<SEC-DOCUMENT>0000891804-17-000239.txt : 20170328
<SEC-HEADER>0000891804-17-000239.hdr.sgml : 20170328
<ACCEPTANCE-DATETIME>20170328144122
ACCESSION NUMBER:		0000891804-17-000239
CONFORMED SUBMISSION TYPE:	N-Q
PUBLIC DOCUMENT COUNT:		2
CONFORMED PERIOD OF REPORT:	20170131
FILED AS OF DATE:		20170328
DATE AS OF CHANGE:		20170328
EFFECTIVENESS DATE:		20170328

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:		17718533

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

	MAIL ADDRESS:	
		STREET 1:		227 W. MONROE STREET
		CITY:			CHICAGO
		STATE:			IL
		ZIP:			60606
</SEC-HEADER>
<DOCUMENT>
<TYPE>N-Q
<SEQUENCE>1
<FILENAME>gug70346-nq.htm
<DESCRIPTION>AVK
<TEXT>
<html>
<head>
<title></title>
<!--Licensed to: fgs
    Document created using EDGARfilings PROfile 4.1.0.0
    Copyright 1995 - 2017 Summit Financial Printing, LLC.  All rights reserved.-->
</head>
<body style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman'" bgcolor="#ffffff" text="#000000">
<div style="MARGIN-BOTTOM: 0.2pt; FONT-SIZE: 12pt; FONT-FAMILY: 'Times New Roman', serif; COLOR: #000000; TEXT-ALIGN: center">
<div style="MARGIN-BOTTOM: 0.2pt; FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman'; TEXT-ALIGN: center">UNITED STATES</div>

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

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

<div><br>
</div>

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

<div><br>
</div>

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

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

<div>&#160;</div>

<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman'; TEXT-ALIGN: left">
<table id="zcaa96d0b2b4749f5b06ae5577c6fa100" style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; WIDTH: 100%" cellspacing="0" cellpadding="0" border="0">
<tr>
<td style="FONT-FAMILY: 'Times New Roman'; PADDING-BOTTOM: 2px; WIDTH: 22.19%">
<div>Investment Company Act file number</div>
</td>
<td style="FONT-FAMILY: 'Times New Roman'; BORDER-BOTTOM: #000000 2px solid; WIDTH: 77.81%">
<div>&#160;811-21309</div>
</td>
</tr>
</table>
</div>

<table id="zdaae4c5b5b1e48a28df3f6e8a2f1eae4" style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman'; BORDER-COLLAPSE: collapse; WIDTH: 100%" cellspacing="0" cellpadding="0">
<tr>
<td style="VERTICAL-ALIGN: top; BORDER-BOTTOM: #000000 2px solid; WIDTH: 100%" colspan="2">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman'; TEXT-ALIGN: center"><br>
 Advent Claymore Convertible Securities and Income Fund</div>
</td>
</tr>

<tr>
<td style="BORDER-TOP: #000000 2px solid; VERTICAL-ALIGN: top; WIDTH: 100%" colspan="2">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman'; TEXT-ALIGN: center">(Exact name of registrant as specified in charter)</div>
</td>
</tr>
</table>

<div><br>
</div>

<table id="zfd0037947ce245a8ab6e5a0daadde781" style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman'; BORDER-COLLAPSE: collapse; WIDTH: 100%" cellspacing="0" cellpadding="0">
<tr>
<td style="VERTICAL-ALIGN: top; BORDER-BOTTOM: #000000 2px solid; WIDTH: 100%">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman'; TEXT-ALIGN: center">1271 Avenue of the Americas, 45th Floor, New York, NY 10020</div>
</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; WIDTH: 100%">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman'; TEXT-ALIGN: center">(Address of principal executive offices) (Zip code)</div>
</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; BORDER-BOTTOM: #000000 2px solid; WIDTH: 100%">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman'; TEXT-ALIGN: center"><br>
 Robert White</div>

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

<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman'; TEXT-ALIGN: center">New York, NY 10020</div>
</td>
</tr>

<tr>
<td style="BORDER-TOP: #000000 2px solid; VERTICAL-ALIGN: top; WIDTH: 100%">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman'; TEXT-ALIGN: center">(Name and address of agent for service)</div>
</td>
</tr>
</table>

<div><br>
</div>

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

<div><br>
</div>

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

<div><br>
</div>

<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman'; TEXT-ALIGN: justify"><font style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman'">Date of reporting period</font>:<font style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman'"><u> November 1, 2016 &#8211; January 31, 2017</u></font></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><br>
</div>

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

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

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

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

<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman'; TEXT-ALIGN: left">
<table id="ze5b5d7f6f1e54242ae4b87841a88a81d" style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; BORDER-COLLAPSE: collapse; WIDTH: 100%" cellspacing="0" cellpadding="0">
<tr>
<td style="VERTICAL-ALIGN: middle; WIDTH: 80.41%">
<div style="FONT-SIZE: 14pt; FONT-FAMILY: Arial; 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="VERTICAL-ALIGN: middle; BORDER-BOTTOM: #000000 1px solid; WIDTH: 80.41%">
<div style="FONT-SIZE: 14pt; FONT-FAMILY: Arial; FONT-WEIGHT: bold; TEXT-ALIGN: left">SCHEDULE OF INVESTMENTS <font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; FONT-STYLE: italic">(Unaudited)</font></div>
</td>
<td style="VERTICAL-ALIGN: middle; BORDER-BOTTOM: #000000 1px solid; WIDTH: 19.59%">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: right">January 31, 2017</div>
</td>
</tr>
</table>

<br>
<table id="z8978b9b56013464e86c1a0fa710bb1cb" style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; BORDER-COLLAPSE: collapse; WIDTH: 100%" cellspacing="0" cellpadding="0" border="0">
<tr>
<td style="VERTICAL-ALIGN: top; BORDER-BOTTOM: #000000 2px solid; WIDTH: 75%">&#160;</td>
<td style="VERTICAL-ALIGN: top; BORDER-BOTTOM: #000000 2px solid; WIDTH: 2%">&#160;</td>
<td style="VERTICAL-ALIGN: top; BORDER-BOTTOM: #000000 2px solid; WIDTH: 9%">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; FONT-WEIGHT: bold; TEXT-ALIGN: right">Shares</div>
</td>
<td style="VERTICAL-ALIGN: top; BORDER-BOTTOM: #000000 2px solid; WIDTH: 3%">&#160;</td>
<td style="VERTICAL-ALIGN: top; BORDER-BOTTOM: #000000 2px solid; WIDTH: 2%">&#160;</td>
<td style="VERTICAL-ALIGN: top; BORDER-BOTTOM: #000000 2px solid; WIDTH: 9%">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; FONT-WEIGHT: bold; TEXT-ALIGN: right">Value</div>
</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; BACKGROUND-COLOR: #cceeff" colspan="4">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; FONT-WEIGHT: bold; TEXT-ALIGN: left">COMMON STOCKS<sup style="vertical-align: text-top; line-height: 1; font-size: smaller;FONT-FAMILY: 'Franklin Gothic Book'">&#8224;</sup> - 11.7%</div>
</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 2%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 9%; BACKGROUND-COLOR: #cceeff">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; BACKGROUND-COLOR: #ffffff" colspan="5">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; FONT-WEIGHT: bold; TEXT-ALIGN: left">Consumer, Non-cyclical - 3.7%</div>
</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 9%; BACKGROUND-COLOR: #ffffff">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; WIDTH: 75%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left">Bristol-Myers Squibb Co.</div>
</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 2%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 9%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: right">70,800</div>
</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 3%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 2%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left">$</div>
</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 9%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: right">3,480,528</div>
</td>
</tr>

<tr style="HEIGHT: 13px">
<td style="VERTICAL-ALIGN: top; WIDTH: 75%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left">Gilead Sciences, Inc.<sup style="vertical-align: text-top; line-height: 1; font-size: smaller">1</sup></div>
</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 2%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 9%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: right">38,200</div>
</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 3%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 2%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 9%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: right">2,767,590</div>
</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; WIDTH: 75%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left">Merck &amp; Company, Inc.<sup style="vertical-align: text-top; line-height: 1; font-size: smaller">1</sup></div>
</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 2%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 9%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: right">37,000</div>
</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 3%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 2%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 9%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: right">2,293,630</div>
</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; WIDTH: 75%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left">Cigna Corp.<sup style="vertical-align: text-top; line-height: 1; font-size: smaller">1</sup></div>
</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 2%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 9%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: right">15,000</div>
</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 3%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 2%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 9%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: right">2,193,300</div>
</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; WIDTH: 75%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left">Biogen, Inc.<sup style="vertical-align: text-top; line-height: 1; font-size: smaller">*,1</sup></div>
</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 2%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 9%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: right">7,500</div>
</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 3%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 2%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 9%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: right">2,079,300</div>
</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; WIDTH: 75%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left">Macquarie Infrastructure Corp.</div>
</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 2%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 9%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: right">25,600</div>
</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 3%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 2%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 9%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: right">1,919,744</div>
</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; BACKGROUND-COLOR: #cceeff" colspan="4">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; FONT-WEIGHT: bold; TEXT-ALIGN: left">Total Consumer, Non-cyclical</div>
</td>
<td style="BORDER-TOP: #000000 2px solid; VERTICAL-ALIGN: top; BORDER-BOTTOM: #000000 2px solid; WIDTH: 2%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="BORDER-TOP: #000000 2px solid; VERTICAL-ALIGN: top; BORDER-BOTTOM: #000000 2px solid; WIDTH: 9%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: right">14,734,092</div>
</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; BACKGROUND-COLOR: #ffffff" colspan="3">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; FONT-WEIGHT: bold; TEXT-ALIGN: left">Communications - 2.1%</div>
</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 3%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 2%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 9%; BACKGROUND-COLOR: #ffffff">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; WIDTH: 75%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left">Verizon Communications, Inc.<sup style="vertical-align: text-top; line-height: 1; font-size: smaller">1</sup></div>
</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 2%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 9%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: right">70,200</div>
</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 3%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 2%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 9%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: right">3,440,502</div>
</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; WIDTH: 75%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left">CenturyLink, Inc.</div>
</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 2%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 9%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: right">113,400</div>
</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 3%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 2%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 9%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: right">2,932,524</div>
</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; WIDTH: 75%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left">Alphabet, Inc. <font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#8212;</font> Class<font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;</font>C<sup style="vertical-align: text-top; line-height: 1; font-size: smaller">*</sup></div>
</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 2%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 9%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: right">2,875</div>
</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 3%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 2%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 9%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: right">2,290,771</div>
</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; BACKGROUND-COLOR: #ffffff" colspan="3">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; FONT-WEIGHT: bold; TEXT-ALIGN: left">Total Communications</div>
</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 3%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="BORDER-TOP: #000000 2px solid; VERTICAL-ALIGN: top; BORDER-BOTTOM: #000000 2px solid; WIDTH: 2%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="BORDER-TOP: #000000 2px solid; VERTICAL-ALIGN: top; BORDER-BOTTOM: #000000 2px solid; WIDTH: 9%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: right">8,663,797</div>
</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; BACKGROUND-COLOR: #cceeff" colspan="3">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; FONT-WEIGHT: bold; TEXT-ALIGN: left">Financial - 2.1%</div>
</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 3%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 2%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 9%; BACKGROUND-COLOR: #cceeff">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; WIDTH: 75%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left">Wells Fargo &amp; Co.</div>
</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 2%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 9%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: right">84,100</div>
</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 3%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 2%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 9%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: right">4,737,353</div>
</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; WIDTH: 75%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left">Lazard Ltd. <font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#8212;</font> Class<font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;</font>A<sup style="vertical-align: text-top; line-height: 1; font-size: smaller">1</sup></div>
</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 2%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 9%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: right">90,500</div>
</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 3%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 2%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 9%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: right">3,844,440</div>
</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; BACKGROUND-COLOR: #ffffff" colspan="3">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; FONT-WEIGHT: bold; TEXT-ALIGN: left">Total Financial</div>
</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 3%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="BORDER-TOP: #000000 2px solid; VERTICAL-ALIGN: top; BORDER-BOTTOM: #000000 2px solid; WIDTH: 2%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="BORDER-TOP: #000000 2px solid; VERTICAL-ALIGN: top; BORDER-BOTTOM: #000000 2px solid; WIDTH: 9%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: right">8,581,793</div>
</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; BACKGROUND-COLOR: #cceeff" colspan="4">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; FONT-WEIGHT: bold; TEXT-ALIGN: left">Consumer, Cyclical - 1.9%</div>
</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 2%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 9%; BACKGROUND-COLOR: #cceeff">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; WIDTH: 75%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left">General Motors Co.<sup style="vertical-align: text-top; line-height: 1; font-size: smaller">1</sup></div>
</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 2%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 9%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: right">104,600</div>
</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 3%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 2%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 9%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: right">3,829,406</div>
</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; WIDTH: 75%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left">L Brands, Inc.<sup style="vertical-align: text-top; line-height: 1; font-size: smaller">1</sup></div>
</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 2%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 9%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: right">50,200</div>
</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 3%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 2%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 9%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: right">3,022,542</div>
</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; WIDTH: 75%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left">Target Corp.<sup style="vertical-align: text-top; line-height: 1; font-size: smaller">1</sup></div>
</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 2%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 9%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: right">14,000</div>
</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 3%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 2%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 9%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: right">902,720</div>
</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; BACKGROUND-COLOR: #cceeff" colspan="3">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; FONT-WEIGHT: bold; TEXT-ALIGN: left">Total Consumer, Cyclical</div>
</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 3%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="BORDER-TOP: #000000 2px solid; VERTICAL-ALIGN: top; BORDER-BOTTOM: #000000 2px solid; WIDTH: 2%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="BORDER-TOP: #000000 2px solid; VERTICAL-ALIGN: top; BORDER-BOTTOM: #000000 2px solid; WIDTH: 9%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: right">7,754,668</div>
</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; BACKGROUND-COLOR: #ffffff" colspan="3">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; FONT-WEIGHT: bold; TEXT-ALIGN: left">Industrial - 0.9%</div>
</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 3%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 2%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 9%; BACKGROUND-COLOR: #ffffff">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; PADDING-BOTTOM: 2px; WIDTH: 75%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left">Lockheed Martin Corp.</div>
</td>
<td style="VERTICAL-ALIGN: top; PADDING-BOTTOM: 2px; WIDTH: 2%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: top; PADDING-BOTTOM: 2px; WIDTH: 9%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: right">14,600</div>
</td>
<td style="VERTICAL-ALIGN: top; PADDING-BOTTOM: 2px; WIDTH: 3%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: top; BORDER-BOTTOM: #000000 2px solid; WIDTH: 2%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: top; BORDER-BOTTOM: #000000 2px solid; WIDTH: 9%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: right">3,669,418</div>
</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; WIDTH: 75%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; FONT-WEIGHT: bold; TEXT-ALIGN: left">Technology - 0.7%</div>
</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 2%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 9%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 3%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 2%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 9%; BACKGROUND-COLOR: #ffffff">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; PADDING-BOTTOM: 2px; WIDTH: 75%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left">KLA-Tencor Corp.<sup style="vertical-align: text-top; line-height: 1; font-size: smaller">1</sup></div>
</td>
<td style="VERTICAL-ALIGN: top; PADDING-BOTTOM: 2px; WIDTH: 2%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: top; PADDING-BOTTOM: 2px; WIDTH: 9%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: right">31,600</div>
</td>
<td style="VERTICAL-ALIGN: top; PADDING-BOTTOM: 2px; WIDTH: 3%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: top; BORDER-BOTTOM: #000000 2px solid; WIDTH: 2%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: top; BORDER-BOTTOM: #000000 2px solid; WIDTH: 9%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: right">2,689,476</div>
</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; WIDTH: 75%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; FONT-WEIGHT: bold; TEXT-ALIGN: left">Basic Materials - 0.3%</div>
</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 2%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 9%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 3%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 2%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 9%; BACKGROUND-COLOR: #ffffff">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; PADDING-BOTTOM: 2px; WIDTH: 75%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left">LyondellBasell Industries N.V. <font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#8212;</font> Class<font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;</font>A<sup style="vertical-align: text-top; line-height: 1; font-size: smaller">2</sup></div>
</td>
<td style="VERTICAL-ALIGN: top; PADDING-BOTTOM: 2px; WIDTH: 2%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: top; PADDING-BOTTOM: 2px; WIDTH: 9%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: right">13,600</div>
</td>
<td style="VERTICAL-ALIGN: top; PADDING-BOTTOM: 2px; WIDTH: 3%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: top; BORDER-BOTTOM: #000000 2px solid; WIDTH: 2%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: top; BORDER-BOTTOM: #000000 2px solid; WIDTH: 9%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: right">1,268,472</div>
</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; WIDTH: 75%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; FONT-WEIGHT: bold; TEXT-ALIGN: left">Total Common Stocks</div>
</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 2%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 9%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 3%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 2%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 9%; BACKGROUND-COLOR: #ffffff">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; BACKGROUND-COLOR: #cceeff" colspan="3">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left; MARGIN-LEFT: 10pt">(Cost $46,239,044)</div>
</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 3%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: top; BORDER-BOTTOM: #000000 2px solid; WIDTH: 2%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: top; BORDER-BOTTOM: #000000 2px solid; WIDTH: 9%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: right">47,361,716</div>
</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; BACKGROUND-COLOR: #ffffff" colspan="5">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; FONT-WEIGHT: bold; TEXT-ALIGN: left">CONVERTIBLE PREFERRED STOCKS<sup style="vertical-align: text-top; line-height: 1; font-size: smaller;FONT-FAMILY: 'Franklin Gothic Book'">&#8224;</sup> - 13.3%</div>
</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 9%; BACKGROUND-COLOR: #ffffff">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; BACKGROUND-COLOR: #cceeff" colspan="5">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; FONT-WEIGHT: bold; TEXT-ALIGN: left">Consumer, Non-cyclical - 4.7%</div>
</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 9%; BACKGROUND-COLOR: #cceeff">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; BACKGROUND-COLOR: #ffffff" colspan="5">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left">Teva Pharmaceutical Industries Ltd.</div>
</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 9%; BACKGROUND-COLOR: #ffffff">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; WIDTH: 75%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left; MARGIN-LEFT: 10pt">7.00% due 12/15/18</div>
</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 2%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 9%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: right">11,412</div>
</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 3%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 2%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 9%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: right">7,036,639</div>
</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; WIDTH: 75%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left">Allergan plc</div>
</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 2%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 9%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 3%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 2%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 9%; BACKGROUND-COLOR: #ffffff">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; WIDTH: 75%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left; MARGIN-LEFT: 10pt">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: top; WIDTH: 2%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 9%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: right">8,638</div>
</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 3%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 2%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 9%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: right">6,836,891</div>
</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; WIDTH: 75%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left">Anthem, Inc.</div>
</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 2%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 9%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 3%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 2%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 9%; BACKGROUND-COLOR: #ffffff">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; WIDTH: 75%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left; MARGIN-LEFT: 10pt">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: top; WIDTH: 2%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 9%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: right">87,081</div>
</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 3%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 2%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 9%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: right">4,218,204</div>
</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; BACKGROUND-COLOR: #ffffff" colspan="3">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left">Tyson Foods, Inc.</div>
</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 3%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 2%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 9%; BACKGROUND-COLOR: #ffffff">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; WIDTH: 75%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left; MARGIN-LEFT: 10pt">4.75% due 07/15/17</div>
</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 2%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 9%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: right">11,202</div>
</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 3%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 2%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 9%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: right">763,528</div>
</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; BACKGROUND-COLOR: #ffffff" colspan="4">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; FONT-WEIGHT: bold; TEXT-ALIGN: left">Total Consumer, Non-cyclical</div>
</td>
<td style="BORDER-TOP: #000000 2px solid; VERTICAL-ALIGN: top; BORDER-BOTTOM: #000000 2px solid; WIDTH: 2%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="BORDER-TOP: #000000 2px solid; VERTICAL-ALIGN: top; BORDER-BOTTOM: #000000 2px solid; WIDTH: 9%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: right">18,855,262</div>
</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; BACKGROUND-COLOR: #cceeff" colspan="3">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; FONT-WEIGHT: bold; TEXT-ALIGN: left">Industrial - 2.6%</div>
</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 3%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 2%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 9%; BACKGROUND-COLOR: #cceeff">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; BACKGROUND-COLOR: #ffffff" colspan="3">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left">Arconic, Inc.</div>
</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 3%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 2%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 9%; BACKGROUND-COLOR: #ffffff">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; WIDTH: 75%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left; MARGIN-LEFT: 10pt">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: top; WIDTH: 2%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 9%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: right">113,222</div>
</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 3%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 2%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 9%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: right">4,151,851</div>
</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; BACKGROUND-COLOR: #ffffff" colspan="3">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left">Stericycle, Inc.</div>
</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 3%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 2%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 9%; BACKGROUND-COLOR: #ffffff">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; WIDTH: 75%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left; MARGIN-LEFT: 10pt">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: top; WIDTH: 2%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 9%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: right">56,200</div>
</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 3%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 2%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 9%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: right">3,670,984</div>
</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; WIDTH: 75%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left">Belden, Inc.</div>
</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 2%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 9%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 3%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 2%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 9%; BACKGROUND-COLOR: #ffffff">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; WIDTH: 75%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left; MARGIN-LEFT: 10pt">6.75% due 07/15/19<sup style="vertical-align: text-top; line-height: 1; font-size: smaller">1</sup></div>
</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 2%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 9%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: right">23,917</div>
</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 3%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 2%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 9%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: right">2,560,554</div>
</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; BACKGROUND-COLOR: #ffffff" colspan="3">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; FONT-WEIGHT: bold; TEXT-ALIGN: left">Total Industrial</div>
</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 3%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="BORDER-TOP: #000000 2px solid; VERTICAL-ALIGN: top; BORDER-BOTTOM: #000000 2px solid; WIDTH: 2%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="BORDER-TOP: #000000 2px solid; VERTICAL-ALIGN: top; BORDER-BOTTOM: #000000 2px solid; WIDTH: 9%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: right">10,383,389</div>
</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; BACKGROUND-COLOR: #cceeff" colspan="3">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; FONT-WEIGHT: bold; TEXT-ALIGN: left">Energy - 1.8%</div>
</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 3%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 2%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 9%; BACKGROUND-COLOR: #cceeff">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; BACKGROUND-COLOR: #ffffff" colspan="3">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left">Hess Corp.</div>
</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 3%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 2%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 9%; BACKGROUND-COLOR: #ffffff">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; WIDTH: 75%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left; MARGIN-LEFT: 10pt">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: top; WIDTH: 2%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 9%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: right">70,871</div>
</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 3%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 2%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 9%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: right">4,588,188</div>
</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; BACKGROUND-COLOR: #ffffff" colspan="4">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left">Anadarko Petroleum Corp.</div>
</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 2%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 9%; BACKGROUND-COLOR: #ffffff">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; WIDTH: 75%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left; MARGIN-LEFT: 10pt">7.50% due 06/07/18</div>
</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 2%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 9%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: right">36,252</div>
</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 3%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 2%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 9%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: right">1,569,349</div>
</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; BACKGROUND-COLOR: #ffffff" colspan="3">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left">Southwestern Energy Co.</div>
</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 3%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 2%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 9%; BACKGROUND-COLOR: #ffffff">&#160;</td>
</tr>
</table>

