black 1pt solid"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font-family: Arial,sans-serif; text-align: right; border-bottom: Black 1pt solid"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">71,965,695</FONT></TD><TD STYLE="font-family: Arial,sans-serif; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR STYLE="vertical-align: bottom; background-color: White">
    <TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: right; vertical-align: top"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR STYLE="vertical-align: bottom; background-color: rgb(204,238,255)">
    <TD STYLE="font-family: Arial,sans-serif; font-weight: bold; font-style: italic; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font-family: Arial,sans-serif; font-weight: bold; font-style: italic; text-align: right; vertical-align: top"></TD>
    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD COLSPAN="2"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt"><B><I>Industrials
                                         (3.8%)</I></B></FONT></TD><TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR STYLE="vertical-align: bottom; background-color: White">
    <TD STYLE="font-family: Arial,sans-serif; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font-family: Arial,sans-serif; text-align: right; vertical-align: top"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">5,300,000</FONT></TD>
    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font-family: Arial,sans-serif"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="font-family: Arial,sans-serif; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">Aerojet
    Rocketdyne Holdings, Inc.*</FONT><FONT STYLE="font-size: 8pt"><BR> <FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">2.250%,
    12/15/23</FONT></FONT></TD><TD STYLE="font-family: Arial,sans-serif"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="font-family: Arial,sans-serif; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font-family: Arial,sans-serif; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">5,279,251</FONT></TD><TD STYLE="font-family: Arial,sans-serif; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD></TR>
</TABLE>
</DIV>
<DIV STYLE="POSITION:RELATIVE;FLOAT:RIGHT;WIDTH:48%">

<P STYLE="margin: 0"></P>

<TABLE CELLPADDING="0" CELLSPACING="0" STYLE="border-collapse: collapse; width: 100%; font: 10pt Calibri, Helvetica, Sans-Serif">
<TR STYLE="vertical-align: bottom">
    <TD COLSPAN="2" STYLE="font-family: Arial,sans-serif; font-weight: bold; text-transform: uppercase; text-align: center; border-bottom: Black 1pt solid"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">PRINCIPAL<BR>
    AMOUNT</FONT></TD><TD STYLE="padding-bottom: 1pt; font-family: Arial,sans-serif; font-weight: bold; text-transform: uppercase; border-bottom: Black 1pt solid"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="padding-bottom: 1pt; border-bottom: Black 1pt solid"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="border-bottom: Black 1pt solid"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font-family: Arial,sans-serif; font-weight: bold; text-transform: uppercase; padding-bottom: 1pt; border-bottom: Black 1pt solid"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD COLSPAN="2" STYLE="font-family: Arial,sans-serif; font-weight: bold; text-transform: uppercase; text-align: center; border-bottom: Black 1pt solid"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">VALUE</FONT></TD><TD STYLE="padding-bottom: 1pt; font-family: Arial,sans-serif; font-weight: bold; text-transform: uppercase; border-bottom: Black 1pt solid"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR STYLE="vertical-align: bottom; background-color: rgb(204,238,255)">
    <TD STYLE="width: 1%; font-family: Arial,sans-serif; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="width: 16%; font-family: Arial,sans-serif; text-align: right; vertical-align: top"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">2,022,000</FONT></TD><TD STYLE="width: 7%; font-family: Arial,sans-serif; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="width: 2%; font-family: Arial,sans-serif"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="width: 53%; font-family: Arial,sans-serif; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">Air
    Lease Corp.^&micro;<BR> 3.875%, 12/01/18</FONT></TD><TD STYLE="width: 1%; font-family: Arial,sans-serif"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="width: 1%; font-family: Arial,sans-serif; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">$</FONT></TD><TD STYLE="width: 18%; font-family: Arial,sans-serif; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">2,827,100</FONT></TD><TD STYLE="width: 1%; font-family: Arial,sans-serif; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR STYLE="vertical-align: bottom; background-color: White">
    <TD STYLE="font-family: Arial,sans-serif; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font-family: Arial,sans-serif; text-align: right; vertical-align: top"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">5,150,000</FONT></TD><TD STYLE="font-family: Arial,sans-serif; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font-family: Arial,sans-serif"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="font-family: Arial,sans-serif; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">Atlas
    Air Worldwide Holdings, Inc.^<BR> 2.250%, 06/01/22</FONT></TD><TD STYLE="font-family: Arial,sans-serif"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="font-family: Arial,sans-serif; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font-family: Arial,sans-serif; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">5,338,850</FONT></TD><TD STYLE="font-family: Arial,sans-serif; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR STYLE="vertical-align: bottom; background-color: rgb(204,238,255)">
    <TD STYLE="font-family: Arial,sans-serif; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font-family: Arial,sans-serif; text-align: right; vertical-align: top"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">9,100,000</FONT></TD><TD STYLE="font-family: Arial,sans-serif; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font-family: Arial,sans-serif"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="font-family: Arial,sans-serif; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">Dycom
    Industries, Inc.^&micro;<BR> 0.750%, 09/15/21</FONT></TD><TD STYLE="font-family: Arial,sans-serif"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="font-family: Arial,sans-serif; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font-family: Arial,sans-serif; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">9,917,316</FONT></TD><TD STYLE="font-family: Arial,sans-serif; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR STYLE="vertical-align: bottom; background-color: White">
    <TD STYLE="font-family: Arial,sans-serif; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font-family: Arial,sans-serif; text-align: right; vertical-align: top"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">5,200,000</FONT></TD><TD STYLE="font-family: Arial,sans-serif; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font-family: Arial,sans-serif"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="font-family: Arial,sans-serif; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">Tutor
    Perini Corp.*&micro;<BR> 2.875%, 06/15/21</FONT></TD><TD STYLE="font-family: Arial,sans-serif"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="font-family: Arial,sans-serif; text-align: left; border-bottom: Black 1pt solid"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font-family: Arial,sans-serif; text-align: right; border-bottom: Black 1pt solid"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">6,245,590</FONT></TD><TD STYLE="font-family: Arial,sans-serif; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR STYLE="vertical-align: bottom; background-color: rgb(204,238,255)">
    <TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: right; vertical-align: top"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font-family: Arial,sans-serif"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="font-family: Arial,sans-serif; text-align: left; border-bottom: Black 1pt solid"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font-family: Arial,sans-serif; text-align: right; border-bottom: Black 1pt solid"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">29,608,107</FONT></TD><TD STYLE="font-family: Arial,sans-serif; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR STYLE="vertical-align: bottom; background-color: White">
    <TD STYLE="font-family: Arial,sans-serif; font-weight: bold; font-style: italic; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font-family: Arial,sans-serif; font-weight: bold; font-style: italic; text-align: right; vertical-align: top"></TD><TD STYLE="font-family: Arial,sans-serif; font-weight: bold; font-style: italic; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD COLSPAN="2"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt"><B><I>Information
                                         Technology (25.3%)</I></B></FONT></TD><TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR STYLE="vertical-align: bottom; background-color: rgb(204,238,255)">
    <TD STYLE="font-family: Arial,sans-serif; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font-family: Arial,sans-serif; text-align: right; vertical-align: top"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">2,700,000</FONT></TD><TD STYLE="font-family: Arial,sans-serif; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font-family: Arial,sans-serif"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="font-family: Arial,sans-serif; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">Advanced
    Micro Devices, Inc.^<BR> 2.125%, 09/01/26</FONT></TD><TD STYLE="font-family: Arial,sans-serif"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="font-family: Arial,sans-serif; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font-family: Arial,sans-serif; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">4,022,325</FONT></TD><TD STYLE="font-family: Arial,sans-serif; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR STYLE="vertical-align: bottom; background-color: White">
    <TD STYLE="font-family: Arial,sans-serif; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font-family: Arial,sans-serif; text-align: right; vertical-align: top"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">3,300,000</FONT></TD><TD STYLE="font-family: Arial,sans-serif; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font-family: Arial,sans-serif"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="font-family: Arial,sans-serif; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">Citrix
    Systems, Inc.<BR> 0.500%, 04/15/19</FONT></TD><TD STYLE="font-family: Arial,sans-serif"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="font-family: Arial,sans-serif; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font-family: Arial,sans-serif; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">3,821,004</FONT></TD><TD STYLE="font-family: Arial,sans-serif; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR STYLE="vertical-align: bottom; background-color: rgb(204,238,255)">
    <TD STYLE="font-family: Arial,sans-serif; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font-family: Arial,sans-serif; text-align: right; vertical-align: top"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">5,400,000</FONT></TD><TD STYLE="font-family: Arial,sans-serif; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font-family: Arial,sans-serif"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="font-family: Arial,sans-serif; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">Cypress
    Semiconductor Corp.*^<BR> 4.500%, 01/15/22</FONT></TD><TD STYLE="font-family: Arial,sans-serif"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="font-family: Arial,sans-serif; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font-family: Arial,sans-serif; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">6,205,410</FONT></TD><TD STYLE="font-family: Arial,sans-serif; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR STYLE="vertical-align: bottom; background-color: White">
    <TD STYLE="font-family: Arial,sans-serif; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font-family: Arial,sans-serif; text-align: right; vertical-align: top"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">2,949,000</FONT></TD><TD STYLE="font-family: Arial,sans-serif; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font-family: Arial,sans-serif"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="font-family: Arial,sans-serif; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">Euronet
    Worldwide, Inc.&micro;<BR> 1.500%, 10/01/44</FONT></TD><TD STYLE="font-family: Arial,sans-serif"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="font-family: Arial,sans-serif; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font-family: Arial,sans-serif; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">3,371,061</FONT></TD><TD STYLE="font-family: Arial,sans-serif; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR STYLE="vertical-align: bottom; background-color: rgb(204,238,255)">
    <TD STYLE="font-family: Arial,sans-serif; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font-family: Arial,sans-serif; text-align: right; vertical-align: top"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">10,600,000</FONT></TD><TD STYLE="font-family: Arial,sans-serif; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font-family: Arial,sans-serif"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="font-family: Arial,sans-serif; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">Finisar
    Corp.*^<BR> 0.500%, 12/15/36</FONT></TD><TD STYLE="font-family: Arial,sans-serif"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="font-family: Arial,sans-serif; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font-family: Arial,sans-serif; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">10,694,340</FONT></TD><TD STYLE="font-family: Arial,sans-serif; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR STYLE="vertical-align: bottom; background-color: White">
    <TD STYLE="font-family: Arial,sans-serif; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font-family: Arial,sans-serif; text-align: right; vertical-align: top"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">5,350,000</FONT></TD><TD STYLE="font-family: Arial,sans-serif; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font-family: Arial,sans-serif"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="font-family: Arial,sans-serif; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">Inphi
    Corp.*^<BR> 0.750%, 09/01/21</FONT></TD><TD STYLE="font-family: Arial,sans-serif"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="font-family: Arial,sans-serif; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font-family: Arial,sans-serif; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">5,782,414</FONT></TD><TD STYLE="font-family: Arial,sans-serif; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR STYLE="vertical-align: bottom; background-color: rgb(204,238,255)">
    <TD STYLE="font-family: Arial,sans-serif; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font-family: Arial,sans-serif; text-align: right; vertical-align: top"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">11,350,000</FONT></TD><TD STYLE="font-family: Arial,sans-serif; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font-family: Arial,sans-serif"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="font-family: Arial,sans-serif; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">Intel
    Corp.&micro;<BR> 3.250%, 08/01/39</FONT></TD><TD STYLE="font-family: Arial,sans-serif"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="font-family: Arial,sans-serif; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font-family: Arial,sans-serif; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">20,203,511</FONT></TD><TD STYLE="font-family: Arial,sans-serif; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR STYLE="vertical-align: bottom; background-color: White">
    <TD STYLE="font-family: Arial,sans-serif; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font-family: Arial,sans-serif; text-align: right; vertical-align: top"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">3,900,000</FONT></TD><TD STYLE="font-family: Arial,sans-serif; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font-family: Arial,sans-serif"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="font-family: Arial,sans-serif; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">Knowles
    Corp.*<BR> 3.250%, 11/01/21</FONT></TD><TD STYLE="font-family: Arial,sans-serif"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="font-family: Arial,sans-serif; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font-family: Arial,sans-serif; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">4,763,733</FONT></TD><TD STYLE="font-family: Arial,sans-serif; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR STYLE="vertical-align: bottom; background-color: rgb(204,238,255)">
    <TD STYLE="font-family: Arial,sans-serif; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font-family: Arial,sans-serif; text-align: right; vertical-align: top"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">9,400,000</FONT></TD><TD STYLE="font-family: Arial,sans-serif; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font-family: Arial,sans-serif"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="font-family: Arial,sans-serif; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">Microchip
    Technology, Inc.^<BR> 1.625%, 02/15/25</FONT></TD><TD STYLE="font-family: Arial,sans-serif"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="font-family: Arial,sans-serif; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font-family: Arial,sans-serif; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">12,798,617</FONT></TD><TD STYLE="font-family: Arial,sans-serif; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR STYLE="vertical-align: bottom; background-color: White">
    <TD STYLE="font-family: Arial,sans-serif; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font-family: Arial,sans-serif; text-align: right; vertical-align: top"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">6,225,000</FONT></TD><TD STYLE="font-family: Arial,sans-serif; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font-family: Arial,sans-serif"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="font-family: Arial,sans-serif; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">Micron
    Technology, Inc.&micro;<BR> 2.125%, 02/15/33</FONT></TD><TD STYLE="font-family: Arial,sans-serif"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="font-family: Arial,sans-serif; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font-family: Arial,sans-serif; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">14,167,135</FONT></TD><TD STYLE="font-family: Arial,sans-serif; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR STYLE="vertical-align: bottom; background-color: rgb(204,238,255)">
    <TD STYLE="font-family: Arial,sans-serif; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font-family: Arial,sans-serif; text-align: right; vertical-align: top"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">5,250,000</FONT></TD><TD STYLE="font-family: Arial,sans-serif; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font-family: Arial,sans-serif"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="font-family: Arial,sans-serif; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">Nice
    Systems, Inc.*<BR> 1.250%, 01/15/24</FONT></TD><TD STYLE="font-family: Arial,sans-serif"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="font-family: Arial,sans-serif; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font-family: Arial,sans-serif; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">5,606,239</FONT></TD><TD STYLE="font-family: Arial,sans-serif; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR STYLE="vertical-align: bottom; background-color: White">
    <TD STYLE="font-family: Arial,sans-serif; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font-family: Arial,sans-serif; text-align: right; vertical-align: top"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">3,450,000</FONT></TD><TD STYLE="font-family: Arial,sans-serif; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font-family: Arial,sans-serif"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="font-family: Arial,sans-serif; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">Novellus
    Systems, Inc.&micro;<BR> 2.625%, 05/15/41</FONT></TD><TD STYLE="font-family: Arial,sans-serif"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="font-family: Arial,sans-serif; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font-family: Arial,sans-serif; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">11,705,712</FONT></TD><TD STYLE="font-family: Arial,sans-serif; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR STYLE="vertical-align: bottom; background-color: rgb(204,238,255)">
    <TD STYLE="font-family: Arial,sans-serif; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font-family: Arial,sans-serif; text-align: right; vertical-align: top"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">1,720,000</FONT></TD><TD STYLE="font-family: Arial,sans-serif; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font-family: Arial,sans-serif"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="font-family: Arial,sans-serif; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">NVIDIA
    Corp.&micro;<BR> 1.000%, 12/01/18</FONT></TD><TD STYLE="font-family: Arial,sans-serif"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="font-family: Arial,sans-serif; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font-family: Arial,sans-serif; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">9,359,664</FONT></TD><TD STYLE="font-family: Arial,sans-serif; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR STYLE="vertical-align: bottom; background-color: White">
    <TD STYLE="font-family: Arial,sans-serif; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font-family: Arial,sans-serif; text-align: right; vertical-align: top"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">9,300,000</FONT></TD><TD STYLE="font-family: Arial,sans-serif; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font-family: Arial,sans-serif"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="font-family: Arial,sans-serif; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">NXP
    Semiconductors, NV<BR> 1.000%, 12/01/19</FONT></TD><TD STYLE="font-family: Arial,sans-serif"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="font-family: Arial,sans-serif; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font-family: Arial,sans-serif; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">10,579,866</FONT></TD><TD STYLE="font-family: Arial,sans-serif; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR STYLE="vertical-align: bottom; background-color: rgb(204,238,255)">
    <TD STYLE="font-family: Arial,sans-serif; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font-family: Arial,sans-serif; text-align: right; vertical-align: top"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">6,400,000</FONT></TD><TD STYLE="font-family: Arial,sans-serif; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font-family: Arial,sans-serif"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="font-family: Arial,sans-serif; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">ON
    Semiconductor Corp.^<BR> 1.000%, 12/01/20</FONT></TD><TD STYLE="font-family: Arial,sans-serif"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="font-family: Arial,sans-serif; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font-family: Arial,sans-serif; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">6,685,920</FONT></TD><TD STYLE="font-family: Arial,sans-serif; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR STYLE="vertical-align: bottom; background-color: White">
    <TD STYLE="font-family: Arial,sans-serif; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font-family: Arial,sans-serif; text-align: right; vertical-align: top"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">1,550,000</FONT></TD><TD STYLE="font-family: Arial,sans-serif; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font-family: Arial,sans-serif"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="font-family: Arial,sans-serif; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">Palo
    Alto Networks, Inc.^<BR> 0.000%, 07/01/19</FONT></TD><TD STYLE="font-family: Arial,sans-serif"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="font-family: Arial,sans-serif; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font-family: Arial,sans-serif; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">2,209,703</FONT></TD><TD STYLE="font-family: Arial,sans-serif; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR STYLE="vertical-align: bottom; background-color: rgb(204,238,255)">
    <TD STYLE="font-family: Arial,sans-serif; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font-family: Arial,sans-serif; text-align: right; vertical-align: top"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">2,500,000</FONT></TD><TD STYLE="font-family: Arial,sans-serif; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font-family: Arial,sans-serif"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="font-family: Arial,sans-serif; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">Pandora
    Media, Inc.^<BR> 1.750%, 12/01/20</FONT></TD><TD STYLE="font-family: Arial,sans-serif"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="font-family: Arial,sans-serif; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font-family: Arial,sans-serif; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">2,587,488</FONT></TD><TD STYLE="font-family: Arial,sans-serif; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR STYLE="vertical-align: bottom; background-color: White">
    <TD STYLE="font-family: Arial,sans-serif; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font-family: Arial,sans-serif; text-align: right; vertical-align: top"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">7,450,000</FONT></TD><TD STYLE="font-family: Arial,sans-serif; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font-family: Arial,sans-serif"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="font-family: Arial,sans-serif; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">Proofpoint,
    Inc.^<BR> 0.750%, 06/15/20</FONT></TD><TD STYLE="font-family: Arial,sans-serif"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="font-family: Arial,sans-serif; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font-family: Arial,sans-serif; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">8,902,005</FONT></TD><TD STYLE="font-family: Arial,sans-serif; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR STYLE="vertical-align: bottom; background-color: rgb(204,238,255)">
    <TD STYLE="font-family: Arial,sans-serif; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font-family: Arial,sans-serif; text-align: right; vertical-align: top"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">2,700,000</FONT></TD><TD STYLE="font-family: Arial,sans-serif; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font-family: Arial,sans-serif"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="font-family: Arial,sans-serif; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">Red
    Hat, Inc.^<BR> 0.250%, 10/01/19</FONT></TD><TD STYLE="font-family: Arial,sans-serif"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="font-family: Arial,sans-serif; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font-family: Arial,sans-serif; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">3,294,229</FONT></TD><TD STYLE="font-family: Arial,sans-serif; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR STYLE="vertical-align: bottom; background-color: White">
    <TD STYLE="font-family: Arial,sans-serif; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font-family: Arial,sans-serif; text-align: right; vertical-align: top"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">5,150,000</FONT></TD><TD STYLE="font-family: Arial,sans-serif; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font-family: Arial,sans-serif"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="font-family: Arial,sans-serif; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">Rovi
    Corp.^<BR>
    0.500%, 03/01/20</FONT></TD><TD STYLE="font-family: Arial,sans-serif"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="font-family: Arial,sans-serif; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font-family: Arial,sans-serif; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">5,097,676</FONT></TD><TD STYLE="font-family: Arial,sans-serif; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR STYLE="vertical-align: bottom; background-color: rgb(204,238,255)">
    <TD STYLE="font-family: Arial,sans-serif; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font-family: Arial,sans-serif; text-align: right; vertical-align: top"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">8,800,000</FONT></TD><TD STYLE="font-family: Arial,sans-serif; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font-family: Arial,sans-serif"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="font-family: Arial,sans-serif; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">Salesforce.com,
    Inc.^&micro;<BR> 0.250%, 04/01/18</FONT></TD><TD STYLE="font-family: Arial,sans-serif"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="font-family: Arial,sans-serif; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font-family: Arial,sans-serif; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">11,129,448</FONT></TD><TD STYLE="font-family: Arial,sans-serif; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR STYLE="vertical-align: bottom; background-color: White">
    <TD STYLE="font-family: Arial,sans-serif; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font-family: Arial,sans-serif; text-align: right; vertical-align: top"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">3,759,000</FONT></TD><TD STYLE="font-family: Arial,sans-serif; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font-family: Arial,sans-serif"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="font-family: Arial,sans-serif; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">ServiceNow,
    Inc.^&micro;<BR> 0.000%, 11/01/18</FONT></TD><TD STYLE="font-family: Arial,sans-serif"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="font-family: Arial,sans-serif; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font-family: Arial,sans-serif; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">4,998,756</FONT></TD><TD STYLE="font-family: Arial,sans-serif; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR STYLE="vertical-align: bottom; background-color: rgb(204,238,255)">
    <TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: right; vertical-align: top"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font-family: Arial,sans-serif"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="font-family: Arial,sans-serif; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">SunEdison,
    Inc.@</FONT></TD><TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR STYLE="vertical-align: bottom; background-color: White">
    <TD STYLE="font-family: Arial,sans-serif; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font-family: Arial,sans-serif; text-align: right; vertical-align: top"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">9,411,000</FONT></TD><TD STYLE="font-family: Arial,sans-serif; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font-family: Arial,sans-serif"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="font-family: Arial,sans-serif"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">0.250%,
    01/15/20*</FONT></TD><TD STYLE="font-family: Arial,sans-serif"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="font-family: Arial,sans-serif; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font-family: Arial,sans-serif; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">256,967</FONT></TD><TD STYLE="font-family: Arial,sans-serif; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR STYLE="vertical-align: bottom; background-color: rgb(204,238,255)">
    <TD STYLE="font-family: Arial,sans-serif; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font-family: Arial,sans-serif; text-align: right; vertical-align: top"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">898,000</FONT></TD><TD STYLE="font-family: Arial,sans-serif; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font-family: Arial,sans-serif"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="font-family: Arial,sans-serif"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">2.000%,
    10/01/18</FONT></TD><TD STYLE="font-family: Arial,sans-serif"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="font-family: Arial,sans-serif; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font-family: Arial,sans-serif; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">18,378</FONT></TD><TD STYLE="font-family: Arial,sans-serif; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR STYLE="vertical-align: bottom; background-color: White">
    <TD STYLE="font-family: Arial,sans-serif; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font-family: Arial,sans-serif; text-align: right; vertical-align: top"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">3,200,000</FONT></TD><TD STYLE="font-family: Arial,sans-serif; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font-family: Arial,sans-serif"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="font-family: Arial,sans-serif; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">Synchronoss
    Technologies, Inc.^&micro;<BR> 0.750%, 08/15/19</FONT></TD><TD STYLE="font-family: Arial,sans-serif"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="font-family: Arial,sans-serif; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font-family: Arial,sans-serif; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">3,348,768</FONT></TD><TD STYLE="font-family: Arial,sans-serif; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR STYLE="vertical-align: bottom; background-color: rgb(204,238,255)">
    <TD STYLE="font-family: Arial,sans-serif; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font-family: Arial,sans-serif; text-align: right; vertical-align: top"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">5,225,000</FONT></TD><TD STYLE="font-family: Arial,sans-serif; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font-family: Arial,sans-serif"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="font-family: Arial,sans-serif; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">Teradyne,
    Inc.*^<BR> 1.250%, 12/15/23</FONT></TD><TD STYLE="font-family: Arial,sans-serif"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="font-family: Arial,sans-serif; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font-family: Arial,sans-serif; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">5,907,071</FONT></TD><TD STYLE="font-family: Arial,sans-serif; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR STYLE="vertical-align: bottom; background-color: White">
    <TD STYLE="font-family: Arial,sans-serif; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font-family: Arial,sans-serif; text-align: right; vertical-align: top"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">5,250,000</FONT></TD><TD STYLE="font-family: Arial,sans-serif; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font-family: Arial,sans-serif"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="font-family: Arial,sans-serif; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">Veeco
    Instruments, Inc.<BR> 2.700%, 01/15/23</FONT></TD><TD STYLE="font-family: Arial,sans-serif"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="font-family: Arial,sans-serif; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font-family: Arial,sans-serif; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">5,138,516</FONT></TD><TD STYLE="font-family: Arial,sans-serif; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD></TR>
</TABLE>
</DIV>
<BR CLEAR="ALL"><BR>

