<SEC-DOCUMENT>0000891804-16-001212.txt : 20160329
<SEC-HEADER>0000891804-16-001212.hdr.sgml : 20160329
<ACCEPTANCE-DATETIME>20160329110127
ACCESSION NUMBER:		0000891804-16-001212
CONFORMED SUBMISSION TYPE:	N-Q
PUBLIC DOCUMENT COUNT:		2
CONFORMED PERIOD OF REPORT:	20160131
FILED AS OF DATE:		20160329
DATE AS OF CHANGE:		20160329
EFFECTIVENESS DATE:		20160329

FILER:

	COMPANY DATA:	
		COMPANY CONFORMED NAME:			ADVENT CLAYMORE CONVERTIBLE SECURITIES & INCOME FUND
		CENTRAL INDEX KEY:			0001219120
		IRS NUMBER:				000000000
		STATE OF INCORPORATION:			DE
		FISCAL YEAR END:			1031

	FILING VALUES:
		FORM TYPE:		N-Q
		SEC ACT:		1940 Act
		SEC FILE NUMBER:	811-21309
		FILM NUMBER:		161534141

	BUSINESS ADDRESS:	
		STREET 1:		227 W. MONROE STREET
		CITY:			CHICAGO
		STATE:			IL
		ZIP:			60606
		BUSINESS PHONE:		312-827-0100

	MAIL ADDRESS:	
		STREET 1:		227 W. MONROE STREET
		CITY:			CHICAGO
		STATE:			IL
		ZIP:			60606
</SEC-HEADER>
<DOCUMENT>
<TYPE>N-Q
<SEQUENCE>1
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<DESCRIPTION>AVK
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<div style="MARGIN-BOTTOM: 0.2pt; FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: center">UNITED STATES</div>

<div style="MARGIN-BOTTOM: 0.2pt; FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: center">&#160;SECURITIES AND EXCHANGE COMMISSION</div>

<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: center">Washington, DC&#160; 20549</div>

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<div style="FONT-SIZE: 14pt; FONT-FAMILY: 'Times New Roman'; FONT-WEIGHT: bold; COLOR: #000000; TEXT-ALIGN: center">FORM N-Q</div>

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<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman'; FONT-WEIGHT: bold; COLOR: #000000; TEXT-ALIGN: center">QUARTERLY SCHEDULE OF PORTFOLIO HOLDINGS OF REGISTERED</div>

<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman'; FONT-WEIGHT: bold; COLOR: #000000; TEXT-ALIGN: center">MANAGEMENT INVESTMENT COMPANY</div>

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<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: left">Investment Company Act file number</div>
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<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: left">&#160;&#160;&#160;&#160;&#160;811-21309</div>
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<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: center">&#160;</div>

<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: center">Advent Claymore Convertible Securities and Income Fund</div>
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<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: center">(Exact name of registrant as specified in charter)</div>
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<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: center">1271 Avenue of the Americas, 45th Floor, New York, NY 10020</div>
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<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: center">(Address of principal executive offices) (Zip code)</div>
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<td style="VERTICAL-ALIGN: top; BORDER-BOTTOM: #000000 2px solid; WIDTH: 100%">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: center">&#160;</div>

<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: center">Robert White</div>

<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: center">&#160;1271 Avenue of the Americas, 45th Floor</div>

<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: center">New York, NY 10020</div>
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<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: center">(Name and address of agent for service)</div>
</td>
</tr>
</table>

<div><br>
</div>

<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: justify">Registrant&#8217;s telephone number, including area code:&#160; (<font style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman'"><u>212) 482-1600</u></font></div>

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</div>

<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: justify">Date of fiscal year end: <font style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman'"><u>October 31</u></font></div>

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<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman'; TEXT-ALIGN: justify"><font style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000">Date of reporting period</font>:<font style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman'"><u> November 1, 2015 &#8211; January 31, 2016</u></font></div>

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<div>&#160;</div>

<div style="TEXT-ALIGN: justify"><font style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman'; FONT-WEIGHT: bold; COLOR: #000000">Item 1.&#160;&#160;&#160; </font><font style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman'; FONT-WEIGHT: bold; COLOR: #000000">Schedule of Investments.</font></div>

<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: left; MARGIN-LEFT: 18pt; TEXT-INDENT: 18pt">Attached hereto.</div>
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<div>&#160;</div>

<div>
<table id="351249c66ef84b7ab44e8a0b958a2087" style="FONT-SIZE: 9pt; FONT-FAMILY: 'Times New Roman'; WIDTH: 100%" cellspacing="0" cellpadding="0">
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<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: middle; WIDTH: 80.41%">
<div style="FONT-SIZE: 14pt; COLOR: #000000; TEXT-ALIGN: left">Advent Claymore Convertible Securities &amp; Income Fund</div>
</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: middle; WIDTH: 19.59%">&#160;</td>
</tr>

<tr>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: middle; WIDTH: 80.41%">
<div style="FONT-SIZE: 14pt; FONT-WEIGHT: bold; TEXT-ALIGN: left">SCHEDULE OF INVESTMENTS <font style="FONT-SIZE: 10pt; FONT-STYLE: italic">(Unaudited)</font></div>
</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: middle; WIDTH: 19.59%">
<div style="FONT-SIZE: 10pt; COLOR: #000000; TEXT-ALIGN: right">January 31, 2016</div>
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<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: middle; BORDER-BOTTOM: #000000 2px solid; WIDTH: 80.41%">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: middle; BORDER-BOTTOM: #000000 2px solid; WIDTH: 19.59%">&#160;</td>
</tr>
</table>
</div>

<div style="FONT-FAMILY: Arial">&#160;</div>

<div style="FONT-FAMILY: Arial">&#160;</div>

<div>
<table id="fc83a24a87b8402485cbdd08ed69736d" style="FONT-SIZE: 9pt; FONT-FAMILY: 'Times New Roman'; WIDTH: 100%" cellspacing="0" cellpadding="0" border="0">
<tr style="HEIGHT: 13px">
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 72%">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; TEXT-ALIGN: left; WIDTH: 1%">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 10%">
<div style="FONT-SIZE: 10pt; FONT-WEIGHT: bold; COLOR: #000000; TEXT-ALIGN: right">Shares</div>
</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 4%">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; TEXT-ALIGN: left; WIDTH: 1%">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 10%">
<div style="FONT-SIZE: 10pt; FONT-WEIGHT: bold; COLOR: #000000; TEXT-ALIGN: right">Value</div>
</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%">&#160;</td>
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<tr>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 72%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-WEIGHT: bold; COLOR: #000000; TEXT-ALIGN: left">COMMON STOCKS<sup style="vertical-align: text-top; line-height: 1; font-size: smaller">&#8224;</sup> - 11.5%</div>
</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 10%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 4%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 10%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
</tr>

<tr>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 72%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-WEIGHT: bold; COLOR: #000000; TEXT-ALIGN: left">Consumer, Non-cyclical - 5.0%</div>
</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 10%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 4%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 10%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
</tr>

<tr>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 72%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; COLOR: #000000; TEXT-ALIGN: left">Gilead Sciences, Inc.<sup style="vertical-align: text-top; line-height: 1; font-size: smaller">1</sup></div>
</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 10%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; COLOR: #000000; TEXT-ALIGN: right">49,400</div>
</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 4%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; COLOR: #000000">$</div>
</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 10%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; COLOR: #000000; TEXT-ALIGN: right">4,100,199</div>
</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
</tr>

<tr>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 72%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; COLOR: #000000; TEXT-ALIGN: left">Cigna Corp.<sup style="vertical-align: text-top; line-height: 1; font-size: smaller">1</sup></div>
</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 10%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; COLOR: #000000; TEXT-ALIGN: right">29,971</div>
</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 4%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 10%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; COLOR: #000000; TEXT-ALIGN: right">4,004,126</div>
</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
</tr>

<tr>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 72%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; COLOR: #000000; TEXT-ALIGN: left">Bristol-Myers Squibb Co.<sup style="vertical-align: text-top; line-height: 1; font-size: smaller">1</sup></div>
</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 10%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; COLOR: #000000; TEXT-ALIGN: right">51,100</div>
</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 4%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 10%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; COLOR: #000000; TEXT-ALIGN: right">3,176,376</div>
</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
</tr>

<tr>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 72%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; COLOR: #000000; TEXT-ALIGN: left">Mylan N.V.<sup style="vertical-align: text-top; line-height: 1; font-size: smaller">*,1,2</sup></div>
</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 10%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; COLOR: #000000; TEXT-ALIGN: right">39,000</div>
</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 4%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 10%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; COLOR: #000000; TEXT-ALIGN: right">2,054,910</div>
</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
</tr>

<tr>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 72%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; COLOR: #000000; TEXT-ALIGN: left">Amgen, Inc.<sup style="vertical-align: text-top; line-height: 1; font-size: smaller">2</sup></div>
</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 10%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; COLOR: #000000; TEXT-ALIGN: right">12,200</div>
</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 4%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 10%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; COLOR: #000000; TEXT-ALIGN: right">1,863,306</div>
</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
</tr>

<tr>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 72%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; COLOR: #000000; TEXT-ALIGN: left">Biogen, Inc.<sup style="vertical-align: text-top; line-height: 1; font-size: smaller">*,2</sup></div>
</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 10%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; COLOR: #000000; TEXT-ALIGN: right">6,600</div>
</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 4%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 10%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; COLOR: #000000; TEXT-ALIGN: right">1,802,196</div>
</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
</tr>

<tr>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 72%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; COLOR: #000000; TEXT-ALIGN: left">Cempra, Inc.<sup style="vertical-align: text-top; line-height: 1; font-size: smaller">*,1</sup></div>
</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 10%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; COLOR: #000000; TEXT-ALIGN: right">17,500</div>
</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 4%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; BORDER-BOTTOM: #000000 2px solid; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; BORDER-BOTTOM: #000000 2px solid; WIDTH: 10%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; COLOR: #000000; TEXT-ALIGN: right">301,525</div>
</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; BORDER-BOTTOM: #000000 2px solid; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
</tr>

<tr>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 72%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-WEIGHT: bold; COLOR: #000000; TEXT-ALIGN: left">Total Consumer, Non-cyclical</div>
</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 10%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 4%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; BORDER-BOTTOM: #000000 2px solid; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; BORDER-BOTTOM: #000000 2px solid; WIDTH: 10%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; COLOR: #000000; TEXT-ALIGN: right">17,302,638</div>
</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; BORDER-BOTTOM: #000000 2px solid; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
</tr>

<tr>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 72%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-WEIGHT: bold; COLOR: #000000; TEXT-ALIGN: left">Industrial - 1.9%</div>
</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 10%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 4%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 10%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
</tr>

<tr>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 72%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; COLOR: #000000; TEXT-ALIGN: left">General Dynamics Corp.<sup style="vertical-align: text-top; line-height: 1; font-size: smaller">1</sup></div>
</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 10%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; COLOR: #000000; TEXT-ALIGN: right">35,500</div>
</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 4%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 10%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; COLOR: #000000; TEXT-ALIGN: right">4,748,835</div>
</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
</tr>

<tr>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 72%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; COLOR: #000000; TEXT-ALIGN: left">Deutsche Post AG<sup style="vertical-align: text-top; line-height: 1; font-size: smaller">*</sup></div>
</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 10%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; COLOR: #000000; TEXT-ALIGN: right">80,000</div>
</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 4%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 10%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; COLOR: #000000; TEXT-ALIGN: right">1,932,974</div>
</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
</tr>

<tr>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 72%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; COLOR: #000000; TEXT-ALIGN: left">General Electric Co.</div>
</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 10%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; COLOR: #000000; TEXT-ALIGN: right">1</div>
</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 4%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; BORDER-BOTTOM: #000000 2px solid; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; BORDER-BOTTOM: #000000 2px solid; WIDTH: 10%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; COLOR: #000000; TEXT-ALIGN: right">29</div>
</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; BORDER-BOTTOM: #000000 2px solid; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
</tr>

<tr>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 72%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-WEIGHT: bold; COLOR: #000000; TEXT-ALIGN: left">Total Industrial</div>
</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 10%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 4%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; BORDER-BOTTOM: #000000 2px solid; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; BORDER-BOTTOM: #000000 2px solid; WIDTH: 10%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; COLOR: #000000; TEXT-ALIGN: right">6,681,838</div>
</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; BORDER-BOTTOM: #000000 2px solid; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
</tr>

<tr>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 72%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-WEIGHT: bold; COLOR: #000000; TEXT-ALIGN: left">Financial - 1.5%</div>
</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 10%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 4%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 10%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
</tr>

<tr>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 72%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; COLOR: #000000; TEXT-ALIGN: left">Blackstone Group, LP<sup style="vertical-align: text-top; line-height: 1; font-size: smaller">1</sup></div>
</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 10%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; COLOR: #000000; TEXT-ALIGN: right">148,900</div>
</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 4%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 10%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; COLOR: #000000; TEXT-ALIGN: right">3,911,603</div>
</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
</tr>

<tr>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 72%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; COLOR: #000000; TEXT-ALIGN: left">Synchrony Financial<sup style="vertical-align: text-top; line-height: 1; font-size: smaller">*,1</sup></div>
</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 10%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; COLOR: #000000; TEXT-ALIGN: right">46,400</div>
</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 4%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; BORDER-BOTTOM: #000000 2px solid; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; BORDER-BOTTOM: #000000 2px solid; WIDTH: 10%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; COLOR: #000000; TEXT-ALIGN: right">1,318,688</div>
</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; BORDER-BOTTOM: #000000 2px solid; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
</tr>

<tr>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 72%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-WEIGHT: bold; COLOR: #000000; TEXT-ALIGN: left">Total Financial</div>
</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 10%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 4%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; BORDER-BOTTOM: #000000 2px solid; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; BORDER-BOTTOM: #000000 2px solid; WIDTH: 10%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; COLOR: #000000; TEXT-ALIGN: right">5,230,291</div>
</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; BORDER-BOTTOM: #000000 2px solid; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
</tr>

<tr>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 72%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-WEIGHT: bold; COLOR: #000000; TEXT-ALIGN: left">Consumer, Cyclical - 1.4%</div>
</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 10%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 4%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 10%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
</tr>

<tr>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 72%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; COLOR: #000000; TEXT-ALIGN: left">Target Corp.<sup style="vertical-align: text-top; line-height: 1; font-size: smaller">1</sup></div>
</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 10%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; COLOR: #000000; TEXT-ALIGN: right">45,400</div>
</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 4%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 10%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; COLOR: #000000; TEXT-ALIGN: right">3,287,868</div>
</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
</tr>

<tr>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 72%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; COLOR: #000000; TEXT-ALIGN: left">General Motors Co.<sup style="vertical-align: text-top; line-height: 1; font-size: smaller">1</sup></div>
</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 10%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; COLOR: #000000; TEXT-ALIGN: right">53,600</div>
</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 4%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; BORDER-BOTTOM: #000000 2px solid; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; BORDER-BOTTOM: #000000 2px solid; WIDTH: 10%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; COLOR: #000000; TEXT-ALIGN: right">1,588,704</div>
</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; BORDER-BOTTOM: #000000 2px solid; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
</tr>

<tr>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 72%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-WEIGHT: bold; COLOR: #000000; TEXT-ALIGN: left">Total Consumer, Cyclical</div>
</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 10%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 4%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; BORDER-BOTTOM: #000000 2px solid; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; BORDER-BOTTOM: #000000 2px solid; WIDTH: 10%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; COLOR: #000000; TEXT-ALIGN: right">4,876,572</div>
</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; BORDER-BOTTOM: #000000 2px solid; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
</tr>

<tr>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 72%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-WEIGHT: bold; COLOR: #000000; TEXT-ALIGN: left">Technology - 0.9%</div>
</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 10%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 4%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 10%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
</tr>

<tr>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 72%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; COLOR: #000000; TEXT-ALIGN: left">Xilinx, Inc.<sup style="vertical-align: text-top; line-height: 1; font-size: smaller">1</sup></div>
</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 10%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; COLOR: #000000; TEXT-ALIGN: right">65,200</div>
</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 4%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; BORDER-BOTTOM: #000000 2px solid; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; BORDER-BOTTOM: #000000 2px solid; WIDTH: 10%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; COLOR: #000000; TEXT-ALIGN: right">3,277,604</div>
</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; BORDER-BOTTOM: #000000 2px solid; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
</tr>

<tr>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 72%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-WEIGHT: bold; COLOR: #000000; TEXT-ALIGN: left">Communications - 0.8%</div>
</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 10%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 4%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 10%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
</tr>

<tr>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 72%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; COLOR: #000000; TEXT-ALIGN: left">Time Warner, Inc.<sup style="vertical-align: text-top; line-height: 1; font-size: smaller">1,2</sup></div>
</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 10%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; COLOR: #000000; TEXT-ALIGN: right">40,100</div>
</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 4%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; BORDER-BOTTOM: #000000 2px solid; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; BORDER-BOTTOM: #000000 2px solid; WIDTH: 10%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; COLOR: #000000; TEXT-ALIGN: right">2,824,644</div>
</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; BORDER-BOTTOM: #000000 2px solid; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
</tr>

<tr>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 72%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-WEIGHT: bold; COLOR: #000000; TEXT-ALIGN: left">Total Common Stocks</div>
</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 10%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 4%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 10%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
</tr>

<tr>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 72%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; COLOR: #000000; TEXT-ALIGN: left; TEXT-INDENT: 9pt">(Cost $42,921,303)</div>
</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 10%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 4%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; BORDER-BOTTOM: #000000 2px solid; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; BORDER-BOTTOM: #000000 2px solid; WIDTH: 10%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; COLOR: #000000; TEXT-ALIGN: right">40,193,587</div>
</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; BORDER-BOTTOM: #000000 2px solid; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
</tr>

<tr>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 72%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-WEIGHT: bold; COLOR: #000000; TEXT-ALIGN: left">CONVERTIBLE PREFERRED STOCKS<sup style="vertical-align: text-top; line-height: 1; font-size: smaller">&#8224;</sup> - 21.5%</div>
</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 10%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 4%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 10%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
</tr>

<tr>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 72%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-WEIGHT: bold; COLOR: #000000; TEXT-ALIGN: left">Consumer, Non-cyclical - 8.2%</div>
</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 10%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 4%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 10%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
</tr>

<tr style="HEIGHT: 18px">
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 72%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; COLOR: #000000; TEXT-ALIGN: left">Teva Pharmaceutical Industries Ltd.</div>
</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 10%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 4%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 10%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
</tr>

<tr>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 72%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; COLOR: #000000; TEXT-ALIGN: left; TEXT-INDENT: 9pt">7.00% due 12/15/18<sup style="vertical-align: text-top; line-height: 1; font-size: smaller">*,1</sup></div>
</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 10%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; COLOR: #000000; TEXT-ALIGN: right">12,876</div>
</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 4%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 10%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; COLOR: #000000; TEXT-ALIGN: right">12,577,794</div>
</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
</tr>

<tr>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 72%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; COLOR: #000000; TEXT-ALIGN: left">Allergan plc</div>
</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 10%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 4%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 10%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
</tr>

<tr>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 72%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; COLOR: #000000; TEXT-ALIGN: left; TEXT-INDENT: 9pt">5.50% due 03/01/18<sup style="vertical-align: text-top; line-height: 1; font-size: smaller">1</sup></div>
</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 10%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; COLOR: #000000; TEXT-ALIGN: right">9,707</div>
</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 4%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 10%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; COLOR: #000000; TEXT-ALIGN: right">9,205,051</div>
</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
</tr>

<tr>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 72%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; COLOR: #000000; TEXT-ALIGN: left">Anthem, Inc.</div>
</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 10%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 4%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 10%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
</tr>

<tr>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 72%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; COLOR: #000000; TEXT-ALIGN: left; TEXT-INDENT: 9pt">5.25% due 05/01/18<sup style="vertical-align: text-top; line-height: 1; font-size: smaller">1</sup></div>
</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 10%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; COLOR: #000000; TEXT-ALIGN: right">163,263</div>
</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 4%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; BORDER-BOTTOM: #000000 2px solid; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; BORDER-BOTTOM: #000000 2px solid; WIDTH: 10%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; COLOR: #000000; TEXT-ALIGN: right">7,198,266</div>
</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; BORDER-BOTTOM: #000000 2px solid; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
</tr>

<tr>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 72%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-WEIGHT: bold; COLOR: #000000; TEXT-ALIGN: left">Total Consumer, Non-cyclical</div>
</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 10%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 4%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; BORDER-BOTTOM: #000000 2px solid; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; BORDER-BOTTOM: #000000 2px solid; WIDTH: 10%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; COLOR: #000000; TEXT-ALIGN: right">28,981,111</div>
</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; BORDER-BOTTOM: #000000 2px solid; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
</tr>

<tr>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 72%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-WEIGHT: bold; COLOR: #000000; TEXT-ALIGN: left">Communications - 4.9%</div>
</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 10%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 4%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 10%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
</tr>

<tr>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 72%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; COLOR: #000000; TEXT-ALIGN: left">Frontier Communications Corp.</div>
</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 10%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 4%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 10%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
</tr>

<tr>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 72%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; COLOR: #000000; TEXT-ALIGN: left; TEXT-INDENT: 9pt">11.13% due 06/29/18<sup style="vertical-align: text-top; line-height: 1; font-size: smaller">1</sup></div>
</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 10%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; COLOR: #000000; TEXT-ALIGN: right">167,799</div>
</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 4%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 10%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; COLOR: #000000; TEXT-ALIGN: right">14,997,874</div>
</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
</tr>

<tr>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 72%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; COLOR: #000000; TEXT-ALIGN: left">T-Mobile US, Inc.</div>
</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 10%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 4%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 10%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
</tr>

<tr>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 72%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; COLOR: #000000; TEXT-ALIGN: left; TEXT-INDENT: 9pt">5.50% due 12/15/17<sup style="vertical-align: text-top; line-height: 1; font-size: smaller">1</sup></div>
</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 10%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; COLOR: #000000; TEXT-ALIGN: right">30,942</div>
</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 4%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; BORDER-BOTTOM: #000000 2px solid; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; BORDER-BOTTOM: #000000 2px solid; WIDTH: 10%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; COLOR: #000000; TEXT-ALIGN: right">2,135,617</div>
</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; BORDER-BOTTOM: #000000 2px solid; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
</tr>

<tr>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 72%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-WEIGHT: bold; COLOR: #000000; TEXT-ALIGN: left">Total Communications</div>
</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 10%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 4%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; BORDER-BOTTOM: #000000 2px solid; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; BORDER-BOTTOM: #000000 2px solid; WIDTH: 10%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; COLOR: #000000; TEXT-ALIGN: right">17,133,491</div>
</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; BORDER-BOTTOM: #000000 2px solid; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
</tr>

<tr>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 72%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-WEIGHT: bold; COLOR: #000000; TEXT-ALIGN: left">Financial - 4.4%</div>
</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 10%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 4%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 10%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
</tr>

<tr>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 72%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; COLOR: #000000; TEXT-ALIGN: left">Wells Fargo &amp; Co.</div>
</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 10%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 4%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 10%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
</tr>

<tr>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 72%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; COLOR: #000000; TEXT-ALIGN: left; TEXT-INDENT: 9pt">7.50%<sup style="vertical-align: text-top; line-height: 1; font-size: smaller">1,3</sup></div>
</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 10%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; COLOR: #000000; TEXT-ALIGN: right">5,032</div>
</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 4%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 10%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; COLOR: #000000; TEXT-ALIGN: right">5,888,698</div>
</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
</tr>

<tr>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 72%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; COLOR: #000000; TEXT-ALIGN: left">American Tower Corp.</div>
</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 10%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 4%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 10%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
</tr>

<tr>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 72%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; COLOR: #000000; TEXT-ALIGN: left; TEXT-INDENT: 9pt">5.50% due 02/15/18<sup style="vertical-align: text-top; line-height: 1; font-size: smaller">1</sup></div>
</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 10%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; COLOR: #000000; TEXT-ALIGN: right">26,331</div>
</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 4%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 10%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; COLOR: #000000; TEXT-ALIGN: right">2,600,186</div>
</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
</tr>

<tr>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 72%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; COLOR: #000000; TEXT-ALIGN: left; TEXT-INDENT: 9pt">5.25% due 05/15/17<sup style="vertical-align: text-top; line-height: 1; font-size: smaller">1</sup></div>
</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 10%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; COLOR: #000000; TEXT-ALIGN: right">26,000</div>
</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 4%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 10%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; COLOR: #000000; TEXT-ALIGN: right">2,578,160</div>
</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
</tr>

<tr>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 72%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; COLOR: #000000; TEXT-ALIGN: left">KeyCorp</div>
</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 10%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 4%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 10%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
</tr>

<tr>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 72%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; COLOR: #000000; TEXT-ALIGN: left; TEXT-INDENT: 9pt">7.75%<sup style="vertical-align: text-top; line-height: 1; font-size: smaller">1,3</sup></div>
</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 10%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; COLOR: #000000; TEXT-ALIGN: right">18,000</div>
</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 4%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 10%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; COLOR: #000000; TEXT-ALIGN: right">2,340,000</div>
</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
</tr>

<tr>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 72%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; COLOR: #000000; TEXT-ALIGN: left">Alexandria Real Estate Equities, Inc.</div>
</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 10%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 4%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 10%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
</tr>

<tr>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 72%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; COLOR: #000000; TEXT-ALIGN: left; TEXT-INDENT: 9pt">7.00%<sup style="vertical-align: text-top; line-height: 1; font-size: smaller">1,3</sup></div>
</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 10%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; COLOR: #000000; TEXT-ALIGN: right">50,000</div>
</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 4%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 10%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; COLOR: #000000; TEXT-ALIGN: right">1,375,000</div>
</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
</tr>

<tr>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 72%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; COLOR: #000000; TEXT-ALIGN: left">Weyerhaeuser Co.</div>
</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 10%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 4%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 10%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
</tr>

<tr>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 72%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; COLOR: #000000; TEXT-ALIGN: left; TEXT-INDENT: 9pt">6.38% due 07/01/16<sup style="vertical-align: text-top; line-height: 1; font-size: smaller">1</sup></div>
</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 10%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; COLOR: #000000; TEXT-ALIGN: right">17,958</div>
</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 4%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; BORDER-BOTTOM: #000000 2px solid; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; BORDER-BOTTOM: #000000 2px solid; WIDTH: 10%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; COLOR: #000000; TEXT-ALIGN: right">823,015</div>
</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; BORDER-BOTTOM: #000000 2px solid; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
</tr>

<tr>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 72%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-WEIGHT: bold; COLOR: #000000; TEXT-ALIGN: left">Total Financial</div>
</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 10%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 4%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; BORDER-BOTTOM: #000000 2px solid; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; BORDER-BOTTOM: #000000 2px solid; WIDTH: 10%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; COLOR: #000000; TEXT-ALIGN: right">15,605,059</div>
</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; BORDER-BOTTOM: #000000 2px solid; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
</tr>

<tr>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 72%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 10%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 4%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 10%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
</tr>

<tr>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 72%">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; TEXT-ALIGN: left; WIDTH: 1%">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 10%">
<div style="FONT-SIZE: 10pt; FONT-WEIGHT: bold; COLOR: #000000; TEXT-ALIGN: right">Shares</div>
</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 4%">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; TEXT-ALIGN: left; WIDTH: 1%">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 10%">
<div style="FONT-SIZE: 10pt; FONT-WEIGHT: bold; COLOR: #000000; TEXT-ALIGN: right">Value</div>
</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%">&#160;</td>
</tr>

<tr style="HEIGHT: 14px">
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 72%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-WEIGHT: bold; COLOR: #000000; TEXT-ALIGN: left">CONVERTIBLE PREFERRED STOCKS<sup style="vertical-align: text-top; line-height: 1; font-size: smaller">&#8224;</sup> - 21.5% (continued)</div>
</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 10%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 4%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 10%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
</tr>

<tr>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 72%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-WEIGHT: bold; COLOR: #000000; TEXT-ALIGN: left">Utilities - 1.9%</div>
</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 10%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 4%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 10%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
</tr>

<tr>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 72%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; COLOR: #000000; TEXT-ALIGN: left">Dominion Resources, Inc.</div>
</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 10%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 4%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 10%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
</tr>

<tr>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 72%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; COLOR: #000000; TEXT-ALIGN: left; TEXT-INDENT: 9pt">6.38% due 07/01/17<sup style="vertical-align: text-top; line-height: 1; font-size: smaller">1</sup></div>
</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; COLOR: #000000">$</div>
</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 10%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; COLOR: #000000; TEXT-ALIGN: right">58,850</div>
</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 4%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; COLOR: #000000">$</div>
</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 10%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; COLOR: #000000; TEXT-ALIGN: right">2,928,376</div>
</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
</tr>

<tr>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 72%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; COLOR: #000000; TEXT-ALIGN: left">NextEra Energy, Inc.</div>
</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 10%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 4%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 10%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
</tr>

<tr>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 72%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; COLOR: #000000; TEXT-ALIGN: left; TEXT-INDENT: 9pt">5.80% due 09/01/16<sup style="vertical-align: text-top; line-height: 1; font-size: smaller">1</sup></div>
</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 10%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; COLOR: #000000; TEXT-ALIGN: right">44,104</div>
</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 4%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 10%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; COLOR: #000000; TEXT-ALIGN: right">2,509,518</div>
</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
</tr>

<tr>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 72%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; COLOR: #000000; TEXT-ALIGN: left">Exelon Corp.</div>
</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 10%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 4%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 10%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
</tr>

<tr>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 72%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; COLOR: #000000; TEXT-ALIGN: left; TEXT-INDENT: 9pt">6.50% due 06/01/17<sup style="vertical-align: text-top; line-height: 1; font-size: smaller">1</sup></div>
</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 10%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; COLOR: #000000; TEXT-ALIGN: right">27,281</div>
</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 4%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; BORDER-BOTTOM: #000000 2px solid; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; BORDER-BOTTOM: #000000 2px solid; WIDTH: 10%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; COLOR: #000000; TEXT-ALIGN: right">1,181,540</div>
</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; BORDER-BOTTOM: #000000 2px solid; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
</tr>

<tr>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 72%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-WEIGHT: bold; COLOR: #000000; TEXT-ALIGN: left">Total Utilities</div>
</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 10%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 4%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; BORDER-BOTTOM: #000000 2px solid; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; BORDER-BOTTOM: #000000 2px solid; WIDTH: 10%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; COLOR: #000000; TEXT-ALIGN: right">6,619,434</div>
</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; BORDER-BOTTOM: #000000 2px solid; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
</tr>

<tr>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 72%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-WEIGHT: bold; COLOR: #000000; TEXT-ALIGN: left">Industrial - 1.3%</div>
</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 10%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 4%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 10%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
</tr>

<tr>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 72%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; COLOR: #000000; TEXT-ALIGN: left">Stanley Black &amp; Decker, Inc.</div>
</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 10%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 4%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 10%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
</tr>

<tr>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 72%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; COLOR: #000000; TEXT-ALIGN: left; TEXT-INDENT: 9pt">6.25% due 11/17/16<sup style="vertical-align: text-top; line-height: 1; font-size: smaller">1</sup></div>
</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 10%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; COLOR: #000000; TEXT-ALIGN: right">28,995</div>
</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 4%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 10%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; COLOR: #000000; TEXT-ALIGN: right">3,075,789</div>
</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
</tr>

<tr>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 72%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; COLOR: #000000; TEXT-ALIGN: left">Stericycle, Inc.</div>
</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 10%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 4%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 10%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
</tr>

<tr>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 72%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; COLOR: #000000; TEXT-ALIGN: left; TEXT-INDENT: 9pt">5.25% due 09/15/18<sup style="vertical-align: text-top; line-height: 1; font-size: smaller">1</sup></div>
</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 10%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; COLOR: #000000; TEXT-ALIGN: right">15,690</div>
</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 4%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; BORDER-BOTTOM: #000000 2px solid; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; BORDER-BOTTOM: #000000 2px solid; WIDTH: 10%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; COLOR: #000000; TEXT-ALIGN: right">1,426,692</div>
</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; BORDER-BOTTOM: #000000 2px solid; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
</tr>

<tr>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 72%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-WEIGHT: bold; COLOR: #000000; TEXT-ALIGN: left">Total Industrial</div>
</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 10%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 4%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; BORDER-BOTTOM: #000000 2px solid; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; BORDER-BOTTOM: #000000 2px solid; WIDTH: 10%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; COLOR: #000000; TEXT-ALIGN: right">4,502,481</div>
</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; BORDER-BOTTOM: #000000 2px solid; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
</tr>

<tr>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 72%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-WEIGHT: bold; COLOR: #000000; TEXT-ALIGN: left">Basic Materials - 0.4%</div>
</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 10%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 4%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 10%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
</tr>

<tr>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 72%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; COLOR: #000000; TEXT-ALIGN: left">Alcoa, Inc.</div>
</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 10%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 4%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 10%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
</tr>

<tr>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 72%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; COLOR: #000000; TEXT-ALIGN: left; TEXT-INDENT: 9pt">5.38% due 10/01/17<sup style="vertical-align: text-top; line-height: 1; font-size: smaller">1</sup></div>
</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 10%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; COLOR: #000000; TEXT-ALIGN: right">32,712</div>
</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 4%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 10%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; COLOR: #000000; TEXT-ALIGN: right">861,961</div>
</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
</tr>

<tr>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 72%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; COLOR: #000000; TEXT-ALIGN: left">A Schulman, Inc.</div>
</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 10%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 4%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 10%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
</tr>

<tr>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 72%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; COLOR: #000000; TEXT-ALIGN: left; TEXT-INDENT: 9pt">6.00%<sup style="vertical-align: text-top; line-height: 1; font-size: smaller">1,3</sup></div>
</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 10%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; COLOR: #000000; TEXT-ALIGN: right">1,000</div>
</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 4%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; BORDER-BOTTOM: #000000 2px solid; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; BORDER-BOTTOM: #000000 2px solid; WIDTH: 10%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; COLOR: #000000; TEXT-ALIGN: right">600,000</div>
</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; BORDER-BOTTOM: #000000 2px solid; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
</tr>

<tr>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 72%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-WEIGHT: bold; COLOR: #000000; TEXT-ALIGN: left">Total Basic Materials</div>
</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 10%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 4%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; BORDER-BOTTOM: #000000 2px solid; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; BORDER-BOTTOM: #000000 2px solid; WIDTH: 10%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; COLOR: #000000; TEXT-ALIGN: right">1,461,961</div>
</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; BORDER-BOTTOM: #000000 2px solid; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
</tr>

<tr>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 72%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-WEIGHT: bold; COLOR: #000000; TEXT-ALIGN: left">Consumer, Cyclical - 0.4%</div>
</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 10%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 4%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 10%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
</tr>

<tr>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 72%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; COLOR: #000000; TEXT-ALIGN: left">William Lyon Homes</div>
</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 10%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 4%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 10%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
</tr>

<tr>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 72%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; COLOR: #000000; TEXT-ALIGN: left; TEXT-INDENT: 9pt">6.50% due 12/01/17<sup style="vertical-align: text-top; line-height: 1; font-size: smaller">1</sup></div>
</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 10%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; COLOR: #000000; TEXT-ALIGN: right">19,869</div>
</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 4%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; BORDER-BOTTOM: #000000 2px solid; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; BORDER-BOTTOM: #000000 2px solid; WIDTH: 10%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; COLOR: #000000; TEXT-ALIGN: right">1,273,404</div>
</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; BORDER-BOTTOM: #000000 2px solid; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
</tr>

<tr>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 72%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-WEIGHT: bold; COLOR: #000000; TEXT-ALIGN: left">Total Convertible Preferred Stocks</div>
</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 10%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 4%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 10%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
</tr>

<tr>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 72%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; COLOR: #000000; TEXT-ALIGN: left; TEXT-INDENT: 9pt">(Cost $82,120,932)</div>
</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 10%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 4%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; BORDER-BOTTOM: #000000 2px solid; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; BORDER-BOTTOM: #000000 2px solid; WIDTH: 10%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; COLOR: #000000; TEXT-ALIGN: right">75,576,941</div>
</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; BORDER-BOTTOM: #000000 2px solid; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
</tr>

<tr>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 72%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; COLOR: #000000; TEXT-ALIGN: left"><font style="FONT-SIZE: 10pt; FONT-WEIGHT: bold">SHORT TERM INVESTMENTS</font><sup style="vertical-align: text-top; line-height: 1; font-size: smaller;FONT-WEIGHT: bold">&#8224;</sup>&#160;<font style="FONT-SIZE: 10pt; FONT-WEIGHT: bold">- 9.9%</font></div>
</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 10%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 4%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 10%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
</tr>

<tr>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; BACKGROUND-COLOR: #ffffff" colspan="2">
<div style="FONT-SIZE: 10pt; COLOR: #000000; TEXT-ALIGN: left">Goldman Sachs Financial Prime Obligations - Administration Share Class,</div>
</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 10%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 4%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 10%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
</tr>

<tr>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 72%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; COLOR: #000000; TEXT-ALIGN: left; TEXT-INDENT: 9pt">0.01%<sup style="vertical-align: text-top; line-height: 1; font-size: smaller">4</sup></div>
</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 10%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; COLOR: #000000; TEXT-ALIGN: right">34,714,351</div>
</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 4%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; BORDER-BOTTOM: #000000 2px solid; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; BORDER-BOTTOM: #000000 2px solid; WIDTH: 10%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; COLOR: #000000; TEXT-ALIGN: right">34,714,351</div>
</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; BORDER-BOTTOM: #000000 2px solid; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
</tr>

<tr>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 72%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-WEIGHT: bold; COLOR: #000000; TEXT-ALIGN: left">Total Short Term Investments</div>
</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 10%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 4%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 10%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
</tr>

<tr>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 72%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; COLOR: #000000; TEXT-ALIGN: left; TEXT-INDENT: 9pt">(Cost $34,714,351)</div>
</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 10%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 4%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; BORDER-BOTTOM: #000000 2px solid; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; BORDER-BOTTOM: #000000 2px solid; WIDTH: 10%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; COLOR: #000000; TEXT-ALIGN: right">34,714,351</div>
</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; BORDER-BOTTOM: #000000 2px solid; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
</tr>

<tr>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 72%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 10%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 4%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 10%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
</tr>

<tr>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 72%">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; TEXT-ALIGN: left; WIDTH: 1%">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 10%">
<div style="FONT-SIZE: 10pt; FONT-WEIGHT: bold; COLOR: #000000; TEXT-ALIGN: right">Face</div>
</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 4%">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; TEXT-ALIGN: left; WIDTH: 1%">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 10%">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%">&#160;</td>
</tr>

<tr style="HEIGHT: 14px">
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 72%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 10%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-WEIGHT: bold; COLOR: #000000; TEXT-ALIGN: right">Amount~</div>
</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 4%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 10%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-WEIGHT: bold; COLOR: #000000; TEXT-ALIGN: right">Value</div>
</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
</tr>

<tr style="HEIGHT: 13px">
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 72%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; COLOR: #000000; TEXT-ALIGN: left"><font style="FONT-SIZE: 10pt; FONT-WEIGHT: bold">CONVERTIBLE BONDS</font><sup style="vertical-align: text-top; line-height: 1; font-size: smaller;FONT-WEIGHT: bold">&#8224;&#8224;</sup>&#160;<font style="FONT-SIZE: 10pt; FONT-WEIGHT: bold">- 80.0%</font></div>
</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 10%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 4%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 10%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
</tr>

<tr>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 72%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-WEIGHT: bold; COLOR: #000000; TEXT-ALIGN: left">Technology -<font style="FONT-SIZE: 10pt">&#160;&#160;</font>22.6%</div>
</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 10%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 4%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 10%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
</tr>