<br>
<table id="z4c4c3e5cf3b04b75bd783284649d6a7e" style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; BORDER-COLLAPSE: collapse; WIDTH: 100%" cellspacing="0" cellpadding="0" border="0">
<tr>
<td style="VERTICAL-ALIGN: top; BORDER-BOTTOM: #000000 2px solid; WIDTH: 75%">&#160;</td>
<td style="VERTICAL-ALIGN: top; BORDER-BOTTOM: #000000 2px solid; WIDTH: 2%">&#160;</td>
<td style="VERTICAL-ALIGN: top; BORDER-BOTTOM: #000000 2px solid; WIDTH: 9%">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; FONT-WEIGHT: bold; TEXT-ALIGN: right">Shares</div>
</td>
<td style="VERTICAL-ALIGN: top; BORDER-BOTTOM: #000000 2px solid; WIDTH: 3%">&#160;</td>
<td style="VERTICAL-ALIGN: top; BORDER-BOTTOM: #000000 2px solid; WIDTH: 2%">&#160;</td>
<td style="VERTICAL-ALIGN: top; BORDER-BOTTOM: #000000 2px solid; WIDTH: 9%">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; FONT-WEIGHT: bold; TEXT-ALIGN: right">Value</div>
</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; BACKGROUND-COLOR: #cceeff" colspan="6">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; FONT-WEIGHT: bold; TEXT-ALIGN: left">CONVERTIBLE PREFERRED STOCKS<sup style="vertical-align: text-top; line-height: 1; font-size: smaller;FONT-FAMILY: 'Franklin Gothic Book'">&#8224;</sup> - 13.3% (continued)</div>
</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; BACKGROUND-COLOR: #ffffff" colspan="3">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; FONT-WEIGHT: bold; TEXT-ALIGN: left">Energy - 1.8% (continued)</div>
</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 3%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 2%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 9%; BACKGROUND-COLOR: #ffffff">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; WIDTH: 75%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left; MARGIN-LEFT: 10pt">6.25% due 01/15/18*</div>
</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 2%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left">$</div>
</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 9%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: right">44,937</div>
</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 3%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 2%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left">$</div>
</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 9%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: right">994,456</div>
</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; WIDTH: 75%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; FONT-WEIGHT: bold; TEXT-ALIGN: left">Total Energy</div>
</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 2%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 9%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 3%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="BORDER-TOP: #000000 2px solid; VERTICAL-ALIGN: top; BORDER-BOTTOM: #000000 2px solid; WIDTH: 2%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="BORDER-TOP: #000000 2px solid; VERTICAL-ALIGN: top; BORDER-BOTTOM: #000000 2px solid; WIDTH: 9%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: right">7,151,993</div>
</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; BACKGROUND-COLOR: #cceeff" colspan="2">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; FONT-WEIGHT: bold; TEXT-ALIGN: left">Communications - 1.7%</div>
</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 9%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 3%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 2%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 9%; BACKGROUND-COLOR: #cceeff">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; BACKGROUND-COLOR: #ffffff" colspan="4">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left">Frontier Communications Corp.</div>
</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 2%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 9%; BACKGROUND-COLOR: #ffffff">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; BACKGROUND-COLOR: #cceeff" colspan="2">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left; MARGIN-LEFT: 10pt">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: top; WIDTH: 9%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: right">66,336</div>
</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 3%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 2%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 9%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: right">4,849,825</div>
</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; BACKGROUND-COLOR: #ffffff" colspan="2">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left">T-Mobile US, Inc.</div>
</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 9%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 3%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 2%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 9%; BACKGROUND-COLOR: #ffffff">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; BACKGROUND-COLOR: #cceeff" colspan="2">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left; MARGIN-LEFT: 10pt">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: top; WIDTH: 9%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: right">21,716</div>
</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 3%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 2%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 9%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: right">2,218,507</div>
</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; BACKGROUND-COLOR: #ffffff" colspan="2">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; FONT-WEIGHT: bold; TEXT-ALIGN: left">Total Communications</div>
</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 9%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 3%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="BORDER-TOP: #000000 2px solid; VERTICAL-ALIGN: top; BORDER-BOTTOM: #000000 2px solid; WIDTH: 2%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="BORDER-TOP: #000000 2px solid; VERTICAL-ALIGN: top; BORDER-BOTTOM: #000000 2px solid; WIDTH: 9%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: right">7,068,332</div>
</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; BACKGROUND-COLOR: #cceeff" colspan="2">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; FONT-WEIGHT: bold; TEXT-ALIGN: left">Financial - 1.5%</div>
</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 9%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 3%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 2%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 9%; BACKGROUND-COLOR: #cceeff">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; BACKGROUND-COLOR: #ffffff" colspan="3">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left">Mandatory Exchangeable Trust</div>
</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 3%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 2%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 9%; BACKGROUND-COLOR: #ffffff">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; BACKGROUND-COLOR: #cceeff" colspan="2">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left; MARGIN-LEFT: 10pt">5.75% due 06/03/19<sup style="vertical-align: text-top; line-height: 1; font-size: smaller">3</sup></div>
</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 9%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: right">18,167</div>
</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 3%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 2%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 9%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: right">2,244,806</div>
</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; BACKGROUND-COLOR: #ffffff" colspan="2">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left">American Tower Corp.</div>
</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 9%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 3%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 2%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 9%; BACKGROUND-COLOR: #ffffff">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; BACKGROUND-COLOR: #cceeff" colspan="2">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left; MARGIN-LEFT: 10pt">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: top; WIDTH: 9%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: right">20,881</div>
</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 3%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 2%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 9%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: right">2,105,431</div>
</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; WIDTH: 75%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left">KeyCorp</div>
</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 2%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 9%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 3%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 2%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 9%; BACKGROUND-COLOR: #ffffff">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; WIDTH: 75%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left; MARGIN-LEFT: 10pt">7.75%<sup style="vertical-align: text-top; line-height: 1; font-size: smaller">1,4</sup></div>
</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 2%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 9%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: right">10,342</div>
</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 3%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 2%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 9%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: right">1,405,167</div>
</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; BACKGROUND-COLOR: #ffffff" colspan="2">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left">Wells Fargo &amp; Co.</div>
</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 9%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 3%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 2%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 9%; BACKGROUND-COLOR: #ffffff">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; WIDTH: 75%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left; MARGIN-LEFT: 10pt">7.50%<sup style="vertical-align: text-top; line-height: 1; font-size: smaller">1,4</sup></div>
</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 2%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 9%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: right">365</div>
</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 3%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 2%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 9%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: right">438,776</div>
</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; BACKGROUND-COLOR: #ffffff" colspan="2">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; FONT-WEIGHT: bold; TEXT-ALIGN: left">Total Financial</div>
</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 9%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 3%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="BORDER-TOP: #000000 2px solid; VERTICAL-ALIGN: top; BORDER-BOTTOM: #000000 2px solid; WIDTH: 2%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="BORDER-TOP: #000000 2px solid; VERTICAL-ALIGN: top; BORDER-BOTTOM: #000000 2px solid; WIDTH: 9%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: right">6,194,180</div>
</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; BACKGROUND-COLOR: #cceeff" colspan="2">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; FONT-WEIGHT: bold; TEXT-ALIGN: left">Utilities - 0.9%</div>
</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 9%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 3%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 2%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 9%; BACKGROUND-COLOR: #cceeff">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; BACKGROUND-COLOR: #ffffff" colspan="2">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left">NextEra Energy, Inc.</div>
</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 9%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 3%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 2%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 9%; BACKGROUND-COLOR: #ffffff">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; BACKGROUND-COLOR: #cceeff" colspan="2">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left; MARGIN-LEFT: 10pt">6.12% due 09/01/19</div>
</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 9%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: right">43,349</div>
</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 3%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 2%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 9%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: right">2,170,484</div>
</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; BACKGROUND-COLOR: #ffffff" colspan="2">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left">Great Plains Energy, Inc.</div>
</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 9%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 3%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 2%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 9%; BACKGROUND-COLOR: #ffffff">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; BACKGROUND-COLOR: #cceeff" colspan="2">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left; MARGIN-LEFT: 10pt">7.00% due 09/15/19</div>
</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 9%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: right">18,646</div>
</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 3%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 2%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 9%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: right">955,235</div>
</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; WIDTH: 75%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left">Dynegy, Inc.</div>
</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 2%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 9%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 3%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 2%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 9%; BACKGROUND-COLOR: #ffffff">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; BACKGROUND-COLOR: #cceeff" colspan="2">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left; MARGIN-LEFT: 10pt">7.00% due 07/01/19</div>
</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 9%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: right">8,747</div>
</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 3%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 2%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 9%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: right">587,623</div>
</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; BACKGROUND-COLOR: #ffffff" colspan="2">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; FONT-WEIGHT: bold; TEXT-ALIGN: left">Total Utilities</div>
</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 9%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 3%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="BORDER-TOP: #000000 2px solid; VERTICAL-ALIGN: top; BORDER-BOTTOM: #000000 2px solid; WIDTH: 2%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="BORDER-TOP: #000000 2px solid; VERTICAL-ALIGN: top; BORDER-BOTTOM: #000000 2px solid; WIDTH: 9%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: right">3,713,342</div>
</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; BACKGROUND-COLOR: #cceeff" colspan="3">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; FONT-WEIGHT: bold; TEXT-ALIGN: left">Consumer, Cyclical - 0.1%</div>
</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 3%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 2%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 9%; BACKGROUND-COLOR: #cceeff">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; BACKGROUND-COLOR: #ffffff" colspan="3">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left">William Lyon Homes</div>
</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 3%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 2%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 9%; BACKGROUND-COLOR: #ffffff">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; BACKGROUND-COLOR: #cceeff" colspan="2">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left">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: top; WIDTH: 9%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: right">5,107</div>
</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 3%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 2%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 9%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: right">465,809</div>
</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; WIDTH: 75%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 2%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 1pt; FONT-FAMILY: 'Franklin Gothic Book'; TEXT-ALIGN: left">&#8211;</div>
</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 9%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 3%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="BORDER-TOP: #000000 2px solid; VERTICAL-ALIGN: top; WIDTH: 2%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="BORDER-TOP: #000000 2px solid; VERTICAL-ALIGN: top; WIDTH: 9%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 1pt; FONT-FAMILY: 'Franklin Gothic Book'; TEXT-ALIGN: right">&#8211;</div>
</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; WIDTH: 75%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; FONT-WEIGHT: bold; TEXT-ALIGN: left">Total Convertible Preferred Stocks</div>
</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 2%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 9%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 3%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 2%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 9%; BACKGROUND-COLOR: #cceeff">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; BACKGROUND-COLOR: #ffffff" colspan="2">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left; MARGIN-LEFT: 10pt">(Cost $57,720,831)</div>
</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 9%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 3%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: top; BORDER-BOTTOM: #000000 2px solid; WIDTH: 2%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: top; BORDER-BOTTOM: #000000 2px solid; WIDTH: 9%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: right">53,832,307</div>
</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; BACKGROUND-COLOR: #cceeff" colspan="3">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left"><font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; FONT-WEIGHT: bold">SHORT TERM INVESTMENTS</font><sup style="vertical-align: text-top; line-height: 1; font-size: smaller;FONT-FAMILY: 'Franklin Gothic Book'; FONT-WEIGHT: bold">&#8224;</sup>&#160;<font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; FONT-WEIGHT: bold">- 14.5%</font></div>
</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 3%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 2%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 9%; BACKGROUND-COLOR: #cceeff">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; BACKGROUND-COLOR: #ffffff" colspan="6">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left">Morgan Stanley Institutional Liquidity Government Portfolio</div>
</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; WIDTH: 75%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left; MARGIN-LEFT: 10pt">0.47%<sup style="vertical-align: text-top; line-height: 1; font-size: smaller">5</sup></div>
</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 2%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 9%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: right">58,363,619</div>
</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 3%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 2%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 9%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: right">58,363,619</div>
</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; BACKGROUND-COLOR: #ffffff" colspan="3">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; FONT-WEIGHT: bold; TEXT-ALIGN: left">Total Short Term Investments</div>
</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 3%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="BORDER-TOP: #000000 2px solid; VERTICAL-ALIGN: top; WIDTH: 2%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="BORDER-TOP: #000000 2px solid; VERTICAL-ALIGN: top; WIDTH: 9%; BACKGROUND-COLOR: #ffffff">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; BACKGROUND-COLOR: #cceeff" colspan="2">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left; MARGIN-LEFT: 10pt">(Cost $58,363,619)</div>
</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 9%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 3%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: top; BORDER-BOTTOM: #000000 2px solid; WIDTH: 2%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: top; BORDER-BOTTOM: #000000 2px solid; WIDTH: 9%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: right">58,363,619</div>
</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; WIDTH: 75%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 2%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 9%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 3%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 2%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="BORDER-TOP: #000000 2px solid; VERTICAL-ALIGN: top; WIDTH: 9%; BACKGROUND-COLOR: #ffffff">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; WIDTH: 75%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 2%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 9%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; FONT-WEIGHT: bold; TEXT-ALIGN: right">Face</div>
</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 3%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 2%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 9%; BACKGROUND-COLOR: #ffffff">&#160;</td>
</tr>

<tr style="HEIGHT: 13px">
<td style="VERTICAL-ALIGN: top; BORDER-BOTTOM: #000000 2px solid; WIDTH: 75%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: top; BORDER-BOTTOM: #000000 2px solid; WIDTH: 2%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: top; BORDER-BOTTOM: #000000 2px solid; WIDTH: 9%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; FONT-WEIGHT: bold; TEXT-ALIGN: right">Amount~</div>
</td>
<td style="VERTICAL-ALIGN: top; BORDER-BOTTOM: #000000 2px solid; WIDTH: 3%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: top; BORDER-BOTTOM: #000000 2px solid; WIDTH: 2%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: top; BORDER-BOTTOM: #000000 2px solid; WIDTH: 9%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; FONT-WEIGHT: bold; TEXT-ALIGN: right">Value</div>
</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; BACKGROUND-COLOR: #cceeff" colspan="3">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left"><font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; FONT-WEIGHT: bold">CONVERTIBLE BONDS</font><sup style="vertical-align: text-top; line-height: 1; font-size: smaller;FONT-FAMILY: 'Franklin Gothic Book'; FONT-WEIGHT: bold">&#8224;&#8224;</sup>&#160;<font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; FONT-WEIGHT: bold">- 67.4%</font></div>
</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 3%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 2%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 9%; BACKGROUND-COLOR: #cceeff">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; BACKGROUND-COLOR: #ffffff" colspan="3">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; FONT-WEIGHT: bold; TEXT-ALIGN: left">Technology -<font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;&#160;</font>20.5%</div>
</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 3%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 2%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 9%; BACKGROUND-COLOR: #ffffff">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; WIDTH: 75%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left">Intel Corp.</div>
</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 2%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 9%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 3%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 2%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 9%; BACKGROUND-COLOR: #cceeff">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; BACKGROUND-COLOR: #ffffff" colspan="2">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left; MARGIN-LEFT: 10pt">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: top; WIDTH: 9%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: right"><font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;</font>2,314,000</div>
</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 3%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 2%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 9%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: right"><font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;</font>4,123,269</div>
</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; BACKGROUND-COLOR: #cceeff" colspan="2">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left; MARGIN-LEFT: 10pt">3.48% due 12/15/35<sup style="vertical-align: text-top; line-height: 1; font-size: smaller">1</sup></div>
</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 9%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: right"><font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;</font>2,071,000</div>
</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 3%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 2%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 9%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: right"><font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;</font>2,829,504</div>
</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; BACKGROUND-COLOR: #ffffff" colspan="2">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left">Micron Technology, Inc.</div>
</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 9%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 3%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 2%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 9%; BACKGROUND-COLOR: #ffffff">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; BACKGROUND-COLOR: #cceeff" colspan="2">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left; MARGIN-LEFT: 10pt">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: top; WIDTH: 9%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: right"><font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;</font>4,085,000</div>
</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 3%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 2%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 9%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: right"><font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;</font>4,199,891</div>
</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; BACKGROUND-COLOR: #ffffff" colspan="2">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left; MARGIN-LEFT: 10pt">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: top; WIDTH: 9%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: right"><font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;</font>546,000</div>
</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 3%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 2%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 9%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: right"><font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;</font>1,240,103</div>
</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; BACKGROUND-COLOR: #cceeff" colspan="2">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left; MARGIN-LEFT: 10pt">1.63% due 02/15/33</div>
</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 9%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: right"><font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;</font>411,000</div>
</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 3%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 2%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 9%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: right"><font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;</font>916,016</div>
</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; BACKGROUND-COLOR: #ffffff" colspan="2">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left">ON Semiconductor Corp.</div>
</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 9%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 3%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 2%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 9%; BACKGROUND-COLOR: #ffffff">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; BACKGROUND-COLOR: #cceeff" colspan="2">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left; MARGIN-LEFT: 10pt">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: top; WIDTH: 9%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: right"><font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;</font>5,650,000</div>
</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 3%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 2%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 9%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: right"><font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;</font>5,971,343</div>
</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; BACKGROUND-COLOR: #ffffff" colspan="2">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left">ServiceNow, Inc.</div>
</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 9%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 3%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 2%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 9%; BACKGROUND-COLOR: #ffffff">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; BACKGROUND-COLOR: #cceeff" colspan="2">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left; MARGIN-LEFT: 10pt">0.00% due 11/01/18<sup style="vertical-align: text-top; line-height: 1; font-size: smaller">1,6</sup></div>
</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 9%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: right"><font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;</font>4,302,000</div>
</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 3%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 2%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 9%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: right"><font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;</font>5,729,724</div>
</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; BACKGROUND-COLOR: #ffffff" colspan="3">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left">Microchip Technology, Inc.</div>
</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 3%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 2%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 9%; BACKGROUND-COLOR: #ffffff">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; BACKGROUND-COLOR: #cceeff" colspan="2">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left; MARGIN-LEFT: 10pt">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: top; WIDTH: 9%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: right"><font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;</font>3,461,000</div>
</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 3%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 2%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 9%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: right"><font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;</font>4,704,796</div>
</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; BACKGROUND-COLOR: #ffffff" colspan="2">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left">Lam Research Corp.</div>
</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 9%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 3%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 2%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 9%; BACKGROUND-COLOR: #ffffff">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; BACKGROUND-COLOR: #cceeff" colspan="2">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left; MARGIN-LEFT: 10pt">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: top; WIDTH: 9%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: right"><font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;</font>2,331,000</div>
</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 3%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 2%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 9%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: right"><font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;</font>4,417,244</div>
</td>
</tr>
</table>
</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: 'Times New Roman'; TEXT-ALIGN: left">&#160;</div>

<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman'; TEXT-ALIGN: left">
<table id="z8a18490479e24a349fbf28226ba27686" style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; BORDER-COLLAPSE: collapse; WIDTH: 100%" cellspacing="0" cellpadding="0">
<tr>
<td style="VERTICAL-ALIGN: middle; WIDTH: 80.41%">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; 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="VERTICAL-ALIGN: middle; BORDER-BOTTOM: #000000 1px solid; WIDTH: 80.41%">
<div style="FONT-SIZE: 14pt; FONT-FAMILY: Arial; FONT-WEIGHT: bold; TEXT-ALIGN: left">SCHEDULE OF INVESTMENTS <font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; FONT-STYLE: italic">(Unaudited)</font></div>
</td>
<td style="VERTICAL-ALIGN: middle; BORDER-BOTTOM: #000000 1px solid; WIDTH: 19.59%">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: right">January 31, 2017</div>
</td>
</tr>
</table>
</div>

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

<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman'; TEXT-ALIGN: left">
<table id="z1d08581c6c854896922d71420ea708f7" style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; BORDER-COLLAPSE: collapse; WIDTH: 100%" cellspacing="0" cellpadding="0" border="0">
<tr>
<td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; WIDTH: 75%">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; WIDTH: 2%">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; WIDTH: 9%">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; FONT-WEIGHT: bold; TEXT-ALIGN: right">Face<font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial"><br>
</font> Amount~</div>
</td>
<td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; WIDTH: 3%">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; WIDTH: 2%">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; WIDTH: 9%">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; FONT-WEIGHT: bold; TEXT-ALIGN: right">Value</div>
</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff" colspan="6">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left"><font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; FONT-WEIGHT: bold">CONVERTIBLE BONDS</font><sup style="vertical-align: text-top; line-height: 1; font-size: smaller;FONT-FAMILY: 'Franklin Gothic Book', 'Franklin Gothic Medium', sans-serif; FONT-WEIGHT: bold">&#8224;&#8224;</sup>&#160;<font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; FONT-WEIGHT: bold">- 67.4% (continued)</font></div>
</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 75%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; FONT-WEIGHT: bold; TEXT-ALIGN: left">Technology -<font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;&#160;</font>20.5% (continued)</div>
</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 2%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 9%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 3%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 2%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 9%; BACKGROUND-COLOR: #ffffff">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 75%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left">Integrated Device Technology, Inc.</div>
</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 2%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 9%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 3%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 2%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 9%; BACKGROUND-COLOR: #cceeff">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 75%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left; TEXT-INDENT: 9pt">0.88% due 11/15/22</div>
</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 2%; BACKGROUND-COLOR: #ffffff">$</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 9%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: right">3,686,000</div>
</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 3%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 2%; BACKGROUND-COLOR: #ffffff">$</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 9%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: right">3,934,805</div>
</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 75%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left">NVIDIA Corp.</div>
</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 2%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 9%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 3%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 2%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 9%; BACKGROUND-COLOR: #cceeff">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 75%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; 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; WIDTH: 2%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 9%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: right"><font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;</font>723,000</div>
</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 3%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 2%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 9%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: right"><font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;</font>3,915,949</div>
</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 75%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left">STMicroelectronics N.V.</div>
</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 2%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 9%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 3%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 2%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 9%; BACKGROUND-COLOR: #cceeff">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 75%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left; TEXT-INDENT: 9pt">0.00% due 07/03/19<sup style="vertical-align: text-top; line-height: 1; font-size: smaller">6</sup></div>
</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 2%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 9%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: right"><font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;</font>3,200,000</div>
</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 3%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 2%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 9%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: right"><font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;</font>3,804,000</div>
</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 75%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left">Allscripts Healthcare Solutions, Inc.</div>
</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 2%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 9%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 3%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 2%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 9%; BACKGROUND-COLOR: #cceeff">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 75%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; 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; WIDTH: 2%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 9%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: right"><font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;</font>3,588,000</div>
</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 3%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 2%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 9%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: right"><font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;</font>3,513,998</div>
</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 75%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left">Electronics For Imaging, Inc.</div>
</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 2%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 9%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 3%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 2%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 9%; BACKGROUND-COLOR: #cceeff">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 75%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; 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; WIDTH: 2%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 9%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: right"><font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;</font>2,789,000</div>
</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 3%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 2%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 9%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: right"><font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;</font>2,926,707</div>
</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 75%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left">Cornerstone OnDemand, Inc.</div>
</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 2%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 9%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 3%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 2%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 9%; BACKGROUND-COLOR: #cceeff">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 75%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; 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; WIDTH: 2%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 9%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: right"><font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;</font>2,794,000</div>
</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 3%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 2%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 9%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: right"><font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;</font>2,904,014</div>
</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 75%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left">Synchronoss Technologies, Inc.</div>
</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 2%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 9%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 3%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 2%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 9%; BACKGROUND-COLOR: #cceeff">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 75%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; 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; WIDTH: 2%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 9%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: right"><font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;</font>2,745,000</div>
</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 3%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 2%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 9%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: right"><font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;</font>2,877,103</div>
</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 75%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left">Cypress Semiconductor Corp.</div>
</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 2%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 9%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 3%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 2%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 9%; BACKGROUND-COLOR: #cceeff">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 75%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left; TEXT-INDENT: 9pt">4.50% due 01/15/22<sup style="vertical-align: text-top; line-height: 1; font-size: smaller">1,3</sup></div>
</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 2%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 9%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: right"><font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;</font>2,429,000</div>
</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 3%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 2%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 9%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: right"><font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;</font>2,805,495</div>
</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 75%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left">BroadSoft, Inc.</div>
</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 2%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 9%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 3%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 2%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 9%; BACKGROUND-COLOR: #cceeff">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 75%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; 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</sup></div>
</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 2%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 9%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: right"><font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;</font>2,155,000</div>
</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 3%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 2%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 9%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: right"><font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;</font>2,654,691</div>
</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 75%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left">Teradyne, Inc.</div>
</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 2%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 9%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 3%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 2%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 9%; BACKGROUND-COLOR: #cceeff">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 75%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left; TEXT-INDENT: 9pt">1.25% due 12/15/23<sup style="vertical-align: text-top; line-height: 1; font-size: smaller">1,3</sup></div>
</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 2%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 9%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: right"><font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;</font>2,154,000</div>
</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 3%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 2%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 9%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: right"><font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;</font>2,442,098</div>
</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 75%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left">Brocade Communications Systems, Inc.</div>
</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 2%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 9%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 3%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 2%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 9%; BACKGROUND-COLOR: #cceeff">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 75%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; 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; WIDTH: 2%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 9%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: right"><font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;</font>2,200,000</div>
</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 3%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 2%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 9%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: right"><font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;</font>2,216,500</div>
</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 75%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left">Advanced Micro Devices, Inc.</div>
</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 2%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 9%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 3%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 2%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 9%; BACKGROUND-COLOR: #cceeff">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 75%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left; TEXT-INDENT: 9pt">2.13% due 09/01/26</div>
</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 2%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 9%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: right"><font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;</font>1,423,000</div>
</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 3%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 2%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 9%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: right"><font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;</font>2,132,722</div>
</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 75%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left">Salesforce.com, Inc.</div>
</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 2%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 9%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 3%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 2%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 9%; BACKGROUND-COLOR: #cceeff">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 75%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; 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; WIDTH: 2%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 9%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: right"><font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;</font>1,420,000</div>
</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 3%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 2%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 9%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: right"><font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;</font>1,798,075</div>
</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 75%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left">Veeco Instruments, Inc.</div>
</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 2%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 9%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 3%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 2%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 9%; BACKGROUND-COLOR: #cceeff">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 75%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left; TEXT-INDENT: 9pt">2.70% due 01/15/23</div>
</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 2%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 9%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: right"><font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;</font>1,738,000</div>
</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 3%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 2%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 9%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: right"><font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;</font>1,707,585</div>
</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 75%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left">CSG Systems International, Inc.</div>
</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 2%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 9%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 3%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 2%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 9%; BACKGROUND-COLOR: #cceeff">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 75%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left; TEXT-INDENT: 9pt">4.25% due 03/15/36<sup style="vertical-align: text-top; line-height: 1; font-size: smaller">1,3</sup></div>
</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 2%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 9%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: right"><font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;</font>1,458,000</div>
</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 3%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 2%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 9%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: right"><font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;</font>1,622,025</div>
</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 75%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left">Red Hat, Inc.</div>
</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 2%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 9%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 3%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 2%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 9%; BACKGROUND-COLOR: #cceeff">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 75%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; 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; WIDTH: 2%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 9%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: right"><font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;</font>1,270,000</div>
</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 3%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 2%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 9%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: right"><font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;</font>1,536,700</div>
</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 75%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left">Inphi Corp.</div>
</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 2%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 9%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 3%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 2%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 9%; BACKGROUND-COLOR: #cceeff">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 75%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left; TEXT-INDENT: 9pt">0.75% due 09/01/21<sup style="vertical-align: text-top; line-height: 1; font-size: smaller">3</sup></div>
</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 2%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 9%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: right"><font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;</font>1,407,000</div>
</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 3%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 2%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 9%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: right"><font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;</font>1,523,957</div>
</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 75%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left">Citrix Systems, Inc.</div>
</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 2%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 9%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 3%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 2%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 9%; BACKGROUND-COLOR: #cceeff">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 75%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; 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; WIDTH: 2%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 9%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: right"><font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;</font>1,294,000</div>
</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 3%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 2%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 9%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: right"><font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;</font>1,502,658</div>
</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 75%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left">Nuance Communications, Inc.</div>
</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 2%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 9%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 3%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 2%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 9%; BACKGROUND-COLOR: #cceeff">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 75%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; 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</sup></div>
</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 2%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 9%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: right"><font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;</font>1,316,000</div>
</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 3%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 2%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 9%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: right"><font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;</font>1,229,638</div>
</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 75%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left">Evolent Health, Inc.</div>
</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 2%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 9%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 3%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 2%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 9%; BACKGROUND-COLOR: #cceeff">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 75%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left; TEXT-INDENT: 9pt">2.00% due 12/01/21<sup style="vertical-align: text-top; line-height: 1; font-size: smaller">3</sup></div>
</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 2%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 9%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: right"><font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;</font>840,000</div>
</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 3%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 2%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 9%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: right"><font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;</font>906,675</div>
</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 75%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left">Verint Systems, Inc.</div>
</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 2%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 9%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 3%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 2%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 9%; BACKGROUND-COLOR: #cceeff">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 75%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; 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; WIDTH: 2%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 9%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: right"><font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;</font>785,000</div>
</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 3%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 2%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 9%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: right"><font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;</font>746,241</div>
</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 75%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; FONT-WEIGHT: bold; TEXT-ALIGN: left">Total Technology</div>
</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 2%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 9%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 3%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 2%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="BORDER-TOP: #000000 2px solid; VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; WIDTH: 9%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: right"><font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;</font>82,833,526</div>
</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 75%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; FONT-WEIGHT: bold; TEXT-ALIGN: left">Consumer, Non-cyclical&#160;-<font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;&#160;</font>13.2%</div>
</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 2%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 9%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 3%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 2%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 9%; BACKGROUND-COLOR: #ffffff">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 75%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left">Ionis Pharmaceuticals, Inc.</div>
</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 2%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 9%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 3%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 2%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 9%; BACKGROUND-COLOR: #cceeff">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 75%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; 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; WIDTH: 2%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 9%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: right"><font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;</font>5,702,000</div>
</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 3%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 2%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 9%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: right"><font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;</font>5,744,764</div>
</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 75%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left">Wright Medical Group, Inc.</div>
</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 2%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 9%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 3%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 2%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 9%; BACKGROUND-COLOR: #cceeff">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 75%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left; TEXT-INDENT: 9pt">2.00% due 02/15/20</div>
</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 2%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 9%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: right"><font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;</font>5,011,000</div>
</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 3%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 2%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 9%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: right"><font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;</font>5,465,121</div>
</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 75%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left">BioMarin Pharmaceutical, Inc.</div>
</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 2%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 9%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 3%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 2%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 9%; BACKGROUND-COLOR: #cceeff">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 75%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; 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; WIDTH: 2%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 9%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: right"><font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;</font>2,467,000</div>
</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 3%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 2%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 9%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: right"><font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;</font>2,985,069</div>
</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 75%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left; TEXT-INDENT: 9pt">0.75% due 10/15/18</div>
</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 2%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 9%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: right"><font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;</font>1,613,000</div>
</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 3%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 2%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 9%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: right"><font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;</font>1,867,048</div>
</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 75%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left">Hologic, Inc.</div>
</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 2%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 9%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 3%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 2%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 9%; BACKGROUND-COLOR: #ffffff">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 75%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left; TEXT-INDENT: 9pt">2.00% due 03/01/42<sup style="vertical-align: text-top; line-height: 1; font-size: smaller">1,7,8</sup></div>
</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 2%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 9%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: right"><font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;</font>1,797,000</div>
</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 3%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 2%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 9%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: right"><font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;</font>2,459,644</div>
</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 75%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left; TEXT-INDENT: 9pt">0.00% due 12/15/43<sup style="vertical-align: text-top; line-height: 1; font-size: smaller">1,6,7,9</sup></div>
</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 2%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 9%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: right"><font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;</font>1,450,000</div>
</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 3%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 2%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 9%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: right"><font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;</font>1,779,875</div>
</td>
</tr>
</table>
</div>

