<SEC-DOCUMENT>0000891804-16-001756.txt : 20160928
<SEC-HEADER>0000891804-16-001756.hdr.sgml : 20160928
<ACCEPTANCE-DATETIME>20160928154836
ACCESSION NUMBER:		0000891804-16-001756
CONFORMED SUBMISSION TYPE:	N-Q
PUBLIC DOCUMENT COUNT:		2
CONFORMED PERIOD OF REPORT:	20160731
FILED AS OF DATE:		20160928
DATE AS OF CHANGE:		20160928
EFFECTIVENESS DATE:		20160928

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:		161906923

	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>
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<div style="MARGIN-BOTTOM: 0.2pt; FONT-SIZE: 12pt; FONT-FAMILY: 'Times New Roman', serif; COLOR: #000000; TEXT-ALIGN: center">UNITED STATES</div>

<div style="MARGIN-BOTTOM: 0.2pt; FONT-SIZE: 12pt; FONT-FAMILY: 'Times New Roman', serif; COLOR: #000000; TEXT-ALIGN: center">&#160;SECURITIES AND EXCHANGE COMMISSION</div>

<div style="FONT-SIZE: 12pt; FONT-FAMILY: 'Times New Roman', serif; COLOR: #000000; TEXT-ALIGN: center">Washington, DC&#160; 20549</div>

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

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<div style="FONT-SIZE: 12pt; FONT-FAMILY: 'Times New Roman', serif; FONT-WEIGHT: bold; COLOR: #000000; TEXT-ALIGN: center">QUARTERLY SCHEDULE OF PORTFOLIO HOLDINGS OF REGISTERED</div>

<div style="FONT-SIZE: 12pt; FONT-FAMILY: 'Times New Roman', serif; 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', serif; 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', serif; 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', serif; COLOR: #000000; TEXT-ALIGN: center">&#160;</div>

<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', serif; 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', serif; 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', serif; 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', serif; COLOR: #000000; TEXT-ALIGN: center">(Address of principal executive offices) (Zip code)</div>
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<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', serif; COLOR: #000000; TEXT-ALIGN: center">&#160;</div>

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

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

<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', serif; COLOR: #000000; TEXT-ALIGN: center">New York, NY 10020</div>
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<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', serif; COLOR: #000000; TEXT-ALIGN: center">(Name and address of agent for service)</div>
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<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', serif; COLOR: #000000; TEXT-ALIGN: justify">Registrant&#8217;s telephone number, including area code:&#160; (<font style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', serif"><u>212) 482-1600</u></font></div>

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

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

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

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

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

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<div style="COLOR: #000000; TEXT-ALIGN: left">Advent Claymore Convertible Securities &amp; Income Fund</div>
</td>
<td style="VERTICAL-ALIGN: middle; WIDTH: 19.59%">&#160;</td>
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<div style="FONT-SIZE: 16pt; FONT-WEIGHT: bold; TEXT-ALIGN: left"><font style="FONT-SIZE: 12pt">SCHEDULE OF INVESTMENTS </font><font style="FONT-SIZE: 9pt; FONT-STYLE: italic">(Unaudited)</font></div>
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<td style="VERTICAL-ALIGN: middle; BORDER-BOTTOM: #000000 2px solid; WIDTH: 19.59%">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial, Helvetica, sans-serif; COLOR: #000000; TEXT-ALIGN: right">July 31, 2016</div>
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<td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; WIDTH: 75%" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid" valign="bottom" colspan="2">
<div style="FONT-SIZE: 9pt; FONT-FAMILY: Arial, Helvetica, sans-serif; FONT-WEIGHT: bold; COLOR: #000000; TEXT-ALIGN: right">Shares</div>
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<td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; TEXT-ALIGN: left; WIDTH: 1%" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; WIDTH: 2%" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; WIDTH: 1%" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid" valign="bottom" colspan="2">
<div style="FONT-SIZE: 9pt; FONT-FAMILY: Arial, Helvetica, sans-serif; FONT-WEIGHT: bold; COLOR: #000000; TEXT-ALIGN: right">Value</div>
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<td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; TEXT-ALIGN: left; WIDTH: 1%" valign="bottom" nowrap="nowrap">&#160;</td>
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<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial, Helvetica, sans-serif; FONT-WEIGHT: bold; COLOR: #000000; TEXT-ALIGN: left">COMMON STOCKS<sup style="vertical-align: text-top; line-height: 1; font-size: smaller;FONT-FAMILY: Arial, Helvetica, sans-serif">&#8224;</sup> - 4.5%</div>
</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
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<td style="VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff" valign="bottom" colspan="8">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial, Helvetica, sans-serif; FONT-WEIGHT: bold; COLOR: #000000; TEXT-ALIGN: left">Consumer, Non-cyclical - 2.1%</div>
</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
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<tr style="HEIGHT: 17px">
<td style="VERTICAL-ALIGN: bottom; WIDTH: 75%; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 9pt; FONT-FAMILY: Arial, Helvetica, sans-serif; COLOR: #000000; TEXT-ALIGN: left; MARGIN-LEFT: 9pt; TEXT-INDENT: -9pt">Cigna Corp.<sup style="vertical-align: text-top; line-height: 1; font-size: smaller">1</sup></div>
</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 10%; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 9pt; FONT-FAMILY: Arial, Helvetica, sans-serif; COLOR: #000000">29,971</div>
</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 2%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="FONT-SIZE: 10pt; FONT-FAMILY: Arial, Helvetica, 'sans-serif'; FONT-VARIANT: normal; VERTICAL-ALIGN: bottom; FONT-WEIGHT: normal; FONT-STYLE: normal; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">$</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 8%; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 9pt; FONT-FAMILY: Arial, Helvetica, sans-serif; COLOR: #000000; TEXT-ALIGN: right">3,865,060</div>
</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
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<tr>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 75%; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 9pt; FONT-FAMILY: Arial, Helvetica, sans-serif; COLOR: #000000; TEXT-ALIGN: left; MARGIN-LEFT: 9pt; TEXT-INDENT: -9pt">Gilead Sciences, Inc.<sup style="vertical-align: text-top; line-height: 1; font-size: smaller">1</sup></div>
</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 10%; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 9pt; FONT-FAMILY: Arial, Helvetica, sans-serif; COLOR: #000000">32,900</div>
</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 2%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 8%; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 9pt; FONT-FAMILY: Arial, Helvetica, sans-serif; COLOR: #000000">2,614,563</div>
</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: bottom; PADDING-BOTTOM: 2px; WIDTH: 75%; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 9pt; FONT-FAMILY: Arial, Helvetica, sans-serif; COLOR: #000000; TEXT-ALIGN: left; MARGIN-LEFT: 9pt; TEXT-INDENT: -9pt">Biogen, Inc.<sup style="vertical-align: text-top; line-height: 1; font-size: smaller">*</sup></div>
</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-BOTTOM: 2px; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-BOTTOM: 2px; TEXT-ALIGN: right; WIDTH: 10%; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 9pt; FONT-FAMILY: Arial, Helvetica, sans-serif; COLOR: #000000">6,600</div>
</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-BOTTOM: 2px; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-BOTTOM: 2px; WIDTH: 2%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; TEXT-ALIGN: right; WIDTH: 8%; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 9pt; FONT-FAMILY: Arial, Helvetica, sans-serif; COLOR: #000000">1,913,538</div>
</td>
<td style="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="VERTICAL-ALIGN: bottom; PADDING-BOTTOM: 2px; BORDER-BOTTOM-COLOR: ; WIDTH: 75%; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 9pt; FONT-FAMILY: Arial, Helvetica, sans-serif; FONT-WEIGHT: bold; COLOR: #000000; TEXT-ALIGN: left">Total Consumer, Non-cyclical</div>
</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-BOTTOM: 2px; BORDER-BOTTOM-COLOR: ; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-BOTTOM: 2px; BORDER-BOTTOM-COLOR: ; TEXT-ALIGN: right; WIDTH: 10%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-BOTTOM: 2px; BORDER-BOTTOM-COLOR: ; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-BOTTOM: 2px; BORDER-BOTTOM-COLOR: ; WIDTH: 2%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; TEXT-ALIGN: right; WIDTH: 8%; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 9pt; FONT-FAMILY: Arial, Helvetica, sans-serif; COLOR: #000000">8,393,161</div>
</td>
<td style="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="VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff" valign="bottom" colspan="8">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial, Helvetica, sans-serif; FONT-WEIGHT: bold; COLOR: #000000; TEXT-ALIGN: left">Consumer, Cyclical - 1.9%</div>
</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 75%; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 9pt; FONT-FAMILY: Arial, Helvetica, sans-serif; COLOR: #000000; TEXT-ALIGN: left; MARGIN-LEFT: 9pt; TEXT-INDENT: -9pt">L Brands, Inc.<sup style="vertical-align: text-top; line-height: 1; font-size: smaller">1</sup></div>
</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 10%; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 9pt; FONT-FAMILY: Arial, Helvetica, sans-serif; COLOR: #000000">52,000</div>
</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM-COLOR: ; WIDTH: 2%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 8%; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 9pt; FONT-FAMILY: Arial, Helvetica, sans-serif; COLOR: #000000">3,842,800</div>
</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: bottom; PADDING-BOTTOM: 2px; WIDTH: 75%; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 9pt; FONT-FAMILY: Arial, Helvetica, sans-serif; COLOR: #000000; TEXT-ALIGN: left; MARGIN-LEFT: 9pt; TEXT-INDENT: -9pt">General Motors Co.<sup style="vertical-align: text-top; line-height: 1; font-size: smaller">1</sup></div>
</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-BOTTOM: 2px; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-BOTTOM: 2px; TEXT-ALIGN: right; WIDTH: 10%; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 9pt; FONT-FAMILY: Arial, Helvetica, sans-serif; COLOR: #000000">109,000</div>
</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-BOTTOM: 2px; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-BOTTOM: 2px; WIDTH: 2%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; TEXT-ALIGN: right; WIDTH: 8%; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 9pt; FONT-FAMILY: Arial, Helvetica, sans-serif; COLOR: #000000">3,437,860</div>
</td>
<td style="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="VERTICAL-ALIGN: bottom; PADDING-BOTTOM: 2px; BORDER-BOTTOM-COLOR: ; WIDTH: 75%; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 9pt; FONT-FAMILY: Arial, Helvetica, sans-serif; FONT-WEIGHT: bold; COLOR: #000000; TEXT-ALIGN: left">Total Consumer, Cyclical</div>
</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-BOTTOM: 2px; BORDER-BOTTOM-COLOR: ; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-BOTTOM: 2px; BORDER-BOTTOM-COLOR: ; TEXT-ALIGN: right; WIDTH: 10%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-BOTTOM: 2px; BORDER-BOTTOM-COLOR: ; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-BOTTOM: 2px; BORDER-BOTTOM-COLOR: ; WIDTH: 2%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; TEXT-ALIGN: right; WIDTH: 8%; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 9pt; FONT-FAMILY: Arial, Helvetica, sans-serif; COLOR: #000000">7,280,660</div>
</td>
<td style="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="VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff" valign="bottom" colspan="8">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial, Helvetica, sans-serif; FONT-WEIGHT: bold; COLOR: #000000; TEXT-ALIGN: left">Basic Materials - 0.5%</div>
</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: bottom; PADDING-BOTTOM: 2px; WIDTH: 75%; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 9pt; FONT-FAMILY: Arial, Helvetica, sans-serif; COLOR: #000000; TEXT-ALIGN: left; MARGIN-LEFT: 9pt; TEXT-INDENT: -9pt">LyondellBasell Industries N.V. <font style="FONT-SIZE: 9pt; FONT-FAMILY: Arial, Helvetica, sans-serif">&#8212;</font> Class<font style="FONT-SIZE: 9pt; FONT-FAMILY: Arial, Helvetica, sans-serif">&#160;</font>A</div>
</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-BOTTOM: 2px; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-BOTTOM: 2px; TEXT-ALIGN: right; WIDTH: 10%; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 9pt; FONT-FAMILY: Arial, Helvetica, sans-serif; COLOR: #000000">27,200</div>
</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-BOTTOM: 2px; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-BOTTOM: 2px; WIDTH: 2%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; TEXT-ALIGN: right; WIDTH: 8%; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 9pt; FONT-FAMILY: Arial, Helvetica, sans-serif; COLOR: #000000">2,047,072</div>
</td>
<td style="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="VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff" valign="bottom" colspan="8">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial, Helvetica, sans-serif; FONT-WEIGHT: bold; COLOR: #000000; TEXT-ALIGN: left">Industrial - 0.0%<sup style="vertical-align: text-top; line-height: 1; font-size: smaller">**</sup></div>
</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: bottom; PADDING-BOTTOM: 2px; WIDTH: 75%; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 9pt; FONT-FAMILY: Arial, Helvetica, sans-serif; COLOR: #000000; TEXT-ALIGN: left; MARGIN-LEFT: 9pt; TEXT-INDENT: -9pt">General Electric Co.</div>
</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-BOTTOM: 2px; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-BOTTOM: 2px; TEXT-ALIGN: right; WIDTH: 10%; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 9pt; FONT-FAMILY: Arial, Helvetica, sans-serif; COLOR: #000000">1</div>
</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-BOTTOM: 2px; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-BOTTOM: 2px; WIDTH: 2%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; TEXT-ALIGN: right; WIDTH: 8%; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 9pt; FONT-FAMILY: Arial, Helvetica, sans-serif; COLOR: #000000">31</div>
</td>
<td style="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="VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff" valign="bottom" colspan="3">
<div style="FONT-SIZE: 9pt; FONT-FAMILY: Arial, Helvetica, sans-serif; FONT-WEIGHT: bold; COLOR: #000000; TEXT-ALIGN: left">Total Common Stocks</div>
</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 2%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 8%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr style="HEIGHT: 19px">
<td style="VERTICAL-ALIGN: bottom; PADDING-BOTTOM: 2px; BORDER-BOTTOM-COLOR: ; WIDTH: 75%; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 9pt; FONT-FAMILY: Arial, Helvetica, sans-serif; COLOR: #000000; TEXT-ALIGN: left; TEXT-INDENT: 9pt">(Cost $19,060,014)</div>
</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-BOTTOM: 2px; BORDER-BOTTOM-COLOR: ; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-BOTTOM: 2px; BORDER-BOTTOM-COLOR: ; TEXT-ALIGN: right; WIDTH: 10%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-BOTTOM: 2px; BORDER-BOTTOM-COLOR: ; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-BOTTOM: 2px; BORDER-BOTTOM-COLOR: ; WIDTH: 2%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; TEXT-ALIGN: right; WIDTH: 8%; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 9pt; FONT-FAMILY: Arial, Helvetica, sans-serif; COLOR: #000000">17,720,924</div>
</td>
<td style="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="VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff" valign="bottom" colspan="8">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial, Helvetica, sans-serif; FONT-WEIGHT: bold; COLOR: #000000; TEXT-ALIGN: left">CONVERTIBLE PREFERRED STOCKS<sup style="vertical-align: text-top; line-height: 1; font-size: smaller;FONT-FAMILY: Arial, Helvetica, sans-serif">&#8224;</sup> - 16.6%</div>
</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff" valign="bottom" colspan="8">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial, Helvetica, sans-serif; FONT-WEIGHT: bold; COLOR: #000000; TEXT-ALIGN: left">Consumer, Non-cyclical - 5.9%</div>
</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 75%; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 9pt; FONT-FAMILY: Arial, Helvetica, sans-serif; COLOR: #000000; TEXT-ALIGN: left; MARGIN-LEFT: 9pt; TEXT-INDENT: -9pt">Allergan plc</div>
</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 10%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 2%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 8%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 75%; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 9pt; FONT-FAMILY: Arial, Helvetica, sans-serif; COLOR: #000000; TEXT-ALIGN: left; MARGIN-LEFT: 18pt; 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="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 10%; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 9pt; FONT-FAMILY: Arial, Helvetica, sans-serif; COLOR: #000000">10,038</div>
</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 2%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 8%; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 9pt; FONT-FAMILY: Arial, Helvetica, sans-serif; COLOR: #000000">8,997,460</div>
</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 75%; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 9pt; FONT-FAMILY: Arial, Helvetica, sans-serif; COLOR: #000000; TEXT-ALIGN: left; MARGIN-LEFT: 9pt; TEXT-INDENT: -9pt">Teva Pharmaceutical Industries Ltd.</div>
</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 10%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 2%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 8%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 75%; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 9pt; FONT-FAMILY: Arial, Helvetica, sans-serif; COLOR: #000000; TEXT-ALIGN: left; MARGIN-LEFT: 18pt; 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="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 10%; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 9pt; FONT-FAMILY: Arial, Helvetica, sans-serif; COLOR: #000000">9,394</div>
</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 2%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 8%; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 9pt; FONT-FAMILY: Arial, Helvetica, sans-serif; COLOR: #000000">8,341,872</div>
</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 75%; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 9pt; FONT-FAMILY: Arial, Helvetica, sans-serif; COLOR: #000000; TEXT-ALIGN: left; MARGIN-LEFT: 9pt; TEXT-INDENT: -9pt">Anthem, Inc.</div>
</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 10%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 2%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 8%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: bottom; PADDING-BOTTOM: 2px; WIDTH: 75%; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 9pt; FONT-FAMILY: Arial, Helvetica, sans-serif; COLOR: #000000; TEXT-ALIGN: left; MARGIN-LEFT: 18pt; 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="VERTICAL-ALIGN: bottom; PADDING-BOTTOM: 2px; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-BOTTOM: 2px; TEXT-ALIGN: right; WIDTH: 10%; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 9pt; FONT-FAMILY: Arial, Helvetica, sans-serif; COLOR: #000000">128,449</div>
</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-BOTTOM: 2px; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-BOTTOM: 2px; WIDTH: 2%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; TEXT-ALIGN: right; WIDTH: 8%; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 9pt; FONT-FAMILY: Arial, Helvetica, sans-serif; COLOR: #000000">5,712,127</div>
</td>
<td style="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="VERTICAL-ALIGN: bottom; PADDING-BOTTOM: 2px; BORDER-BOTTOM-COLOR: ; WIDTH: 75%; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 9pt; FONT-FAMILY: Arial, Helvetica, sans-serif; FONT-WEIGHT: bold; COLOR: #000000; TEXT-ALIGN: left">Total Consumer, Non-cyclical</div>
</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-BOTTOM: 2px; BORDER-BOTTOM-COLOR: ; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-BOTTOM: 2px; BORDER-BOTTOM-COLOR: ; TEXT-ALIGN: right; WIDTH: 10%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-BOTTOM: 2px; BORDER-BOTTOM-COLOR: ; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-BOTTOM: 2px; BORDER-BOTTOM-COLOR: ; WIDTH: 2%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; TEXT-ALIGN: right; WIDTH: 8%; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 9pt; FONT-FAMILY: Arial, Helvetica, sans-serif; COLOR: #000000">23,051,459</div>
</td>
<td style="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="VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff" valign="bottom" colspan="8">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial, Helvetica, sans-serif; FONT-WEIGHT: bold; COLOR: #000000; TEXT-ALIGN: left">Financial - 3.0%</div>
</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 75%; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 9pt; FONT-FAMILY: Arial, Helvetica, sans-serif; COLOR: #000000; TEXT-ALIGN: left; MARGIN-LEFT: 9pt; TEXT-INDENT: -9pt">Wells Fargo &amp; Co.</div>
</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 10%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 2%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 8%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 75%; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 9pt; FONT-FAMILY: Arial, Helvetica, sans-serif; COLOR: #000000; TEXT-ALIGN: left; MARGIN-LEFT: 18pt; TEXT-INDENT: -9pt">7.50% due <sup style="vertical-align: text-top; line-height: 1; font-size: smaller">1,2</sup></div>
</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 10%; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 9pt; FONT-FAMILY: Arial, Helvetica, sans-serif; COLOR: #000000">4,032</div>
</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 2%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 8%; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 9pt; FONT-FAMILY: Arial, Helvetica, sans-serif; COLOR: #000000">5,378,687</div>
</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 75%; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 9pt; FONT-FAMILY: Arial, Helvetica, sans-serif; COLOR: #000000; TEXT-ALIGN: left; MARGIN-LEFT: 9pt; TEXT-INDENT: -9pt">KeyCorp</div>
</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 10%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 2%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 8%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 75%; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 9pt; FONT-FAMILY: Arial, Helvetica, sans-serif; COLOR: #000000; TEXT-ALIGN: left; MARGIN-LEFT: 18pt; TEXT-INDENT: -9pt">7.75% due <sup style="vertical-align: text-top; line-height: 1; font-size: smaller">1,2</sup></div>
</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 10%; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 9pt; FONT-FAMILY: Arial, Helvetica, sans-serif; COLOR: #000000">18,000</div>
</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 2%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 8%; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 9pt; FONT-FAMILY: Arial, Helvetica, sans-serif; COLOR: #000000">2,430,000</div>
</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 75%; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 9pt; FONT-FAMILY: Arial, Helvetica, sans-serif; COLOR: #000000; TEXT-ALIGN: left; MARGIN-LEFT: 9pt; TEXT-INDENT: -9pt">American Tower Corp.</div>
</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 10%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 2%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 8%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 75%; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 9pt; FONT-FAMILY: Arial, Helvetica, sans-serif; COLOR: #000000; TEXT-ALIGN: left; MARGIN-LEFT: 18pt; 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="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 10%; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 9pt; FONT-FAMILY: Arial, Helvetica, sans-serif; COLOR: #000000">20,881</div>
</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 2%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 8%; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 9pt; FONT-FAMILY: Arial, Helvetica, sans-serif; COLOR: #000000">2,310,483</div>
</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 75%; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 9pt; FONT-FAMILY: Arial, Helvetica, sans-serif; COLOR: #000000; TEXT-ALIGN: left; MARGIN-LEFT: 9pt; TEXT-INDENT: -9pt">Alexandria Real Estate Equities, Inc.</div>
</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 10%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 2%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 8%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: bottom; PADDING-BOTTOM: 2px; WIDTH: 75%; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 9pt; FONT-FAMILY: Arial, Helvetica, sans-serif; COLOR: #000000; TEXT-ALIGN: left; MARGIN-LEFT: 18pt; TEXT-INDENT: -9pt">7.00% due <sup style="vertical-align: text-top; line-height: 1; font-size: smaller">1,2</sup></div>
</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-BOTTOM: 2px; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-BOTTOM: 2px; TEXT-ALIGN: right; WIDTH: 10%; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 9pt; FONT-FAMILY: Arial, Helvetica, sans-serif; COLOR: #000000">49,500</div>
</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-BOTTOM: 2px; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-BOTTOM: 2px; WIDTH: 2%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; TEXT-ALIGN: right; WIDTH: 8%; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 9pt; FONT-FAMILY: Arial, Helvetica, sans-serif; COLOR: #000000">1,743,885</div>
</td>
<td style="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="VERTICAL-ALIGN: bottom; PADDING-BOTTOM: 2px; BORDER-BOTTOM-COLOR: ; WIDTH: 75%; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 9pt; FONT-FAMILY: Arial, Helvetica, sans-serif; FONT-WEIGHT: bold; COLOR: #000000; TEXT-ALIGN: left">Total Financial</div>
</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-BOTTOM: 2px; BORDER-BOTTOM-COLOR: ; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-BOTTOM: 2px; BORDER-BOTTOM-COLOR: ; TEXT-ALIGN: right; WIDTH: 10%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-BOTTOM: 2px; BORDER-BOTTOM-COLOR: ; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-BOTTOM: 2px; BORDER-BOTTOM-COLOR: ; WIDTH: 2%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; TEXT-ALIGN: right; WIDTH: 8%; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 9pt; FONT-FAMILY: Arial, Helvetica, sans-serif; COLOR: #000000">11,863,055</div>
</td>
<td style="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="VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff" valign="bottom" colspan="8">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial, Helvetica, sans-serif; FONT-WEIGHT: bold; COLOR: #000000; TEXT-ALIGN: left">Communications - 2.4%</div>
</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 75%; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 9pt; FONT-FAMILY: Arial, Helvetica, sans-serif; COLOR: #000000; TEXT-ALIGN: left; MARGIN-LEFT: 9pt; TEXT-INDENT: -9pt">Frontier Communications Corp.</div>
</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 10%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 2%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 8%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 75%; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 9pt; FONT-FAMILY: Arial, Helvetica, sans-serif; COLOR: #000000; TEXT-ALIGN: left; MARGIN-LEFT: 18pt; 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="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 10%; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 9pt; FONT-FAMILY: Arial, Helvetica, sans-serif; COLOR: #000000">77,780</div>
</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 2%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 8%; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 9pt; FONT-FAMILY: Arial, Helvetica, sans-serif; COLOR: #000000">7,690,886</div>
</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 75%; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 9pt; FONT-FAMILY: Arial, Helvetica, sans-serif; COLOR: #000000; TEXT-ALIGN: left; MARGIN-LEFT: 9pt; TEXT-INDENT: -9pt">T-Mobile US, Inc.</div>
</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 10%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 2%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 8%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: bottom; PADDING-BOTTOM: 2px; WIDTH: 75%; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 9pt; FONT-FAMILY: Arial, Helvetica, sans-serif; COLOR: #000000; TEXT-ALIGN: left; MARGIN-LEFT: 18pt; 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="VERTICAL-ALIGN: bottom; PADDING-BOTTOM: 2px; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-BOTTOM: 2px; TEXT-ALIGN: right; WIDTH: 10%; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 9pt; FONT-FAMILY: Arial, Helvetica, sans-serif; COLOR: #000000">24,052</div>
</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-BOTTOM: 2px; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-BOTTOM: 2px; WIDTH: 2%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; TEXT-ALIGN: right; WIDTH: 8%; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 9pt; FONT-FAMILY: Arial, Helvetica, sans-serif; COLOR: #000000">1,877,740</div>
</td>
<td style="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="VERTICAL-ALIGN: bottom; PADDING-BOTTOM: 2px; BORDER-BOTTOM-COLOR: ; WIDTH: 75%; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 9pt; FONT-FAMILY: Arial, Helvetica, sans-serif; FONT-WEIGHT: bold; COLOR: #000000; TEXT-ALIGN: left">Total Communications</div>
</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-BOTTOM: 2px; BORDER-BOTTOM-COLOR: ; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-BOTTOM: 2px; BORDER-BOTTOM-COLOR: ; TEXT-ALIGN: right; WIDTH: 10%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-BOTTOM: 2px; BORDER-BOTTOM-COLOR: ; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-BOTTOM: 2px; BORDER-BOTTOM-COLOR: ; WIDTH: 2%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; TEXT-ALIGN: right; WIDTH: 8%; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 9pt; FONT-FAMILY: Arial, Helvetica, sans-serif; COLOR: #000000">9,568,626</div>
</td>
<td style="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="VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff" valign="bottom" colspan="8">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial, Helvetica, sans-serif; FONT-WEIGHT: bold; COLOR: #000000; TEXT-ALIGN: left">Energy - 2.0%</div>
</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 75%; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 9pt; FONT-FAMILY: Arial, Helvetica, sans-serif; COLOR: #000000; TEXT-ALIGN: left; MARGIN-LEFT: 9pt; TEXT-INDENT: -9pt">Hess Corp.</div>
</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 10%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 2%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 8%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 75%; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 9pt; FONT-FAMILY: Arial, Helvetica, sans-serif; COLOR: #000000; TEXT-ALIGN: left; MARGIN-LEFT: 18pt; TEXT-INDENT: -9pt">8.00% due 02/01/19<sup style="vertical-align: text-top; line-height: 1; font-size: smaller">1</sup></div>
</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 10%; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 9pt; FONT-FAMILY: Arial, Helvetica, sans-serif; COLOR: #000000">70,871</div>
</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 2%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 8%; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 9pt; FONT-FAMILY: Arial, Helvetica, sans-serif; COLOR: #000000">4,731,348</div>
</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 75%; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 9pt; FONT-FAMILY: Arial, Helvetica, sans-serif; COLOR: #000000; TEXT-ALIGN: left; MARGIN-LEFT: 9pt; TEXT-INDENT: -9pt">Southwestern Energy Co.</div>
</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 10%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 2%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 8%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 75%; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 9pt; FONT-FAMILY: Arial, Helvetica, sans-serif; COLOR: #000000; TEXT-ALIGN: left; MARGIN-LEFT: 18pt; TEXT-INDENT: -9pt">6.25% due 01/15/18</div>
</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 10%; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 9pt; FONT-FAMILY: Arial, Helvetica, sans-serif; COLOR: #000000">44,937</div>
</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 2%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 8%; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 9pt; FONT-FAMILY: Arial, Helvetica, sans-serif; COLOR: #000000">1,498,649</div>
</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 75%; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 9pt; FONT-FAMILY: Arial, Helvetica, sans-serif; COLOR: #000000; TEXT-ALIGN: left; MARGIN-LEFT: 9pt; TEXT-INDENT: -9pt">Anadarko Petroleum Corp.</div>
</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 10%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 2%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 8%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: bottom; PADDING-BOTTOM: 2px; WIDTH: 75%; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 9pt; FONT-FAMILY: Arial, Helvetica, sans-serif; COLOR: #000000; TEXT-ALIGN: left; MARGIN-LEFT: 18pt; TEXT-INDENT: -9pt">7.50% due 06/07/18</div>
</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-BOTTOM: 2px; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-BOTTOM: 2px; TEXT-ALIGN: right; WIDTH: 10%; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 9pt; FONT-FAMILY: Arial, Helvetica, sans-serif; COLOR: #000000">37,547</div>
</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-BOTTOM: 2px; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-BOTTOM: 2px; WIDTH: 2%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; TEXT-ALIGN: right; WIDTH: 8%; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 9pt; FONT-FAMILY: Arial, Helvetica, sans-serif; COLOR: #000000">1,437,675</div>
</td>
<td style="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="VERTICAL-ALIGN: bottom; PADDING-BOTTOM: 2px; BORDER-BOTTOM-COLOR: ; WIDTH: 75%; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 9pt; FONT-FAMILY: Arial, Helvetica, sans-serif; FONT-WEIGHT: bold; COLOR: #000000; TEXT-ALIGN: left">Total Energy</div>
</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-BOTTOM: 2px; BORDER-BOTTOM-COLOR: ; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-BOTTOM: 2px; BORDER-BOTTOM-COLOR: ; TEXT-ALIGN: right; WIDTH: 10%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-BOTTOM: 2px; BORDER-BOTTOM-COLOR: ; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-BOTTOM: 2px; BORDER-BOTTOM-COLOR: ; WIDTH: 2%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; TEXT-ALIGN: right; WIDTH: 8%; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 9pt; FONT-FAMILY: Arial, Helvetica, sans-serif; COLOR: #000000">7,667,672</div>
</td>
<td style="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="VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff" valign="bottom" colspan="8">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial, Helvetica, sans-serif; FONT-WEIGHT: bold; COLOR: #000000; TEXT-ALIGN: left">Utilities - 1.2%</div>
</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 75%; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 9pt; FONT-FAMILY: Arial, Helvetica, sans-serif; COLOR: #000000; TEXT-ALIGN: left; MARGIN-LEFT: 9pt; TEXT-INDENT: -9pt">Dominion Resources, Inc.</div>
</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 10%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 2%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 8%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 75%; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 9pt; FONT-FAMILY: Arial, Helvetica, sans-serif; COLOR: #000000; TEXT-ALIGN: left; MARGIN-LEFT: 18pt; 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="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 10%; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 9pt; FONT-FAMILY: Arial, Helvetica, sans-serif; COLOR: #000000">44,204</div>
</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 2%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 8%; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 9pt; FONT-FAMILY: Arial, Helvetica, sans-serif; COLOR: #000000">2,304,797</div>
</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 75%; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 9pt; FONT-FAMILY: Arial, Helvetica, sans-serif; COLOR: #000000; TEXT-ALIGN: left; MARGIN-LEFT: 9pt; TEXT-INDENT: -9pt">NextEra Energy, Inc.</div>
</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 10%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 2%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 8%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 75%; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 9pt; FONT-FAMILY: Arial, Helvetica, sans-serif; COLOR: #000000; TEXT-ALIGN: left; MARGIN-LEFT: 18pt; TEXT-INDENT: -9pt">6.37% due 09/01/18<sup style="vertical-align: text-top; line-height: 1; font-size: smaller">1</sup></div>
</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 10%; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 9pt; FONT-FAMILY: Arial, Helvetica, sans-serif; COLOR: #000000">23,897</div>
</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 2%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 8%; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 9pt; FONT-FAMILY: Arial, Helvetica, sans-serif; COLOR: #000000">1,491,651</div>
</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 75%; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 9pt; FONT-FAMILY: Arial, Helvetica, sans-serif; COLOR: #000000; TEXT-ALIGN: left; MARGIN-LEFT: 9pt; TEXT-INDENT: -9pt">Exelon Corp.</div>
</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 10%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 2%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 8%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; WIDTH: 75%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; BACKGROUND-COLOR: #ffffff" valign="bottom" colspan="2">
<div style="FONT-SIZE: 9pt; FONT-FAMILY: Arial, Helvetica, sans-serif; FONT-WEIGHT: bold; COLOR: #000000; TEXT-ALIGN: right">&#160;</div>

<div style="FONT-SIZE: 9pt; FONT-FAMILY: Arial, Helvetica, sans-serif; FONT-WEIGHT: bold; COLOR: #000000; TEXT-ALIGN: right">Shares</div>
</td>
<td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; WIDTH: 2%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; BACKGROUND-COLOR: #ffffff" valign="bottom" colspan="2">
<div style="FONT-SIZE: 9pt; FONT-FAMILY: Arial, Helvetica, sans-serif; FONT-WEIGHT: bold; COLOR: #000000; TEXT-ALIGN: right">Value</div>
</td>
<td style="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="VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff" valign="bottom" colspan="8">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial, Helvetica, sans-serif; FONT-WEIGHT: bold; COLOR: #000000; TEXT-ALIGN: left">CONVERTIBLE PREFERRED STOCKS<sup style="vertical-align: text-top; line-height: 1; font-size: smaller;FONT-FAMILY: Arial, Helvetica, sans-serif">&#8224;</sup> - 16.6% (continued)</div>
</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff" valign="bottom" colspan="8">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial, Helvetica, sans-serif; FONT-WEIGHT: bold; COLOR: #000000; TEXT-ALIGN: left">Utilities - 1.2% (continued)</div>
</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: bottom; PADDING-BOTTOM: 2px; WIDTH: 75%; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 9pt; FONT-FAMILY: Arial, Helvetica, sans-serif; COLOR: #000000; TEXT-ALIGN: left; MARGIN-LEFT: 18pt; 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="VERTICAL-ALIGN: bottom; PADDING-BOTTOM: 2px; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 9pt; FONT-FAMILY: Arial, Helvetica, sans-serif; COLOR: #000000">$</div>
</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-BOTTOM: 2px; TEXT-ALIGN: right; WIDTH: 10%; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 9pt; FONT-FAMILY: Arial, Helvetica, sans-serif; COLOR: #000000">14,795</div>
</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-BOTTOM: 2px; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-BOTTOM: 2px; WIDTH: 2%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 9pt; FONT-FAMILY: Arial, Helvetica, sans-serif; COLOR: #000000">$</div>
</td>
<td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 9pt; FONT-FAMILY: Arial, Helvetica, sans-serif; COLOR: #000000">&#160;</div>
</td>
<td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; TEXT-ALIGN: right; WIDTH: 8%; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 9pt; FONT-FAMILY: Arial, Helvetica, sans-serif; COLOR: #000000">744,484</div>
</td>
<td style="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="VERTICAL-ALIGN: bottom; PADDING-BOTTOM: 2px; BORDER-BOTTOM-COLOR: ; WIDTH: 75%; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 9pt; FONT-FAMILY: Arial, Helvetica, sans-serif; FONT-WEIGHT: bold; COLOR: #000000; TEXT-ALIGN: left">Total Utilities</div>
</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-BOTTOM: 2px; BORDER-BOTTOM-COLOR: ; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-BOTTOM: 2px; BORDER-BOTTOM-COLOR: ; TEXT-ALIGN: right; WIDTH: 10%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-BOTTOM: 2px; BORDER-BOTTOM-COLOR: ; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-BOTTOM: 2px; BORDER-BOTTOM-COLOR: ; WIDTH: 2%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; TEXT-ALIGN: right; WIDTH: 8%; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 9pt; FONT-FAMILY: Arial, Helvetica, sans-serif; COLOR: #000000">4,540,932</div>
</td>
<td style="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="VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff" valign="bottom" colspan="8">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial, Helvetica, sans-serif; FONT-WEIGHT: bold; COLOR: #000000; TEXT-ALIGN: left">Basic Materials - 1.0%</div>
</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 75%; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 9pt; FONT-FAMILY: Arial, Helvetica, sans-serif; COLOR: #000000; TEXT-ALIGN: left; MARGIN-LEFT: 9pt; TEXT-INDENT: -9pt">Alcoa, Inc.</div>
</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 10%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 2%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 8%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: bottom; PADDING-BOTTOM: 2px; BORDER-BOTTOM-COLOR: ; WIDTH: 75%; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 9pt; FONT-FAMILY: Arial, Helvetica, sans-serif; COLOR: #000000; TEXT-ALIGN: left; MARGIN-LEFT: 18pt; 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="VERTICAL-ALIGN: bottom; PADDING-BOTTOM: 2px; BORDER-BOTTOM-COLOR: ; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-BOTTOM: 2px; BORDER-BOTTOM-COLOR: ; TEXT-ALIGN: right; WIDTH: 10%; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 9pt; FONT-FAMILY: Arial, Helvetica, sans-serif; COLOR: #000000">106,328</div>
</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-BOTTOM: 2px; BORDER-BOTTOM-COLOR: ; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-BOTTOM: 2px; BORDER-BOTTOM-COLOR: ; WIDTH: 2%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; TEXT-ALIGN: right; WIDTH: 8%; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 9pt; FONT-FAMILY: Arial, Helvetica, sans-serif; COLOR: #000000">3,849,074</div>
</td>
<td style="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="VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff" valign="bottom" colspan="8">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial, Helvetica, sans-serif; FONT-WEIGHT: bold; COLOR: #000000; TEXT-ALIGN: left">Industrial - 0.9%</div>
</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 75%; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 9pt; FONT-FAMILY: Arial, Helvetica, sans-serif; COLOR: #000000; TEXT-ALIGN: left; MARGIN-LEFT: 9pt; TEXT-INDENT: -9pt">Belden, Inc.</div>
</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 10%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 2%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 8%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 75%; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 9pt; FONT-FAMILY: Arial, Helvetica, sans-serif; COLOR: #000000; TEXT-ALIGN: left; MARGIN-LEFT: 18pt; TEXT-INDENT: -9pt">6.75% due 07/15/19</div>
</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 10%; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 9pt; FONT-FAMILY: Arial, Helvetica, sans-serif; COLOR: #000000">16,042</div>
</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 2%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 8%; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 9pt; FONT-FAMILY: Arial, Helvetica, sans-serif; COLOR: #000000">1,714,409</div>
</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 75%; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 9pt; FONT-FAMILY: Arial, Helvetica, sans-serif; COLOR: #000000; TEXT-ALIGN: left; MARGIN-LEFT: 9pt; TEXT-INDENT: -9pt">Stanley Black &amp; Decker, Inc.</div>
</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 10%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 2%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 8%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 75%; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 9pt; FONT-FAMILY: Arial, Helvetica, sans-serif; COLOR: #000000; TEXT-ALIGN: left; MARGIN-LEFT: 18pt; 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="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 10%; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 9pt; FONT-FAMILY: Arial, Helvetica, sans-serif; COLOR: #000000">9,411</div>
</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 2%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 8%; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 9pt; FONT-FAMILY: Arial, Helvetica, sans-serif; COLOR: #000000">1,185,880</div>
</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 75%; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 9pt; FONT-FAMILY: Arial, Helvetica, sans-serif; COLOR: #000000; TEXT-ALIGN: left; MARGIN-LEFT: 9pt; TEXT-INDENT: -9pt">Stericycle, Inc.</div>
</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 10%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 2%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 8%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: bottom; PADDING-BOTTOM: 2px; WIDTH: 75%; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 9pt; FONT-FAMILY: Arial, Helvetica, sans-serif; COLOR: #000000; TEXT-ALIGN: left; MARGIN-LEFT: 18pt; 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="VERTICAL-ALIGN: bottom; PADDING-BOTTOM: 2px; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-BOTTOM: 2px; TEXT-ALIGN: right; WIDTH: 10%; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 9pt; FONT-FAMILY: Arial, Helvetica, sans-serif; COLOR: #000000">10,239</div>
</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-BOTTOM: 2px; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-BOTTOM: 2px; WIDTH: 2%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; TEXT-ALIGN: right; WIDTH: 8%; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 9pt; FONT-FAMILY: Arial, Helvetica, sans-serif; COLOR: #000000">763,727</div>
</td>
<td style="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="VERTICAL-ALIGN: bottom; PADDING-BOTTOM: 2px; BORDER-BOTTOM-COLOR: ; WIDTH: 75%; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 9pt; FONT-FAMILY: Arial, Helvetica, sans-serif; FONT-WEIGHT: bold; COLOR: #000000; TEXT-ALIGN: left">Total Industrial</div>
</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-BOTTOM: 2px; BORDER-BOTTOM-COLOR: ; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-BOTTOM: 2px; BORDER-BOTTOM-COLOR: ; TEXT-ALIGN: right; WIDTH: 10%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-BOTTOM: 2px; BORDER-BOTTOM-COLOR: ; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-BOTTOM: 2px; BORDER-BOTTOM-COLOR: ; WIDTH: 2%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; TEXT-ALIGN: right; WIDTH: 8%; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 9pt; FONT-FAMILY: Arial, Helvetica, sans-serif; COLOR: #000000">3,664,016</div>
</td>
<td style="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="VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff" valign="bottom" colspan="8">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial, Helvetica, sans-serif; FONT-WEIGHT: bold; COLOR: #000000; TEXT-ALIGN: left">Consumer, Cyclical - 0.2%</div>
</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 75%; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 9pt; FONT-FAMILY: Arial, Helvetica, sans-serif; COLOR: #000000; TEXT-ALIGN: left; MARGIN-LEFT: 9pt; TEXT-INDENT: -9pt">William Lyon Homes</div>
</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 10%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 2%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 8%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: bottom; PADDING-BOTTOM: 2px; WIDTH: 75%; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 9pt; FONT-FAMILY: Arial, Helvetica, sans-serif; COLOR: #000000; TEXT-ALIGN: left; MARGIN-LEFT: 18pt; 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="VERTICAL-ALIGN: bottom; PADDING-BOTTOM: 2px; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-BOTTOM: 2px; TEXT-ALIGN: right; WIDTH: 10%; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 9pt; FONT-FAMILY: Arial, Helvetica, sans-serif; COLOR: #000000">9,527</div>
</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-BOTTOM: 2px; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-BOTTOM: 2px; WIDTH: 2%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; TEXT-ALIGN: right; WIDTH: 8%; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 9pt; FONT-FAMILY: Arial, Helvetica, sans-serif; COLOR: #000000">863,051</div>
</td>
<td style="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="VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff" valign="bottom" colspan="3">
<div style="FONT-SIZE: 9pt; FONT-FAMILY: Arial, Helvetica, sans-serif; FONT-WEIGHT: bold; COLOR: #000000; TEXT-ALIGN: left">Total Convertible Preferred Stocks</div>
</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 2%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 8%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: bottom; PADDING-BOTTOM: 2px; BORDER-BOTTOM-COLOR: ; WIDTH: 75%; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 9pt; FONT-FAMILY: Arial, Helvetica, sans-serif; COLOR: #000000; TEXT-ALIGN: left; TEXT-INDENT: 9pt">(Cost $65,062,325)</div>
</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-BOTTOM: 2px; BORDER-BOTTOM-COLOR: ; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-BOTTOM: 2px; BORDER-BOTTOM-COLOR: ; TEXT-ALIGN: right; WIDTH: 10%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-BOTTOM: 2px; BORDER-BOTTOM-COLOR: ; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-BOTTOM: 2px; BORDER-BOTTOM-COLOR: ; WIDTH: 2%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; TEXT-ALIGN: right; WIDTH: 8%; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 9pt; FONT-FAMILY: Arial, Helvetica, sans-serif; COLOR: #000000">65,067,885</div>
</td>
<td style="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="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; WIDTH: 75%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; BACKGROUND-COLOR: #ffffff" valign="bottom" colspan="2">
<div style="FONT-SIZE: 9pt; FONT-FAMILY: Arial, Helvetica, sans-serif; FONT-WEIGHT: bold; COLOR: #000000; TEXT-ALIGN: right">&#160;</div>