<tr>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 72%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; COLOR: #000000; TEXT-ALIGN: left">Intel Corp.</div>
</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 10%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 4%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 10%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
</tr>

<tr>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 72%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; COLOR: #000000; TEXT-ALIGN: left; TEXT-INDENT: 9pt">3.25% due 08/01/39<sup style="vertical-align: text-top; line-height: 1; font-size: smaller">1</sup></div>
</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 10%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; COLOR: #000000; TEXT-ALIGN: right"><font style="FONT-SIZE: 10pt">&#160;</font>3,600,000</div>
</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 4%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 10%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; COLOR: #000000; TEXT-ALIGN: right"><font style="FONT-SIZE: 10pt">&#160;</font>5,505,767</div>
</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
</tr>

<tr>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 72%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; COLOR: #000000; TEXT-ALIGN: left; TEXT-INDENT: 9pt">2.95% due 12/15/35<sup style="vertical-align: text-top; line-height: 1; font-size: smaller">1</sup></div>
</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 10%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; COLOR: #000000; TEXT-ALIGN: right"><font style="FONT-SIZE: 10pt">&#160;</font>2,513,000</div>
</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 4%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 10%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; COLOR: #000000; TEXT-ALIGN: right"><font style="FONT-SIZE: 10pt">&#160;</font>3,084,708</div>
</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
</tr>

<tr>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 72%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; COLOR: #000000; TEXT-ALIGN: left">Lam Research Corp.</div>
</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 10%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 4%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 10%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
</tr>

<tr>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 72%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; COLOR: #000000; TEXT-ALIGN: left; TEXT-INDENT: 9pt">1.25% due 05/15/18<sup style="vertical-align: text-top; line-height: 1; font-size: smaller">1</sup></div>
</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 10%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; COLOR: #000000; TEXT-ALIGN: right"><font style="FONT-SIZE: 10pt">&#160;</font>3,049,000</div>
</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 4%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 10%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; COLOR: #000000; TEXT-ALIGN: right"><font style="FONT-SIZE: 10pt">&#160;</font>4,106,622</div>
</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
</tr>

<tr>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 72%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; COLOR: #000000; TEXT-ALIGN: left; TEXT-INDENT: 9pt">0.50% due 05/15/16<sup style="vertical-align: text-top; line-height: 1; font-size: smaller">1</sup></div>
</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 10%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; COLOR: #000000; TEXT-ALIGN: right"><font style="FONT-SIZE: 10pt">&#160;</font>1,830,000</div>
</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 4%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 10%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; COLOR: #000000; TEXT-ALIGN: right"><font style="FONT-SIZE: 10pt">&#160;</font>2,109,075</div>
</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
</tr>

<tr>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 72%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; COLOR: #000000; TEXT-ALIGN: left">Microchip Technology, Inc.</div>
</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 10%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 4%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 10%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
</tr>

<tr>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 72%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; COLOR: #000000; TEXT-ALIGN: left; TEXT-INDENT: 9pt">1.63% due 02/15/25<sup style="vertical-align: text-top; line-height: 1; font-size: smaller">1,5</sup></div>
</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 10%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; COLOR: #000000; TEXT-ALIGN: right"><font style="FONT-SIZE: 10pt">&#160;</font>6,334,000</div>
</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 4%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 10%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; COLOR: #000000; TEXT-ALIGN: right"><font style="FONT-SIZE: 10pt">&#160;</font>6,120,227</div>
</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
</tr>

<tr>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 72%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; COLOR: #000000; TEXT-ALIGN: left">ON Semiconductor Corp.</div>
</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 10%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 4%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 10%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
</tr>

<tr>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 72%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; COLOR: #000000; TEXT-ALIGN: left; TEXT-INDENT: 9pt">1.00% due 12/01/20<sup style="vertical-align: text-top; line-height: 1; font-size: smaller">1,5</sup></div>
</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 10%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; COLOR: #000000; TEXT-ALIGN: right"><font style="FONT-SIZE: 10pt">&#160;</font>4,250,000</div>
</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 4%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 10%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; COLOR: #000000; TEXT-ALIGN: right"><font style="FONT-SIZE: 10pt">&#160;</font>3,771,874</div>
</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
</tr>

<tr>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 72%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; COLOR: #000000; TEXT-ALIGN: left; TEXT-INDENT: 9pt">2.63% due 12/15/26<sup style="vertical-align: text-top; line-height: 1; font-size: smaller">1</sup></div>
</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 10%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; COLOR: #000000; TEXT-ALIGN: right"><font style="FONT-SIZE: 10pt">&#160;</font>1,531,000</div>
</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 4%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 10%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; COLOR: #000000; TEXT-ALIGN: right"><font style="FONT-SIZE: 10pt">&#160;</font>1,642,954</div>
</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
</tr>

<tr>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 72%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; COLOR: #000000; TEXT-ALIGN: left">Micron Technology, Inc.</div>
</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 10%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 4%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 10%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
</tr>

<tr>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 72%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; COLOR: #000000; TEXT-ALIGN: left; TEXT-INDENT: 9pt">3.00% due 11/15/43<sup style="vertical-align: text-top; line-height: 1; font-size: smaller">1</sup></div>
</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 10%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; COLOR: #000000; TEXT-ALIGN: right"><font style="FONT-SIZE: 10pt">&#160;</font>4,858,000</div>
</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 4%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 10%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; COLOR: #000000; TEXT-ALIGN: right"><font style="FONT-SIZE: 10pt">&#160;</font>3,433,999</div>
</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
</tr>

<tr>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 72%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; COLOR: #000000; TEXT-ALIGN: left; TEXT-INDENT: 9pt">2.13% due 02/15/33</div>
</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 10%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; COLOR: #000000; TEXT-ALIGN: right"><font style="FONT-SIZE: 10pt">&#160;</font>800,000</div>
</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 4%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 10%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; COLOR: #000000; TEXT-ALIGN: right"><font style="FONT-SIZE: 10pt">&#160;</font>969,500</div>
</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
</tr>

<tr>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 72%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; COLOR: #000000; TEXT-ALIGN: left">Verint Systems, Inc.</div>
</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 10%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 4%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 10%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
</tr>

<tr>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 72%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; COLOR: #000000; TEXT-ALIGN: left; TEXT-INDENT: 9pt">1.50% due 06/01/21<sup style="vertical-align: text-top; line-height: 1; font-size: smaller">1</sup></div>
</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 10%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; COLOR: #000000; TEXT-ALIGN: right"><font style="FONT-SIZE: 10pt">&#160;</font>4,737,000</div>
</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 4%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 10%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; COLOR: #000000; TEXT-ALIGN: right"><font style="FONT-SIZE: 10pt">&#160;</font>4,346,197</div>
</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
</tr>

<tr>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 72%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; COLOR: #000000; TEXT-ALIGN: left">Synchronoss Technologies, Inc.</div>
</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 10%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 4%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 10%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
</tr>

<tr>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 72%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; COLOR: #000000; TEXT-ALIGN: left; TEXT-INDENT: 9pt">0.75% due 08/15/19<sup style="vertical-align: text-top; line-height: 1; font-size: smaller">1</sup></div>
</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 10%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; COLOR: #000000; TEXT-ALIGN: right"><font style="FONT-SIZE: 10pt">&#160;</font>4,539,000</div>
</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 4%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 10%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; COLOR: #000000; TEXT-ALIGN: right"><font style="FONT-SIZE: 10pt">&#160;</font>4,337,582</div>
</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
</tr>

<tr>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 72%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; COLOR: #000000; TEXT-ALIGN: left">Red Hat, Inc.</div>
</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 10%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 4%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 10%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
</tr>

<tr>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 72%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; COLOR: #000000; TEXT-ALIGN: left; TEXT-INDENT: 9pt">0.25% due 10/01/19<sup style="vertical-align: text-top; line-height: 1; font-size: smaller">1</sup></div>
</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 10%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; COLOR: #000000; TEXT-ALIGN: right"><font style="FONT-SIZE: 10pt">&#160;</font>3,192,000</div>
</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 4%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 10%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; COLOR: #000000; TEXT-ALIGN: right"><font style="FONT-SIZE: 10pt">&#160;</font>3,800,475</div>
</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
</tr>

<tr>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 72%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; COLOR: #000000; TEXT-ALIGN: left">Cornerstone OnDemand, Inc.</div>
</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 10%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 4%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 10%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
</tr>

<tr>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 72%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; COLOR: #000000; TEXT-ALIGN: left; TEXT-INDENT: 9pt">1.50% due 07/01/18<sup style="vertical-align: text-top; line-height: 1; font-size: smaller">1</sup></div>
</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 10%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; COLOR: #000000; TEXT-ALIGN: right"><font style="FONT-SIZE: 10pt">&#160;</font>3,916,000</div>
</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 4%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 10%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; COLOR: #000000; TEXT-ALIGN: right"><font style="FONT-SIZE: 10pt">&#160;</font>3,771,597</div>
</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
</tr>
</table>

<div>&#160;</div>

<div>&#160;</div>

<div id="DSPFPageBreakArea" style="MARGIN-BOTTOM: 9pt; CLEAR: both; MARGIN-TOP: 9pt">
<div id="DSPFPageBreak" style="PAGE-BREAK-AFTER: always">
<hr style="BORDER-LEFT-WIDTH: 0px; HEIGHT: 2px; BORDER-RIGHT-WIDTH: 0px; BORDER-BOTTOM-WIDTH: 0px; COLOR: #000000; CLEAR: both; MARGIN: 4px 0px; BORDER-TOP-WIDTH: 0px; WIDTH: 100%; BACKGROUND-COLOR: #000000" noshade="noshade">
</div>
</div>

<div>&#160;</div>

<div>
<div>&#160;</div>

<div>&#160;</div>

<div>
<table id="84213c6c2a6b406faa0013fd3348afbc" style="FONT-SIZE: 9pt; FONT-FAMILY: 'Times New Roman'; WIDTH: 100%" cellspacing="0" cellpadding="0">
<tr>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: middle; WIDTH: 80.41%">
<div style="FONT-SIZE: 14pt; COLOR: #000000; TEXT-ALIGN: left">Advent Claymore Convertible Securities &amp; Income Fund</div>
</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: middle; WIDTH: 19.59%">&#160;</td>
</tr>

<tr>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: middle; WIDTH: 80.41%">
<div style="FONT-SIZE: 14pt; FONT-WEIGHT: bold; TEXT-ALIGN: left">SCHEDULE OF INVESTMENTS <font style="FONT-SIZE: 10pt; FONT-STYLE: italic">(Unaudited)</font></div>
</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: middle; WIDTH: 19.59%">
<div style="FONT-SIZE: 10pt; COLOR: #000000; TEXT-ALIGN: right">January 31, 2016</div>
</td>
</tr>

<tr>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: middle; BORDER-BOTTOM: #000000 2px solid; WIDTH: 80.41%">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: middle; BORDER-BOTTOM: #000000 2px solid; WIDTH: 19.59%">&#160;</td>
</tr>
</table>
</div>

<div style="FONT-FAMILY: Arial">&#160;</div>
</div>

<table id="e6c70626eda7433591495142d42788a1" style="FONT-SIZE: 9pt; FONT-FAMILY: 'Times New Roman'; WIDTH: 100%" cellspacing="0" cellpadding="0" border="0">
<tr>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 72%">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; TEXT-ALIGN: left; WIDTH: 1%">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 10%">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 4%">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 10%">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%">&#160;</td>
</tr>

<tr>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 72%">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; TEXT-ALIGN: left; WIDTH: 1%">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 10%">
<div style="FONT-SIZE: 10pt; FONT-WEIGHT: bold; COLOR: #000000; TEXT-ALIGN: right">Face</div>
</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 4%">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 10%">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%">&#160;</td>
</tr>

<tr>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 72%">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; TEXT-ALIGN: left; WIDTH: 1%">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 10%">
<div style="FONT-SIZE: 10pt; FONT-WEIGHT: bold; COLOR: #000000; TEXT-ALIGN: right">Amount~</div>
</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 4%">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 10%">
<div style="FONT-SIZE: 10pt; FONT-WEIGHT: bold; COLOR: #000000; TEXT-ALIGN: right">Value</div>
</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%">&#160;</td>
</tr>

<tr>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 72%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; COLOR: #000000; TEXT-ALIGN: left"><font style="FONT-SIZE: 10pt; FONT-WEIGHT: bold">CONVERTIBLE BONDS</font><sup style="vertical-align: text-top; line-height: 1; font-size: smaller;FONT-WEIGHT: bold">&#8224;&#8224;</sup>&#160;<font style="FONT-SIZE: 10pt; FONT-WEIGHT: bold">- 80.0% (continued)</font></div>
</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 10%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 4%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 10%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
</tr>

<tr>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 72%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-WEIGHT: bold; COLOR: #000000; TEXT-ALIGN: left">Technology -<font style="FONT-SIZE: 10pt">&#160;&#160;</font>22.6% (continued)</div>
</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 10%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 4%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 10%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
</tr>

<tr>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 72%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; COLOR: #000000; TEXT-ALIGN: left">ServiceNow, Inc.</div>
</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 10%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 4%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 10%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
</tr>

<tr>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 72%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; COLOR: #000000; TEXT-ALIGN: left; TEXT-INDENT: 9pt">0.00% due 11/01/18<sup style="vertical-align: text-top; line-height: 1; font-size: smaller">1,6</sup></div>
</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">$</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 10%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; COLOR: #000000; TEXT-ALIGN: right">3,258,000</div>
</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 4%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">$</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 10%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; COLOR: #000000; TEXT-ALIGN: right">3,524,749</div>
</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
</tr>

<tr>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 72%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; COLOR: #000000; TEXT-ALIGN: left">salesforce.com, Inc.</div>
</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 10%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 4%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 10%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
</tr>

<tr>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 72%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; COLOR: #000000; TEXT-ALIGN: left; TEXT-INDENT: 9pt">0.25% due 04/01/18<sup style="vertical-align: text-top; line-height: 1; font-size: smaller">1</sup></div>
</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 10%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; COLOR: #000000; TEXT-ALIGN: right"><font style="FONT-SIZE: 10pt">&#160;</font>2,810,000</div>
</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 4%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 10%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; COLOR: #000000; TEXT-ALIGN: right"><font style="FONT-SIZE: 10pt">&#160;</font>3,336,875</div>
</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
</tr>

<tr>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 72%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; COLOR: #000000; TEXT-ALIGN: left">Proofpoint, Inc.</div>
</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 10%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 4%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 10%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
</tr>

<tr>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 72%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; COLOR: #000000; TEXT-ALIGN: left; TEXT-INDENT: 9pt">0.75% due 06/15/20<sup style="vertical-align: text-top; line-height: 1; font-size: smaller">1,5</sup></div>
</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 10%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; COLOR: #000000; TEXT-ALIGN: right"><font style="FONT-SIZE: 10pt">&#160;</font>3,441,000</div>
</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 4%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 10%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; COLOR: #000000; TEXT-ALIGN: right"><font style="FONT-SIZE: 10pt">&#160;</font>3,236,691</div>
</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
</tr>

<tr>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 72%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; COLOR: #000000; TEXT-ALIGN: left">Citrix Systems, Inc.</div>
</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 10%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 4%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 10%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
</tr>

<tr>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 72%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; COLOR: #000000; TEXT-ALIGN: left; TEXT-INDENT: 9pt">0.50% due 04/15/19<sup style="vertical-align: text-top; line-height: 1; font-size: smaller">1</sup></div>
</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 10%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; COLOR: #000000; TEXT-ALIGN: right"><font style="FONT-SIZE: 10pt">&#160;</font>2,602,000</div>
</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 4%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 10%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; COLOR: #000000; TEXT-ALIGN: right"><font style="FONT-SIZE: 10pt">&#160;</font>2,754,868</div>
</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
</tr>

<tr>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 72%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; COLOR: #000000; TEXT-ALIGN: left">NVIDIA Corp.</div>
</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 10%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 4%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 10%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
</tr>

<tr>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 72%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; COLOR: #000000; TEXT-ALIGN: left; TEXT-INDENT: 9pt">1.00% due 12/01/18<sup style="vertical-align: text-top; line-height: 1; font-size: smaller">1</sup></div>
</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 10%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; COLOR: #000000; TEXT-ALIGN: right"><font style="FONT-SIZE: 10pt">&#160;</font>1,772,000</div>
</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 4%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 10%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; COLOR: #000000; TEXT-ALIGN: right"><font style="FONT-SIZE: 10pt">&#160;</font>2,671,291</div>
</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
</tr>

<tr>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 72%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; COLOR: #000000; TEXT-ALIGN: left">SanDisk Corp.</div>
</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 10%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 4%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 10%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
</tr>

<tr>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 72%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; COLOR: #000000; TEXT-ALIGN: left; TEXT-INDENT: 9pt">0.50% due 10/15/20<sup style="vertical-align: text-top; line-height: 1; font-size: smaller">1</sup></div>
</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 10%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; COLOR: #000000; TEXT-ALIGN: right"><font style="FONT-SIZE: 10pt">&#160;</font>2,320,000</div>
</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 4%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 10%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; COLOR: #000000; TEXT-ALIGN: right"><font style="FONT-SIZE: 10pt">&#160;</font>2,395,400</div>
</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
</tr>

<tr>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 72%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; COLOR: #000000; TEXT-ALIGN: left">BroadSoft, Inc.</div>
</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 10%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 4%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 10%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
</tr>

<tr>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 72%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; COLOR: #000000; TEXT-ALIGN: left; TEXT-INDENT: 9pt">1.00% due 09/01/22<sup style="vertical-align: text-top; line-height: 1; font-size: smaller">1,5</sup></div>
</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 10%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; COLOR: #000000; TEXT-ALIGN: right"><font style="FONT-SIZE: 10pt">&#160;</font>2,239,000</div>
</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 4%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 10%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; COLOR: #000000; TEXT-ALIGN: right"><font style="FONT-SIZE: 10pt">&#160;</font>2,357,947</div>
</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
</tr>

<tr>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 72%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; COLOR: #000000; TEXT-ALIGN: left">Akamai Technologies, Inc.</div>
</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 10%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 4%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 10%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
</tr>

<tr>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 72%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; COLOR: #000000; TEXT-ALIGN: left; TEXT-INDENT: 9pt">0.00% due 02/15/19<sup style="vertical-align: text-top; line-height: 1; font-size: smaller">1,6</sup></div>
</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 10%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; COLOR: #000000; TEXT-ALIGN: right"><font style="FONT-SIZE: 10pt">&#160;</font>2,285,000</div>
</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 4%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 10%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; COLOR: #000000; TEXT-ALIGN: right"><font style="FONT-SIZE: 10pt">&#160;</font>2,140,771</div>
</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
</tr>

<tr>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 72%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; COLOR: #000000; TEXT-ALIGN: left">NXP Semiconductors N.V.</div>
</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 10%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 4%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 10%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
</tr>

<tr>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 72%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; COLOR: #000000; TEXT-ALIGN: left; TEXT-INDENT: 9pt">1.00% due 12/01/19</div>
</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 10%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; COLOR: #000000; TEXT-ALIGN: right"><font style="FONT-SIZE: 10pt">&#160;</font>1,936,000</div>
</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 4%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 10%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; COLOR: #000000; TEXT-ALIGN: right"><font style="FONT-SIZE: 10pt">&#160;</font>2,049,740</div>
</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
</tr>

<tr>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 72%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; COLOR: #000000; TEXT-ALIGN: left">Nuance Communications, Inc.</div>
</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 10%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 4%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 10%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
</tr>

<tr>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 72%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; COLOR: #000000; TEXT-ALIGN: left; TEXT-INDENT: 9pt">1.00% due 12/15/35<sup style="vertical-align: text-top; line-height: 1; font-size: smaller">1,5</sup></div>
</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 10%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; COLOR: #000000; TEXT-ALIGN: right"><font style="FONT-SIZE: 10pt">&#160;</font>2,219,000</div>
</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 4%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 10%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; COLOR: #000000; TEXT-ALIGN: right"><font style="FONT-SIZE: 10pt">&#160;</font>2,009,582</div>
</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
</tr>

<tr>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 72%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; COLOR: #000000; TEXT-ALIGN: left">Xilinx, Inc.</div>
</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 10%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 4%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 10%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
</tr>

<tr>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 72%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; COLOR: #000000; TEXT-ALIGN: left; TEXT-INDENT: 9pt">2.63% due 06/15/17<sup style="vertical-align: text-top; line-height: 1; font-size: smaller">1</sup></div>
</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 10%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; COLOR: #000000; TEXT-ALIGN: right"><font style="FONT-SIZE: 10pt">&#160;</font>1,092,000</div>
</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 4%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 10%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; COLOR: #000000; TEXT-ALIGN: right"><font style="FONT-SIZE: 10pt">&#160;</font>1,895,985</div>
</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
</tr>

<tr>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 72%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; COLOR: #000000; TEXT-ALIGN: left">Bottomline Technologies de, Inc.</div>
</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 10%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 4%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 10%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
</tr>

<tr>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 72%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; COLOR: #000000; TEXT-ALIGN: left; TEXT-INDENT: 9pt">1.50% due 12/01/17</div>
</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 10%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; COLOR: #000000; TEXT-ALIGN: right"><font style="FONT-SIZE: 10pt">&#160;</font>1,336,000</div>
</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 4%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 10%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; COLOR: #000000; TEXT-ALIGN: right"><font style="FONT-SIZE: 10pt">&#160;</font>1,475,445</div>
</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
</tr>

<tr>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 72%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; COLOR: #000000; TEXT-ALIGN: left">PROS Holdings, Inc.</div>
</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 10%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 4%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 10%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
</tr>

<tr>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 72%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; COLOR: #000000; TEXT-ALIGN: left; TEXT-INDENT: 9pt">2.00% due 12/01/19<sup style="vertical-align: text-top; line-height: 1; font-size: smaller">5</sup></div>
</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 10%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; COLOR: #000000; TEXT-ALIGN: right"><font style="FONT-SIZE: 10pt">&#160;</font>1,184,000</div>
</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 4%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 10%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; COLOR: #000000; TEXT-ALIGN: right"><font style="FONT-SIZE: 10pt">&#160;</font>930,920</div>
</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
</tr>

<tr>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 72%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; COLOR: #000000; TEXT-ALIGN: left">Allscripts Healthcare Solutions, Inc.</div>
</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 10%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 4%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 10%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
</tr>

<tr>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 72%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; COLOR: #000000; TEXT-ALIGN: left; TEXT-INDENT: 9pt">1.25% due 07/01/20<sup style="vertical-align: text-top; line-height: 1; font-size: smaller">1</sup></div>
</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 10%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; COLOR: #000000; TEXT-ALIGN: right"><font style="FONT-SIZE: 10pt">&#160;</font>888,000</div>
</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 4%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 10%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; COLOR: #000000; TEXT-ALIGN: right"><font style="FONT-SIZE: 10pt">&#160;</font>919,635</div>
</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
</tr>

<tr>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 72%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; COLOR: #000000; TEXT-ALIGN: left">Inphi Corp.</div>
</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 10%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 4%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 10%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
</tr>

<tr>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 72%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; COLOR: #000000; TEXT-ALIGN: left; TEXT-INDENT: 9pt">1.13% due 12/01/20<sup style="vertical-align: text-top; line-height: 1; font-size: smaller">5</sup></div>
</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 10%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; COLOR: #000000; TEXT-ALIGN: right"><font style="FONT-SIZE: 10pt">&#160;</font>744,000</div>
</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 4%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; BORDER-BOTTOM: #000000 2px solid; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; BORDER-BOTTOM: #000000 2px solid; WIDTH: 10%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; COLOR: #000000; TEXT-ALIGN: right"><font style="FONT-SIZE: 10pt">&#160;</font>720,285</div>
</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; BORDER-BOTTOM: #000000 2px solid; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
</tr>

<tr>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 72%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-WEIGHT: bold; COLOR: #000000; TEXT-ALIGN: left">Total Technology</div>
</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 10%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 4%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; BORDER-BOTTOM: #000000 2px solid; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; BORDER-BOTTOM: #000000 2px solid; WIDTH: 10%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; COLOR: #000000; TEXT-ALIGN: right"><font style="FONT-SIZE: 10pt">&#160;</font>79,420,761</div>
</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; BORDER-BOTTOM: #000000 2px solid; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
</tr>

<tr>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 72%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-WEIGHT: bold; COLOR: #000000; TEXT-ALIGN: left">Consumer, Non-cyclical -<font style="FONT-SIZE: 10pt">&#160;&#160;</font>19.1%</div>
</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 10%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 4%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 10%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
</tr>

<tr>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 72%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; COLOR: #000000; TEXT-ALIGN: left">Jarden Corp.</div>
</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 10%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 4%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 10%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
</tr>

<tr>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 72%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; COLOR: #000000; TEXT-ALIGN: left; TEXT-INDENT: 9pt">1.13% due 03/15/34<sup style="vertical-align: text-top; line-height: 1; font-size: smaller">1</sup></div>
</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 10%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; COLOR: #000000; TEXT-ALIGN: right"><font style="FONT-SIZE: 10pt">&#160;</font>5,684,000</div>
</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 4%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 10%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; COLOR: #000000; TEXT-ALIGN: right"><font style="FONT-SIZE: 10pt">&#160;</font>6,653,833</div>
</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
</tr>

<tr>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 72%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; COLOR: #000000; TEXT-ALIGN: left">HealthSouth Corp.</div>
</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 10%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 4%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 10%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
</tr>

<tr>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 72%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; COLOR: #000000; TEXT-ALIGN: left; TEXT-INDENT: 9pt">2.00% due 12/01/43<sup style="vertical-align: text-top; line-height: 1; font-size: smaller">1</sup></div>
</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 10%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; COLOR: #000000; TEXT-ALIGN: right"><font style="FONT-SIZE: 10pt">&#160;</font>4,693,000</div>
</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 4%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 10%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; COLOR: #000000; TEXT-ALIGN: right"><font style="FONT-SIZE: 10pt">&#160;</font>5,077,239</div>
</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
</tr>

<tr>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 72%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; COLOR: #000000; TEXT-ALIGN: left">Molina Healthcare, Inc.</div>
</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 10%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 4%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 10%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
</tr>

<tr>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 72%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; COLOR: #000000; TEXT-ALIGN: left; TEXT-INDENT: 9pt">1.63% due 08/15/44<sup style="vertical-align: text-top; line-height: 1; font-size: smaller">1</sup></div>
</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 10%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; COLOR: #000000; TEXT-ALIGN: right"><font style="FONT-SIZE: 10pt">&#160;</font>3,953,000</div>
</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 4%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 10%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; COLOR: #000000; TEXT-ALIGN: right"><font style="FONT-SIZE: 10pt">&#160;</font>4,543,479</div>
</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
</tr>

<tr>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 72%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; COLOR: #000000; TEXT-ALIGN: left">Hologic, Inc.</div>
</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 10%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 4%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 10%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
</tr>

<tr>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 72%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; COLOR: #000000; TEXT-ALIGN: left; TEXT-INDENT: 9pt">2.00% due 03/01/42<sup style="vertical-align: text-top; line-height: 1; font-size: smaller">1,7,8</sup></div>
</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 10%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; COLOR: #000000; TEXT-ALIGN: right"><font style="FONT-SIZE: 10pt">&#160;</font>2,113,000</div>
</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 4%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 10%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; COLOR: #000000; TEXT-ALIGN: right"><font style="FONT-SIZE: 10pt">&#160;</font>2,598,990</div>
</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
</tr>

<tr>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 72%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; COLOR: #000000; TEXT-ALIGN: left; TEXT-INDENT: 9pt">0.00% due 12/15/43<sup style="vertical-align: text-top; line-height: 1; font-size: smaller">1,7,9</sup></div>
</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 10%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; COLOR: #000000; TEXT-ALIGN: right"><font style="FONT-SIZE: 10pt">&#160;</font>1,450,000</div>
</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 4%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 10%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; COLOR: #000000; TEXT-ALIGN: right"><font style="FONT-SIZE: 10pt">&#160;</font>1,769,906</div>
</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
</tr>

<tr>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 72%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; COLOR: #000000; TEXT-ALIGN: left">Brookdale Senior Living, Inc.</div>
</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 10%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 4%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 10%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
</tr>

<tr>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 72%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; COLOR: #000000; TEXT-ALIGN: left; TEXT-INDENT: 9pt">2.75% due 06/15/18<sup style="vertical-align: text-top; line-height: 1; font-size: smaller">1</sup></div>
</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 10%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; COLOR: #000000; TEXT-ALIGN: right"><font style="FONT-SIZE: 10pt">&#160;</font>4,140,000</div>
</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 4%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 10%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; COLOR: #000000; TEXT-ALIGN: right"><font style="FONT-SIZE: 10pt">&#160;</font>4,002,863</div>
</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
</tr>

<tr>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 72%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; COLOR: #000000; TEXT-ALIGN: left">BioMarin Pharmaceutical, Inc.</div>
</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 10%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 4%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 10%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
</tr>

<tr>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 72%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; COLOR: #000000; TEXT-ALIGN: left; TEXT-INDENT: 9pt">1.50% due 10/15/20<sup style="vertical-align: text-top; line-height: 1; font-size: smaller">1</sup></div>
</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 10%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; COLOR: #000000; TEXT-ALIGN: right"><font style="FONT-SIZE: 10pt">&#160;</font>3,290,000</div>
</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 4%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 10%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; COLOR: #000000; TEXT-ALIGN: right"><font style="FONT-SIZE: 10pt">&#160;</font>3,645,731</div>
</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
</tr>

<tr>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 72%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; COLOR: #000000; TEXT-ALIGN: left">Ionis Pharmaceuticals, Inc.</div>
</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 10%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 4%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 10%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
</tr>

<tr>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 72%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; COLOR: #000000; TEXT-ALIGN: left; TEXT-INDENT: 9pt">1.00% due 11/15/21<sup style="vertical-align: text-top; line-height: 1; font-size: smaller">1</sup></div>
</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 10%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; COLOR: #000000; TEXT-ALIGN: right"><font style="FONT-SIZE: 10pt">&#160;</font>4,012,000</div>
</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 4%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 10%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; COLOR: #000000; TEXT-ALIGN: right"><font style="FONT-SIZE: 10pt">&#160;</font>3,580,709</div>
</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
</tr>

<tr>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 72%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; COLOR: #000000; TEXT-ALIGN: left">Euronet Worldwide, Inc.</div>
</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 10%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 4%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 10%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
</tr>

<tr>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 72%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; COLOR: #000000; TEXT-ALIGN: left; TEXT-INDENT: 9pt">1.50% due 10/01/44<sup style="vertical-align: text-top; line-height: 1; font-size: smaller">1</sup></div>
</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 10%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; COLOR: #000000; TEXT-ALIGN: right"><font style="FONT-SIZE: 10pt">&#160;</font>2,750,000</div>
</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 4%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 10%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; COLOR: #000000; TEXT-ALIGN: right"><font style="FONT-SIZE: 10pt">&#160;</font>3,422,031</div>
</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
</tr>

<tr>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 72%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; COLOR: #000000; TEXT-ALIGN: left">Wright Medical Group, Inc.</div>
</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 10%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 4%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 10%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
</tr>

<tr>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 72%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; COLOR: #000000; TEXT-ALIGN: left; TEXT-INDENT: 9pt">2.00% due 02/15/20<sup style="vertical-align: text-top; line-height: 1; font-size: smaller">5</sup></div>
</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 10%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; COLOR: #000000; TEXT-ALIGN: right"><font style="FONT-SIZE: 10pt">&#160;</font>2,920,000</div>
</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 4%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 10%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; COLOR: #000000; TEXT-ALIGN: right"><font style="FONT-SIZE: 10pt">&#160;</font>2,779,475</div>
</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
</tr>

<tr>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 72%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; COLOR: #000000; TEXT-ALIGN: left">Gilead Sciences, Inc.</div>
</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 10%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 4%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 10%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
</tr>

<tr>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 72%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; COLOR: #000000; TEXT-ALIGN: left; TEXT-INDENT: 9pt">1.63% due 05/01/16<sup style="vertical-align: text-top; line-height: 1; font-size: smaller">1</sup></div>
</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 10%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; COLOR: #000000; TEXT-ALIGN: right"><font style="FONT-SIZE: 10pt">&#160;</font>685,000</div>
</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 4%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 10%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; COLOR: #000000; TEXT-ALIGN: right"><font style="FONT-SIZE: 10pt">&#160;</font>2,525,513</div>
</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
</tr>

<tr>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 72%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; COLOR: #000000; TEXT-ALIGN: left">Depomed, Inc.</div>
</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 10%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 4%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 10%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
</tr>

<tr>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 72%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; COLOR: #000000; TEXT-ALIGN: left; TEXT-INDENT: 9pt">2.50% due 09/01/21<sup style="vertical-align: text-top; line-height: 1; font-size: smaller">1</sup></div>
</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 10%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; COLOR: #000000; TEXT-ALIGN: right"><font style="FONT-SIZE: 10pt">&#160;</font>2,427,000</div>
</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 4%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 10%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; COLOR: #000000; TEXT-ALIGN: right"><font style="FONT-SIZE: 10pt">&#160;</font>2,458,854</div>
</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
</tr>

<tr>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 72%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 10%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 4%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 10%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
</tr>

<tr>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 72%">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; TEXT-ALIGN: left; WIDTH: 1%">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 10%">
<div style="FONT-SIZE: 10pt; FONT-WEIGHT: bold; COLOR: #000000; TEXT-ALIGN: right">Face</div>
</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 4%">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 10%">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%">&#160;</td>
</tr>

<tr>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 72%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 10%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-WEIGHT: bold; COLOR: #000000; TEXT-ALIGN: right">Amount~</div>
</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 4%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 10%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-WEIGHT: bold; COLOR: #000000; TEXT-ALIGN: right">Value</div>
</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
</tr>

<tr>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 72%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; COLOR: #000000; TEXT-ALIGN: left"><font style="FONT-SIZE: 10pt; FONT-WEIGHT: bold">CONVERTIBLE BONDS</font><sup style="vertical-align: text-top; line-height: 1; font-size: smaller;FONT-WEIGHT: bold">&#8224;&#8224;</sup>&#160;<font style="FONT-SIZE: 10pt; FONT-WEIGHT: bold">- 80.0% (continued)</font></div>
</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 10%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 4%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 10%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
</tr>

<tr>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 72%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-WEIGHT: bold; COLOR: #000000; TEXT-ALIGN: left">Consumer, Non-cyclical -<font style="FONT-SIZE: 10pt">&#160;&#160;</font>19.1% (continued)</div>
</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 10%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 4%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 10%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
</tr>

<tr>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 72%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; COLOR: #000000; TEXT-ALIGN: left">PTC Therapeutics, Inc.</div>
</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 10%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 4%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 10%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
</tr>

<tr>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 72%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; COLOR: #000000; TEXT-ALIGN: left; TEXT-INDENT: 9pt">3.00% due 08/15/22<sup style="vertical-align: text-top; line-height: 1; font-size: smaller">1,5</sup></div>
</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">$</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 10%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; COLOR: #000000; TEXT-ALIGN: right">3,049,000</div>
</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 4%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">$</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 10%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; COLOR: #000000; TEXT-ALIGN: right">2,425,861</div>
</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
</tr>

<tr>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 72%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; COLOR: #000000; TEXT-ALIGN: left">NuVasive, Inc.</div>
</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 10%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 4%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 10%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
</tr>

<tr>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 72%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; COLOR: #000000; TEXT-ALIGN: left; TEXT-INDENT: 9pt">2.75% due 07/01/17<sup style="vertical-align: text-top; line-height: 1; font-size: smaller">1</sup></div>
</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 10%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; COLOR: #000000; TEXT-ALIGN: right"><font style="FONT-SIZE: 10pt">&#160;</font>1,971,000</div>
</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 4%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 10%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; COLOR: #000000; TEXT-ALIGN: right"><font style="FONT-SIZE: 10pt">&#160;</font>2,413,243</div>
</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
</tr>

<tr>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 72%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; COLOR: #000000; TEXT-ALIGN: left">Illumina, Inc.</div>
</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 10%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 4%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 10%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
</tr>

<tr>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 72%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; COLOR: #000000; TEXT-ALIGN: left; TEXT-INDENT: 9pt">0.50% due 06/15/21<sup style="vertical-align: text-top; line-height: 1; font-size: smaller">1</sup></div>
</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 10%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; COLOR: #000000; TEXT-ALIGN: right"><font style="FONT-SIZE: 10pt">&#160;</font>2,080,000</div>
</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 4%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 10%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; COLOR: #000000; TEXT-ALIGN: right"><font style="FONT-SIZE: 10pt">&#160;</font>2,275,000</div>
</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
</tr>

<tr>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 72%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; COLOR: #000000; TEXT-ALIGN: left">Horizon Pharma Investment Ltd.</div>
</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 10%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 4%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 10%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
</tr>

<tr>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 72%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; COLOR: #000000; TEXT-ALIGN: left; TEXT-INDENT: 9pt">2.50% due 03/15/22<sup style="vertical-align: text-top; line-height: 1; font-size: smaller">1,5</sup></div>
</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 10%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; COLOR: #000000; TEXT-ALIGN: right"><font style="FONT-SIZE: 10pt">&#160;</font>2,561,000</div>
</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 4%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 10%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; COLOR: #000000; TEXT-ALIGN: right"><font style="FONT-SIZE: 10pt">&#160;</font>2,253,680</div>
</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
</tr>

<tr>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 72%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; COLOR: #000000; TEXT-ALIGN: left">Huron Consulting Group, Inc.</div>
</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 10%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 4%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 10%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
</tr>

<tr>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 72%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; COLOR: #000000; TEXT-ALIGN: left; TEXT-INDENT: 9pt">1.25% due 10/01/19</div>
</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 10%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; COLOR: #000000; TEXT-ALIGN: right"><font style="FONT-SIZE: 10pt">&#160;</font>2,354,000</div>
</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 4%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 10%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; COLOR: #000000; TEXT-ALIGN: right"><font style="FONT-SIZE: 10pt">&#160;</font>2,233,358</div>
</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
</tr>

<tr>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 72%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; COLOR: #000000; TEXT-ALIGN: left">Jazz Investments I Ltd.</div>
</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 10%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 4%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 10%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
</tr>

<tr>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 72%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; COLOR: #000000; TEXT-ALIGN: left; TEXT-INDENT: 9pt">1.88% due 08/15/21<sup style="vertical-align: text-top; line-height: 1; font-size: smaller">1</sup></div>
</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 10%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; COLOR: #000000; TEXT-ALIGN: right"><font style="FONT-SIZE: 10pt">&#160;</font>2,148,000</div>
</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 4%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 10%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; COLOR: #000000; TEXT-ALIGN: right"><font style="FONT-SIZE: 10pt">&#160;</font>2,194,988</div>
</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
</tr>

<tr>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 72%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; COLOR: #000000; TEXT-ALIGN: left">Array BioPharma, Inc.</div>
</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 10%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 4%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 10%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
</tr>

<tr>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 72%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; COLOR: #000000; TEXT-ALIGN: left; TEXT-INDENT: 9pt">3.00% due 06/01/20<sup style="vertical-align: text-top; line-height: 1; font-size: smaller">1</sup></div>
</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 10%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; COLOR: #000000; TEXT-ALIGN: right"><font style="FONT-SIZE: 10pt">&#160;</font>2,087,000</div>
</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 4%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 10%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; COLOR: #000000; TEXT-ALIGN: right"><font style="FONT-SIZE: 10pt">&#160;</font>1,715,253</div>
</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
</tr>