<P STYLE="font: 10pt Arial,sans-serif; margin: 0pt 0; text-align: center"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">See
accompanying Notes to Schedule of Investments</FONT></P>

<P STYLE="margin: 0"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">&nbsp;</FONT></P>

<P STYLE="margin: 0"></P>

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<P STYLE="margin: 0"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">&nbsp;</FONT></P>


<P STYLE="font: 10pt Arial Narrow,sans-serif; margin: 0pt 0"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif"><B>Convertible
Opportunities and Income Fund</B>&nbsp;</FONT></P>

<P STYLE="color: white; font: bold 10pt Arial,sans-serif; margin: 4pt 0; background-color: black"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">SCHEDULE
OF INVESTMENTS JANUARY 31, 2017 (UNAUDITED)&nbsp;</FONT></P>

<P STYLE="margin: 0"></P>

<DIV STYLE="POSITION:RELATIVE;FLOAT:LEFT;WIDTH:48%"><TABLE CELLPADDING="0" CELLSPACING="0" STYLE="border-collapse: collapse; width: 100%; font: 10pt Calibri, Helvetica, Sans-Serif">
<TR STYLE="vertical-align: bottom"><TD COLSPAN="2" STYLE="font: bold 10pt Arial,sans-serif; text-transform: uppercase; text-align: center; border-bottom: Black 1pt solid"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">PRINCIPAL</FONT><FONT STYLE="font-size: 8pt"><BR>
    <FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">AMOUNT</FONT></FONT></TD><TD STYLE="padding-bottom: 1pt; font: bold 10pt Arial,sans-serif; text-transform: uppercase; border-bottom: Black 1pt solid"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font: 10pt Calibri,sans-serif; padding-bottom: 1pt; border-bottom: Black 1pt solid"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="font: 10pt Calibri,sans-serif; border-bottom: Black 1pt solid"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font: bold 10pt Arial,sans-serif; text-transform: uppercase; padding-bottom: 1pt; border-bottom: Black 1pt solid"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD COLSPAN="2" STYLE="font: bold 10pt Arial,sans-serif; text-transform: uppercase; text-align: center; border-bottom: Black 1pt solid"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">VALUE</FONT></TD><TD STYLE="padding-bottom: 1pt; font: bold 10pt Arial,sans-serif; text-transform: uppercase; border-bottom: Black 1pt solid"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR STYLE="vertical-align: bottom; background-color: rgb(204,238,255)">
    <TD STYLE="width: 1%; font: 10pt Arial,sans-serif; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="width: 16%; font: 10pt Arial,sans-serif; text-align: right; vertical-align: top"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">3,937,000</FONT></TD><TD STYLE="width: 7%; font: 10pt Arial,sans-serif; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="width: 2%; font: 10pt Arial,sans-serif"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="width: 53%; font: 10pt Arial,sans-serif; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">WebMD
    Health Corp.*^</FONT><FONT STYLE="font-size: 8pt"><BR> <FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">2.625%, 06/15/23</FONT></FONT></TD><TD STYLE="width: 1%; font: 10pt Arial,sans-serif"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="width: 1%; font: 10pt Arial,sans-serif; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">$</FONT></TD><TD STYLE="width: 18%; font: 10pt Arial,sans-serif; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">3,728,201</FONT></TD><TD STYLE="width: 1%; font: 10pt Arial,sans-serif; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR STYLE="vertical-align: bottom; background-color: White">
    <TD STYLE="font: 10pt Calibri,sans-serif; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font: 10pt Calibri,sans-serif; text-align: right; vertical-align: top"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font: 10pt Calibri,sans-serif; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font: 10pt Arial,sans-serif"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="font: 10pt Arial,sans-serif; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">Workday,
    Inc.</FONT></TD><TD STYLE="font: 10pt Calibri,sans-serif"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="font: 10pt Calibri,sans-serif; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font: 10pt Calibri,sans-serif; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font: 10pt Calibri,sans-serif; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR STYLE="vertical-align: bottom; background-color: rgb(204,238,255)">
    <TD STYLE="font: 10pt Arial,sans-serif; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font: 10pt Arial,sans-serif; text-align: right; vertical-align: top"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">5,125,000</FONT></TD><TD STYLE="font: 10pt Arial,sans-serif; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font: 10pt Arial,sans-serif"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="font: 10pt Arial,sans-serif"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">0.750%, 07/15/18^&micro;</FONT></TD><TD STYLE="font: 10pt Arial,sans-serif"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="font: 10pt Arial,sans-serif; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font: 10pt Arial,sans-serif; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">5,923,962</FONT></TD><TD STYLE="font: 10pt Arial,sans-serif; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR STYLE="vertical-align: bottom; background-color: White">
    <TD STYLE="font: 10pt Arial,sans-serif; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font: 10pt Arial,sans-serif; text-align: right; vertical-align: top"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">1,950,000</FONT></TD><TD STYLE="font: 10pt Arial,sans-serif; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font: 10pt Arial,sans-serif"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="font: 10pt Arial,sans-serif"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">1.500%, 07/15/20</FONT></TD><TD STYLE="font: 10pt Arial,sans-serif"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="font: 10pt Arial,sans-serif; text-align: left; border-bottom: Black 1pt solid"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font: 10pt Arial,sans-serif; text-align: right; border-bottom: Black 1pt solid"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">2,408,747</FONT></TD><TD STYLE="font: 10pt Arial,sans-serif; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR STYLE="vertical-align: bottom; background-color: rgb(204,238,255)">
    <TD STYLE="font: 10pt Calibri,sans-serif; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font: 10pt Calibri,sans-serif; text-align: right; vertical-align: top"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font: 10pt Calibri,sans-serif; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font: 10pt Calibri,sans-serif"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="font: 10pt Calibri,sans-serif"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font: 10pt Arial,sans-serif"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="font: 10pt Arial,sans-serif; text-align: left; border-bottom: Black 1pt solid"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font: 10pt Arial,sans-serif; text-align: right; border-bottom: Black 1pt solid"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">194,716,866</FONT></TD><TD STYLE="font: 10pt Arial,sans-serif; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR STYLE="vertical-align: bottom; background-color: White">
    <TD STYLE="font: italic bold 10pt Arial,sans-serif; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font: italic bold 10pt Arial,sans-serif; text-align: right; vertical-align: top"></TD><TD STYLE="font: italic bold 10pt Arial,sans-serif; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD COLSPAN="2"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt"><B><I>Materials
                                         (1.1%)</I></B></FONT></TD><TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR STYLE="vertical-align: bottom; background-color: rgb(204,238,255)">
    <TD STYLE="font: 10pt Arial,sans-serif; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font: 10pt Arial,sans-serif; text-align: right; vertical-align: top"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">4,700,000</FONT></TD><TD STYLE="font: 10pt Arial,sans-serif; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font: 10pt Arial,sans-serif"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="font: 10pt Arial,sans-serif; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">Royal
    Gold, Inc.^</FONT><FONT STYLE="font-size: 8pt"><BR> <FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">2.875%, 06/15/19</FONT></FONT></TD><TD STYLE="font: 10pt Arial,sans-serif"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="font: 10pt Arial,sans-serif; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font: 10pt Arial,sans-serif; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">5,143,234</FONT></TD><TD STYLE="font: 10pt Arial,sans-serif; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR STYLE="vertical-align: bottom; background-color: White">
    <TD STYLE="font: 10pt Arial,sans-serif; text-align: left; padding-bottom: 1pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font: 10pt Arial,sans-serif; text-align: right; vertical-align: top; padding-bottom: 1pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">2,800,000</FONT></TD><TD STYLE="font: 10pt Arial,sans-serif; text-align: left; padding-bottom: 1pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font: 10pt Arial,sans-serif; padding-bottom: 1pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="font: 10pt Arial,sans-serif; text-align: left; padding-bottom: 1pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">RTI
    International Metals, Inc.</FONT><FONT STYLE="font-size: 8pt"><BR> <FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">1.625%,
    10/15/19</FONT></FONT></TD><TD STYLE="font: 10pt Arial,sans-serif; padding-bottom: 1pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="font: 10pt Arial,sans-serif; text-align: left; border-bottom: Black 1pt solid"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font: 10pt Arial,sans-serif; text-align: right; border-bottom: Black 1pt solid"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">3,066,756</FONT></TD><TD STYLE="font: 10pt Arial,sans-serif; text-align: left; padding-bottom: 1pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR STYLE="vertical-align: bottom; background-color: rgb(204,238,255)">
    <TD STYLE="font: 10pt Calibri,sans-serif; text-align: left; padding-bottom: 1pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font: 10pt Calibri,sans-serif; text-align: right; vertical-align: top; padding-bottom: 1pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font: 10pt Calibri,sans-serif; text-align: left; padding-bottom: 1pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font: 10pt Calibri,sans-serif; padding-bottom: 1pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="font: 10pt Calibri,sans-serif; padding-bottom: 1pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font: 10pt Arial,sans-serif; padding-bottom: 1pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="font: 10pt Arial,sans-serif; text-align: left; border-bottom: Black 1pt solid"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font: 10pt Arial,sans-serif; text-align: right; border-bottom: Black 1pt solid"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">8,209,990</FONT></TD><TD STYLE="font: 10pt Arial,sans-serif; text-align: left; padding-bottom: 1pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR STYLE="vertical-align: bottom; background-color: White">
    <TD STYLE="font: italic bold 10pt Arial,sans-serif; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font: italic bold 10pt Arial,sans-serif; text-align: right; vertical-align: top"></TD><TD STYLE="font: italic bold 10pt Arial,sans-serif; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD COLSPAN="2"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt"><B><I>Real
                                         Estate (2.2%)</I></B></FONT></TD><TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR STYLE="vertical-align: bottom; background-color: rgb(204,238,255)">
    <TD STYLE="font: 10pt Arial,sans-serif; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font: 10pt Arial,sans-serif; text-align: right; vertical-align: top"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">3,600,000</FONT></TD><TD STYLE="font: 10pt Arial,sans-serif; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font: 10pt Arial,sans-serif"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="font: 10pt Arial,sans-serif; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">Colony
    Starwood Homes*^</FONT><FONT STYLE="font-size: 8pt"><BR> <FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">3.500%, 01/15/22</FONT></FONT></TD><TD STYLE="font: 10pt Arial,sans-serif"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="font: 10pt Arial,sans-serif; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font: 10pt Arial,sans-serif; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">3,648,780</FONT></TD><TD STYLE="font: 10pt Arial,sans-serif; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR STYLE="vertical-align: bottom; background-color: White">
    <TD STYLE="font: 10pt Arial,sans-serif; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font: 10pt Arial,sans-serif; text-align: right; vertical-align: top"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">2,300,000</FONT></TD><TD STYLE="font: 10pt Arial,sans-serif; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font: 10pt Arial,sans-serif"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="font: 10pt Arial,sans-serif; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">Empire
    State Realty OP, LP*</FONT><FONT STYLE="font-size: 8pt"><BR> <FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">2.625%,
    08/15/19</FONT></FONT></TD><TD STYLE="font: 10pt Arial,sans-serif"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="font: 10pt Arial,sans-serif; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font: 10pt Arial,sans-serif; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">2,618,458</FONT></TD><TD STYLE="font: 10pt Arial,sans-serif; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR STYLE="vertical-align: bottom; background-color: rgb(204,238,255)">
    <TD STYLE="font: 10pt Arial,sans-serif; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font: 10pt Arial,sans-serif; text-align: right; vertical-align: top"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">3,500,000</FONT></TD><TD STYLE="font: 10pt Arial,sans-serif; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font: 10pt Arial,sans-serif"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="font: 10pt Arial,sans-serif; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">IAS
    Operating Partnership, LP*^</FONT><FONT STYLE="font-size: 8pt"><BR> <FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">5.000%,
    03/15/18</FONT></FONT></TD><TD STYLE="font: 10pt Arial,sans-serif"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="font: 10pt Arial,sans-serif; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font: 10pt Arial,sans-serif; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">3,561,408</FONT></TD><TD STYLE="font: 10pt Arial,sans-serif; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR STYLE="vertical-align: bottom; background-color: White">
    <TD STYLE="font: 10pt Arial,sans-serif; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font: 10pt Arial,sans-serif; text-align: right; vertical-align: top"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">4,200,000</FONT></TD><TD STYLE="font: 10pt Arial,sans-serif; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font: 10pt Arial,sans-serif"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="font: 10pt Arial,sans-serif; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">Spirit
    Realty Capital, Inc.^&micro;</FONT><FONT STYLE="font-size: 8pt"><BR> <FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">2.875%,
    05/15/19</FONT></FONT></TD><TD STYLE="font: 10pt Arial,sans-serif"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="font: 10pt Arial,sans-serif; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font: 10pt Arial,sans-serif; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">4,298,553</FONT></TD><TD STYLE="font: 10pt Arial,sans-serif; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR STYLE="vertical-align: bottom; background-color: rgb(204,238,255)">
    <TD STYLE="font: 10pt Arial,sans-serif; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font: 10pt Arial,sans-serif; text-align: right; vertical-align: top"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">2,900,000</FONT></TD><TD STYLE="font: 10pt Arial,sans-serif; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font: 10pt Arial,sans-serif"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="font: 10pt Arial,sans-serif; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">Starwood
    Property Trust, Inc.^&micro;</FONT><FONT STYLE="font-size: 8pt"><BR> <FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">4.550%,
    03/01/18</FONT></FONT></TD><TD STYLE="font: 10pt Arial,sans-serif"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="font: 10pt Arial,sans-serif; text-align: left; border-bottom: Black 1pt solid"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font: 10pt Arial,sans-serif; text-align: right; border-bottom: Black 1pt solid"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">3,147,022</FONT></TD><TD STYLE="font: 10pt Arial,sans-serif; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR STYLE="vertical-align: bottom; background-color: White">
    <TD STYLE="font: 10pt Calibri,sans-serif; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font: 10pt Calibri,sans-serif; text-align: right; vertical-align: top"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font: 10pt Calibri,sans-serif; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font: 10pt Calibri,sans-serif"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="font: 10pt Calibri,sans-serif"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font: 10pt Arial,sans-serif"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="font: 10pt Arial,sans-serif; text-align: left; border-bottom: Black 1pt solid"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font: 10pt Arial,sans-serif; text-align: right; border-bottom: Black 1pt solid"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">17,274,221</FONT></TD><TD STYLE="font: 10pt Arial,sans-serif; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR STYLE="vertical-align: bottom; background-color: rgb(204,238,255)">
    <TD STYLE="font: 10pt Calibri,sans-serif; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font: 10pt Calibri,sans-serif; text-align: right; vertical-align: top"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font: 10pt Calibri,sans-serif; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD COLSPAN="2" STYLE="font: 10pt Arial,sans-serif; text-transform: uppercase"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt"><B>Total
                                         Convertible Bonds</B></FONT><BR> <FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">(C<FONT STYLE="text-transform: lowercase">ost
                                         </FONT>$450,526,133)</FONT></TD><TD STYLE="font: 10pt Arial,sans-serif"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="font: 10pt Arial,sans-serif; text-align: left; border-bottom: Black 2.5pt double"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font: 10pt Arial,sans-serif; text-align: right; border-bottom: Black 2.5pt double"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">449,753,059</FONT></TD><TD STYLE="font: 10pt Arial,sans-serif; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR STYLE="vertical-align: bottom; background-color: White">
    <TD STYLE="font: bold 10pt Arial,sans-serif; text-transform: uppercase; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD COLSPAN="4" STYLE="font: bold 10pt Arial,sans-serif; text-transform: uppercase; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt; text-transform: uppercase"><B>U.S.
                                         Government and Agency Security (0.1%)</B></FONT></TD><TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR STYLE="vertical-align: bottom; background-color: rgb(204,238,255)">
    <TD STYLE="font: 10pt Arial,sans-serif; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font: 10pt Arial,sans-serif; text-align: right; vertical-align: top"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">400,000</FONT></TD><TD STYLE="font: 10pt Arial,sans-serif; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font: 10pt Arial,sans-serif"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="font: 10pt Arial,sans-serif; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">United
    States Treasury Note~</FONT><FONT STYLE="font-size: 8pt"><BR> <FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">0.875%,
    11/15/17</FONT><BR> <FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">(Cost $400,013)</FONT></FONT></TD><TD STYLE="font: 10pt Arial,sans-serif"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="font: 10pt Arial,sans-serif; text-align: left; border-bottom: Black 2.5pt double"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font: 10pt Arial,sans-serif; text-align: right; border-bottom: Black 2.5pt double"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">400,320</FONT></TD><TD STYLE="font: 10pt Arial,sans-serif; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD></TR>
</TABLE>
<P STYLE="margin: 0"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">&nbsp;</FONT></P>