<div style="FONT-SIZE: 9pt; FONT-FAMILY: Arial, Helvetica, sans-serif; FONT-WEIGHT: bold; COLOR: #000000; TEXT-ALIGN: right">Face<font style="FONT-SIZE: 9pt; FONT-FAMILY: Arial, Helvetica, sans-serif"><br>
</font> Amount</div>
</td>
<td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; WIDTH: 2%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; BACKGROUND-COLOR: #ffffff" valign="bottom" colspan="2">
<div style="FONT-SIZE: 9pt; FONT-FAMILY: Arial, Helvetica, sans-serif; FONT-WEIGHT: bold; COLOR: #000000; TEXT-ALIGN: right">Value</div>
</td>
<td style="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="VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff" valign="bottom" colspan="8">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial, Helvetica, sans-serif; COLOR: #000000; TEXT-ALIGN: left"><font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial, Helvetica, sans-serif; FONT-WEIGHT: bold">SHORT TERM INVESTMENTS</font><sup style="vertical-align: text-top; line-height: 1; font-size: smaller;FONT-FAMILY: Arial, Helvetica, sans-serif; FONT-WEIGHT: bold">&#8224;</sup> <font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial, Helvetica, sans-serif; FONT-WEIGHT: bold">- </font><font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial, Helvetica, sans-serif; FONT-WEIGHT: bold">13.3%</font></div>
</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff" valign="bottom" colspan="8">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial, Helvetica, sans-serif; COLOR: #000000; TEXT-ALIGN: left">Goldman Sachs Financial Prime Obligations - Administration Share Class</div>
</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: bottom; PADDING-BOTTOM: 2px; WIDTH: 75%; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 9pt; FONT-FAMILY: Arial, Helvetica, sans-serif; COLOR: #000000; TEXT-ALIGN: left; TEXT-INDENT: 9pt">0.01%<sup style="vertical-align: text-top; line-height: 1; font-size: smaller">3</sup></div>
</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-BOTTOM: 2px; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 9pt; FONT-FAMILY: Arial, Helvetica, sans-serif; COLOR: #000000">$</div>
</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-BOTTOM: 2px; TEXT-ALIGN: right; WIDTH: 10%; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 9pt; FONT-FAMILY: Arial, Helvetica, sans-serif; COLOR: #000000">51,890,142</div>
</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-BOTTOM: 2px; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-BOTTOM: 2px; WIDTH: 2%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; TEXT-ALIGN: right; WIDTH: 8%; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 9pt; FONT-FAMILY: Arial, Helvetica, sans-serif; COLOR: #000000">51,890,142</div>
</td>
<td style="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="VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff" valign="bottom" colspan="3">
<div style="FONT-SIZE: 9pt; FONT-FAMILY: Arial, Helvetica, sans-serif; FONT-WEIGHT: bold; COLOR: #000000; TEXT-ALIGN: left">Total Short Term Investments</div>
</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 2%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 8%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: bottom; PADDING-BOTTOM: 2px; BORDER-BOTTOM-COLOR: ; WIDTH: 75%; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 9pt; FONT-FAMILY: Arial, Helvetica, sans-serif; COLOR: #000000; TEXT-ALIGN: left; TEXT-INDENT: 9pt">(Cost $51,890,142)</div>
</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-BOTTOM: 2px; BORDER-BOTTOM-COLOR: ; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-BOTTOM: 2px; BORDER-BOTTOM-COLOR: ; TEXT-ALIGN: right; WIDTH: 10%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-BOTTOM: 2px; BORDER-BOTTOM-COLOR: ; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-BOTTOM: 2px; BORDER-BOTTOM-COLOR: ; WIDTH: 2%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; TEXT-ALIGN: right; WIDTH: 8%; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 9pt; FONT-FAMILY: Arial, Helvetica, sans-serif; COLOR: #000000">51,890,142</div>
</td>
<td style="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="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; WIDTH: 75%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; BACKGROUND-COLOR: #ffffff" valign="bottom" colspan="2">
<div style="FONT-SIZE: 9pt; FONT-FAMILY: Arial, Helvetica, sans-serif; FONT-WEIGHT: bold; COLOR: #000000; TEXT-ALIGN: right">&#160;</div>

<div style="FONT-SIZE: 9pt; FONT-FAMILY: Arial, Helvetica, sans-serif; FONT-WEIGHT: bold; COLOR: #000000; TEXT-ALIGN: right">Face<font style="FONT-SIZE: 9pt; FONT-FAMILY: Arial, Helvetica, sans-serif"><br>
</font> Amount~</div>
</td>
<td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">
<div style="FONT-SIZE: 9pt; FONT-FAMILY: Arial, Helvetica, sans-serif; COLOR: #000000; TEXT-ALIGN: left">&#160;</div>
</td>
<td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; WIDTH: 2%; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 9pt; FONT-FAMILY: Arial, Helvetica, sans-serif; COLOR: #000000; TEXT-ALIGN: left">&#160;</div>
</td>
<td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; BACKGROUND-COLOR: #ffffff" valign="bottom" colspan="2">
<div style="FONT-SIZE: 9pt; FONT-FAMILY: Arial, Helvetica, sans-serif; FONT-WEIGHT: bold; COLOR: #000000; TEXT-ALIGN: right">Value</div>
</td>
<td style="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="VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff" valign="bottom" colspan="8">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial, Helvetica, sans-serif; COLOR: #000000; TEXT-ALIGN: left"><font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial, Helvetica, sans-serif; FONT-WEIGHT: bold">CONVERTIBLE BONDS</font><sup style="vertical-align: text-top; line-height: 1; font-size: smaller;FONT-FAMILY: Arial, Helvetica, sans-serif; FONT-WEIGHT: bold">&#8224;&#8224;</sup> <font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial, Helvetica, sans-serif; FONT-WEIGHT: bold">- </font><font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial, Helvetica, sans-serif; FONT-WEIGHT: bold">70.3%</font></div>
</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 75%; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial, Helvetica, sans-serif; FONT-WEIGHT: bold; COLOR: #000000; TEXT-ALIGN: left">Technology&#160;-<font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial, Helvetica, sans-serif">&#160;&#160;</font>21.5%</div>
</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 10%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 2%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 8%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 75%; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 9pt; FONT-FAMILY: Arial, Helvetica, sans-serif; COLOR: #000000; TEXT-ALIGN: left">ON Semiconductor Corp.</div>
</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 10%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 2%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 8%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 75%; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 9pt; FONT-FAMILY: Arial, Helvetica, sans-serif; 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</sup></div>
</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 10%; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 9pt; FONT-FAMILY: Arial, Helvetica, sans-serif; COLOR: #000000">5,650,000</div>
</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 2%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 8%; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 9pt; FONT-FAMILY: Arial, Helvetica, sans-serif; COLOR: #000000">5,332,187</div>
</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 75%; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 9pt; FONT-FAMILY: Arial, Helvetica, sans-serif; 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="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 10%; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 9pt; FONT-FAMILY: Arial, Helvetica, sans-serif; COLOR: #000000">1,131,000</div>
</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 2%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 8%; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 9pt; FONT-FAMILY: Arial, Helvetica, sans-serif; COLOR: #000000">1,213,704</div>
</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 75%; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 9pt; FONT-FAMILY: Arial, Helvetica, sans-serif; COLOR: #000000; TEXT-ALIGN: left">ServiceNow, Inc.</div>
</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 10%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 2%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 8%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 75%; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 9pt; FONT-FAMILY: Arial, Helvetica, sans-serif; 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">1,4</sup></div>
</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 10%; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 9pt; FONT-FAMILY: Arial, Helvetica, sans-serif; COLOR: #000000">5,262,000</div>
</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 2%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 8%; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 9pt; FONT-FAMILY: Arial, Helvetica, sans-serif; COLOR: #000000">6,232,181</div>
</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 75%; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 9pt; FONT-FAMILY: Arial, Helvetica, sans-serif; COLOR: #000000; TEXT-ALIGN: left">Intel Corp.</div>
</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 10%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 2%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 8%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 75%; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 9pt; FONT-FAMILY: Arial, Helvetica, sans-serif; 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="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 10%; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 9pt; FONT-FAMILY: Arial, Helvetica, sans-serif; COLOR: #000000">2,314,000</div>
</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 2%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 8%; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 9pt; FONT-FAMILY: Arial, Helvetica, sans-serif; COLOR: #000000">3,956,952</div>
</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 75%; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 9pt; FONT-FAMILY: Arial, Helvetica, sans-serif; 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="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 10%; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 9pt; FONT-FAMILY: Arial, Helvetica, sans-serif; COLOR: #000000">1,643,000</div>
</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 2%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 8%; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 9pt; FONT-FAMILY: Arial, Helvetica, sans-serif; COLOR: #000000">2,161,572</div>
</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 75%; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 9pt; FONT-FAMILY: Arial, Helvetica, sans-serif; COLOR: #000000; TEXT-ALIGN: left">Lam Research Corp.</div>
</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 10%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 2%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 8%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 75%; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 9pt; FONT-FAMILY: Arial, Helvetica, sans-serif; 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="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 10%; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 9pt; FONT-FAMILY: Arial, Helvetica, sans-serif; COLOR: #000000">3,722,000</div>
</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 2%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 8%; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 9pt; FONT-FAMILY: Arial, Helvetica, sans-serif; COLOR: #000000">5,694,660</div>
</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 75%; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 9pt; FONT-FAMILY: Arial, Helvetica, sans-serif; COLOR: #000000; TEXT-ALIGN: left">Microchip Technology, Inc.</div>
</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 10%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 2%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 8%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 75%; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 9pt; FONT-FAMILY: Arial, Helvetica, sans-serif; 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</sup></div>
</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 10%; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 9pt; FONT-FAMILY: Arial, Helvetica, sans-serif; COLOR: #000000">4,557,000</div>
</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 2%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 8%; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 9pt; FONT-FAMILY: Arial, Helvetica, sans-serif; COLOR: #000000">5,454,158</div>
</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 75%; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 9pt; FONT-FAMILY: Arial, Helvetica, sans-serif; COLOR: #000000; TEXT-ALIGN: left">Integrated Device Technology, Inc.</div>
</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 10%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 2%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 8%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 75%; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 9pt; FONT-FAMILY: Arial, Helvetica, sans-serif; COLOR: #000000; TEXT-ALIGN: left; TEXT-INDENT: 9pt">0.88% due 11/15/22<sup style="vertical-align: text-top; line-height: 1; font-size: smaller">5</sup></div>
</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 10%; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 9pt; FONT-FAMILY: Arial, Helvetica, sans-serif; COLOR: #000000">4,736,000</div>
</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 2%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 8%; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 9pt; FONT-FAMILY: Arial, Helvetica, sans-serif; COLOR: #000000">4,795,200</div>
</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 75%; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 9pt; FONT-FAMILY: Arial, Helvetica, sans-serif; COLOR: #000000; TEXT-ALIGN: left">Micron Technology, Inc.</div>
</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 10%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 2%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 8%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 75%; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 9pt; FONT-FAMILY: Arial, Helvetica, sans-serif; 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="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 10%; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 9pt; FONT-FAMILY: Arial, Helvetica, sans-serif; COLOR: #000000">2,860,000</div>
</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 2%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 8%; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 9pt; FONT-FAMILY: Arial, Helvetica, sans-serif; COLOR: #000000">2,320,175</div>
</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 75%; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 9pt; FONT-FAMILY: Arial, Helvetica, sans-serif; COLOR: #000000; TEXT-ALIGN: left; TEXT-INDENT: 9pt">2.13% due 02/15/33<sup style="vertical-align: text-top; line-height: 1; font-size: smaller">1</sup></div>
</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 10%; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 9pt; FONT-FAMILY: Arial, Helvetica, sans-serif; COLOR: #000000">800,000</div>
</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 2%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 8%; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 9pt; FONT-FAMILY: Arial, Helvetica, sans-serif; COLOR: #000000">1,162,500</div>
</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 75%; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 9pt; FONT-FAMILY: Arial, Helvetica, sans-serif; COLOR: #000000; TEXT-ALIGN: left; TEXT-INDENT: 9pt">1.63% due 02/15/33</div>
</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 10%; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 9pt; FONT-FAMILY: Arial, Helvetica, sans-serif; COLOR: #000000">411,000</div>
</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 2%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 8%; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 9pt; FONT-FAMILY: Arial, Helvetica, sans-serif; COLOR: #000000">569,235</div>
</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 75%; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 9pt; FONT-FAMILY: Arial, Helvetica, sans-serif; COLOR: #000000; TEXT-ALIGN: left">Allscripts Healthcare Solutions, Inc.</div>
</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 10%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 2%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 8%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 75%; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 9pt; FONT-FAMILY: Arial, Helvetica, sans-serif; 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="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 10%; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 9pt; FONT-FAMILY: Arial, Helvetica, sans-serif; COLOR: #000000">3,588,000</div>
</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 2%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 8%; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 9pt; FONT-FAMILY: Arial, Helvetica, sans-serif; COLOR: #000000">3,803,280</div>
</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 75%; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 9pt; FONT-FAMILY: Arial, Helvetica, sans-serif; COLOR: #000000; TEXT-ALIGN: left">NXP Semiconductors N.V.</div>
</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 10%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 2%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 8%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 75%; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 9pt; FONT-FAMILY: Arial, Helvetica, sans-serif; COLOR: #000000; TEXT-ALIGN: left; TEXT-INDENT: 9pt">1.00% due 12/01/19<sup style="vertical-align: text-top; line-height: 1; font-size: smaller">1</sup></div>
</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 10%; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 9pt; FONT-FAMILY: Arial, Helvetica, sans-serif; COLOR: #000000">3,347,000</div>
</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 2%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 8%; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 9pt; FONT-FAMILY: Arial, Helvetica, sans-serif; COLOR: #000000">3,736,088</div>
</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 75%; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 9pt; FONT-FAMILY: Arial, Helvetica, sans-serif; COLOR: #000000; TEXT-ALIGN: left">Cornerstone OnDemand, Inc.</div>
</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 10%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 2%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 8%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 75%; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 9pt; FONT-FAMILY: Arial, Helvetica, sans-serif; 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="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 10%; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 9pt; FONT-FAMILY: Arial, Helvetica, sans-serif; COLOR: #000000">3,133,000</div>
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<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 2%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 8%; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 9pt; FONT-FAMILY: Arial, Helvetica, sans-serif; COLOR: #000000">3,344,478</div>
</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>
</table>

<div>&#160;</div>

<div id="DSPFPageBreakArea" style="MARGIN-BOTTOM: 10pt; CLEAR: both; MARGIN-TOP: 10pt">
<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">
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<div>&#160;

<table id="z4c3ee445df9244b4807b449dd2693ccf" style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman'; BORDER-COLLAPSE: collapse; WIDTH: 100%" cellspacing="0" cellpadding="0">
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<td style="FONT-SIZE: 12pt; FONT-FAMILY: Arial, Helvetica, 'sans-serif'; VERTICAL-ALIGN: middle; WIDTH: 80.41%">
<div style="COLOR: #000000; TEXT-ALIGN: left">Advent Claymore Convertible Securities &amp; Income Fund</div>
</td>
<td style="VERTICAL-ALIGN: middle; WIDTH: 19.59%">&#160;</td>
</tr>

<tr>
<td style="FONT-FAMILY: Arial, Helvetica, 'sans-serif'; VERTICAL-ALIGN: middle; BORDER-BOTTOM: #000000 2px solid; WIDTH: 80.41%">
<div style="FONT-SIZE: 16pt; FONT-WEIGHT: bold; TEXT-ALIGN: left"><font style="FONT-SIZE: 12pt">SCHEDULE OF INVESTMENTS </font><font style="FONT-SIZE: 9pt; FONT-STYLE: italic">(Unaudited)</font></div>
</td>
<td style="VERTICAL-ALIGN: middle; BORDER-BOTTOM: #000000 2px solid; WIDTH: 19.59%">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial, Helvetica, sans-serif; COLOR: #000000; TEXT-ALIGN: right">July 31, 2016</div>
</td>
</tr>
</table>
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<div>&#160;</div>

<table id="z52d50c8243ac42b9a62ec2119ac5fe58" style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman'; WIDTH: 100%" cellspacing="0" cellpadding="0" border="0">
<tr>
<td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; WIDTH: 75%" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid" valign="bottom" colspan="2">
<div style="FONT-SIZE: 9pt; FONT-FAMILY: Arial, Helvetica, sans-serif; FONT-WEIGHT: bold; COLOR: #000000; TEXT-ALIGN: right">Face<font style="FONT-SIZE: 9pt; FONT-FAMILY: Arial, Helvetica, sans-serif"><br>
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</td>
<td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; TEXT-ALIGN: left; WIDTH: 1%" valign="bottom" nowrap="nowrap">
<div style="FONT-SIZE: 9pt; FONT-FAMILY: Arial, Helvetica, sans-serif; COLOR: #000000; TEXT-ALIGN: left">&#160;</div>
</td>
<td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; WIDTH: 2%" valign="bottom">
<div style="FONT-SIZE: 9pt; FONT-FAMILY: Arial, Helvetica, sans-serif; COLOR: #000000; TEXT-ALIGN: left">&#160;</div>
</td>
<td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; WIDTH: 1%" valign="bottom">&#160;</td>
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<div style="FONT-SIZE: 9pt; FONT-FAMILY: Arial, Helvetica, sans-serif; FONT-WEIGHT: bold; COLOR: #000000; TEXT-ALIGN: right">Value</div>
</td>
<td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; TEXT-ALIGN: left; WIDTH: 1%" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
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<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial, Helvetica, sans-serif; COLOR: #000000; TEXT-ALIGN: left"><font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial, Helvetica, sans-serif; FONT-WEIGHT: bold">CONVERTIBLE BONDS</font><sup style="vertical-align: text-top; line-height: 1; font-size: smaller;FONT-FAMILY: Arial, Helvetica, sans-serif; FONT-WEIGHT: bold">&#8224;&#8224;</sup> <font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial, Helvetica, sans-serif; FONT-WEIGHT: bold">- 70.3% (continued)</font></div>
</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 75%; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial, Helvetica, sans-serif; FONT-WEIGHT: bold; COLOR: #000000; TEXT-ALIGN: left">Technology -<font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial, Helvetica, sans-serif">&#160;&#160;</font>21.5% (continued)</div>
</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 10%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 2%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 8%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 75%; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 9pt; FONT-FAMILY: Arial, Helvetica, sans-serif; COLOR: #000000; TEXT-ALIGN: left">STMicroelectronics N.V.</div>
</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 10%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 2%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 8%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 75%; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 9pt; FONT-FAMILY: Arial, Helvetica, sans-serif; COLOR: #000000; TEXT-ALIGN: left; TEXT-INDENT: 9pt">0.00% due 07/03/19<sup style="vertical-align: text-top; line-height: 1; font-size: smaller">4</sup></div>
</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 9pt; FONT-FAMILY: Arial, Helvetica, sans-serif; COLOR: #000000">$</div>
</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 10%; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 9pt; FONT-FAMILY: Arial, Helvetica, sans-serif; COLOR: #000000">3,200,000</div>
</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 2%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 9pt; FONT-FAMILY: Arial, Helvetica, sans-serif; COLOR: #000000">$</div>
</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom"></td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 8%; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 9pt; FONT-FAMILY: Arial, Helvetica, sans-serif; COLOR: #000000">3,123,200</div>
</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 75%; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 9pt; FONT-FAMILY: Arial, Helvetica, sans-serif; COLOR: #000000; TEXT-ALIGN: left">Red Hat, Inc.</div>
</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 10%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 2%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 8%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 75%; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 9pt; FONT-FAMILY: Arial, Helvetica, sans-serif; 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="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 10%; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 9pt; FONT-FAMILY: Arial, Helvetica, sans-serif; COLOR: #000000">2,432,000</div>
</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 2%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 8%; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 9pt; FONT-FAMILY: Arial, Helvetica, sans-serif; COLOR: #000000">2,995,920</div>
</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 75%; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 9pt; FONT-FAMILY: Arial, Helvetica, sans-serif; COLOR: #000000; TEXT-ALIGN: left">Synchronoss Technologies, Inc.</div>
</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 10%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 2%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 8%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 75%; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 9pt; FONT-FAMILY: Arial, Helvetica, sans-serif; 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="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 10%; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 9pt; FONT-FAMILY: Arial, Helvetica, sans-serif; COLOR: #000000">2,801,000</div>
</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 2%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 8%; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 9pt; FONT-FAMILY: Arial, Helvetica, sans-serif; COLOR: #000000">2,918,292</div>
</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 75%; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 9pt; FONT-FAMILY: Arial, Helvetica, sans-serif; COLOR: #000000; TEXT-ALIGN: left">Electronics For Imaging, Inc.</div>
</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 10%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 2%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 8%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 75%; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 9pt; FONT-FAMILY: Arial, Helvetica, sans-serif; COLOR: #000000; TEXT-ALIGN: left; TEXT-INDENT: 9pt">0.75% due 09/01/19<sup style="vertical-align: text-top; line-height: 1; font-size: smaller">1</sup></div>
</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 10%; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 9pt; FONT-FAMILY: Arial, Helvetica, sans-serif; COLOR: #000000">2,708,000</div>
</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 2%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 8%; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 9pt; FONT-FAMILY: Arial, Helvetica, sans-serif; COLOR: #000000">2,916,178</div>
</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 75%; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 9pt; FONT-FAMILY: Arial, Helvetica, sans-serif; COLOR: #000000; TEXT-ALIGN: left">NVIDIA Corp.</div>
</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 10%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 2%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 8%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 75%; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 9pt; FONT-FAMILY: Arial, Helvetica, sans-serif; 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="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 10%; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 9pt; FONT-FAMILY: Arial, Helvetica, sans-serif; COLOR: #000000">1,028,000</div>
</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 2%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 8%; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 9pt; FONT-FAMILY: Arial, Helvetica, sans-serif; COLOR: #000000">2,912,453</div>
</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 75%; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 9pt; FONT-FAMILY: Arial, Helvetica, sans-serif; COLOR: #000000; TEXT-ALIGN: left">Proofpoint, Inc.</div>
</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 10%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 2%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 8%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 75%; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 9pt; FONT-FAMILY: Arial, Helvetica, sans-serif; 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</sup></div>
</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 10%; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 9pt; FONT-FAMILY: Arial, Helvetica, sans-serif; COLOR: #000000">2,063,000</div>
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<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 2%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 8%; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 9pt; FONT-FAMILY: Arial, Helvetica, sans-serif; COLOR: #000000">2,435,629</div>
</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 75%; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 9pt; FONT-FAMILY: Arial, Helvetica, sans-serif; COLOR: #000000; TEXT-ALIGN: left">BroadSoft, Inc.</div>
</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 10%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 2%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 8%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 75%; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 9pt; FONT-FAMILY: Arial, Helvetica, sans-serif; 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="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 10%; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 9pt; FONT-FAMILY: Arial, Helvetica, sans-serif; COLOR: #000000">1,782,000</div>
</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 2%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 8%; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 9pt; FONT-FAMILY: Arial, Helvetica, sans-serif; COLOR: #000000">2,325,510</div>
</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 75%; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 9pt; FONT-FAMILY: Arial, Helvetica, sans-serif; COLOR: #000000; TEXT-ALIGN: left">Salesforce.com, Inc.</div>
</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 10%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 2%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 8%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 75%; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 9pt; FONT-FAMILY: Arial, Helvetica, sans-serif; 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="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 10%; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 9pt; FONT-FAMILY: Arial, Helvetica, sans-serif; COLOR: #000000">1,698,000</div>
</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 2%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 8%; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 9pt; FONT-FAMILY: Arial, Helvetica, sans-serif; COLOR: #000000">2,236,054</div>
</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 75%; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 9pt; FONT-FAMILY: Arial, Helvetica, sans-serif; COLOR: #000000; TEXT-ALIGN: left">Verint Systems, Inc.</div>
</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 10%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 2%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 8%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 75%; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 9pt; FONT-FAMILY: Arial, Helvetica, sans-serif; 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="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 10%; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 9pt; FONT-FAMILY: Arial, Helvetica, sans-serif; COLOR: #000000">2,336,000</div>
</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 2%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 8%; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 9pt; FONT-FAMILY: Arial, Helvetica, sans-serif; COLOR: #000000">2,204,600</div>
</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 75%; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 9pt; FONT-FAMILY: Arial, Helvetica, sans-serif; COLOR: #000000; TEXT-ALIGN: left">Brocade Communications Systems, Inc.</div>
</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 10%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 2%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 8%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 75%; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 9pt; FONT-FAMILY: Arial, Helvetica, sans-serif; COLOR: #000000; TEXT-ALIGN: left; TEXT-INDENT: 9pt">1.38% due 01/01/20<sup style="vertical-align: text-top; line-height: 1; font-size: smaller">1</sup></div>
</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 10%; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 9pt; FONT-FAMILY: Arial, Helvetica, sans-serif; COLOR: #000000">2,200,000</div>
</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 2%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 8%; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 9pt; FONT-FAMILY: Arial, Helvetica, sans-serif; COLOR: #000000">2,176,625</div>
</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 75%; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 9pt; FONT-FAMILY: Arial, Helvetica, sans-serif; COLOR: #000000; TEXT-ALIGN: left">CSG Systems International, Inc.</div>
</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 10%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 2%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 8%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 75%; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 9pt; FONT-FAMILY: Arial, Helvetica, sans-serif; COLOR: #000000; TEXT-ALIGN: left; TEXT-INDENT: 9pt">4.25% due 03/15/36<sup style="vertical-align: text-top; line-height: 1; font-size: smaller">1,5</sup></div>
</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 10%; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 9pt; FONT-FAMILY: Arial, Helvetica, sans-serif; COLOR: #000000">1,934,000</div>
</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 2%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 8%; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 9pt; FONT-FAMILY: Arial, Helvetica, sans-serif; COLOR: #000000">2,064,545</div>
</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 75%; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 9pt; FONT-FAMILY: Arial, Helvetica, sans-serif; COLOR: #000000; TEXT-ALIGN: left">Citrix Systems, Inc.</div>
</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 10%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 2%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 8%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 75%; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 9pt; FONT-FAMILY: Arial, Helvetica, sans-serif; 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="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 10%; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 9pt; FONT-FAMILY: Arial, Helvetica, sans-serif; COLOR: #000000">1,558,000</div>
</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 2%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 8%; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 9pt; FONT-FAMILY: Arial, Helvetica, sans-serif; COLOR: #000000">1,833,571</div>
</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 75%; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 9pt; FONT-FAMILY: Arial, Helvetica, sans-serif; COLOR: #000000; TEXT-ALIGN: left">Cypress Semiconductor Corp.</div>
</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 10%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 2%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 8%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 75%; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 9pt; FONT-FAMILY: Arial, Helvetica, sans-serif; COLOR: #000000; TEXT-ALIGN: left; TEXT-INDENT: 9pt">4.50% due 01/15/22<sup style="vertical-align: text-top; line-height: 1; font-size: smaller">5</sup></div>
</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 10%; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 9pt; FONT-FAMILY: Arial, Helvetica, sans-serif; COLOR: #000000">1,548,000</div>
</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 2%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 8%; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 9pt; FONT-FAMILY: Arial, Helvetica, sans-serif; COLOR: #000000">1,730,858</div>
</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 75%; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 9pt; FONT-FAMILY: Arial, Helvetica, sans-serif; COLOR: #000000; TEXT-ALIGN: left">Nuance Communications, Inc.</div>
</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 10%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 2%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 8%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 75%; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 9pt; FONT-FAMILY: Arial, Helvetica, sans-serif; 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="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 10%; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 9pt; FONT-FAMILY: Arial, Helvetica, sans-serif; COLOR: #000000">1,615,000</div>
</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 2%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 8%; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 9pt; FONT-FAMILY: Arial, Helvetica, sans-serif; COLOR: #000000">1,458,547</div>
</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 75%; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 9pt; FONT-FAMILY: Arial, Helvetica, sans-serif; COLOR: #000000; TEXT-ALIGN: left">Xilinx, Inc.</div>
</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 10%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 2%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 8%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: bottom; PADDING-BOTTOM: 2px; WIDTH: 75%; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 9pt; FONT-FAMILY: Arial, Helvetica, sans-serif; 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="VERTICAL-ALIGN: bottom; PADDING-BOTTOM: 2px; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-BOTTOM: 2px; TEXT-ALIGN: right; WIDTH: 10%; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 9pt; FONT-FAMILY: Arial, Helvetica, sans-serif; COLOR: #000000">558,000</div>
</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-BOTTOM: 2px; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-BOTTOM: 2px; WIDTH: 2%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; TEXT-ALIGN: right; WIDTH: 8%; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 9pt; FONT-FAMILY: Arial, Helvetica, sans-serif; COLOR: #000000">986,265</div>
</td>
<td style="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="VERTICAL-ALIGN: bottom; PADDING-BOTTOM: 2px; BORDER-BOTTOM-COLOR: ; WIDTH: 75%; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 9pt; FONT-FAMILY: Arial, Helvetica, sans-serif; FONT-WEIGHT: bold; COLOR: #000000; TEXT-ALIGN: left">Total Technology</div>
</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-BOTTOM: 2px; BORDER-BOTTOM-COLOR: ; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-BOTTOM: 2px; BORDER-BOTTOM-COLOR: ; TEXT-ALIGN: right; WIDTH: 10%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-BOTTOM: 2px; BORDER-BOTTOM-COLOR: ; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-BOTTOM: 2px; BORDER-BOTTOM-COLOR: ; WIDTH: 2%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; TEXT-ALIGN: right; WIDTH: 8%; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 9pt; FONT-FAMILY: Arial, Helvetica, sans-serif; COLOR: #000000">84,094,617</div>
</td>
<td style="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="VERTICAL-ALIGN: bottom; WIDTH: 75%; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial, Helvetica, sans-serif; FONT-WEIGHT: bold; COLOR: #000000; TEXT-ALIGN: left">Consumer, Non-cyclical&#160;-<font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial, Helvetica, sans-serif">&#160;&#160;</font>15.5%</div>
</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 10%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 2%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 8%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 75%; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 9pt; FONT-FAMILY: Arial, Helvetica, sans-serif; COLOR: #000000; TEXT-ALIGN: left">BioMarin Pharmaceutical, Inc.</div>
</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 10%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 2%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 8%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 75%; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 9pt; FONT-FAMILY: Arial, Helvetica, sans-serif; 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="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 10%; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 9pt; FONT-FAMILY: Arial, Helvetica, sans-serif; COLOR: #000000">2,467,000</div>
</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 2%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 8%; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 9pt; FONT-FAMILY: Arial, Helvetica, sans-serif; COLOR: #000000">3,274,942</div>
</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 75%; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 9pt; FONT-FAMILY: Arial, Helvetica, sans-serif; COLOR: #000000; TEXT-ALIGN: left; TEXT-INDENT: 9pt">0.75% due 10/15/18</div>
</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 10%; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 9pt; FONT-FAMILY: Arial, Helvetica, sans-serif; COLOR: #000000">1,613,000</div>
</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 2%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 8%; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 9pt; FONT-FAMILY: Arial, Helvetica, sans-serif; COLOR: #000000">2,058,591</div>
</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 75%; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 9pt; FONT-FAMILY: Arial, Helvetica, sans-serif; COLOR: #000000; TEXT-ALIGN: left">Wright Medical Group, Inc.</div>
</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 10%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 2%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 8%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 75%; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 9pt; FONT-FAMILY: Arial, Helvetica, sans-serif; COLOR: #000000; TEXT-ALIGN: left; TEXT-INDENT: 9pt">2.00% due 02/15/20</div>
</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 10%; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 9pt; FONT-FAMILY: Arial, Helvetica, sans-serif; COLOR: #000000">5,020,000</div>
</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 2%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 8%; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 9pt; FONT-FAMILY: Arial, Helvetica, sans-serif; COLOR: #000000">5,098,437</div>
</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 75%; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 9pt; FONT-FAMILY: Arial, Helvetica, sans-serif; COLOR: #000000; TEXT-ALIGN: left">Ionis Pharmaceuticals, Inc.</div>
</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 10%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 2%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 8%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 75%; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 9pt; FONT-FAMILY: Arial, Helvetica, sans-serif; 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="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 10%; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 9pt; FONT-FAMILY: Arial, Helvetica, sans-serif; COLOR: #000000">5,863,000</div>
</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 2%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 8%; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 9pt; FONT-FAMILY: Arial, Helvetica, sans-serif; COLOR: #000000">4,606,119</div>
</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 75%; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 9pt; FONT-FAMILY: Arial, Helvetica, sans-serif; COLOR: #000000; TEXT-ALIGN: left">Hologic, Inc.</div>
</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 10%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 2%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 8%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 75%; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 9pt; FONT-FAMILY: Arial, Helvetica, sans-serif; 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">1,6,8</sup></div>
</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 10%; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 9pt; FONT-FAMILY: Arial, Helvetica, sans-serif; COLOR: #000000">1,824,000</div>
</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 2%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 8%; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 9pt; FONT-FAMILY: Arial, Helvetica, sans-serif; COLOR: #000000">2,482,920</div>
</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 75%; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 9pt; FONT-FAMILY: Arial, Helvetica, sans-serif; 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">1,4,9</sup></div>
</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 10%; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 9pt; FONT-FAMILY: Arial, Helvetica, sans-serif; COLOR: #000000">1,450,000</div>
</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 2%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 8%; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 9pt; FONT-FAMILY: Arial, Helvetica, sans-serif; COLOR: #000000">1,788,938</div>
</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 75%; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 9pt; FONT-FAMILY: Arial, Helvetica, sans-serif; COLOR: #000000; TEXT-ALIGN: left">HealthSouth Corp.</div>
</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 10%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 2%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 8%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 75%; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 9pt; FONT-FAMILY: Arial, Helvetica, sans-serif; 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="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 10%; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 9pt; FONT-FAMILY: Arial, Helvetica, sans-serif; COLOR: #000000">3,362,000</div>
</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 2%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 8%; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 9pt; FONT-FAMILY: Arial, Helvetica, sans-serif; COLOR: #000000">4,122,653</div>
</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 75%; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 9pt; FONT-FAMILY: Arial, Helvetica, sans-serif; COLOR: #000000; TEXT-ALIGN: left">Molina Healthcare, Inc.</div>
</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 10%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 2%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 8%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 75%; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 9pt; FONT-FAMILY: Arial, Helvetica, sans-serif; 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="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 10%; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 9pt; FONT-FAMILY: Arial, Helvetica, sans-serif; COLOR: #000000">3,153,000</div>
</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 2%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 8%; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 9pt; FONT-FAMILY: Arial, Helvetica, sans-serif; COLOR: #000000">3,685,069</div>
</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 75%; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 9pt; FONT-FAMILY: Arial, Helvetica, sans-serif; COLOR: #000000; TEXT-ALIGN: left">Euronet Worldwide, Inc.</div>
</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 10%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 2%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 8%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 75%; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 9pt; FONT-FAMILY: Arial, Helvetica, sans-serif; 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="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 10%; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 9pt; FONT-FAMILY: Arial, Helvetica, sans-serif; COLOR: #000000">2,641,000</div>
</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 2%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 8%; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 9pt; FONT-FAMILY: Arial, Helvetica, sans-serif; COLOR: #000000">3,243,478</div>
</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 75%; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 9pt; FONT-FAMILY: Arial, Helvetica, sans-serif; COLOR: #000000; TEXT-ALIGN: left">Invacare Corp.</div>
</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 10%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 2%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 8%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 75%; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 9pt; FONT-FAMILY: Arial, Helvetica, sans-serif; COLOR: #000000; TEXT-ALIGN: left; TEXT-INDENT: 9pt">5.00% due 02/15/21<sup style="vertical-align: text-top; line-height: 1; font-size: smaller">1,5</sup></div>
</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 10%; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 9pt; FONT-FAMILY: Arial, Helvetica, sans-serif; COLOR: #000000">3,000,000</div>
</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 2%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 8%; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 9pt; FONT-FAMILY: Arial, Helvetica, sans-serif; COLOR: #000000">2,964,374</div>
</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 75%; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 9pt; FONT-FAMILY: Arial, Helvetica, sans-serif; COLOR: #000000; TEXT-ALIGN: left">Horizon Pharma Investment Ltd.</div>
</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 10%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 2%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 8%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 75%; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 9pt; FONT-FAMILY: Arial, Helvetica, sans-serif; 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</sup></div>
</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 10%; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 9pt; FONT-FAMILY: Arial, Helvetica, sans-serif; COLOR: #000000">2,561,000</div>
</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 2%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 8%; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 9pt; FONT-FAMILY: Arial, Helvetica, sans-serif; COLOR: #000000">2,546,593</div>
</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 75%; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 9pt; FONT-FAMILY: Arial, Helvetica, sans-serif; COLOR: #000000; TEXT-ALIGN: left">Depomed, Inc.</div>
</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 10%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 2%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 8%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 75%; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 9pt; FONT-FAMILY: Arial, Helvetica, sans-serif; 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="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 10%; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 9pt; FONT-FAMILY: Arial, Helvetica, sans-serif; COLOR: #000000">1,917,000</div>
</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 2%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 8%; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 9pt; FONT-FAMILY: Arial, Helvetica, sans-serif; COLOR: #000000">2,276,438</div>
</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; WIDTH: 75%" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid" valign="bottom" colspan="2">
<div style="FONT-SIZE: 9pt; FONT-FAMILY: Arial, Helvetica, sans-serif; COLOR: #000000; TEXT-ALIGN: right">&#160;</div>