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

<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman'; TEXT-ALIGN: left">
<table id="z132ed226e89e4129bf07f32dcef4e664" style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; BORDER-COLLAPSE: collapse; WIDTH: 100%" cellspacing="0" cellpadding="0" border="0">
<tr>
<td style="VERTICAL-ALIGN: top; WIDTH: 75%">&#160;</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 1%">&#160;</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 10.42%">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; FONT-WEIGHT: bold; TEXT-ALIGN: right">Face</div>
</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 3%">&#160;</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 2%">&#160;</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 9%">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; BORDER-BOTTOM: #000000 2px solid; WIDTH: 75%">&#160;</td>
<td style="VERTICAL-ALIGN: top; BORDER-BOTTOM: #000000 2px solid; WIDTH: 1%">&#160;</td>
<td style="VERTICAL-ALIGN: top; BORDER-BOTTOM: #000000 2px solid; WIDTH: 10.42%">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; FONT-WEIGHT: bold; TEXT-ALIGN: right">Amount~</div>
</td>
<td style="VERTICAL-ALIGN: top; BORDER-BOTTOM: #000000 2px solid; WIDTH: 3%">&#160;</td>
<td style="VERTICAL-ALIGN: top; BORDER-BOTTOM: #000000 2px solid; WIDTH: 2%">&#160;</td>
<td style="VERTICAL-ALIGN: top; BORDER-BOTTOM: #000000 2px solid; WIDTH: 9%">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; FONT-WEIGHT: bold; TEXT-ALIGN: right">Value</div>
</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; BACKGROUND-COLOR: #cceeff" colspan="5">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left"><font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; FONT-WEIGHT: bold">CONVERTIBLE BONDS</font><sup style="vertical-align: text-top; line-height: 1; font-size: smaller;FONT-FAMILY: 'Franklin Gothic Book'; FONT-WEIGHT: bold">&#8224;&#8224;</sup>&#160;<font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; FONT-WEIGHT: bold">- 67.4% (continued)</font></div>
</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 9%; BACKGROUND-COLOR: #cceeff">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; BACKGROUND-COLOR: #ffffff" colspan="5">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; FONT-WEIGHT: bold; TEXT-ALIGN: left">Consumer, Non-cyclical -<font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;&#160;</font>13.2% (continued)</div>
</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 9%; BACKGROUND-COLOR: #ffffff">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; BACKGROUND-COLOR: #cceeff" colspan="3">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left">Euronet Worldwide, Inc.</div>
</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 3%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 2%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 9%; BACKGROUND-COLOR: #cceeff">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left; MARGIN-LEFT: 10pt">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: top; WIDTH: 5px; BACKGROUND-COLOR: #ffffff">$</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 10.42%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: right">2,856,000</div>
</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 3%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 2%; BACKGROUND-COLOR: #ffffff">$</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 9%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: right">3,266,550</div>
</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; WIDTH: 725px; BACKGROUND-COLOR: #cceeff" colspan="2">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left">HealthSouth Corp.</div>
</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 10.42%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 3%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 2%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 9%; BACKGROUND-COLOR: #cceeff">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; WIDTH: 725px; BACKGROUND-COLOR: #ffffff" colspan="2">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left; MARGIN-LEFT: 10pt">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: top; WIDTH: 10.42%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: right"><font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;</font>2,763,000</div>
</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 3%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 2%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 9%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: right"><font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;</font>3,151,547</div>
</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; WIDTH: 725px; BACKGROUND-COLOR: #cceeff" colspan="2">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left">Molina Healthcare, Inc.</div>
</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 10.42%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 3%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 2%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 9%; BACKGROUND-COLOR: #cceeff">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; WIDTH: 725px; BACKGROUND-COLOR: #ffffff" colspan="2">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left; MARGIN-LEFT: 10pt">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: top; WIDTH: 10.42%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: right"><font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;</font>2,533,000</div>
</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 3%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 2%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 9%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: right"><font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;</font>2,950,945</div>
</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; BACKGROUND-COLOR: #cceeff" colspan="3">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left">Horizon Pharma Investment Ltd.</div>
</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 3%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 2%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 9%; BACKGROUND-COLOR: #cceeff">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; WIDTH: 725px; BACKGROUND-COLOR: #ffffff" colspan="2">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left; MARGIN-LEFT: 10pt">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: top; WIDTH: 10.42%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: right"><font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;</font>2,561,000</div>
</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 3%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 2%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 9%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: right"><font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;</font>2,466,563</div>
</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; WIDTH: 75%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left">Nevro Corp.</div>
</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 10.42%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 3%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 2%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 9%; BACKGROUND-COLOR: #cceeff">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; WIDTH: 725px; BACKGROUND-COLOR: #ffffff" colspan="2">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left; MARGIN-LEFT: 10pt">1.75% due 06/01/21</div>
</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 10.42%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: right"><font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;</font>1,981,000</div>
</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 3%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 2%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 9%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: right"><font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;</font>2,342,533</div>
</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; WIDTH: 725px; BACKGROUND-COLOR: #cceeff" colspan="2">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left">Medicines Co.</div>
</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 10.42%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 3%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 2%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 9%; BACKGROUND-COLOR: #cceeff">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; WIDTH: 725px; BACKGROUND-COLOR: #ffffff" colspan="2">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left; MARGIN-LEFT: 10pt">2.75% due 07/15/23<sup style="vertical-align: text-top; line-height: 1; font-size: smaller">3</sup></div>
</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 10.42%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: right"><font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;</font>2,252,000</div>
</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 3%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 2%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 9%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: right"><font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;</font>2,273,113</div>
</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; WIDTH: 725px; BACKGROUND-COLOR: #cceeff" colspan="2">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left">NuVasive, Inc.</div>
</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 10.42%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 3%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 2%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 9%; BACKGROUND-COLOR: #cceeff">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; WIDTH: 725px; BACKGROUND-COLOR: #ffffff" colspan="2">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left; MARGIN-LEFT: 10pt">2.25% due 03/15/21<sup style="vertical-align: text-top; line-height: 1; font-size: smaller">1,3</sup></div>
</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 10.42%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: right"><font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;</font>1,710,000</div>
</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 3%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 2%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 9%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: right"><font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;</font>2,259,338</div>
</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; WIDTH: 725px; BACKGROUND-COLOR: #cceeff" colspan="2">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left">Invacare Corp.</div>
</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 10.42%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 3%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 2%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 9%; BACKGROUND-COLOR: #cceeff">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; WIDTH: 725px; BACKGROUND-COLOR: #ffffff" colspan="2">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left; MARGIN-LEFT: 10pt">5.00% due 02/15/21<sup style="vertical-align: text-top; line-height: 1; font-size: smaller">1,3</sup></div>
</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 10.42%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: right"><font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;</font>1,750,000</div>
</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 3%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 2%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 9%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: right"><font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;</font>1,740,156</div>
</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; WIDTH: 725px; BACKGROUND-COLOR: #cceeff" colspan="2">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left">Jazz Investments I Ltd.</div>
</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 10.42%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 3%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 2%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 9%; BACKGROUND-COLOR: #cceeff">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; WIDTH: 725px; BACKGROUND-COLOR: #ffffff" colspan="2">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left; MARGIN-LEFT: 10pt">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: top; WIDTH: 10.42%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: right"><font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;</font>1,648,000</div>
</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 3%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 2%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 9%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: right"><font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;</font>1,663,450</div>
</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; WIDTH: 75%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left">Insulet Corp.</div>
</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 10.42%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 3%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 2%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 9%; BACKGROUND-COLOR: #cceeff">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; WIDTH: 725px; BACKGROUND-COLOR: #ffffff" colspan="2">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left; MARGIN-LEFT: 10pt">1.25% due 09/15/21<sup style="vertical-align: text-top; line-height: 1; font-size: smaller">3</sup></div>
</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 10.42%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: right"><font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;</font>1,407,000</div>
</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 3%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 2%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 9%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: right"><font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;</font>1,393,809</div>
</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; WIDTH: 725px; BACKGROUND-COLOR: #cceeff" colspan="2">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left">J Sainsbury plc</div>
</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 10.42%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 3%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 2%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 9%; BACKGROUND-COLOR: #cceeff">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; WIDTH: 725px; BACKGROUND-COLOR: #ffffff" colspan="2">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left; MARGIN-LEFT: 10pt">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: top; WIDTH: 10.42%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: right"><font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;</font>1,000,000 GBP</div>
</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 3%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 2%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 9%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: right"><font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;</font>1,315,973</div>
</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; WIDTH: 75%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left">Incyte Corp.</div>
</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 10.42%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 3%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 2%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 9%; BACKGROUND-COLOR: #cceeff">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; WIDTH: 725px; BACKGROUND-COLOR: #ffffff" colspan="2">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left; MARGIN-LEFT: 10pt">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: top; WIDTH: 10.42%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: right"><font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;</font>501,000</div>
</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 3%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 2%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 9%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: right"><font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;</font>1,189,562</div>
</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; WIDTH: 725px; BACKGROUND-COLOR: #cceeff" colspan="2">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left">Depomed, Inc.</div>
</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 10.42%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 3%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 2%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 9%; BACKGROUND-COLOR: #cceeff">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; WIDTH: 725px; BACKGROUND-COLOR: #ffffff" colspan="2">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left; MARGIN-LEFT: 10pt">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: top; WIDTH: 10.42%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: right"><font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;</font>1,027,000</div>
</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 3%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 2%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 9%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: right"><font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;</font>1,178,483</div>
</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; WIDTH: 725px; BACKGROUND-COLOR: #cceeff" colspan="2">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left">Clovis Oncology, Inc.</div>
</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 10.42%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 3%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 2%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 9%; BACKGROUND-COLOR: #cceeff">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; WIDTH: 725px; BACKGROUND-COLOR: #ffffff" colspan="2">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left; MARGIN-LEFT: 10pt">2.50% due 09/15/21</div>
</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 10.42%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: right"><font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;</font>881,000</div>
</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 3%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 2%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 9%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: right"><font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;</font>1,153,009</div>
</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; BACKGROUND-COLOR: #cceeff" colspan="3">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left">Sucampo Pharmaceuticals, Inc.</div>
</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 3%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 2%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 9%; BACKGROUND-COLOR: #cceeff">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; WIDTH: 725px; BACKGROUND-COLOR: #ffffff" colspan="2">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left; MARGIN-LEFT: 10pt">3.25% due 12/15/21<sup style="vertical-align: text-top; line-height: 1; font-size: smaller">3</sup></div>
</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 10.42%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: right"><font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;</font>1,126,000</div>
</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 3%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 2%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 9%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: right"><font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;</font>1,101,369</div>
</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; BACKGROUND-COLOR: #cceeff" colspan="3">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left">Intercept Pharmaceuticals, Inc.</div>
</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 3%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 2%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 9%; BACKGROUND-COLOR: #cceeff">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; WIDTH: 725px; BACKGROUND-COLOR: #ffffff" colspan="2">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left; MARGIN-LEFT: 10pt">3.25% due 07/01/23</div>
</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 10.42%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: right"><font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;</font>1,158,000</div>
</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 3%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 2%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 9%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: right"><font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;</font>1,070,426</div>
</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; WIDTH: 725px; BACKGROUND-COLOR: #cceeff" colspan="2">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left">Herbalife Ltd.</div>
</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 10.42%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 3%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 2%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 9%; BACKGROUND-COLOR: #cceeff">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; WIDTH: 725px; BACKGROUND-COLOR: #ffffff" colspan="2">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left; MARGIN-LEFT: 10pt">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: top; WIDTH: 10.42%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: right"><font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;</font>941,000</div>
</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 3%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 2%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 9%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: right"><font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;</font>906,305</div>
</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; BACKGROUND-COLOR: #cceeff" colspan="3">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left">Element Fleet Management Corp.</div>
</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 3%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 2%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 9%; BACKGROUND-COLOR: #cceeff">&#160;</td>
</tr>

<tr style="HEIGHT: 14px">
<td style="VERTICAL-ALIGN: top; WIDTH: 725px; BACKGROUND-COLOR: #ffffff" colspan="2">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left; MARGIN-LEFT: 10pt">4.25% due 06/30/20<sup style="vertical-align: text-top; line-height: 1; font-size: smaller">3</sup></div>
</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 10.42%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: right"><font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;</font>875,000 CAD</div>
</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 3%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 2%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 9%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: right"><font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;</font>694,631</div>
</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; BACKGROUND-COLOR: #cceeff" colspan="3">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left">Emergent BioSolutions, Inc.</div>
</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 3%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 2%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 9%; BACKGROUND-COLOR: #cceeff">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; WIDTH: 725px; BACKGROUND-COLOR: #ffffff" colspan="2">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left; MARGIN-LEFT: 10pt">2.88% due 01/15/21</div>
</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 10.42%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: right"><font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;</font>541,000</div>
</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 3%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 2%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 9%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: right"><font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;</font>664,416</div>
</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; WIDTH: 725px; BACKGROUND-COLOR: #cceeff" colspan="2">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left">Repligen Corp.</div>
</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 10.42%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 3%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 2%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 9%; BACKGROUND-COLOR: #cceeff">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; WIDTH: 725px; BACKGROUND-COLOR: #ffffff" colspan="2">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left; MARGIN-LEFT: 10pt">2.13% due 06/01/21</div>
</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 10.42%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: right"><font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;</font>370,000</div>
</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 3%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 2%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 9%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: right"><font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;</font>424,113</div>
</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; BACKGROUND-COLOR: #cceeff" colspan="3">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; FONT-WEIGHT: bold; TEXT-ALIGN: left">Total Consumer, Non-cyclical</div>
</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 3%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 2%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="BORDER-TOP: #000000 2px solid; VERTICAL-ALIGN: top; BORDER-BOTTOM: #000000 2px solid; WIDTH: 9%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: right"><font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;</font>53,507,812</div>
</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; WIDTH: 725px; BACKGROUND-COLOR: #ffffff" colspan="2">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; FONT-WEIGHT: bold; TEXT-ALIGN: left">Communications -<font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;&#160;</font>12.1%</div>
</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 10.42%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 3%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 2%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 9%; BACKGROUND-COLOR: #ffffff">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; WIDTH: 725px; BACKGROUND-COLOR: #cceeff" colspan="2">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left">DISH Network Corp.</div>
</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 10.42%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 3%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 2%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 9%; BACKGROUND-COLOR: #cceeff">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; WIDTH: 725px; BACKGROUND-COLOR: #ffffff" colspan="2">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left; MARGIN-LEFT: 10pt">3.38% due 08/15/26<sup style="vertical-align: text-top; line-height: 1; font-size: smaller">1,3</sup></div>
</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 10.42%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: right"><font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;</font>7,415,000</div>
</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 3%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 2%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 9%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: right"><font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;</font>8,698,722</div>
</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; WIDTH: 75%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left">Finisar Corp.</div>
</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 10.42%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 3%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 2%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 9%; BACKGROUND-COLOR: #cceeff">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; WIDTH: 725px; BACKGROUND-COLOR: #ffffff" colspan="2">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left; MARGIN-LEFT: 10pt">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: top; WIDTH: 10.42%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: right"><font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;</font>4,000,000</div>
</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 3%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 2%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 9%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: right"><font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;</font>4,675,000</div>
</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; WIDTH: 725px; BACKGROUND-COLOR: #cceeff" colspan="2">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left; MARGIN-LEFT: 10pt">0.50% due 12/15/36<sup style="vertical-align: text-top; line-height: 1; font-size: smaller">3</sup></div>
</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 10.42%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: right"><font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;</font>1,610,000</div>
</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 3%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 2%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 9%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: right"><font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;</font>1,625,094</div>
</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; WIDTH: 75%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left">Twitter, Inc.</div>
</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 10.42%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 3%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 2%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 9%; BACKGROUND-COLOR: #ffffff">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; WIDTH: 725px; BACKGROUND-COLOR: #cceeff" colspan="2">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left; MARGIN-LEFT: 10pt">0.25% due 09/15/19<sup style="vertical-align: text-top; line-height: 1; font-size: smaller">1</sup></div>
</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 10.42%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: right"><font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;</font>4,250,000</div>
</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 3%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 2%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 9%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: right"><font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;</font>4,002,969</div>
</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; WIDTH: 725px; BACKGROUND-COLOR: #ffffff" colspan="2">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left; MARGIN-LEFT: 10pt">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: top; WIDTH: 10.42%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: right"><font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;</font>2,081,000</div>
</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 3%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 2%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 9%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: right"><font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;</font>1,908,017</div>
</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; WIDTH: 725px; BACKGROUND-COLOR: #cceeff" colspan="2">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left">Priceline Group, Inc.</div>
</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 10.42%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 3%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 2%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 9%; BACKGROUND-COLOR: #cceeff">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; WIDTH: 725px; BACKGROUND-COLOR: #ffffff" colspan="2">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left; MARGIN-LEFT: 10pt">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: top; WIDTH: 10.42%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: right"><font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;</font>4,213,000</div>
</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 3%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 2%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 9%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: right"><font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;</font>5,632,254</div>
</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; WIDTH: 75%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left">FireEye, Inc.</div>
</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 10.42%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 3%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 2%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 9%; BACKGROUND-COLOR: #cceeff">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; WIDTH: 725px; BACKGROUND-COLOR: #ffffff" colspan="2">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left; MARGIN-LEFT: 10pt">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: top; WIDTH: 10.42%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: right"><font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;</font>2,700,000</div>
</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 3%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 2%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 9%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: right"><font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;</font>2,494,125</div>
</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; WIDTH: 725px; BACKGROUND-COLOR: #cceeff" colspan="2">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left; MARGIN-LEFT: 10pt">1.63% due 06/01/35</div>
</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 10.42%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: right"><font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;</font>1,678,000</div>
</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 3%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 2%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 9%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: right"><font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;</font>1,502,859</div>
</td>
</tr>
</table>
</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: 'Times New Roman'; TEXT-ALIGN: left">&#160;</div>

<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman'; TEXT-ALIGN: left">
<table id="ze84725feba6e4f9c97c6711fcaa8ede7" style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; BORDER-COLLAPSE: collapse; WIDTH: 100%" cellspacing="0" cellpadding="0">
<tr>
<td style="VERTICAL-ALIGN: middle; WIDTH: 80.41%">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; 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="VERTICAL-ALIGN: middle; BORDER-BOTTOM: #000000 1px solid; WIDTH: 80.41%">
<div style="FONT-SIZE: 14pt; FONT-FAMILY: Arial; FONT-WEIGHT: bold; TEXT-ALIGN: left">SCHEDULE OF INVESTMENTS <font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; FONT-STYLE: italic">(Unaudited)</font></div>
</td>
<td style="VERTICAL-ALIGN: middle; BORDER-BOTTOM: #000000 1px solid; WIDTH: 19.59%">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: right">January 31, 2017</div>
</td>
</tr>
</table>
</div>

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

<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman'; TEXT-ALIGN: left">
<table id="zef910bbdc0f44b768f985a8c7d70fb49" style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; BORDER-COLLAPSE: collapse; WIDTH: 100%" cellspacing="0" cellpadding="0">
<tr>
<td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; WIDTH: 75%">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; WIDTH: 2%">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; WIDTH: 9%">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; FONT-WEIGHT: bold; TEXT-ALIGN: right">Face<font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial"><br>
</font> Amount~</div>
</td>
<td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; WIDTH: 3%">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; WIDTH: 2%">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; WIDTH: 9%">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; FONT-WEIGHT: bold; TEXT-ALIGN: right">Value</div>
</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff" colspan="6">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left"><font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; FONT-WEIGHT: bold">CONVERTIBLE BONDS</font><sup style="vertical-align: text-top; line-height: 1; font-size: smaller;FONT-FAMILY: 'Franklin Gothic Book', 'Franklin Gothic Medium', sans-serif; FONT-WEIGHT: bold">&#8224;&#8224;</sup>&#160;<font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; FONT-WEIGHT: bold">- 67.4% (continued)</font></div>
</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 75%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; FONT-WEIGHT: bold; TEXT-ALIGN: left">Communications -<font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;&#160;</font>12.1% (continued)</div>
</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 2%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 9%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 3%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 2%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 9%; BACKGROUND-COLOR: #ffffff">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 75%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left">Proofpoint, Inc.</div>
</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 2%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 9%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 3%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 2%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 9%; BACKGROUND-COLOR: #cceeff">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 75%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; 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; WIDTH: 2%; BACKGROUND-COLOR: #ffffff">$</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 9%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: right">2,677,000</div>
</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 3%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 2%; BACKGROUND-COLOR: #ffffff">$</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 9%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: right">3,214,073</div>
</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 75%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left">WebMD Health Corp.</div>
</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 2%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 9%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 3%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 2%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 9%; BACKGROUND-COLOR: #cceeff">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 75%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left; TEXT-INDENT: 9pt">2.50% due 01/31/18</div>
</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 2%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 9%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: right"><font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;</font>1,240,000</div>
</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 3%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 2%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 9%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: right"><font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;</font>1,278,749</div>
</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 75%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left; TEXT-INDENT: 9pt">2.63% due 06/15/23<sup style="vertical-align: text-top; line-height: 1; font-size: smaller">3</sup></div>
</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 2%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 9%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: right"><font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;</font>1,304,000</div>
</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 3%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 2%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 9%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: right"><font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;</font>1,235,541</div>
</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 75%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left; TEXT-INDENT: 9pt">1.50% due 12/01/20</div>
</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 2%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 9%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: right"><font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;</font>561,000</div>
</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 3%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 2%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 9%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: right"><font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;</font>636,735</div>
</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 75%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left">Ctrip.com International Ltd.</div>
</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 2%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 9%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 3%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 2%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 9%; BACKGROUND-COLOR: #cceeff">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 75%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; 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; WIDTH: 2%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 9%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: right"><font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;</font>1,250,000</div>
</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 3%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 2%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 9%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: right"><font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;</font>1,517,969</div>
</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 75%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left; TEXT-INDENT: 9pt">1.00% due 07/01/20</div>
</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 2%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 9%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: right"><font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;</font>1,347,000</div>
</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 3%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 2%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 9%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: right"><font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;</font>1,425,294</div>
</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 75%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left">Web.com Group, Inc.</div>
</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 2%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 9%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 3%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 2%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 9%; BACKGROUND-COLOR: #ffffff">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 75%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left; TEXT-INDENT: 9pt">1.00% due 08/15/18</div>
</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 2%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 9%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: right"><font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;</font>3,000,000</div>
</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 3%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 2%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 9%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: right"><font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;</font>2,891,250</div>
</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 75%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left">Liberty Media Corp.</div>
</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 2%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 9%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 3%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 2%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 9%; BACKGROUND-COLOR: #ffffff">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 75%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left; TEXT-INDENT: 9pt">1.38% due 10/15/23</div>
</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 2%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 9%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: right"><font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;</font>1,769,000</div>
</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 3%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 2%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 9%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: right"><font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;</font>1,921,576</div>
</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 75%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left">Ciena Corp.</div>
</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 2%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 9%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 3%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 2%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 9%; BACKGROUND-COLOR: #ffffff">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 75%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; 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; WIDTH: 2%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 9%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: right"><font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;</font>996,000</div>
</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 3%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 2%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 9%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: right"><font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;</font>1,395,645</div>
</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 75%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left">World Wrestling Entertainment, Inc.</div>
</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 2%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 9%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 3%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 2%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 9%; BACKGROUND-COLOR: #ffffff">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 75%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left; TEXT-INDENT: 9pt">3.38% due 12/15/23<sup style="vertical-align: text-top; line-height: 1; font-size: smaller">3</sup></div>
</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 2%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 9%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: right"><font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;</font>1,203,000</div>
</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 3%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 2%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 9%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: right"><font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;</font>1,215,030</div>
</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 75%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left">Liberty Interactive LLC</div>
</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 2%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 9%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 3%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 2%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 9%; BACKGROUND-COLOR: #ffffff">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 75%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left; TEXT-INDENT: 9pt">1.75% due 09/30/46<sup style="vertical-align: text-top; line-height: 1; font-size: smaller">1,3</sup></div>
</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 2%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 9%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: right"><font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;</font>1,067,000</div>
</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 3%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 2%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 9%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: right"><font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;</font>1,202,376</div>
</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 75%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left">Zillow Group, Inc.</div>
</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 2%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 9%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 3%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 2%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 9%; BACKGROUND-COLOR: #ffffff">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 75%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left; TEXT-INDENT: 9pt">2.00% due 12/01/21<sup style="vertical-align: text-top; line-height: 1; font-size: smaller">3</sup></div>
</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 2%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 9%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: right"><font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;</font>301,000</div>
</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 3%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 2%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 9%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: right"><font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;</font>304,198</div>
</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 75%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; FONT-WEIGHT: bold; TEXT-ALIGN: left">Total Communications</div>
</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 2%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 9%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 3%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="BORDER-TOP: #000000 2px solid; VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; WIDTH: 2%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="BORDER-TOP: #000000 2px solid; VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; WIDTH: 9%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: right"><font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;</font>48,777,476</div>
</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 75%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; FONT-WEIGHT: bold; TEXT-ALIGN: left">Financial&#160;-<font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;&#160;</font>7.3%</div>
</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 2%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 9%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 3%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 2%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 9%; BACKGROUND-COLOR: #cceeff">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 75%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left">Colony NorthStar, Inc.</div>
</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 2%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 9%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 3%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 2%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 9%; BACKGROUND-COLOR: #ffffff">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 75%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; 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; WIDTH: 2%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 9%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: right"><font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;</font>6,075,000</div>
</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 3%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 2%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 9%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: right"><font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;</font>6,093,983</div>
</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 75%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left">Colony Starwood Homes</div>
</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 2%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 9%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 3%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 2%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 9%; BACKGROUND-COLOR: #ffffff">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 75%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; 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; WIDTH: 2%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 9%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: right"><font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;</font>2,980,000</div>
</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 3%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 2%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 9%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: right"><font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;</font>3,371,125</div>
</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 75%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left">Forest City Realty Trust, Inc.</div>
</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 2%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 9%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 3%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 2%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 9%; BACKGROUND-COLOR: #ffffff">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 75%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left; TEXT-INDENT: 9pt">4.25% due 08/15/18</div>
</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 2%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 9%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: right"><font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;</font>2,820,000</div>
</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 3%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 2%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 9%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: right"><font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;</font>3,205,988</div>
</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 75%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left">VEREIT Inc.</div>
</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 2%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 9%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 3%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 2%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 9%; BACKGROUND-COLOR: #ffffff">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 75%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left; TEXT-INDENT: 9pt">3.00% due 08/01/18</div>
</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 2%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 9%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: right"><font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;</font>3,100,000</div>
</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 3%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 2%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 9%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: right"><font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;</font>3,086,438</div>
</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 75%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left">Air Lease Corp.</div>
</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 2%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 9%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 3%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 2%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 9%; BACKGROUND-COLOR: #ffffff">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 75%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; 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; WIDTH: 2%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 9%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: right"><font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;</font>2,091,000</div>
</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 3%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 2%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 9%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: right"><font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;</font>2,916,945</div>
</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 75%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left">Starwood Property Trust, Inc.</div>
</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 2%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 9%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 3%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 2%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 9%; BACKGROUND-COLOR: #ffffff">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 75%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; 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; WIDTH: 2%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 9%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: right"><font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;</font>2,314,000</div>
</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 3%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 2%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 9%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: right"><font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;</font>2,614,820</div>
</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 75%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left">Fidelity National Financial, Inc.</div>
</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 2%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 9%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 3%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 2%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 9%; BACKGROUND-COLOR: #ffffff">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 75%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; 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; WIDTH: 2%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 9%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: right"><font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;</font>1,074,000</div>
</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 3%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 2%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 9%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: right"><font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;</font>2,141,959</div>
</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 75%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left">Extra Space Storage, LP</div>
</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 2%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 9%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 3%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 2%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 9%; BACKGROUND-COLOR: #ffffff">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 75%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left; TEXT-INDENT: 9pt">3.13% due 10/01/35<sup style="vertical-align: text-top; line-height: 1; font-size: smaller">1,3</sup></div>
</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 2%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 9%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: right"><font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;</font>1,683,000</div>
</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 3%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 2%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 9%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: right"><font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;</font>1,735,594</div>
</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 75%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left">Blackhawk Network Holdings, Inc.</div>
</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 2%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 9%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 3%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 2%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 9%; BACKGROUND-COLOR: #ffffff">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 75%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left; TEXT-INDENT: 9pt">1.50% due 01/15/22<sup style="vertical-align: text-top; line-height: 1; font-size: smaller">3</sup></div>
</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 2%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 9%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: right"><font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;</font>1,322,000</div>
</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 3%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 2%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 9%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: right"><font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;</font>1,333,568</div>
</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 75%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left">PRA Group, Inc.</div>
</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 2%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 9%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 3%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 2%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 9%; BACKGROUND-COLOR: #ffffff">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 75%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; 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; WIDTH: 2%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 9%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: right"><font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;</font>1,173,000</div>
</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 3%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 2%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 9%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: right"><font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;</font>1,122,414</div>
</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 75%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left">MGIC Investment Corp.</div>
</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 2%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 9%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 3%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 2%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 9%; BACKGROUND-COLOR: #ffffff">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 75%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; 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; WIDTH: 2%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 9%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: right"><font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;</font>596,000</div>
</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 3%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 2%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 9%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: right"><font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;</font>917,840</div>
</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 75%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left">Empire State Realty OP, LP</div>
</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 2%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 9%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 3%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 2%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 9%; BACKGROUND-COLOR: #ffffff">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 75%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left; TEXT-INDENT: 9pt">2.63% due 08/15/19<sup style="vertical-align: text-top; line-height: 1; font-size: smaller">3</sup></div>
</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 2%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 9%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: right"><font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;</font>792,000</div>
</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 3%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 2%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 9%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: right"><font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;</font>901,890</div>
</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 75%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; FONT-WEIGHT: bold; TEXT-ALIGN: left">Total Financial</div>
</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 2%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 9%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 3%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="BORDER-TOP: #000000 2px solid; VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; WIDTH: 2%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="BORDER-TOP: #000000 2px solid; VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; WIDTH: 9%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: right"><font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;</font>29,442,564</div>
</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 75%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; FONT-WEIGHT: bold; TEXT-ALIGN: left">Energy&#160;-<font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;&#160;</font>6.1%</div>
</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 2%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 9%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 3%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 2%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 9%; BACKGROUND-COLOR: #cceeff">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 75%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left">Chesapeake Energy Corp.</div>
</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 2%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 9%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 3%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 2%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 9%; BACKGROUND-COLOR: #ffffff">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 75%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left; TEXT-INDENT: 9pt">5.50% due 09/15/26<sup style="vertical-align: text-top; line-height: 1; font-size: smaller">3</sup></div>
</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 2%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 9%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: right"><font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;</font>8,206,000</div>
</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 3%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 2%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 9%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: right"><font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;</font>8,785,548</div>
</td>
</tr>
</table>
</div>