<P STYLE="margin: 0"></P>

<TABLE CELLPADDING="0" CELLSPACING="0" STYLE="border-collapse: collapse; width: 100%; font: 10pt Calibri, Helvetica, Sans-Serif">
<TR STYLE="vertical-align: bottom">
    <TD COLSPAN="2" STYLE="font-family: Arial,sans-serif; font-weight: bold; text-transform: uppercase; text-align: center; border-bottom: Black 1pt solid"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">NUMBER
    OF<BR> SHARES</FONT></TD><TD STYLE="padding-bottom: 1pt; font-family: Arial,sans-serif; font-weight: bold; text-transform: uppercase; border-bottom: Black 1pt solid"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="padding-bottom: 1pt; border-bottom: Black 1pt solid"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="border-bottom: Black 1pt solid"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font-family: Arial,sans-serif; font-weight: bold; text-transform: uppercase; padding-bottom: 1pt; border-bottom: Black 1pt solid"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD COLSPAN="2" STYLE="font-family: Arial,sans-serif; font-weight: bold; text-transform: uppercase; text-align: center; border-bottom: Black 1pt solid"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">VALUE</FONT></TD><TD STYLE="padding-bottom: 1pt; font-family: Arial,sans-serif; font-weight: bold; text-transform: uppercase; border-bottom: Black 1pt solid"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD COLSPAN="8" STYLE="font-family: Arial,sans-serif; font-weight: bold; text-transform: uppercase"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">Convertible
    Preferred Stocks (21.3%)</FONT></TD><TD STYLE="font-family: Arial,sans-serif; font-weight: bold; text-transform: uppercase"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD STYLE="font-family: Arial,sans-serif; font-weight: bold; font-style: italic; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font-family: Arial,sans-serif; font-weight: bold; font-style: italic; text-align: right; vertical-align: top"></TD><TD STYLE="font-family: Arial,sans-serif; font-weight: bold; font-style: italic; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD COLSPAN="2"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt"><B><I>Consumer
                                         Staples (0.7%)</I></B></FONT></TD><TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR STYLE="vertical-align: bottom; background-color: rgb(204,238,255)">
    <TD STYLE="width: 1%; font-family: Arial,sans-serif; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="width: 16%; font-family: Arial,sans-serif; text-align: right; vertical-align: top"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">54,000</FONT></TD><TD STYLE="width: 7%; font-family: Arial,sans-serif; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="width: 2%; font-family: Arial,sans-serif"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="width: 53%; font-family: Arial,sans-serif; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">Bunge,
    Ltd.&micro;<BR> 4.875%</FONT></TD><TD STYLE="width: 1%; font-family: Arial,sans-serif"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="width: 1%; font-family: Arial,sans-serif; text-align: left; border-bottom: Black 1pt solid"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="width: 18%; font-family: Arial,sans-serif; text-align: right; border-bottom: Black 1pt solid"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">5,404,493</FONT></TD><TD STYLE="width: 1%; font-family: Arial,sans-serif; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR STYLE="vertical-align: bottom; background-color: White">
    <TD STYLE="font-family: Arial,sans-serif; font-weight: bold; font-style: italic; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font-family: Arial,sans-serif; font-weight: bold; font-style: italic; text-align: right; vertical-align: top"></TD><TD STYLE="font-family: Arial,sans-serif; font-weight: bold; font-style: italic; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD COLSPAN="2"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt"><B><I>Energy
                                         (2.9%)</I></B></FONT></TD><TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR STYLE="vertical-align: bottom; background-color: rgb(204,238,255)">
    <TD STYLE="font-family: Arial,sans-serif; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font-family: Arial,sans-serif; text-align: right; vertical-align: top"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">95,000</FONT></TD><TD STYLE="font-family: Arial,sans-serif; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font-family: Arial,sans-serif"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="font-family: Arial,sans-serif; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">CenterPoint
    Energy, Inc. (Time Warner, Inc., Charter Communications, Time, Inc.)&Dagger;&sect;<BR> 4.184%</FONT></TD><TD STYLE="font-family: Arial,sans-serif"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="font-family: Arial,sans-serif; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font-family: Arial,sans-serif; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">6,634,657</FONT></TD><TD STYLE="font-family: Arial,sans-serif; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR STYLE="vertical-align: bottom; background-color: White">
    <TD STYLE="font-family: Arial,sans-serif; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font-family: Arial,sans-serif; text-align: right; vertical-align: top"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">117,800</FONT></TD><TD STYLE="font-family: Arial,sans-serif; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font-family: Arial,sans-serif"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="font-family: Arial,sans-serif; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">Hess
    Corp.<BR>
    8.000%</FONT></TD><TD STYLE="font-family: Arial,sans-serif"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="font-family: Arial,sans-serif; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font-family: Arial,sans-serif; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">7,596,922</FONT></TD><TD STYLE="font-family: Arial,sans-serif; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR STYLE="vertical-align: bottom; background-color: rgb(204,238,255)">
    <TD STYLE="font-family: Arial,sans-serif; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font-family: Arial,sans-serif; text-align: right; vertical-align: top"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">158,550</FONT></TD><TD STYLE="font-family: Arial,sans-serif; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font-family: Arial,sans-serif"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="font-family: Arial,sans-serif; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">Southwestern
    Energy Company^<BR> 6.250%</FONT></TD><TD STYLE="font-family: Arial,sans-serif"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="font-family: Arial,sans-serif; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font-family: Arial,sans-serif; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">3,508,712</FONT></TD><TD STYLE="font-family: Arial,sans-serif; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR STYLE="vertical-align: bottom; background-color: White">
    <TD STYLE="font-family: Arial,sans-serif; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font-family: Arial,sans-serif; text-align: right; vertical-align: top"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">73,500</FONT></TD><TD STYLE="font-family: Arial,sans-serif; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font-family: Arial,sans-serif"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="font-family: Arial,sans-serif; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">WPX
    Energy, Inc.<BR> 6.250%</FONT></TD><TD STYLE="font-family: Arial,sans-serif"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="font-family: Arial,sans-serif; text-align: left; border-bottom: Black 1pt solid"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font-family: Arial,sans-serif; text-align: right; border-bottom: Black 1pt solid"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">4,575,375</FONT></TD><TD STYLE="font-family: Arial,sans-serif; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR STYLE="vertical-align: bottom; background-color: rgb(204,238,255)">
    <TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: right; vertical-align: top"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font-family: Arial,sans-serif"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="font-family: Arial,sans-serif; text-align: left; border-bottom: Black 1pt solid"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font-family: Arial,sans-serif; text-align: right; border-bottom: Black 1pt solid"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">22,315,666</FONT></TD><TD STYLE="font-family: Arial,sans-serif; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR STYLE="vertical-align: bottom; background-color: White">
    <TD STYLE="font-family: Arial,sans-serif; font-weight: bold; font-style: italic; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font-family: Arial,sans-serif; font-weight: bold; font-style: italic; text-align: right; vertical-align: top"></TD><TD STYLE="font-family: Arial,sans-serif; font-weight: bold; font-style: italic; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD COLSPAN="2"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt"><B><I>Financials
                                         (2.5%)</I></B></FONT></TD><TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR STYLE="vertical-align: bottom; background-color: rgb(204,238,255)">
    <TD STYLE="font-family: Arial,sans-serif; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font-family: Arial,sans-serif; text-align: right; vertical-align: top"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">95,750</FONT></TD><TD STYLE="font-family: Arial,sans-serif; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font-family: Arial,sans-serif"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="font-family: Arial,sans-serif; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">Affiliated
    Managers Group, Inc.&micro;<BR> 5.150%</FONT></TD><TD STYLE="font-family: Arial,sans-serif"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="font-family: Arial,sans-serif; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font-family: Arial,sans-serif; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">5,438,734</FONT></TD><TD STYLE="font-family: Arial,sans-serif; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR STYLE="vertical-align: bottom; background-color: White">
    <TD STYLE="font-family: Arial,sans-serif; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font-family: Arial,sans-serif; text-align: right; vertical-align: top"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">4,600</FONT></TD><TD STYLE="font-family: Arial,sans-serif; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font-family: Arial,sans-serif"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="font-family: Arial,sans-serif; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">Bank
    of America Corp.&micro;<BR> 7.250%</FONT></TD><TD STYLE="font-family: Arial,sans-serif"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="font-family: Arial,sans-serif; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font-family: Arial,sans-serif; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">5,484,350</FONT></TD><TD STYLE="font-family: Arial,sans-serif; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR STYLE="vertical-align: bottom; background-color: rgb(204,238,255)">
    <TD STYLE="font-family: Arial,sans-serif; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font-family: Arial,sans-serif; text-align: right; vertical-align: top"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">27,248</FONT></TD><TD STYLE="font-family: Arial,sans-serif; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font-family: Arial,sans-serif"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="font-family: Arial,sans-serif; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">Virtus
    Investment Partners, Inc.<BR> 7.250%</FONT></TD><TD STYLE="font-family: Arial,sans-serif"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="font-family: Arial,sans-serif; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font-family: Arial,sans-serif; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">2,717,307</FONT></TD><TD STYLE="font-family: Arial,sans-serif; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD></TR>
</TABLE>