<div style="FONT-SIZE: 9pt; FONT-FAMILY: Arial, Helvetica, sans-serif; COLOR: #000000; TEXT-ALIGN: right"><font style="FONT-SIZE: 9pt; FONT-FAMILY: Arial, Helvetica, sans-serif; FONT-WEIGHT: bold">Face</font><font style="FONT-SIZE: 9pt; FONT-FAMILY: Arial, Helvetica, sans-serif"><br>
</font><font style="FONT-SIZE: 9pt; FONT-FAMILY: Arial, Helvetica, sans-serif; FONT-WEIGHT: bold">Amount~</font></div>
</td>
<td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; TEXT-ALIGN: left; WIDTH: 1%" valign="bottom" nowrap="nowrap">
<div style="FONT-SIZE: 9pt; FONT-FAMILY: Arial, Helvetica, sans-serif; COLOR: #000000; TEXT-ALIGN: left">&#160;</div>
</td>
<td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; WIDTH: 2%" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; WIDTH: 1%" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid" valign="bottom" colspan="2">
<div style="FONT-SIZE: 9pt; FONT-FAMILY: Arial, Helvetica, sans-serif; FONT-WEIGHT: bold; COLOR: #000000; TEXT-ALIGN: right">Value</div>
</td>
<td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; TEXT-ALIGN: left; WIDTH: 1%" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff" valign="bottom" colspan="8">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial, Helvetica, sans-serif; COLOR: #000000; TEXT-ALIGN: left"><font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial, Helvetica, sans-serif; FONT-WEIGHT: bold">CONVERTIBLE BONDS</font><sup style="vertical-align: text-top; line-height: 1; font-size: smaller;FONT-FAMILY: Arial, Helvetica, sans-serif; FONT-WEIGHT: bold">&#8224;&#8224;</sup> <font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial, Helvetica, sans-serif; FONT-WEIGHT: bold">- 70.3% (continued)</font></div>
</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 75%; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial, Helvetica, sans-serif; FONT-WEIGHT: bold; COLOR: #000000; TEXT-ALIGN: left">Consumer, Non-cyclical -<font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial, Helvetica, sans-serif">&#160;&#160;</font>15.5% (continued)</div>
</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 10%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 2%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 8%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 75%; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 9pt; FONT-FAMILY: Arial, Helvetica, sans-serif; COLOR: #000000; TEXT-ALIGN: left">NuVasive, Inc.</div>
</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 10%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 2%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 8%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 75%; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 9pt; FONT-FAMILY: Arial, Helvetica, sans-serif; COLOR: #000000; TEXT-ALIGN: left; TEXT-INDENT: 9pt">2.25% due 03/15/21<sup style="vertical-align: text-top; line-height: 1; font-size: smaller">1,5</sup></div>
</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 9pt; FONT-FAMILY: Arial, Helvetica, sans-serif; COLOR: #000000">$</div>
</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 10%; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 9pt; FONT-FAMILY: Arial, Helvetica, sans-serif; COLOR: #000000">1,735,000</div>
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<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 2%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 9pt; FONT-FAMILY: Arial, Helvetica, sans-serif; COLOR: #000000">$</div>
</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom"></td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 8%; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 9pt; FONT-FAMILY: Arial, Helvetica, sans-serif; COLOR: #000000">2,127,544</div>
</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 75%; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 9pt; FONT-FAMILY: Arial, Helvetica, sans-serif; COLOR: #000000; TEXT-ALIGN: left">Jazz Investments I Ltd.</div>
</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 10%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 2%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 8%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 75%; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 9pt; FONT-FAMILY: Arial, Helvetica, sans-serif; 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="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 10%; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 9pt; FONT-FAMILY: Arial, Helvetica, sans-serif; COLOR: #000000">1,648,000</div>
</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 2%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 8%; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 9pt; FONT-FAMILY: Arial, Helvetica, sans-serif; COLOR: #000000">1,808,680</div>
</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 75%; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 9pt; FONT-FAMILY: Arial, Helvetica, sans-serif; COLOR: #000000; TEXT-ALIGN: left">Herbalife Ltd.</div>
</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 10%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 2%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 8%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 75%; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 9pt; FONT-FAMILY: Arial, Helvetica, sans-serif; COLOR: #000000; TEXT-ALIGN: left; TEXT-INDENT: 9pt">2.00% due 08/15/19<sup style="vertical-align: text-top; line-height: 1; font-size: smaller">1</sup></div>
</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 10%; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 9pt; FONT-FAMILY: Arial, Helvetica, sans-serif; COLOR: #000000">1,598,000</div>
</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 2%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 8%; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 9pt; FONT-FAMILY: Arial, Helvetica, sans-serif; COLOR: #000000">1,660,929</div>
</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 75%; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 9pt; FONT-FAMILY: Arial, Helvetica, sans-serif; COLOR: #000000; TEXT-ALIGN: left">Medicines Co.</div>
</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 10%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 2%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 8%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 75%; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 9pt; FONT-FAMILY: Arial, Helvetica, sans-serif; COLOR: #000000; TEXT-ALIGN: left; TEXT-INDENT: 9pt">2.75% due 07/15/23<sup style="vertical-align: text-top; line-height: 1; font-size: smaller">5</sup></div>
</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 10%; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 9pt; FONT-FAMILY: Arial, Helvetica, sans-serif; COLOR: #000000">1,469,000</div>
</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 2%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 8%; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 9pt; FONT-FAMILY: Arial, Helvetica, sans-serif; COLOR: #000000">1,545,205</div>
</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 75%; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 9pt; FONT-FAMILY: Arial, Helvetica, sans-serif; COLOR: #000000; TEXT-ALIGN: left">Huron Consulting Group, Inc.</div>
</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 10%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 2%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 8%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 75%; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 9pt; FONT-FAMILY: Arial, Helvetica, sans-serif; COLOR: #000000; TEXT-ALIGN: left; TEXT-INDENT: 9pt">1.25% due 10/01/19</div>
</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 10%; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 9pt; FONT-FAMILY: Arial, Helvetica, sans-serif; COLOR: #000000">1,503,000</div>
</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 2%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 8%; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 9pt; FONT-FAMILY: Arial, Helvetica, sans-serif; COLOR: #000000">1,544,333</div>
</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr style="HEIGHT: 20px">
<td style="VERTICAL-ALIGN: bottom; WIDTH: 75%; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 9pt; FONT-FAMILY: Arial, Helvetica, sans-serif; COLOR: #000000; TEXT-ALIGN: left">Nevro Corp.</div>
</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 10%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 2%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 8%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 75%; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 9pt; FONT-FAMILY: Arial, Helvetica, sans-serif; COLOR: #000000; TEXT-ALIGN: left; TEXT-INDENT: 9pt">1.75% due 06/01/21</div>
</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 10%; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 9pt; FONT-FAMILY: Arial, Helvetica, sans-serif; COLOR: #000000">1,315,000</div>
</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 2%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 8%; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 9pt; FONT-FAMILY: Arial, Helvetica, sans-serif; COLOR: #000000">1,481,841</div>
</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 75%; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 9pt; FONT-FAMILY: Arial, Helvetica, sans-serif; COLOR: #000000; TEXT-ALIGN: left">J Sainsbury plc</div>
</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 10%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 2%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 8%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 75%; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 9pt; FONT-FAMILY: Arial, Helvetica, sans-serif; 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="VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff" valign="bottom" colspan="2">
<div style="FONT-SIZE: 9pt; FONT-FAMILY: Arial, Helvetica, sans-serif; COLOR: #000000; TEXT-ALIGN: right">1,000,000 GBP</div>
</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 2%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 8%; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 9pt; FONT-FAMILY: Arial, Helvetica, sans-serif; COLOR: #000000">1,332,746</div>
</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 75%; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 9pt; FONT-FAMILY: Arial, Helvetica, sans-serif; COLOR: #000000; TEXT-ALIGN: left">PTC Therapeutics, Inc.</div>
</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 10%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 2%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 8%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 75%; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 9pt; FONT-FAMILY: Arial, Helvetica, sans-serif; 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="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 10%; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 9pt; FONT-FAMILY: Arial, Helvetica, sans-serif; COLOR: #000000">3,049,000</div>
</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 2%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 8%; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 9pt; FONT-FAMILY: Arial, Helvetica, sans-serif; COLOR: #000000">1,314,881</div>
</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 75%; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 9pt; FONT-FAMILY: Arial, Helvetica, sans-serif; COLOR: #000000; TEXT-ALIGN: left">Intercept Pharmaceuticals, Inc.</div>
</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 10%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 2%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 8%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 75%; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 9pt; FONT-FAMILY: Arial, Helvetica, sans-serif; COLOR: #000000; TEXT-ALIGN: left; TEXT-INDENT: 9pt">3.25% due 07/01/23</div>
</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 10%; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 9pt; FONT-FAMILY: Arial, Helvetica, sans-serif; COLOR: #000000">1,158,000</div>
</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 2%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 8%; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 9pt; FONT-FAMILY: Arial, Helvetica, sans-serif; COLOR: #000000">1,310,711</div>
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<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 75%; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 9pt; FONT-FAMILY: Arial, Helvetica, sans-serif; COLOR: #000000; TEXT-ALIGN: left">Wright Medical Group N.V.</div>
</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 10%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 2%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 8%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 75%; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 9pt; FONT-FAMILY: Arial, Helvetica, sans-serif; COLOR: #000000; TEXT-ALIGN: left; TEXT-INDENT: 9pt">2.25% due 11/15/21<sup style="vertical-align: text-top; line-height: 1; font-size: smaller">5</sup></div>
</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 10%; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 9pt; FONT-FAMILY: Arial, Helvetica, sans-serif; COLOR: #000000">1,010,000</div>
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<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 2%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 8%; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 9pt; FONT-FAMILY: Arial, Helvetica, sans-serif; COLOR: #000000">1,229,675</div>
</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 75%; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 9pt; FONT-FAMILY: Arial, Helvetica, sans-serif; COLOR: #000000; TEXT-ALIGN: left">Incyte Corp.</div>
</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 10%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 2%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 8%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 75%; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 9pt; FONT-FAMILY: Arial, Helvetica, sans-serif; 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="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 10%; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 9pt; FONT-FAMILY: Arial, Helvetica, sans-serif; COLOR: #000000">651,000</div>
</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 2%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 8%; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 9pt; FONT-FAMILY: Arial, Helvetica, sans-serif; COLOR: #000000">1,193,771</div>
</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 75%; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 9pt; FONT-FAMILY: Arial, Helvetica, sans-serif; COLOR: #000000; TEXT-ALIGN: left">Emergent BioSolutions, Inc.</div>
</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 10%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 2%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 8%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 75%; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 9pt; FONT-FAMILY: Arial, Helvetica, sans-serif; COLOR: #000000; TEXT-ALIGN: left; TEXT-INDENT: 9pt">2.88% due 01/15/21</div>
</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 10%; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 9pt; FONT-FAMILY: Arial, Helvetica, sans-serif; COLOR: #000000">947,000</div>
</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 2%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 8%; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 9pt; FONT-FAMILY: Arial, Helvetica, sans-serif; COLOR: #000000">1,187,893</div>
</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 75%; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 9pt; FONT-FAMILY: Arial, Helvetica, sans-serif; COLOR: #000000; TEXT-ALIGN: left">Brookdale Senior Living, Inc.</div>
</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 10%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 2%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 8%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 75%; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 9pt; FONT-FAMILY: Arial, Helvetica, sans-serif; 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="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 10%; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 9pt; FONT-FAMILY: Arial, Helvetica, sans-serif; COLOR: #000000">1,058,000</div>
</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 2%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 8%; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 9pt; FONT-FAMILY: Arial, Helvetica, sans-serif; COLOR: #000000">1,065,274</div>
</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 75%; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 9pt; FONT-FAMILY: Arial, Helvetica, sans-serif; COLOR: #000000; TEXT-ALIGN: left">Live Nation Entertainment, Inc.</div>
</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 10%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 2%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 8%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 75%; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 9pt; FONT-FAMILY: Arial, Helvetica, sans-serif; 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="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 10%; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 9pt; FONT-FAMILY: Arial, Helvetica, sans-serif; COLOR: #000000">897,000</div>
</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 2%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 8%; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 9pt; FONT-FAMILY: Arial, Helvetica, sans-serif; COLOR: #000000">956,988</div>
</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 75%; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 9pt; FONT-FAMILY: Arial, Helvetica, sans-serif; COLOR: #000000; TEXT-ALIGN: left">Macquarie Infrastructure Company LLC</div>
</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 10%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 2%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 8%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 75%; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 9pt; FONT-FAMILY: Arial, Helvetica, sans-serif; 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="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 10%; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 9pt; FONT-FAMILY: Arial, Helvetica, sans-serif; COLOR: #000000">795,000</div>
</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 2%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 8%; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 9pt; FONT-FAMILY: Arial, Helvetica, sans-serif; COLOR: #000000">923,690</div>
</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 75%; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 9pt; FONT-FAMILY: Arial, Helvetica, sans-serif; COLOR: #000000; TEXT-ALIGN: left">Repligen Corp.</div>
</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 10%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 2%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 8%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 75%; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 9pt; FONT-FAMILY: Arial, Helvetica, sans-serif; COLOR: #000000; TEXT-ALIGN: left; TEXT-INDENT: 9pt">2.13% due 06/01/21</div>
</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 10%; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 9pt; FONT-FAMILY: Arial, Helvetica, sans-serif; COLOR: #000000">802,000</div>
</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 2%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 8%; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 9pt; FONT-FAMILY: Arial, Helvetica, sans-serif; COLOR: #000000">889,719</div>
</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 75%; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 9pt; FONT-FAMILY: Arial, Helvetica, sans-serif; COLOR: #000000; TEXT-ALIGN: left">Array BioPharma, Inc.</div>
</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 10%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 2%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 8%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: bottom; PADDING-BOTTOM: 2px; WIDTH: 75%; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 9pt; FONT-FAMILY: Arial, Helvetica, sans-serif; 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="VERTICAL-ALIGN: bottom; PADDING-BOTTOM: 2px; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-BOTTOM: 2px; TEXT-ALIGN: right; WIDTH: 10%; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 9pt; FONT-FAMILY: Arial, Helvetica, sans-serif; COLOR: #000000">887,000</div>
</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-BOTTOM: 2px; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-BOTTOM: 2px; WIDTH: 2%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; TEXT-ALIGN: right; WIDTH: 8%; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 9pt; FONT-FAMILY: Arial, Helvetica, sans-serif; COLOR: #000000">789,430</div>
</td>
<td style="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="VERTICAL-ALIGN: bottom; PADDING-BOTTOM: 2px; BORDER-BOTTOM-COLOR: ; WIDTH: 75%; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 9pt; FONT-FAMILY: Arial, Helvetica, sans-serif; FONT-WEIGHT: bold; COLOR: #000000; TEXT-ALIGN: left">Total Consumer, Non-cyclical</div>
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<td style="VERTICAL-ALIGN: bottom; PADDING-BOTTOM: 2px; BORDER-BOTTOM-COLOR: ; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-BOTTOM: 2px; BORDER-BOTTOM-COLOR: ; TEXT-ALIGN: right; WIDTH: 10%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-BOTTOM: 2px; BORDER-BOTTOM-COLOR: ; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-BOTTOM: 2px; BORDER-BOTTOM-COLOR: ; WIDTH: 2%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; TEXT-ALIGN: right; WIDTH: 8%; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 9pt; FONT-FAMILY: Arial, Helvetica, sans-serif; COLOR: #000000">60,511,862</div>
</td>
<td style="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="VERTICAL-ALIGN: bottom; WIDTH: 75%; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial, Helvetica, sans-serif; FONT-WEIGHT: bold; COLOR: #000000; TEXT-ALIGN: left">Communications&#160;-<font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial, Helvetica, sans-serif">&#160;&#160;</font>12.8%</div>
</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 10%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 2%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 8%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 75%; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 9pt; FONT-FAMILY: Arial, Helvetica, sans-serif; COLOR: #000000; TEXT-ALIGN: left">Ciena Corp.</div>
</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 10%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 2%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 8%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 75%; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 9pt; FONT-FAMILY: Arial, Helvetica, sans-serif; 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="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 10%; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 9pt; FONT-FAMILY: Arial, Helvetica, sans-serif; COLOR: #000000">3,800,000</div>
</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 2%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 8%; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 9pt; FONT-FAMILY: Arial, Helvetica, sans-serif; COLOR: #000000">3,785,750</div>
</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 75%; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 9pt; FONT-FAMILY: Arial, Helvetica, sans-serif; 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="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 10%; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 9pt; FONT-FAMILY: Arial, Helvetica, sans-serif; COLOR: #000000">2,602,000</div>
</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 2%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 8%; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 9pt; FONT-FAMILY: Arial, Helvetica, sans-serif; COLOR: #000000">3,324,055</div>
</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 75%; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 9pt; FONT-FAMILY: Arial, Helvetica, sans-serif; COLOR: #000000; TEXT-ALIGN: left">Twitter, Inc.</div>
</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 10%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 2%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 8%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 75%; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 9pt; FONT-FAMILY: Arial, Helvetica, sans-serif; COLOR: #000000; TEXT-ALIGN: left; TEXT-INDENT: 9pt">0.25% due 09/15/19</div>
</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 10%; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 9pt; FONT-FAMILY: Arial, Helvetica, sans-serif; COLOR: #000000">4,250,000</div>
</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 2%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 8%; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 9pt; FONT-FAMILY: Arial, Helvetica, sans-serif; COLOR: #000000">3,944,532</div>
</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 75%; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 9pt; FONT-FAMILY: Arial, Helvetica, sans-serif; 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="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 10%; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 9pt; FONT-FAMILY: Arial, Helvetica, sans-serif; COLOR: #000000">2,346,000</div>
</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 2%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 8%; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 9pt; FONT-FAMILY: Arial, Helvetica, sans-serif; COLOR: #000000">2,118,731</div>
</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 75%; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 9pt; FONT-FAMILY: Arial, Helvetica, sans-serif; COLOR: #000000; TEXT-ALIGN: left">LinkedIn Corp.</div>
</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 10%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 2%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 8%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 75%; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 9pt; FONT-FAMILY: Arial, Helvetica, sans-serif; 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="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 10%; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 9pt; FONT-FAMILY: Arial, Helvetica, sans-serif; COLOR: #000000">5,250,000</div>
</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 2%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 8%; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 9pt; FONT-FAMILY: Arial, Helvetica, sans-serif; COLOR: #000000">5,223,750</div>
</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 75%; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 9pt; FONT-FAMILY: Arial, Helvetica, sans-serif; COLOR: #000000; TEXT-ALIGN: left">Priceline Group, Inc.</div>
</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 10%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 2%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 8%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 75%; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 9pt; FONT-FAMILY: Arial, Helvetica, sans-serif; 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="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 10%; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 9pt; FONT-FAMILY: Arial, Helvetica, sans-serif; COLOR: #000000">3,865,000</div>
</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 2%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 8%; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 9pt; FONT-FAMILY: Arial, Helvetica, sans-serif; COLOR: #000000">4,705,638</div>
</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 75%; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 9pt; FONT-FAMILY: Arial, Helvetica, sans-serif; COLOR: #000000; TEXT-ALIGN: left">FireEye, Inc.</div>
</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 10%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 2%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 8%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 75%; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 9pt; FONT-FAMILY: Arial, Helvetica, sans-serif; COLOR: #000000; TEXT-ALIGN: left; TEXT-INDENT: 9pt">1.00% due 06/01/35<sup style="vertical-align: text-top; line-height: 1; font-size: smaller">1</sup></div>
</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 10%; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 9pt; FONT-FAMILY: Arial, Helvetica, sans-serif; COLOR: #000000">2,700,000</div>
</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 2%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 8%; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 9pt; FONT-FAMILY: Arial, Helvetica, sans-serif; COLOR: #000000">2,522,812</div>
</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 75%; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 9pt; FONT-FAMILY: Arial, Helvetica, sans-serif; COLOR: #000000; TEXT-ALIGN: left; TEXT-INDENT: 9pt">1.63% due 06/01/35</div>
</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 10%; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 9pt; FONT-FAMILY: Arial, Helvetica, sans-serif; COLOR: #000000">2,256,000</div>
</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 2%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 8%; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 9pt; FONT-FAMILY: Arial, Helvetica, sans-serif; COLOR: #000000">2,071,291</div>
</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 75%; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 9pt; FONT-FAMILY: Arial, Helvetica, sans-serif; COLOR: #000000; TEXT-ALIGN: left">Finisar Corp.</div>
</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 10%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 2%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 8%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 75%; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 9pt; FONT-FAMILY: Arial, Helvetica, sans-serif; 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="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 10%; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 9pt; FONT-FAMILY: Arial, Helvetica, sans-serif; COLOR: #000000">4,000,000</div>
</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 2%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 8%; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 9pt; FONT-FAMILY: Arial, Helvetica, sans-serif; COLOR: #000000">3,947,499</div>
</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 75%; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 9pt; FONT-FAMILY: Arial, Helvetica, sans-serif; COLOR: #000000; TEXT-ALIGN: left">WebMD Health Corp.</div>
</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 10%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 2%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 8%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 75%; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 9pt; FONT-FAMILY: Arial, Helvetica, sans-serif; COLOR: #000000; TEXT-ALIGN: left; TEXT-INDENT: 9pt">2.63% due 06/15/23<sup style="vertical-align: text-top; line-height: 1; font-size: smaller">5</sup></div>
</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 10%; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 9pt; FONT-FAMILY: Arial, Helvetica, sans-serif; COLOR: #000000">1,885,000</div>
</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 2%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 8%; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 9pt; FONT-FAMILY: Arial, Helvetica, sans-serif; COLOR: #000000">1,913,275</div>
</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 75%; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 9pt; FONT-FAMILY: Arial, Helvetica, sans-serif; COLOR: #000000; TEXT-ALIGN: left; TEXT-INDENT: 9pt">2.50% due 01/31/18</div>
</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 10%; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 9pt; FONT-FAMILY: Arial, Helvetica, sans-serif; COLOR: #000000">1,240,000</div>
</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 2%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 8%; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 9pt; FONT-FAMILY: Arial, Helvetica, sans-serif; COLOR: #000000">1,394,225</div>
</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 75%; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 9pt; FONT-FAMILY: Arial, Helvetica, sans-serif; COLOR: #000000; TEXT-ALIGN: left">Ctrip.com International Ltd.</div>
</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 10%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 2%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 8%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 75%; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 9pt; FONT-FAMILY: Arial, Helvetica, sans-serif; COLOR: #000000; TEXT-ALIGN: left; TEXT-INDENT: 9pt">1.00% due 07/01/20</div>
</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 10%; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 9pt; FONT-FAMILY: Arial, Helvetica, sans-serif; COLOR: #000000">1,696,000</div>
</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 2%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 8%; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 9pt; FONT-FAMILY: Arial, Helvetica, sans-serif; COLOR: #000000">1,846,520</div>
</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 75%; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 9pt; FONT-FAMILY: Arial, Helvetica, sans-serif; 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="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 10%; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 9pt; FONT-FAMILY: Arial, Helvetica, sans-serif; COLOR: #000000">1,083,000</div>
</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 2%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 8%; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 9pt; FONT-FAMILY: Arial, Helvetica, sans-serif; COLOR: #000000">1,369,318</div>
</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>
</table>

<div>&#160;</div>

<div>&#160;</div>

<div id="DSPFPageBreakArea" style="MARGIN-BOTTOM: 10pt; CLEAR: both; MARGIN-TOP: 10pt">
<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">
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<div>
<table id="zba229cd65a934ae7806ffdbaff57c10e" style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman'; BORDER-COLLAPSE: collapse; WIDTH: 100%" cellspacing="0" cellpadding="0">
<tr>
<td style="FONT-SIZE: 12pt; FONT-FAMILY: Arial, Helvetica, 'sans-serif'; VERTICAL-ALIGN: middle; WIDTH: 80.41%">
<div style="COLOR: #000000; TEXT-ALIGN: left">Advent Claymore Convertible Securities &amp; Income Fund</div>
</td>
<td style="VERTICAL-ALIGN: middle; WIDTH: 19.59%">&#160;</td>
</tr>

<tr>
<td style="FONT-FAMILY: Arial, Helvetica, 'sans-serif'; VERTICAL-ALIGN: middle; BORDER-BOTTOM: #000000 2px solid; WIDTH: 80.41%">
<div style="FONT-SIZE: 16pt; FONT-WEIGHT: bold; TEXT-ALIGN: left"><font style="FONT-SIZE: 12pt">SCHEDULE OF INVESTMENTS </font><font style="FONT-SIZE: 9pt; FONT-STYLE: italic">(Unaudited)</font></div>
</td>
<td style="VERTICAL-ALIGN: middle; BORDER-BOTTOM: #000000 2px solid; WIDTH: 19.59%">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial, Helvetica, sans-serif; COLOR: #000000; TEXT-ALIGN: right">July 31, 2016</div>
</td>
</tr>
</table>
</div>

<div>&#160;</div>

<table id="z0aa29aea06e34c4eab824d7fb64b07cb" style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman'; WIDTH: 100%" cellspacing="0" cellpadding="0" border="0">
<tr>
<td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; WIDTH: 75%" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; TEXT-ALIGN: right" valign="bottom" colspan="2">
<div style="FONT-SIZE: 9pt; FONT-FAMILY: Arial, Helvetica, sans-serif; COLOR: #000000; TEXT-ALIGN: right"><font style="FONT-SIZE: 9pt; FONT-FAMILY: Arial, Helvetica, sans-serif; FONT-WEIGHT: bold">Face</font><font style="FONT-SIZE: 9pt; FONT-FAMILY: Arial, Helvetica, sans-serif"><br>
</font><font style="FONT-SIZE: 9pt; FONT-FAMILY: Arial, Helvetica, sans-serif; FONT-WEIGHT: bold">Amount~</font></div>
</td>
<td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; TEXT-ALIGN: left; WIDTH: 1%" valign="bottom" nowrap="nowrap"></td>
<td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; TEXT-ALIGN: left; WIDTH: 2%" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; TEXT-ALIGN: right; WIDTH: 1%" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; TEXT-ALIGN: right" valign="bottom" colspan="2">
<div style="FONT-SIZE: 9pt; FONT-FAMILY: Arial, Helvetica, sans-serif; FONT-WEIGHT: bold; COLOR: #000000; TEXT-ALIGN: right">Value</div>
</td>
<td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; TEXT-ALIGN: left; WIDTH: 1%" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 75%; BACKGROUND-COLOR: #cceeff" valign="bottom"><font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial, Helvetica, sans-serif; FONT-WEIGHT: bold">CONVERTIBLE BONDS</font><sup style="vertical-align: text-top; line-height: 1; font-size: smaller;FONT-FAMILY: Arial, Helvetica, sans-serif; FONT-WEIGHT: bold">&#8224;&#8224;</sup> <font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial, Helvetica, sans-serif; FONT-WEIGHT: bold">- 70.3% (continued)</font></td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom" colspan="2">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 2%; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom" colspan="2">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 75%; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial, Helvetica, sans-serif; FONT-WEIGHT: bold; COLOR: #000000; TEXT-ALIGN: left">Communications -<font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial, Helvetica, sans-serif">&#160;&#160;</font>12.8% (continued)</div>
</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom" colspan="2">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 2%; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom" colspan="2">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 75%; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 9pt; FONT-FAMILY: Arial, Helvetica, sans-serif; COLOR: #000000; TEXT-ALIGN: left">Liberty Media Corp.</div>
</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 10%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 2%; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 8%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 75%; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 9pt; FONT-FAMILY: Arial, Helvetica, sans-serif; COLOR: #000000; TEXT-ALIGN: left; TEXT-INDENT: 9pt">1.38% due 10/15/23</div>
</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 9pt; FONT-FAMILY: Arial, Helvetica, sans-serif; COLOR: #000000">$</div>
</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 10%; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 9pt; FONT-FAMILY: Arial, Helvetica, sans-serif; COLOR: #000000">2,692,000</div>
</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 2%; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 9pt; FONT-FAMILY: Arial, Helvetica, sans-serif; COLOR: #000000; TEXT-ALIGN: left">$</div>
</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom"></td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 8%; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 9pt; FONT-FAMILY: Arial, Helvetica, sans-serif; COLOR: #000000">2,870,345</div>
</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 75%; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 9pt; FONT-FAMILY: Arial, Helvetica, sans-serif; COLOR: #000000; TEXT-ALIGN: left">Web.com Group, Inc.</div>
</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 10%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 2%; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 8%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 75%; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 9pt; FONT-FAMILY: Arial, Helvetica, sans-serif; COLOR: #000000; TEXT-ALIGN: left; TEXT-INDENT: 9pt">1.00% due 08/15/18</div>
</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 10%; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 9pt; FONT-FAMILY: Arial, Helvetica, sans-serif; COLOR: #000000">3,000,000</div>
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<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 2%; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 8%; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 9pt; FONT-FAMILY: Arial, Helvetica, sans-serif; COLOR: #000000">2,829,375</div>
</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 75%; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 9pt; FONT-FAMILY: Arial, Helvetica, sans-serif; COLOR: #000000; TEXT-ALIGN: left">Telecom Italia Finance S.A.</div>
</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 10%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 2%; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 8%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 75%; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 9pt; FONT-FAMILY: Arial, Helvetica, sans-serif; COLOR: #000000; TEXT-ALIGN: left; TEXT-INDENT: 9pt">6.13% due 11/15/16</div>
</td>
<td style="VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff" valign="bottom" colspan="2">
<div style="FONT-SIZE: 9pt; FONT-FAMILY: Arial, Helvetica, sans-serif; COLOR: #000000; TEXT-ALIGN: right">2,300,000 EUR</div>
</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 2%; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 8%; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 9pt; FONT-FAMILY: Arial, Helvetica, sans-serif; COLOR: #000000">2,580,335</div>
</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 75%; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 9pt; FONT-FAMILY: Arial, Helvetica, sans-serif; COLOR: #000000; TEXT-ALIGN: left">CalAmp Corp.</div>
</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 10%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 2%; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 8%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 75%; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 9pt; FONT-FAMILY: Arial, Helvetica, sans-serif; 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</sup></div>
</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 10%; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 9pt; FONT-FAMILY: Arial, Helvetica, sans-serif; COLOR: #000000">1,888,000</div>
</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 2%; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 8%; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 9pt; FONT-FAMILY: Arial, Helvetica, sans-serif; COLOR: #000000">1,774,720</div>
</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 75%; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 9pt; FONT-FAMILY: Arial, Helvetica, sans-serif; COLOR: #000000; TEXT-ALIGN: left">Inmarsat plc</div>
</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 10%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 2%; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 8%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: bottom; PADDING-BOTTOM: 2px; WIDTH: 75%; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 9pt; FONT-FAMILY: Arial, Helvetica, sans-serif; COLOR: #000000; TEXT-ALIGN: left; TEXT-INDENT: 9pt">1.75% due 11/16/17</div>
</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-BOTTOM: 2px; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-BOTTOM: 2px; TEXT-ALIGN: right; WIDTH: 10%; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 9pt; FONT-FAMILY: Arial, Helvetica, sans-serif; COLOR: #000000">1,300,000</div>
</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-BOTTOM: 2px; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-BOTTOM: 2px; TEXT-ALIGN: left; WIDTH: 2%; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; TEXT-ALIGN: right; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; TEXT-ALIGN: right; WIDTH: 8%; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 9pt; FONT-FAMILY: Arial, Helvetica, sans-serif; COLOR: #000000">1,738,750</div>
</td>
<td style="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="VERTICAL-ALIGN: bottom; PADDING-BOTTOM: 2px; BORDER-BOTTOM-COLOR: ; WIDTH: 75%; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 9pt; FONT-FAMILY: Arial, Helvetica, sans-serif; FONT-WEIGHT: bold; COLOR: #000000; TEXT-ALIGN: left">Total Communications</div>
</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-BOTTOM: 2px; BORDER-BOTTOM-COLOR: ; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-BOTTOM: 2px; BORDER-BOTTOM-COLOR: ; TEXT-ALIGN: right; WIDTH: 10%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-BOTTOM: 2px; BORDER-BOTTOM-COLOR: ; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-BOTTOM: 2px; BORDER-BOTTOM-COLOR: ; TEXT-ALIGN: left; WIDTH: 2%; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; TEXT-ALIGN: right; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; TEXT-ALIGN: right; WIDTH: 8%; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 9pt; FONT-FAMILY: Arial, Helvetica, sans-serif; COLOR: #000000">49,960,921</div>
</td>
<td style="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="VERTICAL-ALIGN: bottom; WIDTH: 75%; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial, Helvetica, sans-serif; FONT-WEIGHT: bold; COLOR: #000000; TEXT-ALIGN: left">Financial&#160;-<font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial, Helvetica, sans-serif">&#160;&#160;</font>9.6%</div>
</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 10%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 2%; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 8%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 75%; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 9pt; FONT-FAMILY: Arial, Helvetica, sans-serif; COLOR: #000000; TEXT-ALIGN: left">Colony Capital, Inc.</div>
</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 10%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 2%; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 8%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 75%; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 9pt; FONT-FAMILY: Arial, Helvetica, sans-serif; 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="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 10%; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 9pt; FONT-FAMILY: Arial, Helvetica, sans-serif; COLOR: #000000">7,525,000</div>
</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 2%; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 8%; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 9pt; FONT-FAMILY: Arial, Helvetica, sans-serif; COLOR: #000000">7,360,391</div>
</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 75%; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 9pt; FONT-FAMILY: Arial, Helvetica, sans-serif; COLOR: #000000; TEXT-ALIGN: left">Starwood Property Trust, Inc.</div>
</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 10%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 2%; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 8%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 75%; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 9pt; FONT-FAMILY: Arial, Helvetica, sans-serif; COLOR: #000000; TEXT-ALIGN: left; TEXT-INDENT: 9pt">4.55% due 03/01/18<sup style="vertical-align: text-top; line-height: 1; font-size: smaller">1</sup></div>
</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 10%; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 9pt; FONT-FAMILY: Arial, Helvetica, sans-serif; COLOR: #000000">3,350,000</div>
</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 2%; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 8%; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 9pt; FONT-FAMILY: Arial, Helvetica, sans-serif; COLOR: #000000">3,586,594</div>
</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 75%; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 9pt; FONT-FAMILY: Arial, Helvetica, sans-serif; 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="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 10%; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 9pt; FONT-FAMILY: Arial, Helvetica, sans-serif; COLOR: #000000">2,600,000</div>
</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 2%; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 8%; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 9pt; FONT-FAMILY: Arial, Helvetica, sans-serif; COLOR: #000000">2,834,000</div>
</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 75%; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 9pt; FONT-FAMILY: Arial, Helvetica, sans-serif; COLOR: #000000; TEXT-ALIGN: left">Radian Group, Inc.</div>
</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 10%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 2%; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 8%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 75%; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 9pt; FONT-FAMILY: Arial, Helvetica, sans-serif; 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="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 10%; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 9pt; FONT-FAMILY: Arial, Helvetica, sans-serif; COLOR: #000000">2,501,000</div>
</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 2%; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 8%; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 9pt; FONT-FAMILY: Arial, Helvetica, sans-serif; COLOR: #000000">3,173,143</div>
</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 75%; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 9pt; FONT-FAMILY: Arial, Helvetica, sans-serif; COLOR: #000000; TEXT-ALIGN: left">American Realty Capital Properties, Inc.</div>
</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 10%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 2%; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 8%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 75%; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 9pt; FONT-FAMILY: Arial, Helvetica, sans-serif; COLOR: #000000; TEXT-ALIGN: left; TEXT-INDENT: 9pt">3.00% due 08/01/18</div>
</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 10%; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 9pt; FONT-FAMILY: Arial, Helvetica, sans-serif; COLOR: #000000">3,100,000</div>
</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 2%; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 8%; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 9pt; FONT-FAMILY: Arial, Helvetica, sans-serif; COLOR: #000000">3,092,250</div>
</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 75%; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 9pt; FONT-FAMILY: Arial, Helvetica, sans-serif; COLOR: #000000; TEXT-ALIGN: left">Air Lease Corp.</div>
</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 10%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 2%; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 8%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 75%; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 9pt; FONT-FAMILY: Arial, Helvetica, sans-serif; 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="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 10%; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 9pt; FONT-FAMILY: Arial, Helvetica, sans-serif; COLOR: #000000">2,265,000</div>
</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 2%; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 8%; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 9pt; FONT-FAMILY: Arial, Helvetica, sans-serif; COLOR: #000000">2,841,159</div>
</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 75%; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 9pt; FONT-FAMILY: Arial, Helvetica, sans-serif; COLOR: #000000; TEXT-ALIGN: left">Colony Starwood Homes</div>
</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 10%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 2%; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 8%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 75%; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 9pt; FONT-FAMILY: Arial, Helvetica, sans-serif; COLOR: #000000; TEXT-ALIGN: left; TEXT-INDENT: 9pt">3.00% due 07/01/19<sup style="vertical-align: text-top; line-height: 1; font-size: smaller">1</sup></div>
</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 10%; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 9pt; FONT-FAMILY: Arial, Helvetica, sans-serif; COLOR: #000000">2,382,000</div>
</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 2%; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 8%; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 9pt; FONT-FAMILY: Arial, Helvetica, sans-serif; COLOR: #000000">2,763,120</div>
</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 75%; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 9pt; FONT-FAMILY: Arial, Helvetica, sans-serif; COLOR: #000000; TEXT-ALIGN: left">MGIC Investment Corp.</div>
</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 10%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 2%; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 8%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 75%; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 9pt; FONT-FAMILY: Arial, Helvetica, sans-serif; COLOR: #000000; TEXT-ALIGN: left; TEXT-INDENT: 9pt">2.00% due 04/01/20<sup style="vertical-align: text-top; line-height: 1; font-size: smaller">1</sup></div>
</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 10%; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 9pt; FONT-FAMILY: Arial, Helvetica, sans-serif; COLOR: #000000">2,213,000</div>
</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 2%; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 8%; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 9pt; FONT-FAMILY: Arial, Helvetica, sans-serif; COLOR: #000000">2,683,263</div>
</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 75%; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 9pt; FONT-FAMILY: Arial, Helvetica, sans-serif; COLOR: #000000; TEXT-ALIGN: left">Extra Space Storage, LP</div>
</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 10%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 2%; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 8%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 75%; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 9pt; FONT-FAMILY: Arial, Helvetica, sans-serif; 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="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 10%; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 9pt; FONT-FAMILY: Arial, Helvetica, sans-serif; COLOR: #000000">2,083,000</div>
</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 2%; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 8%; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 9pt; FONT-FAMILY: Arial, Helvetica, sans-serif; COLOR: #000000">2,296,508</div>
</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 75%; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 9pt; FONT-FAMILY: Arial, Helvetica, sans-serif; COLOR: #000000; TEXT-ALIGN: left">Fidelity National Financial, Inc.</div>
</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 10%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 2%; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 8%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 75%; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 9pt; FONT-FAMILY: Arial, Helvetica, sans-serif; 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="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 10%; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 9pt; FONT-FAMILY: Arial, Helvetica, sans-serif; COLOR: #000000">1,074,000</div>
</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 2%; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 8%; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 9pt; FONT-FAMILY: Arial, Helvetica, sans-serif; COLOR: #000000">2,225,865</div>
</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 75%; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 9pt; FONT-FAMILY: Arial, Helvetica, sans-serif; COLOR: #000000; TEXT-ALIGN: left">Blackhawk Network Holdings, Inc.</div>
</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 10%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 2%; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 8%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 75%; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 9pt; FONT-FAMILY: Arial, Helvetica, sans-serif; COLOR: #000000; TEXT-ALIGN: left; TEXT-INDENT: 9pt">1.50% due 01/15/22<sup style="vertical-align: text-top; line-height: 1; font-size: smaller">5</sup></div>
</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 10%; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 9pt; FONT-FAMILY: Arial, Helvetica, sans-serif; COLOR: #000000">1,655,000</div>
</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 2%; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 8%; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 9pt; FONT-FAMILY: Arial, Helvetica, sans-serif; COLOR: #000000">1,696,375</div>
</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 75%; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 9pt; FONT-FAMILY: Arial, Helvetica, sans-serif; COLOR: #000000; TEXT-ALIGN: left">PRA Group, Inc.</div>
</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 10%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 2%; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 8%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 75%; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 9pt; FONT-FAMILY: Arial, Helvetica, sans-serif; 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="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 10%; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 9pt; FONT-FAMILY: Arial, Helvetica, sans-serif; COLOR: #000000">1,341,000</div>
</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 2%; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 8%; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 9pt; FONT-FAMILY: Arial, Helvetica, sans-serif; COLOR: #000000">1,122,249</div>
</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 75%; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 9pt; FONT-FAMILY: Arial, Helvetica, sans-serif; COLOR: #000000; TEXT-ALIGN: left">Encore Capital Group, Inc.</div>
</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 10%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 2%; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 8%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 75%; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 9pt; FONT-FAMILY: Arial, Helvetica, sans-serif; COLOR: #000000; TEXT-ALIGN: left; TEXT-INDENT: 9pt">2.88% due 03/15/21</div>
</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 10%; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 9pt; FONT-FAMILY: Arial, Helvetica, sans-serif; COLOR: #000000">1,518,000</div>
</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 2%; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 8%; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 9pt; FONT-FAMILY: Arial, Helvetica, sans-serif; COLOR: #000000">1,064,498</div>
</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 75%; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 9pt; FONT-FAMILY: Arial, Helvetica, sans-serif; COLOR: #000000; TEXT-ALIGN: left">Element Financial Corp.</div>
</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 10%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 2%; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 8%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: bottom; PADDING-BOTTOM: 2px; WIDTH: 75%; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 9pt; FONT-FAMILY: Arial, Helvetica, sans-serif; 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="VERTICAL-ALIGN: bottom; PADDING-BOTTOM: 2px; BACKGROUND-COLOR: #cceeff" valign="bottom" colspan="2">
<div style="FONT-SIZE: 9pt; FONT-FAMILY: Arial, Helvetica, sans-serif; COLOR: #000000; TEXT-ALIGN: right">875,000 CAD</div>
</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-BOTTOM: 2px; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-BOTTOM: 2px; TEXT-ALIGN: left; WIDTH: 2%; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; TEXT-ALIGN: right; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; TEXT-ALIGN: right; WIDTH: 8%; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 9pt; FONT-FAMILY: Arial, Helvetica, sans-serif; COLOR: #000000">677,696</div>
</td>
<td style="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="VERTICAL-ALIGN: bottom; PADDING-BOTTOM: 2px; BORDER-BOTTOM-COLOR: ; WIDTH: 75%; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 9pt; FONT-FAMILY: Arial, Helvetica, sans-serif; FONT-WEIGHT: bold; COLOR: #000000; TEXT-ALIGN: left">Total Financial</div>
</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-BOTTOM: 2px; BORDER-BOTTOM-COLOR: ; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-BOTTOM: 2px; BORDER-BOTTOM-COLOR: ; TEXT-ALIGN: right; WIDTH: 10%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-BOTTOM: 2px; BORDER-BOTTOM-COLOR: ; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-BOTTOM: 2px; BORDER-BOTTOM-COLOR: ; TEXT-ALIGN: left; WIDTH: 2%; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; TEXT-ALIGN: right; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; TEXT-ALIGN: right; WIDTH: 8%; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 9pt; FONT-FAMILY: Arial, Helvetica, sans-serif; COLOR: #000000">37,417,111</div>
</td>
<td style="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="VERTICAL-ALIGN: bottom; WIDTH: 75%; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial, Helvetica, sans-serif; FONT-WEIGHT: bold; COLOR: #000000; TEXT-ALIGN: left">Consumer, Cyclical&#160;-<font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial, Helvetica, sans-serif">&#160;&#160;</font>3.8%</div>
</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 10%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 2%; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 8%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 75%; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 9pt; FONT-FAMILY: Arial, Helvetica, sans-serif; COLOR: #000000; TEXT-ALIGN: left">CalAtlantic Group, Inc.</div>
</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 10%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 2%; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 8%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 75%; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 9pt; FONT-FAMILY: Arial, Helvetica, sans-serif; COLOR: #000000; TEXT-ALIGN: left; TEXT-INDENT: 9pt">0.25% due 06/01/19<sup style="vertical-align: text-top; line-height: 1; font-size: smaller">1</sup></div>
</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 10%; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 9pt; FONT-FAMILY: Arial, Helvetica, sans-serif; COLOR: #000000">2,675,000</div>
</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 2%; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 8%; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 9pt; FONT-FAMILY: Arial, Helvetica, sans-serif; COLOR: #000000">2,522,859</div>
</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 75%; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 9pt; FONT-FAMILY: Arial, Helvetica, sans-serif; COLOR: #000000; TEXT-ALIGN: left; TEXT-INDENT: 9pt">1.63% due 05/15/18<sup style="vertical-align: text-top; line-height: 1; font-size: smaller">1</sup></div>
</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 10%; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 9pt; FONT-FAMILY: Arial, Helvetica, sans-serif; COLOR: #000000">1,321,000</div>
</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 2%; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 8%; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 9pt; FONT-FAMILY: Arial, Helvetica, sans-serif; COLOR: #000000">1,676,844</div>
</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 75%; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 9pt; FONT-FAMILY: Arial, Helvetica, sans-serif; COLOR: #000000; TEXT-ALIGN: left">Standard Pacific Corp.</div>
</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 10%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 2%; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 8%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 75%; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 9pt; FONT-FAMILY: Arial, Helvetica, sans-serif; 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="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 10%; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 9pt; FONT-FAMILY: Arial, Helvetica, sans-serif; COLOR: #000000">2,749,000</div>
</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 2%; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 8%; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 9pt; FONT-FAMILY: Arial, Helvetica, sans-serif; COLOR: #000000">2,958,612</div>
</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 75%; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 9pt; FONT-FAMILY: Arial, Helvetica, sans-serif; COLOR: #000000; TEXT-ALIGN: left">Restoration Hardware Holdings, Inc.</div>
</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 10%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 2%; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 8%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 75%; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 9pt; FONT-FAMILY: Arial, Helvetica, sans-serif; COLOR: #000000; TEXT-ALIGN: left; TEXT-INDENT: 9pt">0.00% due 06/15/19<sup style="vertical-align: text-top; line-height: 1; font-size: smaller">1,4,5</sup></div>
</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 10%; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 9pt; FONT-FAMILY: Arial, Helvetica, sans-serif; COLOR: #000000">2,608,000</div>
</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 2%; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 8%; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 9pt; FONT-FAMILY: Arial, Helvetica, sans-serif; COLOR: #000000">2,233,100</div>
</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 75%; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 9pt; FONT-FAMILY: Arial, Helvetica, sans-serif; COLOR: #000000; TEXT-ALIGN: left">Toll Brothers Finance Corp.</div>
</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 10%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 2%; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 8%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 75%; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 9pt; FONT-FAMILY: Arial, Helvetica, sans-serif; COLOR: #000000; TEXT-ALIGN: left; TEXT-INDENT: 9pt">0.50% due 09/15/32</div>
</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 10%; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 9pt; FONT-FAMILY: Arial, Helvetica, sans-serif; COLOR: #000000">2,000,000</div>
</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 2%; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 8%; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 9pt; FONT-FAMILY: Arial, Helvetica, sans-serif; COLOR: #000000">1,953,750</div>
</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 75%; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 9pt; FONT-FAMILY: Arial, Helvetica, sans-serif; COLOR: #000000; TEXT-ALIGN: left">Tesla Motors, Inc.</div>
</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 10%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 2%; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 8%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 75%; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 9pt; FONT-FAMILY: Arial, Helvetica, sans-serif; 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="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 10%; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 9pt; FONT-FAMILY: Arial, Helvetica, sans-serif; COLOR: #000000">1,974,000</div>
</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 2%; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 8%; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 9pt; FONT-FAMILY: Arial, Helvetica, sans-serif; COLOR: #000000">1,743,289</div>
</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 75%; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 9pt; FONT-FAMILY: Arial, Helvetica, sans-serif; COLOR: #000000; TEXT-ALIGN: left">GNC Holdings, Inc.</div>
</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 10%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 2%; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 8%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 75%; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 9pt; FONT-FAMILY: Arial, Helvetica, sans-serif; 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="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 10%; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 9pt; FONT-FAMILY: Arial, Helvetica, sans-serif; COLOR: #000000">1,351,000</div>
</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 2%; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 8%; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 9pt; FONT-FAMILY: Arial, Helvetica, sans-serif; COLOR: #000000">1,116,264</div>
</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; WIDTH: 75%" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid" valign="bottom" colspan="2">
<div style="FONT-SIZE: 9pt; FONT-FAMILY: Arial, Helvetica, sans-serif; COLOR: #000000; TEXT-ALIGN: right">&#160;</div>