<tr>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 72%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; COLOR: #000000; TEXT-ALIGN: left">Emergent BioSolutions, Inc.</div>
</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 10%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 4%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 10%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
</tr>

<tr>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 72%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; COLOR: #000000; TEXT-ALIGN: left; TEXT-INDENT: 9pt">2.88% due 01/15/21</div>
</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 10%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; COLOR: #000000; TEXT-ALIGN: right"><font style="FONT-SIZE: 10pt">&#160;</font>1,220,000</div>
</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 4%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 10%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; COLOR: #000000; TEXT-ALIGN: right"><font style="FONT-SIZE: 10pt">&#160;</font>1,592,100</div>
</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
</tr>

<tr>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 72%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; COLOR: #000000; TEXT-ALIGN: left">Live Nation Entertainment, Inc.</div>
</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 10%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 4%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 10%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
</tr>

<tr>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 72%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; COLOR: #000000; TEXT-ALIGN: left; TEXT-INDENT: 9pt">2.50% due 05/15/19<sup style="vertical-align: text-top; line-height: 1; font-size: smaller">1</sup></div>
</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 10%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; COLOR: #000000; TEXT-ALIGN: right"><font style="FONT-SIZE: 10pt">&#160;</font>1,545,000</div>
</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 4%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 10%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; COLOR: #000000; TEXT-ALIGN: right"><font style="FONT-SIZE: 10pt">&#160;</font>1,533,412</div>
</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
</tr>

<tr>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 72%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; COLOR: #000000; TEXT-ALIGN: left">J Sainsbury plc</div>
</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 10%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 4%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 10%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
</tr>

<tr>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 72%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; COLOR: #000000; TEXT-ALIGN: left; TEXT-INDENT: 9pt">1.25% due 11/21/19<sup style="vertical-align: text-top; line-height: 1; font-size: smaller">1</sup></div>
</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 10%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; COLOR: #000000; TEXT-ALIGN: right"><font style="FONT-SIZE: 10pt">&#160;</font>1,000,000 GBP</div>
</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 4%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 10%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; COLOR: #000000; TEXT-ALIGN: right"><font style="FONT-SIZE: 10pt">&#160;</font>1,462,474</div>
</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
</tr>

<tr>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 72%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; COLOR: #000000; TEXT-ALIGN: left">Medicines Co.</div>
</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 10%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 4%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 10%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
</tr>

<tr>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 72%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; COLOR: #000000; TEXT-ALIGN: left; TEXT-INDENT: 9pt">2.50% due 01/15/22</div>
</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 10%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; COLOR: #000000; TEXT-ALIGN: right"><font style="FONT-SIZE: 10pt">&#160;</font>1,141,000</div>
</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 4%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 10%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; COLOR: #000000; TEXT-ALIGN: right"><font style="FONT-SIZE: 10pt">&#160;</font>1,360,643</div>
</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
</tr>

<tr>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 72%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; COLOR: #000000; TEXT-ALIGN: left">Macquarie Infrastructure Company LLC</div>
</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 10%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 4%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 10%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
</tr>

<tr>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 72%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; COLOR: #000000; TEXT-ALIGN: left; TEXT-INDENT: 9pt">2.88% due 07/15/19<sup style="vertical-align: text-top; line-height: 1; font-size: smaller">1</sup></div>
</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 10%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; COLOR: #000000; TEXT-ALIGN: right"><font style="FONT-SIZE: 10pt">&#160;</font>1,237,000</div>
</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 4%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 10%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; COLOR: #000000; TEXT-ALIGN: right"><font style="FONT-SIZE: 10pt">&#160;</font>1,353,742</div>
</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
</tr>

<tr>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 72%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; COLOR: #000000; TEXT-ALIGN: left">Incyte Corp.</div>
</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 10%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 4%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 10%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
</tr>

<tr>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 72%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; COLOR: #000000; TEXT-ALIGN: left; TEXT-INDENT: 9pt">0.38% due 11/15/18<sup style="vertical-align: text-top; line-height: 1; font-size: smaller">1</sup></div>
</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 10%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; COLOR: #000000; TEXT-ALIGN: right"><font style="FONT-SIZE: 10pt">&#160;</font>801,000</div>
</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 4%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; BORDER-BOTTOM: #000000 2px solid; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; BORDER-BOTTOM: #000000 2px solid; WIDTH: 10%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; COLOR: #000000; TEXT-ALIGN: right"><font style="FONT-SIZE: 10pt">&#160;</font>1,211,012</div>
</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; BORDER-BOTTOM: #000000 2px solid; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
</tr>

<tr>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 72%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-WEIGHT: bold; COLOR: #000000; TEXT-ALIGN: left">Total Consumer, Non-cyclical</div>
</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 10%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 4%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; BORDER-BOTTOM: #000000 2px solid; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; BORDER-BOTTOM: #000000 2px solid; WIDTH: 10%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; COLOR: #000000; TEXT-ALIGN: right"><font style="FONT-SIZE: 10pt">&#160;</font>67,083,389</div>
</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; BORDER-BOTTOM: #000000 2px solid; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
</tr>

<tr>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 72%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-WEIGHT: bold; COLOR: #000000; TEXT-ALIGN: left">Communications -<font style="FONT-SIZE: 10pt">&#160;&#160;</font>15.0%</div>
</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 10%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 4%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 10%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
</tr>

<tr>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 72%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; COLOR: #000000; TEXT-ALIGN: left">Priceline Group, Inc.</div>
</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 10%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 4%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 10%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
</tr>

<tr>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 72%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; COLOR: #000000; TEXT-ALIGN: left; TEXT-INDENT: 9pt">0.35% due 06/15/20<sup style="vertical-align: text-top; line-height: 1; font-size: smaller">1</sup></div>
</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 10%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; COLOR: #000000; TEXT-ALIGN: right"><font style="FONT-SIZE: 10pt">&#160;</font>5,681,000</div>
</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 4%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 10%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; COLOR: #000000; TEXT-ALIGN: right"><font style="FONT-SIZE: 10pt">&#160;</font>6,295,257</div>
</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
</tr>

<tr>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 72%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; COLOR: #000000; TEXT-ALIGN: left; TEXT-INDENT: 9pt">1.00% due 03/15/18<sup style="vertical-align: text-top; line-height: 1; font-size: smaller">1</sup></div>
</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 10%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; COLOR: #000000; TEXT-ALIGN: right"><font style="FONT-SIZE: 10pt">&#160;</font>2,566,000</div>
</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 4%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 10%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; COLOR: #000000; TEXT-ALIGN: right"><font style="FONT-SIZE: 10pt">&#160;</font>3,262,027</div>
</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
</tr>

<tr>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 72%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; COLOR: #000000; TEXT-ALIGN: left">Ciena Corp.</div>
</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 10%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 4%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 10%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
</tr>

<tr>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 72%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; COLOR: #000000; TEXT-ALIGN: left; TEXT-INDENT: 9pt">0.88% due 06/15/17<sup style="vertical-align: text-top; line-height: 1; font-size: smaller">1</sup></div>
</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 10%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; COLOR: #000000; TEXT-ALIGN: right"><font style="FONT-SIZE: 10pt">&#160;</font>3,800,000</div>
</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 4%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 10%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; COLOR: #000000; TEXT-ALIGN: right"><font style="FONT-SIZE: 10pt">&#160;</font>3,743,000</div>
</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
</tr>

<tr>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 72%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; COLOR: #000000; TEXT-ALIGN: left; TEXT-INDENT: 9pt">4.00% due 12/15/20<sup style="vertical-align: text-top; line-height: 1; font-size: smaller">1</sup></div>
</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 10%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; COLOR: #000000; TEXT-ALIGN: right"><font style="FONT-SIZE: 10pt">&#160;</font>2,597,000</div>
</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 4%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 10%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; COLOR: #000000; TEXT-ALIGN: right"><font style="FONT-SIZE: 10pt">&#160;</font>3,131,008</div>
</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
</tr>

<tr>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 72%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; COLOR: #000000; TEXT-ALIGN: left">Ctrip.com International Ltd.</div>
</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 10%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 4%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 10%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
</tr>

<tr>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 72%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; COLOR: #000000; TEXT-ALIGN: left; TEXT-INDENT: 9pt">1.25% due 10/15/18<sup style="vertical-align: text-top; line-height: 1; font-size: smaller">1</sup></div>
</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 10%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; COLOR: #000000; TEXT-ALIGN: right"><font style="FONT-SIZE: 10pt">&#160;</font>2,216,000</div>
</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 4%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 10%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; COLOR: #000000; TEXT-ALIGN: right"><font style="FONT-SIZE: 10pt">&#160;</font>2,808,781</div>
</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
</tr>

<tr>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 72%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; COLOR: #000000; TEXT-ALIGN: left; TEXT-INDENT: 9pt">1.00% due 07/01/20<sup style="vertical-align: text-top; line-height: 1; font-size: smaller">5</sup></div>
</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 10%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; COLOR: #000000; TEXT-ALIGN: right"><font style="FONT-SIZE: 10pt">&#160;</font>2,396,000</div>
</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 4%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 10%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; COLOR: #000000; TEXT-ALIGN: right"><font style="FONT-SIZE: 10pt">&#160;</font>2,550,242</div>
</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
</tr>

<tr>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 72%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; COLOR: #000000; TEXT-ALIGN: left">Finisar Corp.</div>
</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 10%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 4%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 10%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
</tr>

<tr>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 72%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; COLOR: #000000; TEXT-ALIGN: left; TEXT-INDENT: 9pt">0.50% due 12/15/33<sup style="vertical-align: text-top; line-height: 1; font-size: smaller">1</sup></div>
</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 10%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; COLOR: #000000; TEXT-ALIGN: right"><font style="FONT-SIZE: 10pt">&#160;</font>5,000,000</div>
</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 4%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 10%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; COLOR: #000000; TEXT-ALIGN: right"><font style="FONT-SIZE: 10pt">&#160;</font>4,578,125</div>
</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
</tr>

<tr>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 72%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; COLOR: #000000; TEXT-ALIGN: left">Telecom Italia Finance S.A.</div>
</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 10%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 4%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 10%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
</tr>

<tr>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 72%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; COLOR: #000000; TEXT-ALIGN: left; TEXT-INDENT: 9pt">6.13% due 11/15/16</div>
</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 10%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; COLOR: #000000; TEXT-ALIGN: right"><font style="FONT-SIZE: 10pt">&#160;</font>2,500,000 EUR</div>
</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 4%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 10%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; COLOR: #000000; TEXT-ALIGN: right"><font style="FONT-SIZE: 10pt">&#160;</font>3,490,963</div>
</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
</tr>

<tr>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 72%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; COLOR: #000000; TEXT-ALIGN: left">Twitter, Inc.</div>
</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 10%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 4%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 10%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
</tr>

<tr>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 72%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; COLOR: #000000; TEXT-ALIGN: left; TEXT-INDENT: 9pt">1.00% due 09/15/21<sup style="vertical-align: text-top; line-height: 1; font-size: smaller">1</sup></div>
</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 10%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; COLOR: #000000; TEXT-ALIGN: right"><font style="FONT-SIZE: 10pt">&#160;</font>3,835,000</div>
</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 4%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 10%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; COLOR: #000000; TEXT-ALIGN: right"><font style="FONT-SIZE: 10pt">&#160;</font>3,127,922</div>
</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
</tr>

<tr>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 72%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; COLOR: #000000; TEXT-ALIGN: left">Liberty Media Corp.</div>
</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 10%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 4%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 10%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
</tr>

<tr>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 72%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; COLOR: #000000; TEXT-ALIGN: left; TEXT-INDENT: 9pt">1.38% due 10/15/23</div>
</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 10%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; COLOR: #000000; TEXT-ALIGN: right"><font style="FONT-SIZE: 10pt">&#160;</font>3,086,000</div>
</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 4%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 10%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; COLOR: #000000; TEXT-ALIGN: right"><font style="FONT-SIZE: 10pt">&#160;</font>2,927,843</div>
</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
</tr>

<tr>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 72%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; COLOR: #000000; TEXT-ALIGN: left">Yahoo!, Inc.</div>
</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 10%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 4%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 10%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
</tr>

<tr>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 72%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; COLOR: #000000; TEXT-ALIGN: left; TEXT-INDENT: 9pt">0.00% due 12/01/18<sup style="vertical-align: text-top; line-height: 1; font-size: smaller">1,6</sup></div>
</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 10%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; COLOR: #000000; TEXT-ALIGN: right"><font style="FONT-SIZE: 10pt">&#160;</font>2,988,000</div>
</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 4%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 10%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; COLOR: #000000; TEXT-ALIGN: right"><font style="FONT-SIZE: 10pt">&#160;</font>2,896,493</div>
</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
</tr>

<tr>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 72%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; COLOR: #000000; TEXT-ALIGN: left">LinkedIn Corp.</div>
</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 10%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 4%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 10%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
</tr>

<tr>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 72%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; COLOR: #000000; TEXT-ALIGN: left; TEXT-INDENT: 9pt">0.50% due 11/01/19<sup style="vertical-align: text-top; line-height: 1; font-size: smaller">1</sup></div>
</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 10%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; COLOR: #000000; TEXT-ALIGN: right"><font style="FONT-SIZE: 10pt">&#160;</font>2,800,000</div>
</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 4%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 10%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; COLOR: #000000; TEXT-ALIGN: right"><font style="FONT-SIZE: 10pt">&#160;</font>2,850,751</div>
</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
</tr>

<tr>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 72%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; COLOR: #000000; TEXT-ALIGN: left">SINA Corp.</div>
</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 10%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 4%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 10%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
</tr>

<tr>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 72%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; COLOR: #000000; TEXT-ALIGN: left; TEXT-INDENT: 9pt">1.00% due 12/01/18<sup style="vertical-align: text-top; line-height: 1; font-size: smaller">1</sup></div>
</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 10%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; COLOR: #000000; TEXT-ALIGN: right"><font style="FONT-SIZE: 10pt">&#160;</font>2,900,000</div>
</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 4%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 10%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; COLOR: #000000; TEXT-ALIGN: right"><font style="FONT-SIZE: 10pt">&#160;</font>2,829,312</div>
</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
</tr>

<tr>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 72%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; COLOR: #000000; TEXT-ALIGN: left">CalAmp Corp.</div>
</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 10%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 4%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 10%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
</tr>

<tr>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 72%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; COLOR: #000000; TEXT-ALIGN: left; TEXT-INDENT: 9pt">1.63% due 05/15/20<sup style="vertical-align: text-top; line-height: 1; font-size: smaller">1,5</sup></div>
</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 10%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; COLOR: #000000; TEXT-ALIGN: right"><font style="FONT-SIZE: 10pt">&#160;</font>2,811,000</div>
</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 4%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 10%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; COLOR: #000000; TEXT-ALIGN: right"><font style="FONT-SIZE: 10pt">&#160;</font>2,573,822</div>
</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
</tr>

<tr>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 72%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; COLOR: #000000; TEXT-ALIGN: left">WebMD Health Corp.</div>
</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 10%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 4%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 10%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
</tr>

<tr>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 72%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; COLOR: #000000; TEXT-ALIGN: left; TEXT-INDENT: 9pt">1.50% due 12/01/20</div>
</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 10%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; COLOR: #000000; TEXT-ALIGN: right"><font style="FONT-SIZE: 10pt">&#160;</font>2,028,000</div>
</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 4%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 10%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; COLOR: #000000; TEXT-ALIGN: right"><font style="FONT-SIZE: 10pt">&#160;</font>2,353,747</div>
</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
</tr>
</table>

<div>&#160;</div>

<div>&#160;</div>

<div>&#160;</div>

<div id="DSPFPageBreakArea" style="MARGIN-BOTTOM: 9pt; CLEAR: both; MARGIN-TOP: 9pt">
<div id="DSPFPageBreak" style="PAGE-BREAK-AFTER: always">
<hr style="BORDER-LEFT-WIDTH: 0px; HEIGHT: 2px; BORDER-RIGHT-WIDTH: 0px; BORDER-BOTTOM-WIDTH: 0px; COLOR: #000000; CLEAR: both; MARGIN: 4px 0px; BORDER-TOP-WIDTH: 0px; WIDTH: 100%; BACKGROUND-COLOR: #000000" noshade="noshade">
</div>
</div>

<div>&#160;</div>

<div>
<div>&#160;</div>

<div>&#160;</div>

<div>
<table id="95c68074818e402d85bbac474a3668ac" style="FONT-SIZE: 9pt; FONT-FAMILY: 'Times New Roman'; WIDTH: 100%" cellspacing="0" cellpadding="0">
<tr>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: middle; WIDTH: 80.41%">
<div style="FONT-SIZE: 14pt; COLOR: #000000; TEXT-ALIGN: left">Advent Claymore Convertible Securities &amp; Income Fund</div>
</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: middle; WIDTH: 19.59%">&#160;</td>
</tr>

<tr>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: middle; WIDTH: 80.41%">
<div style="FONT-SIZE: 14pt; FONT-WEIGHT: bold; TEXT-ALIGN: left">SCHEDULE OF INVESTMENTS <font style="FONT-SIZE: 10pt; FONT-STYLE: italic">(Unaudited)</font></div>
</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: middle; WIDTH: 19.59%">
<div style="FONT-SIZE: 10pt; COLOR: #000000; TEXT-ALIGN: right">January 31, 2016</div>
</td>
</tr>

<tr>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: middle; BORDER-BOTTOM: #000000 2px solid; WIDTH: 80.41%">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: middle; BORDER-BOTTOM: #000000 2px solid; WIDTH: 19.59%">&#160;</td>
</tr>
</table>

&#160;</div>
</div>

<table id="11b49cec69cc458ba69ce8abc933165a" style="FONT-SIZE: 9pt; FONT-FAMILY: 'Times New Roman'; WIDTH: 100%" cellspacing="0" cellpadding="0" border="0">
<tr>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 72%">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 10%">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 4%">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 10.13%">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%">&#160;</td>
</tr>

<tr>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 72%">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 10%">
<div style="FONT-SIZE: 10pt; FONT-WEIGHT: bold; COLOR: #000000; TEXT-ALIGN: right">Face</div>
</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 4%">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 10.13%">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%">&#160;</td>
</tr>

<tr>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 72%">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 10%">
<div style="FONT-SIZE: 10pt; FONT-WEIGHT: bold; COLOR: #000000; TEXT-ALIGN: right">Amount~</div>
</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 4%">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 10.13%">
<div style="FONT-SIZE: 10pt; FONT-WEIGHT: bold; COLOR: #000000; TEXT-ALIGN: right">Value</div>
</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%">&#160;</td>
</tr>

<tr>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 72%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; COLOR: #000000; TEXT-ALIGN: left"><font style="FONT-SIZE: 10pt; FONT-WEIGHT: bold">CONVERTIBLE BONDS</font><sup style="vertical-align: text-top; line-height: 1; font-size: smaller;FONT-WEIGHT: bold">&#8224;&#8224;</sup>&#160;<font style="FONT-SIZE: 10pt; FONT-WEIGHT: bold">- 80.0% (continued)</font></div>
</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 10%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 4%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 10.13%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
</tr>

<tr>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 72%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-WEIGHT: bold; COLOR: #000000; TEXT-ALIGN: left">Communications -<font style="FONT-SIZE: 10pt">&#160;&#160;</font>15.0% (continued)</div>
</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 10%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 4%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 10.13%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
</tr>

<tr>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 72%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; COLOR: #000000; TEXT-ALIGN: left">FireEye, Inc.</div>
</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 10%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 4%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 10.13%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
</tr>

<tr>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 72%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; COLOR: #000000; TEXT-ALIGN: left; TEXT-INDENT: 9pt">1.63% due 06/01/35<sup style="vertical-align: text-top; line-height: 1; font-size: smaller">5</sup></div>
</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">$</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 10%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; COLOR: #000000; TEXT-ALIGN: right">2,697,000</div>
</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 4%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">$</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 10.13%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; COLOR: #000000; TEXT-ALIGN: right">2,071,633</div>
</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
</tr>

<tr>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 72%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; COLOR: #000000; TEXT-ALIGN: left">Qihoo 360 Technology Company Ltd.</div>
</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 10%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 4%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 10.13%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
</tr>

<tr>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 72%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; COLOR: #000000; TEXT-ALIGN: left; TEXT-INDENT: 9pt">0.50% due 08/15/20<sup style="vertical-align: text-top; line-height: 1; font-size: smaller">1</sup></div>
</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 10%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; COLOR: #000000; TEXT-ALIGN: right"><font style="FONT-SIZE: 10pt">&#160;</font>1,223,000</div>
</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 4%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; BORDER-BOTTOM: #000000 2px solid; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; BORDER-BOTTOM: #000000 2px solid; WIDTH: 10.13%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; COLOR: #000000; TEXT-ALIGN: right"><font style="FONT-SIZE: 10pt">&#160;</font>1,186,310</div>
</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; BORDER-BOTTOM: #000000 2px solid; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
</tr>

<tr>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 72%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-WEIGHT: bold; COLOR: #000000; TEXT-ALIGN: left">Total Communications</div>
</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 10%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 4%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; BORDER-BOTTOM: #000000 2px solid; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; BORDER-BOTTOM: #000000 2px solid; WIDTH: 10.13%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; COLOR: #000000; TEXT-ALIGN: right"><font style="FONT-SIZE: 10pt">&#160;</font>52,677,236</div>
</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; BORDER-BOTTOM: #000000 2px solid; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
</tr>

<tr>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 72%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-WEIGHT: bold; COLOR: #000000; TEXT-ALIGN: left">Financial -<font style="FONT-SIZE: 10pt">&#160;&#160;</font>12.5%</div>
</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 10%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 4%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 10.13%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
</tr>

<tr>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 72%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; COLOR: #000000; TEXT-ALIGN: left">Colony Capital, Inc.</div>
</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 10%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 4%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 10.13%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
</tr>

<tr>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 72%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; COLOR: #000000; TEXT-ALIGN: left; TEXT-INDENT: 9pt">3.88% due 01/15/21<sup style="vertical-align: text-top; line-height: 1; font-size: smaller">1</sup></div>
</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 10%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; COLOR: #000000; TEXT-ALIGN: right"><font style="FONT-SIZE: 10pt">&#160;</font>8,578,000</div>
</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 4%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 10.13%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; COLOR: #000000; TEXT-ALIGN: right"><font style="FONT-SIZE: 10pt">&#160;</font>7,543,278</div>
</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
</tr>

<tr>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 72%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; COLOR: #000000; TEXT-ALIGN: left">Forest City Realty Trust, Inc.</div>
</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 10%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 4%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 10.13%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
</tr>

<tr>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 72%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; COLOR: #000000; TEXT-ALIGN: left; TEXT-INDENT: 9pt">3.63% due 08/15/20</div>
</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 10%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; COLOR: #000000; TEXT-ALIGN: right"><font style="FONT-SIZE: 10pt">&#160;</font>6,086,000</div>
</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 4%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 10.13%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; COLOR: #000000; TEXT-ALIGN: right"><font style="FONT-SIZE: 10pt">&#160;</font>6,196,309</div>
</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
</tr>

<tr>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 72%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; COLOR: #000000; TEXT-ALIGN: left">Colony Starwood Homes</div>
</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 10%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 4%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 10.13%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
</tr>

<tr>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 72%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; COLOR: #000000; TEXT-ALIGN: left; TEXT-INDENT: 9pt">3.00% due 07/01/19</div>
</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 10%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; COLOR: #000000; TEXT-ALIGN: right"><font style="FONT-SIZE: 10pt">&#160;</font>2,993,000</div>
</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 4%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 10.13%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; COLOR: #000000; TEXT-ALIGN: right"><font style="FONT-SIZE: 10pt">&#160;</font>2,805,937</div>
</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
</tr>

<tr>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 72%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; COLOR: #000000; TEXT-ALIGN: left; TEXT-INDENT: 9pt">4.50% due 10/15/17<sup style="vertical-align: text-top; line-height: 1; font-size: smaller">1</sup></div>
</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 10%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; COLOR: #000000; TEXT-ALIGN: right"><font style="FONT-SIZE: 10pt">&#160;</font>874,000</div>
</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 4%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 10.13%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; COLOR: #000000; TEXT-ALIGN: right"><font style="FONT-SIZE: 10pt">&#160;</font>870,723</div>
</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
</tr>

<tr>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 72%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; COLOR: #000000; TEXT-ALIGN: left">Starwood Property Trust, Inc.</div>
</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 10%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 4%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 10.13%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
</tr>

<tr>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 72%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; COLOR: #000000; TEXT-ALIGN: left; TEXT-INDENT: 9pt">4.00% due 01/15/19<sup style="vertical-align: text-top; line-height: 1; font-size: smaller">1</sup></div>
</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 10%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; COLOR: #000000; TEXT-ALIGN: right"><font style="FONT-SIZE: 10pt">&#160;</font>3,637,000</div>
</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 4%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 10.13%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; COLOR: #000000; TEXT-ALIGN: right"><font style="FONT-SIZE: 10pt">&#160;</font>3,655,185</div>
</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
</tr>

<tr>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 72%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; COLOR: #000000; TEXT-ALIGN: left">Fidelity National Financial, Inc.</div>
</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 10%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 4%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 10.13%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
</tr>

<tr>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 72%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; COLOR: #000000; TEXT-ALIGN: left; TEXT-INDENT: 9pt">4.25% due 08/15/18<sup style="vertical-align: text-top; line-height: 1; font-size: smaller">1</sup></div>
</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 10%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; COLOR: #000000; TEXT-ALIGN: right"><font style="FONT-SIZE: 10pt">&#160;</font>2,025,000</div>
</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 4%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 10.13%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; COLOR: #000000; TEXT-ALIGN: right"><font style="FONT-SIZE: 10pt">&#160;</font>3,645,000</div>
</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
</tr>

<tr>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 72%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; COLOR: #000000; TEXT-ALIGN: left">Air Lease Corp.</div>
</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 10%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 4%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 10.13%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
</tr>

<tr>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 72%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; COLOR: #000000; TEXT-ALIGN: left; TEXT-INDENT: 9pt">3.88% due 12/01/18<sup style="vertical-align: text-top; line-height: 1; font-size: smaller">1</sup></div>
</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 10%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; COLOR: #000000; TEXT-ALIGN: right"><font style="FONT-SIZE: 10pt">&#160;</font>3,065,000</div>
</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 4%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 10.13%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; COLOR: #000000; TEXT-ALIGN: right"><font style="FONT-SIZE: 10pt">&#160;</font>3,582,219</div>
</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
</tr>

<tr>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 72%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; COLOR: #000000; TEXT-ALIGN: left">Radian Group, Inc.</div>
</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 10%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 4%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 10.13%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
</tr>

<tr>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 72%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; COLOR: #000000; TEXT-ALIGN: left; TEXT-INDENT: 9pt">2.25% due 03/01/19<sup style="vertical-align: text-top; line-height: 1; font-size: smaller">1</sup></div>
</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 10%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; COLOR: #000000; TEXT-ALIGN: right"><font style="FONT-SIZE: 10pt">&#160;</font>2,677,000</div>
</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 4%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 10.13%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; COLOR: #000000; TEXT-ALIGN: right"><font style="FONT-SIZE: 10pt">&#160;</font>2,917,930</div>
</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
</tr>

<tr>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 72%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; COLOR: #000000; TEXT-ALIGN: left">American Realty Capital Properties, Inc.</div>
</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 10%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 4%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 10.13%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
</tr>

<tr>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 72%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; COLOR: #000000; TEXT-ALIGN: left; TEXT-INDENT: 9pt">3.00% due 08/01/18</div>
</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 10%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; COLOR: #000000; TEXT-ALIGN: right"><font style="FONT-SIZE: 10pt">&#160;</font>3,100,000</div>
</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 4%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 10.13%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; COLOR: #000000; TEXT-ALIGN: right"><font style="FONT-SIZE: 10pt">&#160;</font>2,917,875</div>
</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
</tr>

<tr>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 72%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; COLOR: #000000; TEXT-ALIGN: left">iStar, Inc.</div>
</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 10%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 4%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 10.13%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
</tr>

<tr>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 72%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; COLOR: #000000; TEXT-ALIGN: left; TEXT-INDENT: 9pt">3.00% due 11/15/16<sup style="vertical-align: text-top; line-height: 1; font-size: smaller">1</sup></div>
</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 10%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; COLOR: #000000; TEXT-ALIGN: right"><font style="FONT-SIZE: 10pt">&#160;</font>2,796,000</div>
</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 4%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 10.13%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; COLOR: #000000; TEXT-ALIGN: right"><font style="FONT-SIZE: 10pt">&#160;</font>2,830,950</div>
</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
</tr>

<tr>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 72%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; COLOR: #000000; TEXT-ALIGN: left">PRA Group, Inc.</div>
</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 10%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 4%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 10.13%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
</tr>

<tr>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 72%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; COLOR: #000000; TEXT-ALIGN: left; TEXT-INDENT: 9pt">3.00% due 08/01/20<sup style="vertical-align: text-top; line-height: 1; font-size: smaller">1</sup></div>
</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 10%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; COLOR: #000000; TEXT-ALIGN: right"><font style="FONT-SIZE: 10pt">&#160;</font>3,217,000</div>
</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 4%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 10.13%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; COLOR: #000000; TEXT-ALIGN: right"><font style="FONT-SIZE: 10pt">&#160;</font>2,527,356</div>
</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
</tr>

<tr>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 72%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; COLOR: #000000; TEXT-ALIGN: left">Extra Space Storage, LP</div>
</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 10%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 4%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 10.13%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
</tr>

<tr>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 72%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; COLOR: #000000; TEXT-ALIGN: left; TEXT-INDENT: 9pt">3.13% due 10/01/35<sup style="vertical-align: text-top; line-height: 1; font-size: smaller">1,5</sup></div>
</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 10%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; COLOR: #000000; TEXT-ALIGN: right"><font style="FONT-SIZE: 10pt">&#160;</font>2,139,000</div>
</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 4%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 10.13%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; COLOR: #000000; TEXT-ALIGN: right"><font style="FONT-SIZE: 10pt">&#160;</font>2,395,680</div>
</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
</tr>

<tr>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 72%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; COLOR: #000000; TEXT-ALIGN: left">Encore Capital Group, Inc.</div>
</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 10%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 4%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 10.13%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
</tr>

<tr>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 72%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; COLOR: #000000; TEXT-ALIGN: left; TEXT-INDENT: 9pt">2.88% due 03/15/21</div>
</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 10%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; COLOR: #000000; TEXT-ALIGN: right"><font style="FONT-SIZE: 10pt">&#160;</font>2,426,000</div>
</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 4%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 10.13%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; COLOR: #000000; TEXT-ALIGN: right"><font style="FONT-SIZE: 10pt">&#160;</font>1,469,246</div>
</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
</tr>

<tr>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 72%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; COLOR: #000000; TEXT-ALIGN: left">Element Financial Corp.</div>
</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 10%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 4%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 10.13%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
</tr>

<tr>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 72%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; COLOR: #000000; TEXT-ALIGN: left; TEXT-INDENT: 9pt">4.25% due 06/30/20<sup style="vertical-align: text-top; line-height: 1; font-size: smaller">5</sup></div>
</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 10%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; COLOR: #000000; TEXT-ALIGN: right"><font style="FONT-SIZE: 10pt">&#160;</font>550,000 CAD</div>
</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 4%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; BORDER-BOTTOM: #000000 2px solid; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; BORDER-BOTTOM: #000000 2px solid; WIDTH: 10.13%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; COLOR: #000000; TEXT-ALIGN: right"><font style="FONT-SIZE: 10pt">&#160;</font>383,017</div>
</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; BORDER-BOTTOM: #000000 2px solid; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
</tr>

<tr>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 72%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-WEIGHT: bold; COLOR: #000000; TEXT-ALIGN: left">Total Financial</div>
</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 10%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 4%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; BORDER-BOTTOM: #000000 2px solid; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; BORDER-BOTTOM: #000000 2px solid; WIDTH: 10.13%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; COLOR: #000000; TEXT-ALIGN: right"><font style="FONT-SIZE: 10pt">&#160;</font>43,740,705</div>
</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; BORDER-BOTTOM: #000000 2px solid; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
</tr>

<tr>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 72%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-WEIGHT: bold; COLOR: #000000; TEXT-ALIGN: left">Consumer, Cyclical -<font style="FONT-SIZE: 10pt">&#160;&#160;</font>5.3%</div>
</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 10%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 4%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 10.13%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
</tr>

<tr>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 72%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; COLOR: #000000; TEXT-ALIGN: left">Iconix Brand Group, Inc.</div>
</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 10%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 4%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 10.13%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
</tr>

<tr>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 72%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; COLOR: #000000; TEXT-ALIGN: left; TEXT-INDENT: 9pt">2.50% due 06/01/16<sup style="vertical-align: text-top; line-height: 1; font-size: smaller">1</sup></div>
</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 10%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; COLOR: #000000; TEXT-ALIGN: right"><font style="FONT-SIZE: 10pt">&#160;</font>7,600,000</div>
</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 4%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 10.13%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; COLOR: #000000; TEXT-ALIGN: right"><font style="FONT-SIZE: 10pt">&#160;</font>6,806,749</div>
</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
</tr>

<tr>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 72%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; COLOR: #000000; TEXT-ALIGN: left">CalAtlantic Group, Inc.</div>
</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 10%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 4%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 10.13%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
</tr>

<tr>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 72%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; COLOR: #000000; TEXT-ALIGN: left; TEXT-INDENT: 9pt">1.25% due 08/01/32<sup style="vertical-align: text-top; line-height: 1; font-size: smaller">1</sup></div>
</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 10%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; COLOR: #000000; TEXT-ALIGN: right"><font style="FONT-SIZE: 10pt">&#160;</font>3,849,000</div>
</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 4%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 10.13%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; COLOR: #000000; TEXT-ALIGN: right"><font style="FONT-SIZE: 10pt">&#160;</font>4,051,072</div>
</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
</tr>

<tr>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 72%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; COLOR: #000000; TEXT-ALIGN: left; TEXT-INDENT: 9pt">0.25% due 06/01/19</div>
</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 10%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; COLOR: #000000; TEXT-ALIGN: right"><font style="FONT-SIZE: 10pt">&#160;</font>2,675,000</div>
</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 4%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 10.13%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; COLOR: #000000; TEXT-ALIGN: right"><font style="FONT-SIZE: 10pt">&#160;</font>2,359,016</div>
</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
</tr>

<tr>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 72%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; COLOR: #000000; TEXT-ALIGN: left">GNC Holdings, Inc.</div>
</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 10%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 4%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 10.13%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
</tr>

<tr>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 72%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; COLOR: #000000; TEXT-ALIGN: left; TEXT-INDENT: 9pt">1.50% due 08/15/20<sup style="vertical-align: text-top; line-height: 1; font-size: smaller">5</sup></div>
</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 10%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; COLOR: #000000; TEXT-ALIGN: right"><font style="FONT-SIZE: 10pt">&#160;</font>1,951,000</div>
</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 4%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 10.13%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; COLOR: #000000; TEXT-ALIGN: right"><font style="FONT-SIZE: 10pt">&#160;</font>1,485,199</div>
</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
</tr>

<tr>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 72%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; COLOR: #000000; TEXT-ALIGN: left">Fiat Chrysler Automobiles N.V.</div>
</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 10%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 4%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 10.13%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
</tr>

<tr>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 72%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; COLOR: #000000; TEXT-ALIGN: left; TEXT-INDENT: 9pt">7.88% due 12/15/16<sup style="vertical-align: text-top; line-height: 1; font-size: smaller">1</sup></div>
</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 10%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; COLOR: #000000; TEXT-ALIGN: right"><font style="FONT-SIZE: 10pt">&#160;</font>22,800</div>
</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 4%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 10.13%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; COLOR: #000000; TEXT-ALIGN: right"><font style="FONT-SIZE: 10pt">&#160;</font>1,466,325</div>
</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
</tr>

<tr>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 72%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; COLOR: #000000; TEXT-ALIGN: left">Tesla Motors, Inc.</div>
</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 10%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 4%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 10.13%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
</tr>

<tr>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 72%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; COLOR: #000000; TEXT-ALIGN: left; TEXT-INDENT: 9pt">1.25% due 03/01/21<sup style="vertical-align: text-top; line-height: 1; font-size: smaller">1</sup></div>
</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 10%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; COLOR: #000000; TEXT-ALIGN: right"><font style="FONT-SIZE: 10pt">&#160;</font>1,706,000</div>
</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 4%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 10.13%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; COLOR: #000000; TEXT-ALIGN: right"><font style="FONT-SIZE: 10pt">&#160;</font>1,379,728</div>
</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
</tr>

<tr>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 72%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; COLOR: #000000; TEXT-ALIGN: left">Meritor, Inc.</div>
</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 10%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 4%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 10.13%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
</tr>

<tr>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 72%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; COLOR: #000000; TEXT-ALIGN: left; TEXT-INDENT: 9pt">7.88% due 03/01/26<sup style="vertical-align: text-top; line-height: 1; font-size: smaller">1</sup></div>
</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 10%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; COLOR: #000000; TEXT-ALIGN: right"><font style="FONT-SIZE: 10pt">&#160;</font>1,097,000</div>
</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 4%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; BORDER-BOTTOM: #000000 2px solid; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; BORDER-BOTTOM: #000000 2px solid; WIDTH: 10.13%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; COLOR: #000000; TEXT-ALIGN: right"><font style="FONT-SIZE: 10pt">&#160;</font>1,187,503</div>
</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; BORDER-BOTTOM: #000000 2px solid; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
</tr>

<tr>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 72%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-WEIGHT: bold; COLOR: #000000; TEXT-ALIGN: left">Total Consumer, Cyclical</div>
</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 10%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 4%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; BORDER-BOTTOM: #000000 2px solid; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; BORDER-BOTTOM: #000000 2px solid; WIDTH: 10.13%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; COLOR: #000000; TEXT-ALIGN: right"><font style="FONT-SIZE: 10pt">&#160;</font>18,735,592</div>
</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; BORDER-BOTTOM: #000000 2px solid; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
</tr>

<tr>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 72%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-WEIGHT: bold; COLOR: #000000; TEXT-ALIGN: left">Industrial -<font style="FONT-SIZE: 10pt">&#160;&#160;</font>3.5%</div>
</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 10%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 4%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 10.13%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
</tr>

<tr>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 72%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; COLOR: #000000; TEXT-ALIGN: left">Dycom Industries, Inc.</div>
</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 10%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 4%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 10.13%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
</tr>

<tr>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 72%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; COLOR: #000000; TEXT-ALIGN: left; TEXT-INDENT: 9pt">0.75% due 09/15/21<sup style="vertical-align: text-top; line-height: 1; font-size: smaller">5</sup></div>
</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 10%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; COLOR: #000000; TEXT-ALIGN: right"><font style="FONT-SIZE: 10pt">&#160;</font>2,489,000</div>
</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 4%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 10.13%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; COLOR: #000000; TEXT-ALIGN: right"><font style="FONT-SIZE: 10pt">&#160;</font>2,450,108</div>
</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
</tr>

<tr>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 72%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; COLOR: #000000; TEXT-ALIGN: left">Vishay Intertechnology, Inc.</div>
</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 10%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 4%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 10.13%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
</tr>

<tr>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 72%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; COLOR: #000000; TEXT-ALIGN: left; TEXT-INDENT: 9pt">2.25% due 11/15/40<sup style="vertical-align: text-top; line-height: 1; font-size: smaller">1</sup></div>
</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 10%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; COLOR: #000000; TEXT-ALIGN: right"><font style="FONT-SIZE: 10pt">&#160;</font>2,239,000</div>
</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 4%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 10.13%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; COLOR: #000000; TEXT-ALIGN: right"><font style="FONT-SIZE: 10pt">&#160;</font>2,078,072</div>
</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
</tr>