<P STYLE="margin: 0"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">&nbsp;</FONT></P>
</DIV>
<DIV STYLE="POSITION:RELATIVE;FLOAT:RIGHT;WIDTH:48%">
<TABLE CELLPADDING="0" CELLSPACING="0" STYLE="border-collapse: collapse; width: 100%; font: 10pt Calibri, Helvetica, Sans-Serif">
<TR STYLE="vertical-align: bottom">
    <TD COLSPAN="2" STYLE="font-family: Arial,sans-serif; font-weight: bold; text-transform: uppercase; text-align: center; border-bottom: Black 1pt solid"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">NUMBER
    OF<BR> SHARES</FONT></TD><TD STYLE="padding-bottom: 1pt; font-family: Arial,sans-serif; font-weight: bold; text-transform: uppercase; border-bottom: Black 1pt solid"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="padding-bottom: 1pt; border-bottom: Black 1pt solid"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="border-bottom: Black 1pt solid"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font-family: Arial,sans-serif; font-weight: bold; text-transform: uppercase; padding-bottom: 1pt; border-bottom: Black 1pt solid"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD COLSPAN="2" STYLE="font-family: Arial,sans-serif; font-weight: bold; text-transform: uppercase; text-align: center; border-bottom: Black 1pt solid"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">VALUE</FONT></TD><TD STYLE="padding-bottom: 1pt; font-family: Arial,sans-serif; font-weight: bold; text-transform: uppercase; border-bottom: Black 1pt solid"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR STYLE="vertical-align: bottom; background-color: rgb(204,238,255)">
    <TD STYLE="width: 1%; font-family: Arial,sans-serif; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="width: 16%; font-family: Arial,sans-serif; text-align: right; vertical-align: top"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">4,375</FONT></TD><TD STYLE="width: 7%; font-family: Arial,sans-serif; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="width: 2%; font-family: Arial,sans-serif"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="width: 53%; font-family: Arial,sans-serif; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">Wells
    Fargo &amp; Company<BR> 7.500%</FONT></TD><TD STYLE="width: 1%; font-family: Arial,sans-serif"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="width: 1%; font-family: Arial,sans-serif; text-align: left; border-bottom: Black 1pt solid"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">$</FONT></TD><TD STYLE="width: 18%; font-family: Arial,sans-serif; text-align: right; border-bottom: Black 1pt solid"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">5,254,594</FONT></TD><TD STYLE="width: 1%; font-family: Arial,sans-serif; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR STYLE="vertical-align: bottom; background-color: White">
    <TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: right; vertical-align: top"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font-family: Arial,sans-serif"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="font-family: Arial,sans-serif; text-align: left; border-bottom: Black 1pt solid"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font-family: Arial,sans-serif; text-align: right; border-bottom: Black 1pt solid"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">18,894,985</FONT></TD><TD STYLE="font-family: Arial,sans-serif; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR STYLE="vertical-align: bottom; background-color: rgb(204,238,255)">
    <TD STYLE="font-family: Arial,sans-serif; font-weight: bold; font-style: italic; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font-family: Arial,sans-serif; font-weight: bold; font-style: italic; text-align: right; vertical-align: top"></TD><TD STYLE="font-family: Arial,sans-serif; font-weight: bold; font-style: italic; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD COLSPAN="2"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt"><B><I>Health
                                         Care (4.5%)</I></B></FONT></TD><TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR STYLE="vertical-align: bottom; background-color: White">
    <TD STYLE="font-family: Arial,sans-serif; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font-family: Arial,sans-serif; text-align: right; vertical-align: top"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">24,950</FONT></TD><TD STYLE="font-family: Arial,sans-serif; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font-family: Arial,sans-serif"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="font-family: Arial,sans-serif; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">Allergan,
    PLC<BR> 5.500%</FONT></TD><TD STYLE="font-family: Arial,sans-serif"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="font-family: Arial,sans-serif; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font-family: Arial,sans-serif; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">19,747,675</FONT></TD><TD STYLE="font-family: Arial,sans-serif; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR STYLE="vertical-align: bottom; background-color: rgb(204,238,255)">
    <TD STYLE="font-family: Arial,sans-serif; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font-family: Arial,sans-serif; text-align: right; vertical-align: top"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">302,500</FONT></TD><TD STYLE="font-family: Arial,sans-serif; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font-family: Arial,sans-serif"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="font-family: Arial,sans-serif; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">Anthem,
    Inc.&micro;<BR> 5.250%</FONT></TD><TD STYLE="font-family: Arial,sans-serif"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="font-family: Arial,sans-serif; text-align: left; border-bottom: Black 1pt solid"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font-family: Arial,sans-serif; text-align: right; border-bottom: Black 1pt solid"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">14,653,100</FONT></TD><TD STYLE="font-family: Arial,sans-serif; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR STYLE="vertical-align: bottom; background-color: White">
    <TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: right; vertical-align: top"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font-family: Arial,sans-serif"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="font-family: Arial,sans-serif; text-align: left; border-bottom: Black 1pt solid"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font-family: Arial,sans-serif; text-align: right; border-bottom: Black 1pt solid"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">34,400,775</FONT></TD><TD STYLE="font-family: Arial,sans-serif; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR STYLE="vertical-align: bottom; background-color: rgb(204,238,255)">
    <TD STYLE="font-family: Arial,sans-serif; font-weight: bold; font-style: italic; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font-family: Arial,sans-serif; font-weight: bold; font-style: italic; text-align: right; vertical-align: top"></TD><TD STYLE="font-family: Arial,sans-serif; font-weight: bold; font-style: italic; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD COLSPAN="2"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt"><B><I>Industrials
                                         (0.7%)</I></B></FONT></TD><TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR STYLE="vertical-align: bottom; background-color: White">
    <TD STYLE="font-family: Arial,sans-serif; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font-family: Arial,sans-serif; text-align: right; vertical-align: top"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">105,400</FONT></TD><TD STYLE="font-family: Arial,sans-serif; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font-family: Arial,sans-serif"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="font-family: Arial,sans-serif; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">Rexnord
    Corp.^<BR> 5.750%</FONT></TD><TD STYLE="font-family: Arial,sans-serif"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="font-family: Arial,sans-serif; text-align: left; border-bottom: Black 1pt solid"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font-family: Arial,sans-serif; text-align: right; border-bottom: Black 1pt solid"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">5,594,632</FONT></TD><TD STYLE="font-family: Arial,sans-serif; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR STYLE="vertical-align: bottom; background-color: rgb(204,238,255)">
    <TD STYLE="font-family: Arial,sans-serif; font-weight: bold; font-style: italic; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font-family: Arial,sans-serif; font-weight: bold; font-style: italic; text-align: right; vertical-align: top"></TD><TD STYLE="font-family: Arial,sans-serif; font-weight: bold; font-style: italic; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD COLSPAN="2"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt"><B><I>Information
                                         Technology (0.7%)</I></B></FONT></TD><TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR STYLE="vertical-align: bottom; background-color: White">
    <TD STYLE="font-family: Arial,sans-serif; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font-family: Arial,sans-serif; text-align: right; vertical-align: top"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">53,400</FONT></TD><TD STYLE="font-family: Arial,sans-serif; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font-family: Arial,sans-serif"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="font-family: Arial,sans-serif; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">Belden,
    Inc.<BR> 6.750%</FONT></TD><TD STYLE="font-family: Arial,sans-serif"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="font-family: Arial,sans-serif; text-align: left; border-bottom: Black 1pt solid"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font-family: Arial,sans-serif; text-align: right; border-bottom: Black 1pt solid"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">5,717,004</FONT></TD><TD STYLE="font-family: Arial,sans-serif; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR STYLE="vertical-align: bottom; background-color: rgb(204,238,255)">
    <TD STYLE="font-family: Arial,sans-serif; font-weight: bold; font-style: italic; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font-family: Arial,sans-serif; font-weight: bold; font-style: italic; text-align: right; vertical-align: top"></TD><TD STYLE="font-family: Arial,sans-serif; font-weight: bold; font-style: italic; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD COLSPAN="2"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt"><B><I>Materials
                                         (0.3%)</I></B></FONT></TD><TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR STYLE="vertical-align: bottom; background-color: White">
    <TD STYLE="font-family: Arial,sans-serif; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font-family: Arial,sans-serif; text-align: right; vertical-align: top"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">70,000</FONT></TD><TD STYLE="font-family: Arial,sans-serif; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font-family: Arial,sans-serif"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="font-family: Arial,sans-serif; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">Arconic,
    Inc.<BR> 5.375%</FONT></TD><TD STYLE="font-family: Arial,sans-serif"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="font-family: Arial,sans-serif; text-align: left; border-bottom: Black 1pt solid"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font-family: Arial,sans-serif; text-align: right; border-bottom: Black 1pt solid"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">2,566,900</FONT></TD><TD STYLE="font-family: Arial,sans-serif; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR STYLE="vertical-align: bottom; background-color: rgb(204,238,255)">
    <TD STYLE="font-family: Arial,sans-serif; font-weight: bold; font-style: italic; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font-family: Arial,sans-serif; font-weight: bold; font-style: italic; text-align: right; vertical-align: top"></TD><TD STYLE="font-family: Arial,sans-serif; font-weight: bold; font-style: italic; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD COLSPAN="2"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt"><B><I>Real
                                         Estate (1.2%)</I></B></FONT></TD><TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR STYLE="vertical-align: bottom; background-color: White">
    <TD STYLE="font-family: Arial,sans-serif; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font-family: Arial,sans-serif; text-align: right; vertical-align: top"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">16,650</FONT></TD><TD STYLE="font-family: Arial,sans-serif; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font-family: Arial,sans-serif"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="font-family: Arial,sans-serif; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">American
    Tower Corp.^<BR> 5.500%</FONT></TD><TD STYLE="font-family: Arial,sans-serif"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="font-family: Arial,sans-serif; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font-family: Arial,sans-serif; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">1,678,819</FONT></TD><TD STYLE="font-family: Arial,sans-serif; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR STYLE="vertical-align: bottom; background-color: rgb(204,238,255)">
    <TD STYLE="font-family: Arial,sans-serif; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font-family: Arial,sans-serif; text-align: right; vertical-align: top"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">130,225</FONT></TD><TD STYLE="font-family: Arial,sans-serif; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font-family: Arial,sans-serif"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="font-family: Arial,sans-serif; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">Welltower,
    Inc.^<BR> 6.500%</FONT></TD><TD STYLE="font-family: Arial,sans-serif"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="font-family: Arial,sans-serif; text-align: left; border-bottom: Black 1pt solid"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font-family: Arial,sans-serif; text-align: right; border-bottom: Black 1pt solid"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">7,812,198</FONT></TD><TD STYLE="font-family: Arial,sans-serif; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR STYLE="vertical-align: bottom; background-color: White">
    <TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: right; vertical-align: top"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font-family: Arial,sans-serif"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="font-family: Arial,sans-serif; text-align: left; border-bottom: Black 1pt solid"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font-family: Arial,sans-serif; text-align: right; border-bottom: Black 1pt solid"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">9,491,017</FONT></TD><TD STYLE="font-family: Arial,sans-serif; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR STYLE="vertical-align: bottom; background-color: rgb(204,238,255)">
    <TD STYLE="font-family: Arial,sans-serif; font-weight: bold; font-style: italic; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font-family: Arial,sans-serif; font-weight: bold; font-style: italic; text-align: right; vertical-align: top"></TD><TD STYLE="font-family: Arial,sans-serif; font-weight: bold; font-style: italic; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD COLSPAN="2"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt"><B><I>Telecommunication
                                         Services (1.8%)</I></B></FONT></TD><TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR STYLE="vertical-align: bottom; background-color: White">
    <TD STYLE="font-family: Arial,sans-serif; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font-family: Arial,sans-serif; text-align: right; vertical-align: top"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">52,500</FONT></TD><TD STYLE="font-family: Arial,sans-serif; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font-family: Arial,sans-serif"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="font-family: Arial,sans-serif; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">Alibaba
    Exchangeable <BR>
(Softbank)*&sect;<BR> 5.750%</FONT></TD><TD STYLE="font-family: Arial,sans-serif"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="font-family: Arial,sans-serif; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font-family: Arial,sans-serif; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">6,492,938</FONT></TD><TD STYLE="font-family: Arial,sans-serif; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR STYLE="vertical-align: bottom; background-color: rgb(204,238,255)">
    <TD STYLE="font-family: Arial,sans-serif; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font-family: Arial,sans-serif; text-align: right; vertical-align: top"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">68,800</FONT></TD><TD STYLE="font-family: Arial,sans-serif; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font-family: Arial,sans-serif"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="font-family: Arial,sans-serif; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">T-Mobile
    USA, Inc.<BR> 5.500%</FONT></TD><TD STYLE="font-family: Arial,sans-serif"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="font-family: Arial,sans-serif; text-align: left; border-bottom: Black 1pt solid"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font-family: Arial,sans-serif; text-align: right; border-bottom: Black 1pt solid"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">7,028,608</FONT></TD><TD STYLE="font-family: Arial,sans-serif; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR STYLE="vertical-align: bottom; background-color: White">
    <TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: right; vertical-align: top"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font-family: Arial,sans-serif"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="font-family: Arial,sans-serif; text-align: left; border-bottom: Black 1pt solid"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font-family: Arial,sans-serif; text-align: right; border-bottom: Black 1pt solid"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">13,521,546</FONT></TD><TD STYLE="font-family: Arial,sans-serif; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR STYLE="vertical-align: bottom; background-color: rgb(204,238,255)">
    <TD STYLE="font-family: Arial,sans-serif; font-weight: bold; font-style: italic; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font-family: Arial,sans-serif; font-weight: bold; font-style: italic; text-align: right; vertical-align: top"></TD><TD STYLE="font-family: Arial,sans-serif; font-weight: bold; font-style: italic; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD COLSPAN="2"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt"><B><I>Utilities
                                         (6.0%)</I></B></FONT></TD><TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR STYLE="vertical-align: bottom; background-color: White">
    <TD STYLE="font-family: Arial,sans-serif; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font-family: Arial,sans-serif; text-align: right; vertical-align: top"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">170,000</FONT></TD><TD STYLE="font-family: Arial,sans-serif; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font-family: Arial,sans-serif"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="font-family: Arial,sans-serif; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">Dominion
    Resources, Inc.^&micro;<BR> 6.375%</FONT></TD><TD STYLE="font-family: Arial,sans-serif"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="font-family: Arial,sans-serif; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font-family: Arial,sans-serif; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">8,607,100</FONT></TD><TD STYLE="font-family: Arial,sans-serif; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR STYLE="vertical-align: bottom; background-color: rgb(204,238,255)">
    <TD STYLE="font-family: Arial,sans-serif; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font-family: Arial,sans-serif; text-align: right; vertical-align: top"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">107,225</FONT></TD><TD STYLE="font-family: Arial,sans-serif; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font-family: Arial,sans-serif"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="font-family: Arial,sans-serif; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">DTE
    Energy Company&micro;<BR> 6.500%</FONT></TD><TD STYLE="font-family: Arial,sans-serif"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="font-family: Arial,sans-serif; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font-family: Arial,sans-serif; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">5,641,204</FONT></TD><TD STYLE="font-family: Arial,sans-serif; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR STYLE="vertical-align: bottom; background-color: White">
    <TD STYLE="font-family: Arial,sans-serif; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font-family: Arial,sans-serif; text-align: right; vertical-align: top"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">270,000</FONT></TD><TD STYLE="font-family: Arial,sans-serif; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font-family: Arial,sans-serif"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="font-family: Arial,sans-serif; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">Exelon
    Corp.^&micro;<BR> 6.500%</FONT></TD><TD STYLE="font-family: Arial,sans-serif"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="font-family: Arial,sans-serif; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font-family: Arial,sans-serif; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">13,383,900</FONT></TD><TD STYLE="font-family: Arial,sans-serif; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR STYLE="vertical-align: bottom; background-color: rgb(204,238,255)">
    <TD STYLE="font-family: Arial,sans-serif; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font-family: Arial,sans-serif; text-align: right; vertical-align: top"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">107,000</FONT></TD><TD STYLE="font-family: Arial,sans-serif; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font-family: Arial,sans-serif"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="font-family: Arial,sans-serif; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">Great
    Plains Energy, Inc.^<BR> 7.000%</FONT></TD><TD STYLE="font-family: Arial,sans-serif"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="font-family: Arial,sans-serif; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font-family: Arial,sans-serif; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">5,481,610</FONT></TD><TD STYLE="font-family: Arial,sans-serif; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR STYLE="vertical-align: bottom; background-color: White">
    <TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: right; vertical-align: top"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font-family: Arial,sans-serif"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="font-family: Arial,sans-serif; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">NextEra
    Energy, Inc.^</FONT></TD><TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR STYLE="vertical-align: bottom; background-color: rgb(204,238,255)">
    <TD STYLE="font-family: Arial,sans-serif; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font-family: Arial,sans-serif; text-align: right; vertical-align: top"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">163,665</FONT></TD><TD STYLE="font-family: Arial,sans-serif; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font-family: Arial,sans-serif"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="font-family: Arial,sans-serif; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">6.123%</FONT></TD><TD STYLE="font-family: Arial,sans-serif"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="font-family: Arial,sans-serif; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font-family: Arial,sans-serif; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">8,194,706</FONT></TD><TD STYLE="font-family: Arial,sans-serif; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR STYLE="vertical-align: bottom; background-color: White">
    <TD STYLE="font-family: Arial,sans-serif; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font-family: Arial,sans-serif; text-align: right; vertical-align: top"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">86,000</FONT></TD><TD STYLE="font-family: Arial,sans-serif; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font-family: Arial,sans-serif"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="font-family: Arial,sans-serif"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">6.371%&micro;</FONT></TD><TD STYLE="font-family: Arial,sans-serif"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="font-family: Arial,sans-serif; text-align: left; border-bottom: Black 1pt solid"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font-family: Arial,sans-serif; text-align: right; border-bottom: Black 1pt solid"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">5,067,120</FONT></TD><TD STYLE="font-family: Arial,sans-serif; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR STYLE="vertical-align: bottom; background-color: rgb(204,238,255)">
    <TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: right; vertical-align: top"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font-family: Arial,sans-serif"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="font-family: Arial,sans-serif; text-align: left; border-bottom: Black 1pt solid"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font-family: Arial,sans-serif; text-align: right; border-bottom: Black 1pt solid"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">46,375,640</FONT></TD><TD STYLE="font-family: Arial,sans-serif; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR STYLE="vertical-align: bottom; background-color: White">
    <TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: right; vertical-align: top"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD COLSPAN="2" STYLE="font-family: Arial,sans-serif; font-weight: bold; text-transform: uppercase"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><B>Total Convertible Preferred Stocks</B><BR> (C<FONT STYLE="text-transform: lowercase">ost </FONT>$163,893,330)</FONT></TD><TD STYLE="font-family: Arial,sans-serif"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="font-family: Arial,sans-serif; text-align: left; border-bottom: Black 2.5pt double"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font-family: Arial,sans-serif; text-align: right; border-bottom: Black 2.5pt double"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">164,282,658</FONT></TD><TD STYLE="font-family: Arial,sans-serif; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR STYLE="vertical-align: bottom; background-color: rgb(204,238,255)">
    <TD STYLE="font-family: Arial,sans-serif; font-weight: bold; text-transform: uppercase; text-align: left">&nbsp;</TD><TD COLSPAN="4" STYLE="font-family: Arial,sans-serif; font-weight: bold; text-transform: uppercase; text-align: left">&nbsp;</TD><TD>&nbsp;</TD>
    <TD STYLE="text-align: left">&nbsp;</TD><TD STYLE="text-align: right">&nbsp;</TD><TD STYLE="text-align: left">&nbsp;</TD></TR>
<TR STYLE="vertical-align: bottom; background-color: White">
    <TD STYLE="font-family: Arial,sans-serif; font-weight: bold; text-transform: uppercase; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD COLSPAN="4" STYLE="font-family: Arial,sans-serif; font-weight: bold; text-transform: uppercase; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt; text-transform: uppercase"><B>Common
                                         Stock (0.1%)</B></FONT></TD><TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR STYLE="vertical-align: bottom; background-color: rgb(204,238,255)">
    <TD STYLE="font-family: Arial,sans-serif; font-weight: bold; font-style: italic; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font-family: Arial,sans-serif; font-weight: bold; font-style: italic; text-align: right; vertical-align: top"></TD><TD STYLE="font-family: Arial,sans-serif; font-weight: bold; font-style: italic; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD COLSPAN="2"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt"><B><I>Financials
                                         (0.1%)</I></B></FONT></TD><TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR STYLE="vertical-align: bottom; background-color: White">
    <TD STYLE="font-family: Arial,sans-serif; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font-family: Arial,sans-serif; text-align: right; vertical-align: top"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">13,850</FONT></TD><TD STYLE="font-family: Arial,sans-serif; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font-family: Arial,sans-serif"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="font-family: Arial,sans-serif; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">American
    International Group, Inc.&micro; <BR> (Cost $ 623,250)</FONT></TD><TD STYLE="font-family: Arial,sans-serif"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="font-family: Arial,sans-serif; text-align: left; border-bottom: Black 2.5pt double"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font-family: Arial,sans-serif; text-align: right; border-bottom: Black 2.5pt double"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">890,001</FONT></TD><TD STYLE="font-family: Arial,sans-serif; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD></TR>
</TABLE>
</DIV>
<BR CLEAR="ALL"><BR>

<P STYLE="margin-top: 0; text-align: center; margin-bottom: 0"></P>

<P STYLE="font: 10pt Arial,sans-serif; margin: 0pt 0; text-align: center"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">See
accompanying Notes to Schedule of Investments</FONT></P>

<P STYLE="font: 10pt Arial,sans-serif; margin: 0pt 0; text-align: center"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">&nbsp;</FONT></P>

<P STYLE="font: 10pt Arial,sans-serif; margin: 0pt 0; text-align: center"></P>

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<P STYLE="font: 10pt Arial,sans-serif; margin: 0pt 0; text-align: center"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">&nbsp;</FONT></P>

<P STYLE="font: 10pt Arial,sans-serif; margin: 0pt 0; text-align: center"></P>

<P STYLE="font: 10pt Arial Narrow,sans-serif; margin: 0pt 0"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif"><B>Convertible
Opportunities and Income Fund</B>&nbsp;</FONT></P>

<P STYLE="color: white; font: bold 10pt Arial,sans-serif; margin: 4pt 0; background-color: black"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">SCHEDULE
OF INVESTMENTS JANUARY 31, 2017 (UNAUDITED)&nbsp;</FONT></P>



<P STYLE="font: 10pt Arial,sans-serif; margin: 0pt 0; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">&nbsp;</FONT></P>




<DIV STYLE="POSITION:RELATIVE;FLOAT:LEFT;WIDTH:48%"><TABLE CELLPADDING="0" CELLSPACING="0" STYLE="border-collapse: collapse; width: 100%; font: 10pt Arial, Helvetica, Sans-Serif">
<TR STYLE="vertical-align: bottom"><TD STYLE="font-weight: bold; text-transform: uppercase; text-align: center; border-bottom: Black 1pt solid; vertical-align: bottom"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">NUMBER
    OF</FONT><FONT STYLE="font-size: 8pt"><BR> <FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">SHARES</FONT></FONT></TD><TD STYLE="padding-bottom: 1pt; border-bottom: Black 1pt solid"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="border-bottom: Black 1pt solid"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font-weight: bold; text-transform: uppercase; padding-bottom: 1pt; border-bottom: Black 1pt solid"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD COLSPAN="2" STYLE="font-weight: bold; text-transform: uppercase; text-align: center; border-bottom: Black 1pt solid"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">VALUE</FONT></TD><TD STYLE="padding-bottom: 1pt; font-weight: bold; text-transform: uppercase; border-bottom: Black 1pt solid"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD COLSPAN="3" STYLE="font-weight: bold; text-transform: uppercase; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">Short
    Term Investments (1.8%)</FONT></TD><TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR STYLE="vertical-align: bottom; background-color: rgb(204,238,255)">
    <TD STYLE="width: 16%; text-align: right; vertical-align: top"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">6,935,533</FONT></TD><TD STYLE="width: 7%"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="width: 55%; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">Fidelity
    Prime Money Market Fund - Institutional Class</FONT></TD><TD STYLE="width: 2%"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="width: 1%; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">$</FONT></TD><TD STYLE="width: 18%; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">6,938,308</FONT></TD><TD STYLE="width: 1%; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR STYLE="vertical-align: bottom; background-color: White">
    <TD STYLE="text-align: right; vertical-align: top"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">6,915,363</FONT></TD><TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">Morgan Stanley Institutional
    Liquidity Funds - Government Portfolio</FONT></TD><TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: left; border-bottom: Black 1pt solid"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: right; border-bottom: Black 1pt solid"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">6,915,363</FONT></TD><TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR STYLE="vertical-align: bottom; background-color: rgb(204,238,255)">
    <TD STYLE="text-align: right; vertical-align: top"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR STYLE="vertical-align: bottom; background-color: White">
    <TD STYLE="text-align: right; vertical-align: top"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font-weight: bold; text-transform: uppercase"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-transform: uppercase; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt"><B>Total
    Short Term Investments</B></FONT><BR> <FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">(C<FONT STYLE="text-transform: lowercase">ost
    </FONT>$13,853,671)</FONT></TD><TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: left; border-bottom: Black 2.5pt solid"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: right; border-bottom: Black 2.5pt solid"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">13,853,671</FONT></TD><TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR STYLE="vertical-align: bottom; background-color: rgb(204,238,255)">
    <TD COLSPAN="3" STYLE="text-transform: uppercase; text-align: left">&nbsp;</TD><TD>&nbsp;</TD>
    <TD STYLE="text-align: left; padding-bottom: 2.5pt">&nbsp;</TD><TD STYLE="text-align: right; padding-bottom: 2.5pt">&nbsp;</TD><TD STYLE="text-align: left">&nbsp;</TD></TR>
<TR STYLE="vertical-align: bottom; background-color: White">
    <TD COLSPAN="3" STYLE="text-transform: uppercase; text-align: left; padding-left: 0.25in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt"><B>TOTAL
    INVESTMENTS (138.6%)</B></FONT><BR> <FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">(C<FONT STYLE="text-transform: lowercase">ost
    </FONT>$1,060,631,368)</FONT></TD><TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: left; border-bottom: Black 2.5pt solid"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: right; border-bottom: Black 2.5pt solid"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">1,066,735,628</FONT></TD><TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR STYLE="vertical-align: bottom; background-color: rgb(204,238,255)">
    <TD STYLE="font-weight: bold; text-transform: uppercase; text-align: right; vertical-align: top"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR STYLE="vertical-align: bottom; background-color: White">
    <TD COLSPAN="3" STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">LIABILITIES,
    LESS OTHER ASSETS (-38.6%)</FONT></TD><TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: left; border-bottom: Black 1pt solid"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: right; border-bottom: Black 1pt solid"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">(297,226,729</FONT></TD><TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">)</FONT></TD></TR>
<TR STYLE="vertical-align: bottom; background-color: rgb(204,238,255)">
    <TD COLSPAN="3" STYLE="font-weight: bold; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">NET
    ASSETS (100.0%)</FONT></TD><TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: left; border-bottom: Black 2.5pt solid"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">$</FONT></TD><TD STYLE="text-align: right; border-bottom: Black 2.5pt solid"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">769,508,899</FONT></TD><TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR STYLE="vertical-align: bottom; background-color: White">
    <TD STYLE="font-weight: bold; text-align: right; vertical-align: top"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR STYLE="vertical-align: bottom; background-color: rgb(204,238,255)">
    <TD COLSPAN="3" STYLE="font-weight: bold; text-transform: uppercase; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">NOTES
    TO SCHEDULE OF INVESTMENTS</FONT></TD><TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD></TR>
</TABLE>


<P STYLE="font: 10pt Arial,sans-serif; margin: 0pt 0; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">&nbsp;</FONT></P>

</DIV>
<DIV STYLE="POSITION:RELATIVE;FLOAT:RIGHT;WIDTH:48%">
<TABLE CELLSPACING="0" CELLPADDING="0" STYLE="width: 100%; border-collapse: collapse; font-size: 10pt">
<TR><TD STYLE="vertical-align: top; font-family: Calibri,sans-serif; width: 5%"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt"><B>*</B></FONT></TD>
    <TD STYLE="vertical-align: bottom; font-family: Calibri,sans-serif; width: 1%"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; font-family: Calibri,sans-serif; width: 94%"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">Securities
    issued and sold pursuant to a Rule 144A transaction are excepted from the registration requirement of the Securities Act of
    1933, as amended. These securities may only be sold to qualified institutional buyers (&ldquo;QIBs&rdquo;), such as the Fund.
    Any resale of these securities must generally be effected through a sale that is registered under the Act or otherwise exempted
    from such registration requirements.</FONT></TD>
    </TR>
<TR>
    <TD STYLE="vertical-align: top; font-family: Calibri,sans-serif"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt"><B>^</B></FONT></TD>
    <TD STYLE="vertical-align: bottom; font-family: Calibri,sans-serif"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; font-family: Calibri,sans-serif"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">Security,
    or portion of security, is on loan.</FONT></TD>
    </TR>
<TR>
    <TD STYLE="vertical-align: top; font-family: Calibri,sans-serif"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt"><B>&micro;</B></FONT></TD>
    <TD STYLE="vertical-align: bottom; font-family: Calibri,sans-serif"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; font-family: Calibri,sans-serif"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">Security,
    or portion of security, is held in a segregated account as collateral for note payable aggregating a total value of $318,366,900.
    $70,991,755 of the collateral has been re-registered by one of the counterparties, BNP (see Note 3 - Borrowings).</FONT></TD>
    </TR>
<TR>
    <TD STYLE="vertical-align: top; font-family: Calibri,sans-serif"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt"><B>&Dagger;</B></FONT></TD>
    <TD STYLE="vertical-align: bottom; font-family: Calibri,sans-serif"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; font-family: Calibri,sans-serif"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">Variable
    rate or step bond security. The rate shown is the rate in effect at January 31, 2017.</FONT></TD>
    </TR>
<TR>
    <TD STYLE="vertical-align: top; font-family: Calibri,sans-serif"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt"><B>@</B></FONT></TD>
    <TD STYLE="vertical-align: bottom; font-family: Calibri,sans-serif"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; font-family: Calibri,sans-serif"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">In
    default status and considered non-income producing.</FONT></TD>
    </TR>
<TR>
    <TD STYLE="vertical-align: top; font-family: Calibri,sans-serif"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt"><B>~</B></FONT></TD>
    <TD STYLE="vertical-align: bottom; font-family: Calibri,sans-serif"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; font-family: Calibri,sans-serif"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">Security,
    or portion of security, is segregated as collateral (or potential collateral for future transactions) for swaps. The aggregate
    value of such securities is $400,320.</FONT></TD>
    </TR>
<TR>
    <TD STYLE="vertical-align: top; font-family: Calibri,sans-serif"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt"><B>&sect;</B></FONT></TD>
    <TD STYLE="vertical-align: bottom; font-family: Calibri,sans-serif"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; font-family: Calibri,sans-serif"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">Securities
    exchangeable or convertible into securities of one or more entities that are different than the issuer. Each entity is identified
    in the parenthetical.</FONT></TD>
    </TR>
<TR>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-top: 6pt; font-family: Calibri,sans-serif"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    </TR>
<TR>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-top: 6pt; font-family: Calibri,sans-serif"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt; text-transform: uppercase"><B>FOREIGN
    CURRENCY ABBREVIATION</B></FONT></TD>
    </TR>
<TR>
    <TD STYLE="vertical-align: top; font-family: Calibri,sans-serif"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt"><B>CAD</B></FONT></TD>
    <TD STYLE="vertical-align: bottom; font-family: Calibri,sans-serif"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; font-family: Calibri,sans-serif"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">Canadian
    Dollar</FONT></TD>
    </TR>
<TR>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; font-family: Calibri,sans-serif"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    </TR>
<TR>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; font-family: Calibri,sans-serif"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt"><I>Note:
    Value for securities denominated in foreign currencies is shown in U.S. dollars. The principal amount for such securities
    is shown in the respective foreign currency.</I></FONT></TD>
    </TR>
</TABLE>
</DIV>
<BR CLEAR="ALL"><BR>