<div style="FONT-SIZE: 9pt; FONT-FAMILY: Arial, Helvetica, sans-serif; COLOR: #000000; TEXT-ALIGN: right"><font style="FONT-SIZE: 9pt; FONT-FAMILY: Arial, Helvetica, sans-serif; FONT-WEIGHT: bold">Face</font><font style="FONT-SIZE: 9pt; FONT-FAMILY: Arial, Helvetica, sans-serif"><br>
</font><font style="FONT-SIZE: 9pt; FONT-FAMILY: Arial, Helvetica, sans-serif; FONT-WEIGHT: bold">Amount~</font></div>
</td>
<td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; TEXT-ALIGN: left; WIDTH: 1%" valign="bottom" nowrap="nowrap"></td>
<td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; TEXT-ALIGN: left; WIDTH: 2%" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid" valign="bottom" colspan="3">
<div style="FONT-SIZE: 9pt; FONT-FAMILY: Arial, Helvetica, sans-serif; FONT-WEIGHT: bold; COLOR: #000000; TEXT-ALIGN: right">Value</div>
</td>
<td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; TEXT-ALIGN: left; WIDTH: 1%" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff" valign="bottom" colspan="8">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial, Helvetica, sans-serif; COLOR: #000000; TEXT-ALIGN: left"><font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial, Helvetica, sans-serif; FONT-WEIGHT: bold">CONVERTIBLE BONDS</font><sup style="vertical-align: text-top; line-height: 1; font-size: smaller;FONT-FAMILY: Arial, Helvetica, sans-serif; FONT-WEIGHT: bold">&#8224;&#8224;</sup> <font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial, Helvetica, sans-serif; FONT-WEIGHT: bold">- 70.3% (continued)</font></div>
</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 75%; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial, Helvetica, sans-serif; FONT-WEIGHT: bold; COLOR: #000000; TEXT-ALIGN: left">Consumer, Cyclical -<font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial, Helvetica, sans-serif">&#160;&#160;</font>3.8% (continued)</div>
</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 10%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 2%; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 8%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 75%; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 9pt; FONT-FAMILY: Arial, Helvetica, sans-serif; COLOR: #000000; TEXT-ALIGN: left">Meritor, Inc.</div>
</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 10%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 2%; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 8%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: bottom; PADDING-BOTTOM: 2px; WIDTH: 75%; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 9pt; FONT-FAMILY: Arial, Helvetica, sans-serif; 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="VERTICAL-ALIGN: bottom; PADDING-BOTTOM: 2px; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 9pt; FONT-FAMILY: Arial, Helvetica, sans-serif; COLOR: #000000">$</div>
</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-BOTTOM: 2px; TEXT-ALIGN: right; WIDTH: 10%; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 9pt; FONT-FAMILY: Arial, Helvetica, sans-serif; COLOR: #000000">580,000</div>
</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-BOTTOM: 2px; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-BOTTOM: 2px; TEXT-ALIGN: left; WIDTH: 2%; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; TEXT-ALIGN: right; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 9pt; FONT-FAMILY: Arial, Helvetica, sans-serif; COLOR: #000000; TEXT-ALIGN: left">$</div>
</td>
<td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom"></td>
<td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; TEXT-ALIGN: right; WIDTH: 8%; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 9pt; FONT-FAMILY: Arial, Helvetica, sans-serif; COLOR: #000000">688,025</div>
</td>
<td style="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="VERTICAL-ALIGN: bottom; PADDING-BOTTOM: 2px; BORDER-BOTTOM-COLOR: ; WIDTH: 75%; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 9pt; FONT-FAMILY: Arial, Helvetica, sans-serif; FONT-WEIGHT: bold; COLOR: #000000; TEXT-ALIGN: left">Total Consumer, Cyclical</div>
</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-BOTTOM: 2px; BORDER-BOTTOM-COLOR: ; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-BOTTOM: 2px; BORDER-BOTTOM-COLOR: ; TEXT-ALIGN: right; WIDTH: 10%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-BOTTOM: 2px; BORDER-BOTTOM-COLOR: ; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-BOTTOM: 2px; BORDER-BOTTOM-COLOR: ; TEXT-ALIGN: left; WIDTH: 2%; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; TEXT-ALIGN: right; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; TEXT-ALIGN: right; WIDTH: 8%; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 9pt; FONT-FAMILY: Arial, Helvetica, sans-serif; COLOR: #000000">14,892,743</div>
</td>
<td style="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="VERTICAL-ALIGN: bottom; WIDTH: 75%; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial, Helvetica, sans-serif; FONT-WEIGHT: bold; COLOR: #000000; TEXT-ALIGN: left">Industrial&#160;-<font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial, Helvetica, sans-serif">&#160;&#160;</font>3.6%</div>
</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 10%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 2%; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 8%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 75%; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 9pt; FONT-FAMILY: Arial, Helvetica, sans-serif; COLOR: #000000; TEXT-ALIGN: left">SunPower Corp.</div>
</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 10%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 2%; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 8%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 75%; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 9pt; FONT-FAMILY: Arial, Helvetica, sans-serif; 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">1,5</sup></div>
</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 10%; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 9pt; FONT-FAMILY: Arial, Helvetica, sans-serif; COLOR: #000000">3,156,000</div>
</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 2%; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 8%; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 9pt; FONT-FAMILY: Arial, Helvetica, sans-serif; COLOR: #000000">2,751,637</div>
</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 75%; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 9pt; FONT-FAMILY: Arial, Helvetica, sans-serif; COLOR: #000000; TEXT-ALIGN: left">Dycom Industries, Inc.</div>
</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 10%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 2%; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 8%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 75%; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 9pt; FONT-FAMILY: Arial, Helvetica, sans-serif; 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">1,5</sup></div>
</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 10%; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 9pt; FONT-FAMILY: Arial, Helvetica, sans-serif; COLOR: #000000">1,808,000</div>
</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 2%; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 8%; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 9pt; FONT-FAMILY: Arial, Helvetica, sans-serif; COLOR: #000000">2,136,829</div>
</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 75%; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 9pt; FONT-FAMILY: Arial, Helvetica, sans-serif; COLOR: #000000; TEXT-ALIGN: left">Vishay Intertechnology, Inc.</div>
</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 10%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 2%; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 8%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 75%; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 9pt; FONT-FAMILY: Arial, Helvetica, sans-serif; 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="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 10%; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 9pt; FONT-FAMILY: Arial, Helvetica, sans-serif; COLOR: #000000">1,945,000</div>
</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 2%; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 8%; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 9pt; FONT-FAMILY: Arial, Helvetica, sans-serif; COLOR: #000000">2,072,641</div>
</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 75%; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 9pt; FONT-FAMILY: Arial, Helvetica, sans-serif; COLOR: #000000; TEXT-ALIGN: left">RTI International Metals, Inc.</div>
</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 10%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 2%; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 8%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 75%; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 9pt; FONT-FAMILY: Arial, Helvetica, sans-serif; COLOR: #000000; TEXT-ALIGN: left; TEXT-INDENT: 9pt">1.63% due 10/15/19</div>
</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 10%; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 9pt; FONT-FAMILY: Arial, Helvetica, sans-serif; COLOR: #000000">1,610,000</div>
</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 2%; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 8%; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 9pt; FONT-FAMILY: Arial, Helvetica, sans-serif; COLOR: #000000">1,785,088</div>
</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 75%; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 9pt; FONT-FAMILY: Arial, Helvetica, sans-serif; COLOR: #000000; TEXT-ALIGN: left">Cemex SAB de CV</div>
</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 10%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 2%; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 8%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 75%; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 9pt; FONT-FAMILY: Arial, Helvetica, sans-serif; COLOR: #000000; TEXT-ALIGN: left; TEXT-INDENT: 9pt">3.72% due 03/15/20</div>
</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 10%; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 9pt; FONT-FAMILY: Arial, Helvetica, sans-serif; COLOR: #000000">1,441,000</div>
</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 2%; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 8%; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 9pt; FONT-FAMILY: Arial, Helvetica, sans-serif; COLOR: #000000">1,477,025</div>
</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 75%; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 9pt; FONT-FAMILY: Arial, Helvetica, sans-serif; COLOR: #000000; TEXT-ALIGN: left">Tutor Perini Corp.</div>
</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 10%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 2%; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 8%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 75%; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 9pt; FONT-FAMILY: Arial, Helvetica, sans-serif; COLOR: #000000; TEXT-ALIGN: left; TEXT-INDENT: 9pt">2.88% due 06/15/21<sup style="vertical-align: text-top; line-height: 1; font-size: smaller">5</sup></div>
</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 10%; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 9pt; FONT-FAMILY: Arial, Helvetica, sans-serif; COLOR: #000000">1,143,000</div>
</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 2%; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 8%; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 9pt; FONT-FAMILY: Arial, Helvetica, sans-serif; COLOR: #000000">1,257,300</div>
</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 75%; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 9pt; FONT-FAMILY: Arial, Helvetica, sans-serif; COLOR: #000000; TEXT-ALIGN: left">Atlas Air Worldwide Holdings, Inc.</div>
</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 10%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 2%; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 8%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 75%; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 9pt; FONT-FAMILY: Arial, Helvetica, sans-serif; COLOR: #000000; TEXT-ALIGN: left; TEXT-INDENT: 9pt">2.25% due 06/01/22<sup style="vertical-align: text-top; line-height: 1; font-size: smaller">1</sup></div>
</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 10%; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 9pt; FONT-FAMILY: Arial, Helvetica, sans-serif; COLOR: #000000">1,260,000</div>
</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 2%; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 8%; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 9pt; FONT-FAMILY: Arial, Helvetica, sans-serif; COLOR: #000000">1,249,763</div>
</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 75%; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 9pt; FONT-FAMILY: Arial, Helvetica, sans-serif; COLOR: #000000; TEXT-ALIGN: left">Greenbrier Companies, Inc.</div>
</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 10%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 2%; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 8%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 75%; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 9pt; FONT-FAMILY: Arial, Helvetica, sans-serif; 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="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 10%; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 9pt; FONT-FAMILY: Arial, Helvetica, sans-serif; COLOR: #000000">788,000</div>
</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 2%; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 8%; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 9pt; FONT-FAMILY: Arial, Helvetica, sans-serif; COLOR: #000000">871,725</div>
</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 75%; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 9pt; FONT-FAMILY: Arial, Helvetica, sans-serif; COLOR: #000000; TEXT-ALIGN: left">BW Group Ltd.</div>
</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 10%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 2%; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 8%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: bottom; PADDING-BOTTOM: 2px; WIDTH: 75%; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 9pt; FONT-FAMILY: Arial, Helvetica, sans-serif; COLOR: #000000; TEXT-ALIGN: left; TEXT-INDENT: 9pt">1.75% due 09/10/19</div>
</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-BOTTOM: 2px; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-BOTTOM: 2px; TEXT-ALIGN: right; WIDTH: 10%; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 9pt; FONT-FAMILY: Arial, Helvetica, sans-serif; COLOR: #000000">600,000</div>
</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-BOTTOM: 2px; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-BOTTOM: 2px; TEXT-ALIGN: left; WIDTH: 2%; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; TEXT-ALIGN: right; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; TEXT-ALIGN: right; WIDTH: 8%; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 9pt; FONT-FAMILY: Arial, Helvetica, sans-serif; COLOR: #000000">505,500</div>
</td>
<td style="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="VERTICAL-ALIGN: bottom; PADDING-BOTTOM: 2px; BORDER-BOTTOM-COLOR: ; WIDTH: 75%; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 9pt; FONT-FAMILY: Arial, Helvetica, sans-serif; FONT-WEIGHT: bold; COLOR: #000000; TEXT-ALIGN: left">Total Industrial</div>
</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-BOTTOM: 2px; BORDER-BOTTOM-COLOR: ; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-BOTTOM: 2px; BORDER-BOTTOM-COLOR: ; TEXT-ALIGN: right; WIDTH: 10%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-BOTTOM: 2px; BORDER-BOTTOM-COLOR: ; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-BOTTOM: 2px; BORDER-BOTTOM-COLOR: ; TEXT-ALIGN: left; WIDTH: 2%; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; TEXT-ALIGN: right; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; TEXT-ALIGN: right; WIDTH: 8%; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 9pt; FONT-FAMILY: Arial, Helvetica, sans-serif; COLOR: #000000">14,107,508</div>
</td>
<td style="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="VERTICAL-ALIGN: bottom; WIDTH: 75%; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial, Helvetica, sans-serif; FONT-WEIGHT: bold; COLOR: #000000; TEXT-ALIGN: left">Utilities&#160;-<font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial, Helvetica, sans-serif">&#160;&#160;</font>1.6%</div>
</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 10%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 2%; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 8%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 75%; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 9pt; FONT-FAMILY: Arial, Helvetica, sans-serif; COLOR: #000000; TEXT-ALIGN: left">CenterPoint Energy, Inc.</div>
</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 10%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 2%; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 8%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 75%; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 9pt; FONT-FAMILY: Arial, Helvetica, sans-serif; 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">1,6</sup></div>
</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 10%; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 9pt; FONT-FAMILY: Arial, Helvetica, sans-serif; COLOR: #000000">62,878</div>
</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 2%; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 8%; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 9pt; FONT-FAMILY: Arial, Helvetica, sans-serif; COLOR: #000000">3,422,922</div>
</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 75%; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 9pt; FONT-FAMILY: Arial, Helvetica, sans-serif; COLOR: #000000; TEXT-ALIGN: left">NRG Yield, Inc.</div>
</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 10%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 2%; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 8%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 75%; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 9pt; FONT-FAMILY: Arial, Helvetica, sans-serif; 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="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 10%; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 9pt; FONT-FAMILY: Arial, Helvetica, sans-serif; COLOR: #000000">2,800,000</div>
</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 2%; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 8%; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 9pt; FONT-FAMILY: Arial, Helvetica, sans-serif; COLOR: #000000">2,716,000</div>
</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 75%; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 9pt; FONT-FAMILY: Arial, Helvetica, sans-serif; COLOR: #000000; TEXT-ALIGN: left">Dynegy, Inc.</div>
</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 10%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 2%; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 8%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: bottom; PADDING-BOTTOM: 2px; WIDTH: 75%; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 9pt; FONT-FAMILY: Arial, Helvetica, sans-serif; COLOR: #000000; TEXT-ALIGN: left; TEXT-INDENT: 9pt">7.00% due 07/01/19</div>
</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-BOTTOM: 2px; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-BOTTOM: 2px; TEXT-ALIGN: right; WIDTH: 10%; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 9pt; FONT-FAMILY: Arial, Helvetica, sans-serif; COLOR: #000000">7,307</div>
</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-BOTTOM: 2px; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-BOTTOM: 2px; TEXT-ALIGN: left; WIDTH: 2%; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; TEXT-ALIGN: right; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; TEXT-ALIGN: right; WIDTH: 8%; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 9pt; FONT-FAMILY: Arial, Helvetica, sans-serif; COLOR: #000000">7,140</div>
</td>
<td style="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="VERTICAL-ALIGN: bottom; PADDING-BOTTOM: 2px; BORDER-BOTTOM-COLOR: ; WIDTH: 75%; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 9pt; FONT-FAMILY: Arial, Helvetica, sans-serif; FONT-WEIGHT: bold; COLOR: #000000; TEXT-ALIGN: left">Total Utilities</div>
</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-BOTTOM: 2px; BORDER-BOTTOM-COLOR: ; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-BOTTOM: 2px; BORDER-BOTTOM-COLOR: ; TEXT-ALIGN: right; WIDTH: 10%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-BOTTOM: 2px; BORDER-BOTTOM-COLOR: ; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-BOTTOM: 2px; BORDER-BOTTOM-COLOR: ; TEXT-ALIGN: left; WIDTH: 2%; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; TEXT-ALIGN: right; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; TEXT-ALIGN: right; WIDTH: 8%; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 9pt; FONT-FAMILY: Arial, Helvetica, sans-serif; COLOR: #000000">6,146,062</div>
</td>
<td style="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="VERTICAL-ALIGN: bottom; WIDTH: 75%; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial, Helvetica, sans-serif; FONT-WEIGHT: bold; COLOR: #000000; TEXT-ALIGN: left">Energy&#160;-<font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial, Helvetica, sans-serif">&#160;&#160;</font>1.5%</div>
</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 10%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 2%; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 8%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 75%; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 9pt; FONT-FAMILY: Arial, Helvetica, sans-serif; COLOR: #000000; TEXT-ALIGN: left">Weatherford International Ltd.</div>
</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 10%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 2%; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 8%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: bottom; PADDING-BOTTOM: 2px; BORDER-BOTTOM-COLOR: ; WIDTH: 75%; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 9pt; FONT-FAMILY: Arial, Helvetica, sans-serif; COLOR: #000000; TEXT-ALIGN: left; TEXT-INDENT: 9pt">5.88% due 07/01/21<sup style="vertical-align: text-top; line-height: 1; font-size: smaller">1</sup></div>
</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-BOTTOM: 2px; BORDER-BOTTOM-COLOR: ; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-BOTTOM: 2px; BORDER-BOTTOM-COLOR: ; TEXT-ALIGN: right; WIDTH: 10%; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 9pt; FONT-FAMILY: Arial, Helvetica, sans-serif; COLOR: #000000">5,355,000</div>
</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-BOTTOM: 2px; BORDER-BOTTOM-COLOR: ; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-BOTTOM: 2px; BORDER-BOTTOM-COLOR: ; TEXT-ALIGN: left; WIDTH: 2%; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; TEXT-ALIGN: right; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; TEXT-ALIGN: right; WIDTH: 8%; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 9pt; FONT-FAMILY: Arial, Helvetica, sans-serif; COLOR: #000000">5,964,131</div>
</td>
<td style="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="VERTICAL-ALIGN: bottom; WIDTH: 75%; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial, Helvetica, sans-serif; FONT-WEIGHT: bold; COLOR: #000000; TEXT-ALIGN: left">Basic Materials&#160;-<font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial, Helvetica, sans-serif">&#160;&#160;</font>0.4%</div>
</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 10%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 2%; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 8%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 75%; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 9pt; FONT-FAMILY: Arial, Helvetica, sans-serif; COLOR: #000000; TEXT-ALIGN: left">B2Gold Corp.</div>
</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 10%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 2%; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 8%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 75%; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 9pt; FONT-FAMILY: Arial, Helvetica, sans-serif; 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="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 10%; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 9pt; FONT-FAMILY: Arial, Helvetica, sans-serif; COLOR: #000000">1,385,000</div>
</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 2%; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 8%; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 9pt; FONT-FAMILY: Arial, Helvetica, sans-serif; COLOR: #000000">1,476,756</div>
</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff" valign="bottom" colspan="3">
<div style="FONT-SIZE: 9pt; FONT-FAMILY: Arial, Helvetica, sans-serif; FONT-WEIGHT: bold; COLOR: #000000; TEXT-ALIGN: left">Total Convertible Bonds</div>
</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 2%; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 8%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: bottom; PADDING-BOTTOM: 2px; BACKGROUND-COLOR: #cceeff" valign="bottom" colspan="3">
<div style="FONT-SIZE: 9pt; FONT-FAMILY: Arial, Helvetica, sans-serif; COLOR: #000000; TEXT-ALIGN: left; TEXT-INDENT: 9pt">(Cost $267,136,009)</div>
</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-BOTTOM: 2px; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-BOTTOM: 2px; TEXT-ALIGN: left; WIDTH: 2%; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; TEXT-ALIGN: right; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; TEXT-ALIGN: right; WIDTH: 8%; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 9pt; FONT-FAMILY: Arial, Helvetica, sans-serif; COLOR: #000000">274,571,711</div>
</td>
<td style="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="VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff" valign="bottom" colspan="8">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial, Helvetica, sans-serif; COLOR: #000000; TEXT-ALIGN: left"><font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial, Helvetica, sans-serif; FONT-WEIGHT: bold">CORPORATE BONDS</font><sup style="vertical-align: text-top; line-height: 1; font-size: smaller;FONT-FAMILY: Arial, Helvetica, sans-serif; FONT-WEIGHT: bold">&#8224;&#8224;</sup> <font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial, Helvetica, sans-serif; FONT-WEIGHT: bold">- </font><font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial, Helvetica, sans-serif; FONT-WEIGHT: bold">60.5%</font></div>
</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 75%; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial, Helvetica, sans-serif; FONT-WEIGHT: bold; COLOR: #000000; TEXT-ALIGN: left">Consumer, Non-cyclical&#160;-<font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial, Helvetica, sans-serif">&#160;&#160;</font>13.4%</div>
</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 10%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 2%; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 8%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 75%; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 9pt; FONT-FAMILY: Arial, Helvetica, sans-serif; COLOR: #000000; TEXT-ALIGN: left">Valeant Pharmaceuticals International, Inc.</div>
</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 10%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 2%; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 8%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 75%; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 9pt; FONT-FAMILY: Arial, Helvetica, sans-serif; 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="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 10%; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 9pt; FONT-FAMILY: Arial, Helvetica, sans-serif; COLOR: #000000">7,894,000</div>
</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 2%; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 8%; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 9pt; FONT-FAMILY: Arial, Helvetica, sans-serif; COLOR: #000000">6,571,755</div>
</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 75%; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 9pt; FONT-FAMILY: Arial, Helvetica, sans-serif; COLOR: #000000; TEXT-ALIGN: left">CHS/Community Health Systems, Inc.</div>
</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 10%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 2%; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 8%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 75%; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 9pt; FONT-FAMILY: Arial, Helvetica, sans-serif; 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="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 10%; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 9pt; FONT-FAMILY: Arial, Helvetica, sans-serif; COLOR: #000000">3,264,000</div>
</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 2%; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 8%; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 9pt; FONT-FAMILY: Arial, Helvetica, sans-serif; COLOR: #000000">2,823,359</div>
</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 75%; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 9pt; FONT-FAMILY: Arial, Helvetica, sans-serif; COLOR: #000000; TEXT-ALIGN: left; TEXT-INDENT: 9pt">5.13% due 08/01/21<sup style="vertical-align: text-top; line-height: 1; font-size: smaller">1</sup></div>
</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 10%; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 9pt; FONT-FAMILY: Arial, Helvetica, sans-serif; COLOR: #000000">2,200,000</div>
</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 2%; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 8%; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 9pt; FONT-FAMILY: Arial, Helvetica, sans-serif; COLOR: #000000">2,200,000</div>
</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 75%; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 9pt; FONT-FAMILY: Arial, Helvetica, sans-serif; COLOR: #000000; TEXT-ALIGN: left">HCA, Inc.</div>
</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 10%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 2%; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 8%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 75%; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 9pt; FONT-FAMILY: Arial, Helvetica, sans-serif; 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="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 10%; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 9pt; FONT-FAMILY: Arial, Helvetica, sans-serif; COLOR: #000000">2,275,000</div>
</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 2%; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 8%; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 9pt; FONT-FAMILY: Arial, Helvetica, sans-serif; COLOR: #000000">2,394,437</div>
</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 75%; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 9pt; FONT-FAMILY: Arial, Helvetica, sans-serif; COLOR: #000000; TEXT-ALIGN: left; TEXT-INDENT: 9pt">7.50% due 02/15/22</div>
</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 10%; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 9pt; FONT-FAMILY: Arial, Helvetica, sans-serif; COLOR: #000000">1,950,000</div>
</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 2%; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 8%; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 9pt; FONT-FAMILY: Arial, Helvetica, sans-serif; COLOR: #000000">2,218,125</div>
</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>
</table>

<div>&#160;</div>

<div>&#160;</div>

<div id="DSPFPageBreakArea" style="MARGIN-BOTTOM: 10pt; CLEAR: both; MARGIN-TOP: 10pt">
<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>
<table id="z5793054fcac04670b9da5350bb713924" style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman'; BORDER-COLLAPSE: collapse; WIDTH: 100%" cellspacing="0" cellpadding="0">
<tr>
<td style="FONT-SIZE: 12pt; FONT-FAMILY: Arial, Helvetica, 'sans-serif'; VERTICAL-ALIGN: middle; WIDTH: 80.41%">
<div style="COLOR: #000000; TEXT-ALIGN: left">Advent Claymore Convertible Securities &amp; Income Fund</div>
</td>
<td style="VERTICAL-ALIGN: middle; WIDTH: 19.59%">&#160;</td>
</tr>

<tr>
<td style="FONT-FAMILY: Arial, Helvetica, 'sans-serif'; VERTICAL-ALIGN: middle; BORDER-BOTTOM: #000000 2px solid; WIDTH: 80.41%">
<div style="FONT-SIZE: 16pt; FONT-WEIGHT: bold; TEXT-ALIGN: left"><font style="FONT-SIZE: 12pt">SCHEDULE OF INVESTMENTS </font><font style="FONT-SIZE: 9pt; FONT-STYLE: italic">(Unaudited)</font></div>
</td>
<td style="VERTICAL-ALIGN: middle; BORDER-BOTTOM: #000000 2px solid; WIDTH: 19.59%">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial, Helvetica, sans-serif; COLOR: #000000; TEXT-ALIGN: right">July 31, 2016</div>
</td>
</tr>
</table>
</div>

<div>&#160;</div>

<table id="z4d7d073cc7a0497db16ef69c38bc0062" style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman'; WIDTH: 100%" cellspacing="0" cellpadding="0" border="0">
<tr>
<td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; WIDTH: 75%" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; TEXT-ALIGN: right" valign="bottom" colspan="2">
<div style="FONT-SIZE: 9pt; FONT-FAMILY: Arial, Helvetica, sans-serif; COLOR: #000000; TEXT-ALIGN: right"><font style="FONT-SIZE: 9pt; FONT-FAMILY: Arial, Helvetica, sans-serif; FONT-WEIGHT: bold">Face</font><font style="FONT-SIZE: 9pt; FONT-FAMILY: Arial, Helvetica, sans-serif"><br>
</font><font style="FONT-SIZE: 9pt; FONT-FAMILY: Arial, Helvetica, sans-serif; FONT-WEIGHT: bold">Amount~</font></div>
</td>
<td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; TEXT-ALIGN: left; WIDTH: 1%" valign="bottom" nowrap="nowrap"></td>
<td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; TEXT-ALIGN: left; WIDTH: 2%" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; TEXT-ALIGN: right; WIDTH: 1%" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; TEXT-ALIGN: right" valign="bottom" colspan="2">
<div style="FONT-SIZE: 9pt; FONT-FAMILY: Arial, Helvetica, sans-serif; FONT-WEIGHT: bold; COLOR: #000000; TEXT-ALIGN: right">Value</div>
</td>
<td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; TEXT-ALIGN: left; WIDTH: 1%" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 75%; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial, Helvetica, sans-serif; COLOR: #000000; TEXT-ALIGN: left"><font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial, Helvetica, sans-serif; FONT-WEIGHT: bold">CORPORATE BONDS</font><sup style="vertical-align: text-top; line-height: 1; font-size: smaller;FONT-FAMILY: Arial, Helvetica, sans-serif; FONT-WEIGHT: bold">&#8224;&#8224;</sup> <font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial, Helvetica, sans-serif; FONT-WEIGHT: bold">- 60.5% (continued)</font></div>
</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom" colspan="2">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 2%; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom" colspan="2">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 75%; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial, Helvetica, sans-serif; FONT-WEIGHT: bold; COLOR: #000000; TEXT-ALIGN: left">Consumer, Non-cyclical -<font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial, Helvetica, sans-serif">&#160;&#160;</font>13.4% (continued)</div>
</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom" colspan="2">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 2%; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom" colspan="2">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 75%; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 9pt; FONT-FAMILY: Arial, Helvetica, sans-serif; COLOR: #000000; TEXT-ALIGN: left">United Rentals North America, Inc.</div>
</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 10%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 2%; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 8%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 75%; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 9pt; FONT-FAMILY: Arial, Helvetica, sans-serif; COLOR: #000000; TEXT-ALIGN: left; TEXT-INDENT: 9pt">6.13% due 06/15/23<sup style="vertical-align: text-top; line-height: 1; font-size: smaller">1</sup></div>
</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 9pt; FONT-FAMILY: Arial, Helvetica, sans-serif; COLOR: #000000">$</div>
</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 10%; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 9pt; FONT-FAMILY: Arial, Helvetica, sans-serif; COLOR: #000000">2,600,000</div>
</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 2%; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 9pt; FONT-FAMILY: Arial, Helvetica, sans-serif; COLOR: #000000; TEXT-ALIGN: left">$</div>
</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom"></td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 8%; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 9pt; FONT-FAMILY: Arial, Helvetica, sans-serif; COLOR: #000000">2,734,875</div>
</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 75%; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 9pt; FONT-FAMILY: Arial, Helvetica, sans-serif; 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="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 10%; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 9pt; FONT-FAMILY: Arial, Helvetica, sans-serif; COLOR: #000000">1,750,000</div>
</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 2%; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 8%; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 9pt; FONT-FAMILY: Arial, Helvetica, sans-serif; COLOR: #000000">1,805,580</div>
</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 75%; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 9pt; FONT-FAMILY: Arial, Helvetica, sans-serif; COLOR: #000000; TEXT-ALIGN: left">Tenet Healthcare Corp.</div>
</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 10%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 2%; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 8%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 75%; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 9pt; FONT-FAMILY: Arial, Helvetica, sans-serif; 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="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 10%; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 9pt; FONT-FAMILY: Arial, Helvetica, sans-serif; COLOR: #000000">1,700,000</div>
</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 2%; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 8%; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 9pt; FONT-FAMILY: Arial, Helvetica, sans-serif; COLOR: #000000">1,806,165</div>
</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 75%; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 9pt; FONT-FAMILY: Arial, Helvetica, sans-serif; COLOR: #000000; TEXT-ALIGN: left; TEXT-INDENT: 9pt">8.13% due 04/01/22</div>
</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 10%; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 9pt; FONT-FAMILY: Arial, Helvetica, sans-serif; COLOR: #000000">989,000</div>
</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 2%; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 8%; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 9pt; FONT-FAMILY: Arial, Helvetica, sans-serif; COLOR: #000000">1,026,088</div>
</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 75%; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 9pt; FONT-FAMILY: Arial, Helvetica, sans-serif; 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="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 10%; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 9pt; FONT-FAMILY: Arial, Helvetica, sans-serif; COLOR: #000000">774,000</div>
</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 2%; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 8%; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 9pt; FONT-FAMILY: Arial, Helvetica, sans-serif; COLOR: #000000">781,740</div>
</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 75%; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 9pt; FONT-FAMILY: Arial, Helvetica, sans-serif; COLOR: #000000; TEXT-ALIGN: left">Endo Limited / Endo Finance LLC / Endo Finco, Inc.</div>
</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 10%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 2%; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 8%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 75%; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 9pt; FONT-FAMILY: Arial, Helvetica, sans-serif; COLOR: #000000; TEXT-ALIGN: left; TEXT-INDENT: 9pt">6.50% due 02/01/25<sup style="vertical-align: text-top; line-height: 1; font-size: smaller">1,5</sup></div>
</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 10%; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 9pt; FONT-FAMILY: Arial, Helvetica, sans-serif; COLOR: #000000">4,000,000</div>
</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 2%; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 8%; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 9pt; FONT-FAMILY: Arial, Helvetica, sans-serif; COLOR: #000000">3,470,000</div>
</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 75%; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 9pt; FONT-FAMILY: Arial, Helvetica, sans-serif; COLOR: #000000; TEXT-ALIGN: left">HealthSouth Corp.</div>
</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 10%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 2%; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 8%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 75%; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 9pt; FONT-FAMILY: Arial, Helvetica, sans-serif; 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</sup></div>
</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 10%; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 9pt; FONT-FAMILY: Arial, Helvetica, sans-serif; COLOR: #000000">2,625,000</div>
</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 2%; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 8%; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 9pt; FONT-FAMILY: Arial, Helvetica, sans-serif; COLOR: #000000">2,723,753</div>
</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 75%; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 9pt; FONT-FAMILY: Arial, Helvetica, sans-serif; COLOR: #000000; TEXT-ALIGN: left">Molina Healthcare, Inc.</div>
</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 10%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 2%; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 8%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 75%; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 9pt; FONT-FAMILY: Arial, Helvetica, sans-serif; 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">1,5</sup></div>
</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 10%; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 9pt; FONT-FAMILY: Arial, Helvetica, sans-serif; COLOR: #000000">2,600,000</div>
</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 2%; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 8%; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 9pt; FONT-FAMILY: Arial, Helvetica, sans-serif; COLOR: #000000">2,665,000</div>
</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 75%; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 9pt; FONT-FAMILY: Arial, Helvetica, sans-serif; COLOR: #000000; TEXT-ALIGN: left">Concordia International Corp.</div>
</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 10%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 2%; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 8%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 75%; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 9pt; FONT-FAMILY: Arial, Helvetica, sans-serif; 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="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 10%; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 9pt; FONT-FAMILY: Arial, Helvetica, sans-serif; COLOR: #000000">1,750,000</div>
</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 2%; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 8%; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 9pt; FONT-FAMILY: Arial, Helvetica, sans-serif; COLOR: #000000">1,605,625</div>
</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 75%; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 9pt; FONT-FAMILY: Arial, Helvetica, sans-serif; COLOR: #000000; TEXT-ALIGN: left; TEXT-INDENT: 9pt">7.00% due 04/15/23<sup style="vertical-align: text-top; line-height: 1; font-size: smaller">5</sup></div>
</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 10%; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 9pt; FONT-FAMILY: Arial, Helvetica, sans-serif; COLOR: #000000">729,000</div>
</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 2%; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 8%; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 9pt; FONT-FAMILY: Arial, Helvetica, sans-serif; COLOR: #000000">605,070</div>
</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 75%; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 9pt; FONT-FAMILY: Arial, Helvetica, sans-serif; COLOR: #000000; TEXT-ALIGN: left">Cenveo Corp.</div>
</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 10%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 2%; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 8%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 75%; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 9pt; FONT-FAMILY: Arial, Helvetica, sans-serif; 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="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 10%; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 9pt; FONT-FAMILY: Arial, Helvetica, sans-serif; COLOR: #000000">2,000,000</div>
</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 2%; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 8%; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 9pt; FONT-FAMILY: Arial, Helvetica, sans-serif; COLOR: #000000">1,370,000</div>
</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 75%; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 9pt; FONT-FAMILY: Arial, Helvetica, sans-serif; COLOR: #000000; TEXT-ALIGN: left; TEXT-INDENT: 9pt">11.50% due 05/15/17</div>
</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 10%; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 9pt; FONT-FAMILY: Arial, Helvetica, sans-serif; COLOR: #000000">829,000</div>
</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 2%; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 8%; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 9pt; FONT-FAMILY: Arial, Helvetica, sans-serif; COLOR: #000000">826,928</div>
</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 75%; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 9pt; FONT-FAMILY: Arial, Helvetica, sans-serif; COLOR: #000000; TEXT-ALIGN: left">Quorum Health Corp.</div>
</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 10%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 2%; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 8%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 75%; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 9pt; FONT-FAMILY: Arial, Helvetica, sans-serif; COLOR: #000000; TEXT-ALIGN: left; TEXT-INDENT: 9pt">11.63% due 04/15/23<sup style="vertical-align: text-top; line-height: 1; font-size: smaller">5</sup></div>
</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 10%; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 9pt; FONT-FAMILY: Arial, Helvetica, sans-serif; COLOR: #000000">2,040,000</div>
</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 2%; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 8%; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 9pt; FONT-FAMILY: Arial, Helvetica, sans-serif; COLOR: #000000">2,080,800</div>
</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 75%; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 9pt; FONT-FAMILY: Arial, Helvetica, sans-serif; COLOR: #000000; TEXT-ALIGN: left">Horizon Pharma, Inc.</div>
</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 10%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 2%; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 8%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 75%; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 9pt; FONT-FAMILY: Arial, Helvetica, sans-serif; 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</sup></div>
</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 10%; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 9pt; FONT-FAMILY: Arial, Helvetica, sans-serif; COLOR: #000000">1,875,000</div>
</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 2%; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 8%; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 9pt; FONT-FAMILY: Arial, Helvetica, sans-serif; COLOR: #000000">1,828,125</div>
</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 75%; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 9pt; FONT-FAMILY: Arial, Helvetica, sans-serif; COLOR: #000000; TEXT-ALIGN: left">Land O'Lakes Capital Trust I</div>
</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 10%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 2%; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 8%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 75%; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 9pt; FONT-FAMILY: Arial, Helvetica, sans-serif; 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">1,5</sup></div>
</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 10%; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 9pt; FONT-FAMILY: Arial, Helvetica, sans-serif; COLOR: #000000">1,500,000</div>
</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 2%; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 8%; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 9pt; FONT-FAMILY: Arial, Helvetica, sans-serif; COLOR: #000000">1,620,000</div>
</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 75%; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 9pt; FONT-FAMILY: Arial, Helvetica, sans-serif; COLOR: #000000; TEXT-ALIGN: left">Sotheby's</div>
</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 10%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 2%; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 8%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 75%; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 9pt; FONT-FAMILY: Arial, Helvetica, sans-serif; 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="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 10%; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 9pt; FONT-FAMILY: Arial, Helvetica, sans-serif; COLOR: #000000">1,667,000</div>
</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 2%; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 8%; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 9pt; FONT-FAMILY: Arial, Helvetica, sans-serif; COLOR: #000000">1,591,985</div>
</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 75%; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 9pt; FONT-FAMILY: Arial, Helvetica, sans-serif; COLOR: #000000; TEXT-ALIGN: left">Cott Finance Corp.</div>
</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 10%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 2%; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 8%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 75%; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 9pt; FONT-FAMILY: Arial, Helvetica, sans-serif; COLOR: #000000; TEXT-ALIGN: left; TEXT-INDENT: 9pt">5.50% due 07/01/24<sup style="vertical-align: text-top; line-height: 1; font-size: smaller">5</sup></div>
</td>
<td style="VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff" valign="bottom" colspan="2">
<div style="FONT-SIZE: 9pt; FONT-FAMILY: Arial, Helvetica, sans-serif; COLOR: #000000; TEXT-ALIGN: right">1,106,000 EUR</div>
</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 2%; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 8%; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 9pt; FONT-FAMILY: Arial, Helvetica, sans-serif; COLOR: #000000">1,311,765</div>
</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 75%; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 9pt; FONT-FAMILY: Arial, Helvetica, sans-serif; COLOR: #000000; TEXT-ALIGN: left">Ahern Rentals, Inc.</div>
</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 10%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 2%; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 8%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 75%; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 9pt; FONT-FAMILY: Arial, Helvetica, sans-serif; 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="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 10%; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 9pt; FONT-FAMILY: Arial, Helvetica, sans-serif; COLOR: #000000">1,812,000</div>
</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 2%; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 8%; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 9pt; FONT-FAMILY: Arial, Helvetica, sans-serif; COLOR: #000000">1,286,520</div>
</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 75%; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 9pt; FONT-FAMILY: Arial, Helvetica, sans-serif; COLOR: #000000; TEXT-ALIGN: left">Greatbatch Ltd.</div>
</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 10%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 2%; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 8%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 75%; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 9pt; FONT-FAMILY: Arial, Helvetica, sans-serif; COLOR: #000000; TEXT-ALIGN: left; TEXT-INDENT: 9pt">9.13% due 11/01/23<sup style="vertical-align: text-top; line-height: 1; font-size: smaller">5</sup></div>
</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 10%; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 9pt; FONT-FAMILY: Arial, Helvetica, sans-serif; COLOR: #000000">989,000</div>
</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 2%; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 8%; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 9pt; FONT-FAMILY: Arial, Helvetica, sans-serif; COLOR: #000000">1,013,725</div>
</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 75%; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 9pt; FONT-FAMILY: Arial, Helvetica, sans-serif; COLOR: #000000; TEXT-ALIGN: left">Revlon Consumer Products Corp.</div>
</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 10%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 2%; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 8%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 75%; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 9pt; FONT-FAMILY: Arial, Helvetica, sans-serif; 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</sup></div>
</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 10%; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 9pt; FONT-FAMILY: Arial, Helvetica, sans-serif; COLOR: #000000">989,000</div>
</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 2%; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 8%; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 9pt; FONT-FAMILY: Arial, Helvetica, sans-serif; COLOR: #000000">1,008,780</div>
</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 75%; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 9pt; FONT-FAMILY: Arial, Helvetica, sans-serif; COLOR: #000000; TEXT-ALIGN: left">Spectrum Brands, Inc.</div>
</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 10%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 2%; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 8%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 75%; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 9pt; FONT-FAMILY: Arial, Helvetica, sans-serif; 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</sup></div>
</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 10%; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 9pt; FONT-FAMILY: Arial, Helvetica, sans-serif; COLOR: #000000">766,000</div>
</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 2%; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 8%; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 9pt; FONT-FAMILY: Arial, Helvetica, sans-serif; COLOR: #000000">833,025</div>
</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 75%; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 9pt; FONT-FAMILY: Arial, Helvetica, sans-serif; COLOR: #000000; TEXT-ALIGN: left">IASIS Healthcare LLC / IASIS Capital Corp.</div>
</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 10%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 2%; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 8%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 75%; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 9pt; FONT-FAMILY: Arial, Helvetica, sans-serif; COLOR: #000000; TEXT-ALIGN: left; TEXT-INDENT: 9pt">8.38% due 05/15/19</div>
</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 10%; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 9pt; FONT-FAMILY: Arial, Helvetica, sans-serif; COLOR: #000000">769,000</div>
</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 2%; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 8%; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 9pt; FONT-FAMILY: Arial, Helvetica, sans-serif; COLOR: #000000">742,085</div>
</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 75%; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 9pt; FONT-FAMILY: Arial, Helvetica, sans-serif; COLOR: #000000; TEXT-ALIGN: left">FAGE International S.A./ FAGE USA Dairy Industry, Inc.</div>
</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 10%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 2%; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 8%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 75%; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 9pt; FONT-FAMILY: Arial, Helvetica, sans-serif; COLOR: #000000; TEXT-ALIGN: left; TEXT-INDENT: 9pt">5.63% due 08/15/26<sup style="vertical-align: text-top; line-height: 1; font-size: smaller">5</sup></div>
</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 10%; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 9pt; FONT-FAMILY: Arial, Helvetica, sans-serif; COLOR: #000000">680,000</div>
</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 2%; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 8%; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 9pt; FONT-FAMILY: Arial, Helvetica, sans-serif; COLOR: #000000">696,150</div>
</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 75%; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 9pt; FONT-FAMILY: Arial, Helvetica, sans-serif; COLOR: #000000; TEXT-ALIGN: left">Revlon Escrow Corp.</div>
</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 10%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 2%; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 8%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 75%; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 9pt; FONT-FAMILY: Arial, Helvetica, sans-serif; COLOR: #000000; TEXT-ALIGN: left; TEXT-INDENT: 9pt">6.25% due 08/01/24<sup style="vertical-align: text-top; line-height: 1; font-size: smaller">5</sup></div>
</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 10%; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 9pt; FONT-FAMILY: Arial, Helvetica, sans-serif; COLOR: #000000">496,000</div>
</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 2%; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 8%; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 9pt; FONT-FAMILY: Arial, Helvetica, sans-serif; COLOR: #000000">503,440</div>
</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 75%; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 9pt; FONT-FAMILY: Arial, Helvetica, sans-serif; COLOR: #000000; TEXT-ALIGN: left">Land O' Lakes, Inc.</div>
</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 10%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 2%; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 8%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: bottom; PADDING-BOTTOM: 2px; WIDTH: 75%; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 9pt; FONT-FAMILY: Arial, Helvetica, sans-serif; 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="VERTICAL-ALIGN: bottom; PADDING-BOTTOM: 2px; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-BOTTOM: 2px; TEXT-ALIGN: right; WIDTH: 10%; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 9pt; FONT-FAMILY: Arial, Helvetica, sans-serif; COLOR: #000000">19,000</div>
</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-BOTTOM: 2px; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-BOTTOM: 2px; TEXT-ALIGN: left; WIDTH: 2%; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; TEXT-ALIGN: right; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; TEXT-ALIGN: right; WIDTH: 8%; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 9pt; FONT-FAMILY: Arial, Helvetica, sans-serif; COLOR: #000000">20,235</div>
</td>
<td style="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="VERTICAL-ALIGN: bottom; PADDING-BOTTOM: 2px; BORDER-BOTTOM-COLOR: ; WIDTH: 75%; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 9pt; FONT-FAMILY: Arial, Helvetica, sans-serif; FONT-WEIGHT: bold; COLOR: #000000; TEXT-ALIGN: left">Total Consumer, Non-cyclical</div>
</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-BOTTOM: 2px; BORDER-BOTTOM-COLOR: ; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-BOTTOM: 2px; BORDER-BOTTOM-COLOR: ; TEXT-ALIGN: right; WIDTH: 10%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-BOTTOM: 2px; BORDER-BOTTOM-COLOR: ; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-BOTTOM: 2px; BORDER-BOTTOM-COLOR: ; TEXT-ALIGN: left; WIDTH: 2%; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; TEXT-ALIGN: right; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; TEXT-ALIGN: right; WIDTH: 8%; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 9pt; FONT-FAMILY: Arial, Helvetica, sans-serif; COLOR: #000000">52,165,135</div>
</td>
<td style="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="VERTICAL-ALIGN: bottom; WIDTH: 75%; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial, Helvetica, sans-serif; FONT-WEIGHT: bold; COLOR: #000000; TEXT-ALIGN: left">Energy&#160;-<font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial, Helvetica, sans-serif">&#160;&#160;</font>8.5%</div>
</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 10%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 2%; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 8%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 75%; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 9pt; FONT-FAMILY: Arial, Helvetica, sans-serif; COLOR: #000000; TEXT-ALIGN: left">Rowan Companies, Inc.</div>
</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 10%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 2%; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 8%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 75%; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 9pt; FONT-FAMILY: Arial, Helvetica, sans-serif; COLOR: #000000; TEXT-ALIGN: left; TEXT-INDENT: 9pt">7.88% due 08/01/19<sup style="vertical-align: text-top; line-height: 1; font-size: smaller">1</sup></div>
</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 10%; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 9pt; FONT-FAMILY: Arial, Helvetica, sans-serif; COLOR: #000000">3,000,000</div>
</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 2%; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 8%; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 9pt; FONT-FAMILY: Arial, Helvetica, sans-serif; COLOR: #000000">3,174,138</div>
</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 75%; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 9pt; FONT-FAMILY: Arial, Helvetica, sans-serif; COLOR: #000000; TEXT-ALIGN: left">Cimarex Energy Co.</div>
</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 10%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 2%; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 8%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 75%; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 9pt; FONT-FAMILY: Arial, Helvetica, sans-serif; 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="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 10%; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 9pt; FONT-FAMILY: Arial, Helvetica, sans-serif; COLOR: #000000">2,200,000</div>
</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 2%; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 8%; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 9pt; FONT-FAMILY: Arial, Helvetica, sans-serif; COLOR: #000000">2,302,667</div>
</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 75%; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 9pt; FONT-FAMILY: Arial, Helvetica, sans-serif; COLOR: #000000; TEXT-ALIGN: left">CONSOL Energy, Inc.</div>
</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 10%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 2%; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 8%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 75%; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 9pt; FONT-FAMILY: Arial, Helvetica, sans-serif; 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="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 10%; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 9pt; FONT-FAMILY: Arial, Helvetica, sans-serif; COLOR: #000000">2,336,000</div>
</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 2%; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 8%; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 9pt; FONT-FAMILY: Arial, Helvetica, sans-serif; COLOR: #000000">2,254,240</div>
</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; WIDTH: 75%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; BACKGROUND-COLOR: #ffffff" valign="bottom" colspan="2">
<div style="FONT-SIZE: 9pt; FONT-FAMILY: Arial, Helvetica, sans-serif; COLOR: #000000; TEXT-ALIGN: right">&#160;</div>