<tr>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 72%">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 10%">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 4%">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 10.13%">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%">&#160;</td>
</tr>

<tr>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 72%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 10%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-WEIGHT: bold; COLOR: #000000; TEXT-ALIGN: right">Face</div>
</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 4%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 10.13%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
</tr>

<tr>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 72%">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 10%">
<div style="FONT-SIZE: 10pt; FONT-WEIGHT: bold; COLOR: #000000; TEXT-ALIGN: right">Amount~</div>
</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 4%">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 10.13%">
<div style="FONT-SIZE: 10pt; FONT-WEIGHT: bold; COLOR: #000000; TEXT-ALIGN: right">Value</div>
</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%">&#160;</td>
</tr>

<tr>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 72%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; COLOR: #000000; TEXT-ALIGN: left"><font style="FONT-SIZE: 10pt; FONT-WEIGHT: bold">CONVERTIBLE BONDS</font><sup style="vertical-align: text-top; line-height: 1; font-size: smaller;FONT-WEIGHT: bold">&#8224;&#8224;</sup>&#160;<font style="FONT-SIZE: 10pt; FONT-WEIGHT: bold">- 80.0% (continued)</font></div>
</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 10%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 4%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 10.13%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
</tr>

<tr>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 72%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-WEIGHT: bold; COLOR: #000000; TEXT-ALIGN: left">Industrial -<font style="FONT-SIZE: 10pt">&#160;&#160;</font>3.5% (continued)</div>
</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 10%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 4%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 10.13%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
</tr>

<tr>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 72%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; COLOR: #000000; TEXT-ALIGN: left">RTI International Metals, Inc.</div>
</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 10%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 4%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 10.13%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
</tr>

<tr>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 72%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; COLOR: #000000; TEXT-ALIGN: left; TEXT-INDENT: 9pt">1.63% due 10/15/19</div>
</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">$</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 10%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; COLOR: #000000; TEXT-ALIGN: right">1,759,000</div>
</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 4%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">$</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 10.13%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; COLOR: #000000; TEXT-ALIGN: right">1,651,261</div>
</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
</tr>

<tr>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 72%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; COLOR: #000000; TEXT-ALIGN: left">SunPower Corp.</div>
</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 10%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 4%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 10.13%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
</tr>

<tr>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 72%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; COLOR: #000000; TEXT-ALIGN: left; TEXT-INDENT: 9pt">4.00% due 01/15/23<sup style="vertical-align: text-top; line-height: 1; font-size: smaller">5</sup></div>
</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 10%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; COLOR: #000000; TEXT-ALIGN: right"><font style="FONT-SIZE: 10pt">&#160;</font>1,219,000</div>
</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 4%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 10.13%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; COLOR: #000000; TEXT-ALIGN: right"><font style="FONT-SIZE: 10pt">&#160;</font>1,312,711</div>
</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
</tr>

<tr>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 72%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; COLOR: #000000; TEXT-ALIGN: left">Greenbrier Companies, Inc.</div>
</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 10%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 4%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 10.13%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
</tr>

<tr>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 72%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; COLOR: #000000; TEXT-ALIGN: left; TEXT-INDENT: 9pt">3.50% due 04/01/18<sup style="vertical-align: text-top; line-height: 1; font-size: smaller">1</sup></div>
</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 10%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; COLOR: #000000; TEXT-ALIGN: right"><font style="FONT-SIZE: 10pt">&#160;</font>1,138,000</div>
</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 4%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 10.13%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; COLOR: #000000; TEXT-ALIGN: right"><font style="FONT-SIZE: 10pt">&#160;</font>1,192,766</div>
</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
</tr>

<tr>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 72%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; COLOR: #000000; TEXT-ALIGN: left">Cemex SAB de CV</div>
</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 10%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 4%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 10.13%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
</tr>

<tr>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 72%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; COLOR: #000000; TEXT-ALIGN: left; TEXT-INDENT: 9pt">3.72% due 03/15/20</div>
</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 10%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; COLOR: #000000; TEXT-ALIGN: right"><font style="FONT-SIZE: 10pt">&#160;</font>1,441,000</div>
</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 4%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 10.13%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; COLOR: #000000; TEXT-ALIGN: right"><font style="FONT-SIZE: 10pt">&#160;</font>1,024,011</div>
</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
</tr>

<tr>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 72%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; COLOR: #000000; TEXT-ALIGN: left">Echo Global Logistics, Inc.</div>
</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 10%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 4%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 10.13%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
</tr>

<tr>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 72%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; COLOR: #000000; TEXT-ALIGN: left; TEXT-INDENT: 9pt">2.50% due 05/01/20<sup style="vertical-align: text-top; line-height: 1; font-size: smaller">1</sup></div>
</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 10%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; COLOR: #000000; TEXT-ALIGN: right"><font style="FONT-SIZE: 10pt">&#160;</font>1,137,000</div>
</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 4%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 10.13%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; COLOR: #000000; TEXT-ALIGN: right"><font style="FONT-SIZE: 10pt">&#160;</font>986,348</div>
</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
</tr>

<tr>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 72%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; COLOR: #000000; TEXT-ALIGN: left">Atlas Air Worldwide Holdings, Inc.</div>
</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 10%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 4%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 10.13%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
</tr>

<tr>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 72%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; COLOR: #000000; TEXT-ALIGN: left; TEXT-INDENT: 9pt">2.25% due 06/01/22</div>
</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 10%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; COLOR: #000000; TEXT-ALIGN: right"><font style="FONT-SIZE: 10pt">&#160;</font>1,134,000</div>
</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 4%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 10.13%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; COLOR: #000000; TEXT-ALIGN: right"><font style="FONT-SIZE: 10pt">&#160;</font>880,268</div>
</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
</tr>

<tr>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 72%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; COLOR: #000000; TEXT-ALIGN: left">BW Group Ltd.</div>
</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 10%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 4%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 10.13%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
</tr>

<tr>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 72%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; COLOR: #000000; TEXT-ALIGN: left; TEXT-INDENT: 9pt">1.75% due 09/10/19</div>
</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 10%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; COLOR: #000000; TEXT-ALIGN: right"><font style="FONT-SIZE: 10pt">&#160;</font>600,000</div>
</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 4%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; BORDER-BOTTOM: #000000 2px solid; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; BORDER-BOTTOM: #000000 2px solid; WIDTH: 10.13%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; COLOR: #000000; TEXT-ALIGN: right"><font style="FONT-SIZE: 10pt">&#160;</font>538,800</div>
</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; BORDER-BOTTOM: #000000 2px solid; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
</tr>

<tr>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 72%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-WEIGHT: bold; COLOR: #000000; TEXT-ALIGN: left">Total Industrial</div>
</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 10%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 4%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; BORDER-BOTTOM: #000000 2px solid; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; BORDER-BOTTOM: #000000 2px solid; WIDTH: 10.13%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; COLOR: #000000; TEXT-ALIGN: right"><font style="FONT-SIZE: 10pt">&#160;</font>12,114,345</div>
</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; BORDER-BOTTOM: #000000 2px solid; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
</tr>

<tr>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 72%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-WEIGHT: bold; COLOR: #000000; TEXT-ALIGN: left">Utilities -<font style="FONT-SIZE: 10pt">&#160;&#160;</font>1.7%</div>
</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 10%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 4%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 10.13%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
</tr>

<tr>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 72%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; COLOR: #000000; TEXT-ALIGN: left">CenterPoint Energy, Inc.</div>
</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 10%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 4%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 10.13%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
</tr>

<tr>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 72%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; COLOR: #000000; TEXT-ALIGN: left; TEXT-INDENT: 9pt">4.18% due 09/15/29<sup style="vertical-align: text-top; line-height: 1; font-size: smaller">1,7</sup></div>
</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 10%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; COLOR: #000000; TEXT-ALIGN: right"><font style="FONT-SIZE: 10pt">&#160;</font>75,508</div>
</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 4%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 10.13%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; COLOR: #000000; TEXT-ALIGN: right"><font style="FONT-SIZE: 10pt">&#160;</font>4,497,445</div>
</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
</tr>

<tr>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 72%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; COLOR: #000000; TEXT-ALIGN: left">NRG Yield, Inc.</div>
</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 10%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 4%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 10.13%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
</tr>

<tr>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 72%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; COLOR: #000000; TEXT-ALIGN: left; TEXT-INDENT: 9pt">3.25% due 06/01/20<sup style="vertical-align: text-top; line-height: 1; font-size: smaller">1,5</sup></div>
</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 10%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; COLOR: #000000; TEXT-ALIGN: right"><font style="FONT-SIZE: 10pt">&#160;</font>1,663,000</div>
</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 4%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; BORDER-BOTTOM: #000000 2px solid; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; BORDER-BOTTOM: #000000 2px solid; WIDTH: 10.13%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; COLOR: #000000; TEXT-ALIGN: right"><font style="FONT-SIZE: 10pt">&#160;</font>1,371,975</div>
</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; BORDER-BOTTOM: #000000 2px solid; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
</tr>

<tr>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 72%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-WEIGHT: bold; COLOR: #000000; TEXT-ALIGN: left">Total Utilities</div>
</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 10%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 4%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; BORDER-BOTTOM: #000000 2px solid; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; BORDER-BOTTOM: #000000 2px solid; WIDTH: 10.13%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; COLOR: #000000; TEXT-ALIGN: right"><font style="FONT-SIZE: 10pt">&#160;</font>5,869,420</div>
</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; BORDER-BOTTOM: #000000 2px solid; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
</tr>

<tr>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 72%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-WEIGHT: bold; COLOR: #000000; TEXT-ALIGN: left">Basic Materials -<font style="FONT-SIZE: 10pt">&#160;&#160;</font>0.3%</div>
</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 10%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 4%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 10.13%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
</tr>

<tr>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 72%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; COLOR: #000000; TEXT-ALIGN: left">B2Gold Corp.</div>
</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 10%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 4%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 10.13%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
</tr>

<tr>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 72%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; COLOR: #000000; TEXT-ALIGN: left; TEXT-INDENT: 9pt">3.25% due 10/01/18<sup style="vertical-align: text-top; line-height: 1; font-size: smaller">1</sup></div>
</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 10%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; COLOR: #000000; TEXT-ALIGN: right"><font style="FONT-SIZE: 10pt">&#160;</font>1,375,000</div>
</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 4%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; BORDER-BOTTOM: #000000 2px solid; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; BORDER-BOTTOM: #000000 2px solid; WIDTH: 10.13%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; COLOR: #000000; TEXT-ALIGN: right"><font style="FONT-SIZE: 10pt">&#160;</font>1,122,344</div>
</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; BORDER-BOTTOM: #000000 2px solid; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
</tr>

<tr>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 72%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-WEIGHT: bold; COLOR: #000000; TEXT-ALIGN: left">Total Convertible Bonds</div>
</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 10%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 4%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 10.13%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
</tr>

<tr>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 72%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; COLOR: #000000; TEXT-ALIGN: left; TEXT-INDENT: 9pt">(Cost $301,681,452)</div>
</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 10%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 4%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; BORDER-BOTTOM: #000000 2px solid; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; BORDER-BOTTOM: #000000 2px solid; WIDTH: 10.13%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; COLOR: #000000; TEXT-ALIGN: right">280,763,792</div>
</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; BORDER-BOTTOM: #000000 2px solid; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
</tr>

<tr>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 72%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; COLOR: #000000; TEXT-ALIGN: left"><font style="FONT-SIZE: 10pt; FONT-WEIGHT: bold">CORPORATE BONDS</font><sup style="vertical-align: text-top; line-height: 1; font-size: smaller;FONT-WEIGHT: bold">&#8224;&#8224;</sup>&#160;<font style="FONT-SIZE: 10pt; FONT-WEIGHT: bold">- 49.0%</font></div>
</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 10%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 4%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 10.13%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
</tr>

<tr>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 72%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-WEIGHT: bold; COLOR: #000000; TEXT-ALIGN: left">Consumer, Non-cyclical -<font style="FONT-SIZE: 10pt">&#160;&#160;</font>9.0%</div>
</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 10%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 4%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 10.13%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
</tr>

<tr>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 72%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; COLOR: #000000; TEXT-ALIGN: left">Prospect Medical Holdings, Inc.</div>
</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 10%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 4%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 10.13%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
</tr>

<tr>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 72%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; COLOR: #000000; TEXT-ALIGN: left; TEXT-INDENT: 9pt">8.38% due 05/01/19<sup style="vertical-align: text-top; line-height: 1; font-size: smaller">1,5</sup></div>
</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 10%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; COLOR: #000000; TEXT-ALIGN: right"><font style="FONT-SIZE: 10pt">&#160;</font>4,096,000</div>
</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 4%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 10.13%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; COLOR: #000000; TEXT-ALIGN: right"><font style="FONT-SIZE: 10pt">&#160;</font>4,223,386</div>
</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
</tr>

<tr>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 72%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; COLOR: #000000; TEXT-ALIGN: left">Tenet Healthcare Corp.</div>
</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 10%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 4%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 10.13%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
</tr>

<tr>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 72%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; COLOR: #000000; TEXT-ALIGN: left; TEXT-INDENT: 9pt">6.00% due 10/01/20<sup style="vertical-align: text-top; line-height: 1; font-size: smaller">1</sup></div>
</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 10%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; COLOR: #000000; TEXT-ALIGN: right"><font style="FONT-SIZE: 10pt">&#160;</font>1,700,000</div>
</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 4%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 10.13%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; COLOR: #000000; TEXT-ALIGN: right"><font style="FONT-SIZE: 10pt">&#160;</font>1,806,250</div>
</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
</tr>

<tr>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 72%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; COLOR: #000000; TEXT-ALIGN: left; TEXT-INDENT: 9pt">4.50% due 04/01/21<sup style="vertical-align: text-top; line-height: 1; font-size: smaller">1</sup></div>
</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 10%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; COLOR: #000000; TEXT-ALIGN: right"><font style="FONT-SIZE: 10pt">&#160;</font>1,745,000</div>
</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 4%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 10.13%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; COLOR: #000000; TEXT-ALIGN: right"><font style="FONT-SIZE: 10pt">&#160;</font>1,718,825</div>
</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
</tr>

<tr>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 72%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; COLOR: #000000; TEXT-ALIGN: left">Valeant Pharmaceuticals International, Inc.</div>
</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 10%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 4%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 10.13%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
</tr>

<tr>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 72%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; COLOR: #000000; TEXT-ALIGN: left; TEXT-INDENT: 9pt">6.13% due 04/15/25<sup style="vertical-align: text-top; line-height: 1; font-size: smaller">1,5</sup></div>
</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 10%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; COLOR: #000000; TEXT-ALIGN: right"><font style="FONT-SIZE: 10pt">&#160;</font>3,633,000</div>
</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 4%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 10.13%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; COLOR: #000000; TEXT-ALIGN: right"><font style="FONT-SIZE: 10pt">&#160;</font>3,274,241</div>
</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
</tr>

<tr>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 72%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; COLOR: #000000; TEXT-ALIGN: left">HealthSouth Corp.</div>
</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 10%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 4%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 10.13%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
</tr>

<tr>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 72%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; COLOR: #000000; TEXT-ALIGN: left; TEXT-INDENT: 9pt">5.75% due 09/15/25<sup style="vertical-align: text-top; line-height: 1; font-size: smaller">1,5</sup></div>
</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 10%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; COLOR: #000000; TEXT-ALIGN: right"><font style="FONT-SIZE: 10pt">&#160;</font>2,625,000</div>
</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 4%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 10.13%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; COLOR: #000000; TEXT-ALIGN: right"><font style="FONT-SIZE: 10pt">&#160;</font>2,558,850</div>
</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
</tr>

<tr>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 72%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; COLOR: #000000; TEXT-ALIGN: left">HCA, Inc.</div>
</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 10%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 4%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 10.13%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
</tr>

<tr>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 72%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; COLOR: #000000; TEXT-ALIGN: left; TEXT-INDENT: 9pt">5.00% due 03/15/24<sup style="vertical-align: text-top; line-height: 1; font-size: smaller">1</sup></div>
</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 10%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; COLOR: #000000; TEXT-ALIGN: right"><font style="FONT-SIZE: 10pt">&#160;</font>2,275,000</div>
</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 4%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 10.13%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; COLOR: #000000; TEXT-ALIGN: right"><font style="FONT-SIZE: 10pt">&#160;</font>2,309,125</div>
</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
</tr>

<tr>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 72%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; COLOR: #000000; TEXT-ALIGN: left">CHS/Community Health Systems, Inc.</div>
</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 10%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 4%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 10.13%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
</tr>

<tr>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 72%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; COLOR: #000000; TEXT-ALIGN: left; TEXT-INDENT: 9pt">6.88% due 02/01/22<sup style="vertical-align: text-top; line-height: 1; font-size: smaller">1</sup></div>
</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 10%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; COLOR: #000000; TEXT-ALIGN: right"><font style="FONT-SIZE: 10pt">&#160;</font>2,272,000</div>
</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 4%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 10.13%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; COLOR: #000000; TEXT-ALIGN: right"><font style="FONT-SIZE: 10pt">&#160;</font>2,067,520</div>
</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
</tr>

<tr>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 72%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; COLOR: #000000; TEXT-ALIGN: left">Concordia Healthcare Corp.</div>
</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 10%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 4%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 10.13%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
</tr>

<tr>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 72%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; COLOR: #000000; TEXT-ALIGN: left; TEXT-INDENT: 9pt">9.50% due 10/21/22<sup style="vertical-align: text-top; line-height: 1; font-size: smaller">5</sup></div>
</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 10%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; COLOR: #000000; TEXT-ALIGN: right"><font style="FONT-SIZE: 10pt">&#160;</font>1,750,000</div>
</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 4%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 10.13%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; COLOR: #000000; TEXT-ALIGN: right"><font style="FONT-SIZE: 10pt">&#160;</font>1,719,375</div>
</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
</tr>

<tr>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 72%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; COLOR: #000000; TEXT-ALIGN: left">IASIS Healthcare LLC / IASIS Capital Corp.</div>
</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 10%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 4%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 10.13%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
</tr>

<tr>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 72%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; COLOR: #000000; TEXT-ALIGN: left; TEXT-INDENT: 9pt">8.38% due 05/15/19</div>
</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 10%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; COLOR: #000000; TEXT-ALIGN: right"><font style="FONT-SIZE: 10pt">&#160;</font>1,739,000</div>
</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 4%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 10.13%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; COLOR: #000000; TEXT-ALIGN: right"><font style="FONT-SIZE: 10pt">&#160;</font>1,639,008</div>
</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
</tr>

<tr>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 72%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; COLOR: #000000; TEXT-ALIGN: left">United Rentals North America, Inc.</div>
</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 10%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 4%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 10.13%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
</tr>

<tr>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 72%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; COLOR: #000000; TEXT-ALIGN: left; TEXT-INDENT: 9pt">5.50% due 07/15/25<sup style="vertical-align: text-top; line-height: 1; font-size: smaller">1</sup></div>
</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 10%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; COLOR: #000000; TEXT-ALIGN: right"><font style="FONT-SIZE: 10pt">&#160;</font>1,750,000</div>
</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 4%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 10.13%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; COLOR: #000000; TEXT-ALIGN: right"><font style="FONT-SIZE: 10pt">&#160;</font>1,568,438</div>
</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
</tr>

<tr>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 72%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; COLOR: #000000; TEXT-ALIGN: left">Land O'Lakes Capital Trust I</div>
</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 10%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 4%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 10.13%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
</tr>

<tr>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 72%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; COLOR: #000000; TEXT-ALIGN: left; TEXT-INDENT: 9pt">7.45% due 03/15/28<sup style="vertical-align: text-top; line-height: 1; font-size: smaller">5</sup></div>
</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 10%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; COLOR: #000000; TEXT-ALIGN: right"><font style="FONT-SIZE: 10pt">&#160;</font>1,500,000</div>
</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 4%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 10.13%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; COLOR: #000000; TEXT-ALIGN: right"><font style="FONT-SIZE: 10pt">&#160;</font>1,567,500</div>
</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
</tr>

<tr>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 72%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; COLOR: #000000; TEXT-ALIGN: left">Spectrum Brands, Inc.</div>
</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 10%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 4%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 10.13%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
</tr>

<tr>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 72%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; COLOR: #000000; TEXT-ALIGN: left; TEXT-INDENT: 9pt">5.75% due 07/15/25<sup style="vertical-align: text-top; line-height: 1; font-size: smaller">1,5</sup></div>
</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 10%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; COLOR: #000000; TEXT-ALIGN: right"><font style="FONT-SIZE: 10pt">&#160;</font>1,500,000</div>
</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 4%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 10.13%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; COLOR: #000000; TEXT-ALIGN: right"><font style="FONT-SIZE: 10pt">&#160;</font>1,545,000</div>
</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
</tr>
</table>

<div>&#160;</div>

<div>&#160;</div>

<div>&#160;</div>

<div id="DSPFPageBreakArea" style="MARGIN-BOTTOM: 9pt; CLEAR: both; MARGIN-TOP: 9pt">
<div id="DSPFPageBreak" style="PAGE-BREAK-AFTER: always">
<hr style="BORDER-LEFT-WIDTH: 0px; HEIGHT: 2px; BORDER-RIGHT-WIDTH: 0px; BORDER-BOTTOM-WIDTH: 0px; COLOR: #000000; CLEAR: both; MARGIN: 4px 0px; BORDER-TOP-WIDTH: 0px; WIDTH: 100%; BACKGROUND-COLOR: #000000" noshade="noshade">
</div>
</div>

<div>&#160;</div>

<div>
<div>&#160;</div>

<div>&#160;</div>

<div>
<table id="39b84f0d27634e23b01ac62b93d986cf" style="FONT-SIZE: 9pt; FONT-FAMILY: 'Times New Roman'; WIDTH: 100%" cellspacing="0" cellpadding="0">
<tr>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: middle; WIDTH: 80.41%">
<div style="FONT-SIZE: 14pt; COLOR: #000000; TEXT-ALIGN: left">Advent Claymore Convertible Securities &amp; Income Fund</div>
</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: middle; WIDTH: 19.59%">&#160;</td>
</tr>

<tr>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: middle; WIDTH: 80.41%">
<div style="FONT-SIZE: 14pt; FONT-WEIGHT: bold; TEXT-ALIGN: left">SCHEDULE OF INVESTMENTS <font style="FONT-SIZE: 10pt; FONT-STYLE: italic">(Unaudited)</font></div>
</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: middle; WIDTH: 19.59%">
<div style="FONT-SIZE: 10pt; COLOR: #000000; TEXT-ALIGN: right">January 31, 2016</div>
</td>
</tr>

<tr>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: middle; BORDER-BOTTOM: #000000 2px solid; WIDTH: 80.41%">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: middle; BORDER-BOTTOM: #000000 2px solid; WIDTH: 19.59%">&#160;</td>
</tr>
</table>

&#160;</div>
</div>

<table id="f499fb66e86a4cfb8e8331ed06201b22" style="FONT-SIZE: 9pt; FONT-FAMILY: 'Times New Roman'; WIDTH: 100%" cellspacing="0" cellpadding="0" border="0">
<tr>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 72%">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 10%">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 4%">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 10%">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%">&#160;</td>
</tr>

<tr>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 72%">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 10%">
<div style="FONT-SIZE: 10pt; FONT-WEIGHT: bold; COLOR: #000000; TEXT-ALIGN: right">Face</div>
</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 4%">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 10%">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%">&#160;</td>
</tr>

<tr>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 72%">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 10%">
<div style="FONT-SIZE: 10pt; FONT-WEIGHT: bold; COLOR: #000000; TEXT-ALIGN: right">Amount~</div>
</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 4%">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 10%">
<div style="FONT-SIZE: 10pt; FONT-WEIGHT: bold; COLOR: #000000; TEXT-ALIGN: right">Value</div>
</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%">&#160;</td>
</tr>

<tr>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 72%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; COLOR: #000000; TEXT-ALIGN: left"><font style="FONT-SIZE: 10pt; FONT-WEIGHT: bold">CORPORATE BONDS</font><sup style="vertical-align: text-top; line-height: 1; font-size: smaller;FONT-WEIGHT: bold">&#8224;&#8224;</sup>&#160;<font style="FONT-SIZE: 10pt; FONT-WEIGHT: bold">- 49.0% (continued)</font></div>
</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 10%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 4%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 10%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
</tr>

<tr>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 72%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-WEIGHT: bold; COLOR: #000000; TEXT-ALIGN: left">Consumer, Non-cyclical -<font style="FONT-SIZE: 10pt">&#160;&#160;</font>9.0% (continued)</div>
</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 10%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 4%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 10%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
</tr>

<tr>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 72%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; COLOR: #000000; TEXT-ALIGN: left">Sotheby's</div>
</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 10%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 4%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 10%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
</tr>

<tr style="HEIGHT: 14px">
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 72%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; COLOR: #000000; TEXT-ALIGN: left; TEXT-INDENT: 9pt">5.25% due 10/01/22<sup style="vertical-align: text-top; line-height: 1; font-size: smaller">1,5</sup></div>
</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">$</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 10%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; COLOR: #000000; TEXT-ALIGN: right">1,667,000</div>
</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 4%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">$</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 10%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; COLOR: #000000; TEXT-ALIGN: right">1,508,635</div>
</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
</tr>

<tr>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 72%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; COLOR: #000000; TEXT-ALIGN: left">Molina Healthcare, Inc.</div>
</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 10%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 4%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 10%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
</tr>

<tr>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 72%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; COLOR: #000000; TEXT-ALIGN: left; TEXT-INDENT: 9pt">5.38% due 11/15/22<sup style="vertical-align: text-top; line-height: 1; font-size: smaller">5</sup></div>
</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 10%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; COLOR: #000000; TEXT-ALIGN: right"><font style="FONT-SIZE: 10pt">&#160;</font>1,000,000</div>
</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 4%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 10%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; COLOR: #000000; TEXT-ALIGN: right"><font style="FONT-SIZE: 10pt">&#160;</font>1,000,000</div>
</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
</tr>

<tr>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 72%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; COLOR: #000000; TEXT-ALIGN: left">Endo Limited / Endo Finance LLC / Endo Finco, Inc.</div>
</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 10%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 4%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 10%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
</tr>

<tr>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 72%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; COLOR: #000000; TEXT-ALIGN: left; TEXT-INDENT: 9pt">6.00% due 02/01/25<sup style="vertical-align: text-top; line-height: 1; font-size: smaller">1,5</sup></div>
</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 10%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; COLOR: #000000; TEXT-ALIGN: right"><font style="FONT-SIZE: 10pt">&#160;</font>1,000,000</div>
</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 4%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 10%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; COLOR: #000000; TEXT-ALIGN: right"><font style="FONT-SIZE: 10pt">&#160;</font>992,620</div>
</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
</tr>

<tr>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 72%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; COLOR: #000000; TEXT-ALIGN: left">Cenveo Corp.</div>
</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 10%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 4%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 10%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
</tr>

<tr>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 72%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; COLOR: #000000; TEXT-ALIGN: left; TEXT-INDENT: 9pt">8.50% due 09/15/22<sup style="vertical-align: text-top; line-height: 1; font-size: smaller">5</sup></div>
</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 10%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; COLOR: #000000; TEXT-ALIGN: right"><font style="FONT-SIZE: 10pt">&#160;</font>2,000,000</div>
</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 4%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 10%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; COLOR: #000000; TEXT-ALIGN: right"><font style="FONT-SIZE: 10pt">&#160;</font>970,000</div>
</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
</tr>

<tr>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 72%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; COLOR: #000000; TEXT-ALIGN: left">Ahern Rentals, Inc.</div>
</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 10%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 4%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 10%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
</tr>

<tr>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 72%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; COLOR: #000000; TEXT-ALIGN: left; TEXT-INDENT: 9pt">7.38% due 05/15/23<sup style="vertical-align: text-top; line-height: 1; font-size: smaller">1,5</sup></div>
</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 10%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; COLOR: #000000; TEXT-ALIGN: right"><font style="FONT-SIZE: 10pt">&#160;</font>1,300,000</div>
</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 4%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 10%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; COLOR: #000000; TEXT-ALIGN: right"><font style="FONT-SIZE: 10pt">&#160;</font>955,500</div>
</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
</tr>

<tr>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 72%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; COLOR: #000000; TEXT-ALIGN: left">Land O' Lakes, Inc.</div>
</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 10%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 4%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 10%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
</tr>

<tr>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 72%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; COLOR: #000000; TEXT-ALIGN: left; TEXT-INDENT: 9pt">6.00% due 11/15/22<sup style="vertical-align: text-top; line-height: 1; font-size: smaller">5</sup></div>
</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 10%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; COLOR: #000000; TEXT-ALIGN: right"><font style="FONT-SIZE: 10pt">&#160;</font>19,000</div>
</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 4%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; BORDER-BOTTOM: #000000 2px solid; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; BORDER-BOTTOM: #000000 2px solid; WIDTH: 10%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; COLOR: #000000; TEXT-ALIGN: right"><font style="FONT-SIZE: 10pt">&#160;</font>19,855</div>
</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; BORDER-BOTTOM: #000000 2px solid; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
</tr>

<tr>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 72%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-WEIGHT: bold; COLOR: #000000; TEXT-ALIGN: left">Total Consumer, Non-cyclical</div>
</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 10%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 4%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; BORDER-BOTTOM: #000000 2px solid; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; BORDER-BOTTOM: #000000 2px solid; WIDTH: 10%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; COLOR: #000000; TEXT-ALIGN: right"><font style="FONT-SIZE: 10pt">&#160;</font>31,444,128</div>
</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; BORDER-BOTTOM: #000000 2px solid; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
</tr>

<tr>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 72%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-WEIGHT: bold; COLOR: #000000; TEXT-ALIGN: left">Financial -<font style="FONT-SIZE: 10pt">&#160;&#160;</font>8.3%</div>
</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 10%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 4%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 10%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
</tr>

<tr>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 72%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; COLOR: #000000; TEXT-ALIGN: left">Credit Agricole S.A.</div>
</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 10%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 4%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 10%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
</tr>

<tr>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 72%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; COLOR: #000000; TEXT-ALIGN: left; TEXT-INDENT: 9pt">7.88%<sup style="vertical-align: text-top; line-height: 1; font-size: smaller">1,3,5,10</sup></div>
</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 10%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; COLOR: #000000; TEXT-ALIGN: right"><font style="FONT-SIZE: 10pt">&#160;</font>6,675,000</div>
</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 4%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 10%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; COLOR: #000000; TEXT-ALIGN: right"><font style="FONT-SIZE: 10pt">&#160;</font>6,515,453</div>
</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
</tr>

<tr>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 72%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; COLOR: #000000; TEXT-ALIGN: left">Synovus Financial Corp.</div>
</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 10%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 4%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 10%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
</tr>

<tr>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 72%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; COLOR: #000000; TEXT-ALIGN: left; TEXT-INDENT: 9pt">7.88% due 02/15/19<sup style="vertical-align: text-top; line-height: 1; font-size: smaller">1</sup></div>
</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 10%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; COLOR: #000000; TEXT-ALIGN: right"><font style="FONT-SIZE: 10pt">&#160;</font>3,154,000</div>
</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 4%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 10%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; COLOR: #000000; TEXT-ALIGN: right"><font style="FONT-SIZE: 10pt">&#160;</font>3,457,572</div>
</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
</tr>

<tr>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 72%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; COLOR: #000000; TEXT-ALIGN: left; TEXT-INDENT: 9pt">5.13% due 06/15/17<sup style="vertical-align: text-top; line-height: 1; font-size: smaller">1</sup></div>
</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 10%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; COLOR: #000000; TEXT-ALIGN: right"><font style="FONT-SIZE: 10pt">&#160;</font>301,000</div>
</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 4%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 10%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; COLOR: #000000; TEXT-ALIGN: right"><font style="FONT-SIZE: 10pt">&#160;</font>307,773</div>
</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
</tr>

<tr>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 72%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; COLOR: #000000; TEXT-ALIGN: left">Corrections Corporation of America</div>
</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 10%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 4%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 10%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
</tr>

<tr>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 72%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; COLOR: #000000; TEXT-ALIGN: left; TEXT-INDENT: 9pt">4.63% due 05/01/23<sup style="vertical-align: text-top; line-height: 1; font-size: smaller">1</sup></div>
</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 10%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; COLOR: #000000; TEXT-ALIGN: right"><font style="FONT-SIZE: 10pt">&#160;</font>2,075,000</div>
</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 4%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 10%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; COLOR: #000000; TEXT-ALIGN: right"><font style="FONT-SIZE: 10pt">&#160;</font>2,054,250</div>
</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
</tr>

<tr>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 72%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; COLOR: #000000; TEXT-ALIGN: left; TEXT-INDENT: 9pt">5.00% due 10/15/22</div>
</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 10%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; COLOR: #000000; TEXT-ALIGN: right"><font style="FONT-SIZE: 10pt">&#160;</font>550,000</div>
</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 4%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 10%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; COLOR: #000000; TEXT-ALIGN: right"><font style="FONT-SIZE: 10pt">&#160;</font>560,313</div>
</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
</tr>

<tr>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 72%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; COLOR: #000000; TEXT-ALIGN: left">Alliance Data Systems Corp.</div>
</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 10%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 4%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 10%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
</tr>

<tr>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 72%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; COLOR: #000000; TEXT-ALIGN: left; TEXT-INDENT: 9pt">6.38% due 04/01/20<sup style="vertical-align: text-top; line-height: 1; font-size: smaller">1,5</sup></div>
</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 10%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; COLOR: #000000; TEXT-ALIGN: right"><font style="FONT-SIZE: 10pt">&#160;</font>2,250,000</div>
</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 4%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 10%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; COLOR: #000000; TEXT-ALIGN: right"><font style="FONT-SIZE: 10pt">&#160;</font>2,278,125</div>
</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
</tr>

<tr>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 72%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; COLOR: #000000; TEXT-ALIGN: left">E*TRADE Financial Corp.</div>
</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 10%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 4%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 10%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
</tr>

<tr>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 72%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; COLOR: #000000; TEXT-ALIGN: left; TEXT-INDENT: 9pt">4.63% due 09/15/23<sup style="vertical-align: text-top; line-height: 1; font-size: smaller">1</sup></div>
</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 10%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; COLOR: #000000; TEXT-ALIGN: right"><font style="FONT-SIZE: 10pt">&#160;</font>2,208,000</div>
</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 4%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 10%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; COLOR: #000000; TEXT-ALIGN: right"><font style="FONT-SIZE: 10pt">&#160;</font>2,180,400</div>
</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
</tr>

<tr>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 72%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; COLOR: #000000; TEXT-ALIGN: left">Ally Financial, Inc.</div>
</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 10%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 4%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 10%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
</tr>

<tr>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 72%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; COLOR: #000000; TEXT-ALIGN: left; TEXT-INDENT: 9pt">3.25% due 11/05/18</div>
</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 10%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; COLOR: #000000; TEXT-ALIGN: right"><font style="FONT-SIZE: 10pt">&#160;</font>1,167,000</div>
</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 4%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 10%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; COLOR: #000000; TEXT-ALIGN: right"><font style="FONT-SIZE: 10pt">&#160;</font>1,146,578</div>
</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
</tr>

<tr>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 72%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; COLOR: #000000; TEXT-ALIGN: left; TEXT-INDENT: 9pt">5.13% due 09/30/24<sup style="vertical-align: text-top; line-height: 1; font-size: smaller">1</sup></div>
</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 10%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; COLOR: #000000; TEXT-ALIGN: right"><font style="FONT-SIZE: 10pt">&#160;</font>825,000</div>
</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 4%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 10%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; COLOR: #000000; TEXT-ALIGN: right"><font style="FONT-SIZE: 10pt">&#160;</font>839,438</div>
</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
</tr>

<tr>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 72%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; COLOR: #000000; TEXT-ALIGN: left">Credit Acceptance Corp.</div>
</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 10%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 4%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 10%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
</tr>

<tr>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 72%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; COLOR: #000000; TEXT-ALIGN: left; TEXT-INDENT: 9pt">7.38% due 03/15/23<sup style="vertical-align: text-top; line-height: 1; font-size: smaller">1,5</sup></div>
</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 10%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; COLOR: #000000; TEXT-ALIGN: right"><font style="FONT-SIZE: 10pt">&#160;</font>1,650,000</div>
</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 4%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 10%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; COLOR: #000000; TEXT-ALIGN: right"><font style="FONT-SIZE: 10pt">&#160;</font>1,600,499</div>
</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
</tr>

<tr>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 72%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; COLOR: #000000; TEXT-ALIGN: left">Nationstar Mortgage LLC / Nationstar Capital Corp.</div>
</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 10%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 4%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 10%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
</tr>

<tr>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 72%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; COLOR: #000000; TEXT-ALIGN: left; TEXT-INDENT: 9pt">9.63% due 05/01/19<sup style="vertical-align: text-top; line-height: 1; font-size: smaller">1</sup></div>
</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 10%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; COLOR: #000000; TEXT-ALIGN: right"><font style="FONT-SIZE: 10pt">&#160;</font>1,500,000</div>
</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 4%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 10%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; COLOR: #000000; TEXT-ALIGN: right"><font style="FONT-SIZE: 10pt">&#160;</font>1,561,875</div>
</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
</tr>

<tr>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 72%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; COLOR: #000000; TEXT-ALIGN: left">International Lease Finance Corp.</div>
</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 10%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 4%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 10%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
</tr>

<tr>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 72%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; COLOR: #000000; TEXT-ALIGN: left; TEXT-INDENT: 9pt">8.75% due 03/15/17</div>
</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 10%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; COLOR: #000000; TEXT-ALIGN: right"><font style="FONT-SIZE: 10pt">&#160;</font>1,380,000</div>
</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 4%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 10%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; COLOR: #000000; TEXT-ALIGN: right"><font style="FONT-SIZE: 10pt">&#160;</font>1,453,968</div>
</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
</tr>

<tr>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 72%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; COLOR: #000000; TEXT-ALIGN: left">CIT Group, Inc.</div>
</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 10%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 4%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 10%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
</tr>

<tr>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 72%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; COLOR: #000000; TEXT-ALIGN: left; TEXT-INDENT: 9pt">5.00% due 05/15/17<sup style="vertical-align: text-top; line-height: 1; font-size: smaller">1</sup></div>
</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 10%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; COLOR: #000000; TEXT-ALIGN: right"><font style="FONT-SIZE: 10pt">&#160;</font>1,380,000</div>
</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 4%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 10%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; COLOR: #000000; TEXT-ALIGN: right"><font style="FONT-SIZE: 10pt">&#160;</font>1,412,775</div>
</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
</tr>

<tr>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 72%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; COLOR: #000000; TEXT-ALIGN: left">Navient Corp.</div>
</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 10%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 4%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 10%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
</tr>

<tr>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 72%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; COLOR: #000000; TEXT-ALIGN: left; TEXT-INDENT: 9pt">6.00% due 01/25/17<sup style="vertical-align: text-top; line-height: 1; font-size: smaller">1</sup></div>
</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 10%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; COLOR: #000000; TEXT-ALIGN: right"><font style="FONT-SIZE: 10pt">&#160;</font>1,380,000</div>
</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 4%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 10%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; COLOR: #000000; TEXT-ALIGN: right"><font style="FONT-SIZE: 10pt">&#160;</font>1,400,700</div>
</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
</tr>

<tr>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 72%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; COLOR: #000000; TEXT-ALIGN: left">Equinix, Inc.</div>
</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 10%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 4%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 10%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
</tr>