<P STYLE="font: 10pt Arial,sans-serif; margin: 0pt 0; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">&nbsp;</FONT></P>

<P STYLE="font: 10pt Arial,sans-serif; margin: 0pt 0; text-align: left"></P>

<TABLE CELLPADDING="0" CELLSPACING="0" STYLE="border-collapse: collapse; width: 100%; font: 10pt Arial, Helvetica, Sans-Serif">
<TR STYLE="vertical-align: bottom">
    <TD COLSPAN="15" STYLE="text-align: center; border-bottom: Black 1pt solid"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt"><B>INTEREST
    RATE SWAPS</B></FONT></TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD STYLE="text-align: left; border-bottom: Black 1pt solid"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt"><B>COUNTERPARTY</B></FONT></TD><TD STYLE="border-bottom: Black 1pt solid"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt"><B>&nbsp;</B></FONT></TD>
    <TD STYLE="text-align: center; border-bottom: Black 1pt solid"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt"><B>FIXED
    RATE</B><BR> <B>(FUND PAYS)</B></FONT></TD><TD STYLE="border-bottom: Black 1pt solid"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt"><B>&nbsp;</B></FONT></TD>
    <TD STYLE="text-align: center; border-bottom: Black 1pt solid"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt"><B>FLOATING
    RATE</B><BR> <B>(FUND RECEIVES)</B></FONT></TD><TD STYLE="border-bottom: Black 1pt solid"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt"><B>&nbsp;</B></FONT></TD>
    <TD STYLE="text-align: center; border-bottom: Black 1pt solid"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt"><B>TERMINATION</B><BR>
    <B>DATE</B></FONT></TD><TD STYLE="border-bottom: Black 1pt solid"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt"><B>&nbsp;</B></FONT></TD>
    <TD COLSPAN="2" STYLE="text-align: center; border-bottom: Black 1pt solid"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt"><B>NOTIONAL</B><BR>
    <B>AMOUNT</B></FONT></TD><TD STYLE="border-bottom: Black 1pt solid"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt"><B>&nbsp;</B></FONT></TD><TD STYLE="border-bottom: Black 1pt solid"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt"><B>&nbsp;</B></FONT></TD>
    <TD COLSPAN="2" STYLE="text-align: center; border-bottom: Black 1pt solid"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt"><B>UNREALIZED</B><BR>
    <B>APPRECIATION/</B><BR> <B>(DEPRECIATION)</B></FONT></TD><TD STYLE="border-bottom: Black 1pt solid"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt"><B>&nbsp;</B></FONT></TD></TR>
<TR STYLE="vertical-align: bottom; background-color: rgb(204,238,255)">
    <TD STYLE="width: 15%; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">BNP Paribas,
    SA</FONT></TD><TD STYLE="width: 2%"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="width: 15%"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">1.160% quarterly</FONT></TD><TD STYLE="width: 2%"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="width: 15%"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">3 month LIBOR quarterly</FONT></TD><TD STYLE="width: 2%"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="width: 15%; text-align: center"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">04/19/17</FONT></TD><TD STYLE="width: 2%"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="width: 1%; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">$</FONT></TD><TD STYLE="width: 13%; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">55,000,000</FONT></TD><TD STYLE="width: 1%; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="width: 2%"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="width: 1%; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">$</FONT></TD><TD STYLE="width: 13%; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">(18,750</FONT></TD><TD STYLE="width: 1%; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">)</FONT></TD></TR>
<TR STYLE="vertical-align: bottom; background-color: White">
    <TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">BNP Paribas, SA</FONT></TD><TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">1.140% quarterly</FONT></TD><TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">3 month LIBOR quarterly</FONT></TD><TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: center"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">03/14/17</FONT></TD><TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">40,000,000</FONT></TD><TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: left; border-bottom: Black 1pt solid"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: right; border-bottom: Black 1pt solid"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">(18,310</FONT></TD><TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">)</FONT></TD></TR>
<TR STYLE="vertical-align: bottom; background-color: rgb(204,238,255)">
    <TD STYLE="padding-bottom: 2.5pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="padding-bottom: 2.5pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="padding-bottom: 2.5pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="padding-bottom: 2.5pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="padding-bottom: 2.5pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="padding-bottom: 2.5pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="padding-bottom: 2.5pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="padding-bottom: 2.5pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: left; padding-bottom: 2.5pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="padding-bottom: 2.5pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: left; border-bottom: Black 2.5pt double"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">$</FONT></TD><TD STYLE="text-align: right; border-bottom: Black 2.5pt double"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">(37,060</FONT></TD><TD STYLE="text-align: left; padding-bottom: 2.5pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">)</FONT></TD></TR>
</TABLE>



<P STYLE="font: 10pt Arial,sans-serif; margin: 0pt 0; text-align: left"></P>

<P STYLE="font: 10pt Arial,sans-serif; margin: 0pt 0; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">&nbsp;</FONT></P>

<P STYLE="font: 10pt Arial,sans-serif; margin-top: 0pt; margin-bottom: 0pt; text-align: center"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">See
accompanying Notes to Schedule of Investments</FONT></P>

<P STYLE="font: 10pt Arial,sans-serif; margin-top: 0pt; margin-bottom: 0pt; text-align: center"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">&nbsp;</FONT></P>

<P STYLE="font: 10pt Arial,sans-serif; margin-top: 0pt; margin-bottom: 0pt; text-align: center"></P>

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<P STYLE="font: 10pt Arial,sans-serif; margin-top: 0pt; margin-bottom: 0pt; text-align: center"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">&nbsp;</FONT></P>

<P STYLE="font: 10pt Arial,sans-serif; margin-top: 0pt; margin-bottom: 0pt; text-align: center"></P>

<P STYLE="font: 10pt Arial,sans-serif; margin: 0pt 0"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif"><B>Note 1 &ndash;
Organization and Significant Accounting Policies</B></FONT></P>

<P STYLE="font: 10pt Arial,sans-serif; margin: 0pt 0"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif"></FONT></P>

<P STYLE="font: 10pt Arial,sans-serif; margin: 0pt 0"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif"><B>Organization.
</B>Calamos Convertible Opportunities and Income Fund (the &ldquo;Fund&rdquo;) was organized as a Delaware statutory trust on
April 17, 2002 and is registered under the Investment Company Act of 1940 (the &ldquo;1940 Act&rdquo;) as a diversified, closed-end
management investment company. The Fund commenced operations on June 26, 2002. The Fund&rsquo;s investment strategy is to provide
total return through a combination of capital appreciation and current income. Under normal circumstances, the Fund will invest
at least 80% of its managed assets in a diversified portfolio of convertibles and non-convertible income securities and under
normal circumstances, the Fund will invest at least 35% of its managed assets in convertible securities. &ldquo;Managed assets&rdquo;
means the Fund&rsquo;s total assets (including any assets attributable to any leverage that may be outstanding) minus total liabilities
(other than debt representing financial leverage).</FONT></P>

<P STYLE="font: 10pt Arial,sans-serif; margin: 0pt 0"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">&nbsp;</FONT></P>

<P STYLE="font: 10pt Arial,sans-serif; margin: 0pt 0"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; color: #0F0F0F"><B>Significant
Accounting Policies.</B> The schedule of investments have been prepared in conformity with accounting principles generally accepted
in the United States of America (U.S. GAAP). </FONT><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">The Fund is considered
an investment company under U.S. GAAP and follows the accounting and reporting guidance applicable to investment companies. <FONT STYLE="color: #0F0F0F">The
following summarizes the significant accounting policies of the Fund:</FONT></FONT></P>

<P STYLE="font: 10pt Arial,sans-serif; margin: 0pt 0"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">&nbsp;</FONT></P>

<P STYLE="font: 10pt Arial,sans-serif; margin: 0pt 0"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif"><B>Fund Valuation.
</B>The valuation of the Fund&rsquo;s investments is in accordance with policies and procedures adopted by and under the ultimate
supervision of the board of trustees.</FONT></P>

<P STYLE="font: 10pt Arial,sans-serif; margin: 0pt 0"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">&nbsp;</FONT></P>

<P STYLE="font: 10pt Arial,sans-serif; margin: 0pt 0"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">Fund securities
that are traded on U.S. securities exchanges, except option securities, are valued at the official closing price, which is the
last current reported sales price on its principal exchange at the time each Fund determines its net asset value (&ldquo;NAV&rdquo;).
Securities traded in the over-the-counter market and quoted on The NASDAQ Stock Market are valued at the NASDAQ Official Closing
Price, as determined by NASDAQ, or lacking a NASDAQ Official Closing Price, the last current reported sale price on NASDAQ at
the time a Fund determines its NAV. When a last sale or closing price is not available, equity securities, other than option securities,
that are traded on a U.S. securities exchange and other equity securities traded in the over-the-counter market are valued at
the mean between the most recent bid and asked quotations on its principal exchange in accordance with guidelines adopted by the
board of trustees. Each option security traded on a U.S. securities exchange is valued at the mid-point of the consolidated bid/ask
quote for the option security, also in accordance with guidelines adopted by the board of trustees. Each over-the-counter option
that is not traded through the Options Clearing Corporation is valued based on a quotation provided by the counterparty to such
option under the ultimate supervision of the board of trustees.</FONT></P>

<P STYLE="font: 10pt Arial,sans-serif; margin: 0pt 0"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">&nbsp;</FONT></P>

<P STYLE="font: 10pt Arial,sans-serif; margin: 0pt 0"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">Fixed income securities,
certain convertible preferred securities, and non-exchange traded derivatives are normally valued by independent pricing services
or by dealers or brokers who make markets in such securities. Valuations of such fixed income securities, certain convertible
preferred securities, and non-exchange traded derivatives consider yield or price of equivalent securities of comparable quality,
coupon rate, maturity, type of issue, trading characteristics and other market data and do not rely exclusively upon exchange
or over-the-counter prices.</FONT></P>

<P STYLE="font: 10pt Arial,sans-serif; margin: 0pt 0"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">&nbsp;</FONT></P>

<P STYLE="font: 10pt Arial,sans-serif; margin: 0pt 0"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">Trading on European
and Far Eastern exchanges and over-the-counter markets is typically completed at various times before the close of business on
each day on which the New York Stock Exchange (&ldquo;NYSE&rdquo;) is open. Each security trading on these exchanges or in over-the-counter
markets may be valued utilizing a systematic fair valuation model provided by an independent pricing service approved by the board
of trustees. The valuation of each security that meets certain criteria in relation to the valuation model is systematically adjusted
to reflect the impact of movement in the U.S. market after the foreign markets close. Securities that do not meet the criteria,
or that are principally traded in other foreign markets, are valued as of the last reported sale price at the time the Fund determines
its NAV, or when reliable market prices or quotations are not readily available, at the mean between the most recent bid and asked
quotations as of the close of the appropriate exchange or other designated time. Trading of foreign securities may not take place
on every NYSE business day. In addition, trading may take place in various foreign markets on Saturdays or on other days when
the NYSE is not open and on which the Fund&rsquo;s NAV is not calculated.</FONT></P>

<P STYLE="font: 10pt Arial,sans-serif; margin: 0pt 0"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">&nbsp;</FONT></P>

<P STYLE="font: 10pt Arial,sans-serif; margin: 0pt 0"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">If the pricing committee
determines that the valuation of a security in accordance with the methods described above is not reflective of a fair value for
such security, the security is valued at a fair value by the pricing committee, under the ultimate supervision of the board of
trustees, following the guidelines and/or procedures adopted by the board of trustees.</FONT></P>

<P STYLE="font: 10pt Arial,sans-serif; margin: 0pt 0"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">&nbsp;</FONT></P>

<P STYLE="font: 10pt Arial,sans-serif; margin: 0pt 0"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">The Fund also may
use fair value pricing, pursuant to guidelines adopted by the board of trustees and under the ultimate supervision of the board
of trustees, if trading in the security is halted or if the value of a security it holds is materially affected by events occurring
before the Fund&rsquo;s pricing time but after the close of the primary market or exchange on which the security is listed. Those
procedures may utilize valuations furnished by pricing services approved by the board of trustees, which may be based on market
transactions for comparable securities and various relationships between securities that are generally recognized by institutional
traders, a computerized matrix system, or appraisals derived from information concerning the securities or similar securities
received from recognized dealers in those securities.</FONT></P>

<P STYLE="font: 10pt Arial,sans-serif; margin: 0pt 0"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">&nbsp;</FONT></P>

<P STYLE="font: 10pt Arial,sans-serif; margin: 0pt 0"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">When fair value
pricing of securities is employed, the prices of securities used by a Fund to calculate its NAV may differ from market quotations
or official closing prices. In light of the judgment involved in fair valuations, there can be no assurance that a fair value
assigned to a particular security is accurate.</FONT></P>

<P STYLE="font: 10pt Arial,sans-serif; margin: 0pt 0"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">&nbsp;</FONT></P>

<P STYLE="font: 10pt Arial,sans-serif; margin: 0pt 0"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif"><B>Investment Transactions.
</B>Investment transactions are recorded on a trade date basis as of January 31, 2017.</FONT></P>

<P STYLE="font: 10pt Arial,sans-serif; margin: 0pt 0"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">&nbsp;</FONT></P>

<P STYLE="font: 10pt Arial,sans-serif; margin: 0pt 0"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif"><B>Foreign Currency
Translation.</B> Values of investments and other assets and liabilities denominated in foreign currencies are translated into
U.S. dollars using a rate quoted by a major bank or dealer in the particular currency market, as reported by a recognized quotation
dissemination service.</FONT></P>

<P STYLE="font: 10pt Arial,sans-serif; margin: 0pt 0"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">&nbsp;</FONT></P>

<P STYLE="font: 10pt Arial,sans-serif; margin: 0pt 0"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif"><B>Option Transactions.
</B>For hedging and investment purposes, the Fund may purchase or write (sell) put and call options. One of the risks associated
with purchasing an option is that the Fund pays a premium whether or not the option is exercised. Additionally, the Fund bears
the risk of loss of premium and change in value should the counterparty not perform under the contract. The Fund as writer of
an option bears the market risk of an unfavorable change in the price of the security underlying the written option.</FONT></P>

<P STYLE="font: 10pt Arial,sans-serif; margin: 0pt 0"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">&nbsp;</FONT></P>

<P STYLE="font: 10pt Arial,sans-serif; margin: 0pt 0"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif"><B>Note 2 &ndash;
Investments</B></FONT></P>

<P STYLE="font: 10pt Arial,sans-serif; margin: 0pt 0"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">&nbsp;</FONT></P>

<P STYLE="font: 10pt Arial,sans-serif; margin: 0pt 0"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">The cost basis of
investments for federal income tax purposes at January 31, 2017 was as follows:*</FONT></P>

<P STYLE="font: 10pt Arial,sans-serif; margin: 0pt 0"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">&nbsp;</FONT></P>

<P STYLE="font: 10pt Arial,sans-serif; margin: 0pt 0"></P>

<TABLE CELLPADDING="0" CELLSPACING="0" STYLE="border-collapse: collapse; width: 80%; font: 10pt Arial, Helvetica, Sans-Serif">
<TR STYLE="vertical-align: bottom; background-color: rgb(204,238,255)">
    <TD STYLE="width: 41%; text-align: left; padding-bottom: 1pt; padding-left: 3pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">Cost
    basis of investments</FONT></TD><TD STYLE="width: 2%; padding-bottom: 1pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="width: 1%; border-bottom: Black 1pt solid; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">$</FONT></TD><TD STYLE="width: 15%; border-bottom: Black 1pt solid; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">1,060,631,368</FONT></TD><TD STYLE="width: 1%; padding-bottom: 1pt; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR STYLE="vertical-align: bottom; background-color: White">
    <TD STYLE="text-align: left; padding-left: 3pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">Gross
    unrealized appreciation</FONT></TD><TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">59,893,873</FONT></TD><TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR STYLE="vertical-align: bottom; background-color: rgb(204,238,255)">
    <TD STYLE="text-align: left; padding-bottom: 1pt; padding-left: 3pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">Gross
    unrealized depreciation</FONT></TD><TD STYLE="padding-bottom: 1pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="border-bottom: Black 1pt solid; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="border-bottom: Black 1pt solid; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">(53,789,613</FONT></TD><TD STYLE="padding-bottom: 1pt; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">)</FONT></TD></TR>
<TR STYLE="vertical-align: bottom; background-color: White">
    <TD STYLE="text-align: left; padding-bottom: 1pt; padding-left: 3pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">Net
    unrealized appreciation (depreciation)</FONT></TD><TD STYLE="padding-bottom: 1pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="border-bottom: Black 1pt solid; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">$</FONT></TD><TD STYLE="border-bottom: Black 1pt solid; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">6,104,260</FONT></TD><TD STYLE="padding-bottom: 1pt; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD></TR>
</TABLE>



<P STYLE="font: 10pt Arial,sans-serif; margin: 0pt 0"></P>



<P STYLE="font: 10pt Arial,sans-serif; margin-top: 0pt; margin-bottom: 0pt; text-align: center"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">&nbsp;</FONT></P>

<P STYLE="font: 10pt Arial,sans-serif; margin-top: 0pt; margin-bottom: 0pt; text-align: center"></P>

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<P STYLE="font: 10pt Arial,sans-serif; margin-top: 0pt; margin-bottom: 0pt; text-align: center"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">&nbsp;</FONT></P>

<P STYLE="font: 10pt Arial,sans-serif; margin-top: 0pt; margin-bottom: 0pt; text-align: center"></P>

<P STYLE="font: 10pt Arial,sans-serif; margin: 0pt 0"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">* Because tax adjustments
are calculated annually, the above table does not reflect tax adjustments. For the previous fiscal year&rsquo;s federal income
tax information, please refer to the Notes to Financial Statements section in the Fund&rsquo;s most recent semi-annual or annual
report.</FONT></P>

<P STYLE="font: 10pt Arial,sans-serif; margin: 0pt 0"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">&nbsp;</FONT></P>

<P STYLE="font: 10pt Arial,sans-serif; margin: 0pt 0"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif"><B>Note 3 &ndash;
Borrowings</B></FONT></P>