<div style="FONT-SIZE: 9pt; FONT-FAMILY: Arial, Helvetica, sans-serif; COLOR: #000000; TEXT-ALIGN: right"><font style="FONT-SIZE: 9pt; FONT-FAMILY: Arial, Helvetica, sans-serif; FONT-WEIGHT: bold">Face</font><font style="FONT-SIZE: 9pt; FONT-FAMILY: Arial, Helvetica, sans-serif"><br>
</font><font style="FONT-SIZE: 9pt; FONT-FAMILY: Arial, Helvetica, sans-serif; FONT-WEIGHT: bold">Amount~</font></div>
</td>
<td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap"></td>
<td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; TEXT-ALIGN: left; WIDTH: 2%; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; BACKGROUND-COLOR: #ffffff" valign="bottom" colspan="3">
<div style="FONT-SIZE: 9pt; FONT-FAMILY: Arial, Helvetica, sans-serif; FONT-WEIGHT: bold; COLOR: #000000; TEXT-ALIGN: right">Value</div>
</td>
<td style="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="VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff" valign="bottom" colspan="8">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial, Helvetica, sans-serif; COLOR: #000000; TEXT-ALIGN: left"><font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial, Helvetica, sans-serif; FONT-WEIGHT: bold">CORPORATE BONDS</font><sup style="vertical-align: text-top; line-height: 1; font-size: smaller;FONT-FAMILY: Arial, Helvetica, sans-serif; FONT-WEIGHT: bold">&#8224;&#8224;</sup> <font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial, Helvetica, sans-serif; FONT-WEIGHT: bold">- 60.5% (continued)</font></div>
</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 75%; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial, Helvetica, sans-serif; FONT-WEIGHT: bold; COLOR: #000000; TEXT-ALIGN: left">Energy -<font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial, Helvetica, sans-serif">&#160;&#160;</font>8.5% (continued)</div>
</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 10%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 2%; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 8%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 75%; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 9pt; FONT-FAMILY: Arial, Helvetica, sans-serif; COLOR: #000000; TEXT-ALIGN: left">Genesis Energy Limited Partnership / Genesis Energy Finance Corp.</div>
</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 10%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 2%; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 8%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 75%; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 9pt; FONT-FAMILY: Arial, Helvetica, sans-serif; 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="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 9pt; FONT-FAMILY: Arial, Helvetica, sans-serif; COLOR: #000000">$</div>
</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 10%; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 9pt; FONT-FAMILY: Arial, Helvetica, sans-serif; COLOR: #000000">1,896,000</div>
</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 2%; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 9pt; FONT-FAMILY: Arial, Helvetica, sans-serif; COLOR: #000000; TEXT-ALIGN: left">$</div>
</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom"></td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 8%; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 9pt; FONT-FAMILY: Arial, Helvetica, sans-serif; COLOR: #000000">1,895,999</div>
</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 75%; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 9pt; FONT-FAMILY: Arial, Helvetica, sans-serif; COLOR: #000000; TEXT-ALIGN: left">PBF Holding Company LLC / PBF Finance Corp.</div>
</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 10%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 2%; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 8%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 75%; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 9pt; FONT-FAMILY: Arial, Helvetica, sans-serif; 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">1,5</sup></div>
</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 10%; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 9pt; FONT-FAMILY: Arial, Helvetica, sans-serif; COLOR: #000000">1,976,000</div>
</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 2%; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 8%; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 9pt; FONT-FAMILY: Arial, Helvetica, sans-serif; COLOR: #000000">1,889,549</div>
</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 75%; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 9pt; FONT-FAMILY: Arial, Helvetica, sans-serif; COLOR: #000000; TEXT-ALIGN: left">Sabine Pass Liquefaction LLC</div>
</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 10%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 2%; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 8%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 75%; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 9pt; FONT-FAMILY: Arial, Helvetica, sans-serif; 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="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 10%; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 9pt; FONT-FAMILY: Arial, Helvetica, sans-serif; COLOR: #000000">1,750,000</div>
</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 2%; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 8%; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 9pt; FONT-FAMILY: Arial, Helvetica, sans-serif; COLOR: #000000">1,839,688</div>
</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 75%; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 9pt; FONT-FAMILY: Arial, Helvetica, sans-serif; COLOR: #000000; TEXT-ALIGN: left">Kinder Morgan Energy Partners, LP</div>
</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 10%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 2%; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 8%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 75%; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 9pt; FONT-FAMILY: Arial, Helvetica, sans-serif; COLOR: #000000; TEXT-ALIGN: left; TEXT-INDENT: 9pt">3.95% due 09/01/22<sup style="vertical-align: text-top; line-height: 1; font-size: smaller">1</sup></div>
</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 10%; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 9pt; FONT-FAMILY: Arial, Helvetica, sans-serif; COLOR: #000000">1,750,000</div>
</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 2%; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 8%; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 9pt; FONT-FAMILY: Arial, Helvetica, sans-serif; COLOR: #000000">1,795,504</div>
</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 75%; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 9pt; FONT-FAMILY: Arial, Helvetica, sans-serif; COLOR: #000000; TEXT-ALIGN: left">Parsley Energy LLC / Parsley Finance Corp.</div>
</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 10%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 2%; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 8%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 75%; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 9pt; FONT-FAMILY: Arial, Helvetica, sans-serif; COLOR: #000000; TEXT-ALIGN: left; TEXT-INDENT: 9pt">6.25% due 06/01/24<sup style="vertical-align: text-top; line-height: 1; font-size: smaller">1,5</sup></div>
</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 10%; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 9pt; FONT-FAMILY: Arial, Helvetica, sans-serif; COLOR: #000000">1,731,000</div>
</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 2%; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 8%; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 9pt; FONT-FAMILY: Arial, Helvetica, sans-serif; COLOR: #000000">1,746,146</div>
</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 75%; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 9pt; FONT-FAMILY: Arial, Helvetica, sans-serif; COLOR: #000000; TEXT-ALIGN: left">SESI LLC</div>
</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 10%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 2%; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 8%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 75%; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 9pt; FONT-FAMILY: Arial, Helvetica, sans-serif; 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="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 10%; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 9pt; FONT-FAMILY: Arial, Helvetica, sans-serif; COLOR: #000000">1,678,000</div>
</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 2%; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 8%; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 9pt; FONT-FAMILY: Arial, Helvetica, sans-serif; COLOR: #000000">1,627,660</div>
</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 75%; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 9pt; FONT-FAMILY: Arial, Helvetica, sans-serif; COLOR: #000000; TEXT-ALIGN: left">Western Refining, Inc.</div>
</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 10%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 2%; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 8%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 75%; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 9pt; FONT-FAMILY: Arial, Helvetica, sans-serif; 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="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 10%; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 9pt; FONT-FAMILY: Arial, Helvetica, sans-serif; COLOR: #000000">1,718,000</div>
</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 2%; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 8%; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 9pt; FONT-FAMILY: Arial, Helvetica, sans-serif; COLOR: #000000">1,606,330</div>
</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 75%; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 9pt; FONT-FAMILY: Arial, Helvetica, sans-serif; COLOR: #000000; TEXT-ALIGN: left">Tesoro Logistics Limited Partnership / Tesoro Logistics Finance Corp.</div>
</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 10%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 2%; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 8%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 75%; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 9pt; FONT-FAMILY: Arial, Helvetica, sans-serif; COLOR: #000000; TEXT-ALIGN: left; TEXT-INDENT: 9pt">6.38% due 05/01/24<sup style="vertical-align: text-top; line-height: 1; font-size: smaller">1</sup></div>
</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 10%; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 9pt; FONT-FAMILY: Arial, Helvetica, sans-serif; COLOR: #000000">1,483,000</div>
</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 2%; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 8%; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 9pt; FONT-FAMILY: Arial, Helvetica, sans-serif; COLOR: #000000">1,571,061</div>
</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 75%; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 9pt; FONT-FAMILY: Arial, Helvetica, sans-serif; COLOR: #000000; TEXT-ALIGN: left">Sunoco Limited Partnership / Sunoco Finance Corp.</div>
</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 10%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 2%; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 8%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 75%; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 9pt; FONT-FAMILY: Arial, Helvetica, sans-serif; COLOR: #000000; TEXT-ALIGN: left; TEXT-INDENT: 9pt">6.38% due 04/01/23<sup style="vertical-align: text-top; line-height: 1; font-size: smaller">1,5</sup></div>
</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 10%; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 9pt; FONT-FAMILY: Arial, Helvetica, sans-serif; COLOR: #000000">1,519,000</div>
</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 2%; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 8%; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 9pt; FONT-FAMILY: Arial, Helvetica, sans-serif; COLOR: #000000">1,553,178</div>
</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 75%; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 9pt; FONT-FAMILY: Arial, Helvetica, sans-serif; COLOR: #000000; TEXT-ALIGN: left">Marathon Oil Corp.</div>
</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 10%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 2%; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 8%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 75%; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 9pt; FONT-FAMILY: Arial, Helvetica, sans-serif; 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="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 10%; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 9pt; FONT-FAMILY: Arial, Helvetica, sans-serif; COLOR: #000000">1,625,000</div>
</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 2%; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 8%; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 9pt; FONT-FAMILY: Arial, Helvetica, sans-serif; COLOR: #000000">1,477,312</div>
</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 75%; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 9pt; FONT-FAMILY: Arial, Helvetica, sans-serif; COLOR: #000000; TEXT-ALIGN: left">Concho Resources, Inc.</div>
</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 10%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 2%; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 8%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 75%; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 9pt; FONT-FAMILY: Arial, Helvetica, sans-serif; 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="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 10%; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 9pt; FONT-FAMILY: Arial, Helvetica, sans-serif; COLOR: #000000">1,483,000</div>
</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 2%; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 8%; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 9pt; FONT-FAMILY: Arial, Helvetica, sans-serif; COLOR: #000000">1,471,878</div>
</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 75%; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 9pt; FONT-FAMILY: Arial, Helvetica, sans-serif; COLOR: #000000; TEXT-ALIGN: left">Oasis Petroleum, Inc.</div>
</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 10%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 2%; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 8%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 75%; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 9pt; FONT-FAMILY: Arial, Helvetica, sans-serif; COLOR: #000000; TEXT-ALIGN: left; TEXT-INDENT: 9pt">6.50% due 11/01/21</div>
</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 10%; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 9pt; FONT-FAMILY: Arial, Helvetica, sans-serif; COLOR: #000000">1,484,000</div>
</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 2%; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 8%; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 9pt; FONT-FAMILY: Arial, Helvetica, sans-serif; COLOR: #000000">1,253,980</div>
</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 75%; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 9pt; FONT-FAMILY: Arial, Helvetica, sans-serif; COLOR: #000000; TEXT-ALIGN: left">Western Refining Logistics Limited Partnership / WNRL Finance Corp.</div>
</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 10%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 2%; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 8%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 75%; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 9pt; FONT-FAMILY: Arial, Helvetica, sans-serif; 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="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 10%; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 9pt; FONT-FAMILY: Arial, Helvetica, sans-serif; COLOR: #000000">1,210,000</div>
</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 2%; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 8%; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 9pt; FONT-FAMILY: Arial, Helvetica, sans-serif; COLOR: #000000">1,206,975</div>
</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 75%; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 9pt; FONT-FAMILY: Arial, Helvetica, sans-serif; COLOR: #000000; TEXT-ALIGN: left">Kerr-McGee Corp.</div>
</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 10%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 2%; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 8%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 75%; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 9pt; FONT-FAMILY: Arial, Helvetica, sans-serif; COLOR: #000000; TEXT-ALIGN: left; TEXT-INDENT: 9pt">6.95% due 07/01/24<sup style="vertical-align: text-top; line-height: 1; font-size: smaller">1</sup></div>
</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 10%; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 9pt; FONT-FAMILY: Arial, Helvetica, sans-serif; COLOR: #000000">1,000,000</div>
</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 2%; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 8%; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 9pt; FONT-FAMILY: Arial, Helvetica, sans-serif; COLOR: #000000">1,174,264</div>
</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 75%; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 9pt; FONT-FAMILY: Arial, Helvetica, sans-serif; COLOR: #000000; TEXT-ALIGN: left">Continental Resources, Inc.</div>
</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 10%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 2%; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 8%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 75%; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 9pt; FONT-FAMILY: Arial, Helvetica, sans-serif; COLOR: #000000; TEXT-ALIGN: left; TEXT-INDENT: 9pt">5.00% due 09/15/22<sup style="vertical-align: text-top; line-height: 1; font-size: smaller">1</sup></div>
</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 10%; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 9pt; FONT-FAMILY: Arial, Helvetica, sans-serif; COLOR: #000000">1,029,000</div>
</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 2%; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 8%; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 9pt; FONT-FAMILY: Arial, Helvetica, sans-serif; COLOR: #000000">967,260</div>
</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 75%; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 9pt; FONT-FAMILY: Arial, Helvetica, sans-serif; COLOR: #000000; TEXT-ALIGN: left">Hess Corp.</div>
</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 10%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 2%; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 8%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 75%; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 9pt; FONT-FAMILY: Arial, Helvetica, sans-serif; COLOR: #000000; TEXT-ALIGN: left; TEXT-INDENT: 9pt">3.50% due 07/15/24<sup style="vertical-align: text-top; line-height: 1; font-size: smaller">1</sup></div>
</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 10%; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 9pt; FONT-FAMILY: Arial, Helvetica, sans-serif; COLOR: #000000">996,000</div>
</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 2%; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 8%; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 9pt; FONT-FAMILY: Arial, Helvetica, sans-serif; COLOR: #000000">960,067</div>
</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 75%; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 9pt; FONT-FAMILY: Arial, Helvetica, sans-serif; COLOR: #000000; TEXT-ALIGN: left">Calumet Specialty Products Partners Limited Partnership / Calumet Finance Corp.</div>
</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 10%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 2%; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 8%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 75%; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 9pt; FONT-FAMILY: Arial, Helvetica, sans-serif; COLOR: #000000; TEXT-ALIGN: left; TEXT-INDENT: 9pt">7.63% due 01/15/22</div>
</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 10%; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 9pt; FONT-FAMILY: Arial, Helvetica, sans-serif; COLOR: #000000">1,105,000</div>
</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 2%; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 8%; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 9pt; FONT-FAMILY: Arial, Helvetica, sans-serif; COLOR: #000000">805,269</div>
</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 75%; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 9pt; FONT-FAMILY: Arial, Helvetica, sans-serif; COLOR: #000000; TEXT-ALIGN: left">Murphy Oil Corp.</div>
</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 10%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 2%; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 8%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 75%; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 9pt; FONT-FAMILY: Arial, Helvetica, sans-serif; COLOR: #000000; TEXT-ALIGN: left; TEXT-INDENT: 9pt">4.70% due 12/01/22</div>
</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 10%; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 9pt; FONT-FAMILY: Arial, Helvetica, sans-serif; COLOR: #000000">643,000</div>
</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 2%; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 8%; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 9pt; FONT-FAMILY: Arial, Helvetica, sans-serif; COLOR: #000000">581,059</div>
</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
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<tr>
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<div style="FONT-SIZE: 9pt; FONT-FAMILY: Arial, Helvetica, sans-serif; COLOR: #000000; TEXT-ALIGN: left">Southwestern Energy Co.</div>
</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 10%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 2%; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 8%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
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<div style="FONT-SIZE: 9pt; FONT-FAMILY: Arial, Helvetica, sans-serif; COLOR: #000000; TEXT-ALIGN: left; TEXT-INDENT: 9pt">7.50% due 02/01/18<sup style="vertical-align: text-top; line-height: 1; font-size: smaller">1</sup></div>
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<td style="VERTICAL-ALIGN: bottom; PADDING-BOTTOM: 2px; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-BOTTOM: 2px; TEXT-ALIGN: right; WIDTH: 10%; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 9pt; FONT-FAMILY: Arial, Helvetica, sans-serif; COLOR: #000000">196,000</div>
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<td style="VERTICAL-ALIGN: bottom; PADDING-BOTTOM: 2px; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-BOTTOM: 2px; TEXT-ALIGN: left; WIDTH: 2%; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; TEXT-ALIGN: right; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; TEXT-ALIGN: right; WIDTH: 8%; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 9pt; FONT-FAMILY: Arial, Helvetica, sans-serif; COLOR: #000000">206,584</div>
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<tr>
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<div style="FONT-SIZE: 9pt; FONT-FAMILY: Arial, Helvetica, sans-serif; FONT-WEIGHT: bold; COLOR: #000000; TEXT-ALIGN: left">Total Energy</div>
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<td style="VERTICAL-ALIGN: bottom; PADDING-BOTTOM: 2px; BORDER-BOTTOM-COLOR: ; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-BOTTOM: 2px; BORDER-BOTTOM-COLOR: ; TEXT-ALIGN: right; WIDTH: 10%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-BOTTOM: 2px; BORDER-BOTTOM-COLOR: ; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-BOTTOM: 2px; BORDER-BOTTOM-COLOR: ; TEXT-ALIGN: left; WIDTH: 2%; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; TEXT-ALIGN: right; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; TEXT-ALIGN: right; WIDTH: 8%; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 9pt; FONT-FAMILY: Arial, Helvetica, sans-serif; COLOR: #000000">33,360,808</div>
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<td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
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<tr>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 75%; BACKGROUND-COLOR: #ffffff" valign="bottom">
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</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 10%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 2%; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 8%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 75%; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 9pt; FONT-FAMILY: Arial, Helvetica, sans-serif; COLOR: #000000; TEXT-ALIGN: left">CCO Holdings LLC / CCO Holdings Capital Corp.</div>
</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 10%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 2%; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 8%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 75%; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 9pt; FONT-FAMILY: Arial, Helvetica, sans-serif; COLOR: #000000; TEXT-ALIGN: left; TEXT-INDENT: 9pt">5.25% due 09/30/22</div>
</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 10%; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 9pt; FONT-FAMILY: Arial, Helvetica, sans-serif; COLOR: #000000">3,200,000</div>
</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 2%; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 8%; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 9pt; FONT-FAMILY: Arial, Helvetica, sans-serif; COLOR: #000000">3,340,000</div>
</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 75%; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 9pt; FONT-FAMILY: Arial, Helvetica, sans-serif; COLOR: #000000; TEXT-ALIGN: left; TEXT-INDENT: 9pt">5.88% due 04/01/24<sup style="vertical-align: text-top; line-height: 1; font-size: smaller">1,5</sup></div>
</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 10%; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 9pt; FONT-FAMILY: Arial, Helvetica, sans-serif; COLOR: #000000">989,000</div>
</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 2%; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 8%; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 9pt; FONT-FAMILY: Arial, Helvetica, sans-serif; COLOR: #000000">1,058,230</div>
</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 75%; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 9pt; FONT-FAMILY: Arial, Helvetica, sans-serif; COLOR: #000000; TEXT-ALIGN: left">Frontier Communications Corp.</div>
</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 10%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 2%; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 8%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 75%; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 9pt; FONT-FAMILY: Arial, Helvetica, sans-serif; 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</sup></div>
</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 10%; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 9pt; FONT-FAMILY: Arial, Helvetica, sans-serif; COLOR: #000000">3,511,000</div>
</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 2%; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 8%; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 9pt; FONT-FAMILY: Arial, Helvetica, sans-serif; COLOR: #000000">3,761,158</div>
</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>
</table>

<div>&#160;</div>

<div>&#160;</div>

<div id="DSPFPageBreakArea" style="MARGIN-BOTTOM: 10pt; CLEAR: both; MARGIN-TOP: 10pt">
<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">
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<div>
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<tr style="HEIGHT: 25px">
<td style="FONT-SIZE: 12pt; FONT-FAMILY: Arial, Helvetica, 'sans-serif'; VERTICAL-ALIGN: middle; WIDTH: 80.41%">
<div style="COLOR: #000000; TEXT-ALIGN: left">Advent Claymore Convertible Securities &amp; Income Fund</div>
</td>
<td style="VERTICAL-ALIGN: middle; WIDTH: 19.59%">&#160;</td>
</tr>

<tr>
<td style="FONT-FAMILY: Arial, Helvetica, 'sans-serif'; VERTICAL-ALIGN: middle; BORDER-BOTTOM: #000000 2px solid; WIDTH: 80.41%">
<div style="FONT-SIZE: 16pt; FONT-WEIGHT: bold; TEXT-ALIGN: left"><font style="FONT-SIZE: 12pt">SCHEDULE OF INVESTMENTS </font><font style="FONT-SIZE: 9pt; FONT-STYLE: italic">(Unaudited)</font></div>
</td>
<td style="VERTICAL-ALIGN: middle; BORDER-BOTTOM: #000000 2px solid; WIDTH: 19.59%">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial, Helvetica, sans-serif; COLOR: #000000; TEXT-ALIGN: right">July 31, 2016</div>
</td>
</tr>
</table>
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<div>&#160;</div>

<table id="z34bc6dac45c143d08f1ad583725a3bd6" style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman'; WIDTH: 100%" cellspacing="0" cellpadding="0" border="0">
<tr>
<td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; WIDTH: 75%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; BACKGROUND-COLOR: #ffffff" valign="bottom" colspan="2">
<div style="FONT-SIZE: 9pt; FONT-FAMILY: Arial, Helvetica, sans-serif; COLOR: #000000; TEXT-ALIGN: right"><font style="FONT-SIZE: 9pt; FONT-FAMILY: Arial, Helvetica, sans-serif; FONT-WEIGHT: bold">Face</font><font style="FONT-SIZE: 9pt; FONT-FAMILY: Arial, Helvetica, sans-serif"><br>
</font><font style="FONT-SIZE: 9pt; FONT-FAMILY: Arial, Helvetica, sans-serif; FONT-WEIGHT: bold">Amount</font>~</div>
</td>
<td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; TEXT-ALIGN: left; WIDTH: 2%; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; BACKGROUND-COLOR: #ffffff" valign="bottom" colspan="3">
<div style="FONT-SIZE: 9pt; FONT-FAMILY: Arial, Helvetica, sans-serif; FONT-WEIGHT: bold; COLOR: #000000; TEXT-ALIGN: right">Value</div>
</td>
<td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
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<tr>
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<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial, Helvetica, sans-serif; COLOR: #000000; TEXT-ALIGN: left"><font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial, Helvetica, sans-serif; FONT-WEIGHT: bold">CORPORATE BONDS</font><sup style="vertical-align: text-top; line-height: 1; font-size: smaller;FONT-FAMILY: Arial, Helvetica, sans-serif; FONT-WEIGHT: bold">&#8224;&#8224;</sup> <font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial, Helvetica, sans-serif; FONT-WEIGHT: bold">- 60.5% (continued)</font></div>
</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 75%; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial, Helvetica, sans-serif; FONT-WEIGHT: bold; COLOR: #000000; TEXT-ALIGN: left">Communications -<font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial, Helvetica, sans-serif">&#160;&#160;</font>8.3% (continued)</div>
</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 10%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 2%; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 8%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 75%; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 9pt; FONT-FAMILY: Arial, Helvetica, sans-serif; COLOR: #000000; TEXT-ALIGN: left">SFR Group S.A.</div>
</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 10%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 2%; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 8%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 75%; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 9pt; FONT-FAMILY: Arial, Helvetica, sans-serif; COLOR: #000000; TEXT-ALIGN: left; TEXT-INDENT: 9pt">6.25% due 05/15/24<sup style="vertical-align: text-top; line-height: 1; font-size: smaller">1,5</sup></div>
</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 9pt; FONT-FAMILY: Arial, Helvetica, sans-serif; COLOR: #000000">$</div>
</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 10%; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 9pt; FONT-FAMILY: Arial, Helvetica, sans-serif; COLOR: #000000">1,833,000</div>
</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 2%; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 9pt; FONT-FAMILY: Arial, Helvetica, sans-serif; COLOR: #000000; TEXT-ALIGN: left">$</div>
</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom"></td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 8%; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 9pt; FONT-FAMILY: Arial, Helvetica, sans-serif; COLOR: #000000">1,765,408</div>
</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 75%; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 9pt; FONT-FAMILY: Arial, Helvetica, sans-serif; COLOR: #000000; TEXT-ALIGN: left; TEXT-INDENT: 9pt">7.38% due 05/01/26<sup style="vertical-align: text-top; line-height: 1; font-size: smaller">1,5</sup></div>
</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 10%; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 9pt; FONT-FAMILY: Arial, Helvetica, sans-serif; COLOR: #000000">931,000</div>
</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 2%; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 8%; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 9pt; FONT-FAMILY: Arial, Helvetica, sans-serif; COLOR: #000000">931,000</div>
</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 75%; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 9pt; FONT-FAMILY: Arial, Helvetica, sans-serif; COLOR: #000000; TEXT-ALIGN: left">Sprint Communications, Inc.</div>
</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 10%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 2%; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 8%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 75%; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 9pt; FONT-FAMILY: Arial, Helvetica, sans-serif; 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="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 10%; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 9pt; FONT-FAMILY: Arial, Helvetica, sans-serif; COLOR: #000000">2,515,000</div>
</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 2%; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 8%; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 9pt; FONT-FAMILY: Arial, Helvetica, sans-serif; COLOR: #000000">2,681,618</div>
</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 75%; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 9pt; FONT-FAMILY: Arial, Helvetica, sans-serif; COLOR: #000000; TEXT-ALIGN: left">CenturyLink, Inc.</div>
</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 10%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 2%; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 8%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 75%; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 9pt; FONT-FAMILY: Arial, Helvetica, sans-serif; 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="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 10%; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 9pt; FONT-FAMILY: Arial, Helvetica, sans-serif; COLOR: #000000">2,522,000</div>
</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 2%; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 8%; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 9pt; FONT-FAMILY: Arial, Helvetica, sans-serif; COLOR: #000000">2,632,338</div>
</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 75%; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 9pt; FONT-FAMILY: Arial, Helvetica, sans-serif; COLOR: #000000; TEXT-ALIGN: left">DISH DBS Corp.</div>
</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 10%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 2%; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 8%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 75%; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 9pt; FONT-FAMILY: Arial, Helvetica, sans-serif; COLOR: #000000; TEXT-ALIGN: left; TEXT-INDENT: 9pt">6.75% due 06/01/21<sup style="vertical-align: text-top; line-height: 1; font-size: smaller">1</sup></div>
</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 10%; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 9pt; FONT-FAMILY: Arial, Helvetica, sans-serif; COLOR: #000000">1,300,000</div>
</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 2%; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 8%; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 9pt; FONT-FAMILY: Arial, Helvetica, sans-serif; COLOR: #000000">1,384,500</div>
</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 75%; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 9pt; FONT-FAMILY: Arial, Helvetica, sans-serif; COLOR: #000000; TEXT-ALIGN: left; TEXT-INDENT: 9pt">5.88% due 11/15/24<sup style="vertical-align: text-top; line-height: 1; font-size: smaller">1</sup></div>
</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 10%; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 9pt; FONT-FAMILY: Arial, Helvetica, sans-serif; COLOR: #000000">989,000</div>
</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 2%; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 8%; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 9pt; FONT-FAMILY: Arial, Helvetica, sans-serif; COLOR: #000000">958,094</div>
</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 75%; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 9pt; FONT-FAMILY: Arial, Helvetica, sans-serif; COLOR: #000000; TEXT-ALIGN: left">West Corp.</div>
</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 10%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 2%; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 8%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 75%; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 9pt; FONT-FAMILY: Arial, Helvetica, sans-serif; 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="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 10%; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 9pt; FONT-FAMILY: Arial, Helvetica, sans-serif; COLOR: #000000">2,250,000</div>
</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 2%; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 8%; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 9pt; FONT-FAMILY: Arial, Helvetica, sans-serif; COLOR: #000000">2,106,563</div>
</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 75%; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 9pt; FONT-FAMILY: Arial, Helvetica, sans-serif; COLOR: #000000; TEXT-ALIGN: left">AMC Networks, Inc.</div>
</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 10%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 2%; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 8%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 75%; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 9pt; FONT-FAMILY: Arial, Helvetica, sans-serif; COLOR: #000000; TEXT-ALIGN: left; TEXT-INDENT: 9pt">4.75% due 12/15/22</div>
</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 10%; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 9pt; FONT-FAMILY: Arial, Helvetica, sans-serif; COLOR: #000000">2,040,000</div>
</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 2%; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 8%; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 9pt; FONT-FAMILY: Arial, Helvetica, sans-serif; COLOR: #000000">2,098,650</div>
</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 75%; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 9pt; FONT-FAMILY: Arial, Helvetica, sans-serif; COLOR: #000000; TEXT-ALIGN: left">EarthLink Holdings Corp.</div>
</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 10%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 2%; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 8%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 75%; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 9pt; FONT-FAMILY: Arial, Helvetica, sans-serif; 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="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 10%; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 9pt; FONT-FAMILY: Arial, Helvetica, sans-serif; COLOR: #000000">1,962,000</div>
</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 2%; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 8%; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 9pt; FONT-FAMILY: Arial, Helvetica, sans-serif; COLOR: #000000">2,060,100</div>
</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 75%; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 9pt; FONT-FAMILY: Arial, Helvetica, sans-serif; COLOR: #000000; TEXT-ALIGN: left">Sirius XM Radio, Inc.</div>
</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 10%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 2%; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 8%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 75%; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 9pt; FONT-FAMILY: Arial, Helvetica, sans-serif; COLOR: #000000; TEXT-ALIGN: left; TEXT-INDENT: 9pt">5.75% due 08/01/21<sup style="vertical-align: text-top; line-height: 1; font-size: smaller">5</sup></div>
</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 10%; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 9pt; FONT-FAMILY: Arial, Helvetica, sans-serif; COLOR: #000000">1,950,000</div>
</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 2%; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 8%; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 9pt; FONT-FAMILY: Arial, Helvetica, sans-serif; COLOR: #000000">2,040,221</div>
</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 75%; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 9pt; FONT-FAMILY: Arial, Helvetica, sans-serif; COLOR: #000000; TEXT-ALIGN: left">ViaSat, Inc.</div>
</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 10%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 2%; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 8%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 75%; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 9pt; FONT-FAMILY: Arial, Helvetica, sans-serif; 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="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 10%; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 9pt; FONT-FAMILY: Arial, Helvetica, sans-serif; COLOR: #000000">1,143,000</div>
</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 2%; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 8%; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 9pt; FONT-FAMILY: Arial, Helvetica, sans-serif; COLOR: #000000">1,181,691</div>
</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 75%; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 9pt; FONT-FAMILY: Arial, Helvetica, sans-serif; COLOR: #000000; TEXT-ALIGN: left">Radio One, Inc.</div>
</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 10%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 2%; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 8%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 75%; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 9pt; FONT-FAMILY: Arial, Helvetica, sans-serif; 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="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 10%; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 9pt; FONT-FAMILY: Arial, Helvetica, sans-serif; COLOR: #000000">1,100,000</div>
</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 2%; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 8%; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 9pt; FONT-FAMILY: Arial, Helvetica, sans-serif; COLOR: #000000">1,102,750</div>
</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 75%; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 9pt; FONT-FAMILY: Arial, Helvetica, sans-serif; COLOR: #000000; TEXT-ALIGN: left">Tribune Media Co.</div>
</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 10%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 2%; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 8%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 75%; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 9pt; FONT-FAMILY: Arial, Helvetica, sans-serif; COLOR: #000000; TEXT-ALIGN: left; TEXT-INDENT: 9pt">5.88% due 07/15/22<sup style="vertical-align: text-top; line-height: 1; font-size: smaller">1</sup></div>
</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 10%; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 9pt; FONT-FAMILY: Arial, Helvetica, sans-serif; COLOR: #000000">989,000</div>
</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 2%; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 8%; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 9pt; FONT-FAMILY: Arial, Helvetica, sans-serif; COLOR: #000000">1,013,725</div>
</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 75%; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 9pt; FONT-FAMILY: Arial, Helvetica, sans-serif; COLOR: #000000; TEXT-ALIGN: left">Windstream Services LLC</div>
</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 10%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 2%; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 8%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 75%; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 9pt; FONT-FAMILY: Arial, Helvetica, sans-serif; COLOR: #000000; TEXT-ALIGN: left; TEXT-INDENT: 9pt">7.50% due 06/01/22</div>
</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 10%; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 9pt; FONT-FAMILY: Arial, Helvetica, sans-serif; COLOR: #000000">989,000</div>
</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 2%; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 8%; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 9pt; FONT-FAMILY: Arial, Helvetica, sans-serif; COLOR: #000000">914,825</div>
</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 75%; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 9pt; FONT-FAMILY: Arial, Helvetica, sans-serif; COLOR: #000000; TEXT-ALIGN: left">Telesat Canada / Telesat LLC</div>
</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 10%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 2%; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 8%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 75%; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 9pt; FONT-FAMILY: Arial, Helvetica, sans-serif; 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="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 10%; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 9pt; FONT-FAMILY: Arial, Helvetica, sans-serif; COLOR: #000000">650,000</div>
</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 2%; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 8%; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 9pt; FONT-FAMILY: Arial, Helvetica, sans-serif; COLOR: #000000">650,000</div>
</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 75%; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 9pt; FONT-FAMILY: Arial, Helvetica, sans-serif; COLOR: #000000; TEXT-ALIGN: left">GCI, Inc.</div>
</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 10%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 2%; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 8%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 75%; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 9pt; FONT-FAMILY: Arial, Helvetica, sans-serif; COLOR: #000000; TEXT-ALIGN: left; TEXT-INDENT: 9pt">6.88% due 04/15/25<sup style="vertical-align: text-top; line-height: 1; font-size: smaller">1</sup></div>
</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 10%; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 9pt; FONT-FAMILY: Arial, Helvetica, sans-serif; COLOR: #000000">614,000</div>
</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 2%; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 8%; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 9pt; FONT-FAMILY: Arial, Helvetica, sans-serif; COLOR: #000000">640,095</div>
</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 75%; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 9pt; FONT-FAMILY: Arial, Helvetica, sans-serif; COLOR: #000000; TEXT-ALIGN: left">Hughes Satellite Systems Corp.</div>
</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 10%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 2%; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 8%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: bottom; PADDING-BOTTOM: 2px; WIDTH: 75%; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 9pt; FONT-FAMILY: Arial, Helvetica, sans-serif; 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="VERTICAL-ALIGN: bottom; PADDING-BOTTOM: 2px; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-BOTTOM: 2px; TEXT-ALIGN: right; WIDTH: 10%; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 9pt; FONT-FAMILY: Arial, Helvetica, sans-serif; COLOR: #000000">270,000</div>
</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-BOTTOM: 2px; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-BOTTOM: 2px; TEXT-ALIGN: left; WIDTH: 2%; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; TEXT-ALIGN: right; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; TEXT-ALIGN: right; WIDTH: 8%; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 9pt; FONT-FAMILY: Arial, Helvetica, sans-serif; COLOR: #000000">294,300</div>
</td>
<td style="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="VERTICAL-ALIGN: bottom; PADDING-BOTTOM: 2px; BORDER-BOTTOM-COLOR: ; WIDTH: 75%; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 9pt; FONT-FAMILY: Arial, Helvetica, sans-serif; FONT-WEIGHT: bold; COLOR: #000000; TEXT-ALIGN: left">Total Communications</div>
</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-BOTTOM: 2px; BORDER-BOTTOM-COLOR: ; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-BOTTOM: 2px; BORDER-BOTTOM-COLOR: ; TEXT-ALIGN: right; WIDTH: 10%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-BOTTOM: 2px; BORDER-BOTTOM-COLOR: ; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-BOTTOM: 2px; BORDER-BOTTOM-COLOR: ; TEXT-ALIGN: left; WIDTH: 2%; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; TEXT-ALIGN: right; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; TEXT-ALIGN: right; WIDTH: 8%; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 9pt; FONT-FAMILY: Arial, Helvetica, sans-serif; COLOR: #000000">32,615,266</div>
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<td style="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="VERTICAL-ALIGN: bottom; WIDTH: 75%; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial, Helvetica, sans-serif; FONT-WEIGHT: bold; COLOR: #000000; TEXT-ALIGN: left">Basic Materials&#160;-<font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial, Helvetica, sans-serif">&#160;&#160;</font>6.9%</div>
</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 10%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 2%; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 8%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 75%; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 9pt; FONT-FAMILY: Arial, Helvetica, sans-serif; COLOR: #000000; TEXT-ALIGN: left">Celanese US Holdings LLC</div>
</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 10%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 2%; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 8%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 75%; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 9pt; FONT-FAMILY: Arial, Helvetica, sans-serif; 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="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 10%; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 9pt; FONT-FAMILY: Arial, Helvetica, sans-serif; COLOR: #000000">2,534,000</div>
</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 2%; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 8%; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 9pt; FONT-FAMILY: Arial, Helvetica, sans-serif; COLOR: #000000">2,891,928</div>
</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 75%; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 9pt; FONT-FAMILY: Arial, Helvetica, sans-serif; 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="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 10%; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 9pt; FONT-FAMILY: Arial, Helvetica, sans-serif; COLOR: #000000">1,750,000</div>
</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 2%; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 8%; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 9pt; FONT-FAMILY: Arial, Helvetica, sans-serif; COLOR: #000000">1,898,750</div>
</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 75%; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 9pt; FONT-FAMILY: Arial, Helvetica, sans-serif; COLOR: #000000; TEXT-ALIGN: left">INEOS Group Holdings S.A.</div>
</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 10%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 2%; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 8%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 75%; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 9pt; FONT-FAMILY: Arial, Helvetica, sans-serif; COLOR: #000000; TEXT-ALIGN: left; TEXT-INDENT: 9pt">5.88% due 02/15/19<sup style="vertical-align: text-top; line-height: 1; font-size: smaller">1,5</sup></div>
</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 10%; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 9pt; FONT-FAMILY: Arial, Helvetica, sans-serif; COLOR: #000000">2,700,000</div>
</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 2%; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 8%; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 9pt; FONT-FAMILY: Arial, Helvetica, sans-serif; COLOR: #000000">2,784,375</div>
</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 75%; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 9pt; FONT-FAMILY: Arial, Helvetica, sans-serif; COLOR: #000000; TEXT-ALIGN: left">NOVA Chemicals Corp.</div>
</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 10%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 2%; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 8%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 75%; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 9pt; FONT-FAMILY: Arial, Helvetica, sans-serif; COLOR: #000000; TEXT-ALIGN: left; TEXT-INDENT: 9pt">5.25% due 08/01/23<sup style="vertical-align: text-top; line-height: 1; font-size: smaller">1,5</sup></div>
</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 10%; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 9pt; FONT-FAMILY: Arial, Helvetica, sans-serif; COLOR: #000000">2,442,000</div>
</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 2%; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 8%; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 9pt; FONT-FAMILY: Arial, Helvetica, sans-serif; COLOR: #000000">2,527,470</div>
</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 75%; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 9pt; FONT-FAMILY: Arial, Helvetica, sans-serif; COLOR: #000000; TEXT-ALIGN: left">Commercial Metals Co.</div>
</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 10%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 2%; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 8%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 75%; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 9pt; FONT-FAMILY: Arial, Helvetica, sans-serif; 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="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 10%; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 9pt; FONT-FAMILY: Arial, Helvetica, sans-serif; COLOR: #000000">1,889,000</div>
</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 2%; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 8%; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 9pt; FONT-FAMILY: Arial, Helvetica, sans-serif; COLOR: #000000">1,860,665</div>
</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 75%; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 9pt; FONT-FAMILY: Arial, Helvetica, sans-serif; COLOR: #000000; TEXT-ALIGN: left">Steel Dynamics, Inc.</div>
</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 10%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 2%; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 8%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 75%; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 9pt; FONT-FAMILY: Arial, Helvetica, sans-serif; COLOR: #000000; TEXT-ALIGN: left; TEXT-INDENT: 9pt">5.50% due 10/01/24<sup style="vertical-align: text-top; line-height: 1; font-size: smaller">1</sup></div>
</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 10%; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 9pt; FONT-FAMILY: Arial, Helvetica, sans-serif; COLOR: #000000">1,730,000</div>
</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 2%; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 8%; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 9pt; FONT-FAMILY: Arial, Helvetica, sans-serif; COLOR: #000000">1,838,125</div>
</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 75%; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 9pt; FONT-FAMILY: Arial, Helvetica, sans-serif; COLOR: #000000; TEXT-ALIGN: left">St. Barbara Ltd.</div>
</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 10%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 2%; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 8%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 75%; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 9pt; FONT-FAMILY: Arial, Helvetica, sans-serif; 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="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 10%; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 9pt; FONT-FAMILY: Arial, Helvetica, sans-serif; COLOR: #000000">1,500,000</div>
</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 2%; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 8%; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 9pt; FONT-FAMILY: Arial, Helvetica, sans-serif; COLOR: #000000">1,548,750</div>
</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 75%; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 9pt; FONT-FAMILY: Arial, Helvetica, sans-serif; COLOR: #000000; TEXT-ALIGN: left">First Quantum Minerals Ltd.</div>
</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 10%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 2%; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 8%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 75%; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 9pt; FONT-FAMILY: Arial, Helvetica, sans-serif; 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="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 10%; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 9pt; FONT-FAMILY: Arial, Helvetica, sans-serif; COLOR: #000000">1,628,000</div>
</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 2%; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 8%; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 9pt; FONT-FAMILY: Arial, Helvetica, sans-serif; COLOR: #000000">1,460,804</div>
</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 75%; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 9pt; FONT-FAMILY: Arial, Helvetica, sans-serif; COLOR: #000000; TEXT-ALIGN: left">Blue Cube Spinco, Inc.</div>
</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 10%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 2%; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 8%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 75%; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 9pt; FONT-FAMILY: Arial, Helvetica, sans-serif; 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="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 10%; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 9pt; FONT-FAMILY: Arial, Helvetica, sans-serif; COLOR: #000000">1,263,000</div>
</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 2%; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 8%; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 9pt; FONT-FAMILY: Arial, Helvetica, sans-serif; COLOR: #000000">1,449,293</div>
</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 75%; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 9pt; FONT-FAMILY: Arial, Helvetica, sans-serif; COLOR: #000000; TEXT-ALIGN: left">Fortescue Resources August 2006 Pty Ltd.</div>
</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 10%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 2%; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 8%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 75%; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 9pt; FONT-FAMILY: Arial, Helvetica, sans-serif; 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">1,5</sup></div>
</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 10%; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 9pt; FONT-FAMILY: Arial, Helvetica, sans-serif; COLOR: #000000">1,288,000</div>
</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 2%; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 8%; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 9pt; FONT-FAMILY: Arial, Helvetica, sans-serif; COLOR: #000000">1,449,000</div>
</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 75%; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 9pt; FONT-FAMILY: Arial, Helvetica, sans-serif; COLOR: #000000; TEXT-ALIGN: left">Novasep Holding SAS</div>
</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 10%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 2%; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 8%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 75%; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 9pt; FONT-FAMILY: Arial, Helvetica, sans-serif; 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="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 10%; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 9pt; FONT-FAMILY: Arial, Helvetica, sans-serif; COLOR: #000000">1,490,000</div>
</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 2%; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 8%; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 9pt; FONT-FAMILY: Arial, Helvetica, sans-serif; COLOR: #000000">1,378,250</div>
</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; WIDTH: 75%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; BACKGROUND-COLOR: #ffffff" valign="bottom" colspan="2">
<div style="FONT-SIZE: 9pt; FONT-FAMILY: Arial, Helvetica, sans-serif; COLOR: #000000; TEXT-ALIGN: right">&#160;</div>