<tr>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 72%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; COLOR: #000000; TEXT-ALIGN: left; TEXT-INDENT: 9pt">5.75% due 01/01/25<sup style="vertical-align: text-top; line-height: 1; font-size: smaller">1</sup></div>
</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 10%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; COLOR: #000000; TEXT-ALIGN: right"><font style="FONT-SIZE: 10pt">&#160;</font>1,191,000</div>
</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 4%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 10%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; COLOR: #000000; TEXT-ALIGN: right"><font style="FONT-SIZE: 10pt">&#160;</font>1,229,708</div>
</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
</tr>

<tr>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 72%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; COLOR: #000000; TEXT-ALIGN: left">DuPont Fabros Technology, LP</div>
</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 10%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 4%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 10%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
</tr>

<tr>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 72%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; COLOR: #000000; TEXT-ALIGN: left; TEXT-INDENT: 9pt">5.63% due 06/15/23<sup style="vertical-align: text-top; line-height: 1; font-size: smaller">1</sup></div>
</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 10%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; COLOR: #000000; TEXT-ALIGN: right"><font style="FONT-SIZE: 10pt">&#160;</font>1,100,000</div>
</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 4%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; BORDER-BOTTOM: #000000 2px solid; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; BORDER-BOTTOM: #000000 2px solid; WIDTH: 10%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; COLOR: #000000; TEXT-ALIGN: right"><font style="FONT-SIZE: 10pt">&#160;</font>1,108,250</div>
</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; BORDER-BOTTOM: #000000 2px solid; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
</tr>

<tr>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 72%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-WEIGHT: bold; COLOR: #000000; TEXT-ALIGN: left">Total Financial</div>
</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 10%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 4%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; BORDER-BOTTOM: #000000 2px solid; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; BORDER-BOTTOM: #000000 2px solid; WIDTH: 10%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; COLOR: #000000; TEXT-ALIGN: right"><font style="FONT-SIZE: 10pt">&#160;</font>29,107,677</div>
</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; BORDER-BOTTOM: #000000 2px solid; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
</tr>

<tr>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 72%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-WEIGHT: bold; COLOR: #000000; TEXT-ALIGN: left">Energy -<font style="FONT-SIZE: 10pt">&#160;&#160;</font>6.9%</div>
</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 10%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 4%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 10%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
</tr>

<tr>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 72%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; COLOR: #000000; TEXT-ALIGN: left">Cimarex Energy Co.</div>
</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 10%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 4%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 10%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
</tr>

<tr>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 72%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; COLOR: #000000; TEXT-ALIGN: left; TEXT-INDENT: 9pt">4.38% due 06/01/24<sup style="vertical-align: text-top; line-height: 1; font-size: smaller">1</sup></div>
</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 10%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; COLOR: #000000; TEXT-ALIGN: right"><font style="FONT-SIZE: 10pt">&#160;</font>2,200,000</div>
</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 4%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 10%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; COLOR: #000000; TEXT-ALIGN: right"><font style="FONT-SIZE: 10pt">&#160;</font>1,929,156</div>
</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
</tr>

<tr>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 72%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; COLOR: #000000; TEXT-ALIGN: left">PBF Holding Company LLC / PBF Finance Corp.</div>
</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 10%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 4%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 10%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
</tr>

<tr>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 72%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; COLOR: #000000; TEXT-ALIGN: left; TEXT-INDENT: 9pt">7.00% due 11/15/23<sup style="vertical-align: text-top; line-height: 1; font-size: smaller">5</sup></div>
</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 10%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; COLOR: #000000; TEXT-ALIGN: right"><font style="FONT-SIZE: 10pt">&#160;</font>1,976,000</div>
</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 4%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 10%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; COLOR: #000000; TEXT-ALIGN: right"><font style="FONT-SIZE: 10pt">&#160;</font>1,810,510</div>
</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
</tr>

<tr>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 72%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; COLOR: #000000; TEXT-ALIGN: left">Continental Resources, Inc.</div>
</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 10%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 4%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 10%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
</tr>

<tr>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 72%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; COLOR: #000000; TEXT-ALIGN: left; TEXT-INDENT: 9pt">5.00% due 09/15/22</div>
</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 10%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; COLOR: #000000; TEXT-ALIGN: right"><font style="FONT-SIZE: 10pt">&#160;</font>2,500,000</div>
</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 4%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 10%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; COLOR: #000000; TEXT-ALIGN: right"><font style="FONT-SIZE: 10pt">&#160;</font>1,759,375</div>
</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
</tr>

<tr>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 72%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; COLOR: #000000; TEXT-ALIGN: left">Sabine Pass Liquefaction LLC</div>
</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 10%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 4%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 10%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
</tr>

<tr>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 72%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; COLOR: #000000; TEXT-ALIGN: left; TEXT-INDENT: 9pt">6.25% due 03/15/22<sup style="vertical-align: text-top; line-height: 1; font-size: smaller">1</sup></div>
</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 10%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; COLOR: #000000; TEXT-ALIGN: right"><font style="FONT-SIZE: 10pt">&#160;</font>1,750,000</div>
</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 4%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 10%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; COLOR: #000000; TEXT-ALIGN: right"><font style="FONT-SIZE: 10pt">&#160;</font>1,620,938</div>
</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
</tr>

<tr>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 72%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 10%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 4%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 10%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
</tr>

<tr>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 72%">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 10%">
<div style="FONT-SIZE: 10pt; FONT-WEIGHT: bold; COLOR: #000000; TEXT-ALIGN: right">Face</div>
</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 4%">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 10%">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%">&#160;</td>
</tr>

<tr>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 72%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 10%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-WEIGHT: bold; COLOR: #000000; TEXT-ALIGN: right">Amount~</div>
</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 4%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 10%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-WEIGHT: bold; COLOR: #000000; TEXT-ALIGN: right">Value</div>
</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
</tr>

<tr>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 72%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; COLOR: #000000; TEXT-ALIGN: left"><font style="FONT-SIZE: 10pt; FONT-WEIGHT: bold">CORPORATE BONDS</font><sup style="vertical-align: text-top; line-height: 1; font-size: smaller;FONT-WEIGHT: bold">&#8224;&#8224;</sup>&#160;<font style="FONT-SIZE: 10pt; FONT-WEIGHT: bold">- 49.0% (continued)</font></div>
</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 10%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 4%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 10%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
</tr>

<tr>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 72%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-WEIGHT: bold; COLOR: #000000; TEXT-ALIGN: left">Energy -<font style="FONT-SIZE: 10pt">&#160;&#160;</font>6.9% (continued)</div>
</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 10%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 4%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 10%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
</tr>

<tr>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 72%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; COLOR: #000000; TEXT-ALIGN: left">CONSOL Energy, Inc.</div>
</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 10%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 4%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 10%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
</tr>

<tr>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 72%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; COLOR: #000000; TEXT-ALIGN: left; TEXT-INDENT: 9pt">8.00% due 04/01/23<sup style="vertical-align: text-top; line-height: 1; font-size: smaller">1</sup></div>
</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">$</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 10%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; COLOR: #000000; TEXT-ALIGN: right">2,375,000</div>
</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 4%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">$</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 10%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; COLOR: #000000; TEXT-ALIGN: right">1,603,125</div>
</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
</tr>

<tr>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 72%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; COLOR: #000000; TEXT-ALIGN: left">Western Refining, Inc.</div>
</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 10%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 4%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 10%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
</tr>

<tr>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 72%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; COLOR: #000000; TEXT-ALIGN: left; TEXT-INDENT: 9pt">6.25% due 04/01/21<sup style="vertical-align: text-top; line-height: 1; font-size: smaller">1</sup></div>
</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 10%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; COLOR: #000000; TEXT-ALIGN: right"><font style="FONT-SIZE: 10pt">&#160;</font>1,718,000</div>
</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 4%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 10%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; COLOR: #000000; TEXT-ALIGN: right"><font style="FONT-SIZE: 10pt">&#160;</font>1,571,970</div>
</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
</tr>

<tr>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 72%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; COLOR: #000000; TEXT-ALIGN: left">Kinder Morgan Energy Partners, LP</div>
</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 10%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 4%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 10%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
</tr>

<tr>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 72%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; COLOR: #000000; TEXT-ALIGN: left; TEXT-INDENT: 9pt">3.95% due 09/01/22</div>
</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 10%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; COLOR: #000000; TEXT-ALIGN: right"><font style="FONT-SIZE: 10pt">&#160;</font>1,750,000</div>
</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 4%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 10%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; COLOR: #000000; TEXT-ALIGN: right"><font style="FONT-SIZE: 10pt">&#160;</font>1,535,021</div>
</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
</tr>

<tr>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 72%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; COLOR: #000000; TEXT-ALIGN: left">Diamondback Energy, Inc.</div>
</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 10%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 4%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 10%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
</tr>

<tr>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 72%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; COLOR: #000000; TEXT-ALIGN: left; TEXT-INDENT: 9pt">7.63% due 10/01/21</div>
</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 10%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; COLOR: #000000; TEXT-ALIGN: right"><font style="FONT-SIZE: 10pt">&#160;</font>1,482,000</div>
</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 4%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 10%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; COLOR: #000000; TEXT-ALIGN: right"><font style="FONT-SIZE: 10pt">&#160;</font>1,482,000</div>
</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
</tr>

<tr>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 72%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; COLOR: #000000; TEXT-ALIGN: left">Genesis Energy Limited Partnership / Genesis Energy Finance Corp.</div>
</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 10%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 4%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 10%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
</tr>

<tr>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 72%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; COLOR: #000000; TEXT-ALIGN: left; TEXT-INDENT: 9pt">6.00% due 05/15/23<sup style="vertical-align: text-top; line-height: 1; font-size: smaller">1</sup></div>
</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 10%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; COLOR: #000000; TEXT-ALIGN: right"><font style="FONT-SIZE: 10pt">&#160;</font>1,896,000</div>
</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 4%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 10%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; COLOR: #000000; TEXT-ALIGN: right"><font style="FONT-SIZE: 10pt">&#160;</font>1,450,440</div>
</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
</tr>

<tr>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 72%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; COLOR: #000000; TEXT-ALIGN: left">Tesoro Logistics Limited Partnership / Tesoro Logistics Finance Corp.</div>
</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 10%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 4%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 10%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
</tr>

<tr>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 72%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; COLOR: #000000; TEXT-ALIGN: left; TEXT-INDENT: 9pt">6.13% due 10/15/21<sup style="vertical-align: text-top; line-height: 1; font-size: smaller">1</sup></div>
</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 10%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; COLOR: #000000; TEXT-ALIGN: right"><font style="FONT-SIZE: 10pt">&#160;</font>1,500,000</div>
</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 4%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 10%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; COLOR: #000000; TEXT-ALIGN: right"><font style="FONT-SIZE: 10pt">&#160;</font>1,365,000</div>
</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
</tr>

<tr>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 72%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; COLOR: #000000; TEXT-ALIGN: left">SESI LLC</div>
</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 10%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 4%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 10%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
</tr>

<tr>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 72%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; COLOR: #000000; TEXT-ALIGN: left; TEXT-INDENT: 9pt">6.38% due 05/01/19<sup style="vertical-align: text-top; line-height: 1; font-size: smaller">1</sup></div>
</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 10%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; COLOR: #000000; TEXT-ALIGN: right"><font style="FONT-SIZE: 10pt">&#160;</font>1,625,000</div>
</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 4%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 10%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; COLOR: #000000; TEXT-ALIGN: right"><font style="FONT-SIZE: 10pt">&#160;</font>1,182,188</div>
</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
</tr>

<tr>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 72%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; COLOR: #000000; TEXT-ALIGN: left">Marathon Oil Corp.</div>
</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 10%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 4%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 10%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
</tr>

<tr>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 72%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; COLOR: #000000; TEXT-ALIGN: left; TEXT-INDENT: 9pt">3.85% due 06/01/25<sup style="vertical-align: text-top; line-height: 1; font-size: smaller">1</sup></div>
</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 10%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; COLOR: #000000; TEXT-ALIGN: right"><font style="FONT-SIZE: 10pt">&#160;</font>1,625,000</div>
</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 4%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 10%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; COLOR: #000000; TEXT-ALIGN: right"><font style="FONT-SIZE: 10pt">&#160;</font>1,165,651</div>
</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
</tr>

<tr>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 72%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; COLOR: #000000; TEXT-ALIGN: left">Western Refining Logistics Limited Partnership / WNRL Finance Corp.</div>
</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 10%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 4%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 10%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
</tr>

<tr>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 72%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; COLOR: #000000; TEXT-ALIGN: left; TEXT-INDENT: 9pt">7.50% due 02/15/23<sup style="vertical-align: text-top; line-height: 1; font-size: smaller">1</sup></div>
</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 10%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; COLOR: #000000; TEXT-ALIGN: right"><font style="FONT-SIZE: 10pt">&#160;</font>1,210,000</div>
</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 4%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 10%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; COLOR: #000000; TEXT-ALIGN: right"><font style="FONT-SIZE: 10pt">&#160;</font>1,107,150</div>
</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
</tr>

<tr>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 72%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; COLOR: #000000; TEXT-ALIGN: left">Calumet Specialty Products Partners Limited Partnership / Calumet Finance Corp.</div>
</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 10%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 4%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 10%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
</tr>

<tr>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 72%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; COLOR: #000000; TEXT-ALIGN: left; TEXT-INDENT: 9pt">6.50% due 04/15/21<sup style="vertical-align: text-top; line-height: 1; font-size: smaller">1</sup></div>
</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 10%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; COLOR: #000000; TEXT-ALIGN: right"><font style="FONT-SIZE: 10pt">&#160;</font>1,375,000</div>
</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 4%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 10%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; COLOR: #000000; TEXT-ALIGN: right"><font style="FONT-SIZE: 10pt">&#160;</font>996,875</div>
</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
</tr>

<tr>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 72%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; COLOR: #000000; TEXT-ALIGN: left">Kerr-McGee Corp.</div>
</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 10%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 4%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 10%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
</tr>

<tr>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 72%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; COLOR: #000000; TEXT-ALIGN: left; TEXT-INDENT: 9pt">6.95% due 07/01/24</div>
</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 10%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; COLOR: #000000; TEXT-ALIGN: right"><font style="FONT-SIZE: 10pt">&#160;</font>1,000,000</div>
</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 4%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 10%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; COLOR: #000000; TEXT-ALIGN: right"><font style="FONT-SIZE: 10pt">&#160;</font>994,001</div>
</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
</tr>

<tr>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 72%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; COLOR: #000000; TEXT-ALIGN: left">Murphy Oil Corp.</div>
</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 10%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 4%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 10%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
</tr>

<tr>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 72%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; COLOR: #000000; TEXT-ALIGN: left; TEXT-INDENT: 9pt">3.70% due 12/01/22</div>
</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 10%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; COLOR: #000000; TEXT-ALIGN: right"><font style="FONT-SIZE: 10pt">&#160;</font>1,588,000</div>
</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 4%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 10%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; COLOR: #000000; TEXT-ALIGN: right"><font style="FONT-SIZE: 10pt">&#160;</font>918,774</div>
</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
</tr>

<tr>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 72%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; COLOR: #000000; TEXT-ALIGN: left">Concho Resources, Inc.</div>
</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 10%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 4%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 10%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
</tr>

<tr>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 72%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; COLOR: #000000; TEXT-ALIGN: left; TEXT-INDENT: 9pt">5.50% due 04/01/23<sup style="vertical-align: text-top; line-height: 1; font-size: smaller">1</sup></div>
</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 10%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; COLOR: #000000; TEXT-ALIGN: right"><font style="FONT-SIZE: 10pt">&#160;</font>988,000</div>
</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 4%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 10%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; COLOR: #000000; TEXT-ALIGN: right"><font style="FONT-SIZE: 10pt">&#160;</font>901,046</div>
</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
</tr>

<tr>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 72%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; COLOR: #000000; TEXT-ALIGN: left">Weatherford International Ltd.</div>
</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 10%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 4%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 10%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
</tr>

<tr>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 72%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; COLOR: #000000; TEXT-ALIGN: left; TEXT-INDENT: 9pt">5.13% due 09/15/20</div>
</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 10%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; COLOR: #000000; TEXT-ALIGN: right"><font style="FONT-SIZE: 10pt">&#160;</font>750,000</div>
</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 4%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 10%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; COLOR: #000000; TEXT-ALIGN: right"><font style="FONT-SIZE: 10pt">&#160;</font>538,125</div>
</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
</tr>

<tr>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 72%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; COLOR: #000000; TEXT-ALIGN: left">Hess Corp.</div>
</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 10%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 4%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 10%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
</tr>

<tr>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 72%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; COLOR: #000000; TEXT-ALIGN: left; TEXT-INDENT: 9pt">3.50% due 07/15/24</div>
</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 10%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; COLOR: #000000; TEXT-ALIGN: right"><font style="FONT-SIZE: 10pt">&#160;</font>550,000</div>
</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 4%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; BORDER-BOTTOM: #000000 2px solid; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; BORDER-BOTTOM: #000000 2px solid; WIDTH: 10%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; COLOR: #000000; TEXT-ALIGN: right"><font style="FONT-SIZE: 10pt">&#160;</font>452,434</div>
</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; BORDER-BOTTOM: #000000 2px solid; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
</tr>

<tr>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 72%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-WEIGHT: bold; COLOR: #000000; TEXT-ALIGN: left">Total Energy</div>
</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 10%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 4%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; BORDER-BOTTOM: #000000 2px solid; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; BORDER-BOTTOM: #000000 2px solid; WIDTH: 10%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; COLOR: #000000; TEXT-ALIGN: right"><font style="FONT-SIZE: 10pt">&#160;</font>24,383,779</div>
</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; BORDER-BOTTOM: #000000 2px solid; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
</tr>

<tr>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 72%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-WEIGHT: bold; COLOR: #000000; TEXT-ALIGN: left">Industrial -<font style="FONT-SIZE: 10pt">&#160;&#160;</font>6.8%</div>
</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 10%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 4%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 10%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
</tr>

<tr>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; BACKGROUND-COLOR: #cceeff" colspan="2">
<div style="FONT-SIZE: 10pt; COLOR: #000000; TEXT-ALIGN: left">Navios Maritime Acquisition Corporation / Navios Acquisition Finance US, Inc.</div>
</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 10%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 4%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 10%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
</tr>

<tr>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 72%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; COLOR: #000000; TEXT-ALIGN: left; TEXT-INDENT: 9pt">8.13% due 11/15/21<sup style="vertical-align: text-top; line-height: 1; font-size: smaller">1,5</sup></div>
</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 10%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; COLOR: #000000; TEXT-ALIGN: right"><font style="FONT-SIZE: 10pt">&#160;</font>3,601,000</div>
</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 4%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 10%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; COLOR: #000000; TEXT-ALIGN: right"><font style="FONT-SIZE: 10pt">&#160;</font>2,876,299</div>
</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
</tr>

<tr>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 72%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; COLOR: #000000; TEXT-ALIGN: left">Masco Corp.</div>
</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 10%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 4%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 10%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
</tr>

<tr>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 72%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; COLOR: #000000; TEXT-ALIGN: left; TEXT-INDENT: 9pt">4.45% due 04/01/25<sup style="vertical-align: text-top; line-height: 1; font-size: smaller">1</sup></div>
</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 10%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; COLOR: #000000; TEXT-ALIGN: right"><font style="FONT-SIZE: 10pt">&#160;</font>2,500,000</div>
</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 4%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 10%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; COLOR: #000000; TEXT-ALIGN: right"><font style="FONT-SIZE: 10pt">&#160;</font>2,506,250</div>
</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
</tr>

<tr>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 72%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; COLOR: #000000; TEXT-ALIGN: left">MasTec, Inc.</div>
</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 10%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 4%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 10%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
</tr>

<tr>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 72%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; COLOR: #000000; TEXT-ALIGN: left; TEXT-INDENT: 9pt">4.88% due 03/15/23<sup style="vertical-align: text-top; line-height: 1; font-size: smaller">1</sup></div>
</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 10%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; COLOR: #000000; TEXT-ALIGN: right"><font style="FONT-SIZE: 10pt">&#160;</font>2,612,000</div>
</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 4%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 10%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; COLOR: #000000; TEXT-ALIGN: right"><font style="FONT-SIZE: 10pt">&#160;</font>2,200,610</div>
</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
</tr>

<tr>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; BACKGROUND-COLOR: #cceeff" colspan="2">
<div style="FONT-SIZE: 10pt; COLOR: #000000; TEXT-ALIGN: left">Reynolds Group Issuer Incorporated / Reynolds Group Issuer LLC / Reynolds Group Issuer Lu</div>
</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 10%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 4%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 10%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
</tr>

<tr>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 72%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; COLOR: #000000; TEXT-ALIGN: left; TEXT-INDENT: 9pt">7.13% due 04/15/19<sup style="vertical-align: text-top; line-height: 1; font-size: smaller">1</sup></div>
</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 10%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; COLOR: #000000; TEXT-ALIGN: right"><font style="FONT-SIZE: 10pt">&#160;</font>2,103,000</div>
</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 4%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 10%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; COLOR: #000000; TEXT-ALIGN: right"><font style="FONT-SIZE: 10pt">&#160;</font>2,145,060</div>
</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
</tr>

<tr>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 72%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; COLOR: #000000; TEXT-ALIGN: left">TransDigm, Inc.</div>
</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 10%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 4%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 10%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
</tr>

<tr>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 72%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; COLOR: #000000; TEXT-ALIGN: left; TEXT-INDENT: 9pt">6.50% due 07/15/24</div>
</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 10%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; COLOR: #000000; TEXT-ALIGN: right"><font style="FONT-SIZE: 10pt">&#160;</font>2,125,000</div>
</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 4%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 10%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; COLOR: #000000; TEXT-ALIGN: right"><font style="FONT-SIZE: 10pt">&#160;</font>2,087,812</div>
</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
</tr>

<tr>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 72%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; COLOR: #000000; TEXT-ALIGN: left">Eletson Holdings, Inc.</div>
</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 10%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 4%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 10%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
</tr>

<tr>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 72%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; COLOR: #000000; TEXT-ALIGN: left; TEXT-INDENT: 9pt">9.63% due 01/15/22<sup style="vertical-align: text-top; line-height: 1; font-size: smaller">1,5</sup></div>
</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 10%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; COLOR: #000000; TEXT-ALIGN: right"><font style="FONT-SIZE: 10pt">&#160;</font>2,183,000</div>
</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 4%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 10%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; COLOR: #000000; TEXT-ALIGN: right"><font style="FONT-SIZE: 10pt">&#160;</font>1,866,464</div>
</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
</tr>
</table>

<div>&#160;</div>

<div>&#160;</div>

<div>&#160;</div>

<div id="DSPFPageBreakArea" style="MARGIN-BOTTOM: 9pt; CLEAR: both; MARGIN-TOP: 9pt">
<div id="DSPFPageBreak" style="PAGE-BREAK-AFTER: always">
<hr style="BORDER-LEFT-WIDTH: 0px; HEIGHT: 2px; BORDER-RIGHT-WIDTH: 0px; BORDER-BOTTOM-WIDTH: 0px; COLOR: #000000; CLEAR: both; MARGIN: 4px 0px; BORDER-TOP-WIDTH: 0px; WIDTH: 100%; BACKGROUND-COLOR: #000000" noshade="noshade">
</div>
</div>

<div>
<div>&#160;</div>

<div>&#160;</div>

<div>
<table id="c6fbacffe24d4f04874ba35be5def279" style="FONT-SIZE: 9pt; FONT-FAMILY: 'Times New Roman'; WIDTH: 100%" cellspacing="0" cellpadding="0">
<tr>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: middle; WIDTH: 80.41%">
<div style="FONT-SIZE: 14pt; COLOR: #000000; TEXT-ALIGN: left">Advent Claymore Convertible Securities &amp; Income Fund</div>
</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: middle; WIDTH: 19.59%">&#160;</td>
</tr>

<tr>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: middle; WIDTH: 80.41%">
<div style="FONT-SIZE: 14pt; FONT-WEIGHT: bold; TEXT-ALIGN: left">SCHEDULE OF INVESTMENTS <font style="FONT-SIZE: 10pt; FONT-STYLE: italic">(Unaudited)</font></div>
</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: middle; WIDTH: 19.59%">
<div style="FONT-SIZE: 10pt; COLOR: #000000; TEXT-ALIGN: right">January 31, 2016</div>
</td>
</tr>

<tr>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: middle; BORDER-BOTTOM: #000000 2px solid; WIDTH: 80.41%">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: middle; BORDER-BOTTOM: #000000 2px solid; WIDTH: 19.59%">&#160;</td>
</tr>
</table>
</div>

<div style="FONT-FAMILY: Arial">&#160;</div>
</div>

<table id="8e6b2114db6c4effa358322a71daadc9" style="FONT-SIZE: 9pt; FONT-FAMILY: 'Times New Roman'; WIDTH: 100%" cellspacing="0" cellpadding="0" border="0">
<tr>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 72%">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 10%">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 4%">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 10%">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%">&#160;</td>
</tr>

<tr>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 72%">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 10%">
<div style="FONT-SIZE: 10pt; FONT-WEIGHT: bold; COLOR: #000000; TEXT-ALIGN: right">Face</div>
</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 4%">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 10%">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%">&#160;</td>
</tr>

<tr>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 72%">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 10%">
<div style="FONT-SIZE: 10pt; FONT-WEIGHT: bold; COLOR: #000000; TEXT-ALIGN: right">Amount~</div>
</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 4%">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 10%">
<div style="FONT-SIZE: 10pt; FONT-WEIGHT: bold; COLOR: #000000; TEXT-ALIGN: right">Value</div>
</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%">&#160;</td>
</tr>

<tr>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 72%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; COLOR: #000000; TEXT-ALIGN: left"><font style="FONT-SIZE: 10pt; FONT-WEIGHT: bold">CORPORATE BONDS</font><sup style="vertical-align: text-top; line-height: 1; font-size: smaller;FONT-WEIGHT: bold">&#8224;&#8224;</sup>&#160;<font style="FONT-SIZE: 10pt; FONT-WEIGHT: bold">- 49.0% (continued)</font></div>
</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 10%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 4%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 10%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
</tr>

<tr>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 72%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-WEIGHT: bold; COLOR: #000000; TEXT-ALIGN: left">Industrial -<font style="FONT-SIZE: 10pt">&#160;&#160;</font>6.8% (continued)</div>
</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 10%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 4%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 10%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
</tr>

<tr>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 72%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; COLOR: #000000; TEXT-ALIGN: left">Energizer Holdings, Inc.</div>
</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 10%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 4%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 10%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
</tr>

<tr>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 72%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; COLOR: #000000; TEXT-ALIGN: left; TEXT-INDENT: 9pt">5.50% due 06/15/25<sup style="vertical-align: text-top; line-height: 1; font-size: smaller">1,5</sup></div>
</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">$</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 10%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; COLOR: #000000; TEXT-ALIGN: right">1,925,000</div>
</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 4%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">$</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 10%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; COLOR: #000000; TEXT-ALIGN: right">1,795,063</div>
</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
</tr>

<tr>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 72%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; COLOR: #000000; TEXT-ALIGN: left">Cleaver-Brooks, Inc.</div>
</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 10%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 4%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 10%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
</tr>

<tr>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 72%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; COLOR: #000000; TEXT-ALIGN: left; TEXT-INDENT: 9pt">8.75% due 12/15/19<sup style="vertical-align: text-top; line-height: 1; font-size: smaller">1,5</sup></div>
</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 10%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; COLOR: #000000; TEXT-ALIGN: right"><font style="FONT-SIZE: 10pt">&#160;</font>1,875,000</div>
</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 4%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 10%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; COLOR: #000000; TEXT-ALIGN: right"><font style="FONT-SIZE: 10pt">&#160;</font>1,771,875</div>
</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
</tr>

<tr>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 72%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; COLOR: #000000; TEXT-ALIGN: left">Boise Cascade Co.</div>
</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 10%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 4%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 10%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
</tr>

<tr>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 72%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; COLOR: #000000; TEXT-ALIGN: left; TEXT-INDENT: 9pt">6.38% due 11/01/20<sup style="vertical-align: text-top; line-height: 1; font-size: smaller">1</sup></div>
</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 10%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; COLOR: #000000; TEXT-ALIGN: right"><font style="FONT-SIZE: 10pt">&#160;</font>1,725,000</div>
</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 4%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 10%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; COLOR: #000000; TEXT-ALIGN: right"><font style="FONT-SIZE: 10pt">&#160;</font>1,759,500</div>
</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
</tr>

<tr>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 72%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; COLOR: #000000; TEXT-ALIGN: left">KLX, Inc.</div>
</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 10%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 4%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 10%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
</tr>

<tr>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 72%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; COLOR: #000000; TEXT-ALIGN: left; TEXT-INDENT: 9pt">5.88% due 12/01/22<sup style="vertical-align: text-top; line-height: 1; font-size: smaller">1,5</sup></div>
</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 10%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; COLOR: #000000; TEXT-ALIGN: right"><font style="FONT-SIZE: 10pt">&#160;</font>1,754,000</div>
</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 4%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 10%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; COLOR: #000000; TEXT-ALIGN: right"><font style="FONT-SIZE: 10pt">&#160;</font>1,648,585</div>
</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
</tr>

<tr>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 72%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; COLOR: #000000; TEXT-ALIGN: left">Waterjet Holdings, Inc.</div>
</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 10%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 4%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 10%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
</tr>

<tr>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 72%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; COLOR: #000000; TEXT-ALIGN: left; TEXT-INDENT: 9pt">7.63% due 02/01/20<sup style="vertical-align: text-top; line-height: 1; font-size: smaller">1,5</sup></div>
</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 10%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; COLOR: #000000; TEXT-ALIGN: right"><font style="FONT-SIZE: 10pt">&#160;</font>1,472,000</div>
</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 4%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 10%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; COLOR: #000000; TEXT-ALIGN: right"><font style="FONT-SIZE: 10pt">&#160;</font>1,464,640</div>
</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
</tr>

<tr>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 72%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; COLOR: #000000; TEXT-ALIGN: left">Dispensing Dynamics International</div>
</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 10%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 4%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 10%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
</tr>

<tr>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 72%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; COLOR: #000000; TEXT-ALIGN: left; TEXT-INDENT: 9pt">12.50% due 01/01/18<sup style="vertical-align: text-top; line-height: 1; font-size: smaller">5</sup></div>
</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 10%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; COLOR: #000000; TEXT-ALIGN: right"><font style="FONT-SIZE: 10pt">&#160;</font>925,000</div>
</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 4%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 10%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; COLOR: #000000; TEXT-ALIGN: right"><font style="FONT-SIZE: 10pt">&#160;</font>869,500</div>
</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
</tr>

<tr>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 72%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; COLOR: #000000; TEXT-ALIGN: left">Navios Maritime Holdings Incorporated / Navios Maritime Finance II US Inc</div>
</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 10%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 4%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 10%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
</tr>

<tr>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 72%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; COLOR: #000000; TEXT-ALIGN: left; TEXT-INDENT: 9pt">7.38% due 01/15/22<sup style="vertical-align: text-top; line-height: 1; font-size: smaller">1,5</sup></div>
</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 10%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; COLOR: #000000; TEXT-ALIGN: right"><font style="FONT-SIZE: 10pt">&#160;</font>2,005,000</div>
</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 4%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; BORDER-BOTTOM: #000000 2px solid; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; BORDER-BOTTOM: #000000 2px solid; WIDTH: 10%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; COLOR: #000000; TEXT-ALIGN: right"><font style="FONT-SIZE: 10pt">&#160;</font>729,319</div>
</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; BORDER-BOTTOM: #000000 2px solid; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
</tr>

<tr>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 72%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-WEIGHT: bold; COLOR: #000000; TEXT-ALIGN: left">Total Industrial</div>
</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 10%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 4%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; BORDER-BOTTOM: #000000 2px solid; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; BORDER-BOTTOM: #000000 2px solid; WIDTH: 10%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; COLOR: #000000; TEXT-ALIGN: right"><font style="FONT-SIZE: 10pt">&#160;</font>23,720,977</div>
</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; BORDER-BOTTOM: #000000 2px solid; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
</tr>

<tr>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 72%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-WEIGHT: bold; COLOR: #000000; TEXT-ALIGN: left">Communications -<font style="FONT-SIZE: 10pt">&#160;&#160;</font>5.4%</div>
</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 10%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 4%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 10%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
</tr>

<tr>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 72%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; COLOR: #000000; TEXT-ALIGN: left">Frontier Communications Corp.</div>
</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 10%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 4%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 10%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
</tr>

<tr>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 72%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; COLOR: #000000; TEXT-ALIGN: left; TEXT-INDENT: 9pt">11.00% due 09/15/25<sup style="vertical-align: text-top; line-height: 1; font-size: smaller">1,5</sup></div>
</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 10%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; COLOR: #000000; TEXT-ALIGN: right"><font style="FONT-SIZE: 10pt">&#160;</font>3,000,000</div>
</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 4%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 10%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; COLOR: #000000; TEXT-ALIGN: right"><font style="FONT-SIZE: 10pt">&#160;</font>2,902,499</div>
</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
</tr>

<tr>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 72%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; COLOR: #000000; TEXT-ALIGN: left">Sprint Communications, Inc.</div>
</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 10%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 4%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 10%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
</tr>

<tr>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 72%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; COLOR: #000000; TEXT-ALIGN: left; TEXT-INDENT: 9pt">7.00% due 03/01/20<sup style="vertical-align: text-top; line-height: 1; font-size: smaller">1,5</sup></div>
</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 10%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; COLOR: #000000; TEXT-ALIGN: right"><font style="FONT-SIZE: 10pt">&#160;</font>2,975,000</div>
</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 4%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 10%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; COLOR: #000000; TEXT-ALIGN: right"><font style="FONT-SIZE: 10pt">&#160;</font>2,870,875</div>
</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
</tr>

<tr>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 72%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; COLOR: #000000; TEXT-ALIGN: left">CenturyLink, Inc.</div>
</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 10%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 4%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 10%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
</tr>

<tr>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 72%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; COLOR: #000000; TEXT-ALIGN: left; TEXT-INDENT: 9pt">6.75% due 12/01/23<sup style="vertical-align: text-top; line-height: 1; font-size: smaller">1</sup></div>
</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 10%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; COLOR: #000000; TEXT-ALIGN: right"><font style="FONT-SIZE: 10pt">&#160;</font>3,000,000</div>
</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 4%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 10%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; COLOR: #000000; TEXT-ALIGN: right"><font style="FONT-SIZE: 10pt">&#160;</font>2,850,000</div>
</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
</tr>

<tr>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 72%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; COLOR: #000000; TEXT-ALIGN: left">EarthLink Holdings Corp.</div>
</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 10%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 4%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 10%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
</tr>

<tr>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 72%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; COLOR: #000000; TEXT-ALIGN: left; TEXT-INDENT: 9pt">7.38% due 06/01/20<sup style="vertical-align: text-top; line-height: 1; font-size: smaller">1</sup></div>
</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 10%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; COLOR: #000000; TEXT-ALIGN: right"><font style="FONT-SIZE: 10pt">&#160;</font>1,962,000</div>
</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 4%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 10%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; COLOR: #000000; TEXT-ALIGN: right"><font style="FONT-SIZE: 10pt">&#160;</font>1,981,620</div>
</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
</tr>

<tr>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 72%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; COLOR: #000000; TEXT-ALIGN: left">West Corp.</div>
</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 10%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 4%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 10%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
</tr>

<tr>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 72%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; COLOR: #000000; TEXT-ALIGN: left; TEXT-INDENT: 9pt">5.38% due 07/15/22<sup style="vertical-align: text-top; line-height: 1; font-size: smaller">1,5</sup></div>
</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 10%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; COLOR: #000000; TEXT-ALIGN: right"><font style="FONT-SIZE: 10pt">&#160;</font>2,250,000</div>
</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 4%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 10%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; COLOR: #000000; TEXT-ALIGN: right"><font style="FONT-SIZE: 10pt">&#160;</font>1,904,063</div>
</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
</tr>

<tr>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 72%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; COLOR: #000000; TEXT-ALIGN: left">Neptune Finco Corp.</div>
</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 10%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 4%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 10%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
</tr>

<tr>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 72%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; COLOR: #000000; TEXT-ALIGN: left; TEXT-INDENT: 9pt">10.88% due 10/15/25<sup style="vertical-align: text-top; line-height: 1; font-size: smaller">5</sup></div>
</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 10%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; COLOR: #000000; TEXT-ALIGN: right"><font style="FONT-SIZE: 10pt">&#160;</font>1,525,000</div>
</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 4%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 10%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; COLOR: #000000; TEXT-ALIGN: right"><font style="FONT-SIZE: 10pt">&#160;</font>1,616,500</div>
</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
</tr>

<tr>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 72%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; COLOR: #000000; TEXT-ALIGN: left">Intelsat Jackson Holdings S.A.</div>
</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 10%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 4%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 10%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
</tr>

<tr>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 72%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; COLOR: #000000; TEXT-ALIGN: left; TEXT-INDENT: 9pt">7.25% due 10/15/20</div>
</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 10%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; COLOR: #000000; TEXT-ALIGN: right"><font style="FONT-SIZE: 10pt">&#160;</font>915,000</div>
</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 4%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 10%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; COLOR: #000000; TEXT-ALIGN: right"><font style="FONT-SIZE: 10pt">&#160;</font>791,475</div>
</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
</tr>

<tr>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 72%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; COLOR: #000000; TEXT-ALIGN: left; TEXT-INDENT: 9pt">7.50% due 04/01/21</div>
</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 10%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; COLOR: #000000; TEXT-ALIGN: right"><font style="FONT-SIZE: 10pt">&#160;</font>525,000</div>
</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 4%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 10%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; COLOR: #000000; TEXT-ALIGN: right"><font style="FONT-SIZE: 10pt">&#160;</font>451,500</div>
</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
</tr>

<tr>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 72%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; COLOR: #000000; TEXT-ALIGN: left">ViaSat, Inc.</div>
</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 10%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 4%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 10%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
</tr>

<tr>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 72%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; COLOR: #000000; TEXT-ALIGN: left; TEXT-INDENT: 9pt">6.88% due 06/15/20<sup style="vertical-align: text-top; line-height: 1; font-size: smaller">1</sup></div>
</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 10%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; COLOR: #000000; TEXT-ALIGN: right"><font style="FONT-SIZE: 10pt">&#160;</font>1,143,000</div>
</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 4%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 10%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; COLOR: #000000; TEXT-ALIGN: right"><font style="FONT-SIZE: 10pt">&#160;</font>1,204,436</div>
</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
</tr>

<tr>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 72%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; COLOR: #000000; TEXT-ALIGN: left">Radio One, Inc.</div>
</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 10%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 4%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 10%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
</tr>

<tr>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 72%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; COLOR: #000000; TEXT-ALIGN: left; TEXT-INDENT: 9pt">7.38% due 04/15/22<sup style="vertical-align: text-top; line-height: 1; font-size: smaller">1,5</sup></div>
</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 10%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; COLOR: #000000; TEXT-ALIGN: right"><font style="FONT-SIZE: 10pt">&#160;</font>1,100,000</div>
</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 4%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 10%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; COLOR: #000000; TEXT-ALIGN: right"><font style="FONT-SIZE: 10pt">&#160;</font>988,625</div>
</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
</tr>

<tr>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 72%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; COLOR: #000000; TEXT-ALIGN: left">Telesat Canada / Telesat LLC</div>
</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 10%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 4%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 10%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
</tr>