<P STYLE="font: 10pt Arial,sans-serif; margin: 0pt 0"></P>

<P STYLE="font: 10pt Arial,sans-serif; margin: 0pt 0"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">The Fund, with the
approval of its board of trustees, including its independent trustees, has entered into a financing package that includes a Committed
Facility Agreement (the &ldquo;BNP Agreement&rdquo;) with BNP Paribas Prime Brokerage International Ltd. (&ldquo;BNP&rdquo;) that
allows the Fund to borrow up to $215.0 million and a lending agreement, &ldquo;Lending Agreement&rdquo; as defined below. In addition,
the financing package also includes a Credit Agreement (the &ldquo;SSB Agreement&rdquo;, together with the BNP Agreement, &ldquo;Agreements&rdquo;)
with State Street Bank and Trust Company (&ldquo;SSB&rdquo;) that allows the Fund to borrow up to a limit of $215.0 million, and
a related securities lending authorization agreement (&ldquo;Authorized Agreement&rdquo;). Borrowings under the BNP Agreement
and the SSB Agreement are secured by assets of the Fund that are held with the Fund&rsquo;s custodian in a separate account (the
&ldquo;pledged collateral&rdquo;). BNP and SSB share an equal claim on the pledged collateral, subject to any adjustment that
may be agreed upon between the lenders. Interest on the BNP Agreement is charged at the three month LIBOR (London Inter-bank Offered
Rate) plus .65% on the amount borrowed and .55% on the undrawn balance. Interest on the SSB Agreement is charged on the drawn
amount at the rate of Overnight LIBOR plus .80% and .10% on the undrawn balance (if the undrawn amount is more than 75% of the
borrowing limit, the commitment fee is .20%). For the period ended January 31, 2017, the average borrowings under the Agreements
were $306.0 million. For the period ended January 31, 2017, the average interest rate was 1.57%. As of January 31, 2017, the amount
of total outstanding borrowings was $306.0 million ($76.5 million under the BNP Agreement and $229.5 million under the SSB Agreement),
which approximates fair value. The interest rate applicable to the borrowings on January 31, 2017 was 1.15%.</FONT></P>

<P STYLE="font: 10pt Arial,sans-serif; margin: 0pt 0"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">&nbsp;</FONT></P>

<P STYLE="font: 10pt Arial,sans-serif; margin: 0pt 0"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">The Lending Agreement
with BNP is a separate side-agreement between the Fund and BNP pursuant to which BNP may borrow a portion of the pledged collateral
(the &ldquo;Lent Securities&rdquo;) in an amount not to exceed the outstanding borrowings owed by the Fund to BNP under the BNP
Agreement. The Lending Agreement is intended to permit the Fund to significantly reduce the cost of its borrowings under the BNP
Agreement. BNP may re-register the Lent Securities in its own name or in another name other than the Fund, and may pledge, re-pledge,
sell, lend or otherwise transfer or use the Lent Securities with all attendant rights of ownership. (It is the Fund&rsquo;s understanding
that BNP will perform due diligence to determine the creditworthiness of any party that borrows Lent Securities from BNP.) The
Fund may designate any security within the pledged collateral as ineligible to be a Lent Security, provided there are eligible
securities within the pledged collateral in an amount equal to the outstanding borrowing owed by the Fund. During the period in
which the Lent Securities are outstanding, BNP must remit payment to the Fund equal to the amount of all dividends, interest or
other distributions earned or made by the Lent Securities. The dividend and interest payments are recorded as Dividend or Interest
payments in the Statement of Operations. Earnings made by the lent securities are disclosed on a net basis as Securities Lending
Income in the Statement of Operations.</FONT></P>

<P STYLE="font: 10pt Arial,sans-serif; margin: 0pt 0"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">&nbsp;</FONT></P>

<P STYLE="font: 10pt Arial,sans-serif; margin: 0pt 0"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">Under the terms
of the Lending Agreement with BNP, the Lent Securities are marked to market daily, and if the value of the Lent Securities exceeds
the value of the then-outstanding borrowings owed by the Fund to BNP under the Agreement (the &ldquo;Current Borrowings&rdquo;),
BNP must, on that day, either (1) return Lent Securities to the Fund&rsquo;s custodian in an amount sufficient to cause the value
of the outstanding Lent Securities to equal the Current Borrowings; or (2) post cash collateral with the Fund&rsquo;s custodian
equal to the difference between the value of the Lent Securities and the value of the Current Borrowings. If BNP fails to perform
either of these actions as required, the Fund will recall securities, as discussed below, in an amount sufficient to cause the
value of the outstanding Lent Securities to equal the Current Borrowings. The Fund can recall any of the Lent Securities and BNP
shall, to the extent commercially possible, return such security or equivalent security to the Fund&rsquo;s custodian no later
than three business days after such request. If the Fund recalls a Lent Security pursuant to the Lending Agreement, and BNP fails
to return the Lent Securities or equivalent securities in a timely fashion, BNP shall remain liable for the ultimate delivery
of such Lent Securities, or equivalent securities, to be made to the Fund&rsquo;s custodian, and for any buy-in costs that the
executing broker for the sales transaction may impose with respect to the failure to deliver. The Fund shall also have the right
to apply and set-off an amount equal to one hundred percent (100%) of the then-current fair market value of such Lent Securities
against the Current Borrowings.</FONT></P>

<P STYLE="font: 10pt Arial,sans-serif; margin: 0pt 0"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">&nbsp;</FONT></P>

<P STYLE="font: 10pt Arial,sans-serif; margin: 0pt 0"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">Under the terms
of the Authorized Agreement with SSB, all securities lent through SSB must be secured continuously by collateral received in cash,
cash equivalents, or U.S. Treasury bills and maintained on a current basis at an amount at least equal to the market value of
the securities loaned. Cash collateral held by SSB on behalf of the Fund may be credited against the amounts borrowed under the
SSB Agreement. Any amounts credited against the SSB Agreement would count against the Fund&rsquo;s leverage limitations under
the 1940 Act, unless otherwise covered in accordance with SEC Release IC-10666. Under the terms of the Authorized Agreement with
SSB, SSB will return the value of the collateral to the borrower upon the return of the lent securities, which will eliminate
the credit against the SSB Agreement and will cause the amount drawn under the SSB Agreement to increase in an amount equal to
the returned collateral. Under the terms of the Authorized Agreement with SSB, the Fund will make a variable &ldquo;net income&rdquo;
payment related to any collateral credited against the SSB Agreement which will be paid to the securities borrower, less any payments
due to the Fund or SSB under the terms of the Authorized Agreement. The Fund has the right to call a loan and obtain the securities
loaned at any time. As of January 31, 2017, the Fund used approximately $160.4 million of its cash collateral to offset the SSB
Agreement, representing 14.9% of managed assets, and was required to pay a &ldquo;net income&rdquo; payment equal to an annualized
interest rate of 0.75%, which can fluctuate depending on interest rates. As of January 31, 2017, approximately $157.3 million
of securities were on loan ($151.8 million of fixed income securities and $5.5 million of equity securities) under the SSB Agreement
which are reflected in the Investment in securities, at value on the Statement of Assets and Liabilities.</FONT></P>

<P STYLE="font: 10pt Arial,sans-serif; margin: 0pt 0"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">&nbsp;</FONT></P>

<P STYLE="font: 10pt Arial,sans-serif; margin: 0pt 0"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif"><B>Note 4 &ndash;
Interest Rate Swaps</B></FONT></P>

<P STYLE="font: 10pt Arial,sans-serif; margin: 0pt 0"></P>

<P STYLE="font: 10pt Arial,sans-serif; margin: 0pt 0"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">The Fund engages
in interest rate swaps primarily to hedge the interest rate risk on the Fund&rsquo;s borrowings (see Note 3 &mdash; Borrowings).
An interest rate swap is a contract that involves the exchange of one type of interest rate for another type of interest rate.
If interest rates rise, resulting in a diminution in the value of the Fund&rsquo;s portfolio, the Fund would receive payments
under the swap that would offset, in whole or in part, such diminution in value; if interest rates fall, the Fund would likely
lose money on the swap transaction. Swap agreements are stated at fair value. Notional principal amounts are used to express the
extent of involvement in these transactions, but the amounts potentially subject to credit risk are much smaller. In connection
with these contracts, securities may be identified as collateral in accordance with the terms of the respective swap contracts
in the event of default or bankruptcy of the Fund.</FONT></P>

<P STYLE="font: 10pt Arial,sans-serif; margin: 0pt 0"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">&nbsp;</FONT></P>

<P STYLE="font: 10pt Arial,sans-serif; margin: 0pt 0"></P>

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<P STYLE="font: 10pt Arial,sans-serif; margin: 0pt 0"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">&nbsp;</FONT></P>

<P STYLE="font: 10pt Arial,sans-serif; margin: 0pt 0"></P>

<P STYLE="font: 10pt Arial,sans-serif; margin: 0pt 0"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif"><B>Note 5 &ndash;
Fair Value Measurement</B></FONT></P>

<P STYLE="font: 10pt Arial,sans-serif; margin: 0pt 0"></P>

<P STYLE="font: 10pt Arial,sans-serif; margin: 0pt 0"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">Various inputs are
used to determine the value of the Fund&rsquo;s investments. These inputs are categorized into three broad levels as follows:</FONT></P>

<P STYLE="font: 10pt Arial,sans-serif; margin: 0pt 0"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">&nbsp;</FONT></P>

<TABLE CELLPADDING="0" CELLSPACING="0" WIDTH="100%" STYLE="font: 10pt Times New Roman,serif; margin-top: 0pt; margin-bottom: 0pt"><TR STYLE="vertical-align: top">
<TD STYLE="width: 0.25in"></TD><TD STYLE="width: 0.25in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">&#9679;</FONT></TD><TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">Level
                                         1 &ndash; Prices are determined using inputs from unadjusted quoted prices from active
                                         markets (including securities actively traded on a securities exchange) for identical
                                         assets.</FONT></TD></TR></TABLE>

<P STYLE="margin-top: 0pt; margin-bottom: 0pt; font: 10pt Times New Roman,serif"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">&nbsp;</FONT></P>

<TABLE CELLPADDING="0" CELLSPACING="0" WIDTH="100%" STYLE="font: 10pt Times New Roman,serif; margin-top: 0pt; margin-bottom: 0pt"><TR STYLE="vertical-align: top">
<TD STYLE="width: 0.25in"></TD><TD STYLE="width: 0.25in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">&#9679;</FONT></TD><TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">Level
                                         2 &ndash; Prices are determined using significant observable market inputs other than
                                         unadjusted quoted prices, including quoted prices of similar securities, fair value adjustments
                                         to quoted foreign securities, interest rates, credit risk, prepayment speeds, and other
                                         relevant data. </FONT></TD></TR></TABLE>

<P STYLE="margin-top: 0pt; margin-bottom: 0pt; font: 10pt Times New Roman,serif"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">&nbsp;</FONT></P>

<TABLE CELLPADDING="0" CELLSPACING="0" WIDTH="100%" STYLE="font: 10pt Times New Roman,serif; margin-top: 0pt; margin-bottom: 0pt"><TR STYLE="vertical-align: top">
<TD STYLE="width: 0.25in"></TD><TD STYLE="width: 0.25in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">&#9679;</FONT></TD><TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">Level
                                         3 &ndash; Prices reflect unobservable market inputs (including the Fund&rsquo;s own judgments
                                         about assumptions market participants would use in determining fair value) when observable
                                         inputs are unavailable.</FONT></TD></TR></TABLE>

<P STYLE="margin-top: 0pt; margin-bottom: 0pt; font: 10pt Times New Roman,serif"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">&nbsp;</FONT></P>

<P STYLE="font: 10pt Arial,sans-serif; margin: 0pt 0"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">Debt securities
are valued based upon evaluated prices received from an independent pricing service or from a dealer or broker who makes markets
in such securities. Pricing services utilize various observable market data and as such, debt securities are generally categorized
as Level 2. The levels are not necessarily an indication of the risk or liquidity of the Fund&rsquo;s investments. Transfers between
the levels for investment securities or other financial instruments are measured at the end of the reporting period.</FONT></P>

<P STYLE="font: 10pt Arial,sans-serif; margin: 0pt 0"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">&nbsp;</FONT></P>

<P STYLE="font: 10pt Arial,sans-serif; margin: 0pt 0"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">The following is
a summary of the inputs used in valuing the Fund&rsquo;s holdings at fair value:</FONT></P>

<P STYLE="font: 10pt Arial,sans-serif; margin: 0pt 0"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">&nbsp;</FONT></P>