<div style="FONT-SIZE: 9pt; FONT-FAMILY: Arial, Helvetica, sans-serif; COLOR: #000000; TEXT-ALIGN: right"><font style="FONT-SIZE: 9pt; FONT-FAMILY: Arial, Helvetica, sans-serif; FONT-WEIGHT: bold">Face</font><font style="FONT-SIZE: 9pt; FONT-FAMILY: Arial, Helvetica, sans-serif"><br>
</font><font style="FONT-SIZE: 9pt; FONT-FAMILY: Arial, Helvetica, sans-serif; FONT-WEIGHT: bold">Amount~</font></div>
</td>
<td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap"></td>
<td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; TEXT-ALIGN: left; WIDTH: 2%; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; BACKGROUND-COLOR: #ffffff" valign="bottom" colspan="3">
<div style="FONT-SIZE: 9pt; FONT-FAMILY: Arial, Helvetica, sans-serif; FONT-WEIGHT: bold; COLOR: #000000; TEXT-ALIGN: right">Value</div>
</td>
<td style="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="VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff" valign="bottom" colspan="8">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial, Helvetica, sans-serif; COLOR: #000000; TEXT-ALIGN: left"><font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial, Helvetica, sans-serif; FONT-WEIGHT: bold">CORPORATE BONDS</font><sup style="vertical-align: text-top; line-height: 1; font-size: smaller;FONT-FAMILY: Arial, Helvetica, sans-serif; FONT-WEIGHT: bold">&#8224;&#8224;</sup> <font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial, Helvetica, sans-serif; FONT-WEIGHT: bold">- 60.5% (continued)</font></div>
</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 75%; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial, Helvetica, sans-serif; FONT-WEIGHT: bold; COLOR: #000000; TEXT-ALIGN: left">Basic Materials -<font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial, Helvetica, sans-serif">&#160;&#160;</font>6.9% (continued)</div>
</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 10%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 2%; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 8%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 75%; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 9pt; FONT-FAMILY: Arial, Helvetica, sans-serif; COLOR: #000000; TEXT-ALIGN: left">Resolute Forest Products, Inc.</div>
</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 10%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 2%; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 8%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 75%; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 9pt; FONT-FAMILY: Arial, Helvetica, sans-serif; COLOR: #000000; TEXT-ALIGN: left; TEXT-INDENT: 9pt">5.88% due 05/15/23<sup style="vertical-align: text-top; line-height: 1; font-size: smaller">1</sup></div>
</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 9pt; FONT-FAMILY: Arial, Helvetica, sans-serif; COLOR: #000000">$</div>
</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 10%; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 9pt; FONT-FAMILY: Arial, Helvetica, sans-serif; COLOR: #000000">1,483,000</div>
</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 2%; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 9pt; FONT-FAMILY: Arial, Helvetica, sans-serif; COLOR: #000000; TEXT-ALIGN: left">$</div>
</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom"></td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 8%; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 9pt; FONT-FAMILY: Arial, Helvetica, sans-serif; COLOR: #000000">1,223,475</div>
</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 75%; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 9pt; FONT-FAMILY: Arial, Helvetica, sans-serif; COLOR: #000000; TEXT-ALIGN: left">Compass Minerals International, Inc.</div>
</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 10%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 2%; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 8%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 75%; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 9pt; FONT-FAMILY: Arial, Helvetica, sans-serif; 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="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 10%; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 9pt; FONT-FAMILY: Arial, Helvetica, sans-serif; COLOR: #000000">1,250,000</div>
</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 2%; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 8%; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 9pt; FONT-FAMILY: Arial, Helvetica, sans-serif; COLOR: #000000">1,206,250</div>
</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 75%; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 9pt; FONT-FAMILY: Arial, Helvetica, sans-serif; COLOR: #000000; TEXT-ALIGN: left">TPC Group, Inc.</div>
</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 10%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 2%; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 8%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 75%; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 9pt; FONT-FAMILY: Arial, Helvetica, sans-serif; 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">1,5</sup></div>
</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 10%; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 9pt; FONT-FAMILY: Arial, Helvetica, sans-serif; COLOR: #000000">1,483,000</div>
</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 2%; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 8%; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 9pt; FONT-FAMILY: Arial, Helvetica, sans-serif; COLOR: #000000">1,186,400</div>
</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 75%; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 9pt; FONT-FAMILY: Arial, Helvetica, sans-serif; COLOR: #000000; TEXT-ALIGN: left">Tronox Finance LLC</div>
</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 10%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 2%; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 8%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 75%; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 9pt; FONT-FAMILY: Arial, Helvetica, sans-serif; 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">1,5</sup></div>
</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 10%; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 9pt; FONT-FAMILY: Arial, Helvetica, sans-serif; COLOR: #000000">1,375,000</div>
</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 2%; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 8%; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 9pt; FONT-FAMILY: Arial, Helvetica, sans-serif; COLOR: #000000">1,098,281</div>
</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 75%; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 9pt; FONT-FAMILY: Arial, Helvetica, sans-serif; COLOR: #000000; TEXT-ALIGN: left">Sappi Papier Holding GmbH</div>
</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 10%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 2%; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 8%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 75%; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 9pt; FONT-FAMILY: Arial, Helvetica, sans-serif; COLOR: #000000; TEXT-ALIGN: left; TEXT-INDENT: 9pt">4.00% due 04/01/23<sup style="vertical-align: text-top; line-height: 1; font-size: smaller">5</sup></div>
</td>
<td style="VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff" valign="bottom" colspan="2">
<div style="FONT-SIZE: 9pt; FONT-FAMILY: Arial, Helvetica, sans-serif; COLOR: #000000; TEXT-ALIGN: right">828,000 EUR</div>
</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 2%; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 8%; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 9pt; FONT-FAMILY: Arial, Helvetica, sans-serif; COLOR: #000000">970,239</div>
</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 75%; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 9pt; FONT-FAMILY: Arial, Helvetica, sans-serif; COLOR: #000000; TEXT-ALIGN: left">Kaiser Aluminum Corp.</div>
</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 10%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 2%; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 8%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: bottom; PADDING-BOTTOM: 2px; WIDTH: 75%; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 9pt; FONT-FAMILY: Arial, Helvetica, sans-serif; COLOR: #000000; TEXT-ALIGN: left; TEXT-INDENT: 9pt">5.88% due 05/15/24<sup style="vertical-align: text-top; line-height: 1; font-size: smaller">5</sup></div>
</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-BOTTOM: 2px; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-BOTTOM: 2px; TEXT-ALIGN: right; WIDTH: 10%; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 9pt; FONT-FAMILY: Arial, Helvetica, sans-serif; COLOR: #000000">248,000</div>
</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-BOTTOM: 2px; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-BOTTOM: 2px; TEXT-ALIGN: left; WIDTH: 2%; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; TEXT-ALIGN: right; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; TEXT-ALIGN: right; WIDTH: 8%; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 9pt; FONT-FAMILY: Arial, Helvetica, sans-serif; COLOR: #000000">261,020</div>
</td>
<td style="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="VERTICAL-ALIGN: bottom; PADDING-BOTTOM: 2px; BORDER-BOTTOM-COLOR: ; WIDTH: 75%; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 9pt; FONT-FAMILY: Arial, Helvetica, sans-serif; FONT-WEIGHT: bold; COLOR: #000000; TEXT-ALIGN: left">Total Basic Materials</div>
</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-BOTTOM: 2px; BORDER-BOTTOM-COLOR: ; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-BOTTOM: 2px; BORDER-BOTTOM-COLOR: ; TEXT-ALIGN: right; WIDTH: 10%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-BOTTOM: 2px; BORDER-BOTTOM-COLOR: ; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-BOTTOM: 2px; BORDER-BOTTOM-COLOR: ; TEXT-ALIGN: left; WIDTH: 2%; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; TEXT-ALIGN: right; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; TEXT-ALIGN: right; WIDTH: 8%; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 9pt; FONT-FAMILY: Arial, Helvetica, sans-serif; COLOR: #000000">27,033,075</div>
</td>
<td style="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="VERTICAL-ALIGN: bottom; WIDTH: 75%; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial, Helvetica, sans-serif; FONT-WEIGHT: bold; COLOR: #000000; TEXT-ALIGN: left">Financial&#160;-<font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial, Helvetica, sans-serif">&#160;&#160;</font>6.5%</div>
</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 10%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 2%; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 8%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 75%; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 9pt; FONT-FAMILY: Arial, Helvetica, sans-serif; COLOR: #000000; TEXT-ALIGN: left">Synovus Financial Corp.</div>
</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 10%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 2%; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 8%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 75%; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 9pt; FONT-FAMILY: Arial, Helvetica, sans-serif; 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="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 10%; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 9pt; FONT-FAMILY: Arial, Helvetica, sans-serif; COLOR: #000000">3,154,000</div>
</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 2%; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 8%; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 9pt; FONT-FAMILY: Arial, Helvetica, sans-serif; COLOR: #000000">3,528,538</div>
</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 75%; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 9pt; FONT-FAMILY: Arial, Helvetica, sans-serif; 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="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 10%; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 9pt; FONT-FAMILY: Arial, Helvetica, sans-serif; COLOR: #000000">301,000</div>
</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 2%; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 8%; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 9pt; FONT-FAMILY: Arial, Helvetica, sans-serif; COLOR: #000000">309,428</div>
</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 75%; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 9pt; FONT-FAMILY: Arial, Helvetica, sans-serif; COLOR: #000000; TEXT-ALIGN: left">Ally Financial, Inc.</div>
</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 10%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 2%; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 8%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 75%; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 9pt; FONT-FAMILY: Arial, Helvetica, sans-serif; COLOR: #000000; TEXT-ALIGN: left; TEXT-INDENT: 9pt">8.00% due 03/15/20</div>
</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 10%; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 9pt; FONT-FAMILY: Arial, Helvetica, sans-serif; COLOR: #000000">2,200,000</div>
</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 2%; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 8%; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 9pt; FONT-FAMILY: Arial, Helvetica, sans-serif; COLOR: #000000">2,530,000</div>
</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 75%; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 9pt; FONT-FAMILY: Arial, Helvetica, sans-serif; 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="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 10%; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 9pt; FONT-FAMILY: Arial, Helvetica, sans-serif; COLOR: #000000">825,000</div>
</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 2%; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 8%; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 9pt; FONT-FAMILY: Arial, Helvetica, sans-serif; COLOR: #000000">880,688</div>
</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 75%; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 9pt; FONT-FAMILY: Arial, Helvetica, sans-serif; COLOR: #000000; TEXT-ALIGN: left">Dana Financing Luxembourg Sarl</div>
</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 10%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 2%; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 8%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 75%; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 9pt; FONT-FAMILY: Arial, Helvetica, sans-serif; COLOR: #000000; TEXT-ALIGN: left; TEXT-INDENT: 9pt">6.50% due 06/01/26<sup style="vertical-align: text-top; line-height: 1; font-size: smaller">5</sup></div>
</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 10%; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 9pt; FONT-FAMILY: Arial, Helvetica, sans-serif; COLOR: #000000">2,646,000</div>
</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 2%; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 8%; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 9pt; FONT-FAMILY: Arial, Helvetica, sans-serif; COLOR: #000000">2,718,764</div>
</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 75%; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 9pt; FONT-FAMILY: Arial, Helvetica, sans-serif; COLOR: #000000; TEXT-ALIGN: left">Alliance Data Systems Corp.</div>
</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 10%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 2%; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 8%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 75%; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 9pt; FONT-FAMILY: Arial, Helvetica, sans-serif; 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="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 10%; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 9pt; FONT-FAMILY: Arial, Helvetica, sans-serif; COLOR: #000000">2,250,000</div>
</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 2%; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 8%; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 9pt; FONT-FAMILY: Arial, Helvetica, sans-serif; COLOR: #000000">2,309,063</div>
</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 75%; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 9pt; FONT-FAMILY: Arial, Helvetica, sans-serif; COLOR: #000000; TEXT-ALIGN: left">E*TRADE Financial Corp.</div>
</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 10%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 2%; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 8%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 75%; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 9pt; FONT-FAMILY: Arial, Helvetica, sans-serif; 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="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 10%; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 9pt; FONT-FAMILY: Arial, Helvetica, sans-serif; COLOR: #000000">2,208,000</div>
</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 2%; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 8%; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 9pt; FONT-FAMILY: Arial, Helvetica, sans-serif; COLOR: #000000">2,296,320</div>
</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 75%; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 9pt; FONT-FAMILY: Arial, Helvetica, sans-serif; COLOR: #000000; TEXT-ALIGN: left">Credit Acceptance Corp.</div>
</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 10%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 2%; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 8%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 75%; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 9pt; FONT-FAMILY: Arial, Helvetica, sans-serif; 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</sup></div>
</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 10%; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 9pt; FONT-FAMILY: Arial, Helvetica, sans-serif; COLOR: #000000">2,158,000</div>
</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 2%; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 8%; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 9pt; FONT-FAMILY: Arial, Helvetica, sans-serif; COLOR: #000000">2,168,790</div>
</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 75%; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 9pt; FONT-FAMILY: Arial, Helvetica, sans-serif; COLOR: #000000; TEXT-ALIGN: left">Corrections Corporation of America</div>
</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 10%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 2%; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 8%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 75%; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 9pt; FONT-FAMILY: Arial, Helvetica, sans-serif; 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="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 10%; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 9pt; FONT-FAMILY: Arial, Helvetica, sans-serif; COLOR: #000000">2,075,000</div>
</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 2%; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 8%; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 9pt; FONT-FAMILY: Arial, Helvetica, sans-serif; COLOR: #000000">2,116,500</div>
</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 75%; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 9pt; FONT-FAMILY: Arial, Helvetica, sans-serif; COLOR: #000000; TEXT-ALIGN: left">Nationstar Mortgage LLC / Nationstar Capital Corp.</div>
</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 10%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 2%; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 8%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 75%; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 9pt; FONT-FAMILY: Arial, Helvetica, sans-serif; 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="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 10%; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 9pt; FONT-FAMILY: Arial, Helvetica, sans-serif; COLOR: #000000">1,500,000</div>
</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 2%; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 8%; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 9pt; FONT-FAMILY: Arial, Helvetica, sans-serif; COLOR: #000000">1,554,375</div>
</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 75%; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 9pt; FONT-FAMILY: Arial, Helvetica, sans-serif; COLOR: #000000; TEXT-ALIGN: left">CIT Group, Inc.</div>
</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 10%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 2%; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 8%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 75%; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 9pt; FONT-FAMILY: Arial, Helvetica, sans-serif; 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="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 10%; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 9pt; FONT-FAMILY: Arial, Helvetica, sans-serif; COLOR: #000000">1,380,000</div>
</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 2%; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 8%; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 9pt; FONT-FAMILY: Arial, Helvetica, sans-serif; COLOR: #000000">1,411,367</div>
</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 75%; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 9pt; FONT-FAMILY: Arial, Helvetica, sans-serif; COLOR: #000000; TEXT-ALIGN: left">Navient Corp.</div>
</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 10%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 2%; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 8%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 75%; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 9pt; FONT-FAMILY: Arial, Helvetica, sans-serif; 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="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 10%; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 9pt; FONT-FAMILY: Arial, Helvetica, sans-serif; COLOR: #000000">1,380,000</div>
</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 2%; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 8%; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 9pt; FONT-FAMILY: Arial, Helvetica, sans-serif; COLOR: #000000">1,406,504</div>
</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 75%; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 9pt; FONT-FAMILY: Arial, Helvetica, sans-serif; COLOR: #000000; TEXT-ALIGN: left">Equinix, Inc.</div>
</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 10%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 2%; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 8%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 75%; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 9pt; FONT-FAMILY: Arial, Helvetica, sans-serif; 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="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 10%; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 9pt; FONT-FAMILY: Arial, Helvetica, sans-serif; COLOR: #000000">1,191,000</div>
</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 2%; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 8%; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 9pt; FONT-FAMILY: Arial, Helvetica, sans-serif; COLOR: #000000">1,271,393</div>
</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 75%; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 9pt; FONT-FAMILY: Arial, Helvetica, sans-serif; COLOR: #000000; TEXT-ALIGN: left">Radian Group, Inc.</div>
</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 10%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 2%; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 8%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: bottom; PADDING-BOTTOM: 2px; WIDTH: 75%; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 9pt; FONT-FAMILY: Arial, Helvetica, sans-serif; COLOR: #000000; TEXT-ALIGN: left; TEXT-INDENT: 9pt">7.00% due 03/15/21</div>
</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-BOTTOM: 2px; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-BOTTOM: 2px; TEXT-ALIGN: right; WIDTH: 10%; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 9pt; FONT-FAMILY: Arial, Helvetica, sans-serif; COLOR: #000000">868,000</div>
</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-BOTTOM: 2px; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-BOTTOM: 2px; TEXT-ALIGN: left; WIDTH: 2%; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; TEXT-ALIGN: right; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; TEXT-ALIGN: right; WIDTH: 8%; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 9pt; FONT-FAMILY: Arial, Helvetica, sans-serif; COLOR: #000000">963,480</div>
</td>
<td style="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="VERTICAL-ALIGN: bottom; PADDING-BOTTOM: 2px; BORDER-BOTTOM-COLOR: ; WIDTH: 75%; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 9pt; FONT-FAMILY: Arial, Helvetica, sans-serif; FONT-WEIGHT: bold; COLOR: #000000; TEXT-ALIGN: left">Total Financial</div>
</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-BOTTOM: 2px; BORDER-BOTTOM-COLOR: ; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-BOTTOM: 2px; BORDER-BOTTOM-COLOR: ; TEXT-ALIGN: right; WIDTH: 10%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-BOTTOM: 2px; BORDER-BOTTOM-COLOR: ; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-BOTTOM: 2px; BORDER-BOTTOM-COLOR: ; TEXT-ALIGN: left; WIDTH: 2%; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; TEXT-ALIGN: right; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; TEXT-ALIGN: right; WIDTH: 8%; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 9pt; FONT-FAMILY: Arial, Helvetica, sans-serif; COLOR: #000000">25,465,210</div>
</td>
<td style="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="VERTICAL-ALIGN: bottom; WIDTH: 75%; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial, Helvetica, sans-serif; FONT-WEIGHT: bold; COLOR: #000000; TEXT-ALIGN: left">Industrial&#160;-<font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial, Helvetica, sans-serif">&#160;&#160;</font>6.4%</div>
</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 10%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 2%; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 8%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 75%; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 9pt; FONT-FAMILY: Arial, Helvetica, sans-serif; COLOR: #000000; TEXT-ALIGN: left">Builders FirstSource, Inc.</div>
</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 10%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 2%; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 8%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 75%; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 9pt; FONT-FAMILY: Arial, Helvetica, sans-serif; COLOR: #000000; TEXT-ALIGN: left; TEXT-INDENT: 9pt">7.63% due 06/01/21<sup style="vertical-align: text-top; line-height: 1; font-size: smaller">1,5</sup></div>
</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 10%; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 9pt; FONT-FAMILY: Arial, Helvetica, sans-serif; COLOR: #000000">2,000,000</div>
</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 2%; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 8%; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 9pt; FONT-FAMILY: Arial, Helvetica, sans-serif; COLOR: #000000">2,121,000</div>
</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 75%; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 9pt; FONT-FAMILY: Arial, Helvetica, sans-serif; COLOR: #000000; TEXT-ALIGN: left; TEXT-INDENT: 9pt">10.75% due 08/15/23<sup style="vertical-align: text-top; line-height: 1; font-size: smaller">5</sup></div>
</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 10%; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 9pt; FONT-FAMILY: Arial, Helvetica, sans-serif; COLOR: #000000">989,000</div>
</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 2%; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 8%; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 9pt; FONT-FAMILY: Arial, Helvetica, sans-serif; COLOR: #000000">1,102,735</div>
</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 75%; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 9pt; FONT-FAMILY: Arial, Helvetica, sans-serif; COLOR: #000000; TEXT-ALIGN: left">Navios Maritime Acquisition Corporation / Navios Acquisition Finance US, Inc.</div>
</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 10%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 2%; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 8%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 75%; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 9pt; FONT-FAMILY: Arial, Helvetica, sans-serif; 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="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 10%; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 9pt; FONT-FAMILY: Arial, Helvetica, sans-serif; COLOR: #000000">3,601,000</div>
</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 2%; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 8%; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 9pt; FONT-FAMILY: Arial, Helvetica, sans-serif; COLOR: #000000">2,790,775</div>
</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 75%; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 9pt; FONT-FAMILY: Arial, Helvetica, sans-serif; COLOR: #000000; TEXT-ALIGN: left">MasTec, Inc.</div>
</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 10%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 2%; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 8%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 75%; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 9pt; FONT-FAMILY: Arial, Helvetica, sans-serif; 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="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 10%; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 9pt; FONT-FAMILY: Arial, Helvetica, sans-serif; COLOR: #000000">2,612,000</div>
</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 2%; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 8%; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 9pt; FONT-FAMILY: Arial, Helvetica, sans-serif; COLOR: #000000">2,514,050</div>
</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 75%; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 9pt; FONT-FAMILY: Arial, Helvetica, sans-serif; COLOR: #000000; TEXT-ALIGN: left">TransDigm, Inc.</div>
</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 10%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 2%; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 8%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
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<tr>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 75%; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 9pt; FONT-FAMILY: Arial, Helvetica, sans-serif; COLOR: #000000; TEXT-ALIGN: left; TEXT-INDENT: 9pt">6.50% due 07/15/24</div>
</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 10%; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 9pt; FONT-FAMILY: Arial, Helvetica, sans-serif; COLOR: #000000">2,125,000</div>
</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 2%; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 8%; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 9pt; FONT-FAMILY: Arial, Helvetica, sans-serif; COLOR: #000000">2,217,820</div>
</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>
</table>

<div>&#160;</div>

<div>&#160;</div>

<div id="DSPFPageBreakArea" style="MARGIN-BOTTOM: 10pt; CLEAR: both; MARGIN-TOP: 10pt">
<div id="DSPFPageBreak" style="PAGE-BREAK-AFTER: always">
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<table id="z7707666e46524f03bdd09ade69e236e4" style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman'; BORDER-COLLAPSE: collapse; WIDTH: 100%" cellspacing="0" cellpadding="0">
<tr>
<td style="FONT-SIZE: 12pt; FONT-FAMILY: Arial, Helvetica, 'sans-serif'; VERTICAL-ALIGN: middle; WIDTH: 80.41%">
<div style="COLOR: #000000; TEXT-ALIGN: left">Advent Claymore Convertible Securities &amp; Income Fund</div>
</td>
<td style="VERTICAL-ALIGN: middle; WIDTH: 19.59%">&#160;</td>
</tr>

<tr>
<td style="FONT-FAMILY: Arial, Helvetica, 'sans-serif'; VERTICAL-ALIGN: middle; BORDER-BOTTOM: #000000 2px solid; WIDTH: 80.41%">
<div style="FONT-SIZE: 16pt; FONT-WEIGHT: bold; TEXT-ALIGN: left"><font style="FONT-SIZE: 12pt">SCHEDULE OF INVESTMENTS </font><font style="FONT-SIZE: 9pt; FONT-STYLE: italic">(Unaudited)</font></div>
</td>
<td style="VERTICAL-ALIGN: middle; BORDER-BOTTOM: #000000 2px solid; WIDTH: 19.59%">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial, Helvetica, sans-serif; COLOR: #000000; TEXT-ALIGN: right">July 31, 2016</div>
</td>
</tr>
</table>
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<div>&#160;</div>

<table id="z476ed8372d854ece9940e3245562c496" style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman'; WIDTH: 100%" cellspacing="0" cellpadding="0" border="0">
<tr>
<td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; WIDTH: 75%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; BACKGROUND-COLOR: #ffffff" valign="bottom" colspan="2">
<div style="FONT-SIZE: 9pt; FONT-FAMILY: Arial, Helvetica, sans-serif; COLOR: #000000; TEXT-ALIGN: right">&#160;</div>

<div style="FONT-SIZE: 9pt; FONT-FAMILY: Arial, Helvetica, sans-serif; COLOR: #000000; TEXT-ALIGN: right"><font style="FONT-SIZE: 9pt; FONT-FAMILY: Arial, Helvetica, sans-serif; FONT-WEIGHT: bold">Face</font><font style="FONT-SIZE: 9pt; FONT-FAMILY: Arial, Helvetica, sans-serif"><br>
</font><font style="FONT-SIZE: 9pt; FONT-FAMILY: Arial, Helvetica, sans-serif; FONT-WEIGHT: bold">Amount</font>~</div>
</td>
<td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; TEXT-ALIGN: left; WIDTH: 2%; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; BACKGROUND-COLOR: #ffffff" valign="bottom" colspan="3">
<div style="FONT-SIZE: 9pt; FONT-FAMILY: Arial, Helvetica, sans-serif; FONT-WEIGHT: bold; COLOR: #000000; TEXT-ALIGN: right">Value</div>
</td>
<td style="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="VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff" valign="bottom" colspan="8">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial, Helvetica, sans-serif; COLOR: #000000; TEXT-ALIGN: left"><font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial, Helvetica, sans-serif; FONT-WEIGHT: bold">CORPORATE BONDS</font><sup style="vertical-align: text-top; line-height: 1; font-size: smaller;FONT-FAMILY: Arial, Helvetica, sans-serif; FONT-WEIGHT: bold">&#8224;&#8224;</sup> <font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial, Helvetica, sans-serif; FONT-WEIGHT: bold">- 60.5% (continued)</font></div>
</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 75%; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial, Helvetica, sans-serif; FONT-WEIGHT: bold; COLOR: #000000; TEXT-ALIGN: left">Industrial -<font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial, Helvetica, sans-serif">&#160;&#160;</font>6.4% (continued)</div>
</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 10%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 2%; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 8%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 75%; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 9pt; FONT-FAMILY: Arial, Helvetica, sans-serif; COLOR: #000000; TEXT-ALIGN: left">Eletson Holdings, Inc.</div>
</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 10%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 2%; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 8%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 75%; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 9pt; FONT-FAMILY: Arial, Helvetica, sans-serif; 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="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 9pt; FONT-FAMILY: Arial, Helvetica, sans-serif; COLOR: #000000">$</div>
</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 10%; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 9pt; FONT-FAMILY: Arial, Helvetica, sans-serif; COLOR: #000000">2,680,000</div>
</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 2%; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 9pt; FONT-FAMILY: Arial, Helvetica, sans-serif; COLOR: #000000; TEXT-ALIGN: left">$</div>
</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom"></td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 8%; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 9pt; FONT-FAMILY: Arial, Helvetica, sans-serif; COLOR: #000000">2,077,001</div>
</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 75%; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 9pt; FONT-FAMILY: Arial, Helvetica, sans-serif; COLOR: #000000; TEXT-ALIGN: left">Energizer Holdings, Inc.</div>
</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 10%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 2%; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 8%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 75%; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 9pt; FONT-FAMILY: Arial, Helvetica, sans-serif; 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="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 10%; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 9pt; FONT-FAMILY: Arial, Helvetica, sans-serif; COLOR: #000000">1,925,000</div>
</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 2%; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 8%; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 9pt; FONT-FAMILY: Arial, Helvetica, sans-serif; COLOR: #000000">1,970,680</div>
</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 75%; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 9pt; FONT-FAMILY: Arial, Helvetica, sans-serif; COLOR: #000000; TEXT-ALIGN: left">Cleaver-Brooks, Inc.</div>
</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 10%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 2%; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 8%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 75%; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 9pt; FONT-FAMILY: Arial, Helvetica, sans-serif; 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="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 10%; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 9pt; FONT-FAMILY: Arial, Helvetica, sans-serif; COLOR: #000000">1,875,000</div>
</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 2%; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 8%; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 9pt; FONT-FAMILY: Arial, Helvetica, sans-serif; COLOR: #000000">1,940,625</div>
</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 75%; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 9pt; FONT-FAMILY: Arial, Helvetica, sans-serif; COLOR: #000000; TEXT-ALIGN: left">KLX, Inc.</div>
</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 10%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 2%; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 8%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 75%; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 9pt; FONT-FAMILY: Arial, Helvetica, sans-serif; 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="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 10%; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 9pt; FONT-FAMILY: Arial, Helvetica, sans-serif; COLOR: #000000">1,754,000</div>
</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 2%; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 8%; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 9pt; FONT-FAMILY: Arial, Helvetica, sans-serif; COLOR: #000000">1,784,695</div>
</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 75%; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 9pt; FONT-FAMILY: Arial, Helvetica, sans-serif; COLOR: #000000; TEXT-ALIGN: left">Boise Cascade Co.</div>
</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 10%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 2%; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 8%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 75%; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 9pt; FONT-FAMILY: Arial, Helvetica, sans-serif; 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="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 10%; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 9pt; FONT-FAMILY: Arial, Helvetica, sans-serif; COLOR: #000000">1,725,000</div>
</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 2%; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 8%; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 9pt; FONT-FAMILY: Arial, Helvetica, sans-serif; COLOR: #000000">1,776,750</div>
</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 75%; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 9pt; FONT-FAMILY: Arial, Helvetica, sans-serif; COLOR: #000000; TEXT-ALIGN: left">Shape Technologies Group, Inc.</div>
</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 10%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 2%; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 8%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 75%; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 9pt; FONT-FAMILY: Arial, Helvetica, sans-serif; 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="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 10%; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 9pt; FONT-FAMILY: Arial, Helvetica, sans-serif; COLOR: #000000">1,472,000</div>
</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 2%; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 8%; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 9pt; FONT-FAMILY: Arial, Helvetica, sans-serif; COLOR: #000000">1,471,087</div>
</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 75%; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 9pt; FONT-FAMILY: Arial, Helvetica, sans-serif; COLOR: #000000; TEXT-ALIGN: left">Masco Corp.</div>
</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 10%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 2%; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 8%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 75%; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 9pt; FONT-FAMILY: Arial, Helvetica, sans-serif; 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="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 10%; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 9pt; FONT-FAMILY: Arial, Helvetica, sans-serif; COLOR: #000000">1,030,000</div>
</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 2%; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 8%; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 9pt; FONT-FAMILY: Arial, Helvetica, sans-serif; COLOR: #000000">1,099,525</div>
</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 75%; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 9pt; FONT-FAMILY: Arial, Helvetica, sans-serif; COLOR: #000000; TEXT-ALIGN: left">Navios Maritime Holdings Incorporated / Navios Maritime Finance II US Inc.</div>
</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 10%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 2%; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 8%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 75%; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 9pt; FONT-FAMILY: Arial, Helvetica, sans-serif; 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="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 10%; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 9pt; FONT-FAMILY: Arial, Helvetica, sans-serif; COLOR: #000000">2,005,000</div>
</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 2%; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 8%; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 9pt; FONT-FAMILY: Arial, Helvetica, sans-serif; COLOR: #000000">984,956</div>
</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 75%; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 9pt; FONT-FAMILY: Arial, Helvetica, sans-serif; COLOR: #000000; TEXT-ALIGN: left">Reynolds Group Issuer, Inc. / Reynolds Group Issuer LLC</div>
</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 10%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 2%; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 8%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 75%; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 9pt; FONT-FAMILY: Arial, Helvetica, sans-serif; COLOR: #000000; TEXT-ALIGN: left; TEXT-INDENT: 9pt">5.13% due 07/15/23<sup style="vertical-align: text-top; line-height: 1; font-size: smaller">5</sup></div>
</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 10%; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 9pt; FONT-FAMILY: Arial, Helvetica, sans-serif; COLOR: #000000">372,000</div>
</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 2%; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 8%; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 9pt; FONT-FAMILY: Arial, Helvetica, sans-serif; COLOR: #000000">384,090</div>
</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 75%; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 9pt; FONT-FAMILY: Arial, Helvetica, sans-serif; COLOR: #000000; TEXT-ALIGN: left; TEXT-INDENT: 9pt">7.00% due 07/15/24<sup style="vertical-align: text-top; line-height: 1; font-size: smaller">5</sup></div>
</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 10%; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 9pt; FONT-FAMILY: Arial, Helvetica, sans-serif; COLOR: #000000">124,000</div>
</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 2%; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 8%; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 9pt; FONT-FAMILY: Arial, Helvetica, sans-serif; COLOR: #000000">131,285</div>
</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 75%; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 9pt; FONT-FAMILY: Arial, Helvetica, sans-serif; COLOR: #000000; TEXT-ALIGN: left">Bombardier, Inc.</div>
</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 10%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 2%; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 8%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 75%; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 9pt; FONT-FAMILY: Arial, Helvetica, sans-serif; COLOR: #000000; TEXT-ALIGN: left; TEXT-INDENT: 9pt">6.13% due 01/15/23<sup style="vertical-align: text-top; line-height: 1; font-size: smaller">5</sup></div>
</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 10%; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 9pt; FONT-FAMILY: Arial, Helvetica, sans-serif; COLOR: #000000">501,000</div>
</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 2%; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 8%; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 9pt; FONT-FAMILY: Arial, Helvetica, sans-serif; COLOR: #000000">437,483</div>
</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 75%; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 9pt; FONT-FAMILY: Arial, Helvetica, sans-serif; COLOR: #000000; TEXT-ALIGN: left">Manitowoc Foodservice, Inc.</div>
</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 10%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 2%; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 8%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: bottom; PADDING-BOTTOM: 2px; WIDTH: 75%; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 9pt; FONT-FAMILY: Arial, Helvetica, sans-serif; COLOR: #000000; TEXT-ALIGN: left; TEXT-INDENT: 9pt">9.50% due 02/15/24<sup style="vertical-align: text-top; line-height: 1; font-size: smaller">5</sup></div>
</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-BOTTOM: 2px; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-BOTTOM: 2px; TEXT-ALIGN: right; WIDTH: 10%; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 9pt; FONT-FAMILY: Arial, Helvetica, sans-serif; COLOR: #000000">248,000</div>
</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-BOTTOM: 2px; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-BOTTOM: 2px; TEXT-ALIGN: left; WIDTH: 2%; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; TEXT-ALIGN: right; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; TEXT-ALIGN: right; WIDTH: 8%; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 9pt; FONT-FAMILY: Arial, Helvetica, sans-serif; COLOR: #000000">282,410</div>
</td>
<td style="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="VERTICAL-ALIGN: bottom; PADDING-BOTTOM: 2px; BORDER-BOTTOM-COLOR: ; WIDTH: 75%; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 9pt; FONT-FAMILY: Arial, Helvetica, sans-serif; FONT-WEIGHT: bold; COLOR: #000000; TEXT-ALIGN: left">Total Industrial</div>
</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-BOTTOM: 2px; BORDER-BOTTOM-COLOR: ; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-BOTTOM: 2px; BORDER-BOTTOM-COLOR: ; TEXT-ALIGN: right; WIDTH: 10%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-BOTTOM: 2px; BORDER-BOTTOM-COLOR: ; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-BOTTOM: 2px; BORDER-BOTTOM-COLOR: ; TEXT-ALIGN: left; WIDTH: 2%; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; TEXT-ALIGN: right; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; TEXT-ALIGN: right; WIDTH: 8%; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 9pt; FONT-FAMILY: Arial, Helvetica, sans-serif; COLOR: #000000">25,086,967</div>
</td>
<td style="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="VERTICAL-ALIGN: bottom; WIDTH: 75%; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial, Helvetica, sans-serif; FONT-WEIGHT: bold; COLOR: #000000; TEXT-ALIGN: left">Consumer, Cyclical&#160;-<font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial, Helvetica, sans-serif">&#160;&#160;</font>6.1%</div>
</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 10%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 2%; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 8%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 75%; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 9pt; FONT-FAMILY: Arial, Helvetica, sans-serif; COLOR: #000000; TEXT-ALIGN: left">Hilton Worldwide Finance LLC / Hilton Worldwide Finance Corp.</div>
</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 10%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 2%; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 8%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 75%; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 9pt; FONT-FAMILY: Arial, Helvetica, sans-serif; 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="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 10%; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 9pt; FONT-FAMILY: Arial, Helvetica, sans-serif; COLOR: #000000">3,000,000</div>
</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 2%; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 8%; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 9pt; FONT-FAMILY: Arial, Helvetica, sans-serif; COLOR: #000000">3,110,445</div>
</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 75%; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 9pt; FONT-FAMILY: Arial, Helvetica, sans-serif; COLOR: #000000; TEXT-ALIGN: left">United Continental Holdings, Inc.</div>
</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 10%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 2%; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 8%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 75%; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 9pt; FONT-FAMILY: Arial, Helvetica, sans-serif; COLOR: #000000; TEXT-ALIGN: left; TEXT-INDENT: 9pt">6.00% due 12/01/20</div>
</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 10%; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 9pt; FONT-FAMILY: Arial, Helvetica, sans-serif; COLOR: #000000">2,000,000</div>
</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 2%; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 8%; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 9pt; FONT-FAMILY: Arial, Helvetica, sans-serif; COLOR: #000000">2,124,999</div>
</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 75%; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 9pt; FONT-FAMILY: Arial, Helvetica, sans-serif; COLOR: #000000; TEXT-ALIGN: left">Tempur Sealy International, Inc.</div>
</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 10%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 2%; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 8%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 75%; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 9pt; FONT-FAMILY: Arial, Helvetica, sans-serif; COLOR: #000000; TEXT-ALIGN: left; TEXT-INDENT: 9pt">5.63% due 10/15/23<sup style="vertical-align: text-top; line-height: 1; font-size: smaller">1</sup></div>
</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 10%; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 9pt; FONT-FAMILY: Arial, Helvetica, sans-serif; COLOR: #000000">2,000,000</div>
</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 2%; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 8%; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 9pt; FONT-FAMILY: Arial, Helvetica, sans-serif; COLOR: #000000">2,080,000</div>
</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 75%; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 9pt; FONT-FAMILY: Arial, Helvetica, sans-serif; COLOR: #000000; TEXT-ALIGN: left">Allegiant Travel Co.</div>
</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 10%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 2%; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 8%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 75%; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 9pt; FONT-FAMILY: Arial, Helvetica, sans-serif; COLOR: #000000; TEXT-ALIGN: left; TEXT-INDENT: 9pt">5.50% due 07/15/19</div>
</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 10%; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 9pt; FONT-FAMILY: Arial, Helvetica, sans-serif; COLOR: #000000">1,750,000</div>
</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 2%; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 8%; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 9pt; FONT-FAMILY: Arial, Helvetica, sans-serif; COLOR: #000000">1,841,875</div>
</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 75%; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 9pt; FONT-FAMILY: Arial, Helvetica, sans-serif; COLOR: #000000; TEXT-ALIGN: left">First Cash Financial Services, Inc.</div>
</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 10%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 2%; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 8%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 75%; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 9pt; FONT-FAMILY: Arial, Helvetica, sans-serif; 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="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 10%; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 9pt; FONT-FAMILY: Arial, Helvetica, sans-serif; COLOR: #000000">1,758,000</div>
</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 2%; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 8%; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 9pt; FONT-FAMILY: Arial, Helvetica, sans-serif; COLOR: #000000">1,819,530</div>
</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 75%; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 9pt; FONT-FAMILY: Arial, Helvetica, sans-serif; COLOR: #000000; TEXT-ALIGN: left">GameStop Corp.</div>
</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 10%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 2%; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 8%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 75%; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 9pt; FONT-FAMILY: Arial, Helvetica, sans-serif; COLOR: #000000; TEXT-ALIGN: left; TEXT-INDENT: 9pt">6.75% due 03/15/21<sup style="vertical-align: text-top; line-height: 1; font-size: smaller">5</sup></div>
</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 10%; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 9pt; FONT-FAMILY: Arial, Helvetica, sans-serif; COLOR: #000000">1,700,000</div>
</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 2%; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 8%; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 9pt; FONT-FAMILY: Arial, Helvetica, sans-serif; COLOR: #000000">1,721,250</div>
</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 75%; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 9pt; FONT-FAMILY: Arial, Helvetica, sans-serif; COLOR: #000000; TEXT-ALIGN: left">Rite Aid Corp.</div>
</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 10%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 2%; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 8%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 75%; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 9pt; FONT-FAMILY: Arial, Helvetica, sans-serif; COLOR: #000000; TEXT-ALIGN: left; TEXT-INDENT: 9pt">6.13% due 04/01/23<sup style="vertical-align: text-top; line-height: 1; font-size: smaller">5</sup></div>
</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 10%; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 9pt; FONT-FAMILY: Arial, Helvetica, sans-serif; COLOR: #000000">1,483,000</div>
</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 2%; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 8%; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 9pt; FONT-FAMILY: Arial, Helvetica, sans-serif; COLOR: #000000">1,579,395</div>
</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 75%; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 9pt; FONT-FAMILY: Arial, Helvetica, sans-serif; COLOR: #000000; TEXT-ALIGN: left">Brookfield Residential Properties, Inc.</div>
</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 10%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 2%; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 8%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 75%; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 9pt; FONT-FAMILY: Arial, Helvetica, sans-serif; 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="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 10%; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 9pt; FONT-FAMILY: Arial, Helvetica, sans-serif; COLOR: #000000">1,500,000</div>
</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 2%; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 8%; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 9pt; FONT-FAMILY: Arial, Helvetica, sans-serif; COLOR: #000000">1,455,000</div>
</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 75%; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 9pt; FONT-FAMILY: Arial, Helvetica, sans-serif; COLOR: #000000; TEXT-ALIGN: left">Guitar Center, Inc.</div>
</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 10%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 2%; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 8%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 75%; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 9pt; FONT-FAMILY: Arial, Helvetica, sans-serif; COLOR: #000000; TEXT-ALIGN: left; TEXT-INDENT: 9pt">9.63% due 04/15/20<sup style="vertical-align: text-top; line-height: 1; font-size: smaller">5</sup></div>
</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 10%; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 9pt; FONT-FAMILY: Arial, Helvetica, sans-serif; COLOR: #000000">1,876,000</div>
</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 2%; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 8%; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 9pt; FONT-FAMILY: Arial, Helvetica, sans-serif; COLOR: #000000">1,402,310</div>
</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 75%; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 9pt; FONT-FAMILY: Arial, Helvetica, sans-serif; COLOR: #000000; TEXT-ALIGN: left">Scientific Games International, Inc.</div>
</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 10%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 2%; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 8%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 75%; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 9pt; FONT-FAMILY: Arial, Helvetica, sans-serif; COLOR: #000000; TEXT-ALIGN: left; TEXT-INDENT: 9pt">10.00% due 12/01/22</div>
</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 10%; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 9pt; FONT-FAMILY: Arial, Helvetica, sans-serif; COLOR: #000000">1,513,000</div>
</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 2%; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 8%; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 9pt; FONT-FAMILY: Arial, Helvetica, sans-serif; COLOR: #000000">1,352,244</div>
</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; WIDTH: 75%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; BACKGROUND-COLOR: #ffffff" valign="bottom" colspan="2">
<div style="FONT-SIZE: 9pt; FONT-FAMILY: Arial, Helvetica, sans-serif; COLOR: #000000; TEXT-ALIGN: right">&#160;</div>