<tr>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 72%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; COLOR: #000000; TEXT-ALIGN: left; TEXT-INDENT: 9pt">6.00% due 05/15/17<sup style="vertical-align: text-top; line-height: 1; font-size: smaller">1,5</sup></div>
</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 10%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; COLOR: #000000; TEXT-ALIGN: right"><font style="FONT-SIZE: 10pt">&#160;</font>650,000</div>
</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 4%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 10%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; COLOR: #000000; TEXT-ALIGN: right"><font style="FONT-SIZE: 10pt">&#160;</font>656,500</div>
</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
</tr>

<tr>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 72%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; COLOR: #000000; TEXT-ALIGN: left">GCI, Inc.</div>
</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 10%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 4%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 10%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
</tr>

<tr>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 72%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; COLOR: #000000; TEXT-ALIGN: left; TEXT-INDENT: 9pt">6.88% due 04/15/25</div>
</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 10%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; COLOR: #000000; TEXT-ALIGN: right"><font style="FONT-SIZE: 10pt">&#160;</font>614,000</div>
</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 4%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 10%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; COLOR: #000000; TEXT-ALIGN: right"><font style="FONT-SIZE: 10pt">&#160;</font>604,790</div>
</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
</tr>

<tr>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 72%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; COLOR: #000000; TEXT-ALIGN: left">Hughes Satellite Systems Corp.</div>
</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 10%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 4%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 10%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
</tr>

<tr>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 72%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; COLOR: #000000; TEXT-ALIGN: left; TEXT-INDENT: 9pt">6.50% due 06/15/19<sup style="vertical-align: text-top; line-height: 1; font-size: smaller">1</sup></div>
</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 10%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; COLOR: #000000; TEXT-ALIGN: right"><font style="FONT-SIZE: 10pt">&#160;</font>270,000</div>
</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 4%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; BORDER-BOTTOM: #000000 2px solid; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; BORDER-BOTTOM: #000000 2px solid; WIDTH: 10%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; COLOR: #000000; TEXT-ALIGN: right"><font style="FONT-SIZE: 10pt">&#160;</font>296,663</div>
</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; BORDER-BOTTOM: #000000 2px solid; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
</tr>

<tr>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 72%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-WEIGHT: bold; COLOR: #000000; TEXT-ALIGN: left">Total Communications</div>
</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 10%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 4%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; BORDER-BOTTOM: #000000 2px solid; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; BORDER-BOTTOM: #000000 2px solid; WIDTH: 10%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; COLOR: #000000; TEXT-ALIGN: right"><font style="FONT-SIZE: 10pt">&#160;</font>19,119,546</div>
</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; BORDER-BOTTOM: #000000 2px solid; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
</tr>

<tr>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 72%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-WEIGHT: bold; COLOR: #000000; TEXT-ALIGN: left">Basic Materials -<font style="FONT-SIZE: 10pt">&#160;&#160;</font>5.0%</div>
</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 10%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 4%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 10%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
</tr>

<tr>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 72%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; COLOR: #000000; TEXT-ALIGN: left">Celanese US Holdings LLC</div>
</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 10%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 4%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 10%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
</tr>

<tr>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 72%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; COLOR: #000000; TEXT-ALIGN: left; TEXT-INDENT: 9pt">5.88% due 06/15/21<sup style="vertical-align: text-top; line-height: 1; font-size: smaller">1</sup></div>
</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 10%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; COLOR: #000000; TEXT-ALIGN: right"><font style="FONT-SIZE: 10pt">&#160;</font>2,534,000</div>
</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 4%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 10%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; COLOR: #000000; TEXT-ALIGN: right"><font style="FONT-SIZE: 10pt">&#160;</font>2,698,710</div>
</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
</tr>

<tr>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 72%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; COLOR: #000000; TEXT-ALIGN: left; TEXT-INDENT: 9pt">4.63% due 11/15/22<sup style="vertical-align: text-top; line-height: 1; font-size: smaller">1</sup></div>
</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 10%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; COLOR: #000000; TEXT-ALIGN: right"><font style="FONT-SIZE: 10pt">&#160;</font>1,750,000</div>
</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 4%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 10%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; COLOR: #000000; TEXT-ALIGN: right"><font style="FONT-SIZE: 10pt">&#160;</font>1,701,875</div>
</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
</tr>

<tr>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 72%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; COLOR: #000000; TEXT-ALIGN: left">Blue Cube Spinco, Inc.</div>
</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 10%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 4%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 10%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
</tr>

<tr>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 72%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; COLOR: #000000; TEXT-ALIGN: left; TEXT-INDENT: 9pt">10.00% due 10/15/25<sup style="vertical-align: text-top; line-height: 1; font-size: smaller">1,5</sup></div>
</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 10%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; COLOR: #000000; TEXT-ALIGN: right"><font style="FONT-SIZE: 10pt">&#160;</font>1,750,000</div>
</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 4%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 10%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; COLOR: #000000; TEXT-ALIGN: right"><font style="FONT-SIZE: 10pt">&#160;</font>1,898,750</div>
</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
</tr>

<tr>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 72%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; COLOR: #000000; TEXT-ALIGN: left">Steel Dynamics, Inc.</div>
</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 10%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 4%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 10%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
</tr>

<tr>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 72%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; COLOR: #000000; TEXT-ALIGN: left; TEXT-INDENT: 9pt">5.50% due 10/01/24</div>
</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 10%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; COLOR: #000000; TEXT-ALIGN: right"><font style="FONT-SIZE: 10pt">&#160;</font>1,730,000</div>
</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 4%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 10%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; COLOR: #000000; TEXT-ALIGN: right"><font style="FONT-SIZE: 10pt">&#160;</font>1,565,650</div>
</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
</tr>

<tr>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 72%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; COLOR: #000000; TEXT-ALIGN: left">St. Barbara Ltd.</div>
</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 10%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 4%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 10%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
</tr>

<tr>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 72%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; COLOR: #000000; TEXT-ALIGN: left; TEXT-INDENT: 9pt">8.88% due 04/15/18<sup style="vertical-align: text-top; line-height: 1; font-size: smaller">5</sup></div>
</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 10%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; COLOR: #000000; TEXT-ALIGN: right"><font style="FONT-SIZE: 10pt">&#160;</font>1,500,000</div>
</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 4%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 10%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; COLOR: #000000; TEXT-ALIGN: right"><font style="FONT-SIZE: 10pt">&#160;</font>1,462,500</div>
</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
</tr>

<tr>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 72%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; COLOR: #000000; TEXT-ALIGN: left">Commercial Metals Co.</div>
</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 10%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 4%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 10%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
</tr>

<tr>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 72%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; COLOR: #000000; TEXT-ALIGN: left; TEXT-INDENT: 9pt">4.88% due 05/15/23<sup style="vertical-align: text-top; line-height: 1; font-size: smaller">1</sup></div>
</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 10%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; COLOR: #000000; TEXT-ALIGN: right"><font style="FONT-SIZE: 10pt">&#160;</font>1,480,000</div>
</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 4%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 10%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; COLOR: #000000; TEXT-ALIGN: right"><font style="FONT-SIZE: 10pt">&#160;</font>1,237,650</div>
</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
</tr>

<tr>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 72%">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 10%">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 4%">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 10%">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%">&#160;</td>
</tr>

<tr>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 72%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 10%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-WEIGHT: bold; COLOR: #000000; TEXT-ALIGN: right">Face</div>
</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 4%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 10%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
</tr>

<tr>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 72%">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 10%">
<div style="FONT-SIZE: 10pt; FONT-WEIGHT: bold; COLOR: #000000; TEXT-ALIGN: right">Amount~</div>
</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 4%">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 10%">
<div style="FONT-SIZE: 10pt; FONT-WEIGHT: bold; COLOR: #000000; TEXT-ALIGN: right">Value</div>
</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%">&#160;</td>
</tr>

<tr>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 72%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; COLOR: #000000; TEXT-ALIGN: left"><font style="FONT-SIZE: 10pt; FONT-WEIGHT: bold">CORPORATE BONDS</font><sup style="vertical-align: text-top; line-height: 1; font-size: smaller;FONT-WEIGHT: bold">&#8224;&#8224;</sup>&#160;<font style="FONT-SIZE: 10pt; FONT-WEIGHT: bold">- 49.0% (continued)</font></div>
</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 10%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 4%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 10%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
</tr>

<tr>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 72%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-WEIGHT: bold; COLOR: #000000; TEXT-ALIGN: left">Basic Materials -<font style="FONT-SIZE: 10pt">&#160;&#160;</font>5.0% (continued)</div>
</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 10%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 4%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 10%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
</tr>

<tr style="HEIGHT: 18px">
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 72%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; COLOR: #000000; TEXT-ALIGN: left">Sappi Papier Holding GmbH</div>
</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 10%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 4%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 10%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
</tr>

<tr>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 72%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; COLOR: #000000; TEXT-ALIGN: left; TEXT-INDENT: 9pt">6.63% due 04/15/21<sup style="vertical-align: text-top; line-height: 1; font-size: smaller">1,5</sup></div>
</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">$</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 10%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; COLOR: #000000; TEXT-ALIGN: right">1,200,000</div>
</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 4%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">$</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 10%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; COLOR: #000000; TEXT-ALIGN: right">1,224,000</div>
</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
</tr>

<tr>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 72%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; COLOR: #000000; TEXT-ALIGN: left">Compass Minerals International, Inc.</div>
</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 10%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 4%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 10%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
</tr>

<tr>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 72%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; COLOR: #000000; TEXT-ALIGN: left; TEXT-INDENT: 9pt">4.88% due 07/15/24<sup style="vertical-align: text-top; line-height: 1; font-size: smaller">1,5</sup></div>
</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 10%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; COLOR: #000000; TEXT-ALIGN: right"><font style="FONT-SIZE: 10pt">&#160;</font>1,250,000</div>
</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 4%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 10%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; COLOR: #000000; TEXT-ALIGN: right"><font style="FONT-SIZE: 10pt">&#160;</font>1,150,000</div>
</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
</tr>

<tr>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 72%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; COLOR: #000000; TEXT-ALIGN: left">Novasep Holding SAS</div>
</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 10%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 4%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 10%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
</tr>

<tr>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 72%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; COLOR: #000000; TEXT-ALIGN: left; TEXT-INDENT: 9pt">8.00% due 12/15/16<sup style="vertical-align: text-top; line-height: 1; font-size: smaller">5</sup></div>
</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 10%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; COLOR: #000000; TEXT-ALIGN: right"><font style="FONT-SIZE: 10pt">&#160;</font>958,000</div>
</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 4%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 10%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; COLOR: #000000; TEXT-ALIGN: right"><font style="FONT-SIZE: 10pt">&#160;</font>936,445</div>
</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
</tr>

<tr>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 72%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; COLOR: #000000; TEXT-ALIGN: left">Tronox Finance LLC</div>
</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 10%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 4%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 10%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
</tr>

<tr>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 72%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; COLOR: #000000; TEXT-ALIGN: left; TEXT-INDENT: 9pt">7.50% due 03/15/22<sup style="vertical-align: text-top; line-height: 1; font-size: smaller">5</sup></div>
</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 10%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; COLOR: #000000; TEXT-ALIGN: right"><font style="FONT-SIZE: 10pt">&#160;</font>1,375,000</div>
</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 4%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 10%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; COLOR: #000000; TEXT-ALIGN: right"><font style="FONT-SIZE: 10pt">&#160;</font>831,875</div>
</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
</tr>

<tr>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 72%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; COLOR: #000000; TEXT-ALIGN: left">First Quantum Minerals Ltd.</div>
</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 10%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 4%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 10%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
</tr>

<tr>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 72%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; COLOR: #000000; TEXT-ALIGN: left; TEXT-INDENT: 9pt">7.00% due 02/15/21<sup style="vertical-align: text-top; line-height: 1; font-size: smaller">5</sup></div>
</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 10%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; COLOR: #000000; TEXT-ALIGN: right"><font style="FONT-SIZE: 10pt">&#160;</font>1,628,000</div>
</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 4%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 10%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; COLOR: #000000; TEXT-ALIGN: right"><font style="FONT-SIZE: 10pt">&#160;</font>744,810</div>
</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
</tr>

<tr>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 72%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; COLOR: #000000; TEXT-ALIGN: left">A Schulman, Inc.</div>
</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 10%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 4%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 10%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
</tr>

<tr>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 72%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; COLOR: #000000; TEXT-ALIGN: left; TEXT-INDENT: 9pt">6.88% due 06/01/23<sup style="vertical-align: text-top; line-height: 1; font-size: smaller">5</sup></div>
</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 10%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; COLOR: #000000; TEXT-ALIGN: right"><font style="FONT-SIZE: 10pt">&#160;</font>792,000</div>
</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 4%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 10%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; COLOR: #000000; TEXT-ALIGN: right"><font style="FONT-SIZE: 10pt">&#160;</font>716,760</div>
</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
</tr>

<tr>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 72%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; COLOR: #000000; TEXT-ALIGN: left">TPC Group, Inc.</div>
</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 10%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 4%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 10%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
</tr>

<tr>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 72%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; COLOR: #000000; TEXT-ALIGN: left; TEXT-INDENT: 9pt">8.75% due 12/15/20<sup style="vertical-align: text-top; line-height: 1; font-size: smaller">5</sup></div>
</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 10%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; COLOR: #000000; TEXT-ALIGN: right"><font style="FONT-SIZE: 10pt">&#160;</font>1,000,000</div>
</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 4%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 10%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; COLOR: #000000; TEXT-ALIGN: right"><font style="FONT-SIZE: 10pt">&#160;</font>670,000</div>
</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
</tr>

<tr>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 72%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; COLOR: #000000; TEXT-ALIGN: left">Hexion, Inc.</div>
</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 10%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 4%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 10%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
</tr>

<tr>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 72%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; COLOR: #000000; TEXT-ALIGN: left; TEXT-INDENT: 9pt">8.88% due 02/01/18</div>
</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 10%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; COLOR: #000000; TEXT-ALIGN: right"><font style="FONT-SIZE: 10pt">&#160;</font>825,000</div>
</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 4%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 10%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; COLOR: #000000; TEXT-ALIGN: right"><font style="FONT-SIZE: 10pt">&#160;</font>565,125</div>
</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
</tr>

<tr>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 72%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; COLOR: #000000; TEXT-ALIGN: left">FMG Resources August 2006 Pty Ltd.</div>
</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 10%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 4%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 10%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
</tr>

<tr>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 72%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; COLOR: #000000; TEXT-ALIGN: left; TEXT-INDENT: 9pt">9.75% due 03/01/22<sup style="vertical-align: text-top; line-height: 1; font-size: smaller">5</sup></div>
</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 10%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; COLOR: #000000; TEXT-ALIGN: right"><font style="FONT-SIZE: 10pt">&#160;</font>320,000</div>
</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 4%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; BORDER-BOTTOM: #000000 2px solid; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; BORDER-BOTTOM: #000000 2px solid; WIDTH: 10%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; COLOR: #000000; TEXT-ALIGN: right"><font style="FONT-SIZE: 10pt">&#160;</font>279,200</div>
</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; BORDER-BOTTOM: #000000 2px solid; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
</tr>

<tr>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 72%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-WEIGHT: bold; COLOR: #000000; TEXT-ALIGN: left">Total Basic Materials</div>
</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 10%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 4%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; BORDER-BOTTOM: #000000 2px solid; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; BORDER-BOTTOM: #000000 2px solid; WIDTH: 10%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; COLOR: #000000; TEXT-ALIGN: right"><font style="FONT-SIZE: 10pt">&#160;</font>17,683,350</div>
</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; BORDER-BOTTOM: #000000 2px solid; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
</tr>

<tr>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 72%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-WEIGHT: bold; COLOR: #000000; TEXT-ALIGN: left">Consumer, Cyclical -<font style="FONT-SIZE: 10pt">&#160;&#160;</font>5.0%</div>
</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 10%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 4%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 10%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
</tr>

<tr>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 72%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; COLOR: #000000; TEXT-ALIGN: left">Hilton Worldwide Finance LLC / Hilton Worldwide Finance Corp.</div>
</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 10%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 4%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 10%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
</tr>

<tr>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 72%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; COLOR: #000000; TEXT-ALIGN: left; TEXT-INDENT: 9pt">5.63% due 10/15/21<sup style="vertical-align: text-top; line-height: 1; font-size: smaller">1</sup></div>
</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 10%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; COLOR: #000000; TEXT-ALIGN: right"><font style="FONT-SIZE: 10pt">&#160;</font>3,000,000</div>
</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 4%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 10%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; COLOR: #000000; TEXT-ALIGN: right"><font style="FONT-SIZE: 10pt">&#160;</font>3,104,999</div>
</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
</tr>

<tr>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 72%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; COLOR: #000000; TEXT-ALIGN: left">Dana Holding Corp.</div>
</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 10%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 4%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 10%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
</tr>

<tr>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 72%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; COLOR: #000000; TEXT-ALIGN: left; TEXT-INDENT: 9pt">5.50% due 12/15/24<sup style="vertical-align: text-top; line-height: 1; font-size: smaller">1</sup></div>
</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 10%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; COLOR: #000000; TEXT-ALIGN: right"><font style="FONT-SIZE: 10pt">&#160;</font>1,676,000</div>
</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 4%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 10%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; COLOR: #000000; TEXT-ALIGN: right"><font style="FONT-SIZE: 10pt">&#160;</font>1,513,638</div>
</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
</tr>

<tr>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 72%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; COLOR: #000000; TEXT-ALIGN: left; TEXT-INDENT: 9pt">5.38% due 09/15/21</div>
</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 10%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; COLOR: #000000; TEXT-ALIGN: right"><font style="FONT-SIZE: 10pt">&#160;</font>959,000</div>
</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 4%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 10%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; COLOR: #000000; TEXT-ALIGN: right"><font style="FONT-SIZE: 10pt">&#160;</font>929,031</div>
</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
</tr>

<tr>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 72%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; COLOR: #000000; TEXT-ALIGN: left">MGM Resorts International</div>
</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 10%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 4%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 10%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
</tr>

<tr>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 72%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; COLOR: #000000; TEXT-ALIGN: left; TEXT-INDENT: 9pt">6.00% due 03/15/23<sup style="vertical-align: text-top; line-height: 1; font-size: smaller">1</sup></div>
</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 10%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; COLOR: #000000; TEXT-ALIGN: right"><font style="FONT-SIZE: 10pt">&#160;</font>1,100,000</div>
</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 4%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 10%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; COLOR: #000000; TEXT-ALIGN: right"><font style="FONT-SIZE: 10pt">&#160;</font>1,099,313</div>
</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
</tr>

<tr>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 72%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; COLOR: #000000; TEXT-ALIGN: left; TEXT-INDENT: 9pt">7.75% due 03/15/22</div>
</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 10%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; COLOR: #000000; TEXT-ALIGN: right"><font style="FONT-SIZE: 10pt">&#160;</font>800,000</div>
</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 4%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 10%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; COLOR: #000000; TEXT-ALIGN: right"><font style="FONT-SIZE: 10pt">&#160;</font>851,000</div>
</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
</tr>

<tr>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 72%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; COLOR: #000000; TEXT-ALIGN: left">L Brands, Inc.</div>
</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 10%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 4%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 10%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
</tr>

<tr>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 72%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; COLOR: #000000; TEXT-ALIGN: left; TEXT-INDENT: 9pt">5.63% due 02/15/22</div>
</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 10%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; COLOR: #000000; TEXT-ALIGN: right"><font style="FONT-SIZE: 10pt">&#160;</font>1,500,000</div>
</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 4%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 10%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; COLOR: #000000; TEXT-ALIGN: right"><font style="FONT-SIZE: 10pt">&#160;</font>1,614,000</div>
</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
</tr>

<tr>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 72%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; COLOR: #000000; TEXT-ALIGN: left">Scientific Games International, Inc.</div>
</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 10%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 4%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 10%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
</tr>

<tr>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 72%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; COLOR: #000000; TEXT-ALIGN: left; TEXT-INDENT: 9pt">10.00% due 12/01/22</div>
</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 10%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; COLOR: #000000; TEXT-ALIGN: right"><font style="FONT-SIZE: 10pt">&#160;</font>2,000,000</div>
</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 4%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 10%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; COLOR: #000000; TEXT-ALIGN: right"><font style="FONT-SIZE: 10pt">&#160;</font>1,400,000</div>
</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
</tr>

<tr>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 72%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; COLOR: #000000; TEXT-ALIGN: left">Global Partners Limited Partnership / GLP Finance Corp.</div>
</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 10%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 4%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 10%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
</tr>

<tr>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 72%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; COLOR: #000000; TEXT-ALIGN: left; TEXT-INDENT: 9pt">6.25% due 07/15/22<sup style="vertical-align: text-top; line-height: 1; font-size: smaller">1</sup></div>
</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 10%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; COLOR: #000000; TEXT-ALIGN: right"><font style="FONT-SIZE: 10pt">&#160;</font>1,375,000</div>
</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 4%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 10%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; COLOR: #000000; TEXT-ALIGN: right"><font style="FONT-SIZE: 10pt">&#160;</font>969,375</div>
</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
</tr>

<tr>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 72%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; COLOR: #000000; TEXT-ALIGN: left; TEXT-INDENT: 9pt">7.00% due 06/15/23</div>
</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 10%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; COLOR: #000000; TEXT-ALIGN: right"><font style="FONT-SIZE: 10pt">&#160;</font>499,000</div>
</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 4%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 10%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; COLOR: #000000; TEXT-ALIGN: right"><font style="FONT-SIZE: 10pt">&#160;</font>361,775</div>
</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
</tr>

<tr>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 72%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; COLOR: #000000; TEXT-ALIGN: left">Brookfield Residential Properties, Inc.</div>
</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 10%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 4%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 10%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
</tr>

<tr>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 72%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; COLOR: #000000; TEXT-ALIGN: left; TEXT-INDENT: 9pt">6.38% due 05/15/25<sup style="vertical-align: text-top; line-height: 1; font-size: smaller">1,5</sup></div>
</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 10%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; COLOR: #000000; TEXT-ALIGN: right"><font style="FONT-SIZE: 10pt">&#160;</font>1,500,000</div>
</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 4%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 10%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; COLOR: #000000; TEXT-ALIGN: right"><font style="FONT-SIZE: 10pt">&#160;</font>1,271,250</div>
</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
</tr>

<tr>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 72%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; COLOR: #000000; TEXT-ALIGN: left">Regal Entertainment Group</div>
</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 10%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 4%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 10%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
</tr>

<tr>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 72%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; COLOR: #000000; TEXT-ALIGN: left; TEXT-INDENT: 9pt">5.75% due 02/01/25</div>
</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 10%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; COLOR: #000000; TEXT-ALIGN: right"><font style="FONT-SIZE: 10pt">&#160;</font>1,291,000</div>
</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 4%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 10%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; COLOR: #000000; TEXT-ALIGN: right"><font style="FONT-SIZE: 10pt">&#160;</font>1,250,656</div>
</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
</tr>

<tr>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 72%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; COLOR: #000000; TEXT-ALIGN: left">Speedway Motorsports, Inc.</div>
</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 10%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 4%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 10%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
</tr>

<tr>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 72%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; COLOR: #000000; TEXT-ALIGN: left; TEXT-INDENT: 9pt">5.13% due 02/01/23<sup style="vertical-align: text-top; line-height: 1; font-size: smaller">1</sup></div>
</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 10%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; COLOR: #000000; TEXT-ALIGN: right"><font style="FONT-SIZE: 10pt">&#160;</font>1,100,000</div>
</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 4%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 10%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; COLOR: #000000; TEXT-ALIGN: right"><font style="FONT-SIZE: 10pt">&#160;</font>1,102,750</div>
</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
</tr>

<tr>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 72%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; COLOR: #000000; TEXT-ALIGN: left">First Cash Financial Services, Inc.</div>
</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 10%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 4%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 10%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
</tr>

<tr>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 72%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; COLOR: #000000; TEXT-ALIGN: left; TEXT-INDENT: 9pt">6.75% due 04/01/21<sup style="vertical-align: text-top; line-height: 1; font-size: smaller">1</sup></div>
</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 10%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; COLOR: #000000; TEXT-ALIGN: right"><font style="FONT-SIZE: 10pt">&#160;</font>1,110,000</div>
</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 4%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 10%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; COLOR: #000000; TEXT-ALIGN: right"><font style="FONT-SIZE: 10pt">&#160;</font>1,079,475</div>
</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
</tr>

<tr>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 72%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; COLOR: #000000; TEXT-ALIGN: left">Travelex Financing plc</div>
</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 10%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 4%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 10%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
</tr>

<tr>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 72%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; COLOR: #000000; TEXT-ALIGN: left; TEXT-INDENT: 9pt">8.00% due 08/01/18<sup style="vertical-align: text-top; line-height: 1; font-size: smaller">1,5</sup></div>
</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 10%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; COLOR: #000000; TEXT-ALIGN: right"><font style="FONT-SIZE: 10pt">&#160;</font>725,000 GBP</div>
</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 4%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; BORDER-BOTTOM: #000000 2px solid; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; BORDER-BOTTOM: #000000 2px solid; WIDTH: 10%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; COLOR: #000000; TEXT-ALIGN: right"><font style="FONT-SIZE: 10pt">&#160;</font>1,060,345</div>
</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; BORDER-BOTTOM: #000000 2px solid; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
</tr>

<tr>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 72%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-WEIGHT: bold; COLOR: #000000; TEXT-ALIGN: left">Total Consumer, Cyclical</div>
</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 10%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 4%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; BORDER-BOTTOM: #000000 2px solid; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; BORDER-BOTTOM: #000000 2px solid; WIDTH: 10%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; COLOR: #000000; TEXT-ALIGN: right"><font style="FONT-SIZE: 10pt">&#160;</font>17,607,607</div>
</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; BORDER-BOTTOM: #000000 2px solid; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
</tr>

<tr>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 72%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-WEIGHT: bold; COLOR: #000000; TEXT-ALIGN: left">Technology -<font style="FONT-SIZE: 10pt">&#160;&#160;</font>2.1%</div>
</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 10%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 4%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 10%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
</tr>

<tr>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 72%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; COLOR: #000000; TEXT-ALIGN: left">Qorvo, Inc.</div>
</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 10%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 4%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 10%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
</tr>

<tr>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 72%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; COLOR: #000000; TEXT-ALIGN: left; TEXT-INDENT: 9pt">7.00% due 12/01/25<sup style="vertical-align: text-top; line-height: 1; font-size: smaller">1,5</sup></div>
</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 10%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; COLOR: #000000; TEXT-ALIGN: right"><font style="FONT-SIZE: 10pt">&#160;</font>3,000,000</div>
</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 4%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 10%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; COLOR: #000000; TEXT-ALIGN: right"><font style="FONT-SIZE: 10pt">&#160;</font>2,985,000</div>
</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
</tr>
</table>

<div>&#160;</div>

<div>&#160;</div>

<div id="DSPFPageBreakArea" style="MARGIN-BOTTOM: 9pt; CLEAR: both; MARGIN-TOP: 9pt">
<div id="DSPFPageBreak" style="PAGE-BREAK-AFTER: always">
<hr style="BORDER-LEFT-WIDTH: 0px; HEIGHT: 2px; BORDER-RIGHT-WIDTH: 0px; BORDER-BOTTOM-WIDTH: 0px; COLOR: #000000; CLEAR: both; MARGIN: 4px 0px; BORDER-TOP-WIDTH: 0px; WIDTH: 100%; BACKGROUND-COLOR: #000000" noshade="noshade">
</div>
</div>

<div>
<div>&#160;</div>

<div>&#160;</div>

<div>
<table id="74a4ef3973824deab359ab44421bbdd8" style="FONT-SIZE: 9pt; FONT-FAMILY: 'Times New Roman'; WIDTH: 100%" cellspacing="0" cellpadding="0">
<tr>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: middle; WIDTH: 80.41%">
<div style="FONT-SIZE: 14pt; COLOR: #000000; TEXT-ALIGN: left">Advent Claymore Convertible Securities &amp; Income Fund</div>
</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: middle; WIDTH: 19.59%">&#160;</td>
</tr>

<tr>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: middle; WIDTH: 80.41%">
<div style="FONT-SIZE: 14pt; FONT-WEIGHT: bold; TEXT-ALIGN: left">SCHEDULE OF INVESTMENTS <font style="FONT-SIZE: 10pt; FONT-STYLE: italic">(Unaudited)</font></div>
</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: middle; WIDTH: 19.59%">
<div style="FONT-SIZE: 10pt; COLOR: #000000; TEXT-ALIGN: right">January 31, 2016</div>
</td>
</tr>

<tr>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: middle; BORDER-BOTTOM: #000000 2px solid; WIDTH: 80.41%">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: middle; BORDER-BOTTOM: #000000 2px solid; WIDTH: 19.59%">&#160;</td>
</tr>
</table>
</div>

<div style="FONT-FAMILY: Arial">&#160;</div>
</div>

<table id="e15bbc07c1aa4861851dabdd0479d70f" style="FONT-SIZE: 9pt; FONT-FAMILY: 'Times New Roman'; WIDTH: 100%" cellspacing="0" cellpadding="0" border="0">
<tr>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 72%">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 10%">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 4.08%">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 10%">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%">&#160;</td>
</tr>

<tr>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 72%">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 10%">
<div style="FONT-SIZE: 10pt; FONT-WEIGHT: bold; COLOR: #000000; TEXT-ALIGN: right">Face</div>
</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 4.08%">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 10%">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%">&#160;</td>
</tr>

<tr>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 72%">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 10%">
<div style="FONT-SIZE: 10pt; FONT-WEIGHT: bold; COLOR: #000000; TEXT-ALIGN: right">Amount~</div>
</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 4.08%">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 10%">
<div style="FONT-SIZE: 10pt; FONT-WEIGHT: bold; COLOR: #000000; TEXT-ALIGN: right">Value</div>
</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%">&#160;</td>
</tr>

<tr>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 72%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; COLOR: #000000; TEXT-ALIGN: left"><font style="FONT-SIZE: 10pt; FONT-WEIGHT: bold">CORPORATE BONDS</font><sup style="vertical-align: text-top; line-height: 1; font-size: smaller;FONT-WEIGHT: bold">&#8224;&#8224;</sup>&#160;<font style="FONT-SIZE: 10pt; FONT-WEIGHT: bold">- 49.0% (continued)</font></div>
</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 10%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 4.08%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 10%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
</tr>

<tr>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 72%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-WEIGHT: bold; COLOR: #000000; TEXT-ALIGN: left">Technology -<font style="FONT-SIZE: 10pt">&#160;&#160;</font>2.1% (continued)</div>
</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 10%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 4.08%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 10%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
</tr>

<tr style="HEIGHT: 15px">
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 72%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; COLOR: #000000; TEXT-ALIGN: left">NXP BV / NXP Funding LLC</div>
</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 10%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 4.08%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 10%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
</tr>

<tr>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 72%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; COLOR: #000000; TEXT-ALIGN: left; TEXT-INDENT: 9pt">5.75% due 02/15/21<sup style="vertical-align: text-top; line-height: 1; font-size: smaller">1,5</sup></div>
</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">$</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 10%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; COLOR: #000000; TEXT-ALIGN: right">2,000,000</div>
</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 4.08%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">$</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 10%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; COLOR: #000000; TEXT-ALIGN: right">2,077,500</div>
</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
</tr>

<tr>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 72%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; COLOR: #000000; TEXT-ALIGN: left">First Data Corp.</div>
</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 10%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 4.08%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 10%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
</tr>

<tr>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 72%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; COLOR: #000000; TEXT-ALIGN: left; TEXT-INDENT: 9pt">5.38% due 08/15/23<sup style="vertical-align: text-top; line-height: 1; font-size: smaller">5</sup></div>
</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 10%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; COLOR: #000000; TEXT-ALIGN: right"><font style="FONT-SIZE: 10pt">&#160;</font>1,100,000</div>
</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 4.08%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 10%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; COLOR: #000000; TEXT-ALIGN: right"><font style="FONT-SIZE: 10pt">&#160;</font>1,124,750</div>
</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
</tr>

<tr>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 72%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; COLOR: #000000; TEXT-ALIGN: left">ACI Worldwide, Inc.</div>
</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 10%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 4.08%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 10%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
</tr>

<tr>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 72%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; COLOR: #000000; TEXT-ALIGN: left; TEXT-INDENT: 9pt">6.38% due 08/15/20<sup style="vertical-align: text-top; line-height: 1; font-size: smaller">1,5</sup></div>
</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 10%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; COLOR: #000000; TEXT-ALIGN: right"><font style="FONT-SIZE: 10pt">&#160;</font>1,000,000</div>
</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 4.08%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; BORDER-BOTTOM: #000000 2px solid; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; BORDER-BOTTOM: #000000 2px solid; WIDTH: 10%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; COLOR: #000000; TEXT-ALIGN: right"><font style="FONT-SIZE: 10pt">&#160;</font>1,028,750</div>
</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; BORDER-BOTTOM: #000000 2px solid; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
</tr>

<tr>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 72%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-WEIGHT: bold; COLOR: #000000; TEXT-ALIGN: left">Total Technology</div>
</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 10%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 4.08%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; BORDER-BOTTOM: #000000 2px solid; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; BORDER-BOTTOM: #000000 2px solid; WIDTH: 10%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; COLOR: #000000; TEXT-ALIGN: right"><font style="FONT-SIZE: 10pt">&#160;</font>7,216,000</div>
</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; BORDER-BOTTOM: #000000 2px solid; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
</tr>

<tr>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 72%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-WEIGHT: bold; COLOR: #000000; TEXT-ALIGN: left">Diversified -<font style="FONT-SIZE: 10pt">&#160;&#160;</font>0.5%</div>
</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 10%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 4.08%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 10%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
</tr>

<tr>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 72%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; COLOR: #000000; TEXT-ALIGN: left">Horizon Pharma Financing, Inc.</div>
</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 10%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 4.08%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 10%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
</tr>

<tr>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 72%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; COLOR: #000000; TEXT-ALIGN: left; TEXT-INDENT: 9pt">6.63% due 05/01/23<sup style="vertical-align: text-top; line-height: 1; font-size: smaller">1,5</sup></div>
</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 10%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; COLOR: #000000; TEXT-ALIGN: right"><font style="FONT-SIZE: 10pt">&#160;</font>1,875,000</div>
</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 4.08%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; BORDER-BOTTOM: #000000 2px solid; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; BORDER-BOTTOM: #000000 2px solid; WIDTH: 10%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; COLOR: #000000; TEXT-ALIGN: right"><font style="FONT-SIZE: 10pt">&#160;</font>1,696,875</div>
</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; BORDER-BOTTOM: #000000 2px solid; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
</tr>

<tr>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 72%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-WEIGHT: bold; COLOR: #000000; TEXT-ALIGN: left">Total Corporate Bonds</div>
</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 10%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 4.08%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 10%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
</tr>

<tr>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 72%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; COLOR: #000000; TEXT-ALIGN: left; TEXT-INDENT: 9pt">(Cost $183,709,230)</div>
</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 10%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 4.08%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; BORDER-BOTTOM: #000000 2px solid; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; BORDER-BOTTOM: #000000 2px solid; WIDTH: 10%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; COLOR: #000000; TEXT-ALIGN: right">171,979,939</div>
</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; BORDER-BOTTOM: #000000 2px solid; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
</tr>

<tr>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 72%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; COLOR: #000000; TEXT-ALIGN: left"><font style="FONT-SIZE: 10pt; FONT-WEIGHT: bold">SENIOR FLOATING RATE INTERESTS</font><sup style="vertical-align: text-top; line-height: 1; font-size: smaller;FONT-WEIGHT: bold">&#8224;&#8224;</sup><sup style="vertical-align: text-top; line-height: 1; font-size: smaller;FONT-WEIGHT: bold">,10</sup>&#160;<font style="FONT-SIZE: 10pt; FONT-WEIGHT: bold">- 1.0%</font></div>
</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 10%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 4.08%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 10%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
</tr>

<tr>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 72%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-WEIGHT: bold; COLOR: #000000; TEXT-ALIGN: left">Consumer, Non-cyclical -<font style="FONT-SIZE: 10pt">&#160;&#160;</font>0.6%</div>
</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 10%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 4.08%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 10%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
</tr>

<tr>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 72%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; COLOR: #000000; TEXT-ALIGN: left">Sprint Industrial Holdings LLC</div>
</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 10%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 4.08%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 10%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
</tr>

<tr>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 72%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; COLOR: #000000; TEXT-ALIGN: left; TEXT-INDENT: 9pt">11.25% due 11/14/19</div>
</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 10%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; COLOR: #000000; TEXT-ALIGN: right"><font style="FONT-SIZE: 10pt">&#160;</font>1,650,000</div>
</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 4.08%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 10%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; COLOR: #000000; TEXT-ALIGN: right"><font style="FONT-SIZE: 10pt">&#160;</font>1,262,251</div>
</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
</tr>

<tr>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 72%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; COLOR: #000000; TEXT-ALIGN: left">Caraustar Industries, Inc.</div>
</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 10%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 4.08%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 10%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
</tr>

<tr>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 72%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; COLOR: #000000; TEXT-ALIGN: left; TEXT-INDENT: 9pt">8.00% due 05/01/19</div>
</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 10%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; COLOR: #000000; TEXT-ALIGN: right"><font style="FONT-SIZE: 10pt">&#160;</font>876,145</div>
</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 4.08%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; BORDER-BOTTOM: #000000 2px solid; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; BORDER-BOTTOM: #000000 2px solid; WIDTH: 10%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; COLOR: #000000; TEXT-ALIGN: right"><font style="FONT-SIZE: 10pt">&#160;</font>861,178</div>
</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; BORDER-BOTTOM: #000000 2px solid; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
</tr>

<tr>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 72%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-WEIGHT: bold; COLOR: #000000; TEXT-ALIGN: left">Total Consumer, Non-cyclical</div>
</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 10%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 4.08%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; BORDER-BOTTOM: #000000 2px solid; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; BORDER-BOTTOM: #000000 2px solid; WIDTH: 10%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; COLOR: #000000; TEXT-ALIGN: right"><font style="FONT-SIZE: 10pt">&#160;</font>2,123,429</div>
</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; BORDER-BOTTOM: #000000 2px solid; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
</tr>

<tr>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 72%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-WEIGHT: bold; COLOR: #000000; TEXT-ALIGN: left">Basic Materials -<font style="FONT-SIZE: 10pt">&#160;&#160;</font>0.4%</div>
</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 10%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 4.08%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 10%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
</tr>

<tr>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 72%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; COLOR: #000000; TEXT-ALIGN: left">Fortescue Resources August 2006 Pty Ltd.</div>
</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 10%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 4.08%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 10%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
</tr>

<tr>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 72%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; COLOR: #000000; TEXT-ALIGN: left; TEXT-INDENT: 9pt">4.25% due 06/30/19</div>
</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 10%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; COLOR: #000000; TEXT-ALIGN: right"><font style="FONT-SIZE: 10pt">&#160;</font>1,671,450</div>
</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 4.08%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 10%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; COLOR: #000000; TEXT-ALIGN: right"><font style="FONT-SIZE: 10pt">&#160;</font>1,167,926</div>
</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
</tr>

<tr>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 72%">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 10%">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 4.08%">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 10%">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%">&#160;</td>
</tr>

<tr>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 72%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 10%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-WEIGHT: bold; COLOR: #000000; TEXT-ALIGN: right">Face</div>
</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 4.08%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 10%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
</tr>

<tr>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 72%">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 10%">
<div style="FONT-SIZE: 10pt; FONT-WEIGHT: bold; COLOR: #000000; TEXT-ALIGN: right">Amount~</div>
</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 4.08%">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 10%">
<div style="FONT-SIZE: 10pt; FONT-WEIGHT: bold; COLOR: #000000; TEXT-ALIGN: right">Value</div>
</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%">&#160;</td>
</tr>