<P STYLE="font: 10pt Arial,sans-serif; margin: 0pt 0"></P>

<TABLE CELLPADDING="0" CELLSPACING="0" STYLE="border-collapse: collapse; width: 95%">
<TR STYLE="vertical-align: bottom">
    <TD STYLE="font: 10pt Times New Roman,serif"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font: 10pt Arial,sans-serif"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD COLSPAN="2" STYLE="font: 10pt Arial,sans-serif; text-align: center"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">LEVEL
    1</FONT></TD><TD STYLE="font: 10pt Arial,sans-serif"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font: 10pt Arial,sans-serif"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD COLSPAN="2" STYLE="font: 10pt Arial,sans-serif; text-align: center"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">LEVEL
    2</FONT></TD><TD STYLE="font: 10pt Arial,sans-serif"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font: 10pt Arial,sans-serif"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD COLSPAN="2" STYLE="font: 10pt Arial,sans-serif; text-align: center"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">LEVEL
    3</FONT></TD><TD STYLE="font: 10pt Arial,sans-serif"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font: 10pt Arial,sans-serif"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD COLSPAN="2" STYLE="font: 10pt Arial,sans-serif; text-align: center"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">TOTAL</FONT></TD><TD STYLE="font: 10pt Arial,sans-serif"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD STYLE="font: 10pt Arial,sans-serif"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">Assets:</FONT></TD><TD STYLE="font: 10pt Times New Roman,serif"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD COLSPAN="2" STYLE="font: 10pt Times New Roman,serif"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font: 10pt Times New Roman,serif"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font: 10pt Times New Roman,serif"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD COLSPAN="2" STYLE="font: 10pt Times New Roman,serif"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font: 10pt Times New Roman,serif"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font: 10pt Times New Roman,serif"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD COLSPAN="2" STYLE="font: 10pt Times New Roman,serif"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font: 10pt Times New Roman,serif"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font: 10pt Times New Roman,serif"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD COLSPAN="2" STYLE="font: 10pt Times New Roman,serif"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font: 10pt Times New Roman,serif"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR STYLE="vertical-align: bottom; background-color: rgb(204,238,255)">
    <TD STYLE="width: 25%; font: 10pt Arial,sans-serif; text-align: left; padding-left: 0.25in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">Corporate
    Bonds</FONT></TD><TD STYLE="width: 2%; font: 10pt Arial,sans-serif"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="width: 1%; font: 10pt Arial,sans-serif; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">$</FONT></TD><TD STYLE="width: 10%; font: 10pt Arial,sans-serif; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&mdash;</FONT></TD><TD STYLE="width: 1%; font: 10pt Arial,sans-serif; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="width: 2%; font: 10pt Arial,sans-serif"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="width: 1%; font: 10pt Arial,sans-serif; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">$</FONT></TD><TD STYLE="width: 10%; font: 10pt Arial,sans-serif; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">437,555,919</FONT></TD><TD STYLE="width: 1%; font: 10pt Arial,sans-serif; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="width: 2%; font: 10pt Arial,sans-serif"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="width: 1%; font: 10pt Arial,sans-serif; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">$</FONT></TD><TD STYLE="width: 10%; font: 10pt Arial,sans-serif; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&mdash;</FONT></TD><TD STYLE="width: 1%; font: 10pt Arial,sans-serif; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="width: 2%; font: 10pt Arial,sans-serif"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="width: 1%; font: 10pt Arial,sans-serif; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">$</FONT></TD><TD STYLE="width: 10%; font: 10pt Arial,sans-serif; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">437,555,919</FONT></TD><TD STYLE="width: 10%; font: 10pt Arial,sans-serif; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR STYLE="vertical-align: bottom; background-color: White">
    <TD STYLE="font: 10pt Arial,sans-serif; text-align: left; padding-left: 0.25in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">Convertible
    Bonds</FONT></TD><TD STYLE="font: 10pt Arial,sans-serif"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="font: 10pt Arial,sans-serif; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font: 10pt Arial,sans-serif; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&mdash;</FONT></TD><TD STYLE="font: 10pt Arial,sans-serif; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font: 10pt Arial,sans-serif"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="font: 10pt Arial,sans-serif; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font: 10pt Arial,sans-serif; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">449,753,059</FONT></TD><TD STYLE="font: 10pt Arial,sans-serif; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font: 10pt Arial,sans-serif"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="font: 10pt Arial,sans-serif; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font: 10pt Arial,sans-serif; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&mdash;</FONT></TD><TD STYLE="font: 10pt Arial,sans-serif; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font: 10pt Arial,sans-serif"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="font: 10pt Arial,sans-serif; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font: 10pt Arial,sans-serif; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">449,753,059</FONT></TD><TD STYLE="font: 10pt Arial,sans-serif; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR STYLE="vertical-align: bottom; background-color: rgb(204,238,255)">
    <TD STYLE="font: 10pt Arial,sans-serif; text-align: left; padding-left: 0.25in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">U.S.
    Government and Agency Securities</FONT></TD><TD STYLE="font: 10pt Arial,sans-serif"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="font: 10pt Arial,sans-serif; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font: 10pt Arial,sans-serif; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&mdash;</FONT></TD><TD STYLE="font: 10pt Arial,sans-serif; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font: 10pt Arial,sans-serif"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="font: 10pt Arial,sans-serif; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font: 10pt Arial,sans-serif; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">400,320</FONT></TD><TD STYLE="font: 10pt Arial,sans-serif; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font: 10pt Arial,sans-serif"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="font: 10pt Arial,sans-serif; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font: 10pt Arial,sans-serif; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&mdash;</FONT></TD><TD STYLE="font: 10pt Arial,sans-serif; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font: 10pt Arial,sans-serif"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="font: 10pt Arial,sans-serif; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font: 10pt Arial,sans-serif; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">400,320</FONT></TD><TD STYLE="font: 10pt Arial,sans-serif; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR STYLE="vertical-align: bottom; background-color: White">
    <TD STYLE="font: 10pt Arial,sans-serif; text-align: left; padding-left: 0.25in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">Convertible
    Preferred Stocks</FONT></TD><TD STYLE="font: 10pt Arial,sans-serif"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="font: 10pt Arial,sans-serif; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font: 10pt Arial,sans-serif; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">131,953,325</FONT></TD><TD STYLE="font: 10pt Arial,sans-serif; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font: 10pt Arial,sans-serif"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="font: 10pt Arial,sans-serif; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font: 10pt Arial,sans-serif; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">32,329,333</FONT></TD><TD STYLE="font: 10pt Arial,sans-serif; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font: 10pt Arial,sans-serif"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="font: 10pt Arial,sans-serif; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font: 10pt Arial,sans-serif; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&mdash;</FONT></TD><TD STYLE="font: 10pt Arial,sans-serif; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font: 10pt Arial,sans-serif"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="font: 10pt Arial,sans-serif; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font: 10pt Arial,sans-serif; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">164,282,658</FONT></TD><TD STYLE="font: 10pt Arial,sans-serif; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR STYLE="vertical-align: bottom; background-color: rgb(204,238,255)">
    <TD STYLE="font: 10pt Arial,sans-serif; text-align: left; padding-left: 0.25in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">Common
    Stocks U.S.</FONT></TD><TD STYLE="font: 10pt Arial,sans-serif"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="font: 10pt Arial,sans-serif; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font: 10pt Arial,sans-serif; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">890,001</FONT></TD><TD STYLE="font: 10pt Arial,sans-serif; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font: 10pt Arial,sans-serif"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="font: 10pt Arial,sans-serif; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font: 10pt Arial,sans-serif; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&mdash;</FONT></TD><TD STYLE="font: 10pt Arial,sans-serif; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font: 10pt Arial,sans-serif"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="font: 10pt Arial,sans-serif; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font: 10pt Arial,sans-serif; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&mdash;</FONT></TD><TD STYLE="font: 10pt Arial,sans-serif; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font: 10pt Arial,sans-serif"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="font: 10pt Arial,sans-serif; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font: 10pt Arial,sans-serif; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">890,001</FONT></TD><TD STYLE="font: 10pt Arial,sans-serif; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR STYLE="vertical-align: bottom; background-color: White">
    <TD STYLE="font: 10pt Arial,sans-serif; text-align: left; border-bottom: Black 1pt solid; padding-left: 0.25in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">Short
    Term Investments</FONT></TD><TD STYLE="font: 10pt Arial,sans-serif; border-bottom: Black 1pt solid"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="font: 10pt Arial,sans-serif; text-align: left; border-bottom: Black 1pt solid"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font: 10pt Arial,sans-serif; text-align: right; border-bottom: Black 1pt solid"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">13,853,671</FONT></TD><TD STYLE="font: 10pt Arial,sans-serif; text-align: left; border-bottom: Black 1pt solid"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font: 10pt Arial,sans-serif; border-bottom: Black 1pt solid"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="font: 10pt Arial,sans-serif; text-align: left; border-bottom: Black 1pt solid"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font: 10pt Arial,sans-serif; text-align: right; border-bottom: Black 1pt solid"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&mdash;</FONT></TD><TD STYLE="font: 10pt Arial,sans-serif; text-align: left; border-bottom: Black 1pt solid"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font: 10pt Arial,sans-serif; border-bottom: Black 1pt solid"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="font: 10pt Arial,sans-serif; text-align: left; border-bottom: Black 1pt solid"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font: 10pt Arial,sans-serif; text-align: right; border-bottom: Black 1pt solid"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&mdash;</FONT></TD><TD STYLE="font: 10pt Arial,sans-serif; text-align: left; border-bottom: Black 1pt solid"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font: 10pt Arial,sans-serif; border-bottom: Black 1pt solid"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="font: 10pt Arial,sans-serif; text-align: left; border-bottom: Black 1pt solid"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font: 10pt Arial,sans-serif; text-align: right; border-bottom: Black 1pt solid"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">13,853,671</FONT></TD><TD STYLE="font: 10pt Arial,sans-serif; text-align: left; border-bottom: Black 1pt solid"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR STYLE="vertical-align: bottom; background-color: rgb(204,238,255)">
    <TD STYLE="font: bold 10pt Arial,sans-serif; text-transform: uppercase; border-bottom: Black 1pt solid"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">Total</FONT></TD><TD STYLE="font: 10pt Arial,sans-serif; border-bottom: Black 1pt solid"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="font: 10pt Arial,sans-serif; text-align: left; border-bottom: Black 1pt solid"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">$</FONT></TD><TD STYLE="font: 10pt Arial,sans-serif; text-align: right; border-bottom: Black 1pt solid"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">146,696,997</FONT></TD><TD STYLE="font: 10pt Arial,sans-serif; text-align: left; border-bottom: Black 1pt solid"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font: 10pt Arial,sans-serif; border-bottom: Black 1pt solid"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="font: 10pt Arial,sans-serif; text-align: left; border-bottom: Black 1pt solid"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">$</FONT></TD><TD STYLE="font: 10pt Arial,sans-serif; text-align: right; border-bottom: Black 1pt solid"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">920,038,631</FONT></TD><TD STYLE="font: 10pt Arial,sans-serif; text-align: left; border-bottom: Black 1pt solid"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font: 10pt Arial,sans-serif; border-bottom: Black 1pt solid"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="font: 10pt Arial,sans-serif; text-align: left; border-bottom: Black 1pt solid"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">$</FONT></TD><TD STYLE="font: 10pt Arial,sans-serif; text-align: right; border-bottom: Black 1pt solid"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&mdash;</FONT></TD><TD STYLE="font: 10pt Arial,sans-serif; text-align: left; border-bottom: Black 1pt solid"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font: 10pt Arial,sans-serif; border-bottom: Black 1pt solid"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="font: 10pt Arial,sans-serif; text-align: left; border-bottom: Black 1pt solid"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">$</FONT></TD><TD STYLE="font: 10pt Arial,sans-serif; text-align: right; border-bottom: Black 1pt solid"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">1,066,735,628</FONT></TD><TD STYLE="font: 10pt Arial,sans-serif; text-align: left; border-bottom: Black 1pt solid"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR STYLE="vertical-align: bottom; background-color: White">
    <TD STYLE="font: 10pt Arial,sans-serif; text-transform: uppercase"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">L<FONT STYLE="text-transform: lowercase">iabilities:</FONT></FONT></TD><TD STYLE="font: 10pt Arial,sans-serif">&nbsp;</TD>
    <TD STYLE="font: 10pt Arial,sans-serif; text-align: left">&nbsp;</TD><TD STYLE="font: 10pt Arial,sans-serif; text-align: right">&nbsp;</TD><TD STYLE="font: 10pt Arial,sans-serif; text-align: left">&nbsp;</TD><TD STYLE="font: 10pt Arial,sans-serif">&nbsp;</TD>
    <TD STYLE="font: 10pt Arial,sans-serif; text-align: left">&nbsp;</TD><TD STYLE="font: 10pt Arial,sans-serif; text-align: right">&nbsp;</TD><TD STYLE="font: 10pt Arial,sans-serif; text-align: left">&nbsp;</TD><TD STYLE="font: 10pt Arial,sans-serif">&nbsp;</TD>
    <TD STYLE="font: 10pt Arial,sans-serif; text-align: left">&nbsp;</TD><TD STYLE="font: 10pt Arial,sans-serif; text-align: right">&nbsp;</TD><TD STYLE="font: 10pt Arial,sans-serif; text-align: left">&nbsp;</TD><TD STYLE="font: 10pt Arial,sans-serif">&nbsp;</TD>
    <TD STYLE="font: 10pt Arial,sans-serif; text-align: left">&nbsp;</TD><TD STYLE="font: 10pt Arial,sans-serif; text-align: right">&nbsp;</TD><TD STYLE="font: 10pt Arial,sans-serif; text-align: left">&nbsp;</TD></TR>
<TR STYLE="vertical-align: bottom; background-color: rgb(204,238,255)">
    <TD STYLE="font: 10pt Arial,sans-serif; text-align: left; padding-left: 0.25in; border-bottom: Black 1pt solid"><P STYLE="margin-top: 0; margin-bottom: 0"></P>
                                                              <P STYLE="margin-top: 0; margin-bottom: 0; margin-left: 0.25in; text-indent: -0.25in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">Interest
Rate Swaps</FONT></P></TD><TD STYLE="font: 10pt Arial,sans-serif; border-bottom: Black 1pt solid"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="font: 10pt Arial,sans-serif; text-align: left; border-bottom: Black 1pt solid"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">$</FONT></TD><TD STYLE="font: 10pt Arial,sans-serif; text-align: right; border-bottom: Black 1pt solid"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&mdash;</FONT></TD><TD STYLE="font: 10pt Arial,sans-serif; text-align: left; border-bottom: Black 1pt solid"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font: 10pt Arial,sans-serif; border-bottom: Black 1pt solid"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="font: 10pt Arial,sans-serif; text-align: left; border-bottom: Black 1pt solid"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">$</FONT></TD><TD STYLE="font: 10pt Arial,sans-serif; text-align: right; border-bottom: Black 1pt solid"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">37,060</FONT></TD><TD STYLE="font: 10pt Arial,sans-serif; text-align: left; border-bottom: Black 1pt solid"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font: 10pt Arial,sans-serif; border-bottom: Black 1pt solid"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="font: 10pt Arial,sans-serif; text-align: left; border-bottom: Black 1pt solid"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">$</FONT></TD><TD STYLE="font: 10pt Arial,sans-serif; text-align: right; border-bottom: Black 1pt solid"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&mdash;</FONT></TD><TD STYLE="font: 10pt Arial,sans-serif; text-align: left; border-bottom: Black 1pt solid"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font: 10pt Arial,sans-serif; border-bottom: Black 1pt solid"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="font: 10pt Arial,sans-serif; text-align: left; border-bottom: Black 1pt solid"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">$</FONT></TD><TD STYLE="font: 10pt Arial,sans-serif; text-align: right; border-bottom: Black 1pt solid"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">37,060</FONT></TD><TD STYLE="font: 10pt Arial,sans-serif; text-align: left; border-bottom: Black 1pt solid"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR STYLE="vertical-align: bottom; background-color: White">
    <TD STYLE="font: bold 10pt Arial,sans-serif; text-transform: uppercase"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">Total</FONT></TD><TD STYLE="font: 10pt Arial,sans-serif"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="font: 10pt Arial,sans-serif; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">$</FONT></TD><TD STYLE="font: 10pt Arial,sans-serif; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&mdash;</FONT></TD><TD STYLE="font: 10pt Arial,sans-serif; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font: 10pt Arial,sans-serif"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="font: 10pt Arial,sans-serif; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">$</FONT></TD><TD STYLE="font: 10pt Arial,sans-serif; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">37,060</FONT></TD><TD STYLE="font: 10pt Arial,sans-serif; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font: 10pt Arial,sans-serif"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="font: 10pt Arial,sans-serif; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">$</FONT></TD><TD STYLE="font: 10pt Arial,sans-serif; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&mdash;</FONT></TD><TD STYLE="font: 10pt Arial,sans-serif; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font: 10pt Arial,sans-serif"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="font: 10pt Arial,sans-serif; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">$</FONT></TD><TD STYLE="font: 10pt Arial,sans-serif; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">37,060</FONT></TD><TD STYLE="font: 10pt Arial,sans-serif; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD></TR>
</TABLE>











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<P STYLE="margin-top: 0px; margin-bottom: 0px; font: 10pt Times New Roman, Times, Serif"><FONT STYLE="font-family: Times New Roman, Times, Serif; font-size: 10pt">&nbsp;</FONT></P>

<P STYLE="margin-top: 0px; margin-bottom: 0px; font: 10pt Times New Roman, Times, Serif"><FONT STYLE="font-family: Times New Roman, Times, Serif; font-size: 10pt">ITEM&nbsp;2.
CONTROLS AND PROCEDURES. </FONT></P> <P STYLE="margin-top: 6px; margin-bottom: 0px; font: 10pt Times New Roman, Times, Serif"><FONT STYLE="font-family: Times New Roman, Times, Serif; font-size: 10pt">a)
                                     The registrant&#146;s principal executive officer and principal financial officer have evaluated
                                     the registrant&#146;s disclosure controls and procedures within 90 days of this filing and
                                     have concluded that the registrant&#146;s disclosure controls and procedures were effective,
                                     as of that date, in ensuring that information required to be disclosed by the registrant
                                     in this Form&nbsp;N-Q was recorded, processed, summarized, and reported timely. </FONT></P> <P STYLE="margin-top: 12px; margin-bottom: 0px; font: 10pt Times New Roman, Times, Serif"><FONT STYLE="font-family: Times New Roman, Times, Serif; font-size: 10pt">b)
                                         There were no changes in the registrant&#146;s internal controls over financial reporting
                                         (as defined in Rule&nbsp;30a-3(d) under the Investment Company Act of 1940) that occurred
                                         during the registrant&#146;s last fiscal quarter that has materially affected, or is
                                         reasonably likely to materially affect, the registrant&#146;s internal control over financial
                                         reporting. </FONT></P> <P STYLE="margin-top: 18px; margin-bottom: 0px; font: 10pt Times New Roman, Times, Serif"><FONT STYLE="font-family: Times New Roman, Times, Serif; font-size: 10pt">ITEM&nbsp;3.
                                         EXHIBITS. </FONT></P>
<P STYLE="margin-top: 6px; margin-bottom: 0px; margin-left: 2%; font: 10pt Times New Roman, Times, Serif"><FONT STYLE="font-family: Times New Roman, Times, Serif; font-size: 10pt">(a)
<A HREF="cvxb-ex99_cert.htm">Certification of Principal Executive Officer</A>. </FONT></P> <P STYLE="margin-top: 12px; margin-bottom: 0px; margin-left: 2%; font: 10pt Times New Roman, Times, Serif"><FONT STYLE="font-family: Times New Roman, Times, Serif; font-size: 10pt">(b)
                                         <A HREF="cvxb-ex99_cert.htm">Certification of Principal Financial Officer.</A></FONT></P>


 <P STYLE="margin-top: 0px; margin-bottom: 0px; text-align: center; font: 10pt Times New Roman, Times, Serif"><FONT STYLE="font-family: Times New Roman, Times, Serif; font-size: 10pt"><B>&nbsp;</B></FONT></P>

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<P STYLE="margin-top: 0px; margin-bottom: 0px; text-align: center; font: 10pt Times New Roman, Times, Serif"><FONT STYLE="font-family: Times New Roman, Times, Serif; font-size: 10pt"><B>&nbsp;</B></FONT></P>

<P STYLE="margin-top: 0px; margin-bottom: 0px; text-align: center; font: 10pt Times New Roman, Times, Serif"><FONT STYLE="font-family: Times New Roman, Times, Serif; font-size: 10pt"><B>SIGNATURES
</B></FONT></P> <P STYLE="margin-top: 12px; margin-bottom: 0px; text-indent: 4%; font: 10pt Times New Roman, Times, Serif"><FONT STYLE="font-family: Times New Roman, Times, Serif; font-size: 10pt">Pursuant
                to the requirements of the Securities Exchange Act of 1934 and the Investment Company Act of 1940, the registrant
                has duly caused this report to be signed on its behalf by the undersigned, thereunto duly authorized. </FONT></P> <P STYLE="font: 10pt Times New Roman, Times, Serif; margin-top: 0px; margin-bottom: 0px"><FONT STYLE="font-family: Times New Roman, Times, Serif; font-size: 10pt">&nbsp;</FONT></P>
<TABLE CELLSPACING="0" CELLPADDING="0" BORDER="0" STYLE="width: 40%; border-collapse: collapse; font: 10pt Times New Roman, Times, Serif">


<TR STYLE="font: 10pt Times New Roman, Times, Serif">
<TD STYLE="width: 15%; font: 10pt Times New Roman, Times, Serif"></TD>
<TD STYLE="vertical-align: bottom; width: 2%; font: 10pt Times New Roman, Times, Serif"></TD>
<TD STYLE="width: 83%; font: 10pt Times New Roman, Times, Serif"></TD></TR>


<TR STYLE="font: 10pt Times New Roman, Times, Serif">
<TD COLSPAN="3" STYLE="vertical-align: top; font: 10pt Times New Roman, Times, Serif"><FONT STYLE="font-family: Times New Roman, Times, Serif; font-size: 10pt">Calamos&nbsp;Convertible&nbsp;Opportunities&nbsp;and&nbsp;Income&nbsp;Fund</FONT></TD></TR>
<TR STYLE="font: 10pt Times New Roman, Times, Serif">
<TD STYLE="height: 16px; font: 10pt Times New Roman, Times, Serif"></TD>
<TD COLSPAN="2" STYLE="height: 16px; font: 10pt Times New Roman, Times, Serif"></TD></TR>
<TR STYLE="font: 10pt Times New Roman, Times, Serif">
<TD STYLE="vertical-align: top; font: 10pt Times New Roman, Times, Serif"><FONT STYLE="font-family: Times New Roman, Times, Serif; font-size: 10pt">By:</FONT></TD>
<TD STYLE="vertical-align: bottom; border-bottom: #000000 1px solid; font: 10pt Times New Roman, Times, Serif"><FONT STYLE="font-family: Times New Roman, Times, Serif; font-size: 10pt">&nbsp;</FONT></TD>
<TD STYLE="vertical-align: top; border-bottom: #000000 1px solid; font: 10pt Times New Roman, Times, Serif"><FONT STYLE="font-family: Times New Roman, Times, Serif; font-size: 10pt">/s/&nbsp;&nbsp;&nbsp;&nbsp;
John P. Calamos, Sr.</FONT></TD></TR>
<TR STYLE="font: 10pt Times New Roman, Times, Serif">
<TD STYLE="vertical-align: top; font: 10pt Times New Roman, Times, Serif"><FONT STYLE="font-family: Times New Roman, Times, Serif; font-size: 10pt">Name:</FONT></TD>
<TD STYLE="vertical-align: bottom; font: 10pt Times New Roman, Times, Serif"><FONT STYLE="font-family: Times New Roman, Times, Serif; font-size: 10pt">&nbsp;</FONT></TD>
<TD STYLE="vertical-align: top; font: 10pt Times New Roman, Times, Serif"><FONT STYLE="font-family: Times New Roman, Times, Serif; font-size: 10pt">John
P. Calamos, Sr.</FONT></TD></TR>
<TR STYLE="font: 10pt Times New Roman, Times, Serif">
<TD STYLE="vertical-align: top; font: 10pt Times New Roman, Times, Serif"><FONT STYLE="font-family: Times New Roman, Times, Serif; font-size: 10pt">Title:</FONT></TD>
<TD STYLE="vertical-align: bottom; font: 10pt Times New Roman, Times, Serif"><FONT STYLE="font-family: Times New Roman, Times, Serif; font-size: 10pt">&nbsp;</FONT></TD>
<TD STYLE="vertical-align: top; font: 10pt Times New Roman, Times, Serif"><FONT STYLE="font-family: Times New Roman, Times, Serif; font-size: 10pt">Principal
Executive Officer</FONT></TD></TR>
<TR STYLE="font: 10pt Times New Roman, Times, Serif">
<TD STYLE="vertical-align: top; font: 10pt Times New Roman, Times, Serif"><FONT STYLE="font-family: Times New Roman, Times, Serif; font-size: 10pt">Date:</FONT></TD>
<TD STYLE="vertical-align: bottom; font: 10pt Times New Roman, Times, Serif"><FONT STYLE="font-family: Times New Roman, Times, Serif; font-size: 10pt">&nbsp;</FONT></TD>
<TD STYLE="vertical-align: top; font: 10pt Times New Roman, Times, Serif"><FONT STYLE="font-family: Times New Roman, Times, Serif; font-size: 10pt">March
3, 2017</FONT></TD></TR>
</TABLE> <P STYLE="margin-top: 12px; margin-bottom: 0px; text-indent: 4%; font: 10pt Times New Roman, Times, Serif"><FONT STYLE="font-family: Times New Roman, Times, Serif; font-size: 10pt">Pursuant
         to the requirements of the Securities Exchange Act of 1934 and the Investment Company Act of 1940, this report has been
         signed by the following persons on behalf of the registrant and in the capacities and on the dates indicated. </FONT></P> <P STYLE="font: 10pt Times New Roman, Times, Serif; margin-top: 0px; margin-bottom: 0px"><FONT STYLE="font-family: Times New Roman, Times, Serif; font-size: 10pt">&nbsp;</FONT></P>
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<TD STYLE="width: 15%; font: 10pt Times New Roman, Times, Serif"></TD>
<TD STYLE="vertical-align: bottom; width: 2%; font: 10pt Times New Roman, Times, Serif"></TD>
<TD STYLE="width: 83%; font: 10pt Times New Roman, Times, Serif"></TD></TR>