<div style="FONT-SIZE: 9pt; FONT-FAMILY: Arial, Helvetica, sans-serif; COLOR: #000000; TEXT-ALIGN: right"><font style="FONT-SIZE: 9pt; FONT-FAMILY: Arial, Helvetica, sans-serif; FONT-WEIGHT: bold">Face</font><font style="FONT-SIZE: 9pt; FONT-FAMILY: Arial, Helvetica, sans-serif"><br>
</font><font style="FONT-SIZE: 9pt; FONT-FAMILY: Arial, Helvetica, sans-serif; FONT-WEIGHT: bold">Amount</font>~</div>
</td>
<td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; TEXT-ALIGN: left; WIDTH: 2%; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; BACKGROUND-COLOR: #ffffff" valign="bottom" colspan="3">
<div style="FONT-SIZE: 9pt; FONT-FAMILY: Arial, Helvetica, sans-serif; FONT-WEIGHT: bold; COLOR: #000000; TEXT-ALIGN: right">Value</div>
</td>
<td style="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="VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff" valign="bottom" colspan="8">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial, Helvetica, sans-serif; COLOR: #000000; TEXT-ALIGN: left"><font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial, Helvetica, sans-serif; FONT-WEIGHT: bold">CORPORATE BONDS</font><sup style="vertical-align: text-top; line-height: 1; font-size: smaller;FONT-FAMILY: Arial, Helvetica, sans-serif; FONT-WEIGHT: bold">&#8224;&#8224;</sup> <font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial, Helvetica, sans-serif; FONT-WEIGHT: bold">- 60.5% (continued)</font></div>
</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 75%; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial, Helvetica, sans-serif; FONT-WEIGHT: bold; COLOR: #000000; TEXT-ALIGN: left">Consumer, Cyclical -<font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial, Helvetica, sans-serif">&#160;&#160;</font>6.1% (continued)</div>
</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 10%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 2%; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 8%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 75%; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 9pt; FONT-FAMILY: Arial, Helvetica, sans-serif; COLOR: #000000; TEXT-ALIGN: left">Global Partners Limited Partnership / GLP Finance Corp.</div>
</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 10%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 2%; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 8%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 75%; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 9pt; FONT-FAMILY: Arial, Helvetica, sans-serif; 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="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 9pt; FONT-FAMILY: Arial, Helvetica, sans-serif; COLOR: #000000">$</div>
</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 10%; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 9pt; FONT-FAMILY: Arial, Helvetica, sans-serif; COLOR: #000000">1,375,000</div>
</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 2%; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 9pt; FONT-FAMILY: Arial, Helvetica, sans-serif; COLOR: #000000; TEXT-ALIGN: left">$</div>
</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom"></td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 8%; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 9pt; FONT-FAMILY: Arial, Helvetica, sans-serif; COLOR: #000000">1,182,500</div>
</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 75%; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 9pt; FONT-FAMILY: Arial, Helvetica, sans-serif; COLOR: #000000; TEXT-ALIGN: left">Speedway Motorsports, Inc.</div>
</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 10%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 2%; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 8%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 75%; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 9pt; FONT-FAMILY: Arial, Helvetica, sans-serif; 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="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 10%; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 9pt; FONT-FAMILY: Arial, Helvetica, sans-serif; COLOR: #000000">1,100,000</div>
</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 2%; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 8%; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 9pt; FONT-FAMILY: Arial, Helvetica, sans-serif; COLOR: #000000">1,130,250</div>
</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 75%; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 9pt; FONT-FAMILY: Arial, Helvetica, sans-serif; COLOR: #000000; TEXT-ALIGN: left">Travelex Financing plc</div>
</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 10%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 2%; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 8%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 75%; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 9pt; FONT-FAMILY: Arial, Helvetica, sans-serif; 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="VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff" valign="bottom" colspan="2">
<div style="FONT-SIZE: 9pt; FONT-FAMILY: Arial, Helvetica, sans-serif; COLOR: #000000; TEXT-ALIGN: right">725,000 GBP</div>
</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 2%; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 8%; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 9pt; FONT-FAMILY: Arial, Helvetica, sans-serif; COLOR: #000000">987,610</div>
</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 75%; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 9pt; FONT-FAMILY: Arial, Helvetica, sans-serif; COLOR: #000000; TEXT-ALIGN: left">MGM Resorts International</div>
</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 10%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 2%; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 8%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 75%; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 9pt; FONT-FAMILY: Arial, Helvetica, sans-serif; COLOR: #000000; TEXT-ALIGN: left; TEXT-INDENT: 9pt">7.75% due 03/15/22<sup style="vertical-align: text-top; line-height: 1; font-size: smaller">1</sup></div>
</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 10%; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 9pt; FONT-FAMILY: Arial, Helvetica, sans-serif; COLOR: #000000">800,000</div>
</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 2%; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 8%; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 9pt; FONT-FAMILY: Arial, Helvetica, sans-serif; COLOR: #000000">924,328</div>
</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 75%; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 9pt; FONT-FAMILY: Arial, Helvetica, sans-serif; COLOR: #000000; TEXT-ALIGN: left">L Brands, Inc.</div>
</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 10%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 2%; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 8%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 75%; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 9pt; FONT-FAMILY: Arial, Helvetica, sans-serif; COLOR: #000000; TEXT-ALIGN: left; TEXT-INDENT: 9pt">5.63% due 02/15/22<sup style="vertical-align: text-top; line-height: 1; font-size: smaller">1</sup></div>
</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 10%; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 9pt; FONT-FAMILY: Arial, Helvetica, sans-serif; COLOR: #000000">762,000</div>
</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 2%; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 8%; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 9pt; FONT-FAMILY: Arial, Helvetica, sans-serif; COLOR: #000000">841,058</div>
</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 75%; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 9pt; FONT-FAMILY: Arial, Helvetica, sans-serif; COLOR: #000000; TEXT-ALIGN: left">Neiman Marcus Group Limited LLC</div>
</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 10%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 2%; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 8%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: bottom; PADDING-BOTTOM: 2px; WIDTH: 75%; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 9pt; FONT-FAMILY: Arial, Helvetica, sans-serif; COLOR: #000000; TEXT-ALIGN: left; TEXT-INDENT: 9pt">8.75% due 10/15/21<sup style="vertical-align: text-top; line-height: 1; font-size: smaller">5,7</sup></div>
</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-BOTTOM: 2px; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-BOTTOM: 2px; TEXT-ALIGN: right; WIDTH: 10%; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 9pt; FONT-FAMILY: Arial, Helvetica, sans-serif; COLOR: #000000">497,000</div>
</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-BOTTOM: 2px; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-BOTTOM: 2px; TEXT-ALIGN: left; WIDTH: 2%; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; TEXT-ALIGN: right; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; TEXT-ALIGN: right; WIDTH: 8%; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 9pt; FONT-FAMILY: Arial, Helvetica, sans-serif; COLOR: #000000">395,115</div>
</td>
<td style="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="VERTICAL-ALIGN: bottom; PADDING-BOTTOM: 2px; BORDER-BOTTOM-COLOR: ; WIDTH: 75%; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 9pt; FONT-FAMILY: Arial, Helvetica, sans-serif; FONT-WEIGHT: bold; COLOR: #000000; TEXT-ALIGN: left">Total Consumer, Cyclical</div>
</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-BOTTOM: 2px; BORDER-BOTTOM-COLOR: ; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-BOTTOM: 2px; BORDER-BOTTOM-COLOR: ; TEXT-ALIGN: right; WIDTH: 10%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-BOTTOM: 2px; BORDER-BOTTOM-COLOR: ; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-BOTTOM: 2px; BORDER-BOTTOM-COLOR: ; TEXT-ALIGN: left; WIDTH: 2%; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; TEXT-ALIGN: right; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; TEXT-ALIGN: right; WIDTH: 8%; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 9pt; FONT-FAMILY: Arial, Helvetica, sans-serif; COLOR: #000000">23,947,909</div>
</td>
<td style="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="VERTICAL-ALIGN: bottom; WIDTH: 75%; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial, Helvetica, sans-serif; FONT-WEIGHT: bold; COLOR: #000000; TEXT-ALIGN: left">Technology&#160;-<font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial, Helvetica, sans-serif">&#160;&#160;</font>4.4%</div>
</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 10%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 2%; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 8%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 75%; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 9pt; FONT-FAMILY: Arial, Helvetica, sans-serif; COLOR: #000000; TEXT-ALIGN: left">Western Digital Corp.</div>
</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 10%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 2%; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 8%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 75%; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 9pt; FONT-FAMILY: Arial, Helvetica, sans-serif; COLOR: #000000; TEXT-ALIGN: left; TEXT-INDENT: 9pt">10.50% due 04/01/24<sup style="vertical-align: text-top; line-height: 1; font-size: smaller">1,5</sup></div>
</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 10%; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 9pt; FONT-FAMILY: Arial, Helvetica, sans-serif; COLOR: #000000">4,911,000</div>
</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 2%; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 8%; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 9pt; FONT-FAMILY: Arial, Helvetica, sans-serif; COLOR: #000000">5,543,291</div>
</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 75%; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 9pt; FONT-FAMILY: Arial, Helvetica, sans-serif; COLOR: #000000; TEXT-ALIGN: left">Qorvo, Inc.</div>
</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 10%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 2%; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 8%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 75%; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 9pt; FONT-FAMILY: Arial, Helvetica, sans-serif; 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="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 10%; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 9pt; FONT-FAMILY: Arial, Helvetica, sans-serif; COLOR: #000000">3,000,000</div>
</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 2%; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 8%; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 9pt; FONT-FAMILY: Arial, Helvetica, sans-serif; COLOR: #000000">3,266,250</div>
</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 75%; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 9pt; FONT-FAMILY: Arial, Helvetica, sans-serif; COLOR: #000000; TEXT-ALIGN: left">NXP BV / NXP Funding LLC</div>
</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 10%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 2%; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 8%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 75%; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 9pt; FONT-FAMILY: Arial, Helvetica, sans-serif; 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="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 10%; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 9pt; FONT-FAMILY: Arial, Helvetica, sans-serif; COLOR: #000000">2,000,000</div>
</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 2%; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 8%; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 9pt; FONT-FAMILY: Arial, Helvetica, sans-serif; COLOR: #000000">2,087,500</div>
</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 75%; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 9pt; FONT-FAMILY: Arial, Helvetica, sans-serif; COLOR: #000000; TEXT-ALIGN: left">Microsemi Corp.</div>
</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 10%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 2%; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 8%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 75%; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 9pt; FONT-FAMILY: Arial, Helvetica, sans-serif; COLOR: #000000; TEXT-ALIGN: left; TEXT-INDENT: 9pt">9.13% due 04/15/23<sup style="vertical-align: text-top; line-height: 1; font-size: smaller">1,5</sup></div>
</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 10%; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 9pt; FONT-FAMILY: Arial, Helvetica, sans-serif; COLOR: #000000">1,688,000</div>
</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 2%; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 8%; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 9pt; FONT-FAMILY: Arial, Helvetica, sans-serif; COLOR: #000000">1,924,320</div>
</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 75%; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 9pt; FONT-FAMILY: Arial, Helvetica, sans-serif; COLOR: #000000; TEXT-ALIGN: left">Nuance Communications, Inc.</div>
</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 10%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 2%; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 8%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 75%; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 9pt; FONT-FAMILY: Arial, Helvetica, sans-serif; COLOR: #000000; TEXT-ALIGN: left; TEXT-INDENT: 9pt">5.38% due 08/15/20<sup style="vertical-align: text-top; line-height: 1; font-size: smaller">1,5</sup></div>
</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 10%; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 9pt; FONT-FAMILY: Arial, Helvetica, sans-serif; COLOR: #000000">1,600,000</div>
</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 2%; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 8%; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 9pt; FONT-FAMILY: Arial, Helvetica, sans-serif; COLOR: #000000">1,640,160</div>
</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 75%; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 9pt; FONT-FAMILY: Arial, Helvetica, sans-serif; COLOR: #000000; TEXT-ALIGN: left">First Data Corp.</div>
</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 10%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 2%; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 8%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 75%; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 9pt; FONT-FAMILY: Arial, Helvetica, sans-serif; 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">1,5</sup></div>
</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 10%; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 9pt; FONT-FAMILY: Arial, Helvetica, sans-serif; COLOR: #000000">1,100,000</div>
</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 2%; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 8%; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 9pt; FONT-FAMILY: Arial, Helvetica, sans-serif; COLOR: #000000">1,133,000</div>
</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 75%; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 9pt; FONT-FAMILY: Arial, Helvetica, sans-serif; COLOR: #000000; TEXT-ALIGN: left">ACI Worldwide, Inc.</div>
</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 10%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 2%; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 8%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 75%; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 9pt; FONT-FAMILY: Arial, Helvetica, sans-serif; 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="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 10%; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 9pt; FONT-FAMILY: Arial, Helvetica, sans-serif; COLOR: #000000">1,000,000</div>
</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 2%; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 8%; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 9pt; FONT-FAMILY: Arial, Helvetica, sans-serif; COLOR: #000000">1,035,000</div>
</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 75%; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 9pt; FONT-FAMILY: Arial, Helvetica, sans-serif; COLOR: #000000; TEXT-ALIGN: left">Diamond 1 Finance Corporation / Diamond 2 Finance Corp</div>
</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 10%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 2%; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 8%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: bottom; PADDING-BOTTOM: 2px; WIDTH: 75%; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 9pt; FONT-FAMILY: Arial, Helvetica, sans-serif; COLOR: #000000; TEXT-ALIGN: left; TEXT-INDENT: 9pt">7.13% due 06/15/24<sup style="vertical-align: text-top; line-height: 1; font-size: smaller">1,5</sup></div>
</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-BOTTOM: 2px; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-BOTTOM: 2px; TEXT-ALIGN: right; WIDTH: 10%; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 9pt; FONT-FAMILY: Arial, Helvetica, sans-serif; COLOR: #000000">493,000</div>
</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-BOTTOM: 2px; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-BOTTOM: 2px; TEXT-ALIGN: left; WIDTH: 2%; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; TEXT-ALIGN: right; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; TEXT-ALIGN: right; WIDTH: 8%; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 9pt; FONT-FAMILY: Arial, Helvetica, sans-serif; COLOR: #000000">531,092</div>
</td>
<td style="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="VERTICAL-ALIGN: bottom; PADDING-BOTTOM: 2px; BORDER-BOTTOM-COLOR: ; WIDTH: 75%; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 9pt; FONT-FAMILY: Arial, Helvetica, sans-serif; FONT-WEIGHT: bold; COLOR: #000000; TEXT-ALIGN: left">Total Technology</div>
</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-BOTTOM: 2px; BORDER-BOTTOM-COLOR: ; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-BOTTOM: 2px; BORDER-BOTTOM-COLOR: ; TEXT-ALIGN: right; WIDTH: 10%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-BOTTOM: 2px; BORDER-BOTTOM-COLOR: ; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-BOTTOM: 2px; BORDER-BOTTOM-COLOR: ; TEXT-ALIGN: left; WIDTH: 2%; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; TEXT-ALIGN: right; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; TEXT-ALIGN: right; WIDTH: 8%; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 9pt; FONT-FAMILY: Arial, Helvetica, sans-serif; COLOR: #000000">17,160,613</div>
</td>
<td style="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="VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff" valign="bottom" colspan="3">
<div style="FONT-SIZE: 9pt; FONT-FAMILY: Arial, Helvetica, sans-serif; FONT-WEIGHT: bold; COLOR: #000000; TEXT-ALIGN: left">Total Corporate Bonds</div>
</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 2%; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 8%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: bottom; PADDING-BOTTOM: 2px; BACKGROUND-COLOR: #cceeff" valign="bottom" colspan="3">
<div style="FONT-SIZE: 9pt; FONT-FAMILY: Arial, Helvetica, sans-serif; COLOR: #000000; TEXT-ALIGN: left; TEXT-INDENT: 9pt">(Cost $232,622,492)</div>
</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-BOTTOM: 2px; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-BOTTOM: 2px; TEXT-ALIGN: left; WIDTH: 2%; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; TEXT-ALIGN: right; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; TEXT-ALIGN: right; WIDTH: 8%; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 9pt; FONT-FAMILY: Arial, Helvetica, sans-serif; COLOR: #000000">236,834,983</div>
</td>
<td style="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="VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff" valign="bottom" colspan="8">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial, Helvetica, sans-serif; FONT-WEIGHT: bold; COLOR: #000000; TEXT-ALIGN: left">SENIOR FLOATING RATE INTERESTS<sup style="vertical-align: text-top; line-height: 1; font-size: smaller;FONT-FAMILY: Arial, Helvetica, sans-serif">&#8224;&#8224;</sup><sup style="vertical-align: text-top; line-height: 1; font-size: smaller">,10</sup> - 0.8%</div>
</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 75%; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial, Helvetica, sans-serif; FONT-WEIGHT: bold; COLOR: #000000; TEXT-ALIGN: left">Consumer, Non-cyclical&#160;-<font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial, Helvetica, sans-serif">&#160;&#160;</font>0.5%</div>
</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 10%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 2%; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 8%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 75%; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 9pt; FONT-FAMILY: Arial, Helvetica, sans-serif; COLOR: #000000; TEXT-ALIGN: left">Sprint Industrial Holdings LLC</div>
</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 10%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 2%; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 8%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 75%; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 9pt; FONT-FAMILY: Arial, Helvetica, sans-serif; COLOR: #000000; TEXT-ALIGN: left; TEXT-INDENT: 9pt">11.25% due 11/14/19</div>
</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 10%; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 9pt; FONT-FAMILY: Arial, Helvetica, sans-serif; COLOR: #000000">1,650,000</div>
</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 2%; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 8%; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 9pt; FONT-FAMILY: Arial, Helvetica, sans-serif; COLOR: #000000">1,179,750</div>
</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 75%; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 9pt; FONT-FAMILY: Arial, Helvetica, sans-serif; COLOR: #000000; TEXT-ALIGN: left">Caraustar Industries, Inc.</div>
</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 10%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 2%; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 8%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: bottom; PADDING-BOTTOM: 2px; WIDTH: 75%; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 9pt; FONT-FAMILY: Arial, Helvetica, sans-serif; COLOR: #000000; TEXT-ALIGN: left; TEXT-INDENT: 9pt">8.00% due 05/01/19</div>
</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-BOTTOM: 2px; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-BOTTOM: 2px; TEXT-ALIGN: right; WIDTH: 10%; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 9pt; FONT-FAMILY: Arial, Helvetica, sans-serif; COLOR: #000000">871,499</div>
</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-BOTTOM: 2px; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-BOTTOM: 2px; TEXT-ALIGN: left; WIDTH: 2%; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; TEXT-ALIGN: right; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; TEXT-ALIGN: right; WIDTH: 8%; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 9pt; FONT-FAMILY: Arial, Helvetica, sans-serif; COLOR: #000000">874,223</div>
</td>
<td style="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="VERTICAL-ALIGN: bottom; PADDING-BOTTOM: 2px; BORDER-BOTTOM-COLOR: ; WIDTH: 75%; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 9pt; FONT-FAMILY: Arial, Helvetica, sans-serif; FONT-WEIGHT: bold; COLOR: #000000; TEXT-ALIGN: left">Total Consumer, Non-cyclical</div>
</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-BOTTOM: 2px; BORDER-BOTTOM-COLOR: ; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-BOTTOM: 2px; BORDER-BOTTOM-COLOR: ; TEXT-ALIGN: right; WIDTH: 10%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-BOTTOM: 2px; BORDER-BOTTOM-COLOR: ; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-BOTTOM: 2px; BORDER-BOTTOM-COLOR: ; TEXT-ALIGN: left; WIDTH: 2%; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; TEXT-ALIGN: right; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; TEXT-ALIGN: right; WIDTH: 8%; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 9pt; FONT-FAMILY: Arial, Helvetica, sans-serif; COLOR: #000000">2,053,973</div>
</td>
<td style="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="VERTICAL-ALIGN: bottom; WIDTH: 75%; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial, Helvetica, sans-serif; FONT-WEIGHT: bold; COLOR: #000000; TEXT-ALIGN: left">Basic Materials&#160;-<font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial, Helvetica, sans-serif">&#160;&#160;</font>0.3%</div>
</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 10%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 2%; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 8%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 75%; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 9pt; FONT-FAMILY: Arial, Helvetica, sans-serif; COLOR: #000000; TEXT-ALIGN: left">Fortescue Resources August 2006 Pty Ltd.</div>
</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 10%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 2%; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 8%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 75%; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 9pt; FONT-FAMILY: Arial, Helvetica, sans-serif; COLOR: #000000; TEXT-ALIGN: left; TEXT-INDENT: 9pt">4.25% due 06/30/19</div>
</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 10%; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 9pt; FONT-FAMILY: Arial, Helvetica, sans-serif; COLOR: #000000">1,269,921</div>
</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 2%; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 8%; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 9pt; FONT-FAMILY: Arial, Helvetica, sans-serif; COLOR: #000000">1,246,407</div>
</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff" valign="bottom" colspan="3">
<div style="FONT-SIZE: 9pt; FONT-FAMILY: Arial, Helvetica, sans-serif; FONT-WEIGHT: bold; COLOR: #000000; TEXT-ALIGN: left">Total Senior Floating Rate Interests</div>
</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 2%; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 8%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: bottom; PADDING-BOTTOM: 2px; BACKGROUND-COLOR: #cceeff" valign="bottom" colspan="3">
<div style="FONT-SIZE: 9pt; FONT-FAMILY: Arial, Helvetica, sans-serif; COLOR: #000000; TEXT-ALIGN: left; TEXT-INDENT: 9pt">(Cost $3,544,783)</div>
</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-BOTTOM: 2px; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-BOTTOM: 2px; TEXT-ALIGN: left; WIDTH: 2%; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; TEXT-ALIGN: right; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; TEXT-ALIGN: right; WIDTH: 8%; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 9pt; FONT-FAMILY: Arial, Helvetica, sans-serif; COLOR: #000000">3,300,380</div>
</td>
<td style="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="VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff" valign="bottom" colspan="3">
<div style="FONT-SIZE: 9pt; FONT-FAMILY: Arial, Helvetica, sans-serif; FONT-WEIGHT: bold; COLOR: #000000; TEXT-ALIGN: left">Total Investments - 166.0%</div>
</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 2%; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 8%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: middle; PADDING-BOTTOM: 2px; BACKGROUND-COLOR: #cceeff" valign="bottom" colspan="3">
<div style="FONT-SIZE: 9pt; FONT-FAMILY: Arial, Helvetica, sans-serif; COLOR: #000000; TEXT-ALIGN: left; TEXT-INDENT: 9pt">(Cost $639,315,765)</div>
</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-BOTTOM: 2px; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-BOTTOM: 2px; TEXT-ALIGN: left; WIDTH: 2%; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; TEXT-ALIGN: right; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 9pt; FONT-FAMILY: Arial, Helvetica, sans-serif; COLOR: #000000; TEXT-ALIGN: left">$</div>
</td>
<td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom"></td>
<td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; TEXT-ALIGN: right; WIDTH: 8%; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 9pt; FONT-FAMILY: Arial, Helvetica, sans-serif; COLOR: #000000">649,386,025</div>
</td>
<td style="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="VERTICAL-ALIGN: bottom; PADDING-BOTTOM: 2px; BACKGROUND-COLOR: #ffffff" valign="bottom" colspan="3">
<div style="FONT-SIZE: 9pt; FONT-FAMILY: Arial, Helvetica, sans-serif; FONT-WEIGHT: bold; COLOR: #000000; TEXT-ALIGN: left">Other Assets &amp; Liabilities, net - (66.0)%</div>
</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-BOTTOM: 2px; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-BOTTOM: 2px; TEXT-ALIGN: left; WIDTH: 2%; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; TEXT-ALIGN: right; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; TEXT-ALIGN: right; WIDTH: 8%; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 9pt; FONT-FAMILY: Arial, Helvetica, sans-serif; COLOR: #000000">(258,075,738</div>
</td>
<td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">
<div style="FONT-SIZE: 9pt; FONT-FAMILY: Arial, Helvetica, sans-serif; COLOR: #000000">)</div>
</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff" valign="bottom" colspan="3">
<div style="FONT-SIZE: 9pt; FONT-FAMILY: Arial, Helvetica, sans-serif; FONT-WEIGHT: bold; COLOR: #000000; TEXT-ALIGN: left">Total Net Assets - 100.0%</div>
</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 2%; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 9pt; FONT-FAMILY: Arial, Helvetica, sans-serif; COLOR: #000000; TEXT-ALIGN: left">$</div>
</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 9pt; FONT-FAMILY: Arial, Helvetica, sans-serif; COLOR: #000000">&#160;</div>
</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 8%; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 9pt; FONT-FAMILY: Arial, Helvetica, sans-serif; COLOR: #000000">391,310,287</div>
</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff" valign="bottom" colspan="8">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>
</table>

<div><br>
</div>

<div><br>
</div>

<div id="DSPFPageBreakArea" style="MARGIN-BOTTOM: 10pt; CLEAR: both; MARGIN-TOP: 10pt">
<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>
<table id="zdcbeb601630e42d7b993cc3d4479e3e2" style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman'; BORDER-COLLAPSE: collapse; WIDTH: 100%" cellspacing="0" cellpadding="0">
<tr>
<td style="FONT-SIZE: 12pt; FONT-FAMILY: Arial, Helvetica, 'sans-serif'; VERTICAL-ALIGN: middle; WIDTH: 80.41%">
<div style="COLOR: #000000; TEXT-ALIGN: left">Advent Claymore Convertible Securities &amp; Income Fund</div>
</td>
<td style="VERTICAL-ALIGN: middle; WIDTH: 19.59%">&#160;</td>
</tr>

<tr>
<td style="FONT-FAMILY: Arial, Helvetica, 'sans-serif'; VERTICAL-ALIGN: middle; BORDER-BOTTOM: #000000 2px solid; WIDTH: 80.41%">
<div style="FONT-SIZE: 16pt; FONT-WEIGHT: bold; TEXT-ALIGN: left"><font style="FONT-SIZE: 12pt">SCHEDULE OF INVESTMENTS </font><font style="FONT-SIZE: 9pt; FONT-STYLE: italic">(Unaudited)</font></div>
</td>
<td style="VERTICAL-ALIGN: middle; BORDER-BOTTOM: #000000 2px solid; WIDTH: 19.59%">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial, Helvetica, sans-serif; COLOR: #000000; TEXT-ALIGN: right">July 31, 2016</div>
</td>
</tr>
</table>

<br>
</div>

<table id="z6501c25c15864e87938d23cadda9487b" style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman'; BORDER-COLLAPSE: collapse; WIDTH: 100%" cellspacing="0" cellpadding="0">
<tr>
<td style="VERTICAL-ALIGN: top; WIDTH: 4%">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: Arial, Helvetica, sans-serif; COLOR: #000000; FONT-STYLE: italic; TEXT-ALIGN: left">*</div>
</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 96%">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: Arial, Helvetica, sans-serif; COLOR: #000000; FONT-STYLE: italic; TEXT-ALIGN: left">Non-income producing security.</div>
</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; WIDTH: 4%">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: Arial, Helvetica, sans-serif; COLOR: #000000; FONT-STYLE: italic; TEXT-ALIGN: left">**</div>
</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 96%">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: Arial, Helvetica, sans-serif; COLOR: #000000; FONT-STYLE: italic; TEXT-ALIGN: left">Less than 0.1%</div>
</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; WIDTH: 4%">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: Arial, Helvetica, sans-serif; COLOR: #000000; FONT-STYLE: italic; TEXT-ALIGN: left">~</div>
</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 96%">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: Arial, Helvetica, sans-serif; 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="VERTICAL-ALIGN: top; WIDTH: 4%">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: Arial, Helvetica, sans-serif; COLOR: #000000; FONT-STYLE: italic; TEXT-ALIGN: left">&#8224;</div>
</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 96%">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: Arial, Helvetica, sans-serif; COLOR: #000000; FONT-STYLE: italic; TEXT-ALIGN: left">Value determined based on Level 1 inputs &#8212; See Note 1.</div>
</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; WIDTH: 4%">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: Arial, Helvetica, sans-serif; COLOR: #000000; FONT-STYLE: italic; TEXT-ALIGN: left">&#8224;&#8224;</div>
</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 96%">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: Arial, Helvetica, sans-serif; COLOR: #000000; FONT-STYLE: italic; TEXT-ALIGN: left">Value determined based on Level 2 inputs &#8212; See Note 1.</div>
</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; WIDTH: 4%">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: Arial, Helvetica, sans-serif; COLOR: #000000; FONT-STYLE: italic; TEXT-ALIGN: left">1</div>
</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 96%">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: Arial, Helvetica, sans-serif; COLOR: #000000; FONT-STYLE: italic; TEXT-ALIGN: left">All or a portion of these securities have been physically segregated in connection with borrowings and reverse repurchase agreements. As of July 31, 2016., the total value of securities segregated was $425,929,004.</div>
</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; WIDTH: 4%">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: Arial, Helvetica, sans-serif; COLOR: #000000; FONT-STYLE: italic; TEXT-ALIGN: left">2</div>
</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 96%">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: Arial, Helvetica, sans-serif; COLOR: #000000; FONT-STYLE: italic; TEXT-ALIGN: left">Perpetual maturity.</div>
</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; WIDTH: 4%">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: Arial, Helvetica, sans-serif; COLOR: #000000; FONT-STYLE: italic; TEXT-ALIGN: left">3</div>
</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 96%">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: Arial, Helvetica, sans-serif; COLOR: #000000; FONT-STYLE: italic; TEXT-ALIGN: left">Rate indicated is the 7-day yield as of July 31, 2016.</div>
</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; WIDTH: 4%">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: Arial, Helvetica, sans-serif; COLOR: #000000; FONT-STYLE: italic; TEXT-ALIGN: left">4</div>
</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 96%">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: Arial, Helvetica, sans-serif; COLOR: #000000; FONT-STYLE: italic; TEXT-ALIGN: left">Zero coupon rate security.</div>
</td>
</tr>

<tr style="HEIGHT: 31px">
<td style="VERTICAL-ALIGN: top; WIDTH: 4%">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: Arial, Helvetica, sans-serif; COLOR: #000000; FONT-STYLE: italic; TEXT-ALIGN: left">5</div>
</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 96%">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: Arial, Helvetica, sans-serif; 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 $148,332,063 (cost $148,526,649), or 37.9% of total net assets. These securities have been determined to be liquid under guidelines established by the Board of Trustees.</div>
</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; WIDTH: 4%">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: Arial, Helvetica, sans-serif; COLOR: #000000; FONT-STYLE: italic; TEXT-ALIGN: left">6</div>
</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 96%">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: Arial, Helvetica, sans-serif; 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="VERTICAL-ALIGN: top; WIDTH: 4%">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: Arial, Helvetica, sans-serif; COLOR: #000000; FONT-STYLE: italic; TEXT-ALIGN: left">7</div>
</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 96%">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: Arial, Helvetica, sans-serif; COLOR: #000000; FONT-STYLE: italic; TEXT-ALIGN: left">Security is a pay in-kind bond.</div>
</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; WIDTH: 4%">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: Arial, Helvetica, sans-serif; COLOR: #000000; FONT-STYLE: italic; TEXT-ALIGN: left">8</div>
</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 96%">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: Arial, Helvetica, sans-serif; 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="VERTICAL-ALIGN: top; WIDTH: 4%">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: Arial, Helvetica, sans-serif; COLOR: #000000; FONT-STYLE: italic; TEXT-ALIGN: left">9</div>
</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 96%">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: Arial, Helvetica, sans-serif; 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="VERTICAL-ALIGN: top; WIDTH: 4%">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: Arial, Helvetica, sans-serif; COLOR: #000000; FONT-STYLE: italic; TEXT-ALIGN: left">10</div>
</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 96%">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: Arial, Helvetica, sans-serif; COLOR: #000000; FONT-STYLE: italic; TEXT-ALIGN: left">Variable rate security. Rate indicated is rate effective at July 31, 2016.</div>
</td>
</tr>
</table>

<div>&#160;</div>

<table id="z7d8ef0deb11b49ae90f9ba3543e7cc25" style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman'; BORDER-COLLAPSE: collapse; WIDTH: 100%" cellspacing="0" cellpadding="0" border="0">
<tr>
<td style="VERTICAL-ALIGN: bottom; FONT-WEIGHT: bold; WIDTH: 5%">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: Arial, Helvetica, sans-serif; COLOR: #000000; FONT-STYLE: italic; TEXT-ALIGN: left">plc</div>
</td>
<td style="VERTICAL-ALIGN: bottom; FONT-WEIGHT: bold; WIDTH: 95%">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: Arial, Helvetica, sans-serif; COLOR: #000000; FONT-STYLE: italic; TEXT-ALIGN: left">Public Limited Company</div>
</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: bottom; FONT-WEIGHT: bold; WIDTH: 5%">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; FONT-WEIGHT: bold; WIDTH: 95%">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: bottom; FONT-WEIGHT: bold; WIDTH: 5%">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; FONT-WEIGHT: bold; WIDTH: 95%">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: Arial, Helvetica, sans-serif; COLOR: #000000; FONT-STYLE: italic; TEXT-ALIGN: left">See Sector Classification in Supplemental Information section.</div>
</td>
</tr>

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

<div><br>
</div>

<div>
<table id="zacb5df1e78e444b3ba832c0581d17743" class="DSPFListTable" style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman'; WIDTH: 100%" cellspacing="0" cellpadding="0">
<tr style="VERTICAL-ALIGN: top">
<td style="VERTICAL-ALIGN: top; WIDTH: 45pt; align: right">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: Arial, Helvetica, sans-serif; FONT-STYLE: italic; TEXT-ALIGN: left">BV</div>
</td>
<td style="VERTICAL-ALIGN: top; WIDTH: auto; align: left">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: Arial, Helvetica, sans-serif; FONT-STYLE: italic; TEXT-ALIGN: left">Limited Liability Company</div>
</td>
</tr>
</table>
</div>

<div>
<table id="z017423dc5b3241e8b2da69f9e85c7892" class="DSPFListTable" style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman'; WIDTH: 100%" cellspacing="0" cellpadding="0">
<tr style="VERTICAL-ALIGN: top">
<td style="VERTICAL-ALIGN: top; WIDTH: 45pt; align: right">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: Arial, Helvetica, sans-serif; FONT-STYLE: italic; TEXT-ALIGN: left">CAD</div>
</td>
<td style="VERTICAL-ALIGN: top; WIDTH: auto; align: left">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: Arial, Helvetica, sans-serif; FONT-STYLE: italic; TEXT-ALIGN: left">Canadian Dollar</div>
</td>
</tr>
</table>
</div>

<div>
<table id="z9678dbc2c5ed49d496430cc8bfc873f8" class="DSPFListTable" style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman'; WIDTH: 100%" cellspacing="0" cellpadding="0">
<tr style="VERTICAL-ALIGN: top">
<td style="VERTICAL-ALIGN: top; WIDTH: 45pt; align: right">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: Arial, Helvetica, sans-serif; FONT-STYLE: italic; TEXT-ALIGN: left">EUR</div>
</td>
<td style="VERTICAL-ALIGN: top; WIDTH: auto; align: left">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: Arial, Helvetica, sans-serif; FONT-STYLE: italic; TEXT-ALIGN: left">Euro</div>
</td>
</tr>
</table>
</div>

<div>
<table id="zc392d28fb48b43e1adace790ff9add9b" class="DSPFListTable" style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman'; WIDTH: 100%" cellspacing="0" cellpadding="0">
<tr style="VERTICAL-ALIGN: top">
<td style="VERTICAL-ALIGN: top; WIDTH: 45pt; align: right">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: Arial, Helvetica, sans-serif; FONT-STYLE: italic; TEXT-ALIGN: left">GBP</div>
</td>
<td style="VERTICAL-ALIGN: top; WIDTH: auto; align: left">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: Arial, Helvetica, sans-serif; FONT-STYLE: italic; TEXT-ALIGN: left">Great Britain Pound</div>
</td>
</tr>
</table>
</div>

<div>
<table id="z9d34138470aa4df78fdbc0211e4672f3" class="DSPFListTable" style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman'; WIDTH: 100%" cellspacing="0" cellpadding="0">
<tr style="VERTICAL-ALIGN: top">
<td style="VERTICAL-ALIGN: top; WIDTH: 45pt; align: right">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: Arial, Helvetica, sans-serif; FONT-STYLE: italic; TEXT-ALIGN: left">GmbH</div>
</td>
<td style="VERTICAL-ALIGN: top; WIDTH: auto; align: left">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: Arial, Helvetica, sans-serif; FONT-STYLE: italic; TEXT-ALIGN: left">Limited Liability Company</div>
</td>
</tr>
</table>
</div>

<div>
<table id="zc1b30182f0bb4e71a8aafd2344dcf465" class="DSPFListTable" style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman'; WIDTH: 100%" cellspacing="0" cellpadding="0">
<tr style="VERTICAL-ALIGN: top">
<td style="VERTICAL-ALIGN: top; WIDTH: 45pt; align: right">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: Arial, Helvetica, sans-serif; FONT-STYLE: italic; TEXT-ALIGN: left">N.V.</div>
</td>
<td style="VERTICAL-ALIGN: top; WIDTH: auto; align: left">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: Arial, Helvetica, sans-serif; FONT-STYLE: italic; TEXT-ALIGN: left">Publicly Traded Company</div>
</td>
</tr>
</table>
</div>

<div>
<table id="z98b30e74d04146439a45e2158fcebac6" class="DSPFListTable" style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman'; WIDTH: 100%" cellspacing="0" cellpadding="0">
<tr style="VERTICAL-ALIGN: top">
<td style="VERTICAL-ALIGN: top; WIDTH: 45pt; align: right">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: Arial, Helvetica, sans-serif; FONT-STYLE: italic; TEXT-ALIGN: left">plc</div>
</td>
<td style="VERTICAL-ALIGN: top; WIDTH: auto; align: left">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: Arial, Helvetica, sans-serif; FONT-STYLE: italic; TEXT-ALIGN: left">Public Limited Company</div>
</td>
</tr>
</table>
</div>

<div>
<table id="z676110ebb10842c2abfd8f231cc9452d" class="DSPFListTable" style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman'; WIDTH: 100%" cellspacing="0" cellpadding="0">
<tr style="VERTICAL-ALIGN: top">
<td style="VERTICAL-ALIGN: top; WIDTH: 45pt; align: right">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: Arial, Helvetica, sans-serif; FONT-STYLE: italic; TEXT-ALIGN: left">Pty</div>
</td>
<td style="VERTICAL-ALIGN: top; WIDTH: auto; align: left">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: Arial, Helvetica, sans-serif; FONT-STYLE: italic; TEXT-ALIGN: left">Proprietary</div>
</td>
</tr>
</table>
</div>

<div>
<table id="z5f5975005654429381251dc779bc3856" class="DSPFListTable" style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman'; WIDTH: 100%" cellspacing="0" cellpadding="0">
<tr style="VERTICAL-ALIGN: top">
<td style="VERTICAL-ALIGN: top; WIDTH: 45pt; align: right">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: Arial, Helvetica, sans-serif; FONT-STYLE: italic; TEXT-ALIGN: left">S.A.</div>
</td>
<td style="VERTICAL-ALIGN: top; WIDTH: auto; align: left">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: Arial, Helvetica, sans-serif; FONT-STYLE: italic; TEXT-ALIGN: left">Corporation</div>
</td>
</tr>
</table>
</div>

<div>
<table id="z3e658c945a9c4ba68489cb1bab1a6f0a" class="DSPFListTable" style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman'; WIDTH: 100%" cellspacing="0" cellpadding="0">
<tr style="VERTICAL-ALIGN: top">
<td style="VERTICAL-ALIGN: top; WIDTH: 45pt; align: right">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: Arial, Helvetica, sans-serif; FONT-STYLE: italic; TEXT-ALIGN: left">SAB de CV&#160;</div>
</td>
<td style="VERTICAL-ALIGN: top; WIDTH: auto; align: left">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: Arial, Helvetica, sans-serif; FONT-STYLE: italic; TEXT-ALIGN: left">Publicly&#160; Traded Company</div>
</td>
</tr>
</table>
</div>

<div>&#160;</div>

<table id="ze02f06dfab0f44e090e5494732de11b6" style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman'; WIDTH: 100%" cellspacing="0" cellpadding="0">
<tr>
<td style="VERTICAL-ALIGN: bottom" valign="bottom" colspan="12">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: Arial, Helvetica, sans-serif; COLOR: #000000; TEXT-ALIGN: left">The following table summarizes the inputs used to value the Fund's investments at July 31, 2016 (See Note 1 in the Notes to Schedule of Investments):</div>
</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="VERTICAL-ALIGN: bottom" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: top" valign="bottom" colspan="2">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid" valign="bottom">&#160;</td>
<td style="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: 8pt; FONT-FAMILY: Arial, Helvetica, sans-serif; FONT-WEIGHT: bold; COLOR: #000000; TEXT-ALIGN: right">Level 1 Quoted Prices</div>
</td>
<td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; TEXT-ALIGN: left" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="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: 8pt; FONT-FAMILY: Arial, Helvetica, sans-serif; FONT-WEIGHT: bold; COLOR: #000000; TEXT-ALIGN: right">Level 2 Significant Observable Inputs</div>
</td>
<td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; TEXT-ALIGN: left" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="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: 8pt; FONT-FAMILY: Arial, Helvetica, sans-serif; FONT-WEIGHT: bold; COLOR: #000000; TEXT-ALIGN: right">Level 3 Significant Unobservable Inputs</div>
</td>
<td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; TEXT-ALIGN: left" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="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: 8pt; FONT-FAMILY: Arial, Helvetica, sans-serif; FONT-WEIGHT: bold; COLOR: #000000; TEXT-ALIGN: right">Total</div>
</td>
<td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; TEXT-ALIGN: left" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: Arial, Helvetica, sans-serif; FONT-WEIGHT: bold; COLOR: #000000; TEXT-ALIGN: left">Assets</div>
</td>
<td style="VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff" valign="bottom" colspan="2">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff" valign="bottom" colspan="2">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff" valign="bottom" colspan="2">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff" valign="bottom" colspan="2">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 52%; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: Arial, Helvetica, sans-serif; COLOR: #000000; TEXT-ALIGN: left">Common Stocks</div>
</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: Arial, Helvetica, sans-serif; COLOR: #000000">$</div>
</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 9%; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: Arial, Helvetica, sans-serif; COLOR: #000000">17,720,924</div>
</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: Arial, Helvetica, sans-serif; COLOR: #000000">$</div>
</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 9%; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: Arial, Helvetica, sans-serif; COLOR: #000000">&#8212;</div>
</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: Arial, Helvetica, sans-serif; COLOR: #000000">$</div>
</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 9%; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: Arial, Helvetica, sans-serif; COLOR: #000000">&#8212;</div>
</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: Arial, Helvetica, sans-serif; COLOR: #000000">$</div>
</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 9%; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: Arial, Helvetica, sans-serif; COLOR: #000000">17,720,924</div>
</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 52%; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: Arial, Helvetica, sans-serif; COLOR: #000000; TEXT-ALIGN: left">Convertible Preferred Stocks</div>
</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 9%; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: Arial, Helvetica, sans-serif; COLOR: #000000">65,067,885</div>
</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 9%; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: Arial, Helvetica, sans-serif; COLOR: #000000">&#8212;</div>
</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 9%; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: Arial, Helvetica, sans-serif; COLOR: #000000">&#8212;</div>
</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 9%; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: Arial, Helvetica, sans-serif; COLOR: #000000">65,067,885</div>
</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 52%; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: Arial, Helvetica, sans-serif; COLOR: #000000; TEXT-ALIGN: left">Short Term Investments</div>
</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 9%; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: Arial, Helvetica, sans-serif; COLOR: #000000">51,890,142</div>
</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 9%; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: Arial, Helvetica, sans-serif; COLOR: #000000">&#8212;</div>
</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 9%; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: Arial, Helvetica, sans-serif; COLOR: #000000">&#8212;</div>
</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 9%; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: Arial, Helvetica, sans-serif; COLOR: #000000">51,890,142</div>
</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 52%; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: Arial, Helvetica, sans-serif; COLOR: #000000; TEXT-ALIGN: left">Convertible Bonds</div>
</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 9%; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: Arial, Helvetica, sans-serif; COLOR: #000000">&#8212;</div>
</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 9%; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: Arial, Helvetica, sans-serif; COLOR: #000000">274,571,711</div>
</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 9%; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: Arial, Helvetica, sans-serif; COLOR: #000000">&#8212;</div>
</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 9%; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: Arial, Helvetica, sans-serif; COLOR: #000000">274,571,711</div>
</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 52%; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: Arial, Helvetica, sans-serif; COLOR: #000000; TEXT-ALIGN: left">Corporate Bonds</div>
</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 9%; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: Arial, Helvetica, sans-serif; COLOR: #000000">&#8212;</div>
</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 9%; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: Arial, Helvetica, sans-serif; COLOR: #000000">236,834,983</div>
</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 9%; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: Arial, Helvetica, sans-serif; COLOR: #000000">&#8212;</div>
</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 9%; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: Arial, Helvetica, sans-serif; COLOR: #000000">236,834,983</div>
</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 52%; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: Arial, Helvetica, sans-serif; COLOR: #000000; TEXT-ALIGN: left">Senior Floating Rate Interests</div>
</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 9%; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: Arial, Helvetica, sans-serif; COLOR: #000000">&#8212;</div>
</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 9%; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: Arial, Helvetica, sans-serif; COLOR: #000000">3,300,380</div>
</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 9%; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: Arial, Helvetica, sans-serif; COLOR: #000000">&#8212;</div>
</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 9%; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: Arial, Helvetica, sans-serif; COLOR: #000000">3,300,380</div>
</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; WIDTH: 52%; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: Arial, Helvetica, sans-serif; COLOR: #000000; TEXT-ALIGN: left">Forward Foreign Currency Exchange Contracts</div>
</td>
<td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; TEXT-ALIGN: right; WIDTH: 9%; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: Arial, Helvetica, sans-serif; COLOR: #000000">&#8212;</div>
</td>
<td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; TEXT-ALIGN: right; WIDTH: 9%; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: Arial, Helvetica, sans-serif; COLOR: #000000">167,464</div>
</td>
<td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; TEXT-ALIGN: right; WIDTH: 9%; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: Arial, Helvetica, sans-serif; COLOR: #000000">&#8212;</div>
</td>
<td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; TEXT-ALIGN: right; WIDTH: 9%; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: Arial, Helvetica, sans-serif; COLOR: #000000">167,464</div>
</td>
<td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr style="HEIGHT: 24px">
<td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; WIDTH: 52%; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: Arial, Helvetica, sans-serif; COLOR: #000000; TEXT-ALIGN: left">Total Assets</div>
</td>
<td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: Arial, Helvetica, sans-serif; COLOR: #000000">$</div>
</td>
<td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; TEXT-ALIGN: right; WIDTH: 9%; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: Arial, Helvetica, sans-serif; COLOR: #000000">134,678,951</div>
</td>
<td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: Arial, Helvetica, sans-serif; COLOR: #000000">$</div>
</td>
<td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; TEXT-ALIGN: right; WIDTH: 9%; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: Arial, Helvetica, sans-serif; COLOR: #000000">514,874,538</div>
</td>
<td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: Arial, Helvetica, sans-serif; COLOR: #000000">$</div>
</td>
<td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; TEXT-ALIGN: right; WIDTH: 9%; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: Arial, Helvetica, sans-serif; COLOR: #000000">&#8212;</div>
</td>
<td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: Arial, Helvetica, sans-serif; COLOR: #000000">$</div>
</td>
<td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; TEXT-ALIGN: right; WIDTH: 9%; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: Arial, Helvetica, sans-serif; COLOR: #000000">649,553,489</div>
</td>
<td style="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="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; WIDTH: 52%; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: Arial, Helvetica, sans-serif; FONT-WEIGHT: bold; COLOR: #000000; TEXT-ALIGN: left">Liabilities</div>
</td>
<td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; TEXT-ALIGN: right; WIDTH: 9%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; TEXT-ALIGN: right; WIDTH: 9%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; TEXT-ALIGN: right; WIDTH: 9%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; TEXT-ALIGN: right; WIDTH: 9%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="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="VERTICAL-ALIGN: bottom; WIDTH: 52%; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: Arial, Helvetica, sans-serif; COLOR: #000000; TEXT-ALIGN: left">Forward Foreign Currency Exchange Contracts</div>
</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: Arial, Helvetica, sans-serif; COLOR: #000000">$</div>
</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 9%; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: Arial, Helvetica, sans-serif; COLOR: #000000">&#8212;</div>
</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: Arial, Helvetica, sans-serif; COLOR: #000000">$</div>
</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 9%; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: Arial, Helvetica, sans-serif; COLOR: #000000">18,996</div>
</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: Arial, Helvetica, sans-serif; COLOR: #000000">$</div>
</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 9%; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: Arial, Helvetica, sans-serif; COLOR: #000000">&#8212;</div>
</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: Arial, Helvetica, sans-serif; COLOR: #000000">$</div>
</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 9%; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: Arial, Helvetica, sans-serif; COLOR: #000000">18,996</div>
</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; WIDTH: 52%; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: Arial, Helvetica, sans-serif; COLOR: #000000; TEXT-ALIGN: left">Credit Default Swaps</div>
</td>
<td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; TEXT-ALIGN: right; WIDTH: 9%; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: Arial, Helvetica, sans-serif; COLOR: #000000">&#8212;</div>
</td>
<td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; TEXT-ALIGN: right; WIDTH: 9%; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: Arial, Helvetica, sans-serif; COLOR: #000000">681,587</div>
</td>
<td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; TEXT-ALIGN: right; WIDTH: 9%; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: Arial, Helvetica, sans-serif; COLOR: #000000">&#8212;</div>
</td>
<td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; TEXT-ALIGN: right; WIDTH: 9%; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: Arial, Helvetica, sans-serif; COLOR: #000000">681,587</div>
</td>
<td style="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="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; WIDTH: 52%; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: Arial, Helvetica, sans-serif; COLOR: #000000; TEXT-ALIGN: left">Total Liabilities</div>
</td>
<td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: Arial, Helvetica, sans-serif; COLOR: #000000">$</div>
</td>
<td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; TEXT-ALIGN: right; WIDTH: 9%; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: Arial, Helvetica, sans-serif; COLOR: #000000">&#8212;</div>
</td>
<td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: Arial, Helvetica, sans-serif; COLOR: #000000">$</div>
</td>
<td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; TEXT-ALIGN: right; WIDTH: 9%; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: Arial, Helvetica, sans-serif; COLOR: #000000">700,583</div>
</td>
<td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: Arial, Helvetica, sans-serif; COLOR: #000000">$</div>
</td>
<td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; TEXT-ALIGN: right; WIDTH: 9%; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: Arial, Helvetica, sans-serif; COLOR: #000000">&#8212;</div>
</td>
<td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: Arial, Helvetica, sans-serif; COLOR: #000000">$</div>
</td>
<td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; TEXT-ALIGN: right; WIDTH: 9%; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: Arial, Helvetica, sans-serif; COLOR: #000000">700,583</div>
</td>
<td style="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>&#160;</div>