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

<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman'; TEXT-ALIGN: left">
<table id="z52e98741bcf04987959b9b95c4643f14" style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; BORDER-COLLAPSE: collapse; WIDTH: 100%" cellspacing="0" cellpadding="0">
<tr>
<td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; WIDTH: 75%">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; WIDTH: 1%">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; WIDTH: 10.42%">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; FONT-WEIGHT: bold; TEXT-ALIGN: right">Face<font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial"><br>
</font> Amount~</div>
</td>
<td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; WIDTH: 3%">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; WIDTH: 2%">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; WIDTH: 9%">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; FONT-WEIGHT: bold; TEXT-ALIGN: right">Value</div>
</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff" colspan="6">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left"><font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; FONT-WEIGHT: bold">CONVERTIBLE BONDS</font><sup style="vertical-align: text-top; line-height: 1; font-size: smaller;FONT-FAMILY: 'Franklin Gothic Book', 'Franklin Gothic Medium', sans-serif; FONT-WEIGHT: bold">&#8224;&#8224;</sup>&#160;<font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; FONT-WEIGHT: bold">- 67.4% (continued)</font></div>
</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 75%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; FONT-WEIGHT: bold; TEXT-ALIGN: left">Energy -<font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;&#160;</font>6.1% (continued)</div>
</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 10.42%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 3%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 2%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 9%; BACKGROUND-COLOR: #ffffff">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 75%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left">Weatherford International Ltd.</div>
</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 10.42%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 3%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 2%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 9%; BACKGROUND-COLOR: #cceeff">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 75%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; 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; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">$</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 10.42%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: right">6,238,000</div>
</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 3%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 2%; BACKGROUND-COLOR: #ffffff">$</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 9%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: right">6,998,256</div>
</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 75%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left">Nabors Industries, Inc.</div>
</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 10.42%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 3%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 2%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 9%; BACKGROUND-COLOR: #cceeff">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 75%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left; TEXT-INDENT: 9pt">0.75% due 01/15/24<sup style="vertical-align: text-top; line-height: 1; font-size: smaller">3</sup></div>
</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 10.42%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: right"><font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;</font>2,328,000</div>
</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 3%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 2%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 9%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: right"><font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;</font>2,360,010</div>
</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 75%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left">SM Energy Co.</div>
</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 10.42%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 3%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 2%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 9%; BACKGROUND-COLOR: #cceeff">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 75%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left; TEXT-INDENT: 9pt">1.50% due 07/01/21</div>
</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 10.42%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: right"><font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;</font>1,488,000</div>
</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 3%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 2%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 9%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: right"><font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;</font>1,630,290</div>
</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 75%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left">PDC Energy, Inc.</div>
</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 10.42%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 3%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 2%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 9%; BACKGROUND-COLOR: #cceeff">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 75%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left; TEXT-INDENT: 9pt">1.13% 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; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 10.42%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: right"><font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;</font>1,437,000</div>
</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 3%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 2%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 9%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: right"><font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;</font>1,625,607</div>
</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 75%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left">Ensco Jersey Finance Ltd.</div>
</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 10.42%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 3%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 2%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 9%; BACKGROUND-COLOR: #cceeff">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 75%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left; TEXT-INDENT: 9pt">3.00% due 01/31/24<sup style="vertical-align: text-top; line-height: 1; font-size: smaller">3</sup></div>
</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 10.42%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: right"><font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;</font>1,479,000</div>
</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 3%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 2%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 9%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: right"><font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;</font>1,619,505</div>
</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 75%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left">Oasis Petroleum, Inc.</div>
</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 10.42%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 3%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 2%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 9%; BACKGROUND-COLOR: #cceeff">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 75%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left; TEXT-INDENT: 9pt">2.63% due 09/15/23</div>
</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 10.42%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: right"><font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;</font>1,085,000</div>
</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 3%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 2%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 9%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: right"><font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;</font>1,451,188</div>
</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 75%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; FONT-WEIGHT: bold; TEXT-ALIGN: left">Total Energy</div>
</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 10.42%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 3%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="BORDER-TOP: #000000 2px solid; VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; WIDTH: 2%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="BORDER-TOP: #000000 2px solid; VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; WIDTH: 9%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: right"><font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;</font>24,470,404</div>
</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 75%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; FONT-WEIGHT: bold; TEXT-ALIGN: left">Industrial&#160;-<font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;&#160;</font>3.4%</div>
</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 10.42%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 3%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 2%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 9%; BACKGROUND-COLOR: #ffffff">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 75%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left">Dycom Industries, Inc.</div>
</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 10.42%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 3%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 2%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 9%; BACKGROUND-COLOR: #cceeff">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 75%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; 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</sup></div>
</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 10.42%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: right"><font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;</font>3,146,000</div>
</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 3%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 2%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 9%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: right"><font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;</font>3,437,004</div>
</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 75%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left">Cemex SAB de CV</div>
</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 10.42%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 3%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 2%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 9%; BACKGROUND-COLOR: #cceeff">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 75%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left; TEXT-INDENT: 9pt">3.72% due 03/15/20</div>
</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 10.42%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: right"><font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;</font>2,815,000</div>
</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 3%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 2%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 9%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: right"><font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;</font>3,241,418</div>
</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 75%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left">Aerojet Rocketdyne Holdings, Inc.</div>
</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 10.42%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 3%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 2%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 9%; BACKGROUND-COLOR: #cceeff">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 75%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left; TEXT-INDENT: 9pt">2.25% due 12/15/23<sup style="vertical-align: text-top; line-height: 1; font-size: smaller">3</sup></div>
</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 10.42%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: right"><font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;</font>1,789,000</div>
</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 3%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 2%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 9%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: right"><font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;</font>1,777,819</div>
</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 75%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left">SunPower Corp.</div>
</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 10.42%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 3%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 2%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 9%; BACKGROUND-COLOR: #cceeff">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 75%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; 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</sup></div>
</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 10.42%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: right"><font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;</font>1,923,000</div>
</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 3%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 2%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 9%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: right"><font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;</font>1,406,194</div>
</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 75%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left">Atlas Air Worldwide Holdings, Inc.</div>
</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 10.42%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 3%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 2%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 9%; BACKGROUND-COLOR: #cceeff">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 75%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; 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; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 10.42%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: right"><font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;</font>1,260,000</div>
</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 3%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 2%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 9%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: right"><font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;</font>1,311,975</div>
</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 75%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left">RTI International Metals, Inc.</div>
</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 10.42%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 3%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 2%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 9%; BACKGROUND-COLOR: #cceeff">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 75%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left; TEXT-INDENT: 9pt">1.63% due 10/15/19</div>
</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 10.42%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: right"><font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;</font>1,172,000</div>
</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 3%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 2%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 9%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: right"><font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;</font>1,284,805</div>
</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 75%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left">Vishay Intertechnology, Inc.</div>
</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 10.42%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 3%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 2%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 9%; BACKGROUND-COLOR: #cceeff">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 75%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left; TEXT-INDENT: 9pt">2.25% due 05/15/41</div>
</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 10.42%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: right"><font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;</font>652,000</div>
</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 3%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 2%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 9%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: right"><font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;</font>641,813</div>
</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 75%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left">BW Group Ltd.</div>
</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 10.42%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 3%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 2%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 9%; BACKGROUND-COLOR: #cceeff">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 75%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left; TEXT-INDENT: 9pt">1.75% due 09/10/19</div>
</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 10.42%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: right"><font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;</font>600,000</div>
</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 3%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 2%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 9%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: right"><font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;</font>563,700</div>
</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 75%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; FONT-WEIGHT: bold; TEXT-ALIGN: left">Total Industrial</div>
</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 10.42%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 3%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="BORDER-TOP: #000000 2px solid; VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; WIDTH: 2%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="BORDER-TOP: #000000 2px solid; VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; WIDTH: 9%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: right"><font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;</font>13,664,728</div>
</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 75%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; FONT-WEIGHT: bold; TEXT-ALIGN: left">Consumer, Cyclical&#160;-<font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;&#160;</font>2.7%</div>
</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 10.42%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 3%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 2%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 9%; BACKGROUND-COLOR: #ffffff">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 75%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left">CalAtlantic Group, Inc.</div>
</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 10.42%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 3%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 2%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 9%; BACKGROUND-COLOR: #cceeff">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 75%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; 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; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 10.42%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: right"><font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;</font>2,262,000</div>
</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 3%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 2%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 9%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: right"><font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;</font>2,761,054</div>
</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 75%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; 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; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 10.42%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: right"><font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;</font>2,675,000</div>
</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 3%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 2%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 9%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: right"><font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;</font>2,501,125</div>
</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 75%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; 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; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 10.42%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: right"><font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;</font>860,000</div>
</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 3%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 2%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 9%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: right"><font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;</font>886,338</div>
</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 75%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left">RH</div>
</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 10.42%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 3%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 2%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 9%; BACKGROUND-COLOR: #cceeff">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 75%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left; TEXT-INDENT: 9pt">0.00% due 06/15/19<sup style="vertical-align: text-top; line-height: 1; font-size: smaller">1,3,6</sup></div>
</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 10.42%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: right"><font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;</font>2,608,000</div>
</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 3%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 2%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 9%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: right"><font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;</font>2,211,910</div>
</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 75%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left">Tesla, Inc.</div>
</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 10.42%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 3%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 2%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 9%; BACKGROUND-COLOR: #cceeff">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 75%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; 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; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 10.42%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: right"><font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;</font>1,574,000</div>
</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 3%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 2%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 9%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: right"><font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;</font>1,494,316</div>
</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 75%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left">Horizon Global Corp.</div>
</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 10.42%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 3%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 2%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 9%; BACKGROUND-COLOR: #cceeff">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 75%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left; TEXT-INDENT: 9pt">2.75% due 07/01/22</div>
</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 10.42%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: right"><font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;</font>891,000</div>
</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 3%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 2%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 9%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: right"><font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;</font>934,993</div>
</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 75%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; FONT-WEIGHT: bold; TEXT-ALIGN: left">Total Consumer, Cyclical</div>
</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 10.42%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 3%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="BORDER-TOP: #000000 2px solid; VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; WIDTH: 2%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="BORDER-TOP: #000000 2px solid; VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; WIDTH: 9%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: right"><font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;</font>10,789,736</div>
</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 75%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; FONT-WEIGHT: bold; TEXT-ALIGN: left">Utilities&#160;-<font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;&#160;</font>1.4%</div>
</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 10.42%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 3%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 2%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 9%; BACKGROUND-COLOR: #ffffff">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 75%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left">CenterPoint Energy, Inc.</div>
</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 10.42%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 3%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 2%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 9%; BACKGROUND-COLOR: #cceeff">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 75%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left; TEXT-INDENT: 9pt">4.18% due 09/15/29<sup style="vertical-align: text-top; line-height: 1; font-size: smaller">1,7</sup></div>
</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 10.42%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: right"><font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;</font>41,080</div>
</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 3%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 2%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 9%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: right"><font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;</font>2,867,898</div>
</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 75%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left">NRG Yield, Inc.</div>
</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 10.42%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 3%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 2%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 9%; BACKGROUND-COLOR: #cceeff">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 75%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left; TEXT-INDENT: 9pt">3.25% due 06/01/20<sup style="vertical-align: text-top; line-height: 1; font-size: smaller">1,3</sup></div>
</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 10.42%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: right"><font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;</font>2,800,000</div>
</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 3%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 2%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 9%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: right"><font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;</font>2,742,250</div>
</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 75%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; FONT-WEIGHT: bold; TEXT-ALIGN: left">Total Utilities</div>
</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 10.42%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 3%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="BORDER-TOP: #000000 2px solid; VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; WIDTH: 2%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="BORDER-TOP: #000000 2px solid; VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; WIDTH: 9%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: right"><font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;</font>5,610,148</div>
</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 75%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; FONT-WEIGHT: bold; TEXT-ALIGN: left">Basic Materials&#160;-<font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;&#160;</font>0.7%</div>
</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 10.42%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 3%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 2%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 9%; BACKGROUND-COLOR: #ffffff">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 75%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left">OCI NV</div>
</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 10.42%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 3%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 2%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 9%; BACKGROUND-COLOR: #cceeff">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 75%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left; TEXT-INDENT: 9pt">3.88% due 09/25/18</div>
</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 10.42%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: right"><font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;</font>1,700,000 EUR</div>
</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 3%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 2%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 9%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: right"><font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;</font>1,819,278</div>
</td>
</tr>
</table>
</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: 'Times New Roman'; TEXT-ALIGN: left"><br>
<table id="z8d20fc716518496c9a3f65ff971dcde1" style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; BORDER-COLLAPSE: collapse; WIDTH: 100%" cellspacing="0" cellpadding="0">
<tr>
<td style="VERTICAL-ALIGN: middle; WIDTH: 80.41%">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; 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="VERTICAL-ALIGN: middle; BORDER-BOTTOM: #000000 1px solid; WIDTH: 80.41%">
<div style="FONT-SIZE: 14pt; FONT-FAMILY: Arial; FONT-WEIGHT: bold; TEXT-ALIGN: left">SCHEDULE OF INVESTMENTS <font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; FONT-STYLE: italic">(Unaudited)</font></div>
</td>
<td style="VERTICAL-ALIGN: middle; BORDER-BOTTOM: #000000 1px solid; WIDTH: 19.59%">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: right">January 31, 2017</div>
</td>
</tr>
</table>
</div>

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

<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman'; TEXT-ALIGN: left">
<table id="z809b0535c10d4352a28de6acb8f7ab0b" style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; BORDER-COLLAPSE: collapse; WIDTH: 100%" cellspacing="0" cellpadding="0">
<tr>
<td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; WIDTH: 75%">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; WIDTH: 2%">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; WIDTH: 9%">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; FONT-WEIGHT: bold; TEXT-ALIGN: right">Face<font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial"><br>
</font> Amount~</div>
</td>
<td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; WIDTH: 3%">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; WIDTH: 2%">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; WIDTH: 9%">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; FONT-WEIGHT: bold; TEXT-ALIGN: right">Value</div>
</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff" colspan="6">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left"><font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; FONT-WEIGHT: bold">CONVERTIBLE BONDS</font><sup style="vertical-align: text-top; line-height: 1; font-size: smaller;FONT-FAMILY: 'Franklin Gothic Book', 'Franklin Gothic Medium', sans-serif; FONT-WEIGHT: bold">&#8224;&#8224;</sup>&#160;<font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; FONT-WEIGHT: bold">- 67.4% (continued)</font></div>
</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 75%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; FONT-WEIGHT: bold; TEXT-ALIGN: left">Basic Materials -<font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;&#160;</font>0.7% (continued)</div>
</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 2%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 9%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 3%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 2%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 9%; BACKGROUND-COLOR: #ffffff">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 75%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left">B2Gold Corp.</div>
</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 2%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 9%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 3%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 2%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 9%; BACKGROUND-COLOR: #cceeff">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 75%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left; TEXT-INDENT: 9pt">3.25% due 10/01/18</div>
</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 2%; BACKGROUND-COLOR: #ffffff">$</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 9%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: right">1,119,000</div>
</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 3%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 2%; BACKGROUND-COLOR: #ffffff">$</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 9%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: right">1,214,115</div>
</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 75%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; FONT-WEIGHT: bold; TEXT-ALIGN: left">Total Basic Materials</div>
</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 2%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 9%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 3%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="BORDER-TOP: #000000 2px solid; VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; WIDTH: 2%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="BORDER-TOP: #000000 2px solid; VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; WIDTH: 9%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: right"><font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;</font>3,033,393</div>
</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff" colspan="3">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; FONT-WEIGHT: bold; TEXT-ALIGN: left">Total Convertible Bonds</div>
</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 3%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 2%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 9%; BACKGROUND-COLOR: #ffffff">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff" colspan="3">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left; TEXT-INDENT: 9pt">(Cost $248,848,414)</div>
</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 3%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; WIDTH: 2%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; WIDTH: 9%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: right">272,129,787</div>
</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff" colspan="6">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left"><font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; FONT-WEIGHT: bold">CORPORATE BONDS</font><sup style="vertical-align: text-top; line-height: 1; font-size: smaller;FONT-FAMILY: 'Franklin Gothic Book', 'Franklin Gothic Medium', sans-serif; FONT-WEIGHT: bold">&#8224;&#8224;</sup>&#160;<font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; FONT-WEIGHT: bold">- </font><font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; FONT-WEIGHT: bold">57.5%</font></div>
</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 75%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; FONT-WEIGHT: bold; TEXT-ALIGN: left">Consumer, Non-cyclical&#160;-<font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;&#160;</font>12.0%</div>
</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 2%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 9%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 3%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 2%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 9%; BACKGROUND-COLOR: #cceeff">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 75%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left">HCA, Inc.</div>
</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 2%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 9%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 3%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 2%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 9%; BACKGROUND-COLOR: #ffffff">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 75%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left; TEXT-INDENT: 9pt">7.50% 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; WIDTH: 2%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 9%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: right"><font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;</font>1,950,000</div>
</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 3%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 2%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 9%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: right"><font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;</font>2,222,999</div>
</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 75%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left; TEXT-INDENT: 9pt">5.38% due 02/01/25</div>
</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 2%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 9%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: right"><font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;</font>1,485,000</div>
</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 3%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 2%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 9%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: right"><font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;</font>1,516,556</div>
</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 75%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; 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; WIDTH: 2%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 9%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: right"><font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;</font>1,291,000</div>
</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 3%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 2%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 9%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: right"><font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;</font>1,347,481</div>
</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 75%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left">United Rentals North America, Inc.</div>
</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 2%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 9%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 3%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 2%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 9%; BACKGROUND-COLOR: #ffffff">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 75%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; 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; WIDTH: 2%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 9%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: right"><font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;</font>2,600,000</div>
</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 3%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 2%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 9%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: right"><font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;</font>2,755,999</div>
</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 75%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; 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; WIDTH: 2%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 9%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: right"><font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;</font>1,750,000</div>
</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 3%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 2%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 9%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: right"><font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;</font>1,822,188</div>
</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 75%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left">Valeant Pharmaceuticals International, Inc.</div>
</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 2%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 9%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 3%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 2%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 9%; BACKGROUND-COLOR: #cceeff">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 75%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left; TEXT-INDENT: 9pt">6.13% due 04/15/25<sup style="vertical-align: text-top; line-height: 1; font-size: smaller">3</sup></div>
</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 2%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 9%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: right"><font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;</font>5,200,000</div>
</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 3%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 2%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 9%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: right"><font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;</font>3,912,999</div>
</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 75%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left">Tenet Healthcare Corp.</div>
</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 2%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 9%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 3%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 2%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 9%; BACKGROUND-COLOR: #cceeff">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 75%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; 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; WIDTH: 2%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 9%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: right"><font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;</font>1,700,000</div>
</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 3%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 2%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 9%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: right"><font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;</font>1,797,750</div>
</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 75%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left; TEXT-INDENT: 9pt">8.13% due 04/01/22</div>
</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 2%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 9%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: right"><font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;</font>989,000</div>
</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 3%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 2%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 9%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: right"><font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;</font>1,003,835</div>
</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 75%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; 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; WIDTH: 2%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 9%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: right"><font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;</font>774,000</div>
</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 3%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 2%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 9%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: right"><font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;</font>781,740</div>
</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 75%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left">Endo Limited / Endo Finance LLC / Endo Finco, Inc.</div>
</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 2%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 9%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 3%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 2%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 9%; BACKGROUND-COLOR: #cceeff">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 75%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left; TEXT-INDENT: 9pt">6.00% due 02/01/25<sup style="vertical-align: text-top; line-height: 1; font-size: smaller">1,3</sup></div>
</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 2%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 9%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: right"><font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;</font>4,000,000</div>
</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 3%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 2%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 9%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: right"><font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;</font>3,275,000</div>
</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 75%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left">Molina Healthcare, Inc.</div>
</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 2%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 9%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 3%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 2%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 9%; BACKGROUND-COLOR: #cceeff">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 75%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; 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</sup></div>
</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 2%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 9%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: right"><font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;</font>2,600,000</div>
</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 3%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 2%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 9%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: right"><font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;</font>2,697,500</div>
</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 75%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left">HealthSouth Corp.</div>
</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 2%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 9%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 3%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 2%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 9%; BACKGROUND-COLOR: #cceeff">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 75%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; 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; WIDTH: 2%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 9%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: right"><font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;</font>2,625,000</div>
</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 3%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 2%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 9%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: right"><font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;</font>2,644,688</div>
</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 75%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left">CHS/Community Health Systems, Inc.</div>
</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 2%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 9%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 3%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 2%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 9%; BACKGROUND-COLOR: #cceeff">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 75%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; 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; WIDTH: 2%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 9%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: right"><font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;</font>2,277,000</div>
</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 3%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 2%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 9%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: right"><font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;</font>1,667,903</div>
</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 75%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; 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; WIDTH: 2%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 9%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: right"><font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;</font>950,000</div>
</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 3%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 2%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 9%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: right"><font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;</font>897,750</div>
</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 75%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left">Revlon Consumer Products Corp.</div>
</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 2%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 9%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 3%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 2%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 9%; BACKGROUND-COLOR: #ffffff">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 75%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left; TEXT-INDENT: 9pt">6.25% due 08/01/24</div>
</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 2%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 9%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: right"><font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;</font>1,980,000</div>
</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 3%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 2%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 9%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: right"><font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;</font>2,054,250</div>
</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 75%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left">Quorum Health Corp.</div>
</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 2%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 9%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 3%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 2%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 9%; BACKGROUND-COLOR: #ffffff">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 75%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left; TEXT-INDENT: 9pt">11.63% due 04/15/23<sup style="vertical-align: text-top; line-height: 1; font-size: smaller">3</sup></div>
</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 2%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 9%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: right"><font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;</font>2,042,000</div>
</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 3%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 2%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 9%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: right"><font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;</font>1,929,690</div>
</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 75%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left">Horizon Pharma, Inc.</div>
</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 2%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 9%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 3%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 2%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 9%; BACKGROUND-COLOR: #ffffff">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 75%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; 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; WIDTH: 2%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 9%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: right"><font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;</font>1,875,000</div>
</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 3%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 2%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 9%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: right"><font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;</font>1,814,063</div>
</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 75%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left">Land O'Lakes Capital Trust I</div>
</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 2%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 9%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 3%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 2%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 9%; BACKGROUND-COLOR: #ffffff">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 75%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left; TEXT-INDENT: 9pt">7.45% due 03/15/28<sup style="vertical-align: text-top; line-height: 1; font-size: smaller">1,3</sup></div>
</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 2%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 9%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: right"><font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;</font>1,500,000</div>
</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 3%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 2%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 9%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: right"><font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;</font>1,691,250</div>
</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 75%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left">Sotheby's</div>
</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 2%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 9%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 3%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 2%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 9%; BACKGROUND-COLOR: #ffffff">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 75%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left; TEXT-INDENT: 9pt">5.25% due 10/01/22<sup style="vertical-align: text-top; line-height: 1; font-size: smaller">1,3</sup></div>
</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 2%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 9%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: right"><font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;</font>1,667,000</div>
</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 3%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 2%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 9%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: right"><font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;</font>1,683,670</div>
</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 75%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left">Greatbatch Ltd.</div>
</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 2%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 9%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 3%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 2%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 9%; BACKGROUND-COLOR: #ffffff">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 75%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left; TEXT-INDENT: 9pt">9.13% due 11/01/23<sup style="vertical-align: text-top; line-height: 1; font-size: smaller">3</sup></div>
</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 2%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 9%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: right"><font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;</font>1,485,000</div>
</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 3%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 2%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 9%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: right"><font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;</font>1,553,681</div>
</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 75%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left">Cenveo Corp.</div>
</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 2%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 9%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 3%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 2%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 9%; BACKGROUND-COLOR: #ffffff">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 75%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left; TEXT-INDENT: 9pt">8.50% due 09/15/22<sup style="vertical-align: text-top; line-height: 1; font-size: smaller">3</sup></div>
</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 2%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 9%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: right"><font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;</font>2,000,000</div>
</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 3%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 2%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 9%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: right"><font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;</font>1,410,000</div>
</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 75%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left">Ritchie Bros Auctioneers, Inc.</div>
</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 2%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 9%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 3%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 2%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 9%; BACKGROUND-COLOR: #ffffff">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 75%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left; TEXT-INDENT: 9pt">5.38% due 01/15/25<sup style="vertical-align: text-top; line-height: 1; font-size: smaller">3</sup></div>
</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 2%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 9%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: right"><font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;</font>1,361,000</div>
</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 3%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 2%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 9%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: right"><font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;</font>1,393,324</div>
</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 75%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left">Cott Corp.</div>
</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 2%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 9%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 3%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 2%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 9%; BACKGROUND-COLOR: #ffffff">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 75%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left; TEXT-INDENT: 9pt">5.50% due 07/01/24<sup style="vertical-align: text-top; line-height: 1; font-size: smaller">3</sup></div>
</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 2%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 9%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: right"><font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;</font>1,106,000 EUR</div>
</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 3%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 2%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 9%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: right"><font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;</font>1,269,814</div>
</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 75%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left">Ahern Rentals, Inc.</div>
</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 2%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 9%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 3%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 2%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 9%; BACKGROUND-COLOR: #ffffff">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 75%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left; TEXT-INDENT: 9pt">7.38% due 05/15/23<sup style="vertical-align: text-top; line-height: 1; font-size: smaller">1,3</sup></div>
</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 2%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 9%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: right"><font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;</font>1,320,000</div>
</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 3%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 2%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 9%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: right"><font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;</font>1,240,800</div>
</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 75%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left">Concordia International Corp.</div>
</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 2%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 9%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 3%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 2%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 9%; BACKGROUND-COLOR: #ffffff">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 75%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left; TEXT-INDENT: 9pt">9.50% due 10/21/22<sup style="vertical-align: text-top; line-height: 1; font-size: smaller">3</sup></div>
</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 2%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 9%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: right"><font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;</font>1,750,000</div>
</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 3%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 2%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 9%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: right"><font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;</font>752,500</div>
</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 75%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left; TEXT-INDENT: 9pt">7.00% due 04/15/23<sup style="vertical-align: text-top; line-height: 1; font-size: smaller">3</sup></div>
</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 2%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 9%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: right"><font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;</font>729,000</div>
</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 3%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 2%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 9%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: right"><font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;</font>269,274</div>
</td>
</tr>
</table>
</div>