<tr>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 72%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; COLOR: #000000; TEXT-ALIGN: left"><font style="FONT-SIZE: 10pt; FONT-WEIGHT: bold">SENIOR FLOATING RATE INTERESTS</font><sup style="vertical-align: text-top; line-height: 1; font-size: smaller;FONT-WEIGHT: bold">&#8224;&#8224;</sup><sup style="vertical-align: text-top; line-height: 1; font-size: smaller;FONT-WEIGHT: bold">,10</sup>&#160;<font style="FONT-SIZE: 10pt; FONT-WEIGHT: bold">- 1.0% (continued)</font></div>
</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 10%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 4.08%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 10%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
</tr>

<tr>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 72%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-WEIGHT: bold; COLOR: #000000; TEXT-ALIGN: left">Basic Materials -<font style="FONT-SIZE: 10pt">&#160;&#160;</font>0.4% (continued)</div>
</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 10%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 4.08%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 10%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
</tr>

<tr>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 72%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; COLOR: #000000; TEXT-ALIGN: left">Vertellus Specialties, Inc.</div>
</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 10%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 4.08%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 10%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
</tr>

<tr>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 72%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; COLOR: #000000; TEXT-ALIGN: left; TEXT-INDENT: 9pt">10.50% due 10/31/19</div>
</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 10%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; COLOR: #000000; TEXT-ALIGN: right">$532,250</div>
</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 4.08%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; BORDER-BOTTOM: #000000 2px solid; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; BORDER-BOTTOM: #000000 2px solid; WIDTH: 10%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; COLOR: #000000; TEXT-ALIGN: right">$379,893</div>
</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; BORDER-BOTTOM: #000000 2px solid; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
</tr>

<tr>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 72%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-WEIGHT: bold; COLOR: #000000; TEXT-ALIGN: left">Total Basic Materials</div>
</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 10%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 4.08%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; BORDER-BOTTOM: #000000 2px solid; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; BORDER-BOTTOM: #000000 2px solid; WIDTH: 10%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; COLOR: #000000; TEXT-ALIGN: right"><font style="FONT-SIZE: 10pt">&#160;</font>1,547,819</div>
</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; BORDER-BOTTOM: #000000 2px solid; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
</tr>

<tr>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 72%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-WEIGHT: bold; COLOR: #000000; TEXT-ALIGN: left">Total Senior Floating Rate Interests</div>
</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 10%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 4.08%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 10%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
</tr>

<tr>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 72%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; COLOR: #000000; TEXT-ALIGN: left; TEXT-INDENT: 9pt">(Cost $4,374,398)</div>
</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 10%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 4.08%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; BORDER-BOTTOM: #000000 2px solid; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; BORDER-BOTTOM: #000000 2px solid; WIDTH: 10%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; COLOR: #000000; TEXT-ALIGN: right">3,671,248</div>
</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; BORDER-BOTTOM: #000000 2px solid; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
</tr>

<tr>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 72%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-WEIGHT: bold; COLOR: #000000; TEXT-ALIGN: left">Total Investments - 172.9%</div>
</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 10%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 4.08%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 10%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
</tr>

<tr>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; PADDING-BOTTOM: 2px; WIDTH: 72%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; COLOR: #000000; TEXT-ALIGN: left; TEXT-INDENT: 9pt">(Cost $649,521,666)</div>
</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; PADDING-BOTTOM: 2px; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; PADDING-BOTTOM: 2px; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; PADDING-BOTTOM: 2px; WIDTH: 10%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; PADDING-BOTTOM: 2px; WIDTH: 4.08%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; BORDER-BOTTOM: #000000 2px solid; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; COLOR: #000000; TEXT-ALIGN: left">$</div>
</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; BORDER-BOTTOM: #000000 2px solid; WIDTH: 10%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; COLOR: #000000; TEXT-ALIGN: right">606,899,858</div>
</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; BORDER-BOTTOM: #000000 2px solid; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
</tr>

<tr>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 72%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 10%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 4.08%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 10%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
</tr>

<tr>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 72%">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 10%">
<div style="FONT-SIZE: 10pt; FONT-WEIGHT: bold; COLOR: #000000; TEXT-ALIGN: right">Contracts </div>

<div style="FONT-SIZE: 10pt; FONT-WEIGHT: bold; COLOR: #000000; TEXT-ALIGN: right">(100 shares </div>

<div style="FONT-SIZE: 10pt; FONT-WEIGHT: bold; COLOR: #000000; TEXT-ALIGN: right">per contract)</div>
</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 4.08%">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 10%">
<div style="FONT-SIZE: 10pt; FONT-WEIGHT: bold; COLOR: #000000">Value</div>
</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%">&#160;</td>
</tr>

<tr>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 72%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-WEIGHT: bold; COLOR: #000000; TEXT-ALIGN: left">CALL OPTIONS WRITTEN<sup style="vertical-align: text-top; line-height: 1; font-size: smaller">&#8224;</sup><sup style="vertical-align: text-top; line-height: 1; font-size: smaller">,*</sup> - 0.0%</div>
</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 10%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 4.08%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 10%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
</tr>

<tr>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 72%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; COLOR: #000000; TEXT-ALIGN: left">Biogen, Inc. Expiring February 2016 with strike price of $310.00</div>
</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 10%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; COLOR: #000000; TEXT-ALIGN: right">66</div>
</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 4.08%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; COLOR: #000000; TEXT-ALIGN: left">$</div>
</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 10%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; COLOR: #000000; TEXT-ALIGN: right">(1,980</div>
</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; COLOR: #000000; TEXT-ALIGN: left">)</div>
</td>
</tr>

<tr>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 72%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; COLOR: #000000; TEXT-ALIGN: left">Amgen, Inc. Expiring February 2016 with strike price of $165.00</div>
</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 10%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; COLOR: #000000; TEXT-ALIGN: right">122</div>
</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 4.08%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 10%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; COLOR: #000000; TEXT-ALIGN: right">(4,026</div>
</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; COLOR: #000000; TEXT-ALIGN: left">)</div>
</td>
</tr>

<tr>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 72%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; COLOR: #000000; TEXT-ALIGN: left">Mylan N.V. Expiring February 2016 with strike price of $57.50</div>
</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 10%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; COLOR: #000000; TEXT-ALIGN: right">247</div>
</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 4.08%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 10%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; COLOR: #000000; TEXT-ALIGN: right">(11,609</div>
</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; COLOR: #000000; TEXT-ALIGN: left">)</div>
</td>
</tr>

<tr>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 72%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; COLOR: #000000; TEXT-ALIGN: left">Time Warner, Inc. Expiring February 2016 with strike price of $75.00</div>
</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 10%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; COLOR: #000000; TEXT-ALIGN: right">321</div>
</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 4.08%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 10%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; COLOR: #000000; TEXT-ALIGN: right">(33,063</div>
</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; COLOR: #000000; TEXT-ALIGN: left">)</div>
</td>
</tr>

<tr>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 72%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-WEIGHT: bold; COLOR: #000000; TEXT-ALIGN: left">Total Call Options Written</div>
</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 10%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 4.08%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 10%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
</tr>

<tr>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 72%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; COLOR: #000000; TEXT-ALIGN: left; TEXT-INDENT: 9pt">(Premiums received $135,489)</div>
</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 10%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 4.08%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; BORDER-BOTTOM: #000000 2px solid; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; BORDER-BOTTOM: #000000 2px solid; WIDTH: 10%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; COLOR: #000000; TEXT-ALIGN: right">(50,678</div>
</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; BORDER-BOTTOM: #000000 2px solid; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; COLOR: #000000; TEXT-ALIGN: left">)</div>
</td>
</tr>

<tr>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 72%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-WEIGHT: bold; COLOR: #000000; TEXT-ALIGN: left">Other Assets &amp; Liabilities, net - (72.9)%</div>
</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 10%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 4.08%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; BORDER-BOTTOM: #000000 2px solid; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; BORDER-BOTTOM: #000000 2px solid; WIDTH: 10%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; COLOR: #000000; TEXT-ALIGN: right">(255,919,896</div>
</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; BORDER-BOTTOM: #000000 2px solid; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; COLOR: #000000; TEXT-ALIGN: left">)</div>
</td>
</tr>

<tr>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 72%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-WEIGHT: bold; COLOR: #000000; TEXT-ALIGN: left">Total Net Assets - 100.0%</div>
</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 10%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 4.08%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; COLOR: #000000; TEXT-ALIGN: left">$</div>
</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 10%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; COLOR: #000000; TEXT-ALIGN: right">350,929,284</div>
</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
</tr>
</table>
</div>

<div>&#160;</div>

<div>&#160;</div>

<div id="DSPFPageBreakArea" style="MARGIN-BOTTOM: 9pt; CLEAR: both; MARGIN-TOP: 9pt">
<div id="DSPFPageBreak" style="PAGE-BREAK-AFTER: always">
<hr style="BORDER-LEFT-WIDTH: 0px; HEIGHT: 2px; BORDER-RIGHT-WIDTH: 0px; BORDER-BOTTOM-WIDTH: 0px; COLOR: #000000; CLEAR: both; MARGIN: 4px 0px; BORDER-TOP-WIDTH: 0px; WIDTH: 100%; BACKGROUND-COLOR: #000000" noshade="noshade">
</div>
</div>

<div>&#160;</div>

<div>
<div>&#160;</div>

<div>
<table id="6b74ac9449d24f2f94002a1b3e7481d3" style="FONT-SIZE: 9pt; FONT-FAMILY: 'Times New Roman'; WIDTH: 100%" cellspacing="0" cellpadding="0">
<tr>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: middle; WIDTH: 80.41%">
<div style="FONT-SIZE: 14pt; COLOR: #000000; TEXT-ALIGN: left">Advent Claymore Convertible Securities &amp; Income Fund</div>
</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: middle; WIDTH: 19.59%">&#160;</td>
</tr>

<tr>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: middle; WIDTH: 80.41%">
<div style="FONT-SIZE: 14pt; FONT-WEIGHT: bold; TEXT-ALIGN: left">SCHEDULE OF INVESTMENTS <font style="FONT-SIZE: 10pt; FONT-STYLE: italic">(Unaudited)</font></div>
</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: middle; WIDTH: 19.59%">
<div style="FONT-SIZE: 10pt; COLOR: #000000; TEXT-ALIGN: right">January 31, 2016</div>
</td>
</tr>

<tr>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: middle; BORDER-BOTTOM: #000000 2px solid; WIDTH: 80.41%">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: middle; BORDER-BOTTOM: #000000 2px solid; WIDTH: 19.59%">&#160;</td>
</tr>
</table>
</div>

<div style="FONT-FAMILY: Arial">&#160;</div>

<div style="FONT-FAMILY: Arial">
<table id="409f8fadc0b343c9b15691c831baa5b6" style="FONT-SIZE: 9pt; FONT-FAMILY: 'Times New Roman'; WIDTH: 100%" cellspacing="0" cellpadding="0" border="0">
<tr>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 4%">
<div style="FONT-SIZE: 10pt; COLOR: #000000; FONT-STYLE: italic; TEXT-ALIGN: left">*</div>
</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 96%">
<div style="FONT-SIZE: 10pt; COLOR: #000000; FONT-STYLE: italic; TEXT-ALIGN: left">Non-income producing security.</div>
</td>
</tr>

<tr>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 4%">
<div style="FONT-SIZE: 10pt; COLOR: #000000; FONT-STYLE: italic; TEXT-ALIGN: left">~</div>
</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 96%">
<div style="FONT-SIZE: 10pt; COLOR: #000000; FONT-STYLE: italic; TEXT-ALIGN: left">The face amount is denominated in U.S. Dollars, unless otherwise noted.</div>
</td>
</tr>

<tr>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 4%">
<div style="FONT-SIZE: 10pt; COLOR: #000000; FONT-STYLE: italic; TEXT-ALIGN: left">&#8224;</div>
</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 96%">
<div style="FONT-SIZE: 10pt; COLOR: #000000; FONT-STYLE: italic; TEXT-ALIGN: left">Value determined based on Level 1 inputs.</div>
</td>
</tr>

<tr>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 4%">
<div style="FONT-SIZE: 10pt; COLOR: #000000; FONT-STYLE: italic; TEXT-ALIGN: left">&#8224;&#8224;</div>
</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 96%">
<div style="FONT-SIZE: 10pt; COLOR: #000000; FONT-STYLE: italic; TEXT-ALIGN: left">Value determined based on Level 2 inputs.</div>
</td>
</tr>

<tr>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 4%">
<div style="FONT-SIZE: 10pt; COLOR: #000000; FONT-STYLE: italic; TEXT-ALIGN: left">1</div>
</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 96%">
<div style="FONT-SIZE: 10pt; COLOR: #000000; FONT-STYLE: italic; TEXT-ALIGN: left">All or a portion of these securities have been physically segregated in connection with borrowings or reverse repurchase agreements. As of January 31, 2016, the total value of the positions segregated was $401,988,333.</div>
</td>
</tr>

<tr>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 4%">
<div style="FONT-SIZE: 10pt; COLOR: #000000; FONT-STYLE: italic; TEXT-ALIGN: left">2</div>
</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 96%">
<div style="FONT-SIZE: 10pt; COLOR: #000000; FONT-STYLE: italic; TEXT-ALIGN: left">All or a portion of these securities represent cover for outstanding written options. As of January 31, 2016, the total value of the positions segregated was $8,545,056.</div>
</td>
</tr>

<tr>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 4%">
<div style="FONT-SIZE: 10pt; COLOR: #000000; FONT-STYLE: italic; TEXT-ALIGN: left">3</div>
</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 96%">
<div style="FONT-SIZE: 10pt; COLOR: #000000; FONT-STYLE: italic; TEXT-ALIGN: left">Perpetual maturity.</div>
</td>
</tr>

<tr>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 4%">
<div style="FONT-SIZE: 10pt; COLOR: #000000; FONT-STYLE: italic; TEXT-ALIGN: left">4</div>
</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 96%">
<div style="FONT-SIZE: 10pt; COLOR: #000000; FONT-STYLE: italic; TEXT-ALIGN: left">Rate indicated is the 7-day yield as of January 31, 2016.</div>
</td>
</tr>

<tr>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 4%">
<div style="FONT-SIZE: 10pt; COLOR: #000000; FONT-STYLE: italic; TEXT-ALIGN: left">5</div>
</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 96%">
<div style="FONT-SIZE: 10pt; COLOR: #000000; FONT-STYLE: italic; TEXT-ALIGN: left">Security is a 144A or Section 4(a)(2) security. The total market value of 144A or Section 4(a)(2) securities is $120,860,095 (cost $131,163,909), or 34.4% of total net assets. These securities have been determined to be liquid under guildelines established by the Board of Trustees.</div>
</td>
</tr>

<tr>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 4%">
<div style="FONT-SIZE: 10pt; COLOR: #000000; FONT-STYLE: italic; TEXT-ALIGN: left">6</div>
</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 96%">
<div style="FONT-SIZE: 10pt; COLOR: #000000; FONT-STYLE: italic; TEXT-ALIGN: left">Zero coupon rate security.</div>
</td>
</tr>

<tr>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 4%">
<div style="FONT-SIZE: 10pt; COLOR: #000000; FONT-STYLE: italic; TEXT-ALIGN: left">7</div>
</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 96%">
<div style="FONT-SIZE: 10pt; COLOR: #000000; FONT-STYLE: italic; TEXT-ALIGN: left">Security is a step up/step down bond.&#160;&#160;The coupon increases or decreases at regular intervals until the bond reaches full maturity.</div>
</td>
</tr>

<tr>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 4%">
<div style="FONT-SIZE: 10pt; COLOR: #000000; FONT-STYLE: italic; TEXT-ALIGN: left">8</div>
</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 96%">
<div style="FONT-SIZE: 10pt; COLOR: #000000; FONT-STYLE: italic; TEXT-ALIGN: left">Security becomes an accreting bond after March 1, 2018 with a 2.00% principal accretion rate.</div>
</td>
</tr>

<tr>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 4%">
<div style="FONT-SIZE: 10pt; COLOR: #000000; FONT-STYLE: italic; TEXT-ALIGN: left">9</div>
</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 96%">
<div style="FONT-SIZE: 10pt; COLOR: #000000; FONT-STYLE: italic; TEXT-ALIGN: left">Security is an accreting bond until December 15, 2017, with a 4.00% principal accretion rate, and then accretes at a 2.00% principal accretion rate until maturity.</div>
</td>
</tr>

<tr>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 4%">
<div style="FONT-SIZE: 10pt; COLOR: #000000; FONT-STYLE: italic; TEXT-ALIGN: left">10</div>
</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 96%">
<div style="FONT-SIZE: 10pt; COLOR: #000000; FONT-STYLE: italic; TEXT-ALIGN: left">Variable rate security. Rate indicated is rate effective at January 31, 2016.</div>
</td>
</tr>
</table>
</div>

<div style="FONT-FAMILY: Arial">&#160;</div>

<div style="FONT-FAMILY: Arial">
<table id="6e70179295ee46c09b39adf691d499f3" style="FONT-SIZE: 9pt; FONT-FAMILY: 'Times New Roman'; WIDTH: 100%" cellspacing="0" cellpadding="0" border="0">
<tr>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: bottom; WIDTH: 10%">
<div style="FONT-SIZE: 10pt; COLOR: #000000; FONT-STYLE: italic; TEXT-ALIGN: left">BV</div>
</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: bottom; WIDTH: 90%">
<div style="FONT-SIZE: 10pt; COLOR: #000000; FONT-STYLE: italic; TEXT-ALIGN: left">Limited Liability Company</div>
</td>
</tr>

<tr>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: bottom; WIDTH: 10%">
<div style="FONT-SIZE: 10pt; COLOR: #000000; FONT-STYLE: italic; TEXT-ALIGN: left">CAD</div>
</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: bottom; WIDTH: 90%">
<div style="FONT-SIZE: 10pt; COLOR: #000000; FONT-STYLE: italic; TEXT-ALIGN: left">Canadian Dollar</div>
</td>
</tr>

<tr>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: bottom; WIDTH: 10%">
<div style="FONT-SIZE: 10pt; COLOR: #000000; FONT-STYLE: italic; TEXT-ALIGN: left">EUR</div>
</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: bottom; WIDTH: 90%">
<div style="FONT-SIZE: 10pt; COLOR: #000000; FONT-STYLE: italic; TEXT-ALIGN: left">Euro</div>
</td>
</tr>

<tr>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: bottom; WIDTH: 10%">
<div style="FONT-SIZE: 10pt; COLOR: #000000; FONT-STYLE: italic; TEXT-ALIGN: left">GBP</div>
</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: bottom; WIDTH: 90%">
<div style="FONT-SIZE: 10pt; COLOR: #000000; FONT-STYLE: italic; TEXT-ALIGN: left">Great Britain Pound</div>
</td>
</tr>

<tr>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: bottom; WIDTH: 10%">
<div style="FONT-SIZE: 10pt; COLOR: #000000; FONT-STYLE: italic; TEXT-ALIGN: left">GmbH</div>
</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: bottom; WIDTH: 90%">
<div style="FONT-SIZE: 10pt; COLOR: #000000; FONT-STYLE: italic; TEXT-ALIGN: left">Limited Liability</div>
</td>
</tr>

<tr>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: bottom; WIDTH: 10%">
<div style="FONT-SIZE: 10pt; COLOR: #000000; FONT-STYLE: italic; TEXT-ALIGN: left">N.V.</div>
</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: bottom; WIDTH: 90%">
<div style="FONT-SIZE: 10pt; COLOR: #000000; FONT-STYLE: italic; TEXT-ALIGN: left">Publicly Traded Company</div>
</td>
</tr>

<tr>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: bottom; WIDTH: 10%">
<div style="FONT-SIZE: 10pt; COLOR: #000000; FONT-STYLE: italic; TEXT-ALIGN: left">plc</div>
</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: bottom; WIDTH: 90%">
<div style="FONT-SIZE: 10pt; COLOR: #000000; FONT-STYLE: italic; TEXT-ALIGN: left">Public Limited Company</div>
</td>
</tr>

<tr>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: bottom; WIDTH: 10%">
<div style="FONT-SIZE: 10pt; COLOR: #000000; FONT-STYLE: italic; TEXT-ALIGN: left">Pty</div>
</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: bottom; WIDTH: 90%">
<div style="FONT-SIZE: 10pt; COLOR: #000000; FONT-STYLE: italic; TEXT-ALIGN: left">Proprietary</div>
</td>
</tr>

<tr>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: bottom; WIDTH: 10%">
<div style="FONT-SIZE: 10pt; COLOR: #000000; FONT-STYLE: italic; TEXT-ALIGN: left">S.A.</div>
</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: bottom; WIDTH: 90%">
<div style="FONT-SIZE: 10pt; COLOR: #000000; FONT-STYLE: italic; TEXT-ALIGN: left">Corporation</div>
</td>
</tr>

<tr>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: bottom; WIDTH: 10%">
<div style="FONT-SIZE: 10pt; COLOR: #000000; FONT-STYLE: italic; TEXT-ALIGN: left">SAB de CV</div>
</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: bottom; WIDTH: 90%">
<div style="FONT-SIZE: 10pt; COLOR: #000000; FONT-STYLE: italic; TEXT-ALIGN: left">Publicly Traded Company</div>
</td>
</tr>

<tr>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: bottom" colspan="2">
<div style="FONT-SIZE: 1pt; COLOR: #000000; TEXT-ALIGN: left">&#160;</div>
</td>
</tr>
</table>
</div>
</div>

<div style="FONT-FAMILY: Arial">&#160;</div>

<div>
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; COLOR: #000000; TEXT-ALIGN: left">See Sector Classification in Supplemental Information section.</div>

<div style="FONT-FAMILY: Arial"><br>
</div>

<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left">The following table summarizes the inputs used to value the Fund&#8217;s investments at January 31, 2016 (see Note 1 in the Notes to Schedule of Investments):</div>

<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left">&#160;</div>

<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman'; TEXT-ALIGN: left">
<table id="5107b2cfa8a647419968ebb4a7e53b65" style="FONT-SIZE: 9pt; FONT-FAMILY: 'Times New Roman'; WIDTH: 100%" cellspacing="0" cellpadding="0">
<tr>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; TEXT-ALIGN: left">
<div style="FONT-SIZE: 10pt; FONT-WEIGHT: bold; COLOR: #000000">Description</div>
</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; TEXT-ALIGN: right">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; TEXT-ALIGN: right" colspan="2">
<div style="FONT-SIZE: 10pt; FONT-WEIGHT: bold; COLOR: #000000">Level 1 </div>

<div style="FONT-SIZE: 10pt; FONT-WEIGHT: bold; COLOR: #000000">Quoted Prices</div>
</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; TEXT-ALIGN: right" nowrap="nowrap">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; TEXT-ALIGN: right">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; TEXT-ALIGN: right" colspan="2">
<div style="FONT-SIZE: 10pt; FONT-WEIGHT: bold; COLOR: #000000">Level 2 Significant Observable Inputs</div>
</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; TEXT-ALIGN: right" nowrap="nowrap">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; TEXT-ALIGN: right">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; TEXT-ALIGN: right" colspan="2">
<div style="FONT-SIZE: 10pt; FONT-WEIGHT: bold; COLOR: #000000">Level 3 Significant Unobservable Inputs</div>
</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; TEXT-ALIGN: right" nowrap="nowrap">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; TEXT-ALIGN: right">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; TEXT-ALIGN: right" colspan="2">
<div style="FONT-SIZE: 10pt; FONT-WEIGHT: bold; COLOR: #000000">Total</div>
</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; TEXT-ALIGN: right" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-WEIGHT: bold; COLOR: #000000; TEXT-ALIGN: left">Assets</div>
</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: bottom" valign="bottom">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top" valign="bottom" colspan="2">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: bottom" valign="bottom">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top" valign="bottom" colspan="2">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: bottom" valign="bottom">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top" valign="bottom" colspan="2">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: bottom" valign="bottom">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top" valign="bottom" colspan="2">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 52%; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; COLOR: #000000; TEXT-ALIGN: left">Convertible Bonds</div>
</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: bottom; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; COLOR: #000000">$</div>
</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 9%; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; COLOR: #000000">-</div>
</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: bottom; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; COLOR: #000000">$</div>
</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 9%; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; COLOR: #000000">280,763,792</div>
</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: bottom; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; COLOR: #000000">$</div>
</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 9%; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; COLOR: #000000">-</div>
</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: bottom; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; COLOR: #000000">$</div>
</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 9%; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; COLOR: #000000">280,763,792</div>
</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 52%; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; COLOR: #000000; TEXT-ALIGN: left">Corporate Bonds</div>
</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: bottom; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 9%; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; COLOR: #000000">-</div>
</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: bottom; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 9%; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; COLOR: #000000">171,979,939</div>
</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: bottom; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 9%; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; COLOR: #000000">-</div>
</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: bottom; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 9%; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; COLOR: #000000">171,979,939</div>
</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 52%; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; COLOR: #000000; TEXT-ALIGN: left">Senior Floating Rate Interests</div>
</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: bottom; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 9%; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; COLOR: #000000">-</div>
</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: bottom; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 9%; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; COLOR: #000000">3,671,248</div>
</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: bottom; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 9%; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; COLOR: #000000">-</div>
</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: bottom; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 9%; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; COLOR: #000000">3,671,248</div>
</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 52%; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; COLOR: #000000; TEXT-ALIGN: left">Convertible Preferred Stocks</div>
</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: bottom; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 9%; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; COLOR: #000000">75,576,941</div>
</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: bottom; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 9%; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; COLOR: #000000">-</div>
</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: bottom; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 9%; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; COLOR: #000000">-</div>
</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: bottom; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 9%; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; COLOR: #000000">75,576,941</div>
</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 52%; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; COLOR: #000000; TEXT-ALIGN: left">Common Stocks</div>
</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: bottom; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 9%; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; COLOR: #000000">40,193,587</div>
</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: bottom; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 9%; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; COLOR: #000000">-</div>
</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: bottom; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 9%; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; COLOR: #000000">-</div>
</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: bottom; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 9%; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; COLOR: #000000">40,193,587</div>
</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 52%; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; COLOR: #000000; TEXT-ALIGN: left">Short Term Investments</div>
</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: bottom; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 9%; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; COLOR: #000000">34,714,351</div>
</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: bottom; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 9%; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; COLOR: #000000">-</div>
</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: bottom; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 9%; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; COLOR: #000000">-</div>
</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: bottom; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 9%; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; COLOR: #000000">34,714,351</div>
</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; BORDER-BOTTOM: #000000 2px solid; WIDTH: 52%; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; COLOR: #000000; TEXT-ALIGN: left">Forward Foreign Currency Exchange Contracts</div>
</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; TEXT-ALIGN: right; WIDTH: 9%; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; COLOR: #000000">-</div>
</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; TEXT-ALIGN: right; WIDTH: 9%; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; COLOR: #000000">402,477</div>
</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; TEXT-ALIGN: right; WIDTH: 9%; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; COLOR: #000000">-</div>
</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; TEXT-ALIGN: right; WIDTH: 9%; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; COLOR: #000000">402,477</div>
</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; BORDER-BOTTOM: #000000 2px solid; WIDTH: 52%; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; COLOR: #000000; TEXT-ALIGN: left">Total Assets</div>
</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; COLOR: #000000">$</div>
</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; TEXT-ALIGN: right; WIDTH: 9%; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; COLOR: #000000">150,484,879</div>
</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; COLOR: #000000">$</div>
</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; TEXT-ALIGN: right; WIDTH: 9%; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; COLOR: #000000">456,817,456</div>
</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; COLOR: #000000">$</div>
</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; TEXT-ALIGN: right; WIDTH: 9%; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; COLOR: #000000">-</div>
</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; COLOR: #000000">$</div>
</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; TEXT-ALIGN: right; WIDTH: 9%; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; COLOR: #000000">607,302,335</div>
</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 52%; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-WEIGHT: bold; COLOR: #000000; TEXT-ALIGN: left">Liabilities</div>
</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: bottom; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 9%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: bottom; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 9%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: bottom; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 9%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: bottom; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 9%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 52%; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; COLOR: #000000; TEXT-ALIGN: left">Call Options Written</div>
</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: bottom; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; COLOR: #000000">$</div>
</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 9%; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; COLOR: #000000">50,678</div>
</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: bottom; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; COLOR: #000000">$</div>
</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 9%; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; COLOR: #000000">-</div>
</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: bottom; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; COLOR: #000000">$</div>
</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 9%; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; COLOR: #000000">-</div>
</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: bottom; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; COLOR: #000000">$</div>
</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 9%; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; COLOR: #000000">50,678</div>
</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; BORDER-BOTTOM: #000000 2px solid; WIDTH: 52%; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; COLOR: #000000; TEXT-ALIGN: left">Forward Foreign Currency Exchange Contracts</div>
</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; TEXT-ALIGN: right; WIDTH: 9%; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; COLOR: #000000">-</div>
</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; TEXT-ALIGN: right; WIDTH: 9%; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; COLOR: #000000">40,631</div>
</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; TEXT-ALIGN: right; WIDTH: 9%; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; COLOR: #000000">-</div>
</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; TEXT-ALIGN: right; WIDTH: 9%; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; COLOR: #000000">40,631</div>
</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; BORDER-BOTTOM: #000000 2px solid; WIDTH: 52%; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; COLOR: #000000; TEXT-ALIGN: left">Total Liabilities</div>
</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; COLOR: #000000">$</div>
</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; TEXT-ALIGN: right; WIDTH: 9%; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; COLOR: #000000">50,678</div>
</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; COLOR: #000000">$</div>
</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; TEXT-ALIGN: right; WIDTH: 9%; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; COLOR: #000000">40,631</div>
</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; COLOR: #000000">$</div>
</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; TEXT-ALIGN: right; WIDTH: 9%; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; COLOR: #000000">-</div>
</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; COLOR: #000000">$</div>
</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; TEXT-ALIGN: right; WIDTH: 9%; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; COLOR: #000000">91,309</div>
</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>
</table>
</div>

<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left">&#160;</div>

<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman'; TEXT-ALIGN: left">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left">Transfers between investment levels may occur as the markets fluctuate and/or the availability of data used in an investment&#8217;s valuation changes. Transfers between valuation levels, if any, are in comparison to the valuation levels at the end of the previous fiscal year, and are effective using the fair value as of the end of the current fiscal period.</div>

<div style="FONT-FAMILY: Arial"><br>
</div>

<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left">For the period ended January 31, 2016, there were no transfers between levels.</div>

<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left">&#160;</div>

<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left">&#160;</div>

<div id="DSPFPageBreakArea" style="MARGIN-BOTTOM: 9pt; CLEAR: both; MARGIN-TOP: 9pt">
<div id="DSPFPageBreak" style="PAGE-BREAK-AFTER: always">
<hr style="BORDER-LEFT-WIDTH: 0px; HEIGHT: 2px; BORDER-RIGHT-WIDTH: 0px; BORDER-BOTTOM-WIDTH: 0px; COLOR: #000000; CLEAR: both; MARGIN: 4px 0px; BORDER-TOP-WIDTH: 0px; WIDTH: 100%; BACKGROUND-COLOR: #000000" noshade="noshade">
</div>
</div>

<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left">
<div style="FONT-FAMILY: Arial; TEXT-ALIGN: left">
<table id="021cbc4836da4c69b8d13fb8d7b53bb6" style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; WIDTH: 100%" cellspacing="0" cellpadding="0" border="0">
<tr>
<td style="BORDER-BOTTOM: #000000 2px solid; WIDTH: 50%">
<div><strong>NOTES TO SCHEDULE OF INVESTMENTS </strong><font style="FONT-SIZE: 10pt; FONT-STYLE: italic">(Unaudited)</font></div>
</td>
<td style="BORDER-BOTTOM: #000000 2px solid; WIDTH: 50%">
<div style="TEXT-ALIGN: right">January 31, 2016</div>
</td>
</tr>
</table>
</div>

<div style="FONT-FAMILY: Arial"><br>
</div>

<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left">For information on the Advent Claymore Convertible Securities and Income Fund&#8217;s (the &#8220;Fund&#8221;) policy regarding valuation of investments and other significant accounting policies, please refer to the Fund&#8217;s most recent semiannual or annual shareholder report.</div>

<div style="FONT-FAMILY: Arial"><br>
</div>

<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; FONT-WEIGHT: bold; TEXT-ALIGN: justify">Note 1 &#8211; Accounting Policies:</div>

<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; FONT-WEIGHT: bold; TEXT-ALIGN: justify">&#160;</div>

<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: justify">The Fund operates as an investment company and accordingly follows the investment company accounting and reporting guidance of the Financial Accounting Standards Board (&#8220;FASB&#8221;) Accounting Standards Codification Topic 946 Financial Services &#8211; Investment Companies.</div>

<div style="FONT-FAMILY: Arial"><br>
</div>

<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: justify">The preparation of the financial statements in accordance with U.S. generally accepted accounting principles (&#8220;GAAP&#8221;) requires management to make estimates and assumptions that affect the reported amounts and disclosures in the financial statements. Actual results could differ from these estimates.</div>

<div style="FONT-FAMILY: Arial"><br>
</div>

<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: justify">The following is a summary of the significant accounting policies followed by the Fund.</div>

<div style="FONT-FAMILY: Arial"><br>
</div>

<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: justify">Equity securities listed on an exchange are valued at the last reported sale price on the primary exchange on which they are traded. Equity securities traded on an exchange or on the over-the-counter market and for which there are no transactions on a given day are valued at the mean of the closing bid and ask prices. Securities traded on NASDAQ are valued at the NASDAQ Official Closing Price. Equity securities not listed on a securities exchange or NASDAQ are valued at the mean of the closing bid and ask prices. Debt securities are valued by independent pricing services or dealers using the mean of the closing bid and ask prices for such securities or, if such prices are not available, at prices for securities of comparable maturity, quality and type. If sufficient market activity is limited or does not exist, the pricing providers or broker-dealers may utilize proprietary valuation models which consider market characteristics such as benchmark yield curves, option-adjusted spreads, credit spreads, estimated default rates, coupon rates, anticipated timing of principal repayments, underlying collateral, or other unique security features in order to estimate relevant cash flows, which are then discounted to calculate a security&#8217;s fair value. Exchange-traded funds and listed closed-end funds are valued at the last sale price or official closing price on the exchange where the security is principally traded. Exchange-traded options are valued at the closing price, if traded that day. If not traded, they are valued at the mean of the bid and ask prices on the primary exchange on which they are traded. Futures contracts are valued using the settlement price established each day on the exchange on which they are traded. The value of OTC swap agreements entered into by the Fund is accounted for using the unrealized gain or loss on the agreements that is determined by marking the agreements to the last quoted value provided by an independent pricing service. Forward foreign currency exchange contracts are valued daily at current exchange rates. The Fund values money market funds at net asset value. Short-term securities with remaining maturities of 60 days or less are valued at market price, or if a market price is not available, at amortized cost, provided such amount approximates market value.</div>

<div style="FONT-FAMILY: Arial"><br>
</div>

<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: justify">For those securities where quotations or prices are not available, the valuations are determined in accordance with procedures established in good faith by management and approved by the Board of Trustees. A valuation committee consisting of representatives from investment management, fund administration, legal and compliance is responsible for the oversight of the valuation process of the Fund and convenes monthly, or more frequently as needed. The valuation committee reviews monthly Level 3 fair valued securities methodology, price overrides, broker quoted securities, price source changes, illiquid securities, unchanged priced securities, halted securities, price challenges, fair valued securities sold and back testing trade prices in relation to prior day closing prices. On a quarterly basis, the valuations and methodologies of all Level 3 fair valued securities are presented to the Fund&#8217;s Board of Trustees.</div>

<div style="FONT-FAMILY: Arial"><br>
</div>

<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: justify">Valuations in accordance with these procedures are intended to reflect each security&#8217;s (or asset&#8217;s) fair value. Such fair value is the amount that the Fund might reasonably expect to receive for the security (or asset) upon its current sale. Each such determination is based on a consideration of all relevant factors, which are likely to vary from one security to another. Examples of such factors may include, but are not limited to: (i) the type of security, (ii) the initial cost of the security, (iii) the existence of any contractual restrictions on the security&#8217;s disposition, (iv) the price and extent of public trading in similar securities of the issuer or of comparable companies, (v) quotations or evaluated prices from broker-dealers and/or pricing services, (vi) information obtained from the issuer, analysts, and/or the appropriate stock exchange (for exchange traded securities), (vii) an analysis of the company&#8217;s financial statements, and (viii) an evaluation of the forces that influence the issuer and the market(s) in which the security is purchased and sold (e.g. the existence of pending merger activity, public offerings or tender offers that might affect the value of the security). There were no securities fair valued in accordance with such procedures established by the Board of Trustees as of January 31, 2016.</div>

<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: justify">&#160;</div>

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<div id="DSPFPageBreak" style="PAGE-BREAK-AFTER: always">
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</div>
</div>

<div style="FONT-FAMILY: Arial"><br>
</div>

<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: justify">GAAP requires disclosure of fair valuation measurements as of each measurement date. In compliance with GAAP, the Fund follows a fair value hierarchy that distinguishes between market data obtained from independent sources (observable inputs) and the Fund&#8217;s own market assumptions (unobservable inputs). These inputs are used in determining the value of the Fund&#8217;s investments and summarized in the following fair value hierarchy:</div>

<div style="FONT-FAMILY: Arial"><br>
</div>

<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: justify">Level 1 &#8211; quoted prices in active markets for identical securities</div>

<div style="FONT-FAMILY: Arial"><br>
</div>

<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: justify">Level 2 &#8211; quoted prices in inactive markets or other significant observable inputs (e.g. quoted prices for similar securities; interest rates; prepayment speed; credit risk; yield curves)</div>

<div style="FONT-FAMILY: Arial"><br>
</div>

<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: justify">Level 3 &#8211; significant unobservable inputs (e.g. discounted cash flow analysis; non-market based methods used to determine fair value)</div>

<div style="FONT-FAMILY: Arial"><br>
</div>

<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: justify">Observable inputs are those based upon market data obtained from independent sources, and unobservable inputs reflect the Fund&#8217;s own assumptions based on the best information available. A financial instrument&#8217;s level within the fair value hierarchy is based on the lowest level of any input both individually and in aggregate that is significant to the fair value measurement. The inputs or methodology used for valuing securities are not necessarily an indication of the risk associated with investing in those securities.</div>

<div style="FONT-FAMILY: Arial"><br>
</div>

<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: justify">The following are certain inputs and techniques that are generally utilized to evaluate how to classify each major type of investment in accordance with GAAP.</div>

<div style="FONT-FAMILY: Arial"><br>
</div>

<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: justify">Equity Securities (Common and Preferred Stock) &#8211; Equity securities traded in active markets where market quotations are readily available are categorized as Level 1. Equity securities traded in inactive markets and certain foreign equities are valued using inputs which include broker quotes, prices of securities closely related where the security held is not trading but the related security is trading, and evaluated price quotes received from independent pricing providers. To the extent that these inputs are observable, such securities are categorized as Level 2. To the extent that these inputs are unobservable, such securities are categorized as Level 3.</div>

<div style="FONT-FAMILY: Arial"><br>
</div>

<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: justify">Convertible Bonds &amp; Notes &#8211; Convertible bonds and notes are valued by independent pricing providers who employ matrix pricing models utilizing various inputs such as market prices, broker quotes, prices of securities with comparable maturities and qualities, and closing prices of corresponding underlying securities. To the extent that these inputs are observable, such securities are categorized as Level 2. To the extent that these inputs are unobservable, such securities are categorized as Level 3.</div>