<TR STYLE="font: 10pt Times New Roman, Times, Serif">
<TD COLSPAN="3" STYLE="vertical-align: top; font: 10pt Times New Roman, Times, Serif"><FONT STYLE="font-family: Times New Roman, Times, Serif; font-size: 10pt">Calamos&nbsp;Convertible&nbsp;Opportunities&nbsp;and&nbsp;Income&nbsp;Fund</FONT></TD></TR>
<TR STYLE="font: 10pt Times New Roman, Times, Serif">
<TD STYLE="height: 16px; font: 10pt Times New Roman, Times, Serif"></TD>
<TD COLSPAN="2" STYLE="height: 16px; font: 10pt Times New Roman, Times, Serif"></TD></TR>
<TR STYLE="font: 10pt Times New Roman, Times, Serif">
<TD STYLE="vertical-align: top; font: 10pt Times New Roman, Times, Serif"><FONT STYLE="font-family: Times New Roman, Times, Serif; font-size: 10pt">By:</FONT></TD>
<TD STYLE="vertical-align: bottom; border-bottom: #000000 1px solid; font: 10pt Times New Roman, Times, Serif"><FONT STYLE="font-family: Times New Roman, Times, Serif; font-size: 10pt">&nbsp;</FONT></TD>
<TD STYLE="vertical-align: top; border-bottom: #000000 1px solid; font: 10pt Times New Roman, Times, Serif"><FONT STYLE="font-family: Times New Roman, Times, Serif; font-size: 10pt">/s/&nbsp;&nbsp;&nbsp;&nbsp;
John P. Calamos, Sr.</FONT></TD></TR>
<TR STYLE="font: 10pt Times New Roman, Times, Serif">
<TD STYLE="vertical-align: top; font: 10pt Times New Roman, Times, Serif"><FONT STYLE="font-family: Times New Roman, Times, Serif; font-size: 10pt">Name:</FONT></TD>
<TD STYLE="vertical-align: bottom; font: 10pt Times New Roman, Times, Serif"><FONT STYLE="font-family: Times New Roman, Times, Serif; font-size: 10pt">&nbsp;</FONT></TD>
<TD STYLE="vertical-align: top; font: 10pt Times New Roman, Times, Serif"><FONT STYLE="font-family: Times New Roman, Times, Serif; font-size: 10pt">John
P. Calamos, Sr.</FONT></TD></TR>
<TR STYLE="font: 10pt Times New Roman, Times, Serif">
<TD STYLE="vertical-align: top; font: 10pt Times New Roman, Times, Serif"><FONT STYLE="font-family: Times New Roman, Times, Serif; font-size: 10pt">Title:</FONT></TD>
<TD STYLE="vertical-align: bottom; font: 10pt Times New Roman, Times, Serif"><FONT STYLE="font-family: Times New Roman, Times, Serif; font-size: 10pt">&nbsp;</FONT></TD>
<TD STYLE="vertical-align: top; font: 10pt Times New Roman, Times, Serif"><FONT STYLE="font-family: Times New Roman, Times, Serif; font-size: 10pt">Principal
Executive Officer</FONT></TD></TR>
<TR STYLE="font: 10pt Times New Roman, Times, Serif">
<TD STYLE="vertical-align: top; font: 10pt Times New Roman, Times, Serif"><FONT STYLE="font-family: Times New Roman, Times, Serif; font-size: 10pt">Date:</FONT></TD>
<TD STYLE="vertical-align: bottom; font: 10pt Times New Roman, Times, Serif"><FONT STYLE="font-family: Times New Roman, Times, Serif; font-size: 10pt">&nbsp;</FONT></TD>
<TD STYLE="vertical-align: top; font: 10pt Times New Roman, Times, Serif"><P STYLE="margin-top: 0px; margin-bottom: 1px; font: 10pt Times New Roman, Times, Serif"><FONT STYLE="font-family: Times New Roman, Times, Serif; font-size: 10pt">March
                                         3, 2017</FONT></P></TD></TR>
<TR STYLE="font: 10pt Times New Roman, Times, Serif">
<TD STYLE="height: 32px; font: 10pt Times New Roman, Times, Serif"></TD>
<TD COLSPAN="2" STYLE="height: 32px; font: 10pt Times New Roman, Times, Serif"></TD></TR>
<TR STYLE="font: 10pt Times New Roman, Times, Serif">
<TD STYLE="vertical-align: top; font: 10pt Times New Roman, Times, Serif"><FONT STYLE="font-family: Times New Roman, Times, Serif; font-size: 10pt">By:</FONT></TD>
<TD STYLE="vertical-align: bottom; border-bottom: #000000 1px solid; font: 10pt Times New Roman, Times, Serif"><FONT STYLE="font-family: Times New Roman, Times, Serif; font-size: 10pt">&nbsp;</FONT></TD>
<TD STYLE="vertical-align: top; border-bottom: #000000 1px solid; font: 10pt Times New Roman, Times, Serif"><FONT STYLE="font-family: Times New Roman, Times, Serif; font-size: 10pt">/s/&nbsp;&nbsp;&nbsp;&nbsp;
Thomas Herman</FONT></TD></TR>
<TR STYLE="font: 10pt Times New Roman, Times, Serif">
<TD STYLE="vertical-align: top; font: 10pt Times New Roman, Times, Serif"><FONT STYLE="font-family: Times New Roman, Times, Serif; font-size: 10pt">Name:</FONT></TD>
<TD STYLE="vertical-align: bottom; font: 10pt Times New Roman, Times, Serif"><FONT STYLE="font-family: Times New Roman, Times, Serif; font-size: 10pt">&nbsp;</FONT></TD>
<TD STYLE="vertical-align: top; font: 10pt Times New Roman, Times, Serif"><P STYLE="margin-top: 0px; margin-bottom: 1px; font: 10pt Times New Roman, Times, Serif"><FONT STYLE="font-family: Times New Roman, Times, Serif; font-size: 10pt">Thomas
                                         Herman</FONT></P></TD></TR>
<TR STYLE="font: 10pt Times New Roman, Times, Serif">
<TD STYLE="vertical-align: top; font: 10pt Times New Roman, Times, Serif"><FONT STYLE="font-family: Times New Roman, Times, Serif; font-size: 10pt">Title:</FONT></TD>
<TD STYLE="vertical-align: bottom; font: 10pt Times New Roman, Times, Serif"><FONT STYLE="font-family: Times New Roman, Times, Serif; font-size: 10pt">&nbsp;</FONT></TD>
<TD STYLE="vertical-align: top; font: 10pt Times New Roman, Times, Serif"><FONT STYLE="font-family: Times New Roman, Times, Serif; font-size: 10pt">Principal
Financial Officer</FONT></TD></TR>
<TR STYLE="font: 10pt Times New Roman, Times, Serif">
<TD STYLE="vertical-align: top; font: 10pt Times New Roman, Times, Serif"><FONT STYLE="font-family: Times New Roman, Times, Serif; font-size: 10pt">Date:</FONT></TD>
<TD STYLE="vertical-align: bottom; font: 10pt Times New Roman, Times, Serif"><FONT STYLE="font-family: Times New Roman, Times, Serif; font-size: 10pt">&nbsp;</FONT></TD>
<TD STYLE="vertical-align: top; font: 10pt Times New Roman, Times, Serif"><P STYLE="margin-top: 0px; margin-bottom: 1px; font: 10pt Times New Roman, Times, Serif"><FONT STYLE="font-family: Times New Roman, Times, Serif; font-size: 10pt">March
                                         3, 2017</FONT></P></TD></TR>
</TABLE>
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</DOCUMENT>
<DOCUMENT>
<TYPE>EX-99.CERT
<SEQUENCE>2
<FILENAME>cvxb-ex99_cert.htm
<DESCRIPTION>CERTIFICATIONS
<TEXT>
<HTML><HEAD>
<TITLE>EX-99.CERT</TITLE>
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<!-- Field: Rule-Page --><DIV ALIGN="LEFT" STYLE="margin-top: 12pt; margin-bottom: 3pt"><DIV STYLE="font-size: 1pt; border-top: Black 2pt solid; border-bottom: Black 1pt solid; width: 100%">&nbsp;</DIV></DIV><!-- Field: /Rule-Page -->

<P STYLE="margin-top: 0px; margin-bottom: 0px; font: 10pt Times New Roman, Times, Serif"><A HREF="cvxb-nq_013117.htm">Calamos Convertible Opportunities and Income Fund - N-Q</A></P>

<P STYLE="margin-top: 0px; margin-bottom: 0px; font: 10pt Times New Roman, Times, Serif; text-align: right">EX-99.CERT<FONT STYLE="font-family: Times New Roman, Times, Serif; font-size: 10pt">&nbsp;</FONT></P>

<P STYLE="margin-top: 0px; margin-bottom: 0px; font: 10pt Times New Roman, Times, Serif"><FONT STYLE="font: 10pt Times New Roman, Times, Serif">&nbsp;</FONT></P>

<P STYLE="margin-top: 0px; margin-bottom: 0px; font: 10pt Times New Roman, Times, Serif"><FONT STYLE="font: 10pt Times New Roman, Times, Serif">CERTIFICATION
 OF PRINCIPAL EXECUTIVE OFFICER </FONT></P> <P STYLE="margin-top: 6px; margin-bottom: 0px; font: 10pt Times New Roman, Times, Serif"><FONT STYLE="font-family: Times New Roman, Times, Serif; font-size: 10pt">I,
                                         John P. Calamos, Sr., certify that: </FONT></P> <P STYLE="margin-top: 12px; margin-bottom: 0px; font: 10pt Times New Roman, Times, Serif"><FONT STYLE="font-family: Times New Roman, Times, Serif; font-size: 10pt">1.
                                         I have reviewed this report on Form N-Q of Calamos Convertible Opportunities and Income
                                         Fund; </FONT></P> <P STYLE="margin-top: 12px; margin-bottom: 0px; font: 10pt Times New Roman, Times, Serif"><FONT STYLE="font-family: Times New Roman, Times, Serif; font-size: 10pt">2.
                                         Based on my knowledge, this report does not contain any untrue statement of a material
                                         fact or omit to state a material fact necessary to make the statements made, in light
                                         of the circumstances under which such statements were made, not misleading with respect
                                         to the period covered by this report; </FONT></P> <P STYLE="margin-top: 12px; margin-bottom: 0px; font: 10pt Times New Roman, Times, Serif"><FONT STYLE="font-family: Times New Roman, Times, Serif; font-size: 10pt">3.
                    Based on my knowledge, the schedules of investments included in this report fairly present in all material
                    respects the investments of the registrant as of the end of the fiscal quarter for which the report is filed;
                    </FONT></P> <P STYLE="margin-top: 12px; margin-bottom: 0px; font: 10pt Times New Roman, Times, Serif"><FONT STYLE="font-family: Times New Roman, Times, Serif; font-size: 10pt">4.
                                         The registrant&#146;s other certifying officer and I are responsible for establishing
                                         and maintaining disclosure controls and procedures (as defined in Rule 30a-3(c) under
                                         the Investment Company Act of 1940) and internal control over financial reporting (as
                                         defined in Rule 30a-3(d) under the Investment Company Act of 1940) for the registrant
                                         and have: </FONT></P> <P STYLE="margin-top: 12px; margin-bottom: 0px; margin-left: 2%; font: 10pt Times New Roman, Times, Serif"><FONT STYLE="font-family: Times New Roman, Times, Serif; font-size: 10pt">a)
                                         Designed such disclosure controls and procedures, or caused such disclosure controls
                                         and procedures to be designed under our supervision, to ensure that material information
                                         relating to the registrant, including its consolidated subsidiaries, is made known to
                                         us by others within those entities, particularly during the period in which this report
                                         is being prepared; </FONT></P> <P STYLE="margin-top: 12px; margin-bottom: 0px; margin-left: 2%; font: 10pt Times New Roman, Times, Serif"><FONT STYLE="font-family: Times New Roman, Times, Serif; font-size: 10pt">b)
                                         Designed such internal control over financial reporting, or caused such internal control
                                         over financial reporting to be designed under our supervision, to provide reasonable
                                         assurance regarding the reliability of financial reporting and the preparation of financial
                                         statements for external purposes in accordance with generally accepted accounting principles;
                                         </FONT></P> <P STYLE="margin-top: 12px; margin-bottom: 0px; margin-left: 2%; font: 10pt Times New Roman, Times, Serif"><FONT STYLE="font-family: Times New Roman, Times, Serif; font-size: 10pt">c)
                                         Evaluated the effectiveness of the registrant&#146;s disclosure controls and procedures
                                         and presented in this report our conclusions about the effectiveness of the disclosure
                                         controls and procedures, as of a date within 90 days prior to the filing date of this
                                         report based, on such evaluation; and </FONT></P> <P STYLE="margin-top: 12px; margin-bottom: 0px; margin-left: 2%; font: 10pt Times New Roman, Times, Serif"><FONT STYLE="font-family: Times New Roman, Times, Serif; font-size: 10pt">d)
                                         Disclosed in this report any change in the registrant&#146;s internal control over financial
                                         reporting that occurred during the registrant&#146;s most recent fiscal quarter that
                                         has materially affected, or is reasonably likely to materially affect, the registrant&#146;s
                                         internal control over financial reporting; and </FONT></P> <P STYLE="margin-top: 12px; margin-bottom: 0px; font: 10pt Times New Roman, Times, Serif"><FONT STYLE="font-family: Times New Roman, Times, Serif; font-size: 10pt">5.
                                         The registrant&#146;s other certifying officer and I have disclosed to the registrant&#146;s
                                         auditors and the audit committee of the registrant&#146;s board of directors (or persons
                                         performing the equivalent functions): </FONT></P> <P STYLE="margin-top: 12px; margin-bottom: 0px; margin-left: 2%; font: 10pt Times New Roman, Times, Serif"><FONT STYLE="font-family: Times New Roman, Times, Serif; font-size: 10pt">a)
                                         All significant deficiencies and material weaknesses in the design or operation of internal
                                         control over financial reporting which are reasonably likely to adversely affect the
                                         registrant&#146;s ability to record, process, summarize, and report financial information;
                                         and </FONT></P> <P STYLE="margin-top: 12px; margin-bottom: 0px; margin-left: 2%; font: 10pt Times New Roman, Times, Serif"><FONT STYLE="font-family: Times New Roman, Times, Serif; font-size: 10pt">b)
                             Any fraud, whether or not material, that involves management or other employees who have a significant
                             role in the registrant&#146;s internal control over financial reporting. </FONT></P> <P STYLE="font: 10pt Times New Roman, Times, Serif; margin-top: 0px; margin-bottom: 0px"><FONT STYLE="font-family: Times New Roman, Times, Serif; font-size: 10pt">&nbsp;</FONT></P>
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<TD STYLE="vertical-align: top; font: 10pt Times New Roman, Times, Serif"><FONT STYLE="font-family: Times New Roman, Times, Serif; font-size: 10pt">Date: March 3, 2017</FONT></TD></TR>
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<TD STYLE="vertical-align: top; border-bottom: #000000 1px solid; font: 10pt Times New Roman, Times, Serif"><FONT STYLE="font-family: Times New Roman, Times, Serif; font-size: 10pt">/s/&nbsp;&nbsp;&nbsp;&nbsp;
John P. Calamos, Sr.</FONT></TD></TR>
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<TD STYLE="vertical-align: top; font: 10pt Times New Roman, Times, Serif"><FONT STYLE="font-family: Times New Roman, Times, Serif; font-size: 10pt">Principal Executive Officer</FONT></TD></TR>
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<P STYLE="margin-top: 0px; margin-bottom: 0px; font: 10pt Times New Roman, Times, Serif"><FONT STYLE="font-family: Times New Roman, Times, Serif; font-size: 10pt">CERTIFICATION
OF PRINCIPAL FINANCIAL OFFICER </FONT></P> <P STYLE="margin-top: 6px; margin-bottom: 0px; font: 10pt Times New Roman, Times, Serif"><FONT STYLE="font-family: Times New Roman, Times, Serif; font-size: 10pt">I,
                                         Thomas Herman, certify that: </FONT></P> <P STYLE="margin-top: 12px; margin-bottom: 0px; font: 10pt Times New Roman, Times, Serif"><FONT STYLE="font-family: Times New Roman, Times, Serif; font-size: 10pt">1.
                                         I have reviewed this report on Form N-Q of Calamos Convertible Opportunities and Income
                                         Fund; </FONT></P> <P STYLE="margin-top: 12px; margin-bottom: 0px; font: 10pt Times New Roman, Times, Serif"><FONT STYLE="font-family: Times New Roman, Times, Serif; font-size: 10pt">2.
                                         Based on my knowledge, this report does not contain any untrue statement of a material
                                         fact or omit to state a material fact necessary to make the statements made, in light
                                         of the circumstances under which such statements were made, not misleading with respect
                                         to the period covered by this report; </FONT></P> <P STYLE="margin-top: 12px; margin-bottom: 0px; font: 10pt Times New Roman, Times, Serif"><FONT STYLE="font-family: Times New Roman, Times, Serif; font-size: 10pt">3.
                    Based on my knowledge, the schedules of investments included in this report fairly present in all material
                    respects the investments of the registrant as of the end of the fiscal quarter for which the report is filed;
                    </FONT></P> <P STYLE="margin-top: 12px; margin-bottom: 0px; font: 10pt Times New Roman, Times, Serif"><FONT STYLE="font-family: Times New Roman, Times, Serif; font-size: 10pt">4.
                                         The registrant&#146;s other certifying officer and I are responsible for establishing
                                         and maintaining disclosure controls and procedures (as defined in Rule 30a-3(c) under
                                         the Investment Company Act of 1940) and internal control over financial reporting (as
                                         defined in Rule 30a-3(d) under the Investment Company Act of 1940) for the registrant
                                         and have: </FONT></P> <P STYLE="margin-top: 12px; margin-bottom: 0px; margin-left: 2%; font: 10pt Times New Roman, Times, Serif"><FONT STYLE="font-family: Times New Roman, Times, Serif; font-size: 10pt">a)
                                         Designed such disclosure controls and procedures, or caused such disclosure controls
                                         and procedures to be designed under our supervision, to ensure that material information
                                         relating to the registrant, including its consolidated subsidiaries, is made known to
                                         us by others within those entities, particularly during the period in which this report
                                         is being prepared; </FONT></P> <P STYLE="margin-top: 12px; margin-bottom: 0px; margin-left: 2%; font: 10pt Times New Roman, Times, Serif"><FONT STYLE="font-family: Times New Roman, Times, Serif; font-size: 10pt">b)
                                         Designed such internal control over financial reporting, or caused such internal control
                                         over financial reporting to be designed under our supervision, to provide reasonable
                                         assurance regarding the reliability of financial reporting and the preparation of financial
                                         statements for external purposes in accordance with generally accepted accounting principles;
                                         </FONT></P> <P STYLE="margin-top: 12px; margin-bottom: 0px; margin-left: 2%; font: 10pt Times New Roman, Times, Serif"><FONT STYLE="font-family: Times New Roman, Times, Serif; font-size: 10pt">c)
                                         Evaluated the effectiveness of the registrant&#146;s disclosure controls and procedures
                                         and presented in this report our conclusions about the effectiveness of the disclosure
                                         controls and procedures, as of a date within 90 days prior to the filing date of this
                                         report based, on such evaluation; and </FONT></P> <P STYLE="margin-top: 12px; margin-bottom: 0px; margin-left: 2%; font: 10pt Times New Roman, Times, Serif"><FONT STYLE="font-family: Times New Roman, Times, Serif; font-size: 10pt">d)
                                         Disclosed in this report any change in the registrant&#146;s internal control over financial
                                         reporting that occurred during the registrant&#146;s most recent fiscal quarter that
                                         has materially affected, or is reasonably likely to materially affect, the registrant&#146;s
                                         internal control over financial reporting; and </FONT></P> <P STYLE="margin-top: 12px; margin-bottom: 0px; font: 10pt Times New Roman, Times, Serif"><FONT STYLE="font-family: Times New Roman, Times, Serif; font-size: 10pt">5.
                                         The registrant&#146;s other certifying officer and I have disclosed to the registrant&#146;s
                                         auditors and the audit committee of the registrant&#146;s board of directors (or persons
                                         performing the equivalent functions): </FONT></P> <P STYLE="margin-top: 12px; margin-bottom: 0px; margin-left: 2%; font: 10pt Times New Roman, Times, Serif"><FONT STYLE="font-family: Times New Roman, Times, Serif; font-size: 10pt">a)
                                         All significant deficiencies and material weaknesses in the design or operation of internal
                                         control over financial reporting which are reasonably likely to adversely affect the
                                         registrant&#146;s ability to record, process, summarize, and report financial information;
                                         and </FONT></P> <P STYLE="margin-top: 12px; margin-bottom: 0px; margin-left: 2%; font: 10pt Times New Roman, Times, Serif"><FONT STYLE="font-family: Times New Roman, Times, Serif; font-size: 10pt">b)
                                         Any fraud, whether or not material, that involves management or other employees who have
                                         a significant role in the registrant&#146;s internal control over financial reporting.
                                         </FONT></P> <P STYLE="font: 10pt Times New Roman, Times, Serif; margin-top: 0px; margin-bottom: 0px"><FONT STYLE="font-family: Times New Roman, Times, Serif; font-size: 10pt">&nbsp;</FONT></P>
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<TD STYLE="vertical-align: top; font: 10pt Times New Roman, Times, Serif"><FONT STYLE="font-family: Times New Roman, Times, Serif; font-size: 10pt">Date: March 3, 2017</FONT></TD></TR>
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<TD STYLE="vertical-align: top; border-bottom: #000000 1px solid; font: 10pt Times New Roman, Times, Serif"><FONT STYLE="font-family: Times New Roman, Times, Serif; font-size: 10pt">/s/&nbsp;&nbsp;&nbsp;&nbsp;
Thomas Herman</FONT></TD></TR>
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<TD STYLE="vertical-align: top; font: 10pt Times New Roman, Times, Serif"><FONT STYLE="font-family: Times New Roman, Times, Serif; font-size: 10pt">Principal Financial Officer</FONT></TD></TR>
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