<div>
<div style="FONT-SIZE: 8pt; FONT-FAMILY: Arial, Helvetica, sans-serif; COLOR: #000000; TEXT-ALIGN: left">Please refer to the detailed portfolio for the breakdown of investment type by industry category.</div>

<div style="FONT-SIZE: 8pt; FONT-FAMILY: Arial, Helvetica, sans-serif; COLOR: #000000; TEXT-ALIGN: left">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: Arial, Helvetica, sans-serif; COLOR: #000000; TEXT-ALIGN: left">&#160;</div>

<div style="FONT-SIZE: 8pt; FONT-FAMILY: Arial, Helvetica, sans-serif; COLOR: #000000; TEXT-ALIGN: left">The Fund did not hold any Level 3 securities during the period ended July 31, 2016.</div>

<div style="FONT-SIZE: 8pt; FONT-FAMILY: Arial, Helvetica, sans-serif; COLOR: #000000; TEXT-ALIGN: left">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: Arial, Helvetica, sans-serif; COLOR: #000000; TEXT-ALIGN: left">&#160;</div>

<div style="FONT-SIZE: 8pt; FONT-FAMILY: Arial, Helvetica, sans-serif; COLOR: #000000; 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-SIZE: 8pt; FONT-FAMILY: Arial, Helvetica, sans-serif; COLOR: #000000; TEXT-ALIGN: left">&#160;</div>

<div style="FONT-SIZE: 8pt; FONT-FAMILY: Arial, Helvetica, sans-serif; COLOR: #000000; TEXT-ALIGN: left">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: Arial, Helvetica, sans-serif; COLOR: #000000; TEXT-ALIGN: left">For the period ended July 31, 2016, there were no transfers between levels.</div>

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<div style="FONT-SIZE: 8pt; FONT-FAMILY: Arial, Helvetica, sans-serif; COLOR: #000000; TEXT-ALIGN: left">&#160;</div>

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<div style="TEXT-ALIGN: left">
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<div style="FONT-FAMILY: 'Franklin Gothic Book'"><strong>NOTES TO SCHEDULE OF INVESTMENTS </strong><font style="FONT-SIZE: 10pt; FONT-FAMILY: 'Franklin Gothic Book', 'Franklin Gothic Medium', sans-serif; FONT-STYLE: italic">(Unaudited)</font></div>
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<div style="FONT-FAMILY: 'Franklin Gothic Book'">July 31, 2016</div>
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</table>
</div>

<div style="FONT-SIZE: 12pt; FONT-FAMILY: 'Franklin Gothic Book', 'Franklin Gothic Medium', sans-serif; FONT-WEIGHT: bold; TEXT-ALIGN: left">&#160;</div>

<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Franklin Gothic Book', 'Franklin Gothic Medium', sans-serif; TEXT-ALIGN: justify">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><br>
</div>

<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Franklin Gothic Book', 'Franklin Gothic Medium', sans-serif; FONT-WEIGHT: bold; TEXT-ALIGN: justify">Note 1 &#8211; Accounting Policies:</div>

<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Franklin Gothic Book', 'Franklin Gothic Medium', sans-serif; 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><br>
</div>

<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Franklin Gothic Book', 'Franklin Gothic Medium', sans-serif; TEXT-ALIGN: justify">The following significant accounting policies are in conformity with U.S. generally accepted accounting principles (&#8220;GAAP&#8221;) and are consistently followed by the Fund. This requires management to make estimates and assumptions that affect the reported amount of assets and liabilities and disclosure of contingent assets and liabilities at the date of the financial statements and the reported amounts of revenues and expenses during the reporting period. Actual results could differ from these estimates. All time references are based on Eastern Time.</div>

<div><br>
</div>

<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Franklin Gothic Book', 'Franklin Gothic Medium', sans-serif; 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><br>
</div>

<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Franklin Gothic Book', 'Franklin Gothic Medium', sans-serif; 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><br>
</div>

<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Franklin Gothic Book', 'Franklin Gothic Medium', sans-serif; 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 July 31, 2016.</div>

<div>&#160;</div>

<div>&#160;</div>

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

<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Franklin Gothic Book', 'Franklin Gothic Medium', sans-serif; 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><br>
</div>

<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Franklin Gothic Book', 'Franklin Gothic Medium', sans-serif; TEXT-ALIGN: justify">Level 1 &#8211; quoted prices in active markets for identical securities</div>

<div><br>
</div>

<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Franklin Gothic Book', 'Franklin Gothic Medium', sans-serif; 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><br>
</div>

<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Franklin Gothic Book', 'Franklin Gothic Medium', sans-serif; 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><br>
</div>

<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Franklin Gothic Book', 'Franklin Gothic Medium', sans-serif; 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><br>
</div>

<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Franklin Gothic Book', 'Franklin Gothic Medium', sans-serif; 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><br>
</div>

<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Franklin Gothic Book', 'Franklin Gothic Medium', sans-serif; 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><br>
</div>

<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Franklin Gothic Book', 'Franklin Gothic Medium', sans-serif; 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><br>
</div>

<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Franklin Gothic Book', 'Franklin Gothic Medium', sans-serif; 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><br>
</div>

<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Franklin Gothic Book', 'Franklin Gothic Medium', sans-serif; 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>&#160;</div>

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</div>

<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Franklin Gothic Book', 'Franklin Gothic Medium', sans-serif; FONT-WEIGHT: bold; TEXT-ALIGN: justify">Note 2 &#8211; Federal Income Taxes:</div>

<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Franklin Gothic Book', 'Franklin Gothic Medium', sans-serif; TEXT-ALIGN: left">As of July 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: 'Franklin Gothic Book', 'Franklin Gothic Medium', sans-serif; TEXT-ALIGN: left">&#160;</div>

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<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Franklin Gothic Book', 'Franklin Gothic Medium', sans-serif; FONT-WEIGHT: bold; TEXT-ALIGN: right">Cost of <br>
Investments for <br>
 Tax Purposes</div>
</td>
<td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; WIDTH: 20%">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Franklin Gothic Book', 'Franklin Gothic Medium', sans-serif; FONT-WEIGHT: bold; TEXT-ALIGN: right">Gross Tax <br>
 Unrealized</div>

<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Franklin Gothic Book', 'Franklin Gothic Medium', sans-serif; FONT-WEIGHT: bold; TEXT-ALIGN: right">Appreciation</div>
</td>
<td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; WIDTH: 20.35%">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Franklin Gothic Book', 'Franklin Gothic Medium', sans-serif; FONT-WEIGHT: bold; TEXT-ALIGN: right">Gross Tax<br>
Unrealized <br>
 Depreciation</div>
</td>
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<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Franklin Gothic Book', 'Franklin Gothic Medium', sans-serif; FONT-WEIGHT: bold; TEXT-ALIGN: right">Net Tax Unrealized</div>

<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Franklin Gothic Book', 'Franklin Gothic Medium', sans-serif; FONT-WEIGHT: bold; TEXT-ALIGN: right">Depreciation on <br>
 Investments</div>
</td>
<td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; WIDTH: 20%">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Franklin Gothic Book', 'Franklin Gothic Medium', sans-serif; FONT-WEIGHT: bold; TEXT-ALIGN: right">Net Tax Unrealized</div>

<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Franklin Gothic Book', 'Franklin Gothic Medium', sans-serif; FONT-WEIGHT: bold; TEXT-ALIGN: right">Depreciation on <br>
Derivatives and <br>
 Foreign Currency</div>
</td>
</tr>

<tr>
<td style="BORDER-TOP: #000000 2px solid; VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; WIDTH: 20%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Franklin Gothic Book', 'Franklin Gothic Medium', sans-serif; TEXT-ALIGN: right">$641,130,529</div>
</td>
<td style="BORDER-TOP: #000000 2px solid; VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; WIDTH: 20%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Franklin Gothic Book', 'Franklin Gothic Medium', sans-serif; TEXT-ALIGN: right">$30,139,677</div>
</td>
<td style="BORDER-TOP: #000000 2px solid; VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; WIDTH: 20.35%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Franklin Gothic Book', 'Franklin Gothic Medium', sans-serif; TEXT-ALIGN: right">$(21,884,181)</div>
</td>
<td style="BORDER-TOP: #000000 2px solid; VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; WIDTH: 20%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Franklin Gothic Book', 'Franklin Gothic Medium', sans-serif; TEXT-ALIGN: right">&#160;$(8,255,496)</div>
</td>
<td style="BORDER-TOP: #000000 2px solid; VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; WIDTH: 20%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Franklin Gothic Book', 'Franklin Gothic Medium', sans-serif; TEXT-ALIGN: right">&#160;$(155,754)</div>
</td>
</tr>
</table>

<div><br>
</div>

<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Franklin Gothic Book', 'Franklin Gothic Medium', sans-serif; FONT-WEIGHT: bold; TEXT-ALIGN: justify">Note 3 &#8211; Forward Foreign Currency Exchange Contracts:</div>

<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Franklin Gothic Book', 'Franklin Gothic Medium', sans-serif; TEXT-ALIGN: justify">As of July 31, 2016, the following forward foreign currency exchange contracts were outstanding:</div>

<div><br>
</div>

<table id="z66a4a9ad42094b63bff5de398ed0f625" style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman'; WIDTH: 100%" cellspacing="0" cellpadding="0" border="0">
<tr>
<td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid" valign="bottom" colspan="4">
<div style="FONT-SIZE: 9pt; FONT-FAMILY: 'Franklin Gothic Book', 'Franklin Gothic Medium', sans-serif; FONT-WEIGHT: bold; TEXT-ALIGN: left">Contracts to Sell</div>
</td>
<td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; TEXT-ALIGN: left; WIDTH: 1%" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; WIDTH: 22%" valign="bottom">
<div style="FONT-SIZE: 9pt; FONT-FAMILY: 'Franklin Gothic Book', 'Franklin Gothic Medium', sans-serif; FONT-WEIGHT: bold; TEXT-ALIGN: left">Counterparty</div>
</td>
<td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; WIDTH: 15%" valign="bottom">
<div style="FONT-SIZE: 9pt; FONT-FAMILY: 'Franklin Gothic Book', 'Franklin Gothic Medium', sans-serif; FONT-WEIGHT: bold; TEXT-ALIGN: right">Settlement <br>
 Date</div>
</td>
<td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; WIDTH: 1%" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid" valign="bottom" colspan="2">
<div style="FONT-SIZE: 9pt; FONT-FAMILY: 'Franklin Gothic Book', 'Franklin Gothic Medium', sans-serif; FONT-WEIGHT: bold; TEXT-ALIGN: right">Settlement <br>
 Value</div>
</td>
<td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; TEXT-ALIGN: left; WIDTH: 1%" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; WIDTH: 1%" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid" valign="bottom" colspan="2">
<div style="FONT-SIZE: 9pt; FONT-FAMILY: 'Franklin Gothic Book', 'Franklin Gothic Medium', sans-serif; FONT-WEIGHT: bold; TEXT-ALIGN: right">Value at<br>
 7/31/16</div>
</td>
<td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; TEXT-ALIGN: left; WIDTH: 1%" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; WIDTH: 1%" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid" valign="bottom" colspan="2">
<div style="FONT-SIZE: 9pt; FONT-FAMILY: 'Franklin Gothic Book', 'Franklin Gothic Medium', sans-serif; FONT-WEIGHT: bold; TEXT-ALIGN: right">Net Unrealized <br>
Appreciation <br>
 (Depreciation)</div>
</td>
<td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; TEXT-ALIGN: left; WIDTH: 1%" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 12%; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 9pt; FONT-FAMILY: 'Franklin Gothic Book', 'Franklin Gothic Medium', sans-serif; TEXT-ALIGN: left">CAD</div>
</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 12%; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 9pt; FONT-FAMILY: 'Franklin Gothic Book', 'Franklin Gothic Medium', sans-serif">627,000</div>
</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 22%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 15%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff" valign="bottom" colspan="2">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff" valign="bottom" colspan="2">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff" valign="bottom" colspan="2">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; WIDTH: 12%; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 9pt; FONT-FAMILY: 'Franklin Gothic Book', 'Franklin Gothic Medium', sans-serif; TEXT-ALIGN: left">for USD</div>
</td>
<td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; TEXT-ALIGN: right; WIDTH: 12%; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 9pt; FONT-FAMILY: 'Franklin Gothic Book', 'Franklin Gothic Medium', sans-serif">482,739</div>
</td>
<td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; WIDTH: 22%; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 9pt; FONT-FAMILY: 'Franklin Gothic Book', 'Franklin Gothic Medium', sans-serif; TEXT-ALIGN: left">The Bank of New York Mellon</div>
</td>
<td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; WIDTH: 15%; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 9pt; FONT-FAMILY: 'Franklin Gothic Book', 'Franklin Gothic Medium', sans-serif; TEXT-ALIGN: right">9/14/2016</div>
</td>
<td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 9pt; FONT-FAMILY: 'Franklin Gothic Book', 'Franklin Gothic Medium', sans-serif">$</div>
</td>
<td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; TEXT-ALIGN: right; WIDTH: 9%; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 9pt; FONT-FAMILY: 'Franklin Gothic Book', 'Franklin Gothic Medium', sans-serif">482,739</div>
</td>
<td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 9pt; FONT-FAMILY: 'Franklin Gothic Book', 'Franklin Gothic Medium', sans-serif">$</div>
</td>
<td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; TEXT-ALIGN: right; WIDTH: 9%; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 9pt; FONT-FAMILY: 'Franklin Gothic Book', 'Franklin Gothic Medium', sans-serif">480,930</div>
</td>
<td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 9pt; FONT-FAMILY: 'Franklin Gothic Book', 'Franklin Gothic Medium', sans-serif">$</div>
</td>
<td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; TEXT-ALIGN: right; WIDTH: 9%; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 9pt; FONT-FAMILY: 'Franklin Gothic Book', 'Franklin Gothic Medium', sans-serif">1,809</div>
</td>
<td style="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="VERTICAL-ALIGN: bottom; WIDTH: 12%; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 9pt; FONT-FAMILY: 'Franklin Gothic Book', 'Franklin Gothic Medium', sans-serif; TEXT-ALIGN: left">CAD</div>
</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 12%; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 9pt; FONT-FAMILY: 'Franklin Gothic Book', 'Franklin Gothic Medium', sans-serif">252,000</div>
</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 22%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 15%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 9%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 9%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 9%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; WIDTH: 12%; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 9pt; FONT-FAMILY: 'Franklin Gothic Book', 'Franklin Gothic Medium', sans-serif; TEXT-ALIGN: left">for USD</div>
</td>
<td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; TEXT-ALIGN: right; WIDTH: 12%; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 9pt; FONT-FAMILY: 'Franklin Gothic Book', 'Franklin Gothic Medium', sans-serif">194,060</div>
</td>
<td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; WIDTH: 22%; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 9pt; FONT-FAMILY: 'Franklin Gothic Book', 'Franklin Gothic Medium', sans-serif; TEXT-ALIGN: left">The Bank of New York Mellon</div>
</td>
<td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; WIDTH: 15%; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 9pt; FONT-FAMILY: 'Franklin Gothic Book', 'Franklin Gothic Medium', sans-serif; TEXT-ALIGN: right">9/14/2016</div>
</td>
<td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; TEXT-ALIGN: right; WIDTH: 9%; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 9pt; FONT-FAMILY: 'Franklin Gothic Book', 'Franklin Gothic Medium', sans-serif">194,060</div>
</td>
<td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; TEXT-ALIGN: right; WIDTH: 9%; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 9pt; FONT-FAMILY: 'Franklin Gothic Book', 'Franklin Gothic Medium', sans-serif">193,292</div>
</td>
<td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; TEXT-ALIGN: right; WIDTH: 9%; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 9pt; FONT-FAMILY: 'Franklin Gothic Book', 'Franklin Gothic Medium', sans-serif">768</div>
</td>
<td style="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="VERTICAL-ALIGN: bottom; WIDTH: 12%; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 9pt; FONT-FAMILY: 'Franklin Gothic Book', 'Franklin Gothic Medium', sans-serif; TEXT-ALIGN: left">EUR</div>
</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 12%; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 9pt; FONT-FAMILY: 'Franklin Gothic Book', 'Franklin Gothic Medium', sans-serif">828,000</div>
</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 22%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 15%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 9%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 9%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 9%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; WIDTH: 12%; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 9pt; FONT-FAMILY: 'Franklin Gothic Book', 'Franklin Gothic Medium', sans-serif; TEXT-ALIGN: left">for USD</div>
</td>
<td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; TEXT-ALIGN: right; WIDTH: 12%; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 9pt; FONT-FAMILY: 'Franklin Gothic Book', 'Franklin Gothic Medium', sans-serif">931,127</div>
</td>
<td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; WIDTH: 22%; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 9pt; FONT-FAMILY: 'Franklin Gothic Book', 'Franklin Gothic Medium', sans-serif; TEXT-ALIGN: left">The Bank of New York Mellon</div>
</td>
<td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; WIDTH: 15%; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 9pt; FONT-FAMILY: 'Franklin Gothic Book', 'Franklin Gothic Medium', sans-serif; TEXT-ALIGN: right">9/14/2016</div>
</td>
<td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; TEXT-ALIGN: right; WIDTH: 9%; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 9pt; FONT-FAMILY: 'Franklin Gothic Book', 'Franklin Gothic Medium', sans-serif">931,127</div>
</td>
<td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; TEXT-ALIGN: right; WIDTH: 9%; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 9pt; FONT-FAMILY: 'Franklin Gothic Book', 'Franklin Gothic Medium', sans-serif">927,679</div>
</td>
<td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; TEXT-ALIGN: right; WIDTH: 9%; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 9pt; FONT-FAMILY: 'Franklin Gothic Book', 'Franklin Gothic Medium', sans-serif">3,448</div>
</td>
<td style="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="VERTICAL-ALIGN: bottom; WIDTH: 12%; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 9pt; FONT-FAMILY: 'Franklin Gothic Book', 'Franklin Gothic Medium', sans-serif; TEXT-ALIGN: left">EUR</div>
</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 12%; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 9pt; FONT-FAMILY: 'Franklin Gothic Book', 'Franklin Gothic Medium', sans-serif">1,112,000</div>
</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 22%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 15%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 9%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 9%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 9%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; WIDTH: 12%; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 9pt; FONT-FAMILY: 'Franklin Gothic Book', 'Franklin Gothic Medium', sans-serif; TEXT-ALIGN: left">for USD</div>
</td>
<td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; TEXT-ALIGN: right; WIDTH: 12%; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 9pt; FONT-FAMILY: 'Franklin Gothic Book', 'Franklin Gothic Medium', sans-serif">1,232,096</div>
</td>
<td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; WIDTH: 22%; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 9pt; FONT-FAMILY: 'Franklin Gothic Book', 'Franklin Gothic Medium', sans-serif; TEXT-ALIGN: left">The Bank of New York Mellon</div>
</td>
<td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; WIDTH: 15%; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 9pt; FONT-FAMILY: 'Franklin Gothic Book', 'Franklin Gothic Medium', sans-serif; TEXT-ALIGN: right">9/14/2016</div>
</td>
<td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; TEXT-ALIGN: right; WIDTH: 9%; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 9pt; FONT-FAMILY: 'Franklin Gothic Book', 'Franklin Gothic Medium', sans-serif">1,232,096</div>
</td>
<td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; TEXT-ALIGN: right; WIDTH: 9%; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 9pt; FONT-FAMILY: 'Franklin Gothic Book', 'Franklin Gothic Medium', sans-serif">1,245,869</div>
</td>
<td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; TEXT-ALIGN: right; WIDTH: 9%; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 9pt; FONT-FAMILY: 'Franklin Gothic Book', 'Franklin Gothic Medium', sans-serif">(13,773</div>
</td>
<td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">
<div style="FONT-SIZE: 9pt; FONT-FAMILY: 'Franklin Gothic Book', 'Franklin Gothic Medium', sans-serif">)</div>
</td>
</tr>

<tr style="HEIGHT: 18px">
<td style="VERTICAL-ALIGN: bottom; WIDTH: 12%; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 9pt; FONT-FAMILY: 'Franklin Gothic Book', 'Franklin Gothic Medium', sans-serif; TEXT-ALIGN: left">EUR</div>
</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 12%; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 9pt; FONT-FAMILY: 'Franklin Gothic Book', 'Franklin Gothic Medium', sans-serif">1,339,000</div>
</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 22%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 15%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 9%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 9%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 9%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; WIDTH: 12%; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 9pt; FONT-FAMILY: 'Franklin Gothic Book', 'Franklin Gothic Medium', sans-serif; TEXT-ALIGN: left">for USD</div>
</td>
<td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; TEXT-ALIGN: right; WIDTH: 12%; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 9pt; FONT-FAMILY: 'Franklin Gothic Book', 'Franklin Gothic Medium', sans-serif">1,505,772</div>
</td>
<td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; WIDTH: 22%; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 9pt; FONT-FAMILY: 'Franklin Gothic Book', 'Franklin Gothic Medium', sans-serif; TEXT-ALIGN: left">The Bank of New York Mellon</div>
</td>
<td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; WIDTH: 15%; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 9pt; FONT-FAMILY: 'Franklin Gothic Book', 'Franklin Gothic Medium', sans-serif; TEXT-ALIGN: right">9/14/2016</div>
</td>
<td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; TEXT-ALIGN: right; WIDTH: 9%; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 9pt; FONT-FAMILY: 'Franklin Gothic Book', 'Franklin Gothic Medium', sans-serif">1,505,772</div>
</td>
<td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; TEXT-ALIGN: right; WIDTH: 9%; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 9pt; FONT-FAMILY: 'Franklin Gothic Book', 'Franklin Gothic Medium', sans-serif">1,500,196</div>
</td>
<td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; TEXT-ALIGN: right; WIDTH: 9%; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 9pt; FONT-FAMILY: 'Franklin Gothic Book', 'Franklin Gothic Medium', sans-serif">5,576</div>
</td>
<td style="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="VERTICAL-ALIGN: bottom; WIDTH: 12%; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 9pt; FONT-FAMILY: 'Franklin Gothic Book', 'Franklin Gothic Medium', sans-serif; TEXT-ALIGN: left">EUR</div>
</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 12%; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 9pt; FONT-FAMILY: 'Franklin Gothic Book', 'Franklin Gothic Medium', sans-serif">1,000,000</div>
</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 22%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 15%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 9%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 9%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 9%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; WIDTH: 12%; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 9pt; FONT-FAMILY: 'Franklin Gothic Book', 'Franklin Gothic Medium', sans-serif; TEXT-ALIGN: left">for USD</div>
</td>
<td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; TEXT-ALIGN: right; WIDTH: 12%; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 9pt; FONT-FAMILY: 'Franklin Gothic Book', 'Franklin Gothic Medium', sans-serif">1,115,162</div>
</td>
<td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; WIDTH: 22%; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 9pt; FONT-FAMILY: 'Franklin Gothic Book', 'Franklin Gothic Medium', sans-serif; TEXT-ALIGN: left">The Bank of New York Mellon</div>
</td>
<td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; WIDTH: 15%; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 9pt; FONT-FAMILY: 'Franklin Gothic Book', 'Franklin Gothic Medium', sans-serif; TEXT-ALIGN: right">9/14/2016</div>
</td>
<td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; TEXT-ALIGN: right; WIDTH: 9%; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 9pt; FONT-FAMILY: 'Franklin Gothic Book', 'Franklin Gothic Medium', sans-serif">1,115,162</div>
</td>
<td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; TEXT-ALIGN: right; WIDTH: 9%; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 9pt; FONT-FAMILY: 'Franklin Gothic Book', 'Franklin Gothic Medium', sans-serif">1,120,385</div>
</td>
<td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; TEXT-ALIGN: right; WIDTH: 9%; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 9pt; FONT-FAMILY: 'Franklin Gothic Book', 'Franklin Gothic Medium', sans-serif">(5,223</div>
</td>
<td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">
<div style="FONT-SIZE: 9pt; FONT-FAMILY: 'Franklin Gothic Book', 'Franklin Gothic Medium', sans-serif">)</div>
</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 12%; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 9pt; FONT-FAMILY: 'Franklin Gothic Book', 'Franklin Gothic Medium', sans-serif; TEXT-ALIGN: left">GBP</div>
</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 12%; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 9pt; FONT-FAMILY: 'Franklin Gothic Book', 'Franklin Gothic Medium', sans-serif">753,000</div>
</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 22%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 15%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 9%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 9%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 9%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; WIDTH: 12%; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 9pt; FONT-FAMILY: 'Franklin Gothic Book', 'Franklin Gothic Medium', sans-serif; TEXT-ALIGN: left">for USD</div>
</td>
<td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; TEXT-ALIGN: right; WIDTH: 12%; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 9pt; FONT-FAMILY: 'Franklin Gothic Book', 'Franklin Gothic Medium', sans-serif">1,065,593</div>
</td>
<td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; WIDTH: 22%; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 9pt; FONT-FAMILY: 'Franklin Gothic Book', 'Franklin Gothic Medium', sans-serif; TEXT-ALIGN: left">The Bank of New York Mellon</div>
</td>
<td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; WIDTH: 15%; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 9pt; FONT-FAMILY: 'Franklin Gothic Book', 'Franklin Gothic Medium', sans-serif; TEXT-ALIGN: right">9/14/2016</div>
</td>
<td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; TEXT-ALIGN: right; WIDTH: 9%; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 9pt; FONT-FAMILY: 'Franklin Gothic Book', 'Franklin Gothic Medium', sans-serif">1,065,593</div>
</td>
<td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; TEXT-ALIGN: right; WIDTH: 9%; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 9pt; FONT-FAMILY: 'Franklin Gothic Book', 'Franklin Gothic Medium', sans-serif">1,000,535</div>
</td>
<td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; TEXT-ALIGN: right; WIDTH: 9%; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 9pt; FONT-FAMILY: 'Franklin Gothic Book', 'Franklin Gothic Medium', sans-serif">65,058</div>
</td>
<td style="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="VERTICAL-ALIGN: bottom; WIDTH: 12%; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 9pt; FONT-FAMILY: 'Franklin Gothic Book', 'Franklin Gothic Medium', sans-serif; TEXT-ALIGN: left">GBP</div>
</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 12%; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 9pt; FONT-FAMILY: 'Franklin Gothic Book', 'Franklin Gothic Medium', sans-serif">1,051,000</div>
</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 22%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 15%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 9%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 9%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 9%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; WIDTH: 12%; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 9pt; FONT-FAMILY: 'Franklin Gothic Book', 'Franklin Gothic Medium', sans-serif; TEXT-ALIGN: left">for USD</div>
</td>
<td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; TEXT-ALIGN: right; WIDTH: 12%; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 9pt; FONT-FAMILY: 'Franklin Gothic Book', 'Franklin Gothic Medium', sans-serif">1,487,302</div>
</td>
<td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; WIDTH: 22%; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 9pt; FONT-FAMILY: 'Franklin Gothic Book', 'Franklin Gothic Medium', sans-serif; TEXT-ALIGN: left">The Bank of New York Mellon</div>
</td>
<td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; WIDTH: 15%; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 9pt; FONT-FAMILY: 'Franklin Gothic Book', 'Franklin Gothic Medium', sans-serif; TEXT-ALIGN: right">9/14/2016</div>
</td>
<td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; TEXT-ALIGN: right; WIDTH: 9%; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 9pt; FONT-FAMILY: 'Franklin Gothic Book', 'Franklin Gothic Medium', sans-serif">1,487,302</div>
</td>
<td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; TEXT-ALIGN: right; WIDTH: 9%; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 9pt; FONT-FAMILY: 'Franklin Gothic Book', 'Franklin Gothic Medium', sans-serif">1,396,497</div>
</td>
<td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; TEXT-ALIGN: right; WIDTH: 9%; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 9pt; FONT-FAMILY: 'Franklin Gothic Book', 'Franklin Gothic Medium', sans-serif">90,805</div>
</td>
<td style="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="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; BACKGROUND-COLOR: #cceeff" valign="bottom" colspan="14">
<div style="FONT-SIZE: 9pt; FONT-FAMILY: 'Franklin Gothic Book', 'Franklin Gothic Medium', sans-serif; TEXT-ALIGN: left">Total unrealized appreciation for forward foreign currency exchange contracts</div>
</td>
<td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 9pt; FONT-FAMILY: 'Franklin Gothic Book', 'Franklin Gothic Medium', sans-serif">$</div>
</td>
<td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; TEXT-ALIGN: right; WIDTH: 9%; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 9pt; FONT-FAMILY: 'Franklin Gothic Book', 'Franklin Gothic Medium', sans-serif">148,468</div>
</td>
<td style="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><br>
</div>

<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Franklin Gothic Book', 'Franklin Gothic Medium', sans-serif; FONT-WEIGHT: bold; TEXT-ALIGN: justify">Note 4 &#8211; Swap Agreements:</div>

<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Franklin Gothic Book', 'Franklin Gothic Medium', sans-serif; TEXT-ALIGN: justify">As of July 31, 2016, the following credit default swap agreements were outstanding:</div>

<table id="zad1cce91e4d342d794c40f4536660d86" style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman'; BORDER-COLLAPSE: collapse; WIDTH: 100%" cellspacing="0" cellpadding="0">
<tr>
<td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; WIDTH: 14.3%">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Franklin Gothic Medium', sans-serif; FONT-WEIGHT: bold; COLOR: #000000; TEXT-ALIGN: left">Reference Entity</div>
</td>
<td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; WIDTH: 18.73%">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Franklin Gothic Medium', sans-serif; FONT-WEIGHT: bold; COLOR: #000000; TEXT-ALIGN: left">Counterparty</div>
</td>
<td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; WIDTH: 7.86%">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Franklin Gothic Medium', sans-serif; FONT-WEIGHT: bold; COLOR: #000000; TEXT-ALIGN: right">Buy/Sell Protection</div>
</td>
<td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; WIDTH: 9.99%">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Franklin Gothic Medium', sans-serif; FONT-WEIGHT: bold; COLOR: #000000; TEXT-ALIGN: right">Protection <br>
Premium <br>
 Rate</div>
</td>
<td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; WIDTH: 9.99%">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Franklin Gothic Medium', sans-serif; FONT-WEIGHT: bold; COLOR: #000000; TEXT-ALIGN: right">Maturity <br>
 Date</div>
</td>
<td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; WIDTH: 8.26%">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Franklin Gothic Medium', sans-serif; FONT-WEIGHT: bold; COLOR: #000000; TEXT-ALIGN: right">Notional <br>
 Principal</div>

<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Franklin Gothic Medium', sans-serif; FONT-WEIGHT: bold; COLOR: #000000; TEXT-ALIGN: right">($000)</div>
</td>
<td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; WIDTH: 10.48%">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Franklin Gothic Medium', sans-serif; FONT-WEIGHT: bold; COLOR: #000000; TEXT-ALIGN: right">Market<font style="FONT-SIZE: 8pt; FONT-FAMILY: 'Franklin Gothic Medium', sans-serif"><br>
</font> Value</div>
</td>
<td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; WIDTH: 10.48%">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Franklin Gothic Medium', sans-serif; FONT-WEIGHT: bold; COLOR: #000000; TEXT-ALIGN: right">Upfront<font style="FONT-SIZE: 8pt; FONT-FAMILY: 'Franklin Gothic Medium', sans-serif"><br>
</font>Premiums<font style="FONT-SIZE: 8pt; FONT-FAMILY: 'Franklin Gothic Medium', sans-serif"><br>
</font> Paid</div>
</td>
<td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; WIDTH: 9.9%">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Franklin Gothic Medium', sans-serif; FONT-WEIGHT: bold; COLOR: #000000; TEXT-ALIGN: right">Unrealized Depreciation</div>
</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 14.3%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Franklin Gothic Medium', sans-serif; COLOR: #000000; TEXT-ALIGN: left">CDX HY Series 26</div>
</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 18.73%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Franklin Gothic Medium', sans-serif; COLOR: #000000; TEXT-ALIGN: left">JP Morgan Chase Bank, NA</div>
</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 7.86%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Franklin Gothic Medium', sans-serif; COLOR: #000000; TEXT-ALIGN: right">Buy</div>
</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 9.99%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Franklin Gothic Medium', sans-serif; COLOR: #000000; TEXT-ALIGN: right">5.00%</div>
</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 9.99%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Franklin Gothic Medium', sans-serif; COLOR: #000000; TEXT-ALIGN: right">06/20/2021</div>
</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 8.26%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Franklin Gothic Medium', sans-serif; COLOR: #000000; TEXT-ALIGN: right">$16,480</div>
</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 10.48%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Franklin Gothic Medium', sans-serif; COLOR: #000000; TEXT-ALIGN: right">$(681,587)</div>
</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 10.48%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Franklin Gothic Medium', sans-serif; COLOR: #000000; TEXT-ALIGN: right">$(377,365)</div>
</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 9.9%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Franklin Gothic Medium', sans-serif; COLOR: #000000; TEXT-ALIGN: right">$(304,222)</div>
</td>
</tr>
</table>

<div><br>
</div>

<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Franklin Gothic Book', 'Franklin Gothic Medium', sans-serif; FONT-WEIGHT: bold; TEXT-ALIGN: justify">&#160;</div>

<div id="DSPFPageBreakArea" style="MARGIN-BOTTOM: 10pt; CLEAR: both; MARGIN-TOP: 10pt">
<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: 'Franklin Gothic Book', 'Franklin Gothic Medium', sans-serif; FONT-WEIGHT: bold; TEXT-ALIGN: justify">&#160;</div>

<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Franklin Gothic Book', 'Franklin Gothic Medium', 'sans-serif'; FONT-VARIANT: normal; FONT-WEIGHT: bold; COLOR: #000000; FONT-STYLE: normal; TEXT-ALIGN: justify">
<table id="z5f4c25fac71844dfa32e5e29621f6107" style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman'; WIDTH: 100%" cellspacing="0" cellpadding="0" border="0">
<tr>
<td style="BORDER-BOTTOM: #000000 2px solid; WIDTH: 50%">
<div style="FONT-FAMILY: 'Franklin Gothic Book'"><strong>SUPPLEMENTAL INFORMATION </strong><font style="FONT-SIZE: 10pt; FONT-FAMILY: 'Franklin Gothic Book', 'Franklin Gothic Medium', sans-serif; FONT-WEIGHT: bold; FONT-STYLE: normal">(Unaudited)</font></div>
</td>
<td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; TEXT-ALIGN: right; WIDTH: 50%"></td>
</tr>
</table>

<br>
 Sector Classification</div>

<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Franklin Gothic Book', 'Franklin Gothic Medium', sans-serif; TEXT-ALIGN: justify">Information in the &#8220;Portfolio 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.</div>

<div><br>
</div>

<br>
</div>
</div>
</div>
</div>
</div>
</div>
</div>

<div id="DSPFPageBreakArea" style="MARGIN-BOTTOM: 10pt; CLEAR: both; MARGIN-TOP: 10pt">
<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="TEXT-ALIGN: justify"><font style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', serif; FONT-WEIGHT: bold; COLOR: #000000">Item 2.&#160; </font><font style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', serif; FONT-WEIGHT: bold; COLOR: #000000">Controls and Procedures.</font></div>

<div><br>
</div>

<div style="TEXT-ALIGN: justify">
<table id="z9a822043f0eb4d6396f8b5da2ad5e44e" class="DSPFListTable" style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman'; WIDTH: 100%" cellspacing="0" cellpadding="0">
<tr>
<td style="WIDTH: 18pt"></td>
<td style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', serif; VERTICAL-ALIGN: top; COLOR: #000000; WIDTH: 45px; align: right">(a)</td>
<td style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', serif; 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>
</tr>
</table>
</div>

<div><br>
</div>

<div style="TEXT-ALIGN: justify">
<table id="zbc89cf9504074c9e97b3b60b6ee567b9" class="DSPFListTable" style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman'; WIDTH: 100%" cellspacing="0" cellpadding="0">
<tr>
<td style="WIDTH: 18pt"></td>
<td style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', serif; VERTICAL-ALIGN: top; WIDTH: 44px; align: right">(b)</td>
<td style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', serif; 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', serif; FONT-WEIGHT: bold; COLOR: #000000">Item 3.&#160; </font><font style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', serif; FONT-WEIGHT: bold; COLOR: #000000">Exhibits.</font></div>

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<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', serif; 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', serif; 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', serif; 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', serif; TEXT-ALIGN: left">By:</div>
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<td style="VERTICAL-ALIGN: top; BORDER-BOTTOM-COLOR: ; WIDTH: 96.6%">&#160;&#160;&#160; <font style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman'; FONT-VARIANT: normal; FONT-WEIGHT: normal; FONT-STYLE: normal"><u>/s/Tracy V. Maitland</u></font></td>
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<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', serif; COLOR: #000000; TEXT-ALIGN: justify; TEXT-INDENT: 30pt">Tracy V. Maitland</div>

<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', serif; 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', serif; TEXT-ALIGN: left">Date:&#160;&#160;&#160; September 28, 2016</div>
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<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', serif; 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', serif; TEXT-ALIGN: left">By:</div>
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<td style="VERTICAL-ALIGN: top; BORDER-BOTTOM-COLOR: ; WIDTH: 96.6%">&#160;&#160;&#160; <font style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman'; FONT-VARIANT: normal; FONT-WEIGHT: normal; FONT-STYLE: normal"><u>/s/Tracy V. Maitland</u></font></td>
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<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', serif; COLOR: #000000; TEXT-ALIGN: justify; TEXT-INDENT: 30pt">Tracy V. Maitland</div>

<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', serif; 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', serif; TEXT-ALIGN: left">&#160;</div>

<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', serif; TEXT-ALIGN: left">Date:&#160;&#160;&#160; September 28, 2016</div>
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<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', serif; TEXT-ALIGN: left">By:</div>
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<td style="VERTICAL-ALIGN: top; BORDER-BOTTOM-COLOR: ; WIDTH: 96.6%">&#160;&#160;&#160; <font style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman'; FONT-VARIANT: normal; FONT-WEIGHT: normal; FONT-STYLE: normal"><u>/s/Robert White</u></font></td>
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<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', serif; COLOR: #000000; TEXT-ALIGN: justify; TEXT-INDENT: 30pt">Robert White</div>

<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', serif; 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', serif; TEXT-ALIGN: left">&#160;</div>

<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', serif; TEXT-ALIGN: left">Date:&#160;&#160;&#160; September 28, 2016</div>

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<DESCRIPTION>CERTIFICATIONS
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<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', serif; 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', serif; 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', serif; VERTICAL-ALIGN: top; COLOR: #000000; WIDTH: 17.9pt; align: right">1.</td>
<td style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', serif; 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="z2c100002c03241a6ad679fe3d845e1fb" class="DSPFListTable" style="FONT-SIZE: 10pt; 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', serif; VERTICAL-ALIGN: top; COLOR: #000000; WIDTH: 17.9pt; align: right">2.</td>
<td style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', serif; 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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<td style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', serif; VERTICAL-ALIGN: top; COLOR: #000000; WIDTH: 17.9pt; align: right">3.</td>
<td style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', serif; 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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<div style="TEXT-ALIGN: justify">
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<td style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', serif; VERTICAL-ALIGN: top; COLOR: #000000; WIDTH: 17.9pt; align: right">4.</td>
<td style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', serif; 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', serif; VERTICAL-ALIGN: top; COLOR: #000000; WIDTH: 39px; align: right">(a)</td>
<td style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', serif; 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', serif; VERTICAL-ALIGN: top; COLOR: #000000; WIDTH: 38px; align: right">(b)</td>
<td style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', serif; 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', serif; VERTICAL-ALIGN: top; COLOR: #000000; WIDTH: 37px; align: right">(c)</td>
<td style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', serif; 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', serif; 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', serif; VERTICAL-ALIGN: top; COLOR: #000000; WIDTH: 36px; align: right">(d)</td>
<td style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', serif; 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', serif; VERTICAL-ALIGN: top; COLOR: #000000; WIDTH: 17.9pt; align: right">5.</td>
<td style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', serif; 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', serif; VERTICAL-ALIGN: top; COLOR: #000000; WIDTH: 35px; align: right">(a)</td>
<td style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', serif; 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', serif; VERTICAL-ALIGN: top; COLOR: #000000; WIDTH: 34px; align: right">(b)</td>
<td style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', serif; 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', serif; COLOR: #000000; TEXT-ALIGN: justify; MARGIN-LEFT: 36pt">Date:&#160; <font style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', serif; FONT-VARIANT: normal; FONT-WEIGHT: normal; COLOR: #000000; FONT-STYLE: normal"><u>September 28, 2016</u></font></div>

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<td style="VERTICAL-ALIGN: top; BORDER-BOTTOM: #000000 2px solid; TEXT-ALIGN: left; WIDTH: 100%">/s/Tracy V. Maitland</td>
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<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', serif; COLOR: #000000; TEXT-ALIGN: left">Tracy V. Maitland</div>

<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', serif; COLOR: #000000; TEXT-ALIGN: left">President and Chief Executive Officer</div>
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<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', serif; FONT-WEIGHT: bold; COLOR: #000000; TEXT-ALIGN: center; CLEAR: both"><u>CERTIFICATIONS</u></div>

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<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', serif; COLOR: #000000; TEXT-ALIGN: justify; MARGIN-LEFT: 18pt">I, Robert White, certify that:</div>

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<div style="TEXT-ALIGN: justify">
<table id="z2fff32b707bf48289ae25506878aaa91" class="DSPFListTable" style="FONT-SIZE: 10pt; 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', serif; VERTICAL-ALIGN: top; COLOR: #000000; WIDTH: 17.9pt; align: right">1.</td>
<td style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', serif; 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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<div style="TEXT-ALIGN: justify">
<table id="zc9fbb352d31d4f3b925b0ba783fee914" class="DSPFListTable" style="FONT-SIZE: 10pt; 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', serif; VERTICAL-ALIGN: top; COLOR: #000000; WIDTH: 17.9pt; align: right">2.</td>
<td style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', serif; 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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<div style="TEXT-ALIGN: justify">
<table id="z187278aaa1ae4747ba16badb464f59c6" class="DSPFListTable" style="FONT-SIZE: 10pt; 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', serif; VERTICAL-ALIGN: top; COLOR: #000000; WIDTH: 17.9pt; align: right">3.</td>
<td style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', serif; 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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<div style="TEXT-ALIGN: justify">
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<td style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', serif; VERTICAL-ALIGN: top; COLOR: #000000; WIDTH: 17.9pt; align: right">4.</td>
<td style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', serif; 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', serif; VERTICAL-ALIGN: top; COLOR: #000000; WIDTH: 33px; align: right">(a)</td>
<td style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', serif; 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', serif; VERTICAL-ALIGN: top; COLOR: #000000; WIDTH: 32px; align: right">(b)</td>
<td style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', serif; 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', serif; VERTICAL-ALIGN: top; COLOR: #000000; WIDTH: 32px; align: right">(c)</td>
<td style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', serif; 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', serif; 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', serif; VERTICAL-ALIGN: top; COLOR: #000000; WIDTH: 32px; align: right">(d)</td>
<td style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', serif; 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', serif; VERTICAL-ALIGN: top; COLOR: #000000; WIDTH: 17.9pt; align: right">5.</td>
<td style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', serif; 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', serif; VERTICAL-ALIGN: top; COLOR: #000000; WIDTH: 32px; align: right">(a)</td>
<td style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', serif; 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', serif; VERTICAL-ALIGN: top; COLOR: #000000; WIDTH: 31px; align: right">(b)</td>
<td style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', serif; 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', serif; COLOR: #000000; TEXT-ALIGN: justify; MARGIN-LEFT: 36pt">Date:&#160; <font style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', serif; FONT-VARIANT: normal; FONT-WEIGHT: normal; COLOR: #000000; FONT-STYLE: normal"><u>September 28, 2016</u></font></div>

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<td style="VERTICAL-ALIGN: top; BORDER-BOTTOM: #000000 2px solid; WIDTH: 100%">/s/Robert White</td>
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<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', serif; COLOR: #000000; TEXT-ALIGN: left">Robert White</div>
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<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', serif; COLOR: #000000; TEXT-ALIGN: left">Treasurer and Chief Financial Officer</div>
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