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

<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman'; TEXT-ALIGN: left">
<table id="z2160bd26b22641ff81129e3b70b87faf" style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; BORDER-COLLAPSE: collapse; WIDTH: 100%" cellspacing="0" cellpadding="0">
<tr>
<td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; WIDTH: 75%">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; WIDTH: 2%">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; WIDTH: 9%">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; FONT-WEIGHT: bold; TEXT-ALIGN: right">Face<font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial"><br>
</font> Amount~</div>
</td>
<td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; WIDTH: 3%">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; WIDTH: 2%">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; WIDTH: 9%">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; FONT-WEIGHT: bold; TEXT-ALIGN: right">Value</div>
</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff" colspan="6">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left"><font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; FONT-WEIGHT: bold">CORPORATE BONDS</font><sup style="vertical-align: text-top; line-height: 1; font-size: smaller;FONT-FAMILY: 'Franklin Gothic Book', 'Franklin Gothic Medium', sans-serif; FONT-WEIGHT: bold">&#8224;&#8224;</sup>&#160;<font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; FONT-WEIGHT: bold">- 57.5% (continued)</font></div>
</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 75%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; FONT-WEIGHT: bold; TEXT-ALIGN: left">Consumer, Non-cyclical -<font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;&#160;</font>12.0% (continued)</div>
</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 2%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 9%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 3%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 2%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 9%; BACKGROUND-COLOR: #ffffff">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 75%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left">Spectrum Brands, Inc.</div>
</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 2%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 9%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 3%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 2%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 9%; BACKGROUND-COLOR: #cceeff">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 75%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; 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; WIDTH: 2%; BACKGROUND-COLOR: #ffffff">$</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 9%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: right">766,000</div>
</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 3%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 2%; BACKGROUND-COLOR: #ffffff">$</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 9%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: right">804,300</div>
</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 75%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left">Cott Beverages, Inc.</div>
</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 2%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 9%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 3%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 2%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 9%; BACKGROUND-COLOR: #cceeff">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 75%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left; TEXT-INDENT: 9pt">5.38% due 07/01/22</div>
</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 2%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 9%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: right"><font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;</font>726,000</div>
</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 3%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 2%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 9%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: right"><font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;</font>746,147</div>
</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 75%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left">FAGE International S.A./ FAGE USA Dairy Industry, Inc.</div>
</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 2%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 9%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 3%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 2%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 9%; BACKGROUND-COLOR: #cceeff">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 75%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left; TEXT-INDENT: 9pt">5.63% due 08/15/26<sup style="vertical-align: text-top; line-height: 1; font-size: smaller">3</sup></div>
</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 2%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 9%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: right"><font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;</font>680,000</div>
</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 3%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 2%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 9%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: right"><font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;</font>690,622</div>
</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 75%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left">IASIS Healthcare LLC / IASIS Capital Corp.</div>
</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 2%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 9%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 3%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 2%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 9%; BACKGROUND-COLOR: #cceeff">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 75%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left; TEXT-INDENT: 9pt">8.38% due 05/15/19</div>
</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 2%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 9%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: right"><font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;</font>604,000</div>
</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 3%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 2%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 9%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: right"><font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;</font>578,330</div>
</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 75%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left">Land O' Lakes, Inc.</div>
</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 2%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 9%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 3%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 2%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 9%; BACKGROUND-COLOR: #cceeff">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 75%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left; TEXT-INDENT: 9pt">6.00% due 11/15/22<sup style="vertical-align: text-top; line-height: 1; font-size: smaller">3</sup></div>
</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 2%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 9%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: right"><font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;</font>19,000</div>
</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 3%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 2%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 9%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: right"><font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;</font>20,805</div>
</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 75%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; FONT-WEIGHT: bold; TEXT-ALIGN: left">Total Consumer, Non-cyclical</div>
</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 2%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 9%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 3%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="BORDER-TOP: #000000 2px solid; VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; WIDTH: 2%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="BORDER-TOP: #000000 2px solid; VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; WIDTH: 9%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: right"><font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;</font>48,246,908</div>
</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 75%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; FONT-WEIGHT: bold; TEXT-ALIGN: left">Communications&#160;-<font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;&#160;</font>9.3%</div>
</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 2%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 9%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 3%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 2%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 9%; BACKGROUND-COLOR: #ffffff">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 75%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left">Frontier Communications Corp.</div>
</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 2%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 9%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 3%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 2%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 9%; BACKGROUND-COLOR: #cceeff">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 75%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; 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; WIDTH: 2%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 9%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: right"><font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;</font>5,761,000</div>
</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 3%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 2%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 9%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: right"><font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;</font>5,847,414</div>
</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 75%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left">CCO Holdings LLC / CCO Holdings Capital Corp.</div>
</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 2%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 9%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 3%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 2%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 9%; BACKGROUND-COLOR: #cceeff">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 75%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left; TEXT-INDENT: 9pt">5.25% due 09/30/22<sup style="vertical-align: text-top; line-height: 1; font-size: smaller">1</sup></div>
</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 2%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 9%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: right"><font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;</font>3,594,000</div>
</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 3%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 2%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 9%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: right"><font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;</font>3,729,565</div>
</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 75%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left; TEXT-INDENT: 9pt">5.88% due 04/01/24<sup style="vertical-align: text-top; line-height: 1; font-size: smaller">1,3</sup></div>
</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 2%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 9%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: right"><font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;</font>989,000</div>
</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 3%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 2%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 9%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: right"><font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;</font>1,063,798</div>
</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 75%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left">DISH DBS Corp.</div>
</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 2%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 9%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 3%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 2%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 9%; BACKGROUND-COLOR: #ffffff">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 75%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; 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; WIDTH: 2%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 9%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: right"><font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;</font>1,509,000</div>
</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 3%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 2%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 9%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: right"><font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;</font>1,531,635</div>
</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 75%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; 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; WIDTH: 2%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 9%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: right"><font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;</font>1,300,000</div>
</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 3%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 2%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 9%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: right"><font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;</font>1,399,944</div>
</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 75%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left">SFR Group S.A.</div>
</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 2%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 9%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 3%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 2%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 9%; BACKGROUND-COLOR: #cceeff">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 75%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left; TEXT-INDENT: 9pt">6.25% due 05/15/24<sup style="vertical-align: text-top; line-height: 1; font-size: smaller">1,3</sup></div>
</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 2%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 9%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: right"><font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;</font>1,833,000</div>
</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 3%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 2%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 9%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: right"><font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;</font>1,851,330</div>
</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 75%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left; TEXT-INDENT: 9pt">7.38% due 05/01/26<sup style="vertical-align: text-top; line-height: 1; font-size: smaller">1,3</sup></div>
</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 2%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 9%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: right"><font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;</font>931,000</div>
</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 3%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 2%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 9%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: right"><font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;</font>958,930</div>
</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 75%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left">CenturyLink, Inc.</div>
</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 2%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 9%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 3%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 2%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 9%; BACKGROUND-COLOR: #ffffff">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 75%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; 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; WIDTH: 2%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 9%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: right"><font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;</font>2,522,000</div>
</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 3%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 2%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 9%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: right"><font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;</font>2,603,965</div>
</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 75%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left">West Corp.</div>
</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 2%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 9%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 3%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 2%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 9%; BACKGROUND-COLOR: #ffffff">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 75%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left; TEXT-INDENT: 9pt">5.38% due 07/15/22<sup style="vertical-align: text-top; line-height: 1; font-size: smaller">1,3</sup></div>
</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 2%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 9%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: right"><font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;</font>2,250,000</div>
</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 3%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 2%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 9%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: right"><font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;</font>2,174,063</div>
</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 75%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left">Sprint Corp.</div>
</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 2%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 9%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 3%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 2%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 9%; BACKGROUND-COLOR: #ffffff">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 75%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left; TEXT-INDENT: 9pt">7.88% 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; WIDTH: 2%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 9%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: right"><font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;</font>1,980,000</div>
</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 3%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 2%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 9%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: right"><font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;</font>2,168,100</div>
</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 75%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left">AMC Networks, Inc.</div>
</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 2%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 9%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 3%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 2%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 9%; BACKGROUND-COLOR: #ffffff">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 75%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left; TEXT-INDENT: 9pt">4.75% due 12/15/22<sup style="vertical-align: text-top; line-height: 1; font-size: smaller">1</sup></div>
</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 2%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 9%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: right"><font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;</font>2,040,000</div>
</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 3%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 2%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 9%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: right"><font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;</font>2,088,450</div>
</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 75%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left">Sirius XM Radio, Inc.</div>
</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 2%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 9%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 3%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 2%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 9%; BACKGROUND-COLOR: #ffffff">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 75%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left; TEXT-INDENT: 9pt">5.75% due 08/01/21<sup style="vertical-align: text-top; line-height: 1; font-size: smaller">1,3</sup></div>
</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 2%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 9%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: right"><font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;</font>1,950,000</div>
</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 3%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 2%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 9%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: right"><font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;</font>2,034,021</div>
</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 75%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left">CBS Radio, Inc.</div>
</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 2%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 9%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 3%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 2%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 9%; BACKGROUND-COLOR: #ffffff">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 75%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left; TEXT-INDENT: 9pt">7.25% due 11/01/24<sup style="vertical-align: text-top; line-height: 1; font-size: smaller">1,3</sup></div>
</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 2%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 9%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: right"><font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;</font>1,732,000</div>
</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 3%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 2%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 9%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: right"><font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;</font>1,808,849</div>
</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 75%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left">GCI, Inc.</div>
</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 2%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 9%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 3%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 2%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 9%; BACKGROUND-COLOR: #ffffff">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 75%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; 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; WIDTH: 2%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 9%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: right"><font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;</font>1,583,000</div>
</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 3%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 2%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 9%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: right"><font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;</font>1,654,235</div>
</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 75%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left">Tribune Media Co.</div>
</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 2%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 9%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 3%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 2%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 9%; BACKGROUND-COLOR: #ffffff">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 75%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; 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; WIDTH: 2%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 9%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: right"><font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;</font>1,545,000</div>
</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 3%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 2%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 9%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: right"><font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;</font>1,568,175</div>
</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 75%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left">Sinclair Television Group, Inc.</div>
</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 2%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 9%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 3%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 2%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 9%; BACKGROUND-COLOR: #ffffff">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 75%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left; TEXT-INDENT: 9pt">5.88% due 03/15/26<sup style="vertical-align: text-top; line-height: 1; font-size: smaller">3</sup></div>
</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 2%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 9%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: right"><font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;</font>1,485,000</div>
</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 3%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 2%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 9%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: right"><font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;</font>1,494,281</div>
</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 75%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left">ViaSat, Inc.</div>
</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 2%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 9%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 3%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 2%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 9%; BACKGROUND-COLOR: #ffffff">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 75%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; 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; WIDTH: 2%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 9%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: right"><font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;</font>1,143,000</div>
</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 3%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 2%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 9%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: right"><font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;</font>1,175,147</div>
</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 75%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left">Radio One, Inc.</div>
</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 2%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 9%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 3%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 2%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 9%; BACKGROUND-COLOR: #ffffff">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 75%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left; TEXT-INDENT: 9pt">7.38% due 04/15/22<sup style="vertical-align: text-top; line-height: 1; font-size: smaller">1,3</sup></div>
</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 2%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 9%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: right"><font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;</font>1,100,000</div>
</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 3%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 2%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 9%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: right"><font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;</font>1,133,000</div>
</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 75%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left">Windstream Services LLC</div>
</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 2%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 9%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 3%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 2%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 9%; BACKGROUND-COLOR: #ffffff">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 75%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left; TEXT-INDENT: 9pt">7.50% 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; WIDTH: 2%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 9%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: right"><font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;</font>989,000</div>
</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 3%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 2%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 9%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: right"><font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;</font>961,803</div>
</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 75%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left">Hughes Satellite Systems Corp.</div>
</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 2%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 9%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 3%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 2%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 9%; BACKGROUND-COLOR: #ffffff">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 75%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; 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; WIDTH: 2%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 9%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: right"><font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;</font>270,000</div>
</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 3%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 2%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 9%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: right"><font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;</font>291,263</div>
</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 75%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; FONT-WEIGHT: bold; TEXT-ALIGN: left">Total Communications</div>
</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 2%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 9%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 3%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="BORDER-TOP: #000000 2px solid; VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; WIDTH: 2%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="BORDER-TOP: #000000 2px solid; VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; WIDTH: 9%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: right"><font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;</font>37,537,968</div>
</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 75%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; FONT-WEIGHT: bold; TEXT-ALIGN: left">Consumer, Cyclical&#160;-<font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;&#160;</font>8.2%</div>
</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 2%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 9%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 3%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 2%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 9%; BACKGROUND-COLOR: #cceeff">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 75%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left">L Brands, Inc.</div>
</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 2%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 9%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 3%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 2%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 9%; BACKGROUND-COLOR: #ffffff">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 75%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; 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; WIDTH: 2%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 9%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: right"><font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;</font>3,122,000</div>
</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 3%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 2%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 9%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: right"><font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;</font>3,283,095</div>
</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 75%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; 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; WIDTH: 2%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 9%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: right"><font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;</font>1,482,000</div>
</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 3%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 2%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 9%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: right"><font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;</font>1,548,690</div>
</td>
</tr>
</table>
</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: 'Times New Roman'; TEXT-ALIGN: left"><br>
<table id="z9e68709e3e7b4e66bb58e40e2b391dfb" style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; BORDER-COLLAPSE: collapse; WIDTH: 100%" cellspacing="0" cellpadding="0">
<tr>
<td style="VERTICAL-ALIGN: middle; WIDTH: 80.41%">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; 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="VERTICAL-ALIGN: middle; BORDER-BOTTOM: #000000 1px solid; WIDTH: 80.41%">
<div style="FONT-SIZE: 14pt; FONT-FAMILY: Arial; FONT-WEIGHT: bold; TEXT-ALIGN: left">SCHEDULE OF INVESTMENTS <font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; FONT-STYLE: italic">(Unaudited)</font></div>
</td>
<td style="VERTICAL-ALIGN: middle; BORDER-BOTTOM: #000000 1px solid; WIDTH: 19.59%">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: right">January 31, 2017</div>
</td>
</tr>
</table>
</div>

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

<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman'; TEXT-ALIGN: left">
<table id="zf89f7abd98834b81ac5b0ed38e2fe1ca" style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; BORDER-COLLAPSE: collapse; WIDTH: 100%" cellspacing="0" cellpadding="0">
<tr>
<td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; WIDTH: 75%">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; WIDTH: 2%">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; WIDTH: 9%">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; FONT-WEIGHT: bold; TEXT-ALIGN: right">Face<font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial"><br>
</font> Amount~</div>
</td>
<td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; WIDTH: 3%">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; WIDTH: 2%">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; WIDTH: 9%">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; FONT-WEIGHT: bold; TEXT-ALIGN: right">Value</div>
</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff" colspan="6">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left"><font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; FONT-WEIGHT: bold">CORPORATE BONDS</font><sup style="vertical-align: text-top; line-height: 1; font-size: smaller;FONT-FAMILY: 'Franklin Gothic Book', 'Franklin Gothic Medium', sans-serif; FONT-WEIGHT: bold">&#8224;&#8224;</sup>&#160;<font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; FONT-WEIGHT: bold">- 57.5% (continued)</font></div>
</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 75%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; FONT-WEIGHT: bold; TEXT-ALIGN: left">Consumer, Cyclical -<font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;&#160;</font>8.2% (continued)</div>
</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 2%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 9%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 3%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 2%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 9%; BACKGROUND-COLOR: #ffffff">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 75%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left">GameStop Corp.</div>
</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 2%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 9%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 3%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 2%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 9%; BACKGROUND-COLOR: #cceeff">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 75%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left; TEXT-INDENT: 9pt">6.75% due 03/15/21<sup style="vertical-align: text-top; line-height: 1; font-size: smaller">1,3</sup></div>
</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 2%; BACKGROUND-COLOR: #ffffff">$</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 9%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: right">4,134,000</div>
</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 3%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 2%; BACKGROUND-COLOR: #ffffff">$</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 9%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: right">4,216,680</div>
</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 75%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left">Hilton Worldwide Finance LLC / Hilton Worldwide Finance Corp.</div>
</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 2%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 9%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 3%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 2%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 9%; BACKGROUND-COLOR: #cceeff">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 75%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; 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; WIDTH: 2%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 9%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: right"><font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;</font>3,000,000</div>
</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 3%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 2%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 9%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: right"><font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;</font>3,093,488</div>
</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 75%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left">United Continental Holdings, Inc.</div>
</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 2%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 9%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 3%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 2%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 9%; BACKGROUND-COLOR: #cceeff">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 75%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left; TEXT-INDENT: 9pt">6.00% 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; WIDTH: 2%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 9%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: right"><font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;</font>2,000,000</div>
</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 3%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 2%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 9%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: right"><font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;</font>2,140,000</div>
</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 75%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left">Tempur Sealy International, Inc.</div>
</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 2%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 9%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 3%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 2%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 9%; BACKGROUND-COLOR: #cceeff">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 75%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; 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; WIDTH: 2%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 9%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: right"><font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;</font>2,000,000</div>
</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 3%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 2%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 9%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: right"><font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;</font>2,025,000</div>
</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 75%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left">FirstCash, Inc.</div>
</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 2%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 9%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 3%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 2%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 9%; BACKGROUND-COLOR: #cceeff">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 75%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; 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; WIDTH: 2%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 9%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: right"><font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;</font>1,758,000</div>
</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 3%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 2%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 9%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: right"><font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;</font>1,850,295</div>
</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 75%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left">Allegiant Travel Co.</div>
</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 2%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 9%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 3%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 2%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 9%; BACKGROUND-COLOR: #cceeff">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 75%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left; TEXT-INDENT: 9pt">5.50% 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; WIDTH: 2%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 9%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: right"><font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;</font>1,750,000</div>
</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 3%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 2%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 9%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: right"><font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;</font>1,806,875</div>
</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 75%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left">Scotts Miracle-Gro Co.</div>
</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 2%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 9%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 3%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 2%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 9%; BACKGROUND-COLOR: #cceeff">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 75%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left; TEXT-INDENT: 9pt">5.25% due 12/15/26<sup style="vertical-align: text-top; line-height: 1; font-size: smaller">3</sup></div>
</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 2%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 9%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: right"><font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;</font>1,756,000</div>
</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 3%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 2%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 9%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: right"><font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;</font>1,772,471</div>
</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 75%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left">Levi Strauss &amp; Co.</div>
</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 2%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 9%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 3%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 2%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 9%; BACKGROUND-COLOR: #cceeff">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 75%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left; TEXT-INDENT: 9pt">5.00% due 05/01/25<sup style="vertical-align: text-top; line-height: 1; font-size: smaller">1</sup></div>
</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 2%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 9%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: right"><font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;</font>1,724,000</div>
</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 3%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 2%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 9%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: right"><font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;</font>1,740,163</div>
</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 75%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left">Scientific Games International, Inc.</div>
</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 2%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 9%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 3%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 2%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 9%; BACKGROUND-COLOR: #cceeff">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 75%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left; TEXT-INDENT: 9pt">10.00% due 12/01/22</div>
</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 2%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 9%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: right"><font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;</font>1,513,000</div>
</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 3%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 2%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 9%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: right"><font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;</font>1,557,815</div>
</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 75%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left">Hanesbrands, Inc.</div>
</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 2%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 9%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 3%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 2%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 9%; BACKGROUND-COLOR: #cceeff">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 75%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left; TEXT-INDENT: 9pt">4.63% due 05/15/24<sup style="vertical-align: text-top; line-height: 1; font-size: smaller">1,3</sup></div>
</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 2%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 9%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: right"><font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;</font>1,486,000</div>
</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 3%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 2%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 9%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: right"><font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;</font>1,478,570</div>
</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 75%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left">Brinker International, Inc.</div>
</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 2%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 9%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 3%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 2%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 9%; BACKGROUND-COLOR: #cceeff">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 75%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left; TEXT-INDENT: 9pt">3.88% 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; WIDTH: 2%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 9%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: right"><font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;</font>1,484,000</div>
</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 3%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 2%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 9%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: right"><font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;</font>1,398,670</div>
</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 75%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left">Global Partners, LP / GLP Finance Corp.</div>
</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 2%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 9%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 3%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 2%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 9%; BACKGROUND-COLOR: #cceeff">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 75%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; 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; WIDTH: 2%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 9%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: right"><font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;</font>1,375,000</div>
</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 3%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 2%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 9%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: right"><font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;</font>1,330,313</div>
</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 75%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left">MGM Resorts International</div>
</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 2%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 9%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 3%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 2%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 9%; BACKGROUND-COLOR: #cceeff">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 75%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; 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; WIDTH: 2%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 9%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: right"><font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;</font>800,000</div>
</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 3%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 2%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 9%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: right"><font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;</font>933,760</div>
</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 75%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left; TEXT-INDENT: 9pt">4.63% due 09/01/26</div>
</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 2%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 9%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: right"><font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;</font>248,000</div>
</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 3%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 2%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 9%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: right"><font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;</font>241,490</div>
</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 75%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left">Speedway Motorsports, Inc.</div>
</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 2%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 9%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 3%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 2%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 9%; BACKGROUND-COLOR: #ffffff">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 75%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; 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; WIDTH: 2%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 9%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: right"><font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;</font>1,100,000</div>
</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 3%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 2%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 9%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: right"><font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;</font>1,113,882</div>
</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 75%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left">Travelex Financing plc</div>
</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 2%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 9%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 3%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 2%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 9%; BACKGROUND-COLOR: #ffffff">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 75%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left; TEXT-INDENT: 9pt">8.00% due 08/01/18<sup style="vertical-align: text-top; line-height: 1; font-size: smaller">1,3</sup></div>
</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 2%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 9%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: right"><font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;</font>725,000 GBP</div>
</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 3%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 2%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 9%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: right"><font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;</font>917,942</div>
</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 75%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left">Wolverine World Wide, Inc.</div>
</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 2%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 9%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 3%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 2%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 9%; BACKGROUND-COLOR: #ffffff">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 75%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left; TEXT-INDENT: 9pt">5.00% due 09/01/26<sup style="vertical-align: text-top; line-height: 1; font-size: smaller">3</sup></div>
</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 2%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 9%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: right"><font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;</font>496,000</div>
</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 3%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 2%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 9%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: right"><font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;</font>472,440</div>
</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 75%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; FONT-WEIGHT: bold; TEXT-ALIGN: left">Total Consumer, Cyclical</div>
</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 2%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 9%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 3%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="BORDER-TOP: #000000 2px solid; VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; WIDTH: 2%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="BORDER-TOP: #000000 2px solid; VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; WIDTH: 9%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: right"><font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;</font>32,921,639</div>
</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 75%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; FONT-WEIGHT: bold; TEXT-ALIGN: left">Energy&#160;-<font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;&#160;</font>7.4%</div>
</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 2%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 9%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 3%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 2%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 9%; BACKGROUND-COLOR: #cceeff">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 75%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left">Rowan Companies, Inc.</div>
</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 2%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 9%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 3%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 2%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 9%; BACKGROUND-COLOR: #ffffff">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 75%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; 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; WIDTH: 2%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 9%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: right"><font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;</font>3,000,000</div>
</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 3%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 2%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 9%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: right"><font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;</font>3,285,000</div>
</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 75%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left">CONSOL Energy, Inc.</div>
</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 2%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 9%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 3%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 2%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 9%; BACKGROUND-COLOR: #ffffff">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 75%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left; TEXT-INDENT: 9pt">8.00% due 04/01/23</div>
</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 2%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 9%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: right"><font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;</font>2,336,000</div>
</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 3%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 2%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 9%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: right"><font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;</font>2,406,080</div>
</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 75%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left">PDC Energy, Inc.</div>
</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 2%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 9%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 3%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 2%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 9%; BACKGROUND-COLOR: #ffffff">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 75%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left; TEXT-INDENT: 9pt">6.13% due 09/15/24<sup style="vertical-align: text-top; line-height: 1; font-size: smaller">3</sup></div>
</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 2%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 9%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: right"><font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;</font>2,150,000</div>
</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 3%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 2%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 9%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: right"><font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;</font>2,257,499</div>
</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 75%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left">PBF Holding Company LLC / PBF Finance Corp.</div>
</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 2%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 9%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 3%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 2%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 9%; BACKGROUND-COLOR: #ffffff">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 75%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; 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</sup></div>
</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 2%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 9%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: right"><font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;</font>1,976,000</div>
</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 3%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 2%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 9%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: right"><font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;</font>2,020,460</div>
</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 75%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left">Parsley Energy LLC / Parsley Finance Corp.</div>
</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 2%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 9%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 3%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 2%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 9%; BACKGROUND-COLOR: #ffffff">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 75%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left; TEXT-INDENT: 9pt">6.25% due 06/01/24<sup style="vertical-align: text-top; line-height: 1; font-size: smaller">1,3</sup></div>
</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 2%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 9%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: right"><font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;</font>1,731,000</div>
</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 3%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 2%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 9%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: right"><font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;</font>1,869,480</div>
</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 75%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left; TEXT-INDENT: 9pt">5.38% due 01/15/25<sup style="vertical-align: text-top; line-height: 1; font-size: smaller">3</sup></div>
</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 2%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 9%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: right"><font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;</font>123,000</div>
</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 3%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 2%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 9%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: right"><font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;</font>126,690</div>
</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 75%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left">Genesis Energy, LP / Genesis Energy Finance Corp.</div>
</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 2%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 9%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 3%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 2%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 9%; BACKGROUND-COLOR: #cceeff">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 75%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; 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; WIDTH: 2%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 9%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: right"><font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;</font>1,896,000</div>
</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 3%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 2%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 9%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: right"><font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;</font>1,957,620</div>
</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 75%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left">Sabine Pass Liquefaction LLC</div>
</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 2%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 9%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 3%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 2%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 9%; BACKGROUND-COLOR: #cceeff">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 75%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left; TEXT-INDENT: 9pt">5.75% due 05/15/24</div>
</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 2%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 9%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: right"><font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;</font>1,761,000</div>
</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 3%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 2%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 9%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: right"><font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;</font>1,926,094</div>
</td>
</tr>
</table>
</div>

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

<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman'; TEXT-ALIGN: left">
<table id="z9386af79008a45b29dfc64ce6cd6d5be" style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; BORDER-COLLAPSE: collapse; WIDTH: 100%" cellspacing="0" cellpadding="0">
<tr>
<td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; WIDTH: 75%">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; WIDTH: 2%">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; WIDTH: 9%">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; FONT-WEIGHT: bold; TEXT-ALIGN: right">Face<font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial"><br>
</font> Amount~</div>
</td>
<td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; WIDTH: 3%">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; WIDTH: 2%">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; WIDTH: 9%">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; FONT-WEIGHT: bold; TEXT-ALIGN: right">Value</div>
</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff" colspan="6">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left"><font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; FONT-WEIGHT: bold">CORPORATE BONDS</font><sup style="vertical-align: text-top; line-height: 1; font-size: smaller;FONT-FAMILY: 'Franklin Gothic Book', 'Franklin Gothic Medium', sans-serif; FONT-WEIGHT: bold">&#8224;&#8224;</sup>&#160;<font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; FONT-WEIGHT: bold">- 57.5% (continued)</font></div>
</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 75%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; FONT-WEIGHT: bold; TEXT-ALIGN: left">Energy -<font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;&#160;</font>7.4% (continued)</div>
</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 2%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 9%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 3%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 2%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 9%; BACKGROUND-COLOR: #ffffff">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 75%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left">Tesoro Corp.</div>
</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 2%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 9%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 3%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 2%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 9%; BACKGROUND-COLOR: #cceeff">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 75%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left; TEXT-INDENT: 9pt">5.13% due 12/15/26<sup style="vertical-align: text-top; line-height: 1; font-size: smaller">1,3</sup></div>
</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 2%; BACKGROUND-COLOR: #ffffff">$</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 9%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: right">1,820,000</div>
</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 3%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 2%; BACKGROUND-COLOR: #ffffff">$</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 9%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: right">1,904,175</div>
</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 75%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left">Cloud Peak Energy Resources LLC / Cloud Peak Energy Finance Corp.</div>
</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 2%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 9%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 3%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 2%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 9%; BACKGROUND-COLOR: #cceeff">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 75%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left; TEXT-INDENT: 9pt">12.00% due 11/01/21</div>
</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 2%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 9%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: right"><font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;</font>1,657,000</div>
</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 3%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 2%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 9%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: right"><font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;</font>1,768,848</div>
</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 75%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left">Tesoro Logistics, LP / Tesoro Logistics Finance Corp.</div>
</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 2%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 9%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 3%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 2%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 9%; BACKGROUND-COLOR: #cceeff">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 75%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; 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; WIDTH: 2%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 9%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: right"><font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;</font>989,000</div>
</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 3%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 2%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 9%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: right"><font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;</font>1,079,246</div>
</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 75%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left; TEXT-INDENT: 9pt">5.25% due 01/15/25</div>
</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 2%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 9%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: right"><font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;</font>494,000</div>
</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 3%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 2%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 9%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: right"><font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;</font>516,848</div>
</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 75%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left">Sunoco Limited Partnership / Sunoco Finance Corp.</div>
</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 2%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 9%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 3%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 2%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 9%; BACKGROUND-COLOR: #ffffff">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 75%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; 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</sup></div>
</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 2%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 9%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: right"><font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;</font>1,519,000</div>
</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 3%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 2%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 9%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: right"><font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;</font>1,566,849</div>
</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 75%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left">Western Refining Logistics, LP / WNRL Finance Corp.</div>
</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 2%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 9%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 3%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 2%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 9%; BACKGROUND-COLOR: #ffffff">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 75%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; 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; WIDTH: 2%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 9%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: right"><font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;</font>1,210,000</div>
</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 3%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 2%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 9%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: right"><font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;</font>1,318,900</div>
</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 75%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left">Tullow Oil plc</div>
</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 2%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 9%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 3%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 2%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 9%; BACKGROUND-COLOR: #ffffff">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 75%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left; TEXT-INDENT: 9pt">6.25% due 04/15/22<sup style="vertical-align: text-top; line-height: 1; font-size: smaller">3</sup></div>
</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 2%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 9%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: right"><font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;</font>1,386,000</div>
</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 3%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 2%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 9%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: right"><font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;</font>1,288,980</div>
</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 75%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left">Continental Resources, Inc.</div>
</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 2%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 9%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 3%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 2%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 9%; BACKGROUND-COLOR: #ffffff">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 75%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; 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; WIDTH: 2%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 9%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: right"><font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;</font>1,029,000</div>
</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 3%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 2%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 9%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: right"><font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;</font>1,053,439</div>
</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 75%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left">Diamondback Energy, Inc.</div>
</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 2%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 9%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 3%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 2%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 9%; BACKGROUND-COLOR: #ffffff">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 75%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left; TEXT-INDENT: 9pt">4.75% due 11/01/24<sup style="vertical-align: text-top; line-height: 1; font-size: smaller">1,3</sup></div>
</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 2%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 9%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: right"><font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;</font>891,000</div>
</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 3%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 2%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 9%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: right"><font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;</font>894,341</div>
</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 75%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left">Murphy Oil Corp.</div>
</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 2%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 9%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 3%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 2%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 9%; BACKGROUND-COLOR: #ffffff">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 75%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left; TEXT-INDENT: 9pt">4.70% due 12/01/22</div>
</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 2%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 9%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: right"><font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;</font>643,000</div>
</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 3%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 2%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 9%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: right"><font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;</font>632,953</div>
</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 75%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left; TEXT-INDENT: 9pt">6.88% due 08/15/24</div>
</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 2%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 9%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: right"><font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;</font>124,000</div>
</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 3%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 2%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 9%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: right"><font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;</font>133,300</div>
</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 75%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left">Oasis Petroleum, Inc.</div>
</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 2%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 9%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 3%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 2%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 9%; BACKGROUND-COLOR: #cceeff">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 75%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left; TEXT-INDENT: 9pt">6.88% due 01/15/23</div>
</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 2%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 9%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: right"><font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;</font>685,000</div>
</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 3%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 2%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 9%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: right"><font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;</font>704,694</div>
</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 75%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left">Kerr-McGee Corp.</div>
</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 2%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 9%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 3%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 2%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 9%; BACKGROUND-COLOR: #cceeff">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 75%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; 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; WIDTH: 2%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 9%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: right"><font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;</font>539,000</div>
</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 3%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 2%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 9%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: right"><font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;</font>646,654</div>
</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 75%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left">SESI LLC</div>
</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 2%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 9%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 3%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 2%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 9%; BACKGROUND-COLOR: #cceeff">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 75%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; 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; WIDTH: 2%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 9%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: right"><font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;</font>495,000</div>
</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 3%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 2%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 9%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: right"><font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;</font>499,331</div>
</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 75%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left">Targa Resources Partners, LP / Targa Resources Partners Finance Corp.</div>
</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 2%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 9%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 3%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 2%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 9%; BACKGROUND-COLOR: #cceeff">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 75%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left; TEXT-INDENT: 9pt">5.13% due 02/01/25<sup style="vertical-align: text-top; line-height: 1; font-size: smaller">3</sup></div>
</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 2%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 9%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: right"><font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;</font>123,000</div>
</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 3%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 2%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 9%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: right"><font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;</font>127,766</div>
</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 75%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; FONT-WEIGHT: bold; TEXT-ALIGN: left">Total Energy</div>
</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 2%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 9%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 3%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="BORDER-TOP: #000000 2px solid; VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; WIDTH: 2%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="BORDER-TOP: #000000 2px solid; VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; WIDTH: 9%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: right"><font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;</font>29,985,247</div>
</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 75%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; FONT-WEIGHT: bold; TEXT-ALIGN: left">Industrial&#160;-<font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;&#160;</font>5.8%</div>
</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 2%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 9%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 3%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 2%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 9%; BACKGROUND-COLOR: #ffffff">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 75%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left">MasTec, Inc.</div>
</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 2%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 9%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 3%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 2%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 9%; BACKGROUND-COLOR: #cceeff">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 75%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; 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; WIDTH: 2%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 9%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: right"><font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;</font>2,612,000</div>
</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 3%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 2%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 9%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: right"><font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;</font>2,595,675</div>
</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 75%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left">Navios Maritime Acquisition Corporation / Navios Acquisition Finance US, Inc.</div>
</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 2%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 9%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 3%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 2%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 9%; BACKGROUND-COLOR: #cceeff">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 75%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left; TEXT-INDENT: 9pt">8.13% due 11/15/21<sup style="vertical-align: text-top; line-height: 1; font-size: smaller">1,3</sup></div>
</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 2%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 9%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: right"><font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;</font>2,584,000</div>
</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 3%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 2%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 9%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: right"><font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;</font>2,357,901</div>
</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 75%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left">Builders FirstSource, Inc.</div>
</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 2%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 9%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 3%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 2%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 9%; BACKGROUND-COLOR: #cceeff">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 75%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left; TEXT-INDENT: 9pt">5.63% due 09/01/24<sup style="vertical-align: text-top; line-height: 1; font-size: smaller">1,3</sup></div>
</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 2%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 9%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: right"><font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;</font>1,947,000</div>
</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 3%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 2%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 9%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: right"><font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;</font>2,007,844</div>
</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 75%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left">Energizer Holdings, Inc.</div>
</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 2%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 9%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 3%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 2%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 9%; BACKGROUND-COLOR: #cceeff">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 75%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left; TEXT-INDENT: 9pt">5.50% due 06/15/25<sup style="vertical-align: text-top; line-height: 1; font-size: smaller">1,3</sup></div>
</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 2%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 9%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: right"><font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;</font>1,925,000</div>
</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 3%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 2%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 9%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: right"><font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;</font>1,963,500</div>
</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 75%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left">KLX, Inc.</div>
</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 2%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 9%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 3%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 2%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 9%; BACKGROUND-COLOR: #cceeff">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 75%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left; TEXT-INDENT: 9pt">5.88% due 12/01/22<sup style="vertical-align: text-top; line-height: 1; font-size: smaller">1,3</sup></div>
</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 2%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 9%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: right"><font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;</font>1,754,000</div>
</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 3%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 2%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 9%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: right"><font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;</font>1,843,893</div>
</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 75%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left">Eletson Holdings, Inc.</div>
</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 2%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 9%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 3%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 2%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 9%; BACKGROUND-COLOR: #cceeff">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 75%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left; TEXT-INDENT: 9pt">9.63% due 01/15/22<sup style="vertical-align: text-top; line-height: 1; font-size: smaller">1,3</sup></div>
</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 2%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 9%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: right"><font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;</font>1,940,000</div>
</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 3%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 2%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 9%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: right"><font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;</font>1,576,249</div>
</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 75%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left">Boise Cascade Co.</div>
</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 2%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 9%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 3%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 2%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 9%; BACKGROUND-COLOR: #cceeff">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 75%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left; TEXT-INDENT: 9pt">5.63% due 09/01/24<sup style="vertical-align: text-top; line-height: 1; font-size: smaller">1,3</sup></div>
</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 2%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 9%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: right"><font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;</font>1,489,000</div>
</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 3%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 2%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 9%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: right"><font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;</font>1,522,503</div>
</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 75%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left">Shape Technologies Group, Inc.</div>
</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 2%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 9%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 3%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 2%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 9%; BACKGROUND-COLOR: #cceeff">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 75%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left; TEXT-INDENT: 9pt">7.63% due 02/01/20<sup style="vertical-align: text-top; line-height: 1; font-size: smaller">1,3</sup></div>
</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 2%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 9%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: right"><font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;</font>1,472,000</div>
</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 3%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 2%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 9%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: right"><font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;</font>1,516,160</div>
</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 75%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left">Ball Corp.</div>
</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 2%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 9%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 3%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 2%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 9%; BACKGROUND-COLOR: #cceeff">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 75%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left; TEXT-INDENT: 9pt">5.25% due 07/01/25</div>
</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 2%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 9%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: right"><font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;</font>1,355,000</div>
</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 3%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 2%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 9%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: right"><font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;</font>1,429,525</div>
</td>
</tr>
</table>
</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: 'Times New Roman'; TEXT-ALIGN: left"><br>
<table id="zfeff5a66ea1f4a4d9f9ef091a631ee3b" style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; BORDER-COLLAPSE: collapse; WIDTH: 100%" cellspacing="0" cellpadding="0">
<tr>
<td style="VERTICAL-ALIGN: middle; WIDTH: 80.41%">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; 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="VERTICAL-ALIGN: middle; BORDER-BOTTOM: #000000 1px solid; WIDTH: 80.41%">
<div style="FONT-SIZE: 14pt; FONT-FAMILY: Arial; FONT-WEIGHT: bold; TEXT-ALIGN: left">SCHEDULE OF INVESTMENTS <font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; FONT-STYLE: italic">(Unaudited)</font></div>
</td>
<td style="VERTICAL-ALIGN: middle; BORDER-BOTTOM: #000000 1px solid; WIDTH: 19.59%">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: right">January 31, 2017</div>
</td>
</tr>
</table>
</div>

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

<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman'; TEXT-ALIGN: left">
<table id="z15448a1b9c7b4c04a269fcda57993392" style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; BORDER-COLLAPSE: collapse; WIDTH: 100%" cellspacing="0" cellpadding="0">
<tr>
<td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; WIDTH: 75%">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; WIDTH: 2%">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; WIDTH: 9%">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; FONT-WEIGHT: bold; TEXT-ALIGN: right">Face<font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial"><br>
</font> Amount~</div>
</td>
<td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; WIDTH: 3%">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; WIDTH: 2%">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; WIDTH: 9%">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; FONT-WEIGHT: bold; TEXT-ALIGN: right">Value</div>
</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff" colspan="6">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left"><font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; FONT-WEIGHT: bold">CORPORATE BONDS</font><sup style="vertical-align: text-top; line-height: 1; font-size: smaller;FONT-FAMILY: 'Franklin Gothic Book', 'Franklin Gothic Medium', sans-serif; FONT-WEIGHT: bold">&#8224;&#8224;</sup>&#160;<font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; FONT-WEIGHT: bold">- 57.5% (continued)</font></div>
</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 75%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; FONT-WEIGHT: bold; TEXT-ALIGN: left">Industrial -<font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;&#160;</font>5.8% (continued)</div>
</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 2%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 9%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 3%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 2%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 9%; BACKGROUND-COLOR: #ffffff">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 75%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left">Navios Maritime Holdings, Inc. / Navios Maritime Finance II US, Inc.</div>
</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 2%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 9%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 3%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 2%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 9%; BACKGROUND-COLOR: #cceeff">&#160;</td>
</tr>

<tr style="HEIGHT: 15px">
<td style="VERTICAL-ALIGN: bottom; WIDTH: 75%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left; TEXT-INDENT: 9pt">7.38% due 01/15/22<sup style="vertical-align: text-top; line-height: 1; font-size: smaller">3</sup></div>
</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 2%; BACKGROUND-COLOR: #ffffff">$</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 9%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: right">2,005,000</div>
</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 3%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 2%; BACKGROUND-COLOR: #ffffff">$</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 9%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: right">1,384,702</div>
</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 75%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left">Triumph Group, Inc.</div>
</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 2%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 9%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 3%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 2%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 9%; BACKGROUND-COLOR: #cceeff">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 75%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left; TEXT-INDENT: 9pt">4.88% 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; WIDTH: 2%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 9%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: right"><font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;</font>1,256,000</div>
</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 3%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 2%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 9%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: right"><font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;</font>1,202,620</div>
</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 75%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left">TransDigm, Inc.</div>
</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 2%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 9%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 3%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 2%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 9%; BACKGROUND-COLOR: #cceeff">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 75%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left; TEXT-INDENT: 9pt">6.50% due 07/15/24</div>
</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 2%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 9%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: right"><font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;</font>1,149,000</div>
</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 3%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 2%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 9%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: right"><font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;</font>1,156,181</div>
</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 75%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left">Masco Corp.</div>
</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 2%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 9%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 3%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 2%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 9%; BACKGROUND-COLOR: #cceeff">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 75%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; 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; WIDTH: 2%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 9%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: right"><font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;</font>1,030,000</div>
</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 3%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 2%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 9%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: right"><font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;</font>1,063,887</div>
</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 75%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left">Xerium Technologies, Inc.</div>
</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 2%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 9%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 3%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 2%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 9%; BACKGROUND-COLOR: #cceeff">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 75%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left; TEXT-INDENT: 9pt">9.50% due 08/15/21</div>
</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 2%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 9%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: right"><font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;</font>990,000</div>
</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 3%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 2%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 9%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: right"><font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;</font>999,900</div>
</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 75%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left">Bombardier, Inc.</div>
</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 2%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 9%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 3%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 2%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 9%; BACKGROUND-COLOR: #cceeff">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 75%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left; TEXT-INDENT: 9pt">6.13% due 01/15/23<sup style="vertical-align: text-top; line-height: 1; font-size: smaller">1,3</sup></div>
</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 2%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 9%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: right"><font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;</font>501,000</div>
</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 3%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 2%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 9%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: right"><font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;</font>492,233</div>
</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 75%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left">Louisiana-Pacific Corp.</div>
</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 2%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 9%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 3%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 2%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 9%; BACKGROUND-COLOR: #cceeff">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: bottom; PADDING-BOTTOM: 2px; WIDTH: 75%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left; TEXT-INDENT: 9pt">4.88% due 09/15/24</div>
</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-BOTTOM: 2px; WIDTH: 2%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-BOTTOM: 2px; WIDTH: 9%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: right"><font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;</font>248,000</div>
</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-BOTTOM: 2px; WIDTH: 3%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; WIDTH: 2%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-BOTTOM: 2px; WIDTH: 9%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: right"><font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;</font>248,000</div>
</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: bottom; PADDING-BOTTOM: 2px; WIDTH: 75%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; FONT-WEIGHT: bold; TEXT-ALIGN: left">Total Industrial</div>
</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-BOTTOM: 2px; WIDTH: 2%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-BOTTOM: 2px; WIDTH: 9%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-BOTTOM: 2px; WIDTH: 3%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; WIDTH: 2%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="BORDER-TOP: #000000 2px solid; VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; WIDTH: 9%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: right"><font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;</font>23,360,773</div>
</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 75%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; FONT-WEIGHT: bold; TEXT-ALIGN: left">Financial&#160;-<font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;&#160;</font>5.5%</div>
</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 2%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 9%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 3%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 2%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 9%; BACKGROUND-COLOR: #ffffff">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 75%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left">Synovus Financial Corp.</div>
</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 2%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 9%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 3%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 2%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 9%; BACKGROUND-COLOR: #cceeff">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 75%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; 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; WIDTH: 2%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 9%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: right"><font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;</font>3,154,000</div>
</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 3%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 2%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 9%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: right"><font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;</font>3,485,170</div>
</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 75%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left">Ally Financial, Inc.</div>
</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 2%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 9%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 3%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 2%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 9%; BACKGROUND-COLOR: #cceeff">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 75%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left; TEXT-INDENT: 9pt">8.00% due 03/15/20<sup style="vertical-align: text-top; line-height: 1; font-size: smaller">1</sup></div>
</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 2%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 9%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: right"><font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;</font>2,200,000</div>
</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 3%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 2%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 9%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: right"><font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;</font>2,507,318</div>
</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 75%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; 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; WIDTH: 2%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 9%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: right"><font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;</font>825,000</div>
</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 3%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 2%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 9%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: right"><font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;</font>849,503</div>
</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 75%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left">Dana Financing Luxembourg Sarl</div>
</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 2%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 9%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 3%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 2%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 9%; BACKGROUND-COLOR: #ffffff">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 75%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left; TEXT-INDENT: 9pt">6.50% due 06/01/26<sup style="vertical-align: text-top; line-height: 1; font-size: smaller">1,3</sup></div>
</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 2%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 9%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: right"><font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;</font>2,548,000</div>
</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 3%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 2%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 9%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: right"><font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;</font>2,701,339</div>
</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 75%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left">Alliance Data Systems Corp.</div>
</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 2%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 9%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 3%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 2%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 9%; BACKGROUND-COLOR: #ffffff">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 75%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left; TEXT-INDENT: 9pt">6.38% due 04/01/20<sup style="vertical-align: text-top; line-height: 1; font-size: smaller">1,3</sup></div>
</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 2%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 9%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: right"><font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;</font>2,250,000</div>
</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 3%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 2%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 9%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: right"><font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;</font>2,289,375</div>
</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 75%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left">E*TRADE Financial Corp.</div>
</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 2%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 9%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 3%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 2%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 9%; BACKGROUND-COLOR: #ffffff">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 75%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; 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; WIDTH: 2%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 9%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: right"><font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;</font>2,208,000</div>
</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 3%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 2%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 9%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: right"><font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;</font>2,268,073</div>
</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 75%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left">Credit Acceptance Corp.</div>
</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 2%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 9%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 3%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 2%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 9%; BACKGROUND-COLOR: #ffffff">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 75%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; 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; WIDTH: 2%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 9%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: right"><font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;</font>2,158,000</div>
</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 3%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 2%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 9%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: right"><font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;</font>2,225,027</div>
</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 75%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left">CoreCivic, Inc.</div>
</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 2%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 9%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 3%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 2%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 9%; BACKGROUND-COLOR: #ffffff">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 75%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; 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; WIDTH: 2%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 9%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: right"><font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;</font>2,075,000</div>
</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 3%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 2%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 9%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: right"><font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;</font>2,075,000</div>
</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 75%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left">CIT Group, Inc.</div>
</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 2%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 9%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 3%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 2%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 9%; BACKGROUND-COLOR: #ffffff">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 75%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left; TEXT-INDENT: 9pt">5.00% due 05/15/18<sup style="vertical-align: text-top; line-height: 1; font-size: smaller">1,3</sup></div>
</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 2%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 9%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: right"><font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;</font>1,380,000</div>
</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 3%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 2%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 9%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: right"><font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;</font>1,402,453</div>
</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 75%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left">American Equity Investment Life Holding Co.</div>
</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 2%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 9%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 3%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 2%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 9%; BACKGROUND-COLOR: #ffffff">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 75%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left; TEXT-INDENT: 9pt">6.63% due 07/15/21<sup style="vertical-align: text-top; line-height: 1; font-size: smaller">1</sup></div>
</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 2%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 9%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: right"><font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;</font>1,000,000</div>
</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 3%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 2%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 9%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: right"><font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;</font>1,052,310</div>
</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 75%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left">Radian Group, Inc.</div>
</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 2%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 9%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 3%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 2%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 9%; BACKGROUND-COLOR: #ffffff">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 75%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left; TEXT-INDENT: 9pt">7.00% due 03/15/21</div>
</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 2%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 9%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: right"><font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;</font>868,000</div>
</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 3%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 2%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 9%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: right"><font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;</font>964,565</div>
</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 75%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left">Starwood Property Trust, Inc.</div>
</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 2%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 9%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 3%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 2%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 9%; BACKGROUND-COLOR: #ffffff">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: bottom; PADDING-BOTTOM: 2px; WIDTH: 75%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left; TEXT-INDENT: 9pt">5.00% due 12/15/21<sup style="vertical-align: text-top; line-height: 1; font-size: smaller">1,3</sup></div>
</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-BOTTOM: 2px; WIDTH: 2%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-BOTTOM: 2px; WIDTH: 9%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: right"><font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;</font>247,000</div>
</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-BOTTOM: 2px; WIDTH: 3%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; WIDTH: 2%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-BOTTOM: 2px; WIDTH: 9%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: right"><font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;</font>251,631</div>
</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: bottom; PADDING-BOTTOM: 2px; WIDTH: 75%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; FONT-WEIGHT: bold; TEXT-ALIGN: left">Total Financial</div>
</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-BOTTOM: 2px; WIDTH: 2%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-BOTTOM: 2px; WIDTH: 9%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-BOTTOM: 2px; WIDTH: 3%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; WIDTH: 2%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="BORDER-TOP: #000000 2px solid; VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; WIDTH: 9%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: right"><font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;</font>22,071,764</div>
</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 75%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; FONT-WEIGHT: bold; TEXT-ALIGN: left">Basic Materials&#160;-<font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;&#160;</font>5.1%</div>
</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 2%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 9%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 3%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 2%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 9%; BACKGROUND-COLOR: #cceeff">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 75%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left">NOVA Chemicals Corp.</div>
</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 2%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 9%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 3%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 2%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 9%; BACKGROUND-COLOR: #ffffff">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 75%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left; TEXT-INDENT: 9pt">5.00% due 05/01/25<sup style="vertical-align: text-top; line-height: 1; font-size: smaller">1,3</sup></div>
</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 2%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 9%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: right"><font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;</font>2,079,000</div>
</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 3%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 2%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 9%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: right"><font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;</font>2,089,395</div>
</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 75%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left; TEXT-INDENT: 9pt">5.25% due 08/01/23<sup style="vertical-align: text-top; line-height: 1; font-size: smaller">1,3</sup></div>
</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 2%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 9%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: right"><font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;</font>1,600,000</div>
</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 3%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 2%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 9%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: right"><font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;</font>1,662,000</div>
</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 75%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left">Celanese US Holdings LLC</div>
</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 2%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 9%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 3%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 2%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 9%; BACKGROUND-COLOR: #cceeff">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 75%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; 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; WIDTH: 2%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 9%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: right"><font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;</font>2,534,000</div>
</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 3%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 2%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 9%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: right"><font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;</font>2,814,617</div>
</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 75%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left">Commercial Metals Co.</div>
</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 2%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 9%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 3%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 2%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 9%; BACKGROUND-COLOR: #cceeff">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 75%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; 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; WIDTH: 2%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 9%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: right"><font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;</font>1,889,000</div>
</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 3%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 2%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 9%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: right"><font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;</font>1,936,225</div>
</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 75%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left">First Quantum Minerals Ltd.</div>
</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 2%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 9%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 3%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 2%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 9%; BACKGROUND-COLOR: #cceeff">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 75%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left; TEXT-INDENT: 9pt">7.00% due 02/15/21<sup style="vertical-align: text-top; line-height: 1; font-size: smaller">3</sup></div>
</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 2%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 9%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: right"><font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;</font>1,628,000</div>
</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 3%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 2%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 9%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: right"><font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;</font>1,676,840</div>
</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 75%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left">INEOS Group Holdings S.A.</div>
</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 2%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 9%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 3%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 2%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 9%; BACKGROUND-COLOR: #cceeff">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 75%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left; TEXT-INDENT: 9pt">5.88% due 02/15/19<sup style="vertical-align: text-top; line-height: 1; font-size: smaller">1,3</sup></div>
</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 2%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 9%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: right"><font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;</font>1,600,000</div>
</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 3%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 2%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 9%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: right"><font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;</font>1,626,400</div>
</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 75%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left">Blue Cube Spinco, Inc.</div>
</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 2%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 9%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 3%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 2%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 9%; BACKGROUND-COLOR: #cceeff">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 75%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; 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</sup></div>
</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 2%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 9%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: right"><font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;</font>1,263,000</div>
</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 3%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 2%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 9%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: right"><font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;</font>1,534,545</div>
</td>
</tr>
</table>
</div>

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

<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman'; TEXT-ALIGN: left">
<table id="zf34cade21977442c8dab1525fb312ba3" style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; BORDER-COLLAPSE: collapse; WIDTH: 100%" cellspacing="0" cellpadding="0">
<tr>
<td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; WIDTH: 75%">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; WIDTH: 2%">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; WIDTH: 9%">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; FONT-WEIGHT: bold; TEXT-ALIGN: right">Face<font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial"><br>
</font> Amount~</div>
</td>
<td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; WIDTH: 3%">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; WIDTH: 2%">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; WIDTH: 9%">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; FONT-WEIGHT: bold; TEXT-ALIGN: right">Value</div>
</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff" colspan="6">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left"><font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; FONT-WEIGHT: bold">CORPORATE BONDS</font><sup style="vertical-align: text-top; line-height: 1; font-size: smaller;FONT-FAMILY: 'Franklin Gothic Book', 'Franklin Gothic Medium', sans-serif; FONT-WEIGHT: bold">&#8224;&#8224;</sup>&#160;<font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; FONT-WEIGHT: bold">- 57.5% (continued)</font></div>
</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 75%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; FONT-WEIGHT: bold; TEXT-ALIGN: left">Basic Materials -<font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;&#160;</font>5.1% (continued)</div>
</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 2%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 9%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 3%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 2%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 9%; BACKGROUND-COLOR: #ffffff">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 75%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left">FMG Resources August 2006 Pty Ltd.</div>
</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 2%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 9%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 3%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 2%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 9%; BACKGROUND-COLOR: #cceeff">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 75%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left; TEXT-INDENT: 9pt">9.75% due 03/01/22<sup style="vertical-align: text-top; line-height: 1; font-size: smaller">1,3</sup></div>
</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 2%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 9%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: right"><font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;</font>1,288,000</div>
</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 3%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 2%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 9%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: right"><font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;</font>1,500,520</div>
</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 75%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left">Tronox Finance LLC</div>
</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 2%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 9%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 3%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 2%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 9%; BACKGROUND-COLOR: #cceeff">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 75%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left; TEXT-INDENT: 9pt">7.50% due 03/15/22<sup style="vertical-align: text-top; line-height: 1; font-size: smaller">1,3</sup></div>
</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 2%; BACKGROUND-COLOR: #ffffff">$</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 9%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: right">1,375,000</div>
</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 3%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 2%; BACKGROUND-COLOR: #ffffff">$</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 9%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: right">1,347,500</div>
</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 75%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left">TPC Group, Inc.</div>
</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 2%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 9%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 3%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 2%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 9%; BACKGROUND-COLOR: #cceeff">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 75%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left; TEXT-INDENT: 9pt">8.75% due 12/15/20<sup style="vertical-align: text-top; line-height: 1; font-size: smaller">3</sup></div>
</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 2%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 9%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: right"><font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;</font>1,483,000</div>
</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 3%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 2%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 9%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: right"><font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;</font>1,342,115</div>
</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 75%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left">Compass Minerals International, Inc.</div>
</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 2%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 9%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 3%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 2%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 9%; BACKGROUND-COLOR: #cceeff">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 75%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left; TEXT-INDENT: 9pt">4.88% due 07/15/24<sup style="vertical-align: text-top; line-height: 1; font-size: smaller">1,3</sup></div>
</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 2%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 9%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: right"><font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;</font>1,150,000</div>
</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 3%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 2%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 9%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: right"><font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;</font>1,127,000</div>
</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 75%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left">Sappi Papier Holding GmbH</div>
</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 2%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 9%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 3%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 2%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 9%; BACKGROUND-COLOR: #cceeff">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 75%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left; TEXT-INDENT: 9pt">4.00% due 04/01/23<sup style="vertical-align: text-top; line-height: 1; font-size: smaller">3</sup></div>
</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 2%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 9%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: right"><font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;</font>828,000 EUR</div>
</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 3%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 2%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 9%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: right"><font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;</font>947,950</div>
</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 75%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left">Steel Dynamics, Inc.</div>
</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 2%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 9%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 3%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 2%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 9%; BACKGROUND-COLOR: #cceeff">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 75%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left; TEXT-INDENT: 9pt">5.00% due 12/15/26<sup style="vertical-align: text-top; line-height: 1; font-size: smaller">3</sup></div>
</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 2%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 9%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: right"><font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;</font>395,000</div>
</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 3%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 2%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 9%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: right"><font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;</font>402,900</div>
</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 75%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left">Alcoa Nederland Holding B.V.</div>
</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 2%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 9%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 3%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 2%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 9%; BACKGROUND-COLOR: #cceeff">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 75%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left; TEXT-INDENT: 9pt">7.00% due 09/30/26<sup style="vertical-align: text-top; line-height: 1; font-size: smaller">3</sup></div>
</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 2%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 9%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: right"><font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;</font>250,000</div>
</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 3%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 2%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 9%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: right"><font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;</font>274,375</div>
</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 75%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left">Kaiser Aluminum Corp.</div>
</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 2%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 9%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 3%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 2%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 9%; BACKGROUND-COLOR: #cceeff">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 75%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left; TEXT-INDENT: 9pt">5.88% due 05/15/24</div>
</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 2%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 9%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: right"><font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;</font>248,000</div>
</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 3%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 2%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 9%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: right"><font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;</font>260,400</div>
</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 75%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left">St. Barbara Ltd.</div>
</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 2%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 9%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 3%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 2%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 9%; BACKGROUND-COLOR: #cceeff">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: bottom; PADDING-BOTTOM: 2px; WIDTH: 75%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left; TEXT-INDENT: 9pt">8.88% due 04/15/18<sup style="vertical-align: text-top; line-height: 1; font-size: smaller">3</sup></div>
</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-BOTTOM: 2px; WIDTH: 2%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-BOTTOM: 2px; WIDTH: 9%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: right"><font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;</font>70,000</div>
</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-BOTTOM: 2px; WIDTH: 3%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; WIDTH: 2%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-BOTTOM: 2px; WIDTH: 9%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: right"><font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;</font>72,144</div>
</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: bottom; PADDING-BOTTOM: 2px; WIDTH: 75%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; FONT-WEIGHT: bold; TEXT-ALIGN: left">Total Basic Materials</div>
</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-BOTTOM: 2px; WIDTH: 2%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-BOTTOM: 2px; WIDTH: 9%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-BOTTOM: 2px; WIDTH: 3%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; WIDTH: 2%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="BORDER-TOP: #000000 2px solid; VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; WIDTH: 9%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: right"><font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;</font>20,614,926</div>
</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 75%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; FONT-WEIGHT: bold; TEXT-ALIGN: left">Technology&#160;-<font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;&#160;</font>4.1%</div>
</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 2%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 9%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 3%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 2%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 9%; BACKGROUND-COLOR: #ffffff">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 75%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left">Qorvo, Inc.</div>
</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 2%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 9%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 3%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 2%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 9%; BACKGROUND-COLOR: #cceeff">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 75%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; 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</sup></div>
</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 2%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 9%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: right"><font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;</font>3,481,000</div>
</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 3%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 2%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 9%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: right"><font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;</font>3,863,910</div>
</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 75%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left">Entegris, Inc.</div>
</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 2%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 9%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 3%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 2%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 9%; BACKGROUND-COLOR: #cceeff">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 75%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left; TEXT-INDENT: 9pt">6.00% due 04/01/22<sup style="vertical-align: text-top; line-height: 1; font-size: smaller">1,3</sup></div>
</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 2%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 9%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: right"><font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;</font>2,000,000</div>
</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 3%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 2%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 9%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: right"><font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;</font>2,097,500</div>
</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 75%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left">NXP B.V. / NXP Funding LLC</div>
</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 2%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 9%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 3%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 2%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 9%; BACKGROUND-COLOR: #cceeff">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 75%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left; TEXT-INDENT: 9pt">5.75% due 02/15/21<sup style="vertical-align: text-top; line-height: 1; font-size: smaller">1,3</sup></div>
</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 2%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 9%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: right"><font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;</font>2,000,000</div>
</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 3%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 2%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 9%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: right"><font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;</font>2,070,000</div>
</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 75%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left">Microsemi Corp.</div>
</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 2%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 9%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 3%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 2%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 9%; BACKGROUND-COLOR: #cceeff">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 75%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left; TEXT-INDENT: 9pt">9.13% due 04/15/23<sup style="vertical-align: text-top; line-height: 1; font-size: smaller">1,3</sup></div>
</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 2%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 9%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: right"><font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;</font>1,688,000</div>
</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 3%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 2%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 9%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: right"><font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;</font>1,966,520</div>
</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 75%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left">Western Digital Corp.</div>
</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 2%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 9%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 3%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 2%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 9%; BACKGROUND-COLOR: #cceeff">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 75%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left; TEXT-INDENT: 9pt">10.50% due 04/01/24<sup style="vertical-align: text-top; line-height: 1; font-size: smaller">1,3</sup></div>
</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 2%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 9%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: right"><font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;</font>1,587,000</div>
</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 3%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 2%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 9%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: right"><font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;</font>1,872,660</div>
</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 75%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left">Seagate HDD Cayman</div>
</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 2%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 9%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 3%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 2%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 9%; BACKGROUND-COLOR: #cceeff">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 75%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left; TEXT-INDENT: 9pt">4.88% due 06/01/27<sup style="vertical-align: text-top; line-height: 1; font-size: smaller">1</sup></div>
</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 2%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 9%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: right"><font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;</font>1,732,000</div>
</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 3%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 2%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 9%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: right"><font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;</font>1,630,538</div>
</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 75%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left">First Data Corp.</div>
</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 2%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 9%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 3%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 2%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 9%; BACKGROUND-COLOR: #cceeff">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 75%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left; TEXT-INDENT: 9pt">5.38% due 08/15/23<sup style="vertical-align: text-top; line-height: 1; font-size: smaller">1,3</sup></div>
</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 2%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 9%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: right"><font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;</font>1,100,000</div>
</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 3%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 2%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 9%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: right"><font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;</font>1,135,750</div>
</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 75%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left">ACI Worldwide, Inc.</div>
</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 2%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 9%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 3%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 2%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 9%; BACKGROUND-COLOR: #cceeff">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 75%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left; TEXT-INDENT: 9pt">6.38% due 08/15/20<sup style="vertical-align: text-top; line-height: 1; font-size: smaller">1,3</sup></div>
</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 2%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 9%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: right"><font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;</font>1,000,000</div>
</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 3%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 2%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 9%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: right"><font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;</font>1,031,450</div>
</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 75%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left">Nuance Communications, Inc.</div>
</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 2%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 9%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 3%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 2%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 9%; BACKGROUND-COLOR: #cceeff">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: bottom; PADDING-BOTTOM: 2px; WIDTH: 75%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left; TEXT-INDENT: 9pt">5.38% due 08/15/20<sup style="vertical-align: text-top; line-height: 1; font-size: smaller">1,3</sup></div>
</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-BOTTOM: 2px; WIDTH: 2%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-BOTTOM: 2px; WIDTH: 9%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: right"><font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;</font>720,000</div>
</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-BOTTOM: 2px; WIDTH: 3%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; WIDTH: 2%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-BOTTOM: 2px; WIDTH: 9%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: right"><font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;</font>738,450</div>
</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: bottom; PADDING-BOTTOM: 2px; WIDTH: 75%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; FONT-WEIGHT: bold; TEXT-ALIGN: left">Total Technology</div>
</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-BOTTOM: 2px; WIDTH: 2%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-BOTTOM: 2px; WIDTH: 9%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-BOTTOM: 2px; WIDTH: 3%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; WIDTH: 2%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="BORDER-TOP: #000000 2px solid; VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; WIDTH: 9%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: right"><font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;</font>16,406,778</div>
</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 75%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; FONT-WEIGHT: bold; TEXT-ALIGN: left">Utilities&#160;-<font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;&#160;</font>0.1%</div>
</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 2%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 9%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 3%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 2%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 9%; BACKGROUND-COLOR: #ffffff">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 75%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left">Dynegy, Inc.</div>
</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 2%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 9%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 3%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 2%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 9%; BACKGROUND-COLOR: #cceeff">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: bottom; PADDING-BOTTOM: 2px; WIDTH: 75%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left; TEXT-INDENT: 9pt">8.00% due 01/15/25<sup style="vertical-align: text-top; line-height: 1; font-size: smaller">3</sup></div>
</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-BOTTOM: 2px; WIDTH: 2%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-BOTTOM: 2px; WIDTH: 9%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: right"><font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;</font>619,000</div>
</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-BOTTOM: 2px; WIDTH: 3%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; WIDTH: 2%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; WIDTH: 9%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: right"><font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;</font>597,335</div>
</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff" colspan="3">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; FONT-WEIGHT: bold; TEXT-ALIGN: left">Total Corporate Bonds</div>
</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 3%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 2%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="BORDER-TOP: #000000 2px solid; VERTICAL-ALIGN: bottom; WIDTH: 9%; BACKGROUND-COLOR: #cceeff">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: bottom; PADDING-BOTTOM: 2px; BACKGROUND-COLOR: #ffffff" colspan="3">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left; TEXT-INDENT: 9pt">(Cost $227,582,516)</div>
</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-BOTTOM: 2px; WIDTH: 3%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; WIDTH: 2%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; WIDTH: 9%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: right">231,743,338</div>
</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff" colspan="6">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left"><font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; FONT-WEIGHT: bold">SENIOR FLOATING RATE INTERESTS</font><sup style="vertical-align: text-top; line-height: 1; font-size: smaller;FONT-FAMILY: 'Franklin Gothic Book', 'Franklin Gothic Medium', sans-serif; FONT-WEIGHT: bold">&#8224;&#8224;</sup><sup style="vertical-align: text-top; line-height: 1; font-size: smaller;FONT-WEIGHT: bold">,10</sup>&#160;<font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; FONT-WEIGHT: bold">- </font><font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; FONT-WEIGHT: bold">1.3%</font></div>
</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 75%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; FONT-WEIGHT: bold; TEXT-ALIGN: left">Communications&#160;-<font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;&#160;</font>0.7%</div>
</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 2%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 9%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 3%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 2%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 9%; BACKGROUND-COLOR: #ffffff">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 75%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left">CSC Holdings LLC</div>
</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 2%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 9%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 3%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 2%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 9%; BACKGROUND-COLOR: #cceeff">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: bottom; PADDING-BOTTOM: 2px; WIDTH: 75%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left; TEXT-INDENT: 9pt">3.77% due 10/11/24</div>
</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-BOTTOM: 2px; WIDTH: 2%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-BOTTOM: 2px; WIDTH: 9%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: right"><font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;</font>2,755,095</div>
</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-BOTTOM: 2px; WIDTH: 3%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; WIDTH: 2%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; WIDTH: 9%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: right"><font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;</font>2,789,964</div>
</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 75%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; FONT-WEIGHT: bold; TEXT-ALIGN: left">Consumer, Non-cyclical&#160;-<font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;&#160;</font>0.4%</div>
</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 2%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 9%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 3%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 2%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="BORDER-TOP: #000000 2px solid; VERTICAL-ALIGN: bottom; WIDTH: 9%; BACKGROUND-COLOR: #cceeff">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 75%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left">Sprint Industrial Holdings LLC</div>
</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 2%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 9%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 3%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 2%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 9%; BACKGROUND-COLOR: #ffffff">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 75%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left; TEXT-INDENT: 9pt">11.25% due 11/14/19</div>
</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 2%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 9%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: right"><font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;</font>1,650,000</div>
</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 3%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 2%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 9%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: right"><font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;</font>874,500</div>
</td>
</tr>
</table>
</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">
<br>
</div>
</div>

<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman'; TEXT-ALIGN: left">
<table id="z93571ffea2b14677a3bc46cde278137c" style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; BORDER-COLLAPSE: collapse; WIDTH: 100%" cellspacing="0" cellpadding="0">
<tr>
<td style="VERTICAL-ALIGN: middle; WIDTH: 80.41%">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; 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="VERTICAL-ALIGN: middle; BORDER-BOTTOM: #000000 1px solid; WIDTH: 80.41%">
<div style="FONT-SIZE: 14pt; FONT-FAMILY: Arial; FONT-WEIGHT: bold; TEXT-ALIGN: left">SCHEDULE OF INVESTMENTS <font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; FONT-STYLE: italic">(Unaudited)</font></div>
</td>
<td style="VERTICAL-ALIGN: middle; BORDER-BOTTOM: #000000 1px solid; WIDTH: 19.59%">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: right">January 31, 2017</div>
</td>
</tr>
</table>
</div>

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

<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman'; TEXT-ALIGN: left">
<table id="za0a248f434654bfca5aef6dfb7ff57db" style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; BORDER-COLLAPSE: collapse; WIDTH: 100%" cellspacing="0" cellpadding="0">
<tr>
<td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; WIDTH: 75%">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; WIDTH: 2%">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; WIDTH: 9%">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; FONT-WEIGHT: bold; TEXT-ALIGN: right">Face<font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial"><br>
</font> Amount~</div>
</td>
<td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; WIDTH: 3%">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; WIDTH: 2%">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; WIDTH: 9%">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; FONT-WEIGHT: bold; TEXT-ALIGN: right">Value</div>
</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff" colspan="6">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left"><font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; FONT-WEIGHT: bold">SENIOR FLOATING RATE INTERESTS</font><sup style="vertical-align: text-top; line-height: 1; font-size: smaller;FONT-FAMILY: 'Franklin Gothic Book', 'Franklin Gothic Medium', sans-serif; FONT-WEIGHT: bold">&#8224;&#8224;</sup><sup style="vertical-align: text-top; line-height: 1; font-size: smaller;FONT-WEIGHT: bold">,10</sup>&#160;<font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; FONT-WEIGHT: bold">- 1.3% (continued)</font></div>
</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 75%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; FONT-WEIGHT: bold; TEXT-ALIGN: left">Consumer, Non-cyclical -<font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;&#160;</font>0.4% (continued)</div>
</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 2%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 9%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 3%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 2%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 9%; BACKGROUND-COLOR: #ffffff">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 75%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left">Caraustar Industries, Inc.</div>
</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 2%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 9%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 3%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 2%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 9%; BACKGROUND-COLOR: #cceeff">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: bottom; PADDING-BOTTOM: 2px; WIDTH: 75%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left; TEXT-INDENT: 9pt">8.00% due 05/01/19</div>
</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-BOTTOM: 2px; WIDTH: 2%; BACKGROUND-COLOR: #ffffff">$</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-BOTTOM: 2px; WIDTH: 9%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: right">849,294</div>
</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-BOTTOM: 2px; WIDTH: 3%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; WIDTH: 2%; BACKGROUND-COLOR: #ffffff">$</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-BOTTOM: 2px; WIDTH: 9%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: right">867,341</div>
</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: bottom; PADDING-BOTTOM: 2px; WIDTH: 75%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; FONT-WEIGHT: bold; TEXT-ALIGN: left">Total Consumer, Non-cyclical</div>
</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-BOTTOM: 2px; WIDTH: 2%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-BOTTOM: 2px; WIDTH: 9%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-BOTTOM: 2px; WIDTH: 3%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; WIDTH: 2%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="BORDER-TOP: #000000 2px solid; VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; WIDTH: 9%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: right"><font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;</font>1,741,841</div>
</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 75%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; FONT-WEIGHT: bold; TEXT-ALIGN: left">Basic Materials&#160;-<font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;&#160;</font>0.2%</div>
</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 2%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 9%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 3%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 2%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 9%; BACKGROUND-COLOR: #ffffff">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 75%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left">Fortescue Resources August 2006 Pty Ltd.</div>
</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 2%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 9%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 3%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 2%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 9%; BACKGROUND-COLOR: #cceeff">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: bottom; PADDING-BOTTOM: 2px; WIDTH: 75%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left; TEXT-INDENT: 9pt">3.75% due 06/30/19</div>
</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-BOTTOM: 2px; WIDTH: 2%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-BOTTOM: 2px; WIDTH: 9%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: right"><font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;</font>682,674</div>
</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-BOTTOM: 2px; WIDTH: 3%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; WIDTH: 2%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; WIDTH: 9%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: right"><font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;</font>687,509</div>
</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff" colspan="3">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; FONT-WEIGHT: bold; TEXT-ALIGN: left">Total Senior Floating Rate Interests</div>
</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 3%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 2%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="BORDER-TOP: #000000 2px solid; VERTICAL-ALIGN: bottom; WIDTH: 9%; BACKGROUND-COLOR: #cceeff">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: bottom; PADDING-BOTTOM: 2px; BACKGROUND-COLOR: #ffffff" colspan="3">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left; TEXT-INDENT: 9pt">(Cost $5,831,100)</div>
</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-BOTTOM: 2px; WIDTH: 3%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; WIDTH: 2%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; WIDTH: 9%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: right">5,219,314</div>
</td>
</tr>
</table>
</div>

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

<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman'; TEXT-ALIGN: left">
<table id="z0205a77fe5e043c3ab70044edbe1e36d" style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; BORDER-COLLAPSE: collapse; WIDTH: 100%" cellspacing="0" cellpadding="0" border="0">
<tr>
<td style="VERTICAL-ALIGN: top; WIDTH: 75%">&#160;</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 11%">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; FONT-WEIGHT: bold; TEXT-ALIGN: right">Contracts</div>
</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 3%">&#160;</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 2%">&#160;</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 9%">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; WIDTH: 75%">&#160;</td>
<td style="VERTICAL-ALIGN: top">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; FONT-WEIGHT: bold; TEXT-ALIGN: right">(100 shares</div>
</td>
<td style="VERTICAL-ALIGN: top">&#160;</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 2%">&#160;</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 9%">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; BORDER-BOTTOM: #000000 2px solid; WIDTH: 75%">&#160;</td>
<td style="VERTICAL-ALIGN: top; BORDER-BOTTOM: #000000 2px solid">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; FONT-WEIGHT: bold; TEXT-ALIGN: right">per contract)</div>
</td>
<td style="VERTICAL-ALIGN: top; BORDER-BOTTOM: #000000 2px solid">&#160;</td>
<td style="VERTICAL-ALIGN: top; BORDER-BOTTOM: #000000 2px solid; WIDTH: 2%">&#160;</td>
<td style="VERTICAL-ALIGN: top; BORDER-BOTTOM: #000000 2px solid; WIDTH: 9%">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; FONT-WEIGHT: bold; TEXT-ALIGN: right">Value</div>
</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; BACKGROUND-COLOR: #cceeff" colspan="4">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; FONT-WEIGHT: bold; TEXT-ALIGN: left">PUT OPTIONS PURCHASED<sup style="vertical-align: text-top; line-height: 1; font-size: smaller;FONT-FAMILY: 'Franklin Gothic Book'">&#8224;</sup><sup style="vertical-align: text-top; line-height: 1; font-size: smaller">,*</sup> - 0.0%**</div>
</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 9%; BACKGROUND-COLOR: #cceeff">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; WIDTH: 75%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left">Macquarie Infrastructure Corp. Expiring February 2017 with strike price of $75.00</div>
</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 11%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: right">227</div>
</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 3%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 2%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left"><font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">$</font>&#160;</div>
</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 9%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: right">38,023</div>
</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; BACKGROUND-COLOR: #cceeff" colspan="3">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; FONT-WEIGHT: bold; TEXT-ALIGN: left">Total Put Options Purchased</div>
</td>
<td style="BORDER-TOP: #000000 2px solid; VERTICAL-ALIGN: top; WIDTH: 2%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="BORDER-TOP: #000000 2px solid; VERTICAL-ALIGN: top; WIDTH: 9%; BACKGROUND-COLOR: #cceeff">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; BACKGROUND-COLOR: #ffffff" colspan="2">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left; MARGIN-LEFT: 10pt">(Cost $12,242)</div>
</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 3%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: top; BORDER-BOTTOM: #000000 2px solid; WIDTH: 2%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: top; BORDER-BOTTOM: #000000 2px solid; WIDTH: 9%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: right">38,023</div>
</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; BACKGROUND-COLOR: #cceeff" colspan="3">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; FONT-WEIGHT: bold; TEXT-ALIGN: left">Total Investments - 165.7%</div>
</td>
<td style="BORDER-TOP: #000000 2px solid; VERTICAL-ALIGN: top; WIDTH: 2%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="BORDER-TOP: #000000 2px solid; VERTICAL-ALIGN: top; WIDTH: 9%; BACKGROUND-COLOR: #cceeff">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; BACKGROUND-COLOR: #ffffff" colspan="3">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left; MARGIN-LEFT: 10pt">(Cost $644,597,766)</div>
</td>
<td style="VERTICAL-ALIGN: top; BORDER-BOTTOM: #000000 2px solid; WIDTH: 2%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: top; BORDER-BOTTOM: #000000 2px solid; WIDTH: 9%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: right">668,688,104</div>
</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; BACKGROUND-COLOR: #cceeff" colspan="4">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; FONT-WEIGHT: bold; TEXT-ALIGN: left">CALL OPTIONS WRITTEN<sup style="vertical-align: text-top; line-height: 1; font-size: smaller;FONT-FAMILY: 'Franklin Gothic Book'">&#8224;</sup><sup style="vertical-align: text-top; line-height: 1; font-size: smaller">,*</sup> - (0.0)%**</div>
</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 9%; BACKGROUND-COLOR: #cceeff">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; WIDTH: 75%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left">LyondellBasell Industries N.V. Expiring March 2017 with strike price of $97.50</div>
</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 11%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: right">136</div>
</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 3%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 2%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 9%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: right">(18,700)</div>
</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; BACKGROUND-COLOR: #cceeff" colspan="3">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; FONT-WEIGHT: bold; TEXT-ALIGN: left">Total Call Options Written</div>
</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 2%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 9%; BACKGROUND-COLOR: #cceeff">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; BACKGROUND-COLOR: #ffffff" colspan="3">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left; MARGIN-LEFT: 10pt">(Premiums received $28,338)</div>
</td>
<td style="VERTICAL-ALIGN: top; BORDER-BOTTOM: #000000 2px solid; WIDTH: 2%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: top; BORDER-BOTTOM: #000000 2px solid; WIDTH: 9%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: right">(18,700)</div>
</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; PADDING-BOTTOM: 2px; BACKGROUND-COLOR: #cceeff" colspan="3">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; FONT-WEIGHT: bold; TEXT-ALIGN: left">Other Assets &amp; Liabilities, net - (65.7)%</div>
</td>
<td style="VERTICAL-ALIGN: top; BORDER-BOTTOM: #000000 2px solid; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: top; BORDER-BOTTOM: #000000 2px solid; WIDTH: 9%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: right">(265,220,614)</div>
</td>
</tr>

<tr style="HEIGHT: 14px">
<td style="VERTICAL-ALIGN: top; BACKGROUND-COLOR: #ffffff" colspan="3">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; FONT-WEIGHT: bold; TEXT-ALIGN: left">Total Net Assets - 100.0%</div>
</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 2%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left">$</div>
</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 9%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: right">403,448,790</div>
</td>
</tr>
</table>
</div>

<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman'; TEXT-ALIGN: left"><br>
<table id="z5d4bc45f3191461e80d3bc32b00a23d2" style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; BORDER-COLLAPSE: collapse; WIDTH: 100%" cellspacing="0" cellpadding="0">
<tr>
<td style="VERTICAL-ALIGN: top; WIDTH: 2.62%">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; FONT-STYLE: italic; TEXT-ALIGN: left">*</div>
</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 97.38%">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; FONT-STYLE: italic; TEXT-ALIGN: left">Non-income producing security.</div>
</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; WIDTH: 2.62%">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; FONT-STYLE: italic; TEXT-ALIGN: left">**</div>
</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 97.38%">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; FONT-STYLE: italic; TEXT-ALIGN: left">Less than 0.1%</div>
</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; WIDTH: 2.62%">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; FONT-STYLE: italic; TEXT-ALIGN: left">~</div>
</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 97.38%">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; 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: 2.62%">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; FONT-STYLE: italic; TEXT-ALIGN: left">&#8224;</div>
</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 97.38%">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; 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: 2.62%">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; FONT-STYLE: italic; TEXT-ALIGN: left">&#8224;&#8224;</div>
</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 97.38%">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; 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: 2.62%">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; FONT-STYLE: italic; TEXT-ALIGN: left">1</div>
</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 97.38%">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; 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 January 31, 2017, the total value of securities segregated was $405,840,684.</div>
</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; WIDTH: 2.62%">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; FONT-STYLE: italic; TEXT-ALIGN: left">2</div>
</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 97.38%">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; FONT-STYLE: italic; TEXT-ALIGN: left">All or a portion of this security represents cover for outstanding written options. As of&#160;January 31, 2017, the total value of these positions&#160;segregated was $1,268,472.</div>
</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; WIDTH: 2.62%">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; FONT-STYLE: italic; TEXT-ALIGN: left">3</div>
</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 97.38%">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; FONT-STYLE: italic; TEXT-ALIGN: left">Security is a 144A or Section 4(a)(2) security. These securities have been determined to be liquid under guidelines established by the Board of Trustees. The total market value of 144A or Section 4(a)(2) liquid securities is $156,583,846 (cost $153,973,426), or 38.8% of total net assets.</div>
</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; WIDTH: 2.62%">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; FONT-STYLE: italic; TEXT-ALIGN: left">4</div>
</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 97.38%">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; FONT-STYLE: italic; TEXT-ALIGN: left">Perpetual maturity.</div>
</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; WIDTH: 2.62%">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; FONT-STYLE: italic; TEXT-ALIGN: left">5</div>
</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 97.38%">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; FONT-STYLE: italic; TEXT-ALIGN: left">Rate indicated is the 7-day yield as of January 31, 2017.</div>
</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; WIDTH: 2.62%">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; FONT-STYLE: italic; TEXT-ALIGN: left">6</div>
</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 97.38%">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; FONT-STYLE: italic; TEXT-ALIGN: left">Zero coupon rate security.</div>
</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; WIDTH: 2.62%">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; FONT-STYLE: italic; TEXT-ALIGN: left">7</div>
</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 97.38%">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; 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: 2.62%">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; FONT-STYLE: italic; TEXT-ALIGN: left">8</div>
</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 97.38%">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; 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: 2.62%">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; FONT-STYLE: italic; TEXT-ALIGN: left">9</div>
</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 97.38%">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; 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: 2.62%">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; FONT-STYLE: italic; TEXT-ALIGN: left">10</div>
</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 97.38%">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; FONT-STYLE: italic; TEXT-ALIGN: left">Variable rate security. Rate indicated is rate effective at January 31, 2017.</div>
</td>
</tr>
</table>

<br>
<table id="zf1033ec6f96146a1bd2c45635213fc36" style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; BORDER-COLLAPSE: collapse; WIDTH: 100%" cellspacing="0" cellpadding="0">
<tr>
<td style="VERTICAL-ALIGN: bottom; FONT-WEIGHT: bold; WIDTH: 8.75%">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; FONT-STYLE: italic; TEXT-ALIGN: left">B.V.</div>
</td>
<td style="VERTICAL-ALIGN: bottom; FONT-WEIGHT: bold; WIDTH: 91.25%">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; FONT-STYLE: italic; TEXT-ALIGN: left">Limited Liability Company</div>
</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: bottom; FONT-WEIGHT: bold; WIDTH: 8.75%">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; FONT-STYLE: italic; TEXT-ALIGN: left">CAD</div>
</td>
<td style="VERTICAL-ALIGN: bottom; FONT-WEIGHT: bold; WIDTH: 91.25%">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; FONT-STYLE: italic; TEXT-ALIGN: left">Canadian Dollar</div>
</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: bottom; FONT-WEIGHT: bold; WIDTH: 8.75%">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; FONT-STYLE: italic; TEXT-ALIGN: left">EUR</div>
</td>
<td style="VERTICAL-ALIGN: bottom; FONT-WEIGHT: bold; WIDTH: 91.25%">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; FONT-STYLE: italic; TEXT-ALIGN: left">Euro</div>
</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: bottom; FONT-WEIGHT: bold; WIDTH: 8.75%">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; FONT-STYLE: italic; TEXT-ALIGN: left">GBP</div>
</td>
<td style="VERTICAL-ALIGN: bottom; FONT-WEIGHT: bold; WIDTH: 91.25%">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; FONT-STYLE: italic; TEXT-ALIGN: left">Great Britain Pound</div>
</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: bottom; FONT-WEIGHT: bold; WIDTH: 8.75%">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; FONT-STYLE: italic; TEXT-ALIGN: left">GmbH</div>
</td>
<td style="VERTICAL-ALIGN: bottom; FONT-WEIGHT: bold; WIDTH: 91.25%">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; FONT-STYLE: italic; TEXT-ALIGN: left">Limited Liability</div>
</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: bottom; FONT-WEIGHT: bold; WIDTH: 8.75%">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; FONT-STYLE: italic; TEXT-ALIGN: left">N.V.</div>
</td>
<td style="VERTICAL-ALIGN: bottom; FONT-WEIGHT: bold; WIDTH: 91.25%">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; FONT-STYLE: italic; TEXT-ALIGN: left">Publicly Traded Company</div>
</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: bottom; FONT-WEIGHT: bold; WIDTH: 8.75%">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; FONT-STYLE: italic; TEXT-ALIGN: left">plc</div>
</td>
<td style="VERTICAL-ALIGN: bottom; FONT-WEIGHT: bold; WIDTH: 91.25%">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; FONT-STYLE: italic; TEXT-ALIGN: left">Public Limited Company</div>
</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: bottom; FONT-WEIGHT: bold; WIDTH: 8.75%">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; FONT-STYLE: italic; TEXT-ALIGN: left">Pty</div>
</td>
<td style="VERTICAL-ALIGN: bottom; FONT-WEIGHT: bold; WIDTH: 91.25%">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; FONT-STYLE: italic; TEXT-ALIGN: left">Proprietary</div>
</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: bottom; FONT-WEIGHT: bold; WIDTH: 8.75%">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; FONT-STYLE: italic; TEXT-ALIGN: left">S.A.</div>
</td>
<td style="VERTICAL-ALIGN: bottom; FONT-WEIGHT: bold; WIDTH: 91.25%">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; FONT-STYLE: italic; TEXT-ALIGN: left">Corporation</div>
</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: bottom; FONT-WEIGHT: bold; WIDTH: 9.06%">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; FONT-STYLE: italic; TEXT-ALIGN: left">SAB de CV</div>
</td>
<td style="VERTICAL-ALIGN: bottom; FONT-WEIGHT: bold; WIDTH: 91.25%">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; FONT-STYLE: italic; TEXT-ALIGN: left">Publicly Traded Company</div>
</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: bottom; FONT-WEIGHT: bold; WIDTH: 8.75%">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; FONT-WEIGHT: bold; WIDTH: 91.25%">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: bottom; FONT-WEIGHT: bold; WIDTH: 100%" colspan="2">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; FONT-STYLE: italic; TEXT-ALIGN: left">See Sector Classification in Supplemental Information section.</div>
</td>
</tr>
</table>

<br>
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left">The following table summarizes the inputs used to value the Fund's investments at January 31, 2017 (See Note 1 in the Notes to Schedule of Investments):</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>

<br>
<table id="z04cd1ae657d646f58d045d63cf93cea9" style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; BORDER-COLLAPSE: collapse; WIDTH: 100%" cellspacing="0" cellpadding="0">
<tr>
<td style="VERTICAL-ALIGN: middle; BORDER-BOTTOM: #000000 1px solid; WIDTH: 100%">
<div style="FONT-SIZE: 14pt; FONT-FAMILY: Arial; TEXT-ALIGN: left"><font style="FONT-SIZE: 14pt; FONT-FAMILY: Arial; FONT-WEIGHT: bold">Other Information </font><font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">(unaudited)</font></div>
</td>
</tr>
</table>

<br>
<br>
<table id="z5cd20ef08f78422fab7b1b9e1e129ac6" style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; WIDTH: 100%" cellspacing="0" cellpadding="0">
<tr>
<td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; TEXT-ALIGN: right">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; TEXT-ALIGN: right">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; TEXT-ALIGN: right" colspan="2">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; FONT-WEIGHT: bold">Level 1Quoted</div>

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

<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; FONT-WEIGHT: bold">Significant</div>

<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; FONT-WEIGHT: bold">Observable</div>

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

<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; FONT-WEIGHT: bold">Significant</div>

<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; FONT-WEIGHT: bold">Unobservable</div>

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

<tr>
<td style="VERTICAL-ALIGN: top; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; FONT-WEIGHT: bold; TEXT-ALIGN: left">Assets</div>
</td>
<td style="VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: top; 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: top; 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: top; 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: top; 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: top; WIDTH: 52%; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; 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: 10pt; FONT-FAMILY: Arial">$</div>
</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 9%; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">47,361,716</div>
</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">$</div>
</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 9%; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#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: 10pt; FONT-FAMILY: Arial">$</div>
</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 9%; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#8212;</div>
</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">$</div>
</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 9%; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">47,361,716</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: top; WIDTH: 52%; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; 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: 10pt; FONT-FAMILY: Arial">53,832,307</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: 10pt; FONT-FAMILY: Arial">&#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: 10pt; FONT-FAMILY: Arial">&#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: 10pt; FONT-FAMILY: Arial">53,832,307</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: top; WIDTH: 52%; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; 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: 10pt; FONT-FAMILY: Arial">58,363,619</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: 10pt; FONT-FAMILY: Arial">&#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: 10pt; FONT-FAMILY: Arial">&#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: 10pt; FONT-FAMILY: Arial">58,363,619</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: top; WIDTH: 52%; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; 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: 10pt; FONT-FAMILY: Arial">&#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: 10pt; FONT-FAMILY: Arial">272,129,787</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: 10pt; FONT-FAMILY: Arial">&#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: 10pt; FONT-FAMILY: Arial">272,129,787</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: top; WIDTH: 52%; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; 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: 10pt; FONT-FAMILY: Arial">&#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: 10pt; FONT-FAMILY: Arial">231,743,338</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: 10pt; FONT-FAMILY: Arial">&#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: 10pt; FONT-FAMILY: Arial">231,743,338</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: top; WIDTH: 52%; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; 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: 10pt; FONT-FAMILY: Arial">&#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: 10pt; FONT-FAMILY: Arial">5,219,314</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: 10pt; FONT-FAMILY: Arial">&#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: 10pt; FONT-FAMILY: Arial">5,219,314</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: top; WIDTH: 52%; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left">Put Options Purchased</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: 10pt; FONT-FAMILY: Arial">38,023</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: 10pt; FONT-FAMILY: Arial">&#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: 10pt; FONT-FAMILY: Arial">&#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: 10pt; FONT-FAMILY: Arial">38,023</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: top; WIDTH: 52%; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; 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">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 9%; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#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: 10pt; FONT-FAMILY: Arial">15,237</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: 10pt; FONT-FAMILY: Arial">&#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: 10pt; FONT-FAMILY: Arial">15,237</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: top; BORDER-BOTTOM: #000000 2px solid; WIDTH: 52%; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left">Unfunded Loan Commitments</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: 10pt; FONT-FAMILY: Arial">&#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: 10pt; FONT-FAMILY: Arial">4,688,544</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: 10pt; FONT-FAMILY: Arial">&#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: 10pt; FONT-FAMILY: Arial">4,688,544</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: top; BORDER-BOTTOM: #000000 2px solid; WIDTH: 52%; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; 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: 10pt; FONT-FAMILY: Arial">$</div>
</td>
<td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; TEXT-ALIGN: right; WIDTH: 9%; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">159,595,665</div>
</td>
<td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">$</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: 10pt; FONT-FAMILY: Arial">513,796,220</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: 10pt; FONT-FAMILY: Arial">$</div>
</td>
<td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; TEXT-ALIGN: right; WIDTH: 9%; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#8212;</div>
</td>
<td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">$</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: 10pt; FONT-FAMILY: Arial">673,391,885</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: top; WIDTH: 52%; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; FONT-WEIGHT: bold; TEXT-ALIGN: left">Liabilities</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">&#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: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="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">&#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: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="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">&#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: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="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">&#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: top; WIDTH: 52%; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left">Call Options Written</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: 10pt; FONT-FAMILY: Arial">$</div>
</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 9%; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">18,700</div>
</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">$</div>
</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 9%; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#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: 10pt; FONT-FAMILY: Arial">$</div>
</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 9%; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#8212;</div>
</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">$</div>
</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 9%; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">18,700</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: top; BORDER-BOTTOM: #000000 2px solid; WIDTH: 52%; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; 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: 10pt; FONT-FAMILY: Arial">&#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: 10pt; FONT-FAMILY: Arial">64,633</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: 10pt; FONT-FAMILY: Arial">&#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: 10pt; FONT-FAMILY: Arial">64,633</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: top; BORDER-BOTTOM: #000000 2px solid; WIDTH: 52%; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; 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: 10pt; FONT-FAMILY: Arial">$</div>
</td>
<td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; TEXT-ALIGN: right; WIDTH: 9%; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">18,700</div>
</td>
<td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">$</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: 10pt; FONT-FAMILY: Arial">64,633</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: 10pt; FONT-FAMILY: Arial">$</div>
</td>
<td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; TEXT-ALIGN: right; WIDTH: 9%; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#8212;</div>
</td>
<td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">$</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: 10pt; FONT-FAMILY: Arial">83,333</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>

<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left">* <font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; FONT-STYLE: italic">These amounts are reported as unrealized gain/(loss) as of January 31, 2017.</font></div>

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

<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left">Please refer to the detailed portfolio for the breakdown of investment type by industry category.</div>

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

<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left">The Fund did not hold any Level 3 securities during the year ended <font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">January 31, 2017</font>.</div>

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

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

<br>
<table id="zc1673c08920a439aafa28a55b8f390bc" style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; BORDER-COLLAPSE: collapse; WIDTH: 100%" cellspacing="0" cellpadding="0">
<tr>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 100%">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left">For the period ended January 31, 2017, there were no transfers between levels.</div>
</td>
</tr>
</table>
</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: 'Times New Roman'; TEXT-ALIGN: left">&#160;</div>

<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman'; TEXT-ALIGN: left">
<div style="TEXT-ALIGN: left">
<table id="z538041a34b474f9eb3fbbc53004d31b6" style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; WIDTH: 100%" cellspacing="0" cellpadding="0" border="0">
<tr>
<td style="BORDER-BOTTOM: #000000 1px solid; WIDTH: 0px">
<div><strong>NOTES TO SCHEDULE OF INVESTMENTS </strong><font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; FONT-STYLE: italic">(Unaudited)</font></div>
</td>
<td style="BORDER-BOTTOM: #000000 1px solid; WIDTH: 0px">
<div style="TEXT-ALIGN: right">January 31, 2017</div>
</td>
</tr>
</table>

<font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; FONT-WEIGHT: bold"><br>
</font></div>

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

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

<div><br>
</div>

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

<div><br>
</div>

<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left">Swaps are valued daily by independent pricing services or dealers using the mid price. 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. The Fund values money market funds at net asset value.</div>

<div><br>
</div>

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

<div><br>
</div>

<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left">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: market prices; sale prices; broker quotes; and models which derive prices based on inputs such as prices of securities with comparable maturities and characteristics, or based on inputs such as anticipated cash flows or collateral, spread over Treasuries, and other information analysis. There were no securities fair valued in accordance with such procedures established by the Board of Trustees as of January 31, 2017.</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><br>
</div>

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

<div><br>
</div>

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

<div><br>
</div>

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

<div><br>
</div>

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

<div><br>
</div>

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

<div><br>
</div>

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

<div><br>
</div>

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

<div><br>
</div>

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

<div><br>
</div>

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

<div><br>
</div>

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

<div><br>
</div>

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

<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left">As of January 31, 2017, the cost of investments and accumulated unrealized appreciation/depreciation on investments for federal income tax purposes were as follows:<br>
</div>

<table id="z4867df27c0764a76a9b7fc501f2b6fab" style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; BORDER-COLLAPSE: collapse; WIDTH: 100%" cellspacing="0" cellpadding="0" border="0">
<tr>
<td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; WIDTH: 20%">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; FONT-WEIGHT: bold; TEXT-ALIGN: right">Cost of</div>

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

<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; FONT-WEIGHT: bold; TEXT-ALIGN: right">Purposes</div>
</td>
<td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; WIDTH: 20%">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; FONT-WEIGHT: bold; TEXT-ALIGN: right">Gross Tax</div>

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

<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; FONT-WEIGHT: bold; TEXT-ALIGN: right">Appreciation</div>
</td>
<td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; WIDTH: 20.35%">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; FONT-WEIGHT: bold; TEXT-ALIGN: right">Gross Tax</div>

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

<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; FONT-WEIGHT: bold; TEXT-ALIGN: right">Depreciation</div>
</td>
<td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; WIDTH: 20%">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; FONT-WEIGHT: bold; TEXT-ALIGN: right">Net Tax Unrealized</div>

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

<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; FONT-WEIGHT: bold; TEXT-ALIGN: right">Investments</div>
</td>
<td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; WIDTH: 20%">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; FONT-WEIGHT: bold; TEXT-ALIGN: right">Net Tax Unrealized</div>

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

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

<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; FONT-WEIGHT: bold; TEXT-ALIGN: right">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: Arial; TEXT-ALIGN: right">$647,146,399</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: Arial; TEXT-ALIGN: right">$40,059,942</div>
</td>
<td style="BORDER-TOP: #000000 2px solid; VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; WIDTH: 20.35%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: right">$(18,518,237)</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: Arial; TEXT-ALIGN: right">&#160;$21,541,705</div>
</td>
<td style="BORDER-TOP: #000000 2px solid; VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; WIDTH: 20%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: right">&#160;$(39,758)</div>
</td>
</tr>
</table>

<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><br>
</div>

<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; FONT-WEIGHT: bold; TEXT-ALIGN: justify">Note 3 &#8211; Forward Foreign Currency Exchange Contracts:</div>

<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: justify">As of January 31, 2017, the following forward foreign currency exchange contracts were outstanding:</div>

<div><br>
</div>

<table id="zc389c8fa8a5b4eaaa5cd12b40cfc4879" style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; WIDTH: 100%" cellspacing="0" cellpadding="0">
<tr>
<td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid" valign="bottom" colspan="4">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; FONT-WEIGHT: bold; TEXT-ALIGN: left">Contracts to Sell</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; WIDTH: 201px" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; FONT-WEIGHT: bold; TEXT-ALIGN: left">Counterparty</div>
</td>
<td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; WIDTH: 125px" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; FONT-WEIGHT: bold; TEXT-ALIGN: right">Settlement</div>

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

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

<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; FONT-WEIGHT: bold; TEXT-ALIGN: right">1/31/17</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: 10pt; FONT-FAMILY: Arial; FONT-WEIGHT: bold; TEXT-ALIGN: right">Net Unrealized</div>

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

<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; FONT-WEIGHT: bold; TEXT-ALIGN: right">(Depreciation)</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: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left">CAD</div>
</td>
<td style="VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">923,569</div>
</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 201px; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 125px; BACKGROUND-COLOR: #cceeff" valign="bottom">&#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; BORDER-BOTTOM: #000000 2px solid; WIDTH: 17.33%; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; 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: 9%; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">703,994</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: 20.94%; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left">The Bank of New York Mellon</div>
</td>
<td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; WIDTH: 13.02%; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: right">3/14/2017</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: 10pt; FONT-FAMILY: Arial">$</div>
</td>
<td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; TEXT-ALIGN: right; WIDTH: 9%; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">703,994</div>
</td>
<td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">$</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: 10pt; FONT-FAMILY: Arial">708,687</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: 10pt; FONT-FAMILY: Arial">$</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: 10pt; FONT-FAMILY: Arial">(4,693</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: 10pt; FONT-FAMILY: Arial">)</div>
</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 17.33%; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; 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: 9%; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">3,612,000</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; WIDTH: 20.94%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 13.02%; 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: 17.33%; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; 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: 9%; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">3,850,392</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: 20.94%; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left">The Bank of New York Mellon</div>
</td>
<td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; WIDTH: 13.02%; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: right">3/14/2017</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: 10pt; FONT-FAMILY: Arial">3,850,392</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: 10pt; FONT-FAMILY: Arial">3,910,332</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: 10pt; FONT-FAMILY: Arial">(59,940</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: 10pt; FONT-FAMILY: Arial">)</div>
</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 17.33%; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; 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: 9%; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">713,118</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: 20.94%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 13.02%; 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: 17.33%; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; 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: 9%; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">904,127</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: 20.94%; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left">The Bank of New York Mellon</div>
</td>
<td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; WIDTH: 13.02%; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: right">3/14/2017</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: 10pt; FONT-FAMILY: Arial">904,127</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: 10pt; FONT-FAMILY: Arial">897,968</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: 10pt; FONT-FAMILY: Arial">6,159</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: 17.33%; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; 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: 9%; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">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: 20.94%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 13.02%; 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: 17.33%; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; 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: 9%; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">1,332,511</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: 20.94%; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left">The Bank of New York Mellon</div>
</td>
<td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; WIDTH: 13.02%; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: right">3/14/2017</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: 10pt; FONT-FAMILY: Arial">1,332,511</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: 10pt; FONT-FAMILY: Arial">1,323,433</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: 10pt; FONT-FAMILY: Arial">9,078</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: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left">Total unrealized depreciation for forward foreign currency exchange contracts</div>
</td>
<td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">$</div>
</td>
<td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">(49,396</div>
</td>
<td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">)</div>
</td>
</tr>
</table>

<div><br>
</div>

<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; FONT-WEIGHT: bold; TEXT-ALIGN: justify">Note 4 &#8211; Loan Commitments:</div>

<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: justify">As of January 31, 2017, the Fund had the following unfunded loan commitments which could be extended at the option of the borrower:</div>

<div><br>
</div>

<table id="z4626d8aa10334488adbc1be61f2177ce" style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; WIDTH: 100%" cellspacing="0" cellpadding="0" border="0">
<tr>
<td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; WIDTH: 23%" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; FONT-WEIGHT: bold; TEXT-ALIGN: left">Borrower</div>
</td>
<td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; WIDTH: 24%" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; FONT-WEIGHT: bold; TEXT-ALIGN: left">Maturity 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: 10pt; FONT-FAMILY: Arial; FONT-WEIGHT: bold; TEXT-ALIGN: right">Face Amount</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: 10pt; FONT-FAMILY: Arial; FONT-WEIGHT: bold; 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: 23%; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left">PetSmart, Inc.</div>
</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 24%; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left">&#160;03/10/22</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: 10pt; FONT-FAMILY: Arial">$</div>
</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 24%; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">2,210,000</div>
</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">$</div>
</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 23%; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">2,188,936</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: 23%; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left">Regal Cinemas Corp.</div>
</td>
<td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; WIDTH: 24%; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left">&#160;04/01/22</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: 24%; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">2,481,000</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: 23%; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">2,499,608</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: 23%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; WIDTH: 24%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;&#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: 10pt; FONT-FAMILY: Arial">$</div>
</td>
<td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; TEXT-ALIGN: right; WIDTH: 24%; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">4,691,000</div>
</td>
<td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">$</div>
</td>
<td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; TEXT-ALIGN: right; WIDTH: 23%; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">4,688,544</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 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: Arial; FONT-WEIGHT: bold; TEXT-ALIGN: justify">&#160;</div>

<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; FONT-VARIANT: normal; FONT-WEIGHT: bold; COLOR: #000000; FONT-STYLE: normal; TEXT-ALIGN: justify">
<table id="z5693f43112ae4679b89affc0c5646187" style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; WIDTH: 100%" cellspacing="0" cellpadding="0" border="0">
<tr>
<td style="BORDER-BOTTOM: #000000 1px solid; FONT-WEIGHT: bold; WIDTH: 0px">
<div>SUPPLEMENTAL INFORMATION (Unaudited)</div>
</td>
</tr>
</table>
</div>

<div><br>
</div>

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

<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; 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>

<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><br>
</div>

<div style="TEXT-ALIGN: justify"><font style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman'; FONT-WEIGHT: bold">Item 2.&#160;&#160;&#160; </font><font style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman'; FONT-WEIGHT: bold">Controls and Procedures.</font></div>

<div><br>
</div>

<div style="TEXT-ALIGN: justify">
<table id="z69f296c3de8b496f8e5ecaba365545a4" 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'; VERTICAL-ALIGN: top; WIDTH: 18pt; align: right">(a)</td>
<td style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman'; VERTICAL-ALIGN: top; 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="z305f72956cc9432fbbb6ec662e3c5ef5" 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'; VERTICAL-ALIGN: top; WIDTH: 18pt; align: right">(b)</td>
<td style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman'; VERTICAL-ALIGN: top; TEXT-ALIGN: justify; WIDTH: auto">There was no changes in the registrant&#8217;s internal controls over financial reporting (as defined in Rule 30a-3(d) under the Investment Company Act) that occurred during the registrant&#8217;s last fiscal quarter that has materially affected or is reasonably likely to materially affect the registrant&#8217;s internal control over financial reporting.</td>
</tr>
</table>
</div>

<div><br>
</div>

<div style="TEXT-ALIGN: justify"><font style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman'; FONT-WEIGHT: bold">Item 3.&#160;&#160;&#160; </font><font style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman'; FONT-WEIGHT: bold">Exhibits.</font></div>

<div><br>
</div>

<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman'; 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>

<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><br>
</div>

<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman'; FONT-WEIGHT: bold; TEXT-ALIGN: center">SIGNATURES</div>

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

<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman'; TEXT-ALIGN: justify; TEXT-INDENT: 18pt">Pursuant to the requirements of the Securities Exchange Act of 1934 and the Investment Company Act of 1940, the registrant has duly caused this report to be signed on its behalf by the undersigned, thereunto duly authorized.</div>

<div><br>
</div>

<table id="z22856d43557b4cfca720f1577ed636d5" style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman'; BORDER-COLLAPSE: collapse; WIDTH: 100%" cellspacing="0" cellpadding="0">
<tr>
<td style="VERTICAL-ALIGN: top; BORDER-BOTTOM: #000000 2px solid; WIDTH: 100%">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman'; TEXT-ALIGN: justify">Advent Claymore Convertible Securities and Income Fund</div>
</td>
</tr>
</table>

<div><br>
</div>

<table id="z405746dcab524e39ac580545cb29323e" 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: 2.3%">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman'; TEXT-ALIGN: left">By:</div>
</td>
<td style="VERTICAL-ALIGN: top; BORDER-BOTTOM: #000000 2px solid; TEXT-ALIGN: left; WIDTH: 97.7%">/s/ Tracy V. Maitland</td>
</tr>
</table>

<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman'; TEXT-ALIGN: left">&#160;&#160;&#160;&#160;&#160;&#160;&#160;&#160;&#160;&#160;&#160;&#160; &#160; Tracy V. Maitland<br>
 &#160;&#160;&#160;&#160;&#160;&#160;&#160;&#160;&#160;&#160;&#160;&#160;&#160;&#160; President and Chief Executive Officer</div>

<div><br>
</div>

<table id="z9b6e9089268140dd94ee36647a16ded1" 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: 2.3%">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman'; TEXT-ALIGN: left">Date:</div>
</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: left; WIDTH: 97.7%">&#160;&#160;&#160;&#160;&#160; March 28, 2017</td>
</tr>
</table>

<div><br>
</div>

<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman'; TEXT-ALIGN: left; 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>

<div><br>
</div>

<table id="z3a36d9b4307a4213be4c9c2dd453d4e4" 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: 2.62%">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman'; TEXT-ALIGN: left">By:</div>
</td>
<td style="VERTICAL-ALIGN: top; BORDER-BOTTOM: #000000 2px solid; TEXT-ALIGN: left; WIDTH: 97.38%">/s/ Tracy V. Maitland</td>
</tr>
</table>

<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman'; TEXT-ALIGN: left; TEXT-INDENT: 30pt">&#160;&#160;Tracy V. Maitland</div>

<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman'; TEXT-ALIGN: left; TEXT-INDENT: 30pt">&#160;&#160;President and Chief Executive Officer</div>

<div><br>
</div>

<table id="z77ba56b19f6e4709a0a89b22c8ba6f1e" 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: 2.3%">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman'; TEXT-ALIGN: left">Date:</div>
</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: left; WIDTH: 97.7%">&#160;&#160;&#160;&#160; March 28, 2017</td>
</tr>
</table>

<div><br>
</div>

<table id="zb6b0412122254f47887b27c8da5f55ac" 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: 2.3%">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman'; TEXT-ALIGN: left">By:</div>
</td>
<td style="VERTICAL-ALIGN: top; BORDER-BOTTOM: #000000 2px solid; TEXT-ALIGN: left; WIDTH: 97.7%">/s/ Robert White</td>
</tr>
</table>

<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman'; TEXT-ALIGN: left; TEXT-INDENT: 30pt">&#160;&#160;Robert White</div>

<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman'; TEXT-ALIGN: left; TEXT-INDENT: 30pt">&#160; Treasurer and Chief Financial Officer</div>

<div><br>
</div>

<table id="z229f5ff251774adc9a07ce88bfdb93c1" 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: 2.08%">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman'; TEXT-ALIGN: left">Date:</div>
</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: left; WIDTH: 97.92%">&#160;&#160;&#160;&#160;&#160; March 28, 2017</td>
</tr>
</table>

<div style="MARGIN-TOP: 12pt">&#160;</div>
</div>
</body>
</html>

</TEXT>
</DOCUMENT>
<DOCUMENT>
<TYPE>EX-99.CERT
<SEQUENCE>2
<FILENAME>ex99cert.htm
<DESCRIPTION>CERTIFICATIONS
<TEXT>
<html>
<head>
<title></title>
<!--Licensed to: fgs
    Document created using EDGARfilings PROfile 4.1.0.0
    Copyright 1995 - 2017 Summit Financial Printing, LLC.  All rights reserved.-->
</head>
<body style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman'; FONT-WEIGHT: normal" bgcolor="#ffffff" text="#000000">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', serif; COLOR: #000000; TEXT-ALIGN: center">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman'; FONT-WEIGHT: bold; TEXT-ALIGN: center"><u>CERTIFICATIONS</u></div>

<div><br>
</div>

<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman'; TEXT-ALIGN: justify; MARGIN-LEFT: 18pt">I, Tracy V. Maitland, certify that:</div>

<div><br>
</div>

<div style="TEXT-ALIGN: justify">
<table id="z37b9aa72ab6347fdb3dbdcf054862c91" class="DSPFListTable" style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman'; WIDTH: 100%" cellspacing="0" cellpadding="0">
<tr>
<td style="WIDTH: 18.05pt"></td>
<td style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman'; VERTICAL-ALIGN: top; WIDTH: 17.9pt; align: right">1.</td>
<td style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman'; VERTICAL-ALIGN: top; TEXT-ALIGN: justify; WIDTH: auto">I have reviewed this report on Form N-Q of Advent Claymore Convertible Securities and Income Fund;</td>
</tr>
</table>
</div>

<div><br>
</div>

<div style="TEXT-ALIGN: justify">
<table id="zb45953ef271646e38fa105376f9f66ba" class="DSPFListTable" style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman'; WIDTH: 100%" cellspacing="0" cellpadding="0">
<tr>
<td style="WIDTH: 18.05pt"></td>
<td style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman'; VERTICAL-ALIGN: top; WIDTH: 17.9pt; align: right">2.</td>
<td style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman'; VERTICAL-ALIGN: top; 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>
</tr>
</table>
</div>

<div><br>
</div>

<div style="TEXT-ALIGN: justify">
<table id="zb5b9cfec9022419084112579ebb12c63" class="DSPFListTable" style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman'; WIDTH: 100%" cellspacing="0" cellpadding="0">
<tr>
<td style="WIDTH: 18.05pt"></td>
<td style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman'; VERTICAL-ALIGN: top; WIDTH: 17.9pt; align: right">3.</td>
<td style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman'; VERTICAL-ALIGN: top; 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>
</tr>
</table>
</div>

<div><br>
</div>

<div style="TEXT-ALIGN: justify">
<table id="zed650c9f583044958781c4fbf61e2341" class="DSPFListTable" style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman'; WIDTH: 100%" cellspacing="0" cellpadding="0">
<tr>
<td style="WIDTH: 18.05pt"></td>
<td style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman'; VERTICAL-ALIGN: top; WIDTH: 17.9pt; align: right">4.</td>
<td style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman'; VERTICAL-ALIGN: top; 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>
</tr>
</table>
</div>

<div><br>
</div>

<div style="TEXT-ALIGN: justify">
<table id="z0b800a80e87242e6a6761641fe621824" class="DSPFListTable" style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman'; WIDTH: 100%" cellspacing="0" cellpadding="0">
<tr>
<td style="WIDTH: 36pt"></td>
<td style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman'; VERTICAL-ALIGN: top; WIDTH: 18pt; align: right">(a)</td>
<td style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman'; VERTICAL-ALIGN: top; 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>
</tr>
</table>
</div>

<div><br>
</div>

<div style="TEXT-ALIGN: justify">
<table id="zc62d7077784a477b877300e502a583db" class="DSPFListTable" style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman'; WIDTH: 100%" cellspacing="0" cellpadding="0">
<tr>
<td style="WIDTH: 36pt"></td>
<td style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman'; VERTICAL-ALIGN: top; WIDTH: 18pt; align: right">(b)</td>
<td style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman'; VERTICAL-ALIGN: top; TEXT-ALIGN: justify; WIDTH: auto">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>
</tr>
</table>
</div>

<div><br>
</div>

<div style="TEXT-ALIGN: justify">
<table id="z50de8d5eece74b73a70d3dd17d049f6d" class="DSPFListTable" style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman'; WIDTH: 100%" cellspacing="0" cellpadding="0">
<tr>
<td style="WIDTH: 36pt"></td>
<td style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman'; VERTICAL-ALIGN: top; WIDTH: 18pt; align: right">(c)</td>
<td style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman'; VERTICAL-ALIGN: top; TEXT-ALIGN: justify; WIDTH: auto">Evaluated the effectiveness of the registrant&#8217;s disclosure controls and procedures and presented in this report our conclusions about the effectiveness of the disclosure controls and procedures, as of a date within 90 days prior to the filing date of this report,<font style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman'; FONT-WEIGHT: bold">&#160;</font>based on such evaluation; and</td>
</tr>
</table>
</div>

<div><br>
</div>

<div style="TEXT-ALIGN: justify">
<table id="z1287686a8bde486280e6d0911ac71257" class="DSPFListTable" style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman'; WIDTH: 100%" cellspacing="0" cellpadding="0">
<tr>
<td style="WIDTH: 36pt"></td>
<td style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman'; VERTICAL-ALIGN: top; WIDTH: 18pt; align: right">(d)</td>
<td style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman'; VERTICAL-ALIGN: top; 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>
</tr>
</table>
</div>

<div><br>
</div>

<div style="TEXT-ALIGN: justify">
<table id="z8a64b808773e418ba0bbea8e7d45e35a" class="DSPFListTable" style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman'; WIDTH: 100%" cellspacing="0" cellpadding="0">
<tr>
<td style="WIDTH: 18.05pt"></td>
<td style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman'; VERTICAL-ALIGN: top; WIDTH: 17.9pt; align: right">5.</td>
<td style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman'; VERTICAL-ALIGN: top; 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>
</tr>
</table>
</div>

<div><br>
</div>

<div style="TEXT-ALIGN: justify">
<table id="z8205738dd4b74264b9f70a434754c334" class="DSPFListTable" style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman'; WIDTH: 100%" cellspacing="0" cellpadding="0">
<tr>
<td style="WIDTH: 36pt"></td>
<td style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman'; VERTICAL-ALIGN: top; WIDTH: 18pt; align: right">(a)</td>
<td style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman'; VERTICAL-ALIGN: top; 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>
</tr>
</table>
</div>

<div><br>
</div>

<div style="TEXT-ALIGN: justify">
<table id="zf80a14a4763a4f7e8c6378a6c0e2efbc" class="DSPFListTable" style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman'; WIDTH: 100%" cellspacing="0" cellpadding="0">
<tr>
<td style="WIDTH: 36pt"></td>
<td style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman'; VERTICAL-ALIGN: top; WIDTH: 18pt; align: right">(b)</td>
<td style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman'; VERTICAL-ALIGN: top; TEXT-ALIGN: justify; WIDTH: auto">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>
</tr>
</table>
</div>

<div><br>
</div>

<div><br>
</div>

<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman'; TEXT-ALIGN: justify; MARGIN-LEFT: 36pt">Date: March 28, 2017</div>

<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman'; TEXT-ALIGN: justify">
<table id="zebb1557eac6340c0b07f872030656c1a" style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman'; WIDTH: 100%" cellspacing="0" cellpadding="0" border="0">
<tr>
<td style="PADDING-BOTTOM: 2px; WIDTH: 75%">
<div>&#160;</div>
</td>
<td style="BORDER-BOTTOM: #000000 2px solid; TEXT-ALIGN: center; WIDTH: 25%">/s/ Tracy V. Maitland</td>
</tr>

<tr>
<td style="WIDTH: 75%">
<div>&#160;</div>
</td>
<td style="WIDTH: 25%">
<div>
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman'; TEXT-ALIGN: center">Tracy V. Maitland</div>

<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman'; TEXT-ALIGN: center">President and Chief Executive Officer</div>
</div>
</td>
</tr>
</table>
</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: 'Times New Roman'; FONT-WEIGHT: bold; TEXT-ALIGN: center"><u><br>
 CERTIFICATIONS</u></div>

<div><br>
</div>

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

<div><br>
</div>

<div style="TEXT-ALIGN: justify">
<table id="zcc511e97212d41f9936d222ffabb0ff5" class="DSPFListTable" style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman'; WIDTH: 100%" cellspacing="0" cellpadding="0">
<tr>
<td style="WIDTH: 18.05pt"></td>
<td style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman'; VERTICAL-ALIGN: top; WIDTH: 17.9pt; align: right">1.</td>
<td style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman'; VERTICAL-ALIGN: top; TEXT-ALIGN: justify; WIDTH: auto">I have reviewed this report on Form N-Q of Advent Claymore Convertible Securities and Income Fund;</td>
</tr>
</table>
</div>

<div><br>
</div>

<div style="TEXT-ALIGN: justify">
<table id="z6ad7f63c02024161a5f92359d1221b83" class="DSPFListTable" style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman'; WIDTH: 100%" cellspacing="0" cellpadding="0">
<tr>
<td style="WIDTH: 18.05pt"></td>
<td style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman'; VERTICAL-ALIGN: top; WIDTH: 17.9pt; align: right">2.</td>
<td style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman'; VERTICAL-ALIGN: top; 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>
</tr>
</table>
</div>

<div><br>
</div>

<div style="TEXT-ALIGN: justify">
<table id="zd1c3ea7a5cbe41ba99890d8ae89c9d29" class="DSPFListTable" style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman'; WIDTH: 100%" cellspacing="0" cellpadding="0">
<tr>
<td style="WIDTH: 18.05pt"></td>
<td style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman'; VERTICAL-ALIGN: top; WIDTH: 17.9pt; align: right">3.</td>
<td style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman'; VERTICAL-ALIGN: top; 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>
</tr>
</table>
</div>

<div><br>
</div>

<div style="TEXT-ALIGN: justify">
<table id="zb0df6cac806740439d2d056fe04146df" class="DSPFListTable" style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman'; WIDTH: 100%" cellspacing="0" cellpadding="0">
<tr>
<td style="WIDTH: 18.05pt"></td>
<td style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman'; VERTICAL-ALIGN: top; WIDTH: 17.9pt; align: right">4.</td>
<td style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman'; VERTICAL-ALIGN: top; 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>
</tr>
</table>
</div>

<div><br>
</div>

<div style="TEXT-ALIGN: justify">
<table id="zdaf7400a217a45e99c07a1fd33c79d03" class="DSPFListTable" style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman'; WIDTH: 100%" cellspacing="0" cellpadding="0">
<tr>
<td style="WIDTH: 36pt"></td>
<td style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman'; VERTICAL-ALIGN: top; WIDTH: 18pt; align: right">(a)</td>
<td style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman'; VERTICAL-ALIGN: top; 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>
</tr>
</table>
</div>

<div><br>
</div>

<div style="TEXT-ALIGN: justify">
<table id="z4d6f7809e2b64579b9ded593fa8a1665" class="DSPFListTable" style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman'; WIDTH: 100%" cellspacing="0" cellpadding="0">
<tr>
<td style="WIDTH: 36pt"></td>
<td style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman'; VERTICAL-ALIGN: top; WIDTH: 18pt; align: right">(b)</td>
<td style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman'; VERTICAL-ALIGN: top; TEXT-ALIGN: justify; WIDTH: auto">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>
</tr>
</table>
</div>

<div><br>
</div>

<div style="TEXT-ALIGN: justify">
<table id="z2c14f4b78b154afba438aacf0d24ecb3" class="DSPFListTable" style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman'; WIDTH: 100%" cellspacing="0" cellpadding="0">
<tr>
<td style="WIDTH: 36pt"></td>
<td style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman'; VERTICAL-ALIGN: top; WIDTH: 18pt; align: right">(c)</td>
<td style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman'; VERTICAL-ALIGN: top; TEXT-ALIGN: justify; WIDTH: auto">Evaluated the effectiveness of the registrant&#8217;s disclosure controls and procedures and presented in this report our conclusions about the effectiveness of the disclosure controls and procedures, as of a date within 90 days prior to the filing date of this report,<font style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman'; FONT-WEIGHT: bold">&#160;</font>based on such evaluation; and</td>
</tr>
</table>
</div>

<div><br>
</div>

<div style="TEXT-ALIGN: justify">
<table id="z08126e940bae4b53af90265135202913" class="DSPFListTable" style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman'; WIDTH: 100%" cellspacing="0" cellpadding="0">
<tr>
<td style="WIDTH: 36pt"></td>
<td style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman'; VERTICAL-ALIGN: top; WIDTH: 18pt; align: right">(d)</td>
<td style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman'; VERTICAL-ALIGN: top; 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>
</tr>
</table>
</div>

<div><br>
</div>

<div style="TEXT-ALIGN: justify">
<table id="zfa3c312df6584231afb20aa9bbda9764" class="DSPFListTable" style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman'; WIDTH: 100%" cellspacing="0" cellpadding="0">
<tr>
<td style="WIDTH: 18.05pt"></td>
<td style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman'; VERTICAL-ALIGN: top; WIDTH: 17.9pt; align: right">5.</td>
<td style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman'; VERTICAL-ALIGN: top; 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>
</tr>
</table>
</div>

<div><br>
</div>

<div style="TEXT-ALIGN: justify">
<table id="z0dbcd0cc55de4c5ca086ed6e33b695df" class="DSPFListTable" style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman'; WIDTH: 100%" cellspacing="0" cellpadding="0">
<tr>
<td style="WIDTH: 36pt"></td>
<td style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman'; VERTICAL-ALIGN: top; WIDTH: 18pt; align: right">(a)</td>
<td style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman'; VERTICAL-ALIGN: top; 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>
</tr>
</table>
</div>

<div><br>
</div>

<div style="TEXT-ALIGN: justify">
<table id="zc4c8e07d33954411870987df565f0ae9" class="DSPFListTable" style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman'; WIDTH: 100%" cellspacing="0" cellpadding="0">
<tr>
<td style="WIDTH: 36pt"></td>
<td style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman'; VERTICAL-ALIGN: top; WIDTH: 18pt; align: right">(b)</td>
<td style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman'; VERTICAL-ALIGN: top; TEXT-ALIGN: justify; WIDTH: auto">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>
</tr>
</table>
</div>

<div><br>
</div>

<div><br>
</div>

<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman'; TEXT-ALIGN: justify; MARGIN-LEFT: 36pt">Date: March 28, 2017</div>

<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman'; TEXT-ALIGN: justify">
<table id="ze729d0fc68a44d33aef19477b74b6b31" style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman'; WIDTH: 100%" cellspacing="0" cellpadding="0" border="0">
<tr>
<td style="PADDING-BOTTOM: 2px; WIDTH: 75%">
<div>&#160;</div>
</td>
<td style="BORDER-BOTTOM: #000000 2px solid; TEXT-ALIGN: center; WIDTH: 25%">/s/ Robert White</td>
</tr>

<tr>
<td style="WIDTH: 75%">
<div>&#160;</div>
</td>
<td style="WIDTH: 25%">
<div>
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman'; TEXT-ALIGN: center">Robert White</div>

<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman'; TEXT-ALIGN: center">Treasurer and Chief Financial Officer</div>
</div>
</td>
</tr>
</table>
</div>
</div>
</body>
</html>

</TEXT>
</DOCUMENT>
</SEC-DOCUMENT>