<div style="FONT-FAMILY: Arial"><br>
</div>

<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: justify">Corporate Bonds &amp; Notes &#8211; Corporate bonds and notes are valued by independent pricing providers who employ matrix pricing models utilizing various inputs such as market prices, broker quotes, and prices of securities with comparable maturities and qualities, and closing prices of corresponding underlying securities. To the extent that these inputs are observable, such securities are categorized as Level 2. To the extent that these inputs are unobservable, such securities are categorized as Level 3.</div>

<div style="FONT-FAMILY: Arial"><br>
</div>

<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: justify">Listed derivatives that are actively traded are valued based on quoted prices from the exchange and categorized in level 1 of the fair value hierarchy. Over-the-counter (OTC) derivative contracts including forward currency contracts, swap contracts and option contracts derive their value from underlying asset prices, indices, reference rates, and other inputs. Depending on the product and terms of the transaction, the fair value of the OTC derivative products can be modeled taking into account the counterparties&#8217; creditworthiness and using a series of techniques, including simulation models. Many pricing models do not entail material subjectivity because the methodologies employed do not necessitate significant judgments, and the pricing inputs are observed from actively quoted markets. These OTC derivatives are categorized within level 2 of the fair value hierarchy.</div>

<div style="FONT-FAMILY: Arial"><br>
</div>

<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; FONT-WEIGHT: bold; TEXT-ALIGN: justify">Note 2 &#8211; Federal Income Taxes:</div>

<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; FONT-WEIGHT: bold; TEXT-ALIGN: justify">&#160;</div>

<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left">As of January 31, 2016, the cost of investments and accumulated unrealized appreciation/depreciation on investments for federal income tax purposes were as follows:</div>

<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left">&#160;</div>

<table id="7dc8fe3d7a534570b1c10d7547cfc656" style="FONT-SIZE: 9pt; FONT-FAMILY: 'Times New Roman'; WIDTH: 100%" cellspacing="0" cellpadding="0">
<tr>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid" valign="bottom" colspan="2">
<div style="FONT-SIZE: 10pt; FONT-WEIGHT: bold; TEXT-ALIGN: right">Cost of </div>

<div style="FONT-SIZE: 10pt; FONT-WEIGHT: bold; TEXT-ALIGN: right">Investments for </div>

<div style="FONT-SIZE: 10pt; FONT-WEIGHT: bold; TEXT-ALIGN: right">Tax Purposes</div>
</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; TEXT-ALIGN: left" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid" valign="bottom" colspan="2">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; FONT-WEIGHT: bold; TEXT-ALIGN: right">Gross Tax </div>

<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; FONT-WEIGHT: bold; TEXT-ALIGN: right">Unrealized</div>

<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; FONT-WEIGHT: bold; TEXT-ALIGN: right">Appreciation</div>
</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; TEXT-ALIGN: left" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid" valign="bottom">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid" valign="bottom" colspan="2">
<div style="FONT-SIZE: 10pt; FONT-WEIGHT: bold; TEXT-ALIGN: right">Gross Tax </div>

<div style="FONT-SIZE: 10pt; FONT-WEIGHT: bold; TEXT-ALIGN: right">Unrealized </div>

<div style="FONT-SIZE: 10pt; FONT-WEIGHT: bold; TEXT-ALIGN: right">Depreciation</div>
</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; TEXT-ALIGN: left" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid" valign="bottom" colspan="2">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; FONT-WEIGHT: bold; TEXT-ALIGN: right">Net Tax </div>

<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; FONT-WEIGHT: bold; TEXT-ALIGN: right">Unrealized</div>

<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; FONT-WEIGHT: bold; TEXT-ALIGN: right">Depreciation on </div>

<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; FONT-WEIGHT: bold; TEXT-ALIGN: right">Investments</div>
</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; TEXT-ALIGN: left" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid" valign="bottom" colspan="2">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; FONT-WEIGHT: bold; TEXT-ALIGN: right">Net Tax </div>

<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; FONT-WEIGHT: bold; TEXT-ALIGN: right">Unrealized</div>

<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; FONT-WEIGHT: bold; TEXT-ALIGN: right">Appreciation on </div>

<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; FONT-WEIGHT: bold; TEXT-ALIGN: right">Derivatives and </div>

<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; FONT-WEIGHT: bold; TEXT-ALIGN: right">Foreign Currency</div>
</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; TEXT-ALIGN: left" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom" colspan="2">
<div style="FONT-SIZE: 10pt; TEXT-ALIGN: right">$651,336,430</div>
</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt">&#160;</div>
</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; TEXT-ALIGN: right; WIDTH: 9%; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt">$8,551,863</div>
</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt">&#160;</div>
</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; TEXT-ALIGN: right; WIDTH: 9%; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt">$(52,988,435</div>
</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">
<div style="FONT-SIZE: 10pt">)</div>
</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt">&#160;</div>
</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; TEXT-ALIGN: right; WIDTH: 9%; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt">$(44,436,572</div>
</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">
<div style="FONT-SIZE: 10pt">)</div>
</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt">&#160;</div>
</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; TEXT-ALIGN: right; WIDTH: 9%; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt">$446,657</div>
</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>
</table>

<div style="FONT-FAMILY: Arial">&#160;</div>

<div style="FONT-FAMILY: Arial">&#160;</div>

<div id="DSPFPageBreakArea" style="MARGIN-BOTTOM: 9pt; CLEAR: both; MARGIN-TOP: 9pt">
<div id="DSPFPageBreak" style="PAGE-BREAK-AFTER: always">
<hr style="BORDER-LEFT-WIDTH: 0px; HEIGHT: 2px; BORDER-RIGHT-WIDTH: 0px; BORDER-BOTTOM-WIDTH: 0px; COLOR: #000000; CLEAR: both; MARGIN: 4px 0px; BORDER-TOP-WIDTH: 0px; WIDTH: 100%; BACKGROUND-COLOR: #000000" noshade="noshade">
</div>
</div>

<div style="FONT-FAMILY: Arial"><br>
 &#160;</div>

<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; FONT-WEIGHT: bold; TEXT-ALIGN: justify">Note 3 &#8211; Forward Foreign Currency Exchange Contracts:</div>

<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: justify">As of January 31, 2016, the following forward foreign currency exchange contracts were outstanding:</div>

<div style="FONT-FAMILY: Arial"><br>
</div>

<table id="29d4004a6b4a4b0883c354eaedc63c73" style="FONT-SIZE: 9pt; FONT-FAMILY: 'Times New Roman'; WIDTH: 100%" cellspacing="0" cellpadding="0" border="0">
<tr>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid" valign="bottom" colspan="4">
<div style="FONT-SIZE: 10pt; FONT-WEIGHT: bold; TEXT-ALIGN: left">Contracts to Buy</div>
</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; TEXT-ALIGN: left; WIDTH: 1%" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; WIDTH: 22%" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-WEIGHT: bold; TEXT-ALIGN: left">Counterparty</div>
</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; WIDTH: 17%" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-WEIGHT: bold; TEXT-ALIGN: right">Settlement Date</div>
</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; WIDTH: 1%" valign="bottom">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid" valign="bottom" colspan="2">
<div style="FONT-SIZE: 10pt; FONT-WEIGHT: bold; TEXT-ALIGN: right">Settlement Value</div>
</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; TEXT-ALIGN: left; WIDTH: 1%" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; WIDTH: 1%" valign="bottom">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid" valign="bottom" colspan="2">
<div style="FONT-SIZE: 10pt; FONT-WEIGHT: bold; TEXT-ALIGN: right">Value at 1/31/16</div>
</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; TEXT-ALIGN: left; WIDTH: 1%" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; WIDTH: 1%" valign="bottom">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid" valign="bottom" colspan="2">
<div style="FONT-SIZE: 10pt; FONT-WEIGHT: bold; TEXT-ALIGN: right">Net Unrealized </div>

<div style="FONT-SIZE: 10pt; FONT-WEIGHT: bold; TEXT-ALIGN: right">Appreciation </div>

<div style="FONT-SIZE: 10pt; FONT-WEIGHT: bold; TEXT-ALIGN: right">(Depreciation)</div>
</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; TEXT-ALIGN: left; WIDTH: 1%" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: bottom; WIDTH: 12%" valign="bottom">
<div style="FONT-SIZE: 10pt; TEXT-ALIGN: left">EUR</div>
</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: bottom; WIDTH: 1%" valign="bottom">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%" valign="bottom">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 10%" valign="bottom">
<div style="FONT-SIZE: 10pt">1,400,000</div>
</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: bottom; WIDTH: 22%" valign="bottom">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: bottom; WIDTH: 17%" valign="bottom">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: bottom; WIDTH: 1%" valign="bottom">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: bottom" valign="bottom" colspan="2">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: bottom; WIDTH: 1%" valign="bottom">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: bottom" valign="bottom" colspan="2">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: bottom; WIDTH: 1%" valign="bottom">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: bottom" valign="bottom" colspan="2">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; WIDTH: 12%; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; TEXT-ALIGN: left">for USD</div>
</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; TEXT-ALIGN: right; WIDTH: 10%; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt">1,524,992</div>
</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; WIDTH: 22%; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; TEXT-ALIGN: left">The Bank of New York Mellon</div>
</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; WIDTH: 17%; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; TEXT-ALIGN: right">3/16/2016</div>
</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt">$</div>
</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; TEXT-ALIGN: right; WIDTH: 9%; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt">1,524,992</div>
</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt">$</div>
</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; TEXT-ALIGN: right; WIDTH: 9%; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt">1,516,641</div>
</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div>$&#160;</div>
</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; TEXT-ALIGN: right; WIDTH: 9%; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt">(8,351</div>
</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">
<div style="FONT-SIZE: 10pt">)</div>
</td>
</tr>

<tr>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: bottom; WIDTH: 12%; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; TEXT-ALIGN: left">EUR</div>
</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: bottom; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 10%; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt">2,444,000</div>
</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: bottom; WIDTH: 22%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: bottom; WIDTH: 17%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: bottom; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 9%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: bottom; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 9%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: bottom; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 9%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; WIDTH: 12%; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; TEXT-ALIGN: left">for USD</div>
</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; TEXT-ALIGN: right; WIDTH: 10%; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt">2,668,066</div>
</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; WIDTH: 22%; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; TEXT-ALIGN: left">The Bank of New York Mellon</div>
</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; WIDTH: 17%; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; TEXT-ALIGN: right">3/16/2016</div>
</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; TEXT-ALIGN: right; WIDTH: 9%; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt">2,668,066</div>
</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; TEXT-ALIGN: right; WIDTH: 9%; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt">2,647,623</div>
</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; TEXT-ALIGN: right; WIDTH: 9%; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt">(20,443</div>
</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">
<div style="FONT-SIZE: 10pt">)</div>
</td>
</tr>

<tr>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: bottom; WIDTH: 12%; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; TEXT-ALIGN: left">EUR</div>
</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: bottom; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 10%; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt">2,100,000</div>
</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: bottom; WIDTH: 22%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: bottom; WIDTH: 17%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: bottom; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 9%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: bottom; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 9%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: bottom; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 9%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; WIDTH: 12%; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; TEXT-ALIGN: left">for USD</div>
</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; TEXT-ALIGN: right; WIDTH: 10%; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt">2,283,792</div>
</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; WIDTH: 22%; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; TEXT-ALIGN: left">The Bank of New York Mellon</div>
</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; WIDTH: 17%; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; TEXT-ALIGN: right">3/16/2016</div>
</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; TEXT-ALIGN: right; WIDTH: 9%; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt">2,283,792</div>
</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; TEXT-ALIGN: right; WIDTH: 9%; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt">2,274,962</div>
</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; TEXT-ALIGN: right; WIDTH: 9%; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt">(8,830</div>
</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">
<div style="FONT-SIZE: 10pt">)</div>
</td>
</tr>

<tr>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: bottom; WIDTH: 12%; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; TEXT-ALIGN: left">EUR</div>
</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: bottom; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 10%; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt">279,000</div>
</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: bottom; WIDTH: 22%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: bottom; WIDTH: 17%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: bottom; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 9%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: bottom; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 9%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: bottom; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 9%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; WIDTH: 12%; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; TEXT-ALIGN: left">for USD</div>
</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; TEXT-ALIGN: right; WIDTH: 10%; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt">305,252</div>
</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; WIDTH: 22%; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; TEXT-ALIGN: left">The Bank of New York Mellon</div>
</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; WIDTH: 17%; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; TEXT-ALIGN: right">3/16/2016</div>
</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; TEXT-ALIGN: right; WIDTH: 9%; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt">305,252</div>
</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; TEXT-ALIGN: right; WIDTH: 9%; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt">302,245</div>
</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; TEXT-ALIGN: right; WIDTH: 9%; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt">(3,007</div>
</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">
<div style="FONT-SIZE: 10pt">)</div>
</td>
</tr>

<tr>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; BACKGROUND-COLOR: #ffffff" valign="bottom" colspan="14">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div>$&#160;</div>
</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; TEXT-ALIGN: right; WIDTH: 9%; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt">(40,631</div>
</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">
<div style="FONT-SIZE: 10pt">)</div>
</td>
</tr>
</table>

<div style="FONT-FAMILY: Arial"><br>
</div>

<div style="FONT-FAMILY: Arial"><br>
</div>

<table id="1dabb87b7aec458f9b03c6bd93e1a036" style="FONT-SIZE: 9pt; FONT-FAMILY: 'Times New Roman'; WIDTH: 100%" cellspacing="0" cellpadding="0">
<tr>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid" valign="bottom" colspan="4">
<div style="FONT-SIZE: 10pt; FONT-WEIGHT: bold; TEXT-ALIGN: left">Contracts to Sell</div>
</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; TEXT-ALIGN: left; WIDTH: 1%" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; WIDTH: 22%" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-WEIGHT: bold; TEXT-ALIGN: left">Counterparty</div>
</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; WIDTH: 17%" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-WEIGHT: bold; TEXT-ALIGN: right">Settlement Date</div>
</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; WIDTH: 1%" valign="bottom">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid" valign="bottom" colspan="2">
<div style="FONT-SIZE: 10pt; FONT-WEIGHT: bold; TEXT-ALIGN: right">Settlement Value</div>
</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; TEXT-ALIGN: left; WIDTH: 1%" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; WIDTH: 1%" valign="bottom">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid" valign="bottom" colspan="2">
<div style="FONT-SIZE: 10pt; FONT-WEIGHT: bold; TEXT-ALIGN: right">Value at 1/31/16</div>
</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; TEXT-ALIGN: left; WIDTH: 1%" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; WIDTH: 1%" valign="bottom">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid" valign="bottom" colspan="2">
<div style="FONT-SIZE: 10pt; FONT-WEIGHT: bold; TEXT-ALIGN: right">Net Unrealized </div>

<div style="FONT-SIZE: 10pt; FONT-WEIGHT: bold; TEXT-ALIGN: right">Appreciation </div>

<div style="FONT-SIZE: 10pt; FONT-WEIGHT: bold; TEXT-ALIGN: right">(Depreciation)</div>
</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; TEXT-ALIGN: left; WIDTH: 1%" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: bottom; WIDTH: 12%" valign="bottom">
<div style="FONT-SIZE: 10pt; TEXT-ALIGN: left">CAD</div>
</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: bottom; WIDTH: 1%" valign="bottom">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%" valign="bottom">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 10%" valign="bottom">
<div style="FONT-SIZE: 10pt">550,000</div>
</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: bottom; WIDTH: 22%" valign="bottom">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: bottom; WIDTH: 17%" valign="bottom">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: bottom; WIDTH: 1%" valign="bottom">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: bottom" valign="bottom" colspan="2">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: bottom; WIDTH: 1%" valign="bottom">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: bottom" valign="bottom" colspan="2">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: bottom; WIDTH: 1%" valign="bottom">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: bottom" valign="bottom" colspan="2">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; WIDTH: 12%; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; TEXT-ALIGN: left">for USD</div>
</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; TEXT-ALIGN: right; WIDTH: 10%; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt">401,021</div>
</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; WIDTH: 22%; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; TEXT-ALIGN: left">The Bank of New York Mellon</div>
</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; WIDTH: 17%; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; TEXT-ALIGN: right">3/16/2016</div>
</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt">$</div>
</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; TEXT-ALIGN: right; WIDTH: 9%; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt">401,021</div>
</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt">$</div>
</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; TEXT-ALIGN: right; WIDTH: 9%; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt">390,833</div>
</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt">$</div>
</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; TEXT-ALIGN: right; WIDTH: 9%; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt">10,188</div>
</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: bottom; WIDTH: 12%; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; TEXT-ALIGN: left">EUR</div>
</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: bottom; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 10%; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt">11,000,000</div>
</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: bottom; WIDTH: 22%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: bottom; WIDTH: 17%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: bottom; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 9%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: bottom; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 9%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: bottom; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 9%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; WIDTH: 12%; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; TEXT-ALIGN: left">for USD</div>
</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; TEXT-ALIGN: right; WIDTH: 10%; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt">12,127,390</div>
</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; WIDTH: 22%; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; TEXT-ALIGN: left">The Bank of New York Mellon</div>
</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; WIDTH: 17%; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; TEXT-ALIGN: right">3/16/2016</div>
</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; TEXT-ALIGN: right; WIDTH: 9%; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt">12,127,390</div>
</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; TEXT-ALIGN: right; WIDTH: 9%; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt">11,916,468</div>
</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; TEXT-ALIGN: right; WIDTH: 9%; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt">210,922</div>
</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: bottom; WIDTH: 12%; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; TEXT-ALIGN: left">EUR</div>
</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: bottom; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 10%; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt">404,000</div>
</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: bottom; WIDTH: 22%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: bottom; WIDTH: 17%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: bottom; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 9%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: bottom; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 9%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: bottom; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 9%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; WIDTH: 12%; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; TEXT-ALIGN: left">for USD</div>
</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; TEXT-ALIGN: right; WIDTH: 10%; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt">442,644</div>
</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; WIDTH: 22%; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; TEXT-ALIGN: left">The Bank of New York Mellon</div>
</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; WIDTH: 17%; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; TEXT-ALIGN: right">3/16/2016</div>
</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; TEXT-ALIGN: right; WIDTH: 9%; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt">442,644</div>
</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; TEXT-ALIGN: right; WIDTH: 9%; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt">437,660</div>
</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; TEXT-ALIGN: right; WIDTH: 9%; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt">4,984</div>
</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: bottom; WIDTH: 12%; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; TEXT-ALIGN: left">GBP</div>
</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: bottom; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 10%; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt">753,000</div>
</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: bottom; WIDTH: 22%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: bottom; WIDTH: 17%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: bottom; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 9%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: bottom; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 9%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: bottom; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 9%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; WIDTH: 12%; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; TEXT-ALIGN: left">for USD</div>
</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; TEXT-ALIGN: right; WIDTH: 10%; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt">1,139,568</div>
</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; WIDTH: 22%; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; TEXT-ALIGN: left">The Bank of New York Mellon</div>
</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; WIDTH: 17%; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; TEXT-ALIGN: right">3/16/2016</div>
</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; TEXT-ALIGN: right; WIDTH: 9%; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt">1,139,568</div>
</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; TEXT-ALIGN: right; WIDTH: 9%; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt">1,068,218</div>
</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; TEXT-ALIGN: right; WIDTH: 9%; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt">71,350</div>
</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: bottom; WIDTH: 12%; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; TEXT-ALIGN: left">GBP</div>
</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: bottom; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 10%; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt">29,000</div>
</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: bottom; WIDTH: 22%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: bottom; WIDTH: 17%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: bottom; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 9%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: bottom; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 9%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: bottom; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 9%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; WIDTH: 12%; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; TEXT-ALIGN: left">for USD</div>
</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; TEXT-ALIGN: right; WIDTH: 10%; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt">41,656</div>
</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; WIDTH: 22%; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; TEXT-ALIGN: left">The Bank of New York Mellon</div>
</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; WIDTH: 17%; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; TEXT-ALIGN: right">2/1/2016</div>
</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; TEXT-ALIGN: right; WIDTH: 9%; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt">41,656</div>
</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; TEXT-ALIGN: right; WIDTH: 9%; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt">41,137</div>
</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; TEXT-ALIGN: right; WIDTH: 9%; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt">519</div>
</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: bottom; WIDTH: 12%; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; TEXT-ALIGN: left">GBP</div>
</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: bottom; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 10%; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt">1,103,000</div>
</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: bottom; WIDTH: 22%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: bottom; WIDTH: 17%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: bottom; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 9%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: bottom; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 9%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: bottom; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 9%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; WIDTH: 12%; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; TEXT-ALIGN: left">for USD</div>
</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; TEXT-ALIGN: right; WIDTH: 10%; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt">1,669,247</div>
</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; WIDTH: 22%; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; TEXT-ALIGN: left">The Bank of New York Mellon</div>
</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; WIDTH: 17%; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; TEXT-ALIGN: right">3/16/2016</div>
</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; TEXT-ALIGN: right; WIDTH: 9%; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt">1,669,247</div>
</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; TEXT-ALIGN: right; WIDTH: 9%; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt">1,564,733</div>
</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; TEXT-ALIGN: right; WIDTH: 9%; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt">104,514</div>
</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; BACKGROUND-COLOR: #ffffff" valign="bottom" colspan="14">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt">$</div>
</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; TEXT-ALIGN: right; WIDTH: 9%; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt">402,477</div>
</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; BACKGROUND-COLOR: #cceeff" valign="bottom" colspan="14">
<div style="FONT-SIZE: 10pt; TEXT-ALIGN: left">Total unrealized appreciation for forward foreign currency exchange contracts</div>
</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt">$</div>
</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; TEXT-ALIGN: right; WIDTH: 9%; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt">361,846</div>
</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>
</table>

<div style="FONT-FAMILY: Arial">&#160;</div>

<div style="FONT-FAMILY: Arial">&#160;</div>

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<div style="FONT-FAMILY: Arial">
<div><strong>SUPPLEMENTAL INFORMATION<font style="FONT-WEIGHT: normal"> (Unaudited)</font></strong></div>

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<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; FONT-WEIGHT: bold; COLOR: #000000; TEXT-ALIGN: justify">Sector Classification</div>

<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: justify">Information in the &#8220;Schedule of Investments&#8221; is categorized by sectors using sector-level classifications used by Bloomberg Industry Classification System, a widely recognized industry classification system provider. In the Fund&#8217;s registration statement, the Fund has investment policies relating to concentration in specific industries. For purposes of these investment policies, the Fund usually classifies industries based on industry-level classifications used by widely recognized industry classification system providers such as Bloomberg Industry Classification System, Global Industry Classification Standards and Barclays Global Classification Scheme.<br>
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<div style="TEXT-ALIGN: justify"><font style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman'; FONT-WEIGHT: bold; COLOR: #000000">Item 2. </font><font style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman'; FONT-WEIGHT: bold; COLOR: #000000">Controls and Procedures.</font></div>

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<div style="TEXT-ALIGN: justify">
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<td style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman'; VERTICAL-ALIGN: top; COLOR: #000000; WIDTH: 18pt; align: right">(a)</td>
<td style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman'; VERTICAL-ALIGN: top; COLOR: #000000; TEXT-ALIGN: justify; WIDTH: auto">The registrant&#8217;s principal executive officer and principal financial officer have evaluated the registrant&#8217;s disclosure controls and procedures (as defined in Rule 30a-3(c) under the Investment Company Act of 1940, as amended (the &#8220;Investment Company Act&#8221;)) as of a date within 90 days of the filing date of this report and have concluded based on such evaluation, that the registrant&#8217;s disclosure controls and procedures were effective, as of that date, in ensuring that information required to be disclosed by the registrant on this Form N-Q was recorded, processed, summarized and reported within the time periods specified in the Securities and Exchange Commission&#8217;s rules and forms.</td>
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<table id="0e7bcaf095554efeb28afd9a7dce972f" class="DSPFListTable" style="FONT-SIZE: 9pt; FONT-FAMILY: 'Times New Roman'; WIDTH: 100%" cellspacing="0" cellpadding="0">
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<td style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman'; VERTICAL-ALIGN: top; WIDTH: 18pt; align: right">(b)</td>
<td style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman'; VERTICAL-ALIGN: top; TEXT-ALIGN: justify; WIDTH: auto">There was no changes in the registrant&#8217;s internal controls over financial reporting (as defined in Rule 30a-3(d) under the Investment Company Act) that occurred during the registrant&#8217;s last fiscal quarter that has materially affected or is reasonably likely to materially affect the registrant&#8217;s internal control over financial reporting.</td>
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<div style="TEXT-ALIGN: justify"><font style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman'; FONT-WEIGHT: bold; COLOR: #000000">Item 3. </font><font style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman'; FONT-WEIGHT: bold; COLOR: #000000">Exhibits.</font></div>

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<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: justify; TEXT-INDENT: 18pt">A separate certification for each principal executive officer and principal financial officer of the registrant as required by Rule 30a-2(a) under the Investment Company Act (17 CFR 270.30a-2(a)), is attached hereto.</div>

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<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman'; FONT-WEIGHT: bold; COLOR: #000000; TEXT-ALIGN: center">SIGNATURES</div>

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<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: justify; TEXT-INDENT: 18pt">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.</div>

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<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: justify">Advent Claymore Convertible Securities and Income Fund</div>
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<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman'; TEXT-ALIGN: left">By:</div>
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<td style="VERTICAL-ALIGN: top; BORDER-BOTTOM: #000000 2px solid; WIDTH: 98%">/s/ Tracy V. Maitland</td>
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<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: justify; TEXT-INDENT: 30pt">Tracy V. Maitland</div>

<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: justify; MARGIN-LEFT: 18pt; TEXT-INDENT: 12pt">President and Chief Executive Officer</div>

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<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman'; TEXT-ALIGN: left">Date:&#160;&#160;&#160;&#160; March 29, 2016</div>
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<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman'; TEXT-ALIGN: justify; TEXT-INDENT: 18pt">Pursuant to the requirements of the Securities Exchange Act of 1934 and the Investment Company Act of 1940, this report has been signed below by the following persons on behalf of the registrant and in the capacities and on the dates indicated.</div>

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<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman'; TEXT-ALIGN: left">By:</div>
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<td style="VERTICAL-ALIGN: top; BORDER-BOTTOM: #000000 2px solid; WIDTH: 98%">/s/ Tracy V. Maitland</td>
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<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: justify; TEXT-INDENT: 30pt">Tracy V. Maitland</div>

<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: justify; TEXT-INDENT: 30pt">President and Chief Executive Officer</div>

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<div style="font-size: 10pt; font-family: 'Times New Roman'; text-align: left;">Date:&#160;&#160;&#160;&#160; March 29, 2016</div>
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<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman'; TEXT-ALIGN: left">By:</div>
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<td style="VERTICAL-ALIGN: top; BORDER-BOTTOM: #000000 2px solid; WIDTH: 98%">/s/ Robert White</td>
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<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: justify; TEXT-INDENT: 30pt">Robert White</div>

<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: justify; TEXT-INDENT: 30pt">Treasurer and Chief Financial Officer</div>

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<div style="font-size: 10pt; font-family: 'Times New Roman'; text-align: left;">Date:&#160;&#160;&#160;&#160; March 29, 2016</div>
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<DOCUMENT>
<TYPE>EX-99.CERT
<SEQUENCE>2
<FILENAME>ex99cert.htm
<DESCRIPTION>CERTIFICATIONS
<TEXT>
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<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman'; FONT-WEIGHT: bold; COLOR: #000000; TEXT-ALIGN: center"><u>CERTIFICATIONS</u></div>

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<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: justify; MARGIN-LEFT: 18pt">I, Tracy V. Maitland, certify that:</div>

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<td style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman'; VERTICAL-ALIGN: top; COLOR: #000000; WIDTH: 17.9pt; align: right">1.</td>
<td style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman'; VERTICAL-ALIGN: top; COLOR: #000000; TEXT-ALIGN: justify; WIDTH: auto">I have reviewed this report on Form N-Q of Advent Claymore Convertible Securities and Income Fund;</td>
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<table id="8a87a800ec66480fa039f0c7fb2d191b" class="DSPFListTable" style="FONT-SIZE: 9pt; FONT-FAMILY: 'Times New Roman'; WIDTH: 100%" cellspacing="0" cellpadding="0">
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<td style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman'; VERTICAL-ALIGN: top; COLOR: #000000; WIDTH: 17.9pt; align: right">2.</td>
<td style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman'; VERTICAL-ALIGN: top; COLOR: #000000; TEXT-ALIGN: justify; WIDTH: auto">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;</td>
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<table id="ad74a151a63b462ab363376ee36b0796" class="DSPFListTable" style="FONT-SIZE: 9pt; FONT-FAMILY: 'Times New Roman'; WIDTH: 100%" cellspacing="0" cellpadding="0">
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<td style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman'; VERTICAL-ALIGN: top; COLOR: #000000; WIDTH: 17.9pt; align: right">3.</td>
<td style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman'; VERTICAL-ALIGN: top; COLOR: #000000; TEXT-ALIGN: justify; WIDTH: auto">Based on my knowledge, the schedule of investments included in this report fairly presents in all material respects the investments of the registrant as of the end of the fiscal quarter for which the report is filed;</td>
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<table id="f2e2db75f1114c16b10c8f27e9dd563e" class="DSPFListTable" style="FONT-SIZE: 9pt; FONT-FAMILY: 'Times New Roman'; WIDTH: 100%" cellspacing="0" cellpadding="0">
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<td style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman'; VERTICAL-ALIGN: top; COLOR: #000000; WIDTH: 17.9pt; align: right">4.</td>
<td style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman'; VERTICAL-ALIGN: top; COLOR: #000000; TEXT-ALIGN: justify; WIDTH: auto">The registrant&#8217;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:</td>
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<td style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman'; VERTICAL-ALIGN: top; COLOR: #000000; WIDTH: 18pt; align: right">(a)</td>
<td style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman'; VERTICAL-ALIGN: top; COLOR: #000000; TEXT-ALIGN: justify; WIDTH: auto">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;</td>
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<div style="TEXT-ALIGN: justify">
<table id="6f39ff96cfa5457292b0bfe912648229" class="DSPFListTable" style="FONT-SIZE: 9pt; FONT-FAMILY: 'Times New Roman'; WIDTH: 100%" cellspacing="0" cellpadding="0">
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<td style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman'; VERTICAL-ALIGN: top; COLOR: #000000; WIDTH: 18pt; align: right">(b)</td>
<td style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman'; VERTICAL-ALIGN: top; COLOR: #000000; TEXT-ALIGN: justify; WIDTH: auto">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;</td>
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<div style="TEXT-ALIGN: justify">
<table id="69bdbda61c354d5e94996c213bacf477" class="DSPFListTable" style="FONT-SIZE: 9pt; FONT-FAMILY: 'Times New Roman'; WIDTH: 100%" cellspacing="0" cellpadding="0">
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<td style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman'; VERTICAL-ALIGN: top; COLOR: #000000; WIDTH: 18pt; align: right">(c)</td>
<td style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman'; VERTICAL-ALIGN: top; COLOR: #000000; TEXT-ALIGN: justify; WIDTH: auto">Evaluated the effectiveness of the registrant&#8217;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,<font style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman'; FONT-WEIGHT: bold">&#160;</font>based on such evaluation; and</td>
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<table id="611d971519c34471a82a67bd2372fe61" class="DSPFListTable" style="FONT-SIZE: 9pt; FONT-FAMILY: 'Times New Roman'; WIDTH: 100%" cellspacing="0" cellpadding="0">
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<td style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman'; VERTICAL-ALIGN: top; COLOR: #000000; WIDTH: 18pt; align: right">(d)</td>
<td style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman'; VERTICAL-ALIGN: top; COLOR: #000000; TEXT-ALIGN: justify; WIDTH: auto">Disclosed in this report any change in the registrant&#8217;s internal control over financial reporting that occurred during the registrant&#8217;s most recent fiscal quarter that has materially affected, or is reasonably likely to materially affect, the registrant&#8217;s internal control over financial reporting; and</td>
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<div style="TEXT-ALIGN: justify">
<table id="d50d10e330714fe3b7998e5da5b44d69" class="DSPFListTable" style="FONT-SIZE: 9pt; FONT-FAMILY: 'Times New Roman'; WIDTH: 100%" cellspacing="0" cellpadding="0">
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<td style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman'; VERTICAL-ALIGN: top; COLOR: #000000; WIDTH: 17.9pt; align: right">5.</td>
<td style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman'; VERTICAL-ALIGN: top; COLOR: #000000; TEXT-ALIGN: justify; WIDTH: auto">The registrant&#8217;s other certifying officer and I have disclosed to the registrant&#8217;s auditors and the audit committee of the registrant&#8217;s board of directors (or persons performing the equivalent functions):</td>
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<td style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman'; VERTICAL-ALIGN: top; COLOR: #000000; WIDTH: 18pt; align: right">(a)</td>
<td style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman'; VERTICAL-ALIGN: top; COLOR: #000000; TEXT-ALIGN: justify; WIDTH: auto">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&#8217;s ability to record, process, summarize, and report financial information; and</td>
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<td style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman'; VERTICAL-ALIGN: top; COLOR: #000000; WIDTH: 18pt; align: right">(b)</td>
<td style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman'; VERTICAL-ALIGN: top; COLOR: #000000; TEXT-ALIGN: justify; WIDTH: auto">Any fraud, whether or not material, that involves management or other employees who have a significant role in the registrant&#8217;s internal control over financial reporting.</td>
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<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: justify; MARGIN-LEFT: 36pt">Date:&#160;<font style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman'; FONT-VARIANT: normal; FONT-WEIGHT: normal; COLOR: #000000; FONT-STYLE: normal"><u>March 29, 2016&#160;&#160;&#160;&#160;&#160;&#160;&#160;&#160;&#160;&#160;&#160;&#160;&#160;&#160;&#160;&#160; </u></font></div>

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<td style="VERTICAL-ALIGN: top; BORDER-BOTTOM: #000000 2px solid; TEXT-ALIGN: center; WIDTH: 36%">&#160;/s/ Tracy V. Maitland</td>
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<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: center">Tracy V. Maitland</div>

<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: center">President and Chief Executive Officer</div>
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<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman'; FONT-WEIGHT: bold; COLOR: #000000; TEXT-ALIGN: center"><u>CERTIFICATIONS</u></div>

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<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: justify; MARGIN-LEFT: 18pt">I, Robert White, certify that:</div>

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<td style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman'; VERTICAL-ALIGN: top; COLOR: #000000; WIDTH: 17.9pt; align: right">1.</td>
<td style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman'; VERTICAL-ALIGN: top; COLOR: #000000; TEXT-ALIGN: justify; WIDTH: auto">I have reviewed this report on Form N-Q of Advent Claymore Convertible Securities and Income Fund;</td>
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<table id="d9cdce1856a64a5b8a48e51a71cc1fc1" class="DSPFListTable" style="FONT-SIZE: 9pt; FONT-FAMILY: 'Times New Roman'; WIDTH: 100%" cellspacing="0" cellpadding="0">
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<td style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman'; VERTICAL-ALIGN: top; COLOR: #000000; WIDTH: 17.9pt; align: right">2.</td>
<td style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman'; VERTICAL-ALIGN: top; COLOR: #000000; TEXT-ALIGN: justify; WIDTH: auto">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;</td>
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<table id="fb2ffb4da1a642628814d367817ee4ca" class="DSPFListTable" style="FONT-SIZE: 9pt; FONT-FAMILY: 'Times New Roman'; WIDTH: 100%" cellspacing="0" cellpadding="0">
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<td style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman'; VERTICAL-ALIGN: top; COLOR: #000000; WIDTH: 17.9pt; align: right">3.</td>
<td style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman'; VERTICAL-ALIGN: top; COLOR: #000000; TEXT-ALIGN: justify; WIDTH: auto">Based on my knowledge, the schedule of investments included in this report fairly presents in all material respects the investments of the registrant as of the end of the fiscal quarter for which the report is filed;</td>
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<table id="921de5dea1b24d28b4b218193cbd4010" class="DSPFListTable" style="FONT-SIZE: 9pt; FONT-FAMILY: 'Times New Roman'; WIDTH: 100%" cellspacing="0" cellpadding="0">
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<td style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman'; VERTICAL-ALIGN: top; COLOR: #000000; WIDTH: 17.9pt; align: right">4.</td>
<td style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman'; VERTICAL-ALIGN: top; COLOR: #000000; TEXT-ALIGN: justify; WIDTH: auto">The registrant&#8217;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:</td>
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<td style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman'; VERTICAL-ALIGN: top; COLOR: #000000; WIDTH: 18pt; align: right">(a)</td>
<td style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman'; VERTICAL-ALIGN: top; COLOR: #000000; TEXT-ALIGN: justify; WIDTH: auto">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;</td>
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<td style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman'; VERTICAL-ALIGN: top; COLOR: #000000; WIDTH: 18pt; align: right">(b)</td>
<td style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman'; VERTICAL-ALIGN: top; COLOR: #000000; TEXT-ALIGN: justify; WIDTH: auto">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;</td>
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<td style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman'; VERTICAL-ALIGN: top; COLOR: #000000; WIDTH: 18pt; align: right">(c)</td>
<td style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman'; VERTICAL-ALIGN: top; COLOR: #000000; TEXT-ALIGN: justify; WIDTH: auto">Evaluated the effectiveness of the registrant&#8217;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,<font style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman'; FONT-WEIGHT: bold">&#160;</font>based on such evaluation; and</td>
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<td style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman'; VERTICAL-ALIGN: top; COLOR: #000000; WIDTH: 18pt; align: right">(d)</td>
<td style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman'; VERTICAL-ALIGN: top; COLOR: #000000; TEXT-ALIGN: justify; WIDTH: auto">Disclosed in this report any change in the registrant&#8217;s internal control over financial reporting that occurred during the registrant&#8217;s most recent fiscal quarter that has materially affected, or is reasonably likely to materially affect, the registrant&#8217;s internal control over financial reporting; and</td>
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<td style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman'; VERTICAL-ALIGN: top; COLOR: #000000; WIDTH: 17.9pt; align: right">5.</td>
<td style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman'; VERTICAL-ALIGN: top; COLOR: #000000; TEXT-ALIGN: justify; WIDTH: auto">The registrant&#8217;s other certifying officer and I have disclosed to the registrant&#8217;s auditors and the audit committee of the registrant&#8217;s board of directors (or persons performing the equivalent functions):</td>
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<td style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman'; VERTICAL-ALIGN: top; COLOR: #000000; WIDTH: 18pt; align: right">(a)</td>
<td style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman'; VERTICAL-ALIGN: top; COLOR: #000000; TEXT-ALIGN: justify; WIDTH: auto">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&#8217;s ability to record, process, summarize, and report financial information; and</td>
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<td style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman'; VERTICAL-ALIGN: top; COLOR: #000000; WIDTH: 18pt; align: right">(b)</td>
<td style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman'; VERTICAL-ALIGN: top; COLOR: #000000; TEXT-ALIGN: justify; WIDTH: auto">Any fraud, whether or not material, that involves management or other employees who have a significant role in the registrant&#8217;s internal control over financial reporting.</td>
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<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: justify; MARGIN-LEFT: 36pt">Date: <font style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman'; FONT-VARIANT: normal; FONT-WEIGHT: normal; COLOR: #000000; FONT-STYLE: normal"><u>March 29, 2016&#160;&#160;&#160;&#160;&#160;&#160;&#160;&#160;&#160;&#160;&#160;&#160;&#160;&#160;&#160;&#160;&#160;&#160; </u></font></div>

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<td style="VERTICAL-ALIGN: top; BORDER-BOTTOM: #000000 2px solid; TEXT-ALIGN: center; WIDTH: 36%">&#160;/s/ Robert White</td>
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<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: center">Robert White</div>
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<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: center">Treasurer and Chief Financial Officer</div>